NPORT-P false 0000004568 XXXXXXXX S000008801 C000023946 C000023948 C000023949 C000023950 C000224633 C000224634 C000189521 C000023937 C000023944 C000023945 C000068555 C000180007 C000023938 C000023939 C000148414 C000023940 C000023941 C000023942 C000164818 C000077860 C000189522 American Balanced Fund 811-00066 0000004568 L8DP8S00A6XHCCDH3332 6455 Irvine Center Drive Irvine 92618 9499755000 American Balanced Fund S000008801 L8DP8S00A6XHCCDH3332 2025-12-31 2025-12-31 N 278271618535.230000000000 8435382704.830000000000 269836235830.400000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 48763415.910000000000 USD UST 60%/40% S&P 500 Index/Bloomberg U.S. Aggregate Index 60SPX40LBUSTRUU AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBR0 3032000.000000000000 PA USD 2977593.790000000037 0.0011034818 Long DBT CORP US N 2 2026-09-15 Fixed 1.450000000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBS8 732000.000000000000 PA USD 650533.520000000019 0.0002410846 Long DBT CORP US N 2 2031-09-15 Fixed 2.300000000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AU9 2487000.000000000000 PA USD 2348352.240000000224 0.0008702879 Long DBT CORP US N 2 2028-10-01 Fixed 1.700000000000 N N N N N N AERCAP IRELAND CAPITAL DAC 549300TI38531ODB1G63 00774MAV7 9689000.000000000000 PA USD 9559971.589999999851 0.0035428791 Long DBT CORP IE N 2 2026-10-29 Fixed 2.450000000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAR3 6085000.000000000000 PA USD 5963592.080000000075 0.0022100783 Long DBT CORP US N 2 2027-01-15 Fixed 2.200000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DD9 400000.000000000000 PA USD 388061.599999999977 0.0001438137 Long DBT CORP US N 2 2029-02-22 Fixed 3.000000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DG2 4544000.000000000000 PA USD 3554280.450000000186 0.0013171991 Long DBT CORP US N 2 2062-02-22 Fixed 4.400000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CS6 13925000.000000000000 PA USD 13728504.330000000075 0.0050877171 Long DBT CORP US N 2 2027-03-04 Fixed 2.550000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DH0 8900000.000000000000 PA USD 8894713.400000000373 0.0032963376 Long DBT CORP US N 2 2029-08-18 Fixed 4.050000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DJ6 10415000.000000000000 PA USD 10184766.009999999776 0.0037744249 Long DBT CORP US N 2 2033-03-01 Fixed 4.200000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DK3 7808000.000000000000 PA USD 6877590.910000000149 0.0025488018 Long DBT CORP US N 2 2053-03-01 Fixed 4.875000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DB2 3900000.000000000000 PA USD 4036379.100000000093 0.0014958625 Long DBT CORP US N 2 2027-11-05 Fixed 5.850000000000 N N N N N N AUSTRALIA & NEW ZEALAND BANKING GROUP LTD JHE42UYNWWTJB8YTTU19 052528AP1 4676000.000000000000 PA USD 5179114.219999999739 0.0019193546 Long DBT CORP AU Y 2 2032-12-08 Fixed 6.742000000000 N N N N N N ALPHA BANK SA 213800DBQIB6VBNU5C64 N/A 5663000.000000000000 PA 6796200.379999999888 0.0025186389 Long DBT CORP GR N 2 2027-06-16 Variable 7.500000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 3249000.000000000000 PA USD 3325676.399999999907 0.0012324795 Long DBT CORP US N 2 2028-03-02 Fixed 5.150000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 20000000.000000000000 PA USD 20768320.000000000000 0.0076966386 Long DBT CORP US N 2 2030-03-02 Fixed 5.250000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 27070000.000000000000 PA USD 28029902.199999999255 0.0103877458 Long DBT CORP US N 2 2033-03-02 Fixed 5.250000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DS6 7101000.000000000000 PA USD 7146545.809999999590 0.0026484752 Long DBT CORP US N 2 2043-03-02 Fixed 5.600000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 41418000.000000000000 PA USD 40584421.329999998212 0.0150403897 Long DBT CORP US N 2 2053-03-02 Fixed 5.650000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DU1 2631000.000000000000 PA USD 2569163.609999999870 0.0009521196 Long DBT CORP US N 2 2063-03-02 Fixed 5.750000000000 N N N N N N ALPHA BANK SA 213800DBQIB6VBNU5C64 N/A 11265000.000000000000 PA 14467013.859999999404 0.0053614052 Long DBT CORP GR N 2 2029-06-27 Variable 6.875000000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 23775000.000000000000 PA USD 25255231.500000000000 0.0093594663 Long DBT CORP IE Y 2 2029-09-13 Variable 6.608000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DN6 18496000.000000000000 PA USD 20209524.929999999702 0.0074895519 Long DBT CORP US N 2 2031-10-30 Variable 6.489000000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2W3 55384000.000000000000 PA USD 57345092.060000002384 0.0212518129 Long DBT CORP FR Y 2 2030-05-20 Variable 5.497000000000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBK9 11531000.000000000000 PA USD 11874808.300000000745 0.0044007464 Long DBT CORP CA N 2 2035-03-30 Fixed 5.200000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBA0 7064000.000000000000 PA USD 7229523.650000000373 0.0026792264 Long DBT CORP US N 2 2036-03-27 Variable 5.333000000000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607PH98 25000000.000000000000 PA USD 25419925.000000000000 0.0094205009 Long DBT CORP CA N 2 2029-03-30 Variable 4.857000000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBS6 1983000.000000000000 PA USD 2016796.270000000019 0.0007474149 Long DBT CORP US N 2 2030-05-01 Fixed 4.800000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QA2 5902000.000000000000 PA USD 6030468.830000000075 0.0022348625 Long DBT CORP US N 2 2031-05-07 Variable 4.952000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEP2 2012000.000000000000 PA USD 2058163.330000000075 0.0007627453 Long DBT CORP US N 2 2035-05-15 Fixed 5.300000000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BZ4 19300000.000000000000 PA USD 19949715.199999999255 0.0073932677 Long DBT CORP US Y 2 2031-06-15 Fixed 5.875000000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBP2 22800000.000000000000 PA USD 23461975.199999999255 0.0086948942 Long DBT CORP US N 2 2030-05-29 Fixed 4.914000000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAK0 30000000.000000000000 PA USD 30332790.000000000000 0.0112411848 Long DBT CORP ES Y 2 2029-07-03 Variable 4.634000000000 N N N N N N CD 2017-CD6 N/A 125039AF4 12890000.000000000000 PA USD 12733566.960000000894 0.0047189981 Long ABS-MBS CORP US N 2 2050-11-13 Fixed 3.456000000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1 N/A 17328JAA5 449384.140000000014 PA USD 425930.780000000028 0.0001578479 Long ABS-CBDO CORP US Y 2 2060-05-25 Variable 1.804000000000 N N N N N N COLT MORTGAGE LOAN TRUST COLT_21-5 N/A 12598RAA1 9160400.289999999106 PA USD 8352288.099999999627 0.0030953175 Long ABS-CBDO CORP US Y 2 2066-11-26 Variable 1.726000000000 N N N N N N CIM TRUST CIM_22-R2 N/A 12567NAA7 21355649.050000000745 PA USD 20444019.100000001490 0.0075764543 Long ABS-CBDO CORP US Y 2 2061-12-25 Variable 3.750000000000 N N N N N N CAS 2023-R01 N/A 207932AA2 26533580.559999998659 PA USD 27073061.320000000298 0.0100331452 Long ABS-CBDO CORP US Y 2 2042-12-25 Variable 6.274190000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AN1 27334000.000000000000 PA USD 28459286.109999999404 0.0105468734 Long DBT CORP US N 2 2055-06-23 Fixed 6.250000000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_23-R02 N/A 20755AAB8 15300231.529999999329 PA USD 15606710.470000000671 0.0057837712 Long ABS-CBDO CORP US Y 2 2043-01-25 Variable 6.174190000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT N/A 17291NAC5 9877000.000000000000 PA USD 10125732.490000000224 0.0037525473 Long ABS-CBDO CORP US Y 2 2040-10-12 Variable 6.047500000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT N/A 17291NAE1 4900000.000000000000 PA USD 4979870.000000000000 0.0018455157 Long ABS-CBDO CORP US Y 2 2040-10-12 Variable 6.047500000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT N/A 17291NAA9 55899000.000000000000 PA USD 57640812.840000003576 0.0213614056 Long ABS-MBS CORP US Y 2 2040-10-12 Variable 6.014690000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCM1 35080000.000000000000 PA USD 35954965.359999999404 0.0133247357 Long DBT CORP US N 2 2035-07-15 Fixed 5.200000000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AT0 8850000.000000000000 PA USD 9034540.199999999255 0.0033481568 Long DBT CORP US Y 2 2030-08-15 Fixed 5.625000000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS_23-R04 N/A 20754QAB4 75090000.000000000000 PA USD 78796667.670000001788 0.0292016628 Long ABS-CBDO CORP US Y 2 2043-05-25 Variable 7.424190000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3 N/A 17331LAA5 20000000.000000000000 PA USD 20847180.000000000000 0.0077258638 Long ABS-CBDO CORP US Y 2 2028-07-10 Variable 6.359730000000 N N N N N N TAKEDA US FINANCING INC 254900ZGPIBGBZ2N3A33 87406BAB8 3201000.000000000000 PA USD 3241271.779999999795 0.0012011996 Long DBT CORP US N 2 2055-07-07 Fixed 5.900000000000 N N N N N N TAKEDA US FINANCING INC 254900ZGPIBGBZ2N3A33 87406BAA0 34501000.000000000000 PA USD 35156795.009999997914 0.0130289377 Long DBT CORP US N 2 2035-07-07 Fixed 5.200000000000 N N N N N N CAS 2023-R05 N/A 207942AA1 10061748.199999999255 PA USD 10143379.160000000149 0.0037590871 Long ABS-CBDO CORP US Y 2 2043-06-25 Variable 5.774190000000 N N N N N N CAS 2023-R05 N/A 207942AB9 46402000.000000000000 PA USD 48172514.710000000894 0.0178525003 Long ABS-CBDO CORP US Y 2 2043-06-25 Variable 6.974190000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADX0 5850000.000000000000 PA USD 5818322.250000000000 0.0021562420 Long DBT CORP US N 2 2035-11-15 Fixed 4.950000000000 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 22411VAD0 23770000.000000000000 PA USD 23407659.629999998957 0.0086747651 Long DBT USGA CA Y 2 2027-11-02 Fixed 2.750000000000 N N N N N N COMISION FEDERAL DE ELECTRICIDAD CFE 4469000001BFPONMPF32 200447AL4 6553000.000000000000 PA USD 6495595.719999999739 0.0024072363 Long DBT CORP MX Y 2 2029-05-15 Fixed 4.688000000000 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 22411VAU2 17827000.000000000000 PA USD 17487807.449999999255 0.0064808966 Long DBT USGA CA Y 2 2026-09-09 Fixed 0.875000000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06 N/A 20754EAA3 8653791.710000000894 PA USD 8689678.980000000447 0.0032203529 Long ABS-CBDO CORP US Y 2 2043-07-25 Variable 5.574190000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06 N/A 20754EAB1 43307000.000000000000 PA USD 44553029.000000000000 0.0165111364 Long ABS-CBDO CORP US Y 2 2043-07-25 Variable 6.574190000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 72435000.000000000000 PA USD 59017864.950000002980 0.0218717344 Long DBT CORP MX N 2 2060-01-28 Fixed 6.950000000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2P9 17490000.000000000000 PA USD 17084896.620000001043 0.0063315798 Long DBT CORP SA Y 2 2054-07-17 Fixed 5.750000000000 N N N N N N FANNIE MAE - CAS_24-R01 N/A 20753UAB6 6104000.000000000000 PA USD 6148101.400000000373 0.0022784566 Long ABS-CBDO CORP US Y 2 2044-01-25 Variable 5.674190000000 N N N N N N FANNIE MAE - CAS_24-R01 N/A 20753UAA8 2836130.089999999851 PA USD 2833597.430000000168 0.0010501175 Long ABS-CBDO CORP US Y 2 2044-01-25 Variable 4.924190000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932107 7617410.000000000000 NS USD 341031445.699999988079 0.1263845994 Long EC CORP US N 1 N N N CHILE (REPUBLIC OF) 549300FLZTJM5YJF8D34 168863DQ8 15816000.000000000000 PA USD 9837552.000000000000 0.0036457490 Long DBT NUSS CL N 2 2061-01-22 Fixed 3.100000000000 N N N N N N CAS 2024-R02 N/A 20754GAA8 1897862.750000000000 PA USD 1897202.290000000037 0.0007030940 Long ABS-CBDO CORP US Y 2 2044-02-25 Variable 4.974190000000 N N N N N N CAS 2024-R02 N/A 20754GAE0 6661000.000000000000 PA USD 6705448.849999999627 0.0024850068 Long ABS-CBDO CORP US Y 2 2044-02-25 Variable 5.674190000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 145000000.000000000000 PA USD 140978512.000000000000 0.0522459526 Long DBT UST US N 2 2033-02-15 Fixed 3.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TP3 108728067.959999993443 PA USD 84807912.859999999404 0.0314294011 Long DBT UST US N 2 2053-02-15 Fixed 1.500000000000 N N N N N N CAS 2023-R08 N/A 20755CAA6 2540257.350000000093 PA USD 2545215.930000000168 0.0009432447 Long ABS-CBDO CORP US Y 2 2043-10-25 Variable 5.374190000000 N N N N N N CAS 2024-R04 N/A 20753GAC5 3348000.000000000000 PA USD 3362885.209999999963 0.0012462689 Long ABS-CBDO CORP US Y 2 2044-05-25 Variable 5.524190000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 398407000.000000000000 PA USD 403522426.360000014305 0.1495434537 Long DBT UST US N 2 2030-02-28 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 52103200.000000000000 PA USD 52251777.490000002086 0.0193642553 Long DBT UST US N 2 2028-03-31 Fixed 3.625000000000 N N N N N N CONE 2024-DFW1 N/A 20682AAA8 36135000.000000000000 PA USD 36128820.920000001788 0.0133891658 Long ABS-CBDO CORP US Y 2 2041-08-15 Variable 5.391850000000 N N N N N N CALI 2024-SUN N/A 12988DAA0 15062000.000000000000 PA USD 15103028.890000000596 0.0055971092 Long ABS-CBDO CORP US Y 2 2041-07-15 Variable 5.641190000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGV7 72000000.000000000000 PA USD 72049219.200000002980 0.0267010911 Long DBT UST US N 2 2026-04-15 Fixed 3.750000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 48871000.000000000000 PA USD 47011609.950000002980 0.0174222746 Long DBT UST US N 2 2033-05-15 Fixed 3.375000000000 N N N N N N CALI 2024-SUN N/A 12988DAC6 11339000.000000000000 PA USD 11387338.160000000149 0.0042200923 Long ABS-CBDO CORP US Y 2 2041-07-15 Variable 6.090550000000 N N N N N N CFMT 2024-HB15 98450050957GF5E1CD92 15723AAA9 7104579.559999999590 PA USD 7086356.309999999590 0.0026261693 Long ABS-CBDO CORP US Y 2 2034-08-25 Variable 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 34310000.000000000000 PA USD 30827908.980000000447 0.0114246735 Long DBT UST US N 2 2043-05-15 Fixed 3.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 74841000.000000000000 PA USD 75042479.459999993443 0.0278103789 Long DBT UST US N 2 2028-05-31 Fixed 3.625000000000 N N N N N N CAS 2024-R06 N/A 20755RAA3 5601441.490000000224 PA USD 5614688.900000000373 0.0020807765 Long ABS-CBDO CORP US Y 2 2044-09-25 Variable 5.024190000000 N N N N N N CAS 2024-R06 N/A 20755RAC9 3843000.000000000000 PA USD 3848476.279999999795 0.0014262266 Long ABS-CBDO CORP US Y 2 2044-09-25 Variable 5.474190000000 N N N N N N CFMT 2024-R1 N/A 12530YAA7 5339322.830000000075 PA USD 5286298.009999999776 0.0019590764 Long ABS-CBDO CORP US Y 2 2054-10-25 Variable 4.000000000000 N N N N N N CFMT 2024-RM5 984500AB3AED98FEEV98 147275AA9 51612915.509999997914 PA USD 50667315.280000001192 0.0187770613 Long ABS-CBDO CORP US Y 2 2054-10-25 Variable 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 77091000.000000000000 PA USD 77996634.230000004172 0.0289051743 Long DBT UST US N 2 2028-06-30 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 4675000.000000000000 PA USD 4687457.009999999776 0.0017371488 Long DBT UST US N 2 2030-06-30 Fixed 3.750000000000 N N N N N N COLT FUNDING LLC COLT_24-INV3 2138006GN5HS2TH8G784 196919AA2 8600394.900000000373 PA USD 8659376.410000000149 0.0032091229 Long ABS-CBDO CORP US Y 2 2069-09-25 Variable 5.443000000000 N N N N N N CFMT 2024-NR1 N/A 12531DAA2 7796266.480000000447 PA USD 7806697.879999999888 0.0028931244 Long ABS-CBDO CORP US Y 2 2029-11-25 Variable 6.405000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 49445000.000000000000 PA USD 49066439.189999997616 0.0181837843 Long DBT UST US N 2 2033-08-15 Fixed 3.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 25150000.000000000000 PA USD 26143042.719999998808 0.0096884848 Long DBT UST US N 2 2030-09-30 Fixed 4.625000000000 N N N N N N CAS 2025-R01 N/A 20755JAA1 6311425.290000000037 PA USD 6314379.040000000037 0.0023400782 Long ABS-CBDO CORP US Y 2 2045-01-25 Variable 4.824190000000 N N N N N N COLT MORTGAGE LOAN TRUST COLT_23-3 213800MIPEZY1A8W1N28 19688RAA7 4647710.179999999702 PA USD 4702613.580000000075 0.0017427658 Long ABS-CBDO CORP US Y 2 2068-09-25 Variable 7.180000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJH5 117661923.000000000000 PA USD 121219378.200000002980 0.0449233135 Long DBT UST US N 2 2028-10-15 Fixed 2.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 6762000.000000000000 PA USD 6987047.469999999739 0.0025893659 Long DBT UST US N 2 2033-11-15 Fixed 4.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 51259956.000000000000 PA USD 51003678.000000000000 0.0189017156 Long DBT UST US N 2 2034-01-15 Fixed 1.750000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 254696000.000000000000 PA USD 257979184.259999990463 0.0956058342 Long DBT UST US N 2 2029-01-31 Fixed 4.000000000000 N N N N N N CAS 2025-R02 N/A 20754TAB8 3420375.439999999944 PA USD 3427086.220000000205 0.0012700615 Long ABS-CBDO CORP US Y 2 2045-02-25 Variable 4.874190000000 N N N N N N CAS 2025-R02 N/A 20754TAC6 3953951.580000000075 PA USD 3961270.339999999851 0.0014680276 Long ABS-CBDO CORP US Y 2 2045-02-25 Variable 5.024190000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFKT7 92621994.829999998212 PA USD 78205659.200000002980 0.0289826379 Long ABS-MBS USGA US N 2 2042-01-01 Fixed 1.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKQK7 150042172.469999998808 PA USD 128498517.180000007153 0.0476209271 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N CIM 2025-R1 N/A 12575LAA1 13990570.560000000522 PA USD 13956545.490000000224 0.0051722281 Long ABS-CBDO CORP US Y 2 2099-02-25 Variable 5.000000000000 N N N N N N DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1 N/A 23312LAT5 550000.000000000000 PA USD 545154.500000000000 0.0002020316 Long ABS-CBDO CORP US N 2 2049-05-10 Fixed 3.539000000000 N N N N N N DC COMMERCIAL MORTGAGE TRUST DC_23-DC N/A 24023AAG5 12887000.000000000000 PA USD 13266844.330000000075 0.0049166282 Long ABS-CBDO CORP US Y 2 2040-09-12 Variable 7.140490000000 N N N N N N DC COMMERCIAL MORTGAGE TRUST DC_23-DC N/A 24023AAC4 7074000.000000000000 PA USD 7298684.389999999665 0.0027048570 Long ABS-CBDO CORP US Y 2 2040-09-12 Fixed 6.804300000000 N N N N N N DC COMMERCIAL MORTGAGE TRUST DC_23-DC N/A 24023AAA8 36773000.000000000000 PA USD 37897113.840000003576 0.0140444865 Long ABS-CBDO CORP US Y 2 2040-09-12 Fixed 6.314300000000 N N N N N N STACR 2024-DNA3 529900P3PHNE8PW64Z68 35564NEZ2 97582.619999999995 PA USD 97556.270000000004 0.0000361539 Long ABS-CBDO CORP US Y 2 2044-10-25 Variable 4.874190000000 N N N N N N STACR 2024-DNA3 529900P3PHNE8PW64Z68 35564NEY5 5520155.000000000000 PA USD 5528032.259999999776 0.0020486619 Long ABS-CBDO CORP US Y 2 2044-10-25 Variable 4.924190000000 N N N N N N STACR 2024-DNA3 529900P3PHNE8PW64Z68 35564NFA6 2570000.000000000000 PA USD 2569735.290000000037 0.0009523314 Long ABS-CBDO CORP US Y 2 2044-10-25 Variable 5.324190000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KLZY6 178138945.379999995232 PA USD 152781222.780000001192 0.0566199800 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K144 N/A 3137H7M91 26790914.000000000000 PA USD 24198759.120000001043 0.0089679427 Long ABS-CBDO USGA US N 2 2032-04-25 Fixed 2.450000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVMB8 31002104.570000000298 PA USD 26725674.269999999553 0.0099044052 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGY27 20189070.199999999255 PA USD 17391470.739999998361 0.0064451947 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.500000000000 N N N N N N STAR 2025-SFR5 N/A 85520CAA3 7485121.219999999739 PA USD 7497194.719999999739 0.0027784240 Long ABS-CBDO CORP US Y 2 2042-02-17 Variable 5.201000000000 N N N N N N STACR 2025-DNA1 529900WZAMS87JCAOC53 35564NFY4 7539950.000000000000 PA USD 7543938.629999999888 0.0027957471 Long ABS-CBDO CORP US Y 2 2045-01-25 Variable 4.824190000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KL2V8 9960893.900000000373 PA USD 8171419.309999999590 0.0030282884 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEY22 1815256.100000000093 PA USD 1571390.969999999972 0.0005823499 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N SWCH 2025-DATA N/A 78489CAB5 9804000.000000000000 PA USD 9734332.779999999329 0.0036074965 Long ABS-CBDO CORP US Y 2 2042-02-15 Variable 5.592460000000 N N N N N N SWCH 2025-DATA N/A 78489CAA7 61822000.000000000000 PA USD 61342570.390000000596 0.0227332590 Long ABS-CBDO CORP US Y 2 2042-02-15 Variable 5.193020000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KMM77 14673040.080000000075 PA USD 12682539.480000000447 0.0047000876 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKKC1 62363394.579999998212 PA USD 50867076.969999998808 0.0188510920 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA5 5493000IT2BRJ2Q9YQ96 35565TBD0 5000000.000000000000 PA USD 5498370.000000000000 0.0020376692 Long ABS-CBDO CORP US Y 2 2050-11-25 Variable 7.874190000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B42W4 4111408.450000000186 PA USD 3831318.750000000000 0.0014198681 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXUK6 43421925.259999997914 PA USD 42452661.039999999106 0.0157327502 Long ABS-MBS USGA US N 2 2061-12-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMRG1 36114351.320000000298 PA USD 31061628.539999999106 0.0115112889 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEKF8 32284982.879999998957 PA USD 27913854.480000000447 0.0103447391 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFFY2 28303644.179999999702 PA USD 25274418.359999999404 0.0093665768 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMJY1 22913862.699999999255 PA USD 20454861.519999999553 0.0075804725 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGCB3 6522125.959999999963 PA USD 5300603.509999999776 0.0019643779 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KYEH3 841403.880000000005 PA USD 685503.520000000019 0.0002540443 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KEN95 45941.940000000002 PA USD 37520.370000000003 0.0000139049 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DN6B4 11853089.019999999553 PA USD 11361019.880000000820 0.0042103389 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 4.000000000000 N N N N N N ACAR 2025-2 N/A 024938AC6 4632000.000000000000 PA USD 4661357.620000000112 0.0017274765 Long ABS-O CORP US Y 2 2029-05-14 Fixed 4.850000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1 N/A 05377RKL7 3763000.000000000000 PA USD 3826259.790000000037 0.0014179933 Long ABS-O CORP US Y 2 2029-08-20 Fixed 4.800000000000 N N N N N N AASET 2025-2A N/A 00039NAA2 43927169.079999998212 PA USD 44279640.679999999702 0.0164098200 Long ABS-O CORP US Y 2 2050-02-16 Fixed 5.522000000000 N N N N N N AFFIRM MASTER TRUST AFRMT_25-2-A N/A 00833BAG3 12687000.000000000000 PA USD 12779361.359999999404 0.0047359693 Long ABS-O CORP US Y 2 2033-07-15 Fixed 4.670000000000 N N N N N N ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1 N/A 039962AB1 1294000.000000000000 PA USD 1294335.149999999907 0.0004796743 Long ABS-O CORP US Y 2 2031-11-17 Fixed 5.110000000000 N N N N N N APEXC 2021-2A N/A 03755QAE3 1843000.000000000000 PA USD 1845174.739999999991 0.0006838128 Long ABS-O CORP US Y 2 2034-10-20 Variable 5.734440000000 N N N N N N AFRMT 2025-3A N/A 00833BAN8 8403000.000000000000 PA USD 8437838.839999999851 0.0031270221 Long ABS-O CORP US Y 2 2034-10-16 Fixed 4.450000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BNLR2 6175726.480000000447 PA USD 6057541.599999999627 0.0022448955 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.500000000000 N N N N N N APL FINANCE LLC ASHPL_25-1A 6354009RKO5CXUKYBH41 03790CAF8 17619575.239999998361 PA USD 17698317.120000001043 0.0065589105 Long ABS-O CORP US Y 2 2036-03-20 Fixed 4.810000000000 N N N N N N ACAR 2025-4 N/A 024948AE1 7497000.000000000000 PA USD 7538563.370000000112 0.0027937550 Long ABS-O CORP US Y 2 2031-01-13 Fixed 4.830000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31329KEX8 7339.570000000000 PA USD 7358.100000000000 0.0000027269 Long ABS-MBS USGA US N 2 2026-08-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKZC5 1539944.899999999907 PA USD 1364006.199999999953 0.0005054941 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 3.000000000000 N N N N N N ACAR 2025-4 N/A 024948AA9 19804668.449999999255 PA USD 19839782.129999998957 0.0073525270 Long ABS-O CORP US Y 2 2029-05-14 Fixed 4.420000000000 N N N N N N ACAR 2025-4 N/A 024948AC5 4998000.000000000000 PA USD 5023139.940000000410 0.0018615513 Long ABS-O CORP US Y 2 2030-01-14 Fixed 4.550000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JSEH8 1146307.739999999991 PA USD 970381.599999999977 0.0003596187 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B0R62 1046732.339999999967 PA USD 927143.170000000042 0.0003435948 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.000000000000 N N N N N N ACAR 2025-4 N/A 024948AG6 6074000.000000000000 PA USD 6113845.440000000410 0.0022657615 Long ABS-O CORP US Y 2 2031-09-12 Fixed 5.250000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8 N/A 05377RHP2 1400000.000000000000 PA USD 1484775.600000000093 0.0005502506 Long ABS-O CORP US Y 2 2030-02-20 Fixed 7.340000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B93V4 1132832.340000000084 PA USD 962799.869999999995 0.0003568090 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MRAC1 45418.309999999998 PA USD 38557.779999999999 0.0000142893 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N AFFRM 2025-X2 N/A 00835DAA0 2252594.080000000075 PA USD 2260748.470000000205 0.0008378224 Long ABS-O CORP US Y 2 2030-10-15 Fixed 4.450000000000 N N N N N N AFFRM 2025-X2 N/A 00835DAB8 1062000.000000000000 PA USD 1066524.120000000112 0.0003952487 Long ABS-O CORP US Y 2 2030-10-15 Fixed 4.560000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KPGG7 29845195.250000000000 PA USD 28620020.140000000596 0.0106064406 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BBSY6 26991019.989999998361 PA USD 25883767.379999998957 0.0095923986 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 4.000000000000 N N N N N N WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP N/A 956708AB7 4165000.000000000000 PA USD 2630397.419999999925 0.0009748125 Long DBT CORP US N 2 2050-06-01 Fixed 3.129000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHBC0 36017429.490000002086 PA USD 34396032.869999997318 0.0127470029 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 4.000000000000 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412HKD4 11320000.000000000000 PA USD 8157361.799999999814 0.0030230787 Long DBT MUN US N 2 2051-05-15 Fixed 3.146000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U2V4 57696000.000000000000 PA USD 57331592.060000002384 0.0212468099 Long DBT CORP US N 2 2028-03-24 Variable 3.526000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3A9 19177000.000000000000 PA USD 19393815.160000000149 0.0071872538 Long DBT CORP US N 2 2028-07-25 Variable 4.808000000000 N N N N N N UNIVERSITY OF MICHIGAN N/A 914455UH1 6660000.000000000000 PA USD 4949525.519999999553 0.0018342701 Long DBT MUN US N 2 2052-04-01 Fixed 3.504000000000 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412HQB2 13795000.000000000000 PA USD 14478900.919999999925 0.0053658104 Long DBT MUN US N 2 2033-05-15 Fixed 5.100000000000 N N N N N N AFFRM 2025-X2 N/A 00835DAC6 821000.000000000000 PA USD 824538.510000000009 0.0003055700 Long ABS-O CORP US Y 2 2030-10-15 Fixed 4.930000000000 N N N N N N AFFRM 2025-X2 N/A 00835DAD4 2134000.000000000000 PA USD 2142514.660000000149 0.0007940055 Long ABS-O CORP US Y 2 2030-10-15 Fixed 5.230000000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651107 521082.000000000000 NS USD 131458566.959999993443 0.0487179072 Long EC CORP US N 1 N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 N/A 800000.000000000000 NS USD 95800000.000000000000 0.0355030153 Long EC CORP US N 1 N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-3 N/A 00039NAC8 61915861.380000002682 PA USD 62165939.539999999106 0.0230383956 Long ABS-O CORP US Y 2 2050-02-16 Fixed 5.243000000000 N N N N N N AMCAR 2025-1 N/A 03067FAB6 28057000.000000000000 PA USD 28119847.679999999702 0.0104210791 Long ABS-O CORP US Y 2 2029-03-19 Fixed 4.220000000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 1125114.000000000000 NS USD 232842342.300000011921 0.0862902425 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625H100 7972373.000000000000 NS USD 2568858028.059999942780 0.9520063234 Long EC CORP US N 1 N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3D3 23561000.000000000000 PA USD 24521016.510000001639 0.0090873698 Long DBT CORP US N 2 2034-04-24 Variable 5.389000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3E1 29159000.000000000000 PA USD 30218725.539999999106 0.0111989131 Long DBT CORP US N 2 2029-07-25 Variable 5.574000000000 N N N N N N APARK 2025-A N/A 03637AAB8 28908000.000000000000 PA USD 29006576.280000001192 0.0107496965 Long ABS-O CORP US Y 2 2035-04-20 Fixed 4.430000000000 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KBK1 11700000.000000000000 PA USD 11781303.300000000745 0.0043660939 Long DBT CORP US N 2 2027-05-31 Variable 6.124000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -803329.869999999995 -0.0002977102 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-05-01 0.000000000000 USD 0.000000000000 USD 124700000.000000000000 USD -803329.869999999995 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 14599136.800000000745 0.0054103693 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2053-05-01 0.000000000000 USD 0.000000000000 USD 79000000.000000000000 USD 14599136.800000000745 N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDM9 30000000.000000000000 PA USD 31070400.000000000000 0.0115145395 Long DBT CORP JP N 2 2029-07-09 Fixed 5.316000000000 N N N N N N MOTHERSON GLOBAL INVESTMENTS BV 549300IC3G64XN1ETG11 784572AA7 16715000.000000000000 PA USD 17078250.379999998957 0.0063291167 Long DBT CORP NL Y 2 2029-07-11 Fixed 5.625000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -673155.540000000037 -0.0002494682 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-05-01 0.000000000000 USD 0.000000000000 USD 124700000.000000000000 USD -673155.540000000037 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFW98 699031.979999999981 PA USD 619382.880000000005 0.0002295403 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MBH54 305314.760000000009 PA USD 270602.609999999986 0.0001002840 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.000000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3G6 80657000.000000000000 PA USD 85243963.590000003576 0.0315909994 Long DBT CORP US N 2 2029-10-23 Variable 6.303000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3H4 14000000.000000000000 PA USD 15505420.000000000000 0.0057462334 Long DBT CORP US N 2 2034-10-23 Variable 6.491000000000 N N N N N N BLAST 2025-4 N/A 10807UAC1 2271000.000000000000 PA USD 2278916.709999999963 0.0008445555 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.240000000000 N N N N N N BLAST 2025-4 N/A 10807UAB3 1420000.000000000000 PA USD 1421644.360000000102 0.0005268545 Long ABS-O CORP US N 2 2028-06-15 Fixed 4.350000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNBS1 469194.429999999993 PA USD 415588.969999999972 0.0001540153 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 3.000000000000 N N N N N N TRICON RESIDENTIAL TCN_21-SFR1 N/A 89614YAA4 2162961.229999999981 PA USD 2136138.350000000093 0.0007916425 Long ABS-CBDO CORP US Y 2 2038-07-17 Fixed 1.943000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3J0 11703000.000000000000 PA USD 12054640.039999999106 0.0044673911 Long DBT CORP US N 2 2030-01-23 Variable 5.198000000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBB5 2450000.000000000000 PA USD 2530950.450000000186 0.0009379580 Long DBT CORP US N 2 2034-03-15 Fixed 5.500000000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 18843000.000000000000 PA USD 17502395.920000001788 0.0064863030 Long DBT CORP CH Y 2 2032-05-14 Variable 3.091000000000 N N N N N N TRP 2021-2 N/A 89683LAA8 4275765.879999999888 PA USD 4136422.950000000186 0.0015329383 Long ABS-O CORP US Y 2 2051-06-19 Fixed 2.150000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_16-4 N/A 89172UAD0 8459999.919999999925 PA USD 8356474.900000000373 0.0030968691 Long ABS-CBDO CORP US Y 2 2056-07-25 Variable 3.750000000000 N N N N N N BLAST 2025-4 N/A 10807UAF4 7492000.000000000000 PA USD 7565346.679999999702 0.0028036808 Long ABS-O CORP US N 2 2031-08-15 Fixed 5.410000000000 N N N N N N HELLENIC REPUBLIC TREASURY BILL 2138003EKTMKZ5598902 N/A 142470000.000000000000 PA 168379239.659999996424 0.0624005294 Long DBT NUSS GR Y 2 2034-06-15 Fixed 3.375000000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBE9 5053000.000000000000 PA USD 5237267.750000000000 0.0019409060 Long DBT CORP US N 2 2035-04-15 Fixed 5.600000000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98388MAC1 19046000.000000000000 PA USD 16917628.550000000745 0.0062695911 Long DBT CORP US N 2 2031-11-15 Fixed 2.350000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NA5 19351000.000000000000 PA USD 19131269.399999998510 0.0070899556 Long DBT CORP US N 2 2027-06-09 Variable 1.462000000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBH0 4462000.000000000000 PA USD 3960917.399999999907 0.0014678968 Long DBT CORP US N 2 2031-08-01 Fixed 2.250000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_23-1 N/A 89181JAA0 13723652.310000000522 PA USD 13358479.650000000373 0.0049505878 Long ABS-CBDO CORP US Y 2 2063-01-25 Fixed 3.750000000000 N N N N N N TRICON RESIDENTIAL TRUST TCN_23-SFR1 N/A 89616WAC2 1718000.000000000000 PA USD 1721076.939999999944 0.0006378228 Long ABS-CBDO CORP US Y 2 2040-07-17 Fixed 5.100000000000 N N N N N N HELLENIC REPUBLIC TREASURY BILL 2138003EKTMKZ5598902 N/A 70000000.000000000000 PA 83537446.969999998808 0.0309585726 Long DBT NUSS GR Y 2 2035-06-15 Fixed 3.625000000000 N N N N N N HUNGARY (REPUBLIC OF) 5299003F3UFKGCCMAP43 445545AM8 14164000.000000000000 PA USD 12234183.330000000075 0.0045339290 Long DBT NUSS HU Y 2 2031-09-22 Fixed 2.125000000000 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAN6 301000.000000000000 PA USD 281269.150000000023 0.0001042370 Long DBT CORP US N 2 2029-01-15 Fixed 2.000000000000 N N N N N N CHINA PING AN INSURANCE OVERSEAS (HOLDINGS) LTD 25490058XRCE9DZAMJ79 N/A 9029000.000000000000 PA USD 8294283.179999999702 0.0030738211 Long DBT CORP HK Y 2 2031-08-12 Fixed 2.850000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31397HDZ8 27718.849999999999 PA USD 28920.099999999999 0.0000107176 Long ABS-CBDO USGA US N 2 2037-05-15 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136AVYL7 22687735.829999998212 PA USD 22403435.809999998659 0.0083026046 Long ABS-CBDO USGA US N 2 2026-12-25 Variable 2.478000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTUR5 45579716.259999997914 PA USD 46462139.570000000298 0.0172186435 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTU38 1645065.370000000112 PA USD 1712491.659999999916 0.0006346411 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136AV7G8 1957606.060000000056 PA USD 1938715.159999999916 0.0007184784 Long ABS-CBDO USGA US N 2 2027-02-25 Variable 2.961000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXET5 92087782.299999997020 PA USD 84739269.359999999404 0.0314039621 Long ABS-MBS USGA US N 2 2057-03-01 Fixed 3.500000000000 N N N N N N TRICON RESIDENTIAL TRUST TCN_23-SFR1 N/A 89616WAB4 7964000.000000000000 PA USD 7991029.820000000298 0.0029614369 Long ABS-CBDO CORP US Y 2 2040-07-17 Fixed 5.100000000000 N N N N N N TRICON RESIDENTIAL TRUST TCN_23-SFR2 N/A 895978AA2 3440990.169999999925 PA USD 3458766.330000000075 0.0012818020 Long ABS-CBDO CORP US Y 2 2040-12-17 Fixed 5.000000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175CD4 2417000.000000000000 PA USD 2263073.359999999870 0.0008386840 Long DBT CORP US N 2 2029-01-15 Fixed 2.250000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 38544000.000000000000 PA USD 34547257.009999997914 0.0128030459 Long DBT CORP US N 2 2032-11-03 Variable 2.520000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYX4 33952419.210000000894 PA USD 27661613.120000001043 0.0102512596 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DVA7 49252854.020000003278 PA USD 40244950.299999997020 0.0149145833 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.000000000000 N N N N N N TCN 2024-SFR1 N/A 89616UAB8 1893000.000000000000 PA USD 1889798.939999999944 0.0007003503 Long ABS-CBDO CORP US Y 2 2041-04-17 Fixed 4.750000000000 N N N N N N TCN 2024-SFR1 N/A 89616UAA0 5748867.889999999665 PA USD 5762211.009999999776 0.0021354474 Long ABS-CBDO CORP US Y 2 2041-04-17 Fixed 4.650000000000 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAP1 6496000.000000000000 PA USD 5555067.389999999665 0.0020586810 Long DBT CORP US N 2 2033-12-01 Fixed 2.900000000000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBE3 4071000.000000000000 PA USD 3992621.040000000037 0.0014796460 Long DBT CORP CA N 2 2026-12-02 Fixed 1.750000000000 N N N N N N TCN 2024-SFR2 N/A 89616VAA8 3424157.529999999795 PA USD 3437309.720000000205 0.0012738503 Long ABS-CBDO CORP US Y 2 2040-06-17 Fixed 4.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2024-3 N/A 89183FAP3 5470699.469999999739 PA USD 5527802.629999999888 0.0020485768 Long ABS-CBDO CORP US Y 2 2065-07-25 Variable 5.029550000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128M7P75 62344.650000000001 PA USD 65084.449999999997 0.0000241200 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128M8A53 116934.740000000005 PA USD 121447.369999999995 0.0000450078 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 5.500000000000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBG8 1133000.000000000000 PA USD 849889.359999999986 0.0003149649 Long DBT CORP CA N 2 2041-12-02 Fixed 3.000000000000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBH6 3532000.000000000000 PA USD 2345883.759999999776 0.0008693731 Long DBT CORP CA N 2 2051-12-02 Fixed 3.100000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2024-3 N/A 89183FAQ1 2306697.700000000186 PA USD 2322127.200000000186 0.0008605691 Long ABS-CBDO CORP US Y 2 2065-07-25 Variable 5.029550000000 N N N N N N TRICON RESIDENTIAL TRUST TCN_24-SFR3 N/A 89616YAB0 9692000.000000000000 PA USD 9747128.099999999627 0.0036122384 Long ABS-CBDO CORP US Y 2 2041-08-17 Fixed 5.000000000000 N N N N N N COTY INC 549300BO9IWPF3S48F93 222070AG9 2692000.000000000000 PA USD 2655588.009999999776 0.0009841480 Long DBT CORP US Y 2 2029-01-15 Fixed 4.750000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NG2 15570000.000000000000 PA USD 15396783.750000000000 0.0057059734 Long DBT CORP US N 2 2028-02-24 Variable 3.070000000000 N N N N N N TRICON RESIDENTIAL TRUST TCN_24-SFR3 N/A 89616YAA2 33538912.600000001490 PA USD 33549175.510000001639 0.0124331617 Long ABS-CBDO CORP US Y 2 2041-08-17 Fixed 4.500000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_15-2 N/A 89171YAE1 6123904.000000000000 PA USD 5999968.429999999702 0.0022235592 Long ABS-CBDO CORP US Y 2 2060-11-25 Variable 3.697809000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418MXH0 10693.969999999999 PA USD 11187.150000000000 0.0000041459 Long ABS-MBS USGA US N 2 2039-10-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNFY3 22793602.870000001043 PA USD 20508908.879999998957 0.0076005021 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.000000000000 N N N N N N CONOCOPHILLIPS CO 6VJJ5GQWIRDQ06DUXG89 20826FAV8 533000.000000000000 PA USD 393329.479999999981 0.0001457660 Long DBT CORP US N 2 2052-03-15 Fixed 3.800000000000 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BY0 1420000.000000000000 PA USD 1398295.300000000047 0.0005182015 Long DBT CORP US N 2 2027-03-03 Fixed 2.450000000000 N N N N N N TPMT 2015-5 N/A 89171VAE7 9945000.000000000000 PA USD 9854440.830000000075 0.0036520080 Long ABS-CBDO CORP US Y 2 2055-05-25 Variable 3.988540000000 N N N N N N TCN 2024-SFR4 N/A 895975AA8 27207268.190000001341 PA USD 27058172.359999999404 0.0100276274 Long ABS-CBDO CORP US Y 2 2041-11-17 Fixed 4.300000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVL52 199833001.990000009537 PA USD 172766421.199999988079 0.0640263976 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC WI CERTIFICATES SERIES WI-K143 N/A 3137H6MG7 11551000.000000000000 PA USD 10395230.039999999106 0.0038524218 Long ABS-CBDO USGA US N 2 2032-06-25 Fixed 2.350000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_16-3 N/A 89172YAD2 2681290.189999999944 PA USD 2673141.750000000000 0.0009906534 Long ABS-CBDO CORP US Y 2 2056-04-25 Variable 4.000000000000 N N N N N N TRICON RESIDENTIAL TRUST TCN_22-SFR1 N/A 89616QAA9 24783396.289999999106 PA USD 24648648.960000000894 0.0091346697 Long ABS-CBDO CORP US Y 2 2039-04-17 Fixed 3.856000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175CJ1 1945000.000000000000 PA USD 1832880.479999999981 0.0006792566 Long DBT CORP US N 2 2033-04-01 Fixed 4.400000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175CK8 54978000.000000000000 PA USD 43553021.820000000298 0.0161405386 Long DBT CORP US N 2 2053-04-01 Fixed 5.250000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGCJ6 5255615.360000000335 PA USD 4954158.519999999553 0.0018359871 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXTD4 26844272.989999998361 PA USD 23859243.519999999553 0.0088421199 Long ABS-MBS USGA US N 2 2061-07-01 Fixed 3.000000000000 N N N N N N UNIFORM MBS N/A 01F042616 222177662.000000000000 PA USD 216929159.090000003576 0.0803928940 Long ABS-MBS USGA US N 2 2056-01-01 Fixed 4.500000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 4414000.000000000000 PA USD 4214906.530000000261 0.0015620239 Long DBT CORP US N 2 2033-03-17 Variable 3.785000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CL6 20556000.000000000000 PA USD 16210050.480000000447 0.0060073661 Long DBT CORP US N 2 2063-04-01 Fixed 5.500000000000 N N N N N N FIRSTKEY HOMES TRUST FKH_22-SFR1 N/A 33768NAA0 14163191.279999999329 PA USD 14140317.730000000447 0.0052403332 Long ABS-CBDO CORP US Y 2 2039-05-19 Fixed 4.145000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVMA0 40195223.009999997914 PA USD 36208540.210000000894 0.0134187094 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTU79 43140132.159999996424 PA USD 44718888.439999997616 0.0165726031 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVZB3 22254726.789999999106 PA USD 22328723.760000001639 0.0082749167 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 5.000000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 8150000.000000000000 PA USD 8249919.000000000000 0.0030573800 Long DBT CORP US N 2 2033-05-24 Variable 4.910000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JW8 24049000.000000000000 PA USD 23328010.980000000447 0.0086452477 Long DBT CORP US N 2 2028-06-15 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFNY1 19072710.050000000745 PA USD 17259257.710000000894 0.0063961972 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 3.000000000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K142 N/A 3137H73P6 49523000.000000000000 PA USD 44704412.100000001490 0.0165672383 Long ABS-CBDO USGA US N 2 2032-03-25 Fixed 2.400000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVZA5 2906500.209999999963 PA USD 2839749.529999999795 0.0010523974 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV5A8 44640699.399999998510 PA USD 46511546.469999998808 0.0172369535 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBYF1 3044676.549999999814 PA USD 2718835.270000000019 0.0010075872 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KSUV7 778166.949999999953 PA USD 629891.910000000033 0.0002334349 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV2C7 18055789.410000000149 PA USD 17650906.390000000596 0.0065413403 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV3J1 12942855.039999999106 PA USD 13202385.169999999925 0.0048927399 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 5.500000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CY2 20757000.000000000000 PA USD 12171468.900000000373 0.0045106873 Long DBT CORP US N 2 2052-06-15 Fixed 2.900000000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FG8 275000.000000000000 PA USD 172739.329999999987 0.0000640164 Long DBT CORP US N 2 2051-10-21 Fixed 2.750000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBGV6 3467421.350000000093 PA USD 2806725.020000000019 0.0010401587 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8W45 3133931.919999999925 PA USD 2783846.649999999907 0.0010316801 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV4F8 39491856.310000002384 PA USD 40798286.409999996424 0.0151196470 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV4W1 31478525.879999998957 PA USD 32991950.449999999255 0.0122266568 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.500000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KM8 64338000.000000000000 PA USD 69506786.239999994636 0.0257588778 Long DBT CORP US N 2 2033-06-15 Fixed 6.400000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BR5 30686000.000000000000 PA USD 31833502.969999998808 0.0117973418 Long DBT CORP US N 2 2029-06-12 Variable 5.582000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X97F6 26957960.920000001788 PA USD 23956758.089999999851 0.0088782583 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EBS8 63857.589999999997 PA USD 54370.970000000001 0.0000201496 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV2A1 6519135.530000000261 PA USD 6379515.200000000186 0.0023642174 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M65W9 8277646.950000000186 PA USD 8430270.199999999255 0.0031242172 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCG4 5969000.000000000000 PA USD 6116189.570000000298 0.0022666302 Long DBT CORP US N 2 2028-06-15 Fixed 4.875000000000 N N N N N N PIRAEUS BANK SA 213800OYHR1MPQ5VJL60 N/A 1540000.000000000000 PA 1933354.550000000047 0.0007164918 Long DBT CORP GR N 2 2028-07-13 Variable 7.250000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M65U3 7446882.309999999590 PA USD 7678413.330000000075 0.0028455827 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M65X7 12361782.800000000745 PA USD 12402885.730000000447 0.0045964493 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.000000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DD8 6000000.000000000000 PA USD 6315234.000000000000 0.0023403951 Long DBT CORP US N 2 2030-09-07 Fixed 5.500000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BU8 7750000.000000000000 PA USD 8774767.000000000000 0.0032518861 Long DBT CORP US N 2 2034-10-20 Variable 6.875000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425WCT6 6781250.429999999702 PA USD 6989936.629999999888 0.0025904366 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425V5D1 10740527.330000000075 PA USD 10777077.339999999851 0.0039939326 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.000000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KP1 33259000.000000000000 PA USD 37011180.600000001490 0.0137161640 Long DBT CORP US N 2 2034-03-15 Fixed 6.950000000000 N N N N N N PIRAEUS BANK SA 213800OYHR1MPQ5VJL60 N/A 11240000.000000000000 PA 14557265.009999999776 0.0053948518 Long DBT CORP GR N 2 2029-12-05 Variable 6.750000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ALJF6 259877.609999999986 PA USD 210359.489999999991 0.0000779582 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AD5H5 354908.890000000014 PA USD 288089.130000000005 0.0001067644 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.000000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DB1 17900000.000000000000 PA USD 18273125.500000000000 0.0067719317 Long DBT CORP US N 2 2029-02-15 Fixed 5.100000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DC9 14084000.000000000000 PA USD 14507632.640000000596 0.0053764583 Long DBT CORP US N 2 2031-02-15 Fixed 5.300000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DD7 33489000.000000000000 PA USD 33986244.670000001788 0.0125951374 Long DBT CORP US N 2 2034-02-15 Fixed 5.450000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DE5 1825000.000000000000 PA USD 1704451.449999999953 0.0006316614 Long DBT CORP US N 2 2055-01-15 Fixed 5.800000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L1TM7 288423.429999999993 PA USD 234120.799999999988 0.0000867640 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KYM92 2480985.410000000149 PA USD 2014138.389999999898 0.0007464299 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.000000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BW4 2250000.000000000000 PA USD 2373102.000000000000 0.0008794601 Long DBT CORP US N 2 2035-01-22 Variable 5.676000000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCJ8 2650000.000000000000 PA USD 2703410.750000000000 0.0010018709 Long DBT CORP US N 2 2034-03-15 Fixed 5.000000000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAC7 8229000.000000000000 PA USD 7417044.570000000298 0.0027487207 Long DBT CORP QA Y 2 2031-07-12 Fixed 2.250000000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAE3 12578000.000000000000 PA USD 9699549.859999999404 0.0035946061 Long DBT CORP QA Y 2 2041-07-12 Fixed 3.125000000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAD5 6796000.000000000000 PA USD 4764709.580000000075 0.0017657783 Long DBT CORP QA Y 2 2051-07-12 Fixed 3.300000000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BU5 55000000.000000000000 PA USD 56931270.000000000000 0.0210984525 Long DBT CORP US Y 2 2032-03-15 Fixed 6.250000000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BV3 96000000.000000000000 PA USD 98673216.000000000000 0.0365678152 Long DBT CORP US Y 2 2033-02-01 Fixed 6.000000000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196CP5 17520000.000000000000 PA USD 17650261.199999999255 0.0065411012 Long DBT CORP US Y 2 2029-09-09 Fixed 4.203000000000 N N N N N N SUMMA HEALTH 549300N4NP4BSOJ08A82 86564UAA8 17193000.000000000000 PA USD 13916994.199999999255 0.0051575705 Long DBT CORP US N 2 2051-11-15 Fixed 3.511000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400HD8 2517000.000000000000 PA USD 2258931.990000000224 0.0008371492 Long DBT CORP US N 2 2031-06-01 Fixed 2.500000000000 N N N N N N SUN COMMUNITIES OPERATING LP 549300PUNBPJCGT6X741 866677AE7 1753000.000000000000 PA USD 1593983.620000000112 0.0005907226 Long DBT CORP US N 2 2031-07-15 Fixed 2.700000000000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCH1 10000000.000000000000 PA USD 9826500.000000000000 0.0036416532 Long DBT CORP JP N 2 2026-09-17 Fixed 1.402000000000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BT8 19000.000000000000 PA USD 12565.379999999999 0.0000046567 Long DBT CORP US N 2 2051-11-01 Fixed 3.250000000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BN5 3123000.000000000000 PA USD 2742034.600000000093 0.0010161847 Long DBT CORP US N 2 2032-03-15 Fixed 2.200000000000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829BR7 535000.000000000000 PA USD 357259.630000000005 0.0001323987 Long DBT CORP US N 2 2051-12-14 Fixed 3.150000000000 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KBC9 19181000.000000000000 PA USD 18858816.739999998361 0.0069889860 Long DBT CORP US N 2 2028-01-06 Variable 2.490000000000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCM0 426000.000000000000 PA USD 418435.940000000002 0.0001550703 Long DBT CORP JP N 2 2027-01-14 Fixed 2.174000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 38809000.000000000000 PA USD 25244113.519999999553 0.0093553460 Long DBT UST US N 2 2040-11-15 Fixed 1.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBF7 96215199.079999998212 PA USD 89765744.930000007153 0.0332667496 Long DBT UST US N 2 2031-01-15 Fixed 0.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 98666000.000000000000 PA USD 69047147.599999994040 0.0255885379 Long DBT UST US N 2 2041-02-15 Fixed 1.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCA7 341445580.319999992847 PA USD 338591398.920000016689 0.1254803299 Long DBT UST US N 2 2026-04-15 Fixed 0.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SY5 140792400.000000000000 PA USD 103758296.709999993443 0.0384523214 Long DBT UST US N 2 2041-05-15 Fixed 2.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCZ2 405000.000000000000 PA USD 397074.030000000028 0.0001471537 Long DBT UST US N 2 2026-09-30 Fixed 0.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 214139247.210000008345 PA USD 212223768.689999997616 0.0786490992 Long DBT UST US N 2 2026-10-15 Fixed 0.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDG3 13564000.000000000000 PA USD 13293779.349999999627 0.0049266101 Long DBT UST US N 2 2026-10-31 Fixed 1.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 6716000.000000000000 PA USD 6327976.379999999888 0.0023451173 Long DBT UST US N 2 2028-10-31 Fixed 1.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 6986000.000000000000 PA USD 4884970.980000000447 0.0018103465 Long DBT UST US N 2 2041-11-15 Fixed 2.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 149126300.000000000000 PA USD 90718181.030000001192 0.0336197178 Long DBT UST US N 2 2052-02-15 Fixed 2.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 164863849.976000010967 PA USD 161920710.550000011921 0.0600070298 Long DBT UST US N 2 2027-04-15 Fixed 0.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 315157400.000000000000 PA USD 263351889.620000004768 0.0975969328 Long DBT UST US N 2 2042-05-15 Fixed 3.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 58480000.000000000000 PA USD 57826667.289999999106 0.0214302824 Long DBT UST US N 2 2029-06-30 Fixed 3.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEW7 182903000.000000000000 PA USD 182284403.759999990463 0.0675537158 Long DBT UST US N 2 2027-06-30 Fixed 3.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 152000000.000000000000 PA USD 128676937.599999994040 0.0476870489 Long DBT UST US N 2 2042-08-15 Fixed 3.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TL2 83509000.000000000000 PA USD 72568644.579999998212 0.0268935876 Long DBT UST US N 2 2052-11-15 Fixed 4.000000000000 N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 20061000.000000000000 PA USD 20300791.140000000596 0.0075233747 Long DBT UST US N 2 2032-11-15 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGJ4 67000000.000000000000 PA USD 66625744.700000002980 0.0246911778 Long DBT UST US N 2 2030-01-31 Fixed 3.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGL9 10457000.000000000000 PA USD 10459451.119999999180 0.0038762218 Long DBT UST US N 2 2026-02-15 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140F3N53 316740.239999999991 PA USD 305138.679999999993 0.0001130829 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132WDQ64 2142146.290000000037 PA USD 2076095.350000000093 0.0007693909 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MRKQ3 395726.299999999988 PA USD 377648.340000000026 0.0001399546 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31395DE54 187520.250000000000 PA USD 165796.970000000001 0.0000614436 Long ABS-CBDO USGA US N 2 2036-06-25 Fixed 0.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETH82 4058899.830000000075 PA USD 3860399.330000000075 0.0014306453 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETPG5 6956274.660000000149 PA USD 6603807.179999999702 0.0024473389 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410FGC3 188556.959999999992 PA USD 199525.700000000012 0.0000739433 Long ABS-MBS USGA US N 2 2036-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132WFDP1 216052.380000000005 PA USD 216027.320000000007 0.0000800587 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132L74M8 6208666.610000000335 PA USD 6015291.480000000447 0.0022292378 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FHW37 766463.920000000042 PA USD 741389.819999999949 0.0002747555 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403CXV8 384278.760000000009 PA USD 403106.880000000005 0.0001493895 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31376J7L7 35960.360000000001 PA USD 36875.660000000003 0.0000136659 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31335AZH4 1352216.320000000065 PA USD 1281416.979999999981 0.0004748869 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WGRK2 3998103.580000000075 PA USD 3791801.439999999944 0.0014052232 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WG6E9 2887289.890000000130 PA USD 2730504.270000000019 0.0010119116 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FNQD9 882827.489999999991 PA USD 834887.310000000056 0.0003094052 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FNQQ0 762780.770000000019 PA USD 719679.839999999967 0.0002667099 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ERRV4 3684170.160000000149 PA USD 3500551.120000000112 0.0012972873 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410F2Z7 1169143.709999999963 PA USD 1237177.350000000093 0.0004584919 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128P8DR9 2492416.799999999814 PA USD 2375382.879999999888 0.0008803054 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128P8DW8 5065517.129999999888 PA USD 4827660.709999999963 0.0017891076 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31342WAP6 539105.489999999991 PA USD 540268.880000000005 0.0002002210 Long ABS-MBS USGA US N 2 2045-08-01 Variable 4.632000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBSA7 752095.719999999972 PA USD 713187.550000000047 0.0002643038 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBGY8 686251.890000000014 PA USD 650751.390000000014 0.0002411653 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133USGK1 23943.330000000002 PA USD 23151.669999999998 0.0000085799 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31346YVK6 28033819.839999999851 PA USD 26287368.929999999702 0.0097419714 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QCKN5 41083281.030000001192 PA USD 38876574.759999997914 0.0144074700 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXLD2 21811444.629999998957 PA USD 19771114.850000001490 0.0073270793 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CCH5 879129.530000000028 PA USD 796644.319999999949 0.0002952325 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418B3S3 938379.199999999953 PA USD 853978.560000000056 0.0003164803 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVKV6 7043659.570000000298 PA USD 6635655.589999999851 0.0024591418 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7QF7 14376701.119999999180 PA USD 13901867.439999999478 0.0051519646 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X5DT7 2559349.310000000056 PA USD 2475251.649999999907 0.0009173163 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31329PRJ4 2865581.640000000130 PA USD 2769005.810000000056 0.0010261801 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K0KW7 10532475.769999999553 PA USD 9499682.259999999776 0.0035205362 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXLN0 50578734.740000002086 PA USD 44335548.619999997318 0.0164305392 Long ABS-MBS USGA US N 2 2059-01-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXJG8 348257.679999999993 PA USD 305266.659999999974 0.0001131303 Long ABS-MBS USGA US N 2 2058-05-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXFQ0 4511176.040000000037 PA USD 3887050.319999999832 0.0014405220 Long ABS-MBS USGA US N 2 2057-02-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXFT4 4334041.910000000149 PA USD 3798865.750000000000 0.0014078412 Long ABS-MBS USGA US N 2 2057-02-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXF72 6957124.990000000224 PA USD 6098323.570000000298 0.0022600091 Long ABS-MBS USGA US N 2 2057-06-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C4Z4 61030.459999999999 PA USD 61841.860000000001 0.0000229183 Long ABS-MBS USGA US N 2 2038-12-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DRS3 2346679.060000000056 PA USD 2006654.649999999907 0.0007436565 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31329KYA6 51668.559999999998 PA USD 49897.360000000001 0.0000184917 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132A5HB4 18363.560000000001 PA USD 17325.910000000000 0.0000064209 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CUE2 76857.380000000005 PA USD 74356.059999999998 0.0000275560 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 3.500000000000 N N N N N N EART 2024-5A N/A 30165BAC7 3169685.890000000130 PA USD 3170947.419999999925 0.0011751377 Long ABS-O CORP US N 2 2028-03-15 Fixed 4.450000000000 N N N N N N EART 2024-5A N/A 30165BAE3 6250000.000000000000 PA USD 6255806.250000000000 0.0023183714 Long ABS-O CORP US N 2 2029-04-16 Fixed 4.480000000000 N N N N N N EART 2024-5A N/A 30165BAG8 9878000.000000000000 PA USD 9930333.640000000596 0.0036801335 Long ABS-O CORP US N 2 2031-02-18 Fixed 5.060000000000 N N N N N N EFF 2024-4 N/A 29374MAB4 5889668.849999999627 PA USD 5911142.580000000075 0.0021906408 Long ABS-O CORP US Y 2 2027-07-20 Fixed 4.690000000000 N N N N N N EQUIPMENTSHARE EQS_24-2M N/A 69121NAB4 1942624.209999999963 PA USD 1953516.500000000000 0.0007239637 Long ABS-O CORP US Y 2 2032-12-20 Fixed 6.430000000000 N N N N N N EQUIPMENTSHARE EQS_24-2M N/A 69121NAA6 35879581.270000003278 PA USD 36438979.820000000298 0.0135041092 Long ABS-O CORP US Y 2 2032-12-20 Fixed 5.700000000000 N N N N N N EVGRN 2025-CRT5 5493002G9KVV6J3CNU15 30023JCY2 956000.000000000000 PA USD 967097.250000000000 0.0003584015 Long ABS-O CORP US Y 2 2029-05-15 Fixed 5.530000000000 N N N N N N EART 2025-1A N/A 30167MAE7 34257000.000000000000 PA USD 34700045.780000001192 0.0128596686 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.090000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CYJ7 192415.369999999995 PA USD 185912.119999999995 0.0000688981 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W9YZ7 46685.010000000002 PA USD 45836.139999999999 0.0000169867 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 3.500000000000 N N N N N N EART 2025-1A N/A 30167MAD9 25639000.000000000000 PA USD 25862084.940000001341 0.0095843632 Long ABS-O CORP US N 2 2029-08-15 Fixed 4.910000000000 N N N N N N EART 2025-1A N/A 30167MAB3 1036053.219999999972 PA USD 1036230.390000000014 0.0003840220 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.700000000000 N N N N N N EART 2025-1A N/A 30167MAC1 6808000.000000000000 PA USD 6820765.000000000000 0.0025277424 Long ABS-O CORP US N 2 2028-08-15 Fixed 4.670000000000 N N N N N N EART 2025-1A N/A 30167MAF4 26811000.000000000000 PA USD 27233300.059999998659 0.0100925289 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.490000000000 N N N N N N EART 2025-2A N/A 30168JAD5 8879000.000000000000 PA USD 8959585.800000000745 0.0033203790 Long ABS-O CORP US N 2 2029-09-17 Fixed 4.920000000000 N N N N N N OWN EQUIPMENT FUND II LLC 25-1M N/A 690912AA8 13600807.929999999702 PA USD 13703426.029999999329 0.0050784232 Long ABS-O CORP US Y 2 2033-09-26 Fixed 5.480000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31329KUH5 136257.970000000001 PA USD 133091.059999999998 0.0000493229 Long ABS-MBS USGA US N 2 2035-06-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31335BZ33 4170681.669999999925 PA USD 3936397.799999999814 0.0014588099 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 3.500000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4 N/A 30167KAC5 6376000.000000000000 PA USD 6406145.730000000447 0.0023740865 Long ABS-O CORP US N 2 2029-09-17 Fixed 4.390000000000 N N N N N N ESART 2025-3 N/A 30185FAE0 3749000.000000000000 PA USD 3789916.589999999851 0.0014045247 Long ABS-O CORP US N 2 2032-03-15 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DSH6 78302324.459999993443 PA USD 64063125.060000002384 0.0237414834 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DV74 57735659.070000000298 PA USD 47152250.880000002682 0.0174743954 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.000000000000 N N N N N N ESART 2025-3 N/A 30185FAB6 17038000.000000000000 PA USD 17058258.179999999702 0.0063217077 Long ABS-O CORP US N 2 2029-05-15 Fixed 4.240000000000 N N N N N N ESART 2025-3 N/A 30185FAD2 2102000.000000000000 PA USD 2103639.560000000056 0.0007795986 Long ABS-O CORP US N 2 2032-03-15 Fixed 4.420000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVLH6 81910897.390000000596 PA USD 67828202.530000001192 0.0251368028 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEJZ6 37686086.149999998510 PA USD 31148756.160000000149 0.0115435779 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.000000000000 N N N N N N ESART 2025-3 N/A 30185FAF7 5289000.000000000000 PA USD 5332332.780000000261 0.0019761367 Long ABS-O CORP US N 2 2032-05-17 Fixed 5.540000000000 N N N N N N OWLEF 2024-1A N/A 095921AC6 1235000.000000000000 PA USD 1250073.179999999935 0.0004632711 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.410000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBQ92 14662974.810000000522 PA USD 13712652.750000000000 0.0050818426 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q75Q6 5660081.059999999590 PA USD 5335322.589999999851 0.0019772447 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MMR75 46807.120000000003 PA USD 41518.199999999997 0.0000153864 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH6N2 424546.270000000019 PA USD 376371.309999999998 0.0001394814 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X5SG9 18245476.440000001341 PA USD 17192949.640000000596 0.0063716237 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDT20 36829136.909999996424 PA USD 31829102.800000000745 0.0117957111 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 312938L84 94418.279999999999 PA USD 94518.270000000004 0.0000350280 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHJ2 2204358.669999999925 PA USD 2101360.009999999776 0.0007787538 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0J97 36750173.719999998808 PA USD 37782302.350000001490 0.0140019380 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DPC89 21385906.100000001490 PA USD 21311953.640000000596 0.0078981066 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BD2Q7 723670.119999999995 PA USD 690715.630000000005 0.0002559759 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMZV9 156891.160000000003 PA USD 132808.679999999993 0.0000492183 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNYD9 4919947.110000000335 PA USD 4823762.139999999665 0.0017876628 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNFL1 71164.119999999995 PA USD 60591.839999999997 0.0000224550 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MHCL1 52074.830000000002 PA USD 44306.099999999999 0.0000164196 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N SYMPHONY CLO LTD SYMP_25-52 N/A 87272HAA8 23767.209999999999 PA USD 23768.400000000001 0.0000088085 Long ABS-O CORP US Y 2 2031-01-16 Variable 5.305240000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C N/A 89231FAE0 7901000.000000000000 PA USD 8027257.980000000447 0.0029748629 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.010000000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C N/A 89231FAD2 12835763.039999999106 PA USD 12913162.689999999478 0.0047855555 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.160000000000 N N N N N N T-MOBILE US TRUST TMUST_24-1 N/A 87267RAA3 25463000.000000000000 PA USD 25624588.199999999255 0.0094963481 Long ABS-O CORP US Y 2 2029-09-20 Fixed 5.050000000000 N N N N N N TIF 2024-1A N/A 88655AAE0 493450.000000000000 PA USD 498920.390000000014 0.0001848975 Long ABS-O CORP US Y 2 2049-04-20 Fixed 6.310000000000 N N N N N N TRNTS 2018-9A 549300QFERVNPGSISO16 89641JAY2 9000000.000000000000 PA USD 9021420.000000000000 0.0033432945 Long ABS-O CORP US Y 2 2032-01-20 Variable 5.584440000000 N N N N N N TRNTS 2018-9A 549300QFERVNPGSISO16 89641JAW6 2431176.100000000093 PA USD 2432002.700000000186 0.0009012884 Long ABS-O CORP US Y 2 2032-01-20 Variable 5.084440000000 N N N N N N SUN COMMUNITIES OPERATING LP 549300PUNBPJCGT6X741 866677AF4 6430000.000000000000 PA USD 6120999.919999999925 0.0022684129 Long DBT CORP US N 2 2028-11-01 Fixed 2.300000000000 N N N N N N ALPHA BANK SA 213800DBQIB6VBNU5C64 N/A 11380000.000000000000 PA 14167282.289999999106 0.0052503261 Long DBT CORP GR N 2 2030-05-12 Variable 5.000000000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAM5 7525000.000000000000 PA USD 7790880.830000000075 0.0028872626 Long DBT CORP US N 2 2031-02-26 Fixed 4.900000000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAN3 13550000.000000000000 PA USD 14028748.599999999627 0.0051989862 Long DBT CORP US N 2 2034-02-26 Fixed 5.000000000000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AF9 812000.000000000000 PA USD 782178.489999999991 0.0002898716 Long DBT CORP SG N 2 2043-05-19 Fixed 5.110000000000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AG7 8935000.000000000000 PA USD 8466269.900000000373 0.0031375586 Long DBT CORP SG N 2 2053-05-19 Fixed 5.300000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DA3 2091000.000000000000 PA USD 1870276.129999999888 0.0006931153 Long DBT CORP US N 2 2054-05-15 Fixed 5.500000000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196CQ3 8771000.000000000000 PA USD 8754440.349999999627 0.0032443531 Long DBT CORP US Y 2 2034-09-09 Fixed 4.592000000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BW1 79000000.000000000000 PA USD 80788876.000000000000 0.0299399655 Long DBT CORP US Y 2 2031-09-30 Fixed 5.625000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400FH1 2390000.000000000000 PA USD 2447682.649999999907 0.0009070993 Long DBT CORP US N 2 2038-02-01 Fixed 5.950000000000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86959LAP8 10000000.000000000000 PA USD 10335170.000000000000 0.0038301639 Long DBT CORP SE Y 2 2028-06-15 Fixed 5.500000000000 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KBG0 3523000.000000000000 PA USD 3684962.879999999888 0.0013656294 Long DBT CORP US N 2 2029-06-12 Variable 6.565000000000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDB3 19192000.000000000000 PA USD 19994148.829999998212 0.0074097346 Long DBT CORP JP N 2 2028-07-13 Fixed 5.800000000000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDC1 4532000.000000000000 PA USD 4824445.429999999702 0.0017879161 Long DBT CORP JP N 2 2030-07-13 Fixed 5.852000000000 N N N N N N SAN DIEGO GAS & ELECTRIC CO KNIRVXKVNJJ4P8OTMS63 797440CE2 9175000.000000000000 PA USD 9412311.380000000820 0.0034881569 Long DBT CORP US N 2 2028-08-15 Fixed 4.950000000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAX5 51564000.000000000000 PA USD 52328539.429999999702 0.0193927029 Long DBT CORP SE Y 2 2026-09-12 Fixed 6.136000000000 N N N N N N SUMITOMO MITSUI TRUST BANK LTD 5493006GGLR4BTEL8O61 86563VBM0 35000000.000000000000 PA USD 36470980.000000000000 0.0135159683 Long DBT CORP JP Y 2 2028-09-14 Fixed 5.550000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400HY2 23270000.000000000000 PA USD 24108720.609999999404 0.0089345749 Long DBT CORP US N 2 2028-10-01 Fixed 5.650000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400HZ9 32025000.000000000000 PA USD 32213178.899999998510 0.0119380478 Long DBT CORP US N 2 2034-06-01 Fixed 5.200000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31335B4S2 13211450.830000000075 PA USD 12083985.619999999180 0.0044782665 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.000000000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508CJ1 20750000.000000000000 PA USD 19638194.250000000000 0.0072778195 Long DBT CORP US N 2 2054-02-08 Fixed 5.150000000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508CG7 10216000.000000000000 PA USD 10439515.859999999404 0.0038688339 Long DBT CORP US N 2 2029-02-08 Fixed 4.600000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GL35 324979.369999999995 PA USD 339502.369999999995 0.0001258179 Long ABS-MBS USGA US N 2 2037-10-01 Fixed 6.500000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_18-3 N/A 35563PGG8 15096571.740000000224 PA USD 14825029.699999999255 0.0054940841 Long ABS-CBDO USGA US N 2 2057-08-25 Variable 3.500000000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508CH5 10536000.000000000000 PA USD 10807986.839999999851 0.0040053875 Long DBT CORP US N 2 2034-02-08 Fixed 4.850000000000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591FB3 36227000.000000000000 PA USD 36651283.380000002682 0.0135827878 Long DBT USGA US N 2 2034-08-01 Fixed 4.375000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QCBB1 26957346.660000000149 PA USD 24489320.699999999255 0.0090756235 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419ANM5 1687683.429999999935 PA USD 1700604.330000000075 0.0006302357 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.500000000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAE1 14250000.000000000000 PA USD 13401298.500000000000 0.0049664562 Long DBT CORP FR N 2 2054-09-10 Fixed 5.275000000000 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89115A3C4 8147000.000000000000 PA USD 8349558.860000000335 0.0030943060 Long DBT CORP CA N 2 2029-12-17 Fixed 4.783000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412RH59 219108.869999999995 PA USD 225441.989999999991 0.0000835477 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8J57 46358338.719999998808 PA USD 37620719.039999999106 0.0139420560 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.000000000000 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89115A3E0 25000000.000000000000 PA USD 25420675.000000000000 0.0094207788 Long DBT CORP CA N 2 2028-01-31 Fixed 4.861000000000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BN1 30000000.000000000000 PA USD 30482040.000000000000 0.0112964962 Long DBT CORP US N 2 2035-03-01 Fixed 5.150000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426KNE2 40184.180000000000 PA USD 41312.830000000002 0.0000153103 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426D3A8 30881.700000000001 PA USD 31737.799999999999 0.0000117619 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.000000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADS1 24988000.000000000000 PA USD 25725470.839999999851 0.0095337347 Long DBT CORP US N 2 2032-05-15 Fixed 5.125000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADT9 23520000.000000000000 PA USD 24125122.559999998659 0.0089406534 Long DBT CORP US N 2 2035-05-15 Fixed 5.300000000000 N N N N N N GINNIE MAE II POOL N/A 3618N5VM8 14073489.820000000298 PA USD 12818233.039999999106 0.0047503750 Long ABS-MBS USGA US N 2 2055-09-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL N/A 3618N53U1 211042.000000000000 PA USD 192218.109999999986 0.0000712351 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 3.500000000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508CM4 19500000.000000000000 PA USD 20115537.000000000000 0.0074547204 Long DBT CORP US N 2 2035-05-23 Fixed 5.100000000000 N N N N N N TRAVELERS COMPANIES INC 549300Y650407RU8B149 89417EAM1 2253000.000000000000 PA USD 1838878.320000000065 0.0006814794 Long DBT CORP US N 2 2047-05-30 Fixed 4.000000000000 N N N N N N N/A N/A N/A 1.000000000000 NC N/A -1147902.729999999981 -0.0004254072 N/A DFE NUSS N/A N 2 MORGAN STANLEY CAPITAL SERVICES I7331LVCZKQKX5T7XV54 103522000.000000000000 EUR 120599775.890000000596 USD 2026-01-15 -1147902.729999999981 N N N N/A N/A N/A 1.000000000000 NC N/A 584681.680000000051 0.0002166802 N/A DFE NUSS N/A N 2 MORGAN STANLEY CAPITAL SERVICES I7331LVCZKQKX5T7XV54 358738992.000000000000 EUR 422649060.899999976158 USD 2026-01-23 584681.680000000051 N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3T8 2300000.000000000000 PA USD 2343184.799999999814 0.0008683729 Long DBT CORP US N 2 2029-04-23 Variable 4.970000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3W1 46257000.000000000000 PA USD 47758085.909999996424 0.0176989150 Long DBT CORP US N 2 2031-04-23 Variable 5.150000000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBL6 2631000.000000000000 PA USD 2618113.359999999870 0.0009702601 Long DBT CORP US N 2 2027-03-15 Fixed 3.755000000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBU6 5059000.000000000000 PA USD 3345769.649999999907 0.0012399260 Long DBT CORP US N 2 2052-03-15 Fixed 5.141000000000 N N N N N N N/A N/A N/A 1.000000000000 NC N/A 47672.940000000002 0.0000176674 N/A DFE NUSS N/A N 2 Standard Chartered Bank/New York RILFO74KP1CM8P6PCT96 18708000.000000000000 EUR 22064589.359999999404 USD 2026-01-29 47672.940000000002 N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413AU6 1500000.000000000000 PA USD 1164081.000000000000 0.0004314028 Long DBT CORP US N 2 2047-11-15 Fixed 4.375000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U2S1 4473000.000000000000 PA USD 4371869.940000000410 0.0016201938 Long DBT CORP US N 2 2028-06-02 Variable 2.393000000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EQ2 9686000.000000000000 PA USD 7389662.490000000224 0.0027385731 Long DBT CORP AU N 2 2040-11-16 Fixed 2.963000000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EP4 28300000.000000000000 PA USD 25648488.100000001490 0.0095052053 Long DBT CORP AU N 2 2035-11-15 Variable 2.668000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135F101 39116918.000000000000 NS USD 13538365319.799999237061 5.0172525117 Long EC CORP US N 1 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816109 1085029.000000000000 NS USD 401406478.550000011921 0.1487592937 Long EC CORP US N 1 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 N/A 3225565.000000000000 NS 594122917.879999995232 0.2201790712 Long EC CORP GB N 2 N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023105 4738992.000000000000 NS USD 1028929943.039999961853 0.3813164455 Long EC CORP US N 1 N N N HUNGARY (REPUBLIC OF) 5299003F3UFKGCCMAP43 445545AN6 17678000.000000000000 PA USD 10945351.380000000820 0.0040562941 Long DBT NUSS HU Y 2 2051-09-21 Fixed 3.125000000000 N N N N N N KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE 635400FMICXSM3SI3H65 80413TBC2 4883000.000000000000 PA USD 4952021.209999999963 0.0018351950 Long DBT NUSS SA Y 2 2028-01-18 Fixed 4.750000000000 N N N N N N KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE 635400FMICXSM3SI3H65 80413TBD0 310000.000000000000 PA USD 315263.489999999991 0.0001168351 Long DBT NUSS SA Y 2 2033-07-18 Fixed 4.875000000000 N N N N N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 91087BAK6 19875000.000000000000 PA USD 19395515.629999998957 0.0071878840 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.750000000000 N N N N N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 91087BAN0 13292000.000000000000 PA USD 8231071.000000000000 0.0030503950 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.771000000000 N N N N N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 91087BAR1 9008000.000000000000 PA USD 7809936.000000000000 0.0028943244 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.500000000000 N N N N N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 91087BAX8 6235000.000000000000 PA USD 5959101.250000000000 0.0022084140 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.338000000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 683234EV6 36249000.000000000000 PA USD 36293796.509999997914 0.0134503049 Long DBT NUSS CA N 2 2030-09-04 Fixed 3.900000000000 N N N N N N PANAMA REPUBLIC OF (GOVERNMENT) 549300SHS4T08CL0LP14 698299BN3 19671000.000000000000 PA USD 16299390.599999999627 0.0060404751 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.252000000000 N N N N N N PERU (REPUBLIC OF) 254900STKLK2DBJJZ530 715638DP4 40334000.000000000000 PA USD 33394535.300000000745 0.0123758528 Long DBT NUSS PE N 2 2032-12-01 Fixed 1.862000000000 N N N N N N PERU (REPUBLIC OF) 254900STKLK2DBJJZ530 715638DQ2 40618000.000000000000 PA USD 22153057.199999999255 0.0082098155 Long DBT NUSS PE N 2 2060-12-01 Fixed 2.780000000000 N N N N N N PHILIPPINES (REPUBLIC OF) 529900RAHBALMYIJ3T08 718286BG1 19260000.000000000000 PA USD 21657349.980000000447 0.0080261088 Long DBT NUSS PH N 2 2034-10-23 Fixed 6.375000000000 N N N N N N PANAMA REPUBLIC OF (GOVERNMENT) 549300SHS4T08CL0LP14 698299BX1 8035000.000000000000 PA USD 8927688.500000000000 0.0033085580 Long DBT NUSS PA N 2 2031-03-01 Fixed 7.500000000000 N N N N N N QATAR (STATE OF) 52990074F6OJOAXK4P65 74727PBB6 7101000.000000000000 PA USD 6707483.879999999888 0.0024857610 Long DBT NUSS QA Y 2 2049-03-14 Fixed 4.817000000000 N N N N N N QATAR (STATE OF) 52990074F6OJOAXK4P65 74727PBA8 7101000.000000000000 PA USD 7125732.780000000261 0.0026407620 Long DBT NUSS QA Y 2 2029-03-14 Fixed 4.000000000000 N N N N N N SASKATCHEWAN (PROVINCE OF) 549300FKDIB7OJMBSP83 803854KQ0 19319000.000000000000 PA USD 19193658.329999998212 0.0071130767 Long DBT NUSS CA N 2 2027-06-08 Fixed 3.250000000000 N N N N N N KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE 635400FMICXSM3SI3H65 80413TBJ7 16195000.000000000000 PA USD 16554026.960000000894 0.0061348421 Long DBT NUSS SA Y 2 2028-01-13 Fixed 5.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RF7 52620469.600000001490 PA USD 44090173.439999997616 0.0163396044 Long DBT UST US N 2 2044-02-15 Fixed 1.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V49 294331967.657000005245 PA USD 290792943.120000004768 0.1077664541 Long DBT UST US N 2 2027-01-15 Fixed 0.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z37 82011777.680000007153 PA USD 77827904.090000003576 0.0288426437 Long DBT UST US N 2 2030-01-15 Fixed 0.125000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132GEJD3 111215.990000000005 PA USD 114523.550000000003 0.0000424419 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AFX96 1401371.040000000037 PA USD 1371891.800000000047 0.0005084164 Long ABS-MBS USGA US N 2 2041-05-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MJ5R2 1404196.070000000065 PA USD 1195147.780000000028 0.0004429160 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128M74W3 1624134.090000000084 PA USD 1638980.300000000047 0.0006073981 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128M76Q4 14463.879999999999 PA USD 15095.100000000000 0.0000055942 Long ABS-MBS USGA US N 2 2038-10-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KYT41 80735521.989999994636 PA USD 70882962.560000002384 0.0262688821 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKRS9 40909064.560000002384 PA USD 33418246.660000000149 0.0123846401 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWFF5 18422685.170000001788 PA USD 18064437.629999998957 0.0066945930 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EE22 271837.929999999993 PA USD 231036.690000000002 0.0000856211 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MPWE7 10979981.900000000373 PA USD 9345381.009999999776 0.0034633529 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ED56 259030.429999999993 PA USD 220470.640000000014 0.0000817053 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJDK6 622782.930000000051 PA USD 530262.920000000042 0.0001965129 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EAN0 76659.149999999994 PA USD 65429.199999999997 0.0000242477 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFS91 107181.910000000003 PA USD 90888.119999999995 0.0000336827 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYB2 1427271.360000000102 PA USD 1163712.860000000102 0.0004312663 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEXR8 23188807.510000001639 PA USD 18817068.010000001639 0.0069735141 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.000000000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAA2 3600000.000000000000 PA USD 3743690.399999999907 0.0013873935 Long DBT CORP ES Y 2 2029-01-18 Variable 6.208000000000 N N N N N N CORP NACIONAL DEL COBRE DE CHILE 549300UVMBCBCIPSUI70 21987BBF4 299000.000000000000 PA USD 301083.429999999993 0.0001115801 Long DBT CORP CL Y 2 2033-02-02 Fixed 5.125000000000 N N N N N N CONOCOPHILLIPS CO 6VJJ5GQWIRDQ06DUXG89 20826FBE5 270000.000000000000 PA USD 251693.190000000002 0.0000932763 Long DBT CORP US N 2 2053-05-15 Fixed 5.300000000000 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513CD5 12000000.000000000000 PA USD 12461808.000000000000 0.0046182856 Long DBT CORP US N 2 2029-05-19 Variable 5.643000000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAF6 10219000.000000000000 PA USD 10058592.359999999404 0.0037276655 Long DBT CORP US N 2 2029-04-05 Fixed 3.850000000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAK5 1622000.000000000000 PA USD 1393314.219999999972 0.0005163555 Long DBT CORP US N 2 2042-04-05 Fixed 4.350000000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAM1 2907000.000000000000 PA USD 2360277.600000000093 0.0008747074 Long DBT CORP US N 2 2052-04-05 Fixed 4.400000000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAD1 15044000.000000000000 PA USD 14956474.009999999776 0.0055427967 Long DBT CORP US N 2 2027-04-05 Fixed 3.650000000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 1707000.000000000000 PA USD 1621003.050000000047 0.0006007359 Long DBT CORP US N 2 2032-04-05 Fixed 3.900000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DW7 2086000.000000000000 PA USD 2130728.009999999776 0.0007896375 Long DBT CORP US N 2 2029-01-30 Fixed 5.000000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DX5 10000000.000000000000 PA USD 10337530.000000000000 0.0038310385 Long DBT CORP US N 2 2031-01-30 Fixed 5.250000000000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAU2 5569000.000000000000 PA USD 5619895.089999999851 0.0020827059 Long DBT CORP US Y 2 2026-07-02 Fixed 5.750000000000 N N N N N N COTY INC 549300BO9IWPF3S48F93 22207AAA0 16375000.000000000000 PA USD 16839542.379999998957 0.0062406527 Long DBT CORP US Y 2 2030-07-15 Fixed 6.625000000000 N N N N N N COLUMBIA PIPELINES OPERATING COMPANY LLC N/A 19828TAA4 27000000.000000000000 PA USD 28603098.000000000000 0.0106001694 Long DBT CORP US Y 2 2030-08-15 Fixed 5.927000000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 7724000.000000000000 PA USD 8166515.679999999702 0.0030264711 Long DBT CORP US N 2 2033-11-15 Variable 7.200000000000 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513CH6 15000000.000000000000 PA USD 16357305.000000000000 0.0060619379 Long DBT CORP US N 2 2034-08-24 Variable 6.136000000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HW6 5000000.000000000000 PA USD 5207935.000000000000 0.0019300354 Long DBT CORP US N 2 2033-11-15 Fixed 5.200000000000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607LWV1 15000000.000000000000 PA USD 15769980.000000000000 0.0058442781 Long DBT CORP CA N 2 2028-10-03 Fixed 5.986000000000 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513CJ2 20000000.000000000000 PA USD 21161320.000000000000 0.0078422825 Long DBT CORP US N 2 2029-11-17 Variable 6.196000000000 N N N N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610BF1 58239000.000000000000 PA USD 60755099.520000003278 0.0225155452 Long DBT CORP US N 2 2030-01-23 Variable 5.841000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 29600000.000000000000 PA USD 29530623.519999999553 0.0109439058 Long DBT UST US N 2 2034-02-15 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKA8 7942000.000000000000 PA USD 7994895.309999999590 0.0029628694 Long DBT UST US N 2 2027-02-15 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 14150000.000000000000 PA USD 12822350.779999999329 0.0047519010 Long DBT UST US N 2 2054-02-15 Fixed 4.250000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZR8 17830000.000000000000 PA USD 17735108.739999998361 0.0065725453 Long DBT CORP US N 2 2028-03-15 Variable 3.615000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMG3 50150000.000000000000 PA USD 51270541.570000000298 0.0190006140 Long DBT UST US N 2 2030-01-31 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 113000000.000000000000 PA USD 117378761.299999997020 0.0434999995 Long DBT UST US N 2 2035-02-15 Fixed 4.625000000000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XEG7 37779000.000000000000 PA USD 39701459.969999998808 0.0147131685 Long DBT CORP US N 2 2030-04-06 Fixed 5.850000000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KS9 20879000.000000000000 PA USD 21223002.399999998510 0.0078651417 Long DBT CORP US N 2 2028-05-16 Fixed 4.650000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMN8 841067000.000000000000 PA USD 854005217.769999980927 0.3164901909 Long DBT UST US N 2 2028-02-15 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UJ5 230000000.000000000000 PA USD 229141571.000000000000 0.0849187546 Long DBT UST US N 2 2045-02-15 Fixed 4.750000000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BY9 27656000.000000000000 PA USD 27273794.079999998212 0.0101075358 Long DBT CORP JP N 2 2027-07-20 Variable 1.538000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 17575000.000000000000 PA USD 17327772.480000000447 0.0064215884 Long DBT CORP US N 2 2027-07-20 Variable 1.512000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UH9 142633907.500000000000 PA USD 135413110.000000000000 0.0501834417 Long DBT UST US N 2 2055-02-15 Fixed 2.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNB3 52259970.000000000000 PA USD 52551904.299999997020 0.0194754808 Long DBT UST US N 2 2030-04-15 Fixed 1.625000000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAQ3 5586000.000000000000 PA USD 5011904.440000000410 0.0018573875 Long DBT CORP US Y 2 2033-08-15 Fixed 3.250000000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCE4 5049000.000000000000 PA USD 2744010.319999999832 0.0010169169 Long DBT CORP US N 2 2050-08-01 Fixed 2.050000000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573AQ9 575000.000000000000 PA USD 510056.049999999988 0.0001890243 Long DBT CORP US N 2 2030-08-15 Fixed 1.600000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CR8 8311000.000000000000 PA USD 8228455.150000000373 0.0030494256 Long DBT CORP US N 2 2026-05-01 Fixed 0.875000000000 N N N N N N BX 2024-FNX N/A 05593TAG3 8647789.410000000149 PA USD 8671389.230000000447 0.0032135748 Long ABS-CBDO CORP US Y 2 2041-11-15 Variable 5.492010000000 N N N N N N BX 2024-FNX N/A 05593TAA6 46193017.899999998510 PA USD 46279398.840000003576 0.0171509207 Long ABS-CBDO CORP US Y 2 2041-11-15 Variable 5.192420000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CS6 7178000.000000000000 PA USD 6399438.230000000447 0.0023716008 Long DBT CORP US N 2 2030-11-01 Fixed 1.750000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JT5 13645000.000000000000 PA USD 12718327.119999999180 0.0047133503 Long DBT CORP US N 2 2031-06-01 Fixed 3.250000000000 N N N N N N BRAVO 2024-NQM7 254900T3YTF92WA96N66 105698AC8 33122463.839999999851 PA USD 33381183.410000000149 0.0123709046 Long ABS-CBDO CORP US Y 2 2064-10-27 Variable 5.554000000000 N N N N N N BX 2024-GPA2 N/A 12433DAC7 12691000.000000000000 PA USD 12734923.550000000745 0.0047195009 Long ABS-CBDO CORP US Y 2 2041-11-15 Variable 5.641970000000 N N N N N N PUBLIC STORAGE OPERATING CO 549300LMZF40TKJ6DM64 74460WAE7 1855000.000000000000 PA USD 1679802.669999999925 0.0006225267 Long DBT CORP US N 2 2031-05-01 Fixed 2.300000000000 N N N N N N PUBLIC STORAGE OPERATING CO 549300LMZF40TKJ6DM64 74460WAD9 8830000.000000000000 PA USD 8433135.650000000373 0.0031252792 Long DBT CORP US N 2 2028-05-01 Fixed 1.850000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CB2 2023000.000000000000 PA USD 2101227.390000000130 0.0007787047 Long DBT CORP US N 2 2036-08-01 Fixed 6.100000000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AB5 2500000.000000000000 PA USD 2515572.500000000000 0.0009322590 Long DBT CORP IT Y 2 2027-04-12 Fixed 4.625000000000 N N N N N N BX 2024-GPA2 N/A 12433DAA1 40578000.000000000000 PA USD 40669625.119999997318 0.0150719658 Long ABS-CBDO CORP US Y 2 2041-11-15 Variable 5.292460000000 N N N N N N BMARK 2024-V11 N/A 081921AZ1 23565000.000000000000 PA USD 24784158.839999999851 0.0091848890 Long ABS-CBDO CORP US N 2 2057-11-15 Variable 5.909000000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CY3 30000.000000000000 PA USD 30126.840000000000 0.0000111649 Long DBT CORP US N 2 2028-11-16 Fixed 4.125000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDX7 1081000.000000000000 PA USD 986385.479999999981 0.0003655497 Long DBT CORP US N 2 2030-05-15 Fixed 2.000000000000 N N N N N N BMARK 2024-V11 N/A 081921BC1 6948000.000000000000 PA USD 7269560.389999999665 0.0026940638 Long ABS-CBDO CORP US N 2 2057-11-15 Variable 6.201000000000 N N N N N N BANK5 2024-5YR11 N/A 06644WBD9 53342229.000000000000 PA USD 56110904.049999997020 0.0207944288 Long ABS-CBDO CORP US N 2 2057-11-15 Fixed 5.893000000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FG8 2376000.000000000000 PA USD 1720152.719999999972 0.0006374803 Long DBT CORP US N 2 2060-03-20 Fixed 3.839000000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AC2 26350000.000000000000 PA USD 26291397.600000001490 0.0097434644 Long DBT CORP CH Y 2 2027-01-30 Variable 1.364000000000 N N N N N N BANK5 2024-5YR12 N/A 06644XBG0 24048000.000000000000 PA USD 25304459.899999998510 0.0093777101 Long ABS-CBDO CORP US N 2 2057-12-15 Variable 5.902000000000 N N N N N N BANK5 2024-5YR12 N/A 06644XBP0 13271000.000000000000 PA USD 13890636.259999999776 0.0051478024 Long ABS-CBDO CORP US N 2 2057-12-15 Variable 6.122000000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 302000.000000000000 PA USD 268030.130000000005 0.0000993307 Long DBT CORP CH Y 2 2032-02-11 Variable 2.095000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEC2 1959000.000000000000 PA USD 1939980.070000000065 0.0007189472 Long DBT CORP US N 2 2026-05-15 Fixed 1.150000000000 N N N N N N BMO 2024-5C8 N/A 09661XAC2 48510000.000000000000 PA USD 50536117.170000001788 0.0187284399 Long ABS-CBDO CORP US N 2 2057-12-15 Variable 5.625300000000 N N N N N N BBCMS 2024-5C31 N/A 07336YAD7 12680000.000000000000 PA USD 13150161.720000000671 0.0048733861 Long ABS-CBDO CORP US N 2 2057-12-15 Variable 5.852000000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AH1 35660000.000000000000 PA USD 35097748.780000001192 0.0130070554 Long DBT CORP CH Y 2 2027-08-10 Variable 1.494000000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FS2 2376000.000000000000 PA USD 1635191.709999999963 0.0006059941 Long DBT CORP US N 2 2071-04-06 Fixed 3.799000000000 N N N N N N BX 2024-GPA3 N/A 123910AA9 24095819.579999998212 PA USD 24123818.920000001788 0.0089401703 Long ABS-CBDO CORP US Y 2 2039-12-15 Variable 5.043820000000 N N N N N N BX 2024-GPA3 N/A 123910AC5 3562200.109999999870 PA USD 3574963.470000000205 0.0013248641 Long ABS-CBDO CORP US Y 2 2039-12-15 Variable 5.393330000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AK4 5035000.000000000000 PA USD 4517759.490000000224 0.0016742598 Long DBT CORP CH Y 2 2033-02-11 Variable 2.746000000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AP3 23979000.000000000000 PA USD 24178936.899999998510 0.0089605967 Long DBT CORP CH Y 2 2028-05-12 Variable 4.751000000000 N N N N N N IRV 2025-200P N/A 45006HAA9 90284158.000000000000 PA USD 92791258.780000001192 0.0343879904 Long ABS-CBDO CORP US Y 2 2047-03-14 Variable 5.294590000000 N N N N N N BBCMS 2025-5C33 N/A 072924AD5 28245000.000000000000 PA USD 29757463.260000001639 0.0110279715 Long ABS-CBDO CORP US N 2 2058-03-15 Fixed 5.839000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEJ7 1110000.000000000000 PA USD 1096267.080000000075 0.0004062713 Long DBT CORP US N 2 2032-05-15 Fixed 4.200000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D3Z3 3106468.020000000019 PA USD 2761497.850000000093 0.0010233977 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 3.000000000000 N N N N N N BMO 2025-5C9 N/A 096933AG1 3714000.000000000000 PA USD 3897661.009999999776 0.0014444543 Long ABS-CBDO CORP US N 2 2058-04-15 Variable 6.164600000000 N N N N N N BMO 2025-5C9 N/A 096933AC0 52385000.000000000000 PA USD 54878421.229999996722 0.0203376767 Long ABS-CBDO CORP US N 2 2058-04-15 Variable 5.778500000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MHSX8 182550.720000000001 PA USD 154846.089999999997 0.0000573852 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KLWQ6 728068.140000000014 PA USD 589339.119999999995 0.0002184062 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N BMARK 2025-V14 N/A 08164BAG5 8011000.000000000000 PA USD 8375644.700000000186 0.0031039733 Long ABS-CBDO CORP US N 2 2057-04-15 Variable 6.089800000000 N N N N N N BMARK 2025-V14 N/A 08164BAD2 20440000.000000000000 PA USD 21395999.239999998361 0.0079292535 Long ABS-CBDO CORP US N 2 2057-04-15 Fixed 5.659900000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D6B3 8564374.279999999329 PA USD 6958793.900000000373 0.0025788953 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KKZR3 18920101.500000000000 PA USD 15537717.109999999404 0.0057582026 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.000000000000 N N N N N N BANK5 2025-5YR14 N/A 06604MAF5 29769000.000000000000 PA USD 31176656.929999999702 0.0115539178 Long ABS-CBDO CORP US N 2 2058-04-15 Variable 6.072000000000 N N N N N N BRAVO 2025-NQM5 254900HGOJX787MBR512 10569RAC6 7369622.280000000261 PA USD 7435027.679999999702 0.0027553852 Long ABS-CBDO CORP US Y 2 2065-02-25 Variable 5.496000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138A46M2 1864104.209999999963 PA USD 1877609.649999999907 0.0006958330 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KKNC9 15422111.189999999478 PA USD 13210379.960000000894 0.0048957027 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N BMARK 2025-V15 N/A 08164CAC2 48077000.000000000000 PA USD 50671763.770000003278 0.0187787098 Long ABS-CBDO CORP US N 2 2058-06-15 Fixed 5.804660000000 N N N N N N BMARK 2025-V15 N/A 08164CAF5 9775000.000000000000 PA USD 10270543.630000000820 0.0038062136 Long ABS-CBDO CORP US N 2 2058-06-15 Fixed 6.174940000000 N N N N N N BX 2025-GW N/A 12433GAA4 2420000.000000000000 PA USD 2428341.740000000224 0.0008999317 Long ABS-CBDO CORP US Y 2 2042-07-15 Variable 5.350000000000 N N N N N N BX 2025-VOLT N/A 05619PAC0 3254000.000000000000 PA USD 3271161.600000000093 0.0012122766 Long ABS-CBDO CORP US Y 2 2044-12-15 Variable 6.100000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D6C1 18269.639999999999 PA USD 15597.190000000001 0.0000057802 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDC4 32842253.199999999255 PA USD 26654181.539999999106 0.0098779104 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N BX 2025-VOLT N/A 05619PAA4 62615000.000000000000 PA USD 62767780.600000001490 0.0232614350 Long ABS-CBDO CORP US Y 2 2044-12-15 Variable 5.700000000000 N N N N N N BX 2025-VOLT N/A 05619PAG1 582000.000000000000 PA USD 583645.310000000056 0.0002162961 Long ABS-CBDO CORP US Y 2 2044-12-15 Variable 6.750000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ACX52 193027.079999999987 PA USD 156246.929999999993 0.0000579044 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDD2 135748.459999999992 PA USD 115539.320000000007 0.0000428183 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N BBCMS 2025-5C38 N/A 05556RAD9 5000000.000000000000 PA USD 5147125.000000000000 0.0019074996 Long ABS-CBDO CORP US N 2 2058-11-15 Fixed 5.475800000000 N N N N N N BBCMS 2025-5C38 N/A 05556RAB3 5000000.000000000000 PA USD 5148015.000000000000 0.0019078294 Long ABS-CBDO CORP US N 2 2058-11-15 Fixed 5.146120000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWCH4 8437828.740000000224 PA USD 6858596.280000000261 0.0025417625 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWA52 4926591.490000000224 PA USD 4021453.470000000205 0.0014903311 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.000000000000 N N N N N N BANK5 2025-5YR18 N/A 06604CAF7 1405000.000000000000 PA USD 1445646.649999999907 0.0005357496 Long ABS-CBDO CORP US N 2 2058-12-15 Variable 5.466000000000 N N N N N N BANK5 2025-5YR18 N/A 06604CAG5 3013000.000000000000 PA USD 3100105.830000000075 0.0011488842 Long ABS-CBDO CORP US N 2 2058-12-15 Variable 5.717000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419FF76 229117.279999999999 PA USD 234045.359999999986 0.0000867361 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWBB8 39495710.259999997914 PA USD 32214636.579999998212 0.0119385880 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416JAQ4 110205.509999999995 PA USD 112046.380000000005 0.0000415238 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWC76 63616.500000000000 PA USD 54146.169999999998 0.0000200663 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N BX 2025-DELC N/A 05594MAC6 1049000.000000000000 PA USD 1052326.379999999888 0.0003899871 Long ABS-CBDO CORP US Y 2 2042-12-15 Variable 5.757240000000 N N N N N N BX 2025-DELC N/A 05594MAA0 12485000.000000000000 PA USD 12521368.810000000522 0.0046403585 Long ABS-CBDO CORP US Y 2 2042-12-15 Variable 5.507240000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWAF0 75720088.780000001192 PA USD 61855740.520000003278 0.0229234374 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419CYK3 561961.250000000000 PA USD 578202.489999999991 0.0002142790 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 5.000000000000 N N N N N N BOCA 2025-BOCA N/A 05619RAD4 302000.000000000000 PA USD 303163.000000000000 0.0001123507 Long ABS-CBDO CORP US Y 2 2042-12-15 Variable 6.350000000000 N N N N N N BOCA 2025-BOCA N/A 05619RAB8 1326000.000000000000 PA USD 1330346.629999999888 0.0004930200 Long ABS-CBDO CORP US Y 2 2042-12-15 Variable 5.750000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVLZ6 12793648.390000000596 PA USD 11541597.990000000224 0.0042772602 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B7LC0 63443.459999999999 PA USD 53993.870000000003 0.0000200099 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B9NY6 364984.010000000009 PA USD 312870.130000000005 0.0001159482 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPES2 716397.910000000033 PA USD 608203.199999999953 0.0002253972 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N BOCA 2025-BOCA N/A 05619RAA0 16107000.000000000000 PA USD 16154805.580000000075 0.0059868926 Long ABS-CBDO CORP US Y 2 2042-12-15 Variable 5.450000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132WDQL1 505978.580000000016 PA USD 489789.289999999979 0.0001815135 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EJ76 19246932.949999999255 PA USD 19316857.059999998659 0.0071587335 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWFM0 340101.700000000012 PA USD 301406.289999999979 0.0001116997 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ANBX1 1523225.929999999935 PA USD 1289418.370000000112 0.0004778522 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVMD4 20510364.890000000596 PA USD 18377040.820000000298 0.0068104422 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132HMK91 330829.849999999977 PA USD 316594.900000000023 0.0001173285 Long ABS-MBS USGA US N 2 2042-09-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128MAD22 273716.460000000021 PA USD 262105.130000000005 0.0000971349 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNWG3 32731.320000000000 PA USD 26494.560000000001 0.0000098188 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFD71 51435983.869999997318 PA USD 42633178.149999998510 0.0157996490 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371NJD8 160327.339999999997 PA USD 167970.630000000005 0.0000622491 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128MJ2H2 8496819.650000000373 PA USD 8200408.099999999627 0.0030390315 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCRZ4 178710.730000000010 PA USD 186263.579999999987 0.0000690284 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NAGA5 446005.429999999993 PA USD 454290.429999999993 0.0001683578 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CQB3 9672121.880000000820 PA USD 9354673.169999999925 0.0034667965 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CRD8 2377197.720000000205 PA USD 2299056.850000000093 0.0008520193 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N45S2 619964.250000000000 PA USD 633417.469999999972 0.0002347414 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ET67 35763764.039999999106 PA USD 36396997.250000000000 0.0134885506 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7VR5 2007308.629999999888 PA USD 1999749.110000000102 0.0007410973 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132L83Q8 1344018.290000000037 PA USD 1301450.540000000037 0.0004823113 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKF94 33543066.670000001788 PA USD 29953824.359999999404 0.0111007420 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKGB8 4061674.169999999925 PA USD 3637127.680000000168 0.0013479019 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371NMY8 34626.190000000002 PA USD 35264.070000000000 0.0000130687 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 7.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q72C0 3510709.500000000000 PA USD 3295973.439999999944 0.0012214718 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EQ94 4099171.819999999832 PA USD 4173641.470000000205 0.0015467313 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHS5 246952.929999999993 PA USD 247264.339999999997 0.0000916350 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 5.000000000000 N N N N N N FANNIEMAE-ACES FNA_17-M12 N/A 3136AX7E9 1891195.649999999907 PA USD 1870498.399999999907 0.0006931976 Long ABS-CBDO USGA US N 2 2027-06-25 Variable 3.064000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371NKE4 5176.560000000000 PA USD 5546.010000000000 0.0000020553 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 7.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGF36 8251616.769999999553 PA USD 7469256.230000000447 0.0027680701 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QG6F9 1085530.250000000000 PA USD 976931.630000000005 0.0003620461 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KJXM9 1527066.790000000037 PA USD 1364283.000000000000 0.0005055967 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEZS4 1567193.790000000037 PA USD 1400618.330000000075 0.0005190624 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DXL1 3832265.229999999981 PA USD 3275337.450000000186 0.0012138242 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYC0 10932332.810000000522 PA USD 9333938.289999999106 0.0034591123 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSLZ6 5944971.919999999925 PA USD 6057349.719999999739 0.0022448244 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLB98 6566207.879999999888 PA USD 6597141.290000000037 0.0024448686 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QG2C0 92595822.959999993443 PA USD 83482634.659999996424 0.0309382594 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DMQ99 6825852.519999999553 PA USD 6514088.530000000261 0.0024140896 Long ABS-MBS USGA US N 2 2045-06-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLHZ4 9593341.330000000075 PA USD 8939766.169999999925 0.0033130340 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQAR7 10016132.800000000745 PA USD 10065382.119999999180 0.0037301818 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6C90 2837462.109999999870 PA USD 2580283.060000000056 0.0009562404 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132ADTE8 5158173.450000000186 PA USD 4908682.919999999925 0.0018191341 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHE6 85046657.109999999404 PA USD 85175842.980000004172 0.0315657542 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSNF8 6503985.650000000373 PA USD 6624927.259999999776 0.0024551659 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXRT1 42930052.960000000894 PA USD 37412768.409999996424 0.0138649905 Long ABS-MBS USGA US N 2 2060-07-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXRB0 64047527.140000000596 PA USD 58849237.689999997616 0.0218092420 Long ABS-MBS USGA US N 2 2060-06-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BWHG1 2566358.700000000186 PA USD 2611798.649999999907 0.0009679199 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BWMK6 14888680.539999999106 PA USD 15149619.560000000522 0.0056143755 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D2V3 24122448.140000000596 PA USD 21088712.570000000298 0.0078153746 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132A5HL2 113593.220000000001 PA USD 106636.660000000003 0.0000395190 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GSPG1 12292872.560000000522 PA USD 11551501.710000000894 0.0042809305 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 3.500000000000 N N N N N N FLAGSTAR MORTGAGE TRUST FSMT_21-8INV N/A 33852HAB8 14186831.720000000671 PA USD 11865809.300000000745 0.0043974114 Long ABS-CBDO CORP US Y 2 2051-09-25 Variable 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C5ED9 13332493.150000000373 PA USD 13564171.880000000820 0.0050268163 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NDN86 163952.100000000006 PA USD 167425.260000000009 0.0000620470 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCMB1 40857890.509999997914 PA USD 37065134.250000000000 0.0137361589 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 3.000000000000 N N N N N N FLAGSTAR MORTGAGE TRUST FSMT_21-11INV N/A 33851TAD9 15792731.439999999478 PA USD 13208977.410000000149 0.0048951830 Long ABS-CBDO CORP US Y 2 2051-11-25 Variable 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NEDW2 2452502.009999999776 PA USD 2494731.640000000130 0.0009245354 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BWQF3 63179.209999999999 PA USD 64266.970000000001 0.0000238170 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419DL74 1343443.010000000009 PA USD 1353935.300000000047 0.0005017619 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDV29 34373105.509999997914 PA USD 30876501.350000001490 0.0114426816 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C1D49 6724838.919999999925 PA USD 6839752.969999999739 0.0025347793 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NDQJ9 2572309.850000000093 PA USD 2617657.100000000093 0.0009700910 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDVZ6 15010394.490000000224 PA USD 13532906.349999999627 0.0050152294 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 3.000000000000 N N N N N N FIRSTKEY HOMES TRUST FKH_21-SFR3 N/A 33768JAA9 3643049.120000000112 PA USD 3572322.959999999963 0.0013238856 Long ABS-CBDO CORP US Y 2 2038-12-17 Fixed 2.135000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ND2R7 120165.729999999996 PA USD 122098.360000000001 0.0000452491 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGC57 7281061.929999999702 PA USD 7408487.790000000037 0.0027455496 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418WPW4 750548.969999999972 PA USD 772241.339999999967 0.0002861889 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419GCH5 1056848.370000000112 PA USD 1064776.850000000093 0.0003946011 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGGN4 2877379.450000000186 PA USD 2947276.750000000000 0.0010922465 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKV73 322852.890000000014 PA USD 329692.210000000021 0.0001221823 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMT95 67143954.500000000000 PA USD 57790264.490000002086 0.0214167917 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNFY4 55547723.500000000000 PA USD 47813314.030000001192 0.0177193822 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8D88 783395.569999999949 PA USD 797803.780000000028 0.0002956622 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKR45 408971.859999999986 PA USD 415820.090000000026 0.0001541009 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NL3X5 294854.640000000014 PA USD 299533.390000000014 0.0001110056 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGAH3 709413.510000000009 PA USD 722783.829999999958 0.0002678602 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVL29 57110036.460000000894 PA USD 49493499.340000003576 0.0183420508 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMT79 11191627.320000000298 PA USD 9641889.109999999404 0.0035732373 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C5HH7 1937638.010000000009 PA USD 1978359.409999999916 0.0007331704 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BTJZ4 1086908.090000000084 PA USD 1106424.610000000102 0.0004100356 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMSH8 65282864.189999997616 PA USD 56259336.140000000596 0.0208494371 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMT61 31477482.649999998510 PA USD 27109352.379999998957 0.0100465945 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BXCM1 67195.919999999998 PA USD 68377.089999999997 0.0000253402 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C1CQ1 232123.540000000008 PA USD 235801.309999999998 0.0000873868 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138A7BW7 96466.470000000001 PA USD 98869.740000000005 0.0000366406 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417Y2Z9 63457.820000000000 PA USD 65292.199999999997 0.0000241970 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BRSZ8 1150678.330000000075 PA USD 1170259.419999999925 0.0004336925 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRSA2 16278216.410000000149 PA USD 16872648.039999999106 0.0062529215 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBAY6 997396.640000000014 PA USD 844313.209999999963 0.0003128984 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKU57 1727463.159999999916 PA USD 1462307.929999999935 0.0005419242 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ALJW8 65113.199999999997 PA USD 66996.009999999995 0.0000248284 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XABA9 1063501.510000000009 PA USD 860857.680000000051 0.0003190297 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KUNP3 295412.940000000002 PA USD 239720.510000000009 0.0000888393 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B5AN2 311780.619999999995 PA USD 252372.690000000002 0.0000935281 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGJP5 219205.239999999991 PA USD 194161.040000000008 0.0000719551 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EEA4 4126006.970000000205 PA USD 3905636.939999999944 0.0014474101 Long ABS-MBS USGA US N 2 2037-06-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EU99 85264.270000000004 PA USD 86754.259999999995 0.0000321507 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179TUB9 14745625.250000000000 PA USD 14198474.080000000075 0.0052618856 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FGW1 17219.180000000000 PA USD 16823.709999999999 0.0000062348 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTTW6 10550901.810000000522 PA USD 10308579.250000000000 0.0038203095 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179TXU4 16275814.019999999553 PA USD 15111409.730000000447 0.0056002151 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179TXW0 2651401.850000000093 PA USD 2626120.729999999981 0.0009732276 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNY5 29373661.190000001341 PA USD 30178058.899999998510 0.0111838422 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES27 999999.810000000056 PA USD 885975.829999999958 0.0003283383 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 3.000000000000 N N N N N N GS MORTGAGE SECURITIES TRUST GSMS_18-GS10 N/A 36250SAJ8 3051527.000000000000 PA USD 2955214.700000000186 0.0010951882 Long ABS-CBDO CORP US N 2 2051-07-10 Variable 4.384000000000 N N N N N N GINNIE MAE II POOL N/A 36179UD90 342325.679999999993 PA USD 329189.619999999995 0.0001219961 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FS81 5311322.000000000000 PA USD 5041257.209999999963 0.0018682655 Long ABS-MBS USGA US N 2 2056-01-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6CK7 11009248.080000000075 PA USD 10449471.849999999627 0.0038725236 Long ABS-MBS USGA US N 2 2055-12-01 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179UH54 942324.599999999977 PA USD 934137.680000000051 0.0003461869 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL N/A 36202EXU8 584719.560000000056 PA USD 615796.819999999949 0.0002282113 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FR58 774160.040000000037 PA USD 734797.099999999977 0.0002723122 Long ABS-MBS USGA US N 2 2055-12-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3EP0 6709592.480000000447 PA USD 5943021.540000000037 0.0022024550 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179UPB2 697682.660000000033 PA USD 691479.560000000056 0.0002562590 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.500000000000 N N N N N N GS MORTGAGE SECURITIES TRUST GSMS_19-GC38 N/A 36252SAV9 405000.000000000000 PA USD 398737.080000000016 0.0001477700 Long ABS-MBS CORP US N 2 2052-02-10 Fixed 3.968000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427P4H4 38365632.810000002384 PA USD 33982359.259999997914 0.0125936975 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XCV82 3068235.459999999963 PA USD 3076906.290000000037 0.0011402865 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179UN99 16436957.410000000149 PA USD 15177360.490000000224 0.0056246562 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179UUL4 278035.330000000016 PA USD 276629.030000000028 0.0001025174 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X9L64 112010.889999999999 PA USD 109607.470000000001 0.0000406200 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X9L80 117713.080000000002 PA USD 115077.600000000006 0.0000426472 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179UWA6 383668.679999999993 PA USD 379317.489999999991 0.0001405732 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179UZV7 3224660.870000000112 PA USD 3185487.689999999944 0.0011805263 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4.500000000000 N N N N N N MFA TRUST MFRA_25-NQM3 2549007EHG79GWD49I44 58004LAA5 19220291.350000001490 PA USD 19282622.750000000000 0.0071460464 Long ABS-CBDO CORP US Y 2 2070-08-25 Variable 5.261000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A N/A 64830DAB9 421260.440000000002 PA USD 415241.469999999972 0.0001538865 Long ABS-CBDO CORP US Y 2 2057-12-25 Variable 4.250000000000 N N N N N N NYMT 2024-CP1 N/A 67118PAA0 2291385.410000000149 PA USD 2142793.649999999907 0.0007941089 Long ABS-CBDO CORP US Y 2 2068-02-25 Variable 3.750000000000 N N N N N N OBX 2025-NQM1 2549007E8KF1RJ2ZV866 673914AC1 37954496.679999999702 PA USD 38293240.560000002384 0.0141912892 Long ABS-CBDO CORP US Y 2 2064-12-25 Variable 5.547000000000 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36241LSG2 2459174.790000000037 PA USD 2388864.520000000019 0.0008853016 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179VBJ8 273170.549999999988 PA USD 270559.039999999979 0.0001002679 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL N/A 3622ACKT6 1973990.629999999888 PA USD 1682911.889999999898 0.0006236790 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL N/A 3622ACKN9 527455.979999999981 PA USD 455583.250000000000 0.0001688369 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL N/A 3622ABE81 6076511.980000000447 PA USD 5202928.309999999590 0.0019281800 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.500000000000 N N N N N N UNIFORM MBS N/A 01F062614 85988673.000000000000 PA USD 89376368.750000000000 0.0331224487 Long ABS-MBS USGA US N 2 2056-01-01 Fixed 6.500000000000 N N N N N N UNIFORM MBS N/A 01F022618 585714694.000000000000 PA USD 495249302.370000004768 0.1835369890 Long ABS-MBS USGA US N 2 2056-01-01 Fixed 2.500000000000 N N N N N N UNIFORM MBS N/A 01F030611 15997763.000000000000 PA USD 14152389.039999999106 0.0052448067 Long ABS-MBS USGA US N 2 2056-01-01 Fixed 3.000000000000 N N N N N N VERUS 2024-2 213800KSJFZ5H8FZ7C61 92539UAA8 31297785.320000000298 PA USD 31587790.600000001490 0.0117062820 Long ABS-CBDO CORP US Y 2 2069-02-25 Variable 6.095000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_24-3 2138005NRONUFED1TZ38 92540MAA3 19671365.449999999255 PA USD 19907461.179999999702 0.0073776085 Long ABS-CBDO CORP US Y 2 2069-04-25 Variable 6.338000000000 N N N N N N VERUS 2024-4 213800WNY873LW1L3M73 92540GAB4 2939725.259999999776 PA USD 2975495.839999999851 0.0011027043 Long ABS-CBDO CORP US Y 2 2069-06-25 Variable 6.572000000000 N N N N N N PERNOD RICARD SA 52990097YFPX9J0H5D87 N/A 1005786.000000000000 NS 86104269.950000002980 0.0319098247 Long EC CORP FR N 2 N N PROCTER & GAMBLE CO 2572IBTT8CCZW6AU4141 742718109 1496864.000000000000 NS USD 214515579.840000003576 0.0794984333 Long EC CORP US N 1 N N N PROGRESSIVE CORP (THE) 529900TACNVLY9DCR586 743315103 2828139.000000000000 NS USD 644023813.080000042915 0.2386721009 Long EC CORP US N 1 N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094104 813462.000000000000 NS USD 715000559.519999980927 0.2649757388 Long EC CORP US N 1 N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172109 36862337.000000000000 NS USD 5912718854.800000190735 2.1912249245 Long EC CORP US N 1 N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475105 2201341.000000000000 NS USD 459485906.930000007153 0.1702832481 Long EC CORP US N 1 N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762E102 1237324.000000000000 NS USD 522224967.439999997616 0.1935340396 Long EC CORP US N 1 N N N RESTAURANT BRANDS INTERNATIONAL INC 5299009RXTX9DN9AKJ98 76131D103 4583976.000000000000 NS USD 312764682.480000019073 0.1159090741 Long EC CORP US N 1 N N N ROBLOX CORP 529900ANZDBDFU91SO19 771049103 4638959.000000000000 NS USD 375894847.769999980927 0.1393048071 Long EC CORP US N 1 N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 N/A 2465236.000000000000 NS USD 687603625.120000004768 0.2548225678 Long EC CORP US N 1 N N N REXFORD INDUSTRIAL REALTY INC 549300MSLO0DF0EMX355 76169C100 2069500.000000000000 NS USD 80131040.000000000000 0.0296961747 Long EC CORP US N 1 N N N ROYAL GOLD INC 5493001NGRU6SFL04184 780287108 4269700.000000000000 NS USD 949111613.000000000000 0.3517361596 Long EC CORP US N 1 N N N RIO TINTO PLC 213800YOEO5OQ72G2R82 N/A 2000000.000000000000 NS 159569757.439999997616 0.0591357780 Long EC CORP GB N 2 N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 N/A 8019656.000000000000 NS USD 309879507.839999973774 0.1148398424 Long EC CORP US N 1 N N N ROLLS-ROYCE HOLDINGS PLC 213800EC7997ZBLZJH69 N/A 71850601.000000000000 NS 1116783902.529999971390 0.4138746967 Long EC CORP GB N 2 N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513E101 5456143.000000000000 NS USD 1000656626.200000047684 0.3708384914 Long EC CORP US N 1 N N N SAMPO OYJ 743700UF3RL386WIDA22 N/A 14184224.000000000000 NS 171932996.250000000000 0.0637175343 Long EC CORP FI N 2 N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244109 16719367.000000000000 NS USD 1407937895.069999933243 0.5217749539 Long EC CORP US N 1 N N N SHOPIFY INC 549300HGQ43STJLLP808 82509L107 2745685.000000000000 NS USD 441972914.449999988079 0.1637930180 Long EC CORP CA N 1 N N N STRATEGY INC 549300WQTWEJUEHXQX21 594972853 1540000.000000000000 NS USD 152144300.000000000000 0.0563839395 Long EP CORP US N 1 N N STRATEGY INC 549300WQTWEJUEHXQX21 594972879 1345700.000000000000 NS USD 135982985.000000000000 0.0503946346 Long EP CORP US N 1 N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036P108 3463381.000000000000 NS USD 477808042.759999990463 0.1770733428 Long EC CORP US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165B103 20510352.000000000000 NS USD 1711178667.359999895096 0.6341545130 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206R102 9887394.000000000000 NS USD 245602866.960000008345 0.0910192311 Long EC CORP US N 1 N N N TRANSDIGM GROUP INC N/A 893641100 1428169.000000000000 NS USD 1899250544.650000095367 0.7038530384 Long EC CORP US N 1 N N N TE CONNECTIVITY PLC 6367003TB6K484NFHE54 N/A 550000.000000000000 NS USD 125130500.000000000000 0.0463727563 Long EC CORP IE N 1 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832Q109 4175699.000000000000 NS USD 205486147.789999991655 0.0761521695 Long EC CORP US N 1 N N N OBX 2025-NQM3 254900MBGY6CR10DAX67 67448YAC8 23759475.679999999702 PA USD 24010803.410000000149 0.0088982873 Long ABS-CBDO CORP US Y 2 2064-12-01 Variable 5.648000000000 N N N N N N OBX 2025-NQM8 2549006UJL1L84XG2C80 67449AAA3 17698633.160000000149 PA USD 17860504.859999999404 0.0066190165 Long ABS-CBDO CORP US Y 2 2065-03-25 Variable 5.472000000000 N N N N N N VERUS 2025-1 213800JOKZMXZECMAB50 92540TAA8 45806163.700000002980 PA USD 46264454.369999997318 0.0171453824 Long ABS-CBDO CORP US Y 2 2070-01-25 Variable 5.620000000000 N N N N N N VERUS 2023-4 2138008DC17PCNG48R87 92539TAA1 3847813.830000000075 PA USD 3851800.169999999925 0.0014274585 Long ABS-CBDO CORP US Y 2 2068-05-25 Variable 5.811000000000 N N N N N N VERUS 2025-3 213800DYYV3EM7TSTN14 924928AA2 23679076.899999998510 PA USD 23939428.350000001490 0.0088718360 Long ABS-CBDO CORP US Y 2 2070-05-25 Variable 5.623000000000 N N N N N N VERUS 2025-5 213800Z7TIVJRAYLRV98 92540XAA9 3912756.529999999795 PA USD 3946965.759999999776 0.0014627264 Long ABS-CBDO CORP US Y 2 2070-06-25 Variable 5.427000000000 N N N N N N VERUS 2024-5 213800YE6HC7EZSFHW30 92540HAA4 9548041.089999999851 PA USD 9669988.669999999925 0.0035836509 Long ABS-CBDO CORP US Y 2 2069-06-25 Variable 6.192000000000 N N N N N N VERUS 2025-R1 213800UBQ9UM61L7TB84 92541AAA8 19751825.750000000000 PA USD 19903835.800000000745 0.0073762650 Long ABS-CBDO CORP US Y 2 2065-05-25 Variable 5.402000000000 N N N N N N VERUS 2025-7 213800OVCAXDOBS94P47 924931AC2 19655571.059999998659 PA USD 19747008.780000001192 0.0073181457 Long ABS-CBDO CORP US Y 2 2070-08-25 Variable 5.129000000000 N N N N N N VERUS 2025-8 213800K8E68XJS6Z1D09 924930AA8 21642646.500000000000 PA USD 21664873.500000000000 0.0080288970 Long ABS-CBDO CORP US Y 2 2070-09-25 Variable 4.869000000000 N N N N N N WFCM 2016-C34 549300FWFHJGIW2B2U59 95000DBF7 455000.000000000000 PA USD 449841.210000000021 0.0001667090 Long ABS-CBDO CORP US N 2 2049-06-15 Fixed 3.484000000000 N N N N N N WFCM 2016-C37 549300TRQQDPEF728F16 95000PAE4 10015000.000000000000 PA USD 9975380.660000000149 0.0036968277 Long ABS-CBDO CORP US N 2 2049-12-15 Fixed 3.794000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-RC1 N/A 95001FAX3 795000.000000000000 PA USD 789981.170000000042 0.0002927632 Long ABS-CBDO CORP US N 2 2060-01-15 Fixed 3.631000000000 N N N N N N WFCM 2019-C54 N/A 95001YAE4 4008000.000000000000 PA USD 3833375.450000000186 0.0014206303 Long ABS-CBDO CORP US N 2 2052-12-15 Fixed 3.146000000000 N N N N N N WFCM 2022-C62 N/A 95003MBS6 11670000.000000000000 PA USD 11186115.119999999180 0.0041455200 Long ABS-CBDO CORP US N 2 2055-04-15 Variable 4.000000000000 N N N N N N WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK N/A 929342AA1 57245024.990000002086 PA USD 57704416.320000000298 0.0213849768 Long ABS-CBDO CORP US Y 2 2027-11-15 Variable 6.539120000000 N N N N N N WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI N/A 92943AAE4 3712000.000000000000 PA USD 3772301.439999999944 0.0013979966 Long ABS-CBDO CORP US Y 2 2037-07-05 Variable 7.689900000000 N N N N N N WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI N/A 92943AAC8 8656000.000000000000 PA USD 8803515.550000000745 0.0032625402 Long ABS-CBDO CORP US Y 2 2037-07-05 Variable 7.017940000000 N N N N N N WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI N/A 92943AAG9 5353000.000000000000 PA USD 5391065.179999999702 0.0019979026 Long ABS-CBDO CORP US Y 2 2037-07-05 Variable 8.454750000000 N N N N N N WFCM 2024-5C1 N/A 95003VAF5 3008000.000000000000 PA USD 3156844.859999999870 0.0011699114 Long ABS-CBDO CORP US N 2 2057-07-15 Fixed 6.520000000000 N N N N N N WCORE 2024-CORE N/A 951913AA0 38000000.000000000000 PA USD 38095266.000000000000 0.0141179208 Long ABS-CBDO CORP US Y 2 2041-11-15 Variable 5.242370000000 N N N N N N WCORE 2024-CORE N/A 951913AC6 7053000.000000000000 PA USD 7089844.870000000112 0.0026274621 Long ABS-CBDO CORP US Y 2 2041-11-15 Variable 5.591870000000 N N N N N N WFCM 2025-1918 N/A 95004QAA6 4145000.000000000000 PA USD 4187822.000000000000 0.0015519865 Long ABS-CBDO CORP US Y 2 2040-09-15 Variable 5.761340000000 N N N N N N FRANCO-NEVADA CORP 98450064C1B5D3E94864 351858105 3245205.000000000000 NS 672684619.539999961853 0.2492936568 Long EC CORP CA N 1 N N N FTAI AVIATION LTD N/A N/A 2996916.000000000000 NS USD 589942914.600000023842 0.2186299823 Long EC CORP US N 1 N N N ASCENSION HEALTH N/A 04351LAE0 13627000.000000000000 PA USD 13653340.990000000224 0.0050598619 Long DBT CORP US N 2 2035-11-15 Fixed 4.923000000000 N N N N N N ASCENSION HEALTH N/A 04351LAC4 9619000.000000000000 PA USD 9663170.449999999255 0.0035811241 Long DBT CORP US N 2 2028-11-15 Fixed 4.078000000000 N N N N N N ASCENSION HEALTH N/A 04351LAD2 23185000.000000000000 PA USD 23231694.589999999851 0.0086095533 Long DBT CORP US N 2 2030-11-15 Fixed 4.294000000000 N N N N N N CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH 549300KI3FXFLUKF3A98 18611CAA4 50010000.000000000000 PA USD 45444187.020000003278 0.0168413953 Long DBT MUN US N 2 2031-05-01 Fixed 4.425000000000 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DRW4 7980000.000000000000 PA USD 5236667.519999999553 0.0019406836 Long DBT MUN US N 2 2052-11-01 Fixed 2.719000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLVT2 20277777.809999998659 PA USD 17165260.579999998212 0.0063613623 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAQS4 27342372.280000001192 PA USD 23145755.609999999404 0.0085777047 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.500000000000 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DRV6 11515000.000000000000 PA USD 7708820.389999999665 0.0028568514 Long DBT MUN US N 2 2052-11-01 Fixed 2.939000000000 N N N N N N STATE BOARD OF ADMINISTRATION FINANCE CORP 549300S34SOJ0RULXM35 341271AF1 43308000.000000000000 PA USD 39866529.780000001192 0.0147743425 Long DBT MUN US N 2 2030-07-01 Fixed 2.154000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNFV1 2219658.000000000000 PA USD 1881717.290000000037 0.0006973553 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQ2K1 2196276.910000000149 PA USD 1859159.389999999898 0.0006889955 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M1CG7 32904.910000000003 PA USD 28033.700000000001 0.0000103892 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KMY90 1453663.090000000084 PA USD 1230531.620000000112 0.0004560290 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N STATE BOARD OF ADMINISTRATION FINANCE CORP 549300S34SOJ0RULXM35 341271AE4 44105000.000000000000 PA USD 42792214.679999999702 0.0158585872 Long DBT MUN US N 2 2027-07-01 Fixed 1.705000000000 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION CORP N/A 38122NZX3 8195000.000000000000 PA USD 6899608.160000000149 0.0025569613 Long DBT MUN US N 2 2038-06-01 Fixed 3.115000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BBKZ1 197207.739999999991 PA USD 167522.260000000009 0.0000620829 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNUZ4 411170.169999999984 PA USD 349830.570000000007 0.0001296455 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION CORP N/A 38122NB76 345000.000000000000 PA USD 313321.409999999974 0.0001161154 Long DBT MUN US N 2 2046-06-01 Fixed 3.000000000000 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION CORP N/A 38122NB50 1475000.000000000000 PA USD 1312494.830000000075 0.0004864042 Long DBT MUN US N 2 2034-06-01 Fixed 2.746000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X83T2 5216853.610000000335 PA USD 4430840.709999999963 0.0016420481 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B1AU5 3443976.680000000168 PA USD 2921852.600000000093 0.0010828244 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION CORP N/A 38122NB68 1005000.000000000000 PA USD 787871.760000000009 0.0002919815 Long DBT MUN US N 2 2042-06-01 Fixed 3.293000000000 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 532457108 2505005.000000000000 NS USD 2692078773.400000095367 0.9976713339 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132E0A93 151712.899999999994 PA USD 128843.240000000005 0.0000477487 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KQ5B8 126039.339999999997 PA USD 107119.320000000007 0.0000396979 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830109 275000.000000000000 NS USD 133009250.000000000000 0.0492925828 Long EC CORP US N 1 N N N LUNDIN MINING CORP 549300FQDIM6C8HTN269 550372106 16432775.000000000000 NS 353187033.259999990463 0.1308894012 Long EC CORP CA N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ANVY7 446920.090000000026 PA USD 378312.489999999991 0.0001402008 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MDZ35 113256.240000000005 PA USD 96430.889999999999 0.0000357368 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N LYONDELLBASELL INDUSTRIES NV BN6WCCZ8OVP3ITUUVN49 N/A 3561279.000000000000 NS USD 154203380.699999988079 0.0571470248 Long EC CORP US N 1 N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636Q104 3961208.000000000000 NS USD 2261374423.039999961853 0.8380543911 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJ5K5 1045820.380000000005 PA USD 888671.229999999981 0.0003293372 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LNDC8 476167.429999999993 PA USD 405579.890000000014 0.0001503059 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTCW8 736607.579999999958 PA USD 625449.079999999958 0.0002317884 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XL6Z6 125945.809999999998 PA USD 106611.740000000005 0.0000395098 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKGQ7 676821.800000000047 PA USD 574109.349999999977 0.0002127621 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KJMC3 2723774.419999999925 PA USD 2309695.339999999851 0.0008559619 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMK6 2123256.399999999907 PA USD 2154576.560000000056 0.0007984756 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AM4R4 1718192.000000000000 PA USD 1457796.570000000065 0.0005402523 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEPM8 1929263.830000000075 PA USD 1638386.790000000037 0.0006071782 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQUB1 75192.880000000005 PA USD 63837.099999999999 0.0000236577 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPXJ3 809001.869999999995 PA USD 688566.569999999949 0.0002551794 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M1QS6 165554.730000000010 PA USD 140138.440000000002 0.0000519346 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133APV63 4701195.259999999776 PA USD 3989218.040000000037 0.0014783849 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QN4E9 18221544.379999998957 PA USD 15460196.880000000820 0.0057294740 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDXG4 769452.229999999981 PA USD 653439.609999999986 0.0002421615 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133USHH7 435962.640000000014 PA USD 369590.820000000007 0.0001369686 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQTG2 9672191.650000000373 PA USD 8211652.019999999553 0.0030431984 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DP4N5 5469152.209999999963 PA USD 4643561.809999999590 0.0017208815 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDSU1 133589516.840000003576 PA USD 113085663.439999997616 0.0419089983 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ALD54 428885.570000000007 PA USD 363056.349999999977 0.0001345469 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N FMBT 2024-FBLU N/A 34461WAA8 16204000.000000000000 PA USD 16259676.939999999478 0.0060257574 Long ABS-CBDO CORP US Y 2 2039-12-15 Variable 5.200120000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMT7 801512.250000000000 PA USD 823484.910000000033 0.0003051795 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMX8 7836380.849999999627 PA USD 7821209.620000000112 0.0028985023 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FED5 54848675.090000003576 PA USD 55663397.310000002384 0.0206285850 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTQR0 43394345.679999999702 PA USD 43562108.219999998808 0.0161439060 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVVJ0 15013211.509999999776 PA USD 15290040.119999999180 0.0056664147 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N COOPER COS INC/THE QJKMVPIGLH7530PCUE20 216648501 1634000.000000000000 NS USD 133922640.000000000000 0.0496310807 Long EC CORP US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 1604453.000000000000 NS USD 150192845.330000013113 0.0556607399 Long EC CORP US N 1 N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466L302 5072300.000000000000 NS USD 1343702993.000000000000 0.4979698108 Long EC CORP US N 1 N N N CSX CORP 549300JVQR4N1MMP3Q88 126408103 4000000.000000000000 NS USD 145000000.000000000000 0.0537362966 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425UM28 6043282.129999999888 PA USD 6156249.200000000186 0.0022814761 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMS9 8056191.330000000075 PA USD 8176679.730000000447 0.0030302378 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A8XK3 586782.130000000005 PA USD 595677.750000000000 0.0002207553 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AUS87 27599.630000000001 PA USD 28006.750000000000 0.0000103792 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQK95 24927.200000000001 PA USD 23776.610000000001 0.0000088115 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FCJ4 16252738.550000000745 PA USD 16894477.929999999702 0.0062610116 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_23-A N/A 981464HL7 39226000.000000000000 PA USD 39382276.380000002682 0.0145948806 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.020000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1 N/A 05377REK6 1542000.000000000000 PA USD 1525048.790000000037 0.0005651757 Long ABS-O CORP US Y 2 2027-08-20 Fixed 2.130000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ANQB8 846560.109999999986 PA USD 880756.060000000056 0.0003264039 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AUZG1 240054.630000000005 PA USD 235136.149999999994 0.0000871403 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMY6 296603833.500000000000 PA USD 300979036.649999976158 0.1115413709 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CWLH3 3023451.680000000168 PA USD 2870455.950000000186 0.0010637771 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 4.000000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1 N/A 05377REH3 75784000.000000000000 PA USD 74906951.769999995828 0.0277601529 Long ABS-O CORP US Y 2 2027-08-20 Fixed 1.380000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1 N/A 05377REJ9 13825000.000000000000 PA USD 13668431.880000000820 0.0050654545 Long ABS-O CORP US Y 2 2027-08-20 Fixed 1.630000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425VSC8 185988.179999999993 PA USD 188731.880000000005 0.0000699431 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGTB3 19379.520000000000 PA USD 18524.049999999999 0.0000068649 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 4.000000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2 N/A 03066RAE5 38620.470000000001 PA USD 38561.419999999998 0.0000142907 Long ABS-O CORP US N 2 2027-01-19 Fixed 1.010000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2 N/A 03066RAF2 20192000.000000000000 PA USD 20163912.929999999702 0.0074726483 Long ABS-O CORP US N 2 2027-06-18 Fixed 1.290000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNND1 251005.260000000009 PA USD 239591.549999999988 0.0000887915 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNZY3 236437.420000000013 PA USD 200470.799999999988 0.0000742935 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 2.500000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-1 N/A 05377RGC2 19885000.000000000000 PA USD 20331458.019999999553 0.0075347397 Long ABS-O CORP US Y 2 2029-04-20 Fixed 5.250000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-1 N/A 05377RGE8 9510000.000000000000 PA USD 9826112.400000000373 0.0036415096 Long ABS-O CORP US Y 2 2029-04-20 Fixed 6.080000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LQM23 477205.710000000021 PA USD 405092.770000000019 0.0001501254 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FF44 45634763.579999998212 PA USD 46307967.609999999404 0.0171615082 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MQBZ1 25592.009999999998 PA USD 24648.279999999999 0.0000091345 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGWH3 434695.309999999998 PA USD 453275.489999999991 0.0001679817 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2 N/A 05377RGJ7 8650000.000000000000 PA USD 8708560.500000000000 0.0032273503 Long ABS-O CORP US Y 2 2027-10-20 Fixed 5.200000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2 N/A 05377RGL2 3228000.000000000000 PA USD 3260631.850000000093 0.0012083743 Long ABS-O CORP US Y 2 2027-10-20 Fixed 6.030000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AP7F5 1968715.429999999935 PA USD 1869088.590000000084 0.0006926752 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132FCJS5 2078394.780000000028 PA USD 2067869.790000000037 0.0007663425 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 4.500000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1 N/A 03067BAE9 11077000.000000000000 PA USD 11163079.369999999180 0.0041369831 Long ABS-O CORP US N 2 2028-03-20 Fixed 5.570000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-4 N/A 05377RGY4 12400000.000000000000 PA USD 12727149.199999999255 0.0047166198 Long ABS-O CORP US Y 2 2029-06-20 Fixed 5.490000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-3 N/A 05377RGU2 2750000.000000000000 PA USD 2784171.500000000000 0.0010318005 Long ABS-O CORP US Y 2 2028-02-22 Fixed 5.440000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6 N/A 05377RHG2 28032000.000000000000 PA USD 29185432.699999999255 0.0108159798 Long ABS-O CORP US Y 2 2029-12-20 Fixed 5.810000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5 N/A 05377RHC1 25110000.000000000000 PA USD 25559594.550000000745 0.0094722617 Long ABS-O CORP US Y 2 2028-04-20 Fixed 5.780000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2 N/A 03065UAD1 24719964.850000001490 PA USD 24886478.530000001192 0.0092228082 Long ABS-O CORP US N 2 2028-05-18 Fixed 5.810000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8 N/A 05377RHM9 7175000.000000000000 PA USD 7529143.650000000373 0.0027902641 Long ABS-O CORP US Y 2 2030-02-20 Fixed 6.020000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1 N/A 05377RHZ0 2846000.000000000000 PA USD 2952545.700000000186 0.0010941991 Long ABS-O CORP US Y 2 2030-06-20 Fixed 5.850000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1 N/A 107933AD5 2235817.879999999888 PA USD 2240812.700000000186 0.0008304343 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.430000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1 N/A 107933AE3 2220000.000000000000 PA USD 2242637.339999999851 0.0008311105 Long ABS-O CORP US N 2 2029-04-16 Fixed 5.650000000000 N N N N N N BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_24-1 N/A 05601DAE3 3023000.000000000000 PA USD 3032356.189999999944 0.0011237765 Long ABS-O CORP US Y 2 2027-07-15 Fixed 6.050000000000 N N N N N N GMREV 2024-2 N/A 379925AA8 61215000.000000000000 PA USD 62287425.590000003576 0.0230834178 Long ABS-O CORP US Y 2 2037-03-11 Fixed 4.520000000000 N N N N N N EART 2024-4A N/A 30166UAD2 8067000.000000000000 PA USD 8101784.900000000373 0.0030024822 Long ABS-O CORP US N 2 2030-08-15 Fixed 5.290000000000 N N N N N N EQS 2024-1C N/A 22689LAA3 11652498.099999999627 PA USD 11870259.980000000447 0.0043990608 Long ABS-O CORP US Y 2 2031-01-20 Fixed 6.050000000000 N N N N N N EART 2024-5A N/A 30165BAF0 9082000.000000000000 PA USD 9124694.480000000447 0.0033815675 Long ABS-O CORP US N 2 2030-01-15 Fixed 4.640000000000 N N N N N N OWLEF 2024-1A N/A 095921AB8 1876871.449999999953 PA USD 1884491.550000000047 0.0006983834 Long ABS-O CORP US Y 2 2029-03-15 Fixed 5.050000000000 N N N N N N ONDK 2025-1A N/A 68237DAB9 2030000.000000000000 PA USD 2044453.600000000093 0.0007576646 Long ABS-O CORP US Y 2 2032-04-19 Fixed 5.520000000000 N N N N N N ONDK 2025-1A N/A 68237DAA1 8928000.000000000000 PA USD 9001727.419999999925 0.0033359965 Long ABS-O CORP US Y 2 2032-04-19 Fixed 5.080000000000 N N N N N N ONDECK ASSET SECURITIZATION TRUST LLC ONDK_25-2 N/A 67108SAJ7 935000.000000000000 PA USD 938885.859999999986 0.0003479465 Long ABS-O CORP US Y 2 2032-11-17 Fixed 5.230000000000 N N N N N N ONDECK ASSET SECURITIZATION TRUST LLC ONDK_25-2 N/A 67108SAH1 643000.000000000000 PA USD 646670.239999999991 0.0002396529 Long ABS-O CORP US Y 2 2032-11-17 Fixed 4.840000000000 N N N N N N PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A N/A 693342AB3 13836000.000000000000 PA USD 13486599.490000000224 0.0049980683 Long ABS-O CORP US N 2 2038-06-01 Fixed 4.263000000000 N N N N N N PFS FINANCING CORP PFSFC_23-B N/A 69335PEV3 36810000.000000000000 PA USD 36983264.670000001788 0.0137058185 Long ABS-O CORP US Y 2 2028-05-15 Fixed 5.270000000000 N N N N N N PFS FINANCING CORP PFSFC_24-A N/A 69335PFC4 14516000.000000000000 PA USD 14518975.779999999329 0.0053806620 Long ABS-O CORP US Y 2 2028-01-15 Variable 4.600120000000 N N N N N N PREF 2024-1A N/A 737473AB4 734511.310000000056 PA USD 737795.310000000056 0.0002734234 Long ABS-O CORP US Y 2 2029-11-15 Fixed 5.590000000000 N N N N N N PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3 N/A 69690CAL7 192826.000000000000 PA USD 192870.350000000006 0.0000714768 Long ABS-O CORP KY Y 2 2031-04-15 Variable 5.004540000000 N N N N N N PART 2024-1A N/A 74113QAJ0 1690000.000000000000 PA USD 1702061.530000000028 0.0006307757 Long ABS-O CORP US Y 2 2030-02-15 Fixed 6.210000000000 N N N N N N PART 2024-1A N/A 74113QAG6 2983000.000000000000 PA USD 2995725.479999999981 0.0011102013 Long ABS-O CORP US Y 2 2029-03-15 Fixed 5.730000000000 N N N N N N PFS FINANCING CORP PFSFC_24-C N/A 69335PFG5 15000000.000000000000 PA USD 15012390.000000000000 0.0055635189 Long ABS-O CORP US Y 2 2028-04-15 Variable 4.783850000000 N N N N N N PFS FINANCING CORP PFSFC_24-D N/A 69335PFJ9 9986000.000000000000 PA USD 10165668.109999999404 0.0037673473 Long ABS-O CORP US Y 2 2029-04-15 Fixed 5.340000000000 N N N N N N PKAIR 2024-1 N/A 69291VAB0 6296763.230000000447 PA USD 6442898.509999999776 0.0023877069 Long ABS-O CORP US Y 2 2039-09-15 Fixed 5.842000000000 N N N N N N PKAIR 2024-1 N/A 69291VAA2 3391754.520000000019 PA USD 3430647.770000000019 0.0012713814 Long ABS-O CORP US Y 2 2039-09-15 Variable 5.450120000000 N N N N N N PEAC 2024-1A N/A 69433BAB3 8438551.160000000149 PA USD 8506439.300000000745 0.0031524451 Long ABS-O CORP US Y 2 2027-06-21 Fixed 5.790000000000 N N N N N N PG&E RECOVERY FUNDING LLC PCG_24-A N/A 71710TAG3 14998825.730000000447 PA USD 15267514.689999999478 0.0056580669 Long ABS-O CORP US N 2 2033-06-01 Fixed 4.838000000000 N N N N N N PILOT 2024-1A N/A 73328AAB5 2612700.720000000205 PA USD 2615086.120000000112 0.0009691382 Long ABS-O CORP US Y 2 2027-01-20 Fixed 4.840000000000 N N N N N N PILOT 2024-1A N/A 73328AAD1 12218000.000000000000 PA USD 12268460.339999999851 0.0045466319 Long ABS-O CORP US Y 2 2027-11-22 Fixed 4.670000000000 N N N N N N PART 2024-2A N/A 74113SAC1 3815000.000000000000 PA USD 3806912.200000000186 0.0014108232 Long ABS-O CORP US Y 2 2029-02-15 Fixed 4.560000000000 N N N N N N PKAIR 2024-2 N/A 69381EAA1 9706759.740000000224 PA USD 9750042.179999999702 0.0036133183 Long ABS-O CORP US Y 2 2039-10-15 Fixed 5.052000000000 N N N N N N PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4 N/A 69702YAJ0 1913332.679999999935 PA USD 1914040.610000000102 0.0007093342 Long ABS-O CORP US Y 2 2031-07-24 Variable 4.865410000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DTQ5 42588041.859999999404 PA USD 34799072.299999997020 0.0128963674 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DZ39 1321060.870000000112 PA USD 1253581.080000000075 0.0004645711 Long ABS-MBS USGA US N 2 2036-06-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D7F3 2194187.009999999776 PA USD 1869594.340000000084 0.0006928626 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QA3M0 3715.650000000000 PA USD 3579.530000000000 0.0000013266 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFWH0 8655082.449999999255 PA USD 7835342.280000000261 0.0029037398 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF5G0 26047318.760000001639 PA USD 23713583.190000001341 0.0087881389 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFNR6 30391855.219999998808 PA USD 26345179.699999999255 0.0097633958 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNDK6 1051414.820000000065 PA USD 856253.300000000047 0.0003173233 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXTE2 43781534.380000002682 PA USD 37881009.429999999702 0.0140385183 Long ABS-MBS USGA US N 2 2061-07-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KPZB7 47100962.270000003278 PA USD 47290261.039999999106 0.0175255413 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDPA8 59604041.799999997020 PA USD 56612216.920000001788 0.0209802130 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6UE9 15400705.099999999627 PA USD 14633334.169999999925 0.0054230427 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNCB6 11432713.500000000000 PA USD 9326441.830000000075 0.0034563341 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 312946LY0 140510.500000000000 PA USD 142612.679999999993 0.0000528516 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 312946QW9 115862.070000000007 PA USD 116754.789999999994 0.0000432688 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132GEKB5 67672.690000000002 PA USD 68214.949999999997 0.0000252801 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132GJ3C1 14572.780000000001 PA USD 14316.910000000000 0.0000053058 Long ABS-MBS USGA US N 2 2041-10-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132GJ4E6 227943.679999999993 PA USD 229498.480000000010 0.0000850510 Long ABS-MBS USGA US N 2 2041-10-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDJ9 351313.380000000005 PA USD 298902.340000000026 0.0001107718 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVL94 7408530.849999999627 PA USD 6398799.950000000186 0.0023713642 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DM5Q4 22587265.510000001639 PA USD 19245863.559999998659 0.0071324237 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDS9 64891070.500000000000 PA USD 57637287.079999998212 0.0213600990 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGZN2 112587.020000000004 PA USD 95616.100000000006 0.0000354349 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128KJXD9 7557.570000000000 PA USD 7784.530000000000 0.0000028849 Long ABS-MBS USGA US N 2 2037-01-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WVRA1 549170.750000000000 PA USD 523454.729999999981 0.0001939898 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WVRS2 3966758.520000000019 PA USD 3779360.910000000149 0.0014006128 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WVRK9 1365528.489999999991 PA USD 1302718.280000000028 0.0004827811 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ASSL7 2476.430000000000 PA USD 2551.100000000000 0.0000009454 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AHKG0 215136.179999999993 PA USD 221024.239999999991 0.0000819105 Long ABS-MBS USGA US N 2 2041-08-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AMAU9 267670.859999999986 PA USD 273993.780000000028 0.0001015408 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AL5V5 96943.330000000002 PA USD 99655.610000000001 0.0000369319 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ALZY6 41625.080000000002 PA USD 42789.580000000002 0.0000158576 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 5.000000000000 N N N N N N GSAR 2024-4A N/A 36271BAC5 5001474.519999999553 PA USD 5020900.250000000000 0.0018607213 Long ABS-O CORP US Y 2 2029-12-17 Fixed 4.430000000000 N N N N N N GCAR 2024-4A N/A 36270YAE2 2763000.000000000000 PA USD 2770935.339999999851 0.0010268952 Long ABS-O CORP US Y 2 2028-07-17 Fixed 4.750000000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAK3 10863000.000000000000 PA USD 11297520.000000000000 0.0041868061 Long DBT CORP GB Y 2 2031-03-26 Fixed 5.250000000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAM9 2445000.000000000000 PA USD 2462420.629999999888 0.0009125611 Long DBT CORP GB Y 2 2054-03-26 Fixed 5.500000000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 11308000.000000000000 PA USD 11714126.820000000298 0.0043411986 Long DBT CORP GB Y 2 2034-03-26 Fixed 5.300000000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAG9 30626000.000000000000 PA USD 31821792.170000001788 0.0117930018 Long DBT CORP ES Y 2 2030-03-15 Variable 5.673000000000 N N N N N N CK HUTCHISON INTERNATIONAL 24 LTD 254900GAYV1MAUETUO84 17887UAB1 29900000.000000000000 PA USD 31283024.500000000000 0.0115933371 Long DBT CORP HK Y 2 2034-04-26 Fixed 5.500000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EC0 72404000.000000000000 PA USD 75805829.540000006557 0.0280932727 Long DBT CORP US N 2 2031-06-01 Fixed 5.550000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650ED8 18668000.000000000000 PA USD 19569141.699999999255 0.0072522290 Long DBT CORP US N 2 2034-06-01 Fixed 5.700000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EF3 12000000.000000000000 PA USD 11939088.000000000000 0.0044245681 Long DBT CORP US N 2 2054-06-01 Fixed 6.050000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175CQ5 37331000.000000000000 PA USD 38978641.020000003278 0.0144452953 Long DBT CORP US N 2 2029-06-01 Fixed 6.100000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEJ6 5179000.000000000000 PA USD 5339445.419999999925 0.0019787726 Long DBT CORP US N 2 2034-06-01 Fixed 5.300000000000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBA5 15000000.000000000000 PA USD 15414195.000000000000 0.0057124259 Long DBT CORP US Y 2 2029-06-24 Fixed 5.200000000000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607L8C0 15000000.000000000000 PA USD 15293565.000000000000 0.0056677210 Long DBT CORP CA N 2 2027-06-28 Fixed 5.237000000000 N N N N N N CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING LTD 254900S9905REJFRBF91 N/A 12028000.000000000000 PA USD 12245189.599999999627 0.0045380079 Long DBT CORP CN Y 2 2079-12-31 Variable 5.300000000000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY (THE) 549300O45IUXEDS1VZ32 207597ES0 8075000.000000000000 PA USD 8156137.599999999627 0.0030226250 Long DBT CORP US N 2 2034-08-15 Fixed 4.950000000000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBB3 15470000.000000000000 PA USD 15624344.189999999478 0.0057903062 Long DBT CORP US Y 2 2027-08-20 Fixed 4.650000000000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607PHS6 8481000.000000000000 PA USD 8603482.599999999627 0.0031884089 Long DBT CORP CA N 2 2030-09-11 Variable 4.631000000000 N N N N N N CAMPBELL'S COMPANY/THE 5493007JDSMX8Z5Z1902 134429BQ1 3736000.000000000000 PA USD 3612424.330000000075 0.0013387469 Long DBT CORP US N 2 2035-03-23 Fixed 4.750000000000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBC1 15000000.000000000000 PA USD 15282090.000000000000 0.0056634684 Long DBT CORP US Y 2 2029-12-03 Fixed 4.900000000000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBD9 14090000.000000000000 PA USD 14332798.880000000820 0.0053116657 Long DBT CORP US Y 2 2028-01-07 Fixed 4.900000000000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607PVQ4 20000000.000000000000 PA USD 20632040.000000000000 0.0076461339 Long DBT CORP CA N 2 2031-01-13 Variable 5.245000000000 N N N N N N PUBLIC STORAGE OPERATING CO 549300LMZF40TKJ6DM64 74460DAH2 6081000.000000000000 PA USD 5761321.830000000075 0.0021351179 Long DBT CORP US N 2 2028-11-09 Fixed 1.950000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KC0 24208000.000000000000 PA USD 23632261.140000000596 0.0087580013 Long DBT CORP US N 2 2032-03-01 Fixed 4.400000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HA8 30000000.000000000000 PA USD 22781460.000000000000 0.0084426986 Long DBT CORP US N 2 2042-08-15 Variable 3.750000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KG1 17174000.000000000000 PA USD 18020970.160000000149 0.0066784841 Long DBT CORP US N 2 2032-06-15 Fixed 5.900000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KF3 334000.000000000000 PA USD 339767.179999999993 0.0001259161 Long DBT CORP US N 2 2027-06-15 Fixed 5.450000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BJ3 5265000.000000000000 PA USD 5693339.339999999851 0.0021099239 Long DBT CORP US N 2 2033-10-28 Variable 6.037000000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573AV8 3000000.000000000000 PA USD 3095946.000000000000 0.0011473426 Long DBT CORP US N 2 2027-11-15 Fixed 5.850000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CV9 14780000.000000000000 PA USD 15109786.140000000596 0.0055996134 Long DBT CORP US N 2 2027-11-17 Fixed 5.125000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CW7 11316000.000000000000 PA USD 11903017.500000000000 0.0044112005 Long DBT CORP US N 2 2029-11-17 Fixed 5.625000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CX5 8756000.000000000000 PA USD 9372947.759999999776 0.0034735690 Long DBT CORP US N 2 2032-11-17 Fixed 5.750000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BK0 15000000.000000000000 PA USD 15385950.000000000000 0.0057019584 Long DBT CORP US N 2 2028-12-02 Variable 5.354000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CZ9 8356000.000000000000 PA USD 7347104.919999999925 0.0027228014 Long DBT CORP US N 2 2053-12-01 Fixed 5.350000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KJ5 3164000.000000000000 PA USD 3359819.959999999963 0.0012451330 Long DBT CORP US N 2 2033-01-15 Fixed 6.150000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CZ0 3185000.000000000000 PA USD 3248996.209999999963 0.0012040622 Long DBT CORP US N 2 2028-02-15 Fixed 4.875000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DA4 27212000.000000000000 PA USD 28138704.660000000149 0.0104280674 Long DBT CORP US N 2 2030-02-15 Fixed 5.125000000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCE9 10929000.000000000000 PA USD 11038377.429999999702 0.0040907691 Long DBT CORP US N 2 2033-06-15 Fixed 4.750000000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCF6 273000.000000000000 PA USD 260508.070000000007 0.0000965430 Long DBT CORP US N 2 2053-06-15 Fixed 5.250000000000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AC6 17222000.000000000000 PA USD 17452568.140000000596 0.0064678371 Long DBT CORP SG N 2 2028-05-19 Fixed 4.450000000000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AD4 2151000.000000000000 PA USD 2194316.839999999851 0.0008132032 Long DBT CORP SG N 2 2030-05-19 Fixed 4.650000000000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AE2 24781000.000000000000 PA USD 25051286.370000001043 0.0092838852 Long DBT CORP SG N 2 2033-05-19 Fixed 4.750000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBGR3 3649724.359999999870 PA USD 3317544.700000000186 0.0012294660 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBGQ5 2454046.950000000186 PA USD 2234905.470000000205 0.0008282451 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXKF8 50445085.219999998808 PA USD 45726149.280000001192 0.0169458891 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 3.000000000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBZ2 9745000.000000000000 PA USD 9995465.990000000224 0.0037042712 Long DBT CORP US N 2 2029-05-15 Variable 5.737000000000 N N N N N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 012653101 3000000.000000000000 NS USD 424320000.000000000000 0.1572509336 Long EC CORP US N 1 N N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 012653200 3824692.000000000000 NS USD 227148457.879999995232 0.0841801166 Long EP CORP US N 1 N N N DELL EQUIPMENT FINANCE TRUST 2025-2 N/A 24703VAC5 2000000.000000000000 PA USD 2006400.000000000000 0.0007435621 Long ABS-O CORP US Y 2 2028-02-22 Fixed 4.100000000000 N N N N N N DELL EQUIPMENT FINANCE TRUST 2025-2 N/A 24703VAJ0 967000.000000000000 PA USD 971274.140000000014 0.0003599495 Long ABS-O CORP US Y 2 2031-03-24 Fixed 4.530000000000 N N N N N N ALIGN TECHNOLOGY INC 549300N5YSE0U3LCP840 016255101 595306.000000000000 NS USD 92957031.900000005960 0.0344494251 Long EC CORP US N 1 N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222105 2003792.000000000000 NS USD 514954506.079999983311 0.1908396419 Long EC CORP US N 1 N N N BLKMM 2025-2A N/A 09264MAA1 24873000.000000000000 PA USD 24891157.289999999106 0.0092245421 Long ABS-O CORP US Y 2 2033-11-21 Variable 5.047340000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PU9 6076000.000000000000 PA USD 6366481.410000000149 0.0023593871 Long DBT CORP US N 2 2036-01-24 Variable 6.020000000000 N N N N N N ADVANCED MICRO DEVICES INC R2I72C950HOYXII45366 007903107 112974.000000000000 NS USD 24194511.839999999851 0.0089663687 Long EC CORP US N 1 N N N AMETEK INC 549300WZDEF9KKE40E98 031100100 1042000.000000000000 NS USD 213933020.000000000000 0.0792825394 Long EC CORP US N 1 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BX9 44775000.000000000000 PA USD 46257724.130000002682 0.0171428882 Long DBT CORP US Y 2 2033-02-15 Fixed 6.125000000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBZ4 40612000.000000000000 PA USD 41748242.539999999106 0.0154716962 Long DBT CORP US N 2 2035-02-24 Fixed 5.100000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162100 5936662.000000000000 NS USD 1943128839.220000028610 0.7201141215 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027X100 1104972.000000000000 NS USD 193999934.039999991655 0.0718954344 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB29 30807000.000000000000 PA USD 31572215.070000000298 0.0117005097 Long DBT CORP US N 2 2030-07-23 Variable 5.049000000000 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAD5 10000000.000000000000 PA USD 10472830.000000000000 0.0038811800 Long DBT CORP LU Y 2 2036-02-23 Fixed 5.852800000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135106 14038651.000000000000 NS USD 3240401423.820000171661 1.2008770482 Long EC CORP US N 1 N N N AON PLC 635400FALWQYX5E6QC64 N/A 3112470.000000000000 NS USD 1098328413.599999904633 0.4070351820 Long EC CORP GB N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB60 14250000.000000000000 PA USD 14448431.250000000000 0.0053545185 Long DBT CORP US N 2 2030-10-23 Variable 4.692000000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KT7 10206000.000000000000 PA USD 10411589.660000000149 0.0038584846 Long DBT CORP US N 2 2033-05-17 Fixed 4.950000000000 N N N N N N AIR PRODUCTS & CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158106 1334891.000000000000 NS USD 329744774.819999992847 0.1222018139 Long EC CORP US N 1 N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095101 2316486.000000000000 NS USD 313049918.040000021458 0.1160147810 Long EC CORP US N 1 N N N APOLLO GLOBAL MANAGEMENT INC 254900LMFT1CY9IYB476 03769M106 3779003.000000000000 NS USD 547048474.279999971390 0.2027335108 Long EC CORP US N 1 N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271109 1604333.000000000000 NS USD 78516057.019999995828 0.0290976698 Long EC CORP US N 1 N N N GE HEALTHCARE TECHNOLOGIES INC 549300OI9J7XOWZMUN85 36267VAF0 5000000.000000000000 PA USD 5151420.000000000000 0.0019090913 Long DBT CORP US N 2 2027-11-15 Fixed 5.650000000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BZ5 9872000.000000000000 PA USD 10377140.369999999180 0.0038457179 Long DBT CORP US N 2 2033-10-15 Fixed 5.250000000000 N N N N N N ARAMARK 549300MR6PG2DWZUIL39 03852U106 14370578.000000000000 NS USD 529699505.079999983311 0.1963040670 Long EC CORP US N 1 N N N ASML HOLDING NV 724500Y6DUVHQD6OXN27 N/A 1387586.000000000000 NS USD 1484522757.960000038147 0.5501569326 Long EC CORP NL N 1 N N N ASML HOLDING NV 724500Y6DUVHQD6OXN27 N/A 331079.000000000000 NS 353895643.589999973774 0.1311520087 Long EC CORP NL N 2 N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741R102 1994735.000000000000 NS USD 228915788.599999994040 0.0848350808 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA46 17896000.000000000000 PA USD 18985705.339999999851 0.0070360103 Long DBT CORP US N 2 2029-10-24 Variable 6.484000000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CB6 6066000.000000000000 PA USD 5733201.040000000037 0.0021246965 Long DBT CORP US N 2 2054-04-15 Fixed 5.750000000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560105 1514946.000000000000 NS USD 253950397.979999989271 0.0941127856 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTG83 9859847.169999999925 PA USD 10146048.949999999255 0.0037600765 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWLM3 5395674.030000000261 PA USD 5543202.549999999814 0.0020542840 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 6.000000000000 N N N N N N FARM 2024-2 N/A 307910AA7 10256896.810000000522 PA USD 10449316.189999999478 0.0038724659 Long ABS-CBDO USGA US Y 2 2054-08-01 Variable 5.190770000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 12962000.000000000000 PA USD 13405844.800000000745 0.0049681410 Long DBT CORP US N 2 2031-04-15 Fixed 5.375000000000 N N N N N N PERU (REPUBLIC OF) 254900STKLK2DBJJZ530 715638EC2 8925000.000000000000 PA USD 8865202.500000000000 0.0032854010 Long DBT NUSS PE N 2 2054-08-08 Fixed 5.875000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475CA1 12000000.000000000000 PA USD 12217296.000000000000 0.0045276706 Long DBT CORP US N 2 2032-10-21 Variable 4.812000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DQ9 27205000.000000000000 PA USD 27436242.500000000000 0.0101677384 Long DBT CORP US N 2 2034-11-01 Fixed 4.900000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DP1 31639000.000000000000 PA USD 32322180.929999999702 0.0119784435 Long DBT CORP US N 2 2031-11-01 Fixed 4.750000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475CB9 5250000.000000000000 PA USD 5435997.000000000000 0.0020145541 Long DBT CORP US N 2 2031-01-29 Variable 5.222000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFD3 1805000.000000000000 PA USD 1799911.709999999963 0.0006670385 Long DBT CORP US N 2 2031-10-22 Variable 4.255000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAV8 12599000.000000000000 PA USD 12642819.320000000298 0.0046853675 Long DBT CORP US N 2 2029-07-23 Variable 4.203000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KU0 60205000.000000000000 PA USD 61934930.469999998808 0.0229527848 Long DBT CORP US N 2 2035-03-01 Fixed 5.700000000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCU8 16350000.000000000000 PA USD 16710599.250000000000 0.0061928670 Long DBT CORP US N 2 2035-03-01 Fixed 5.050000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBW5 13649000.000000000000 PA USD 13611601.740000000224 0.0050443936 Long DBT CORP US N 2 2027-02-04 Variable 1.040000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 9850000.000000000000 PA USD 8787421.400000000373 0.0032565757 Long DBT CORP US N 2 2032-02-04 Variable 1.953000000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573BA3 19425000.000000000000 PA USD 19872144.079999998212 0.0073645202 Long DBT CORP US N 2 2030-03-15 Fixed 4.900000000000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AC1 1989000.000000000000 PA USD 2084147.790000000037 0.0007723751 Long DBT CORP US N 2 2035-04-15 Fixed 5.600000000000 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DD4 145000.000000000000 PA USD 130492.320000000007 0.0000483598 Long DBT CORP US Y 2 2032-03-01 Fixed 2.750000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCW4 6992000.000000000000 PA USD 6909340.580000000075 0.0025605681 Long DBT CORP US N 2 2028-02-24 Variable 2.947000000000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AA5 7804000.000000000000 PA USD 8038112.200000000186 0.0029788854 Long DBT CORP US N 2 2030-04-15 Fixed 5.100000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DU0 30125000.000000000000 PA USD 30236552.879999998957 0.0112055198 Long DBT CORP US N 2 2035-04-30 Fixed 4.875000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDA1 9810000.000000000000 PA USD 9851653.259999999776 0.0036509749 Long DBT CORP US N 2 2028-04-26 Variable 4.323000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDG8 27207000.000000000000 PA USD 27564010.250000000000 0.0102150885 Long DBT CORP US N 2 2028-07-25 Variable 4.851000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KX4 7981000.000000000000 PA USD 8393833.189999999478 0.0031107139 Long DBT CORP US N 2 2035-08-15 Fixed 6.000000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KY2 40100000.000000000000 PA USD 40340760.399999998510 0.0149500901 Long DBT CORP US N 2 2032-10-15 Fixed 5.050000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDU7 21519000.000000000000 PA USD 22183377.609999999404 0.0082210521 Long DBT CORP US N 2 2029-07-24 Variable 5.299000000000 N N N N N N JBS USA HOLDING LUX SARL RB8RC03FUD8DSX57C193 46590XAN6 5387000.000000000000 PA USD 5190277.530000000261 0.0019234917 Long DBT CORP US N 2 2029-02-02 Fixed 3.000000000000 N N N N N N JBS USA HOLDING LUX SARL RB8RC03FUD8DSX57C193 46590XAU0 2104000.000000000000 PA USD 1971368.050000000047 0.0007305794 Long DBT CORP US N 2 2032-01-15 Fixed 3.625000000000 N N N N N N JM SMUCKER CO (THE) 5493000WDH6A0LHDJD55 832696AW8 8870000.000000000000 PA USD 9296372.029999999329 0.0034451904 Long DBT CORP US N 2 2028-11-15 Fixed 5.900000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172EA3 26426000.000000000000 PA USD 25864949.589999999851 0.0095854248 Long DBT CORP US N 2 2035-10-29 Fixed 4.625000000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 30895000.000000000000 PA USD 25422537.760000001639 0.0094214692 Long DBT CORP MX N 2 2047-09-21 Fixed 6.750000000000 N N N N N N JM SMUCKER CO (THE) 5493000WDH6A0LHDJD55 832696AX6 6195000.000000000000 PA USD 6718149.169999999925 0.0024897135 Long DBT CORP US N 2 2033-11-15 Fixed 6.200000000000 N N N N N N JM SMUCKER CO (THE) 5493000WDH6A0LHDJD55 832696AY4 958000.000000000000 PA USD 1029037.619999999995 0.0003813564 Long DBT CORP US N 2 2043-11-15 Fixed 6.500000000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 34000000.000000000000 PA USD 32285142.000000000000 0.0119647170 Long DBT CORP MX N 2 2035-06-15 Fixed 6.625000000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBT2 6175000.000000000000 PA USD 4658543.500000000000 0.0017264336 Long DBT CORP US N 2 2047-12-01 Fixed 3.600000000000 N N N N N N JM SMUCKER CO (THE) 5493000WDH6A0LHDJD55 832696AZ1 3599000.000000000000 PA USD 3896705.680000000168 0.0014441002 Long DBT CORP US N 2 2053-11-15 Fixed 6.500000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDW3 20000000.000000000000 PA USD 20319860.000000000000 0.0075304415 Long DBT CORP US N 2 2027-10-22 Variable 6.070000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDX1 18342000.000000000000 PA USD 19324801.039999999106 0.0071616775 Long DBT CORP US N 2 2029-10-23 Variable 6.087000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEA0 21182000.000000000000 PA USD 21407249.390000000596 0.0079334228 Long DBT CORP US N 2 2028-01-23 Variable 5.040000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CG1 8332000.000000000000 PA USD 8717521.640000000596 0.0032306712 Long DBT CORP US N 2 2037-10-15 Fixed 6.250000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HW0 39994000.000000000000 PA USD 39404008.509999997914 0.0146029344 Long DBT CORP US N 2 2027-12-01 Fixed 3.300000000000 N N N N N N HANA BANK 6RPK2YDJN6L35AS0M510 48723RAE5 8750000.000000000000 PA USD 8916643.750000000000 0.0033044649 Long DBT CORP KR Y 2 2027-04-23 Fixed 5.375000000000 N N N N N N KOOKMIN BANK 549300XXMOJSIW8P4769 50050GAW8 19600000.000000000000 PA USD 19986257.199999999255 0.0074068100 Long DBT CORP KR Y 2 2027-05-08 Fixed 5.375000000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 48241FAB0 7675000.000000000000 PA USD 7928336.400000000373 0.0029382030 Long DBT CORP BE Y 2 2029-01-19 Variable 5.796000000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAX9 9363000.000000000000 PA USD 9637532.519999999553 0.0035716228 Long DBT CORP US N 2 2033-06-01 Fixed 5.200000000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAC6 89343000.000000000000 PA USD 90087048.500000000000 0.0333858232 Long DBT CORP US N 2 2032-11-15 Fixed 4.600000000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8X3 30096000.000000000000 PA USD 29241995.899999998510 0.0108369418 Long DBT CORP US N 2 2045-11-15 Fixed 5.500000000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCE3 7760000.000000000000 PA USD 6454232.559999999590 0.0023919073 Long DBT CORP US N 2 2050-02-25 Fixed 4.350000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CV8 7619000.000000000000 PA USD 5671865.500000000000 0.0021019658 Long DBT CORP US N 2 2050-02-15 Fixed 4.150000000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 N/A 3334000.000000000000 PA USD 3331209.439999999944 0.0012345301 Long DBT CORP IN Y 2 2029-06-18 Fixed 4.500000000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCF0 945000.000000000000 PA USD 707448.739999999991 0.0002621771 Long DBT CORP US N 2 2051-03-13 Fixed 3.700000000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Y1 30942000.000000000000 PA USD 29540327.399999998510 0.0109475020 Long DBT CORP US N 2 2065-11-15 Fixed 5.750000000000 N N N N N N MEXICO CITY AIRPORT TRUST N/A N/A 2800000.000000000000 PA USD 2791964.000000000000 0.0010346883 Long DBT CORP MX Y 2 2026-10-31 Fixed 4.250000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 4175000.000000000000 PA USD 4178502.830000000075 0.0015485329 Long DBT CORP US N 2 2027-03-01 Fixed 4.125000000000 N N N N N N MEXICO CITY AIRPORT TRUST N/A N/A 2948000.000000000000 PA USD 2591115.120000000112 0.0009602547 Long DBT CORP MX Y 2 2047-07-31 Fixed 5.500000000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EU8 112000.000000000000 PA USD 84924.449999999997 0.0000314726 Long DBT CORP US N 2 2050-03-19 Fixed 3.625000000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EW9 15000000.000000000000 PA USD 14159700.000000000000 0.0052475161 Long DBT CORP US N 2 2030-04-01 Fixed 2.625000000000 N N N N N N MOSAIC COMPANY (THE) 2YD5STGSJNMUB7H76907 61945CAG8 4490000.000000000000 PA USD 4490898.000000000000 0.0016643050 Long DBT CORP US N 2 2027-11-15 Fixed 4.050000000000 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BG6 3750000.000000000000 PA USD 3789645.000000000000 0.0014044241 Long DBT CORP US N 2 2029-03-15 Fixed 4.375000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CW6 1675000.000000000000 PA USD 1541046.899999999907 0.0005711045 Long DBT CORP US N 2 2030-09-15 Fixed 2.700000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CX4 17267000.000000000000 PA USD 11081252.650000000373 0.0041066585 Long DBT CORP US N 2 2051-03-15 Fixed 3.300000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 2425000.000000000000 PA USD 2275493.899999999907 0.0008432870 Long DBT CORP US N 2 2031-01-22 Variable 2.699000000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GEG0 10000000.000000000000 PA USD 9495160.000000000000 0.0035188602 Long DBT CORP US Y 2 2030-04-09 Fixed 2.950000000000 N N N N N N PLAINS ALL AMERICAN PIPELINE LP 5521FA2ITF25TVH63740 72650RBN1 3403000.000000000000 PA USD 3306521.549999999814 0.0012253808 Long DBT CORP US N 2 2030-09-15 Fixed 3.800000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JF5 9172000.000000000000 PA USD 8897509.560000000522 0.0032973739 Long DBT CORP US N 2 2027-08-01 Fixed 2.100000000000 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BN1 7010000.000000000000 PA USD 6408731.269999999553 0.0023750447 Long DBT CORP US N 2 2030-11-15 Fixed 2.250000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 15669000.000000000000 PA USD 13777626.349999999627 0.0051059215 Long DBT CORP US N 2 2032-02-13 Variable 1.794000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 51041000.000000000000 PA USD 44805474.149999998510 0.0166046914 Long DBT CORP US N 2 2032-04-28 Variable 1.928000000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BS4 1996000.000000000000 PA USD 1891060.300000000047 0.0007008178 Long DBT CORP US N 2 2028-02-15 Fixed 1.500000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JH1 11358000.000000000000 PA USD 8626957.539999999106 0.0031971086 Long DBT CORP US N 2 2040-08-01 Fixed 3.300000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JJ7 14457000.000000000000 PA USD 9767366.060000000522 0.0036197385 Long DBT CORP US N 2 2050-08-01 Fixed 3.500000000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BQ8 1922000.000000000000 PA USD 1702682.500000000000 0.0006310059 Long DBT CORP US N 2 2031-02-15 Fixed 2.000000000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BR6 110000.000000000000 PA USD 72582.399999999994 0.0000268987 Long DBT CORP US N 2 2051-02-15 Fixed 3.125000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JG3 82395000.000000000000 PA USD 74257175.430000007153 0.0275193490 Long DBT CORP US N 2 2031-02-01 Fixed 2.500000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JM0 101038000.000000000000 PA USD 100646275.670000001788 0.0372990215 Long DBT CORP US N 2 2030-07-01 Fixed 4.550000000000 N N N N N N MONONGAHELA POWER CO N/A 610202BR3 301000.000000000000 PA USD 299359.250000000000 0.0001109411 Long DBT CORP US Y 2 2027-05-15 Fixed 3.550000000000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBS7 7193000.000000000000 PA USD 7099865.040000000037 0.0026311755 Long DBT CORP JP N 2 2027-07-09 Variable 1.554000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JK4 27802000.000000000000 PA USD 27468987.640000000596 0.0101798736 Long DBT CORP US N 2 2028-07-01 Fixed 3.750000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LYR88 24591127.850000001490 PA USD 21225512.320000000298 0.0078660719 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KMT47 18111919.989999998361 PA USD 16347166.949999999255 0.0060581808 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 3.000000000000 N N N N N N EART 2025-5A N/A 30166VAJ7 1025000.000000000000 PA USD 1029041.579999999958 0.0003813578 Long ABS-O CORP US N 2 2032-03-15 Fixed 4.680000000000 N N N N N N FARM 2024-2 N/A 307910AC3 6847344.339999999851 PA USD 6894591.019999999553 0.0025551020 Long ABS-CBDO USGA US Y 2 2054-08-01 Variable 5.183630000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWM91 46020793.060000002384 PA USD 43692002.869999997318 0.0161920443 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 4.000000000000 N N N N N N EART 2025-5A N/A 30166VAC2 4500000.000000000000 PA USD 4504797.000000000000 0.0016694559 Long ABS-O CORP US N 2 2028-06-15 Fixed 4.380000000000 N N N N N N EART 2025-5A N/A 30166VAG3 9939000.000000000000 PA USD 9965487.439999999478 0.0036931613 Long ABS-O CORP US N 2 2030-07-15 Fixed 4.280000000000 N N N N N N EART 2025-5A N/A 30166VAL2 1108000.000000000000 PA USD 1116733.260000000009 0.0004138559 Long ABS-O CORP US N 2 2032-03-15 Fixed 5.160000000000 N N N N N N EART 2025-5A N/A 30166VAE8 9461000.000000000000 PA USD 9493176.859999999404 0.0035181253 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.240000000000 N N N N N N EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A N/A 28166LAA2 4052409.259999999776 PA USD 3806894.040000000037 0.0014108165 Long ABS-O CORP US Y 2 2045-11-25 Fixed 1.800000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDR_23-2 N/A 34535CAA4 26615000.000000000000 PA USD 27531247.989999998361 0.0102029469 Long ABS-O CORP US Y 2 2036-02-15 Fixed 5.280000000000 N N N N N N FIRST INVESTORS AUTO OWNER TRUST FIAOT_23-1 N/A 320986AA0 4741674.620000000112 PA USD 4777602.290000000037 0.0017705562 Long ABS-O CORP US Y 2 2028-10-16 Fixed 6.440000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132M3F28 123631.660000000003 PA USD 121043.679999999993 0.0000448582 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132M3F77 164683.869999999995 PA USD 161339.140000000014 0.0000597915 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X8YK1 173837.040000000008 PA USD 169998.540000000008 0.0000630006 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6A29 14757881.779999999329 PA USD 14007532.039999999106 0.0051911234 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKVT4 566733.790000000037 PA USD 584903.839999999967 0.0002167625 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6B77 5547706.440000000410 PA USD 5265627.759999999776 0.0019514161 Long ABS-MBS USGA US N 2 2055-11-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6BT9 353317.739999999991 PA USD 358447.210000000021 0.0001328388 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPVB2 2218717.910000000149 PA USD 2335664.310000000056 0.0008655859 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 7.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTBG5 2000000.439999999944 PA USD 1697208.370000000112 0.0006289772 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6CJ0 0.040000000000 PA USD 0.040000000000 0.0000000000 Long ABS-MBS USGA US N 2 2055-12-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W03Z6 775266.630000000005 PA USD 796497.310000000056 0.0002951780 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTEL1 1000000.150000000023 PA USD 1039466.160000000033 0.0003852211 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140APGJ7 999900.550000000047 PA USD 1027241.829999999958 0.0003806908 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTEB3 258807.390000000014 PA USD 269021.479999999981 0.0000996981 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B04M7 999900.619999999995 PA USD 1028161.810000000056 0.0003810318 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CFHS1 306369.619999999995 PA USD 315869.530000000028 0.0001170597 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133D0EG2 105931.289999999994 PA USD 108884.229999999996 0.0000403520 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B9NV7 980254.119999999995 PA USD 1007499.300000000047 0.0003733744 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426PSS5 27547.450000000001 PA USD 28307.349999999999 0.0000104906 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MFQH9 22417.560000000001 PA USD 19342.029999999999 0.0000071681 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BX6N1 42868.000000000000 PA USD 40688.330000000002 0.0000150789 Long ABS-MBS USGA US N 2 2055-12-01 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179RNY1 50901.080000000002 PA USD 50731.430000000000 0.0000188008 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179RQ44 2160024.879999999888 PA USD 2152825.520000000019 0.0007978267 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179TCY9 5966062.820000000298 PA USD 5763646.240000000224 0.0021359793 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179TE27 315710.580000000016 PA USD 304934.119999999995 0.0001130071 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.000000000000 N N N N N N GS MORTGAGE SECURITIES TRUST GSMS_17-GS7 N/A 36254CAV2 11268000.000000000000 PA USD 11129347.259999999776 0.0041244821 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.430000000000 N N N N N N GINNIE MAE II POOL N/A 36179TJY2 1659094.379999999888 PA USD 1598446.179999999935 0.0005923764 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179TNS0 2983932.520000000019 PA USD 2874317.759999999776 0.0010652082 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179SJS7 16795528.429999999702 PA USD 15296124.419999999925 0.0056686695 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KKU72 7710794.980000000447 PA USD 6533595.620000000112 0.0024213188 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KTK46 152816.320000000007 PA USD 130745.210000000006 0.0000484535 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N STACR 2025-DNA2 529900XX8WXEM4FBIH80 35564NHY2 5516165.910000000149 PA USD 5531396.040000000037 0.0020499085 Long ABS-CBDO CORP US Y 2 2045-05-25 Variable 4.974190000000 N N N N N N STACR 2025-DNA3 5299009HC4IGFM6RXF30 35564UAQ0 4407325.000000000000 PA USD 4410952.230000000447 0.0016346775 Long ABS-CBDO CORP US Y 2 2045-09-25 Variable 4.824190000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KKVH9 330377.780000000028 PA USD 282066.640000000014 0.0001045325 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJUY7 983967.640000000014 PA USD 835368.849999999977 0.0003095836 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNC3 23472689.019999999553 PA USD 22284900.539999999106 0.0082586760 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AAES7 108550.460000000006 PA USD 92799.789999999994 0.0000343912 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRVE0 4782066.379999999888 PA USD 4557409.679999999702 0.0016889539 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QK5E4 3727991.890000000130 PA USD 3155789.870000000112 0.0011695204 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DMUB9 64708.779999999999 PA USD 55257.419999999998 0.0000204781 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRR64 7420056.530000000261 PA USD 7266906.559999999590 0.0026930803 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUNX1 57562127.429999999702 PA USD 56374045.119999997318 0.0208919476 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0VA0 3345646.649999999907 PA USD 3394998.279999999795 0.0012581699 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AUTN3 373660.869999999995 PA USD 379173.119999999995 0.0001405197 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427M3E9 17735542.519999999553 PA USD 18224866.140000000596 0.0067540470 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AUY98 10281947.849999999627 PA USD 10563087.150000000373 0.0039146289 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425YQT7 12799308.349999999627 PA USD 13150470.169999999925 0.0048735005 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B04V7 9719182.919999999925 PA USD 9985838.419999999925 0.0037007033 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KL7C5 367041.460000000021 PA USD 325106.969999999972 0.0001204831 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FJR9 4461826.870000000112 PA USD 4359352.089999999851 0.0016155547 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FHW0 1931520.439999999944 PA USD 1887159.209999999963 0.0006993720 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427MPD7 8664575.470000000671 PA USD 7683303.629999999888 0.0028473951 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWPT4 4484144.330000000075 PA USD 4607861.870000000112 0.0017076513 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBTH3 501632.520000000019 PA USD 406049.450000000012 0.0001504800 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKE38 6938062.870000000112 PA USD 5616063.559999999590 0.0020812859 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QN6W7 203814.450000000012 PA USD 181212.850000000006 0.0000671566 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAJA1 983993.359999999986 PA USD 796502.280000000028 0.0002951799 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMKH6 90695.600000000006 PA USD 80512.119999999995 0.0000298374 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGRH2 1276928.510000000009 PA USD 1036533.949999999953 0.0003841345 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FML8 69458617.170000001788 PA USD 72189243.790000006557 0.0267529836 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQXQ5 2099684.180000000168 PA USD 2195064.430000000168 0.0008134802 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9BN4 937896.270000000019 PA USD 761599.910000000033 0.0002822452 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6AR4 3525459.759999999776 PA USD 3664602.609999999870 0.0013580839 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8MU8 512120.359999999986 PA USD 415352.150000000023 0.0001539275 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426RAD3 1621494.639999999898 PA USD 1666481.389999999898 0.0006175899 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426QDS9 27522.470000000001 PA USD 28281.459999999999 0.0000104810 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GT7J9 61923.410000000003 PA USD 63642.839999999997 0.0000235857 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426BMR4 713611.209999999963 PA USD 733428.910000000033 0.0002718052 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AD5A5 684512.650000000023 PA USD 703433.260000000009 0.0002606890 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425X6N4 177676.589999999997 PA USD 182579.399999999994 0.0000676630 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GU4G5 37480765.200000002980 PA USD 38520556.590000003576 0.0142755314 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTZL3 9019776.220000000671 PA USD 9266431.019999999553 0.0034340944 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPZT9 48829.529999999999 PA USD 41431.760000000002 0.0000153544 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KN6N8 34577.260000000002 PA USD 29322.349999999999 0.0000108667 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426MZP0 382460.640000000014 PA USD 392942.739999999991 0.0001456227 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQZ70 11533491.960000000894 PA USD 11848852.230000000447 0.0043911272 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CVBD5 182467.250000000000 PA USD 187523.959999999992 0.0000694955 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AUYV9 41931.379999999997 PA USD 43091.830000000002 0.0000159696 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6KD4 141716.779999999999 PA USD 145591.600000000006 0.0000539555 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B8AA9 652664.130000000005 PA USD 670910.660000000033 0.0002486362 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FE45 120370.309999999998 PA USD 123661.720000000001 0.0000458284 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NSB6 543800.229999999981 PA USD 558830.869999999995 0.0002071000 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NSG5 37110.279999999999 PA USD 38127.470000000001 0.0000141299 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.000000000000 N N N N N N UNIFORM MBS N/A 01F040610 38712212.000000000000 PA USD 36724688.320000000298 0.0136099913 Long ABS-MBS USGA US N 2 2056-01-01 Fixed 4.000000000000 N N N N N N UNIFORM MBS N/A 01F032617 2735907.000000000000 PA USD 2529750.939999999944 0.0009375134 Long ABS-MBS USGA US N 2 2056-01-01 Fixed 3.500000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMY5 10000000.000000000000 PA USD 10251250.000000000000 0.0037990635 Long DBT CORP US N 2 2035-08-15 Fixed 5.375000000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4R9 20000000.000000000000 PA USD 20161580.000000000000 0.0074717837 Long DBT CORP US Y 2 2030-07-17 Fixed 5.033000000000 N N N N N N UNIFORM MBS N/A 01F050619 255568908.000000000000 PA USD 254910051.360000014305 0.0944684284 Long ABS-MBS USGA US N 2 2056-01-01 Fixed 5.000000000000 N N N N N N UNIFORM MBS N/A 01F052615 43889647.000000000000 PA USD 44510202.719999998808 0.0164952652 Long ABS-MBS USGA US N 2 2056-01-01 Fixed 5.500000000000 N N N N N N UNIFORM MBS N/A 01F020612 70408529.000000000000 PA USD 56931632.460000000894 0.0210985868 Long ABS-MBS USGA US N 2 2056-01-01 Fixed 2.000000000000 N N N N N N UNIFORM MBS N/A 01F060618 147589962.000000000000 PA USD 151557770.539999991655 0.0561665745 Long ABS-MBS USGA US N 2 2056-01-01 Fixed 6.000000000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CV8 13125000.000000000000 PA USD 13446168.750000000000 0.0049830849 Long DBT CORP US N 2 2035-05-01 Fixed 5.100000000000 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAL1 4085000.000000000000 PA USD 4062471.229999999981 0.0015055321 Long DBT CORP US N 2 2026-06-01 Fixed 2.700000000000 N N N N N N UNIFORM MBS N/A 01F040412 41500000.000000000000 PA USD 40963322.000000000000 0.0151808084 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 4.000000000000 N N N N N N UNIFORM MBS N/A 01F020414 129000000.000000000000 PA USD 119466126.000000000000 0.0442735668 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 2.000000000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WCH4 2970000.000000000000 PA USD 2946917.160000000149 0.0010921132 Long DBT CORP US Y 2 2026-07-14 Fixed 2.350000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 21186000.000000000000 PA USD 18700013.570000000298 0.0069301343 Long DBT CORP US N 2 2055-08-03 Fixed 6.000000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDT9 37468000.000000000000 PA USD 33069031.989999998361 0.0122552228 Long DBT CORP US N 2 2065-09-26 Fixed 6.100000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDP7 20000000.000000000000 PA USD 18072540.000000000000 0.0066975957 Long DBT CORP US N 2 2045-09-26 Fixed 5.875000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 50935000.000000000000 PA USD 48818141.399999998510 0.0180917664 Long DBT CORP US N 2 2035-09-26 Fixed 5.200000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 52467000.000000000000 PA USD 46520232.820000000298 0.0172401726 Long DBT CORP US N 2 2055-09-26 Fixed 5.950000000000 N N N N N N UNIFORM MBS N/A 01F032419 40000000.000000000000 PA USD 38890760.000000000000 0.0144127270 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 3.500000000000 N N N N N N UNIFORM MBS N/A 01F022410 48000216.000000000000 PA USD 45422076.399999998510 0.0168332012 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 2.500000000000 N N N N N N UNIFORM MBS N/A 01F032625 649400642.000000000000 PA USD 598386974.570000052452 0.2217593099 Long ABS-MBS USGA US N 2 2056-02-01 Fixed 3.500000000000 N N N N N N UNIFORM MBS N/A 01F020620 73168212.000000000000 PA USD 59148743.570000000298 0.0219202374 Long ABS-MBS USGA US N 2 2056-02-01 Fixed 2.000000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 35000000.000000000000 PA USD 33799325.000000000000 0.0125258659 Long DBT CORP US N 2 2032-09-26 Fixed 4.800000000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DF9 10286000.000000000000 PA USD 10968578.960000000894 0.0040649022 Long DBT CORP US N 2 2036-09-15 Fixed 6.450000000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599ED3 132000000.000000000000 PA USD 142199508.000000000000 0.0526984478 Long DBT CORP US N 2 2030-09-01 Fixed 6.625000000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EF8 51253000.000000000000 PA USD 54205531.570000000298 0.0200883070 Long DBT CORP US N 2 2031-01-01 Fixed 6.125000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 799000.000000000000 PA USD 663762.859999999986 0.0002459873 Long DBT CORP US N 2 2053-02-06 Fixed 5.550000000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BH5 4564000.000000000000 PA USD 4614833.830000000075 0.0017102350 Long DBT CORP US N 2 2026-11-01 Fixed 5.550000000000 N N N N N N UNIFORM MBS N/A 01F040628 447232405.000000000000 PA USD 423991525.839999973774 0.1571292027 Long ABS-MBS USGA US N 2 2056-02-01 Fixed 4.000000000000 N N N N N N UNIFORM MBS N/A 01F042624 195404121.000000000000 PA USD 190604800.379999995232 0.0706372144 Long ABS-MBS USGA US N 2 2056-02-01 Fixed 4.500000000000 N N N N N N UNIFORM MBS N/A 01F030629 148131258.000000000000 PA USD 130939884.849999994040 0.0485256861 Long ABS-MBS USGA US N 2 2056-02-01 Fixed 3.000000000000 N N N N N N UNIFORM MBS N/A 01F050627 97631092.000000000000 PA USD 97276398.239999994636 0.0360501613 Long ABS-MBS USGA US N 2 2056-02-01 Fixed 5.000000000000 N N N N N N CORTEVA INC 549300WZN9I2QKLS0O94 22052L104 3401867.000000000000 NS USD 228027145.009999990463 0.0845057538 Long EC CORP US N 1 N N N UNIFORM MBS N/A 01F022626 622433999.000000000000 PA USD 526200100.850000023842 0.1950072047 Long ABS-MBS USGA US N 2 2056-02-01 Fixed 2.500000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_23-1 N/A 92539BAA0 6940762.110000000335 PA USD 6924222.269999999553 0.0025660832 Long ABS-CBDO CORP US Y 2 2067-12-25 Variable 5.850000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_23-3 N/A 92539GAA9 1634816.899999999907 PA USD 1635714.409999999916 0.0006061878 Long ABS-CBDO CORP US Y 2 2068-03-25 Variable 5.930000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_23-5 984500BADC7CFE3B0756 924934AA0 14085501.400000000373 PA USD 14145857.769999999553 0.0052423863 Long ABS-CBDO CORP US Y 2 2068-06-25 Variable 6.476000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 6641594.160000000149 0.0024613426 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2055-10-24 0.000000000000 USD 0.000000000000 USD 112305000.000000000000 USD 6641594.160000000149 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 2031573.919999999925 0.0007528914 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-10-24 0.000000000000 USD 0.000000000000 USD 216095000.000000000000 USD 2031573.919999999925 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 2386794.000000000000 0.0008845343 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2032-10-24 0.000000000000 USD 0.000000000000 USD 159795000.000000000000 USD 2386794.000000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 2724676.660000000149 0.0010097520 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2035-10-24 0.000000000000 USD 0.000000000000 USD 118405000.000000000000 USD 2724676.660000000149 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 2484007.680000000168 0.0009205612 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2035-11-03 0.000000000000 USD 0.000000000000 USD 252030000.000000000000 USD 2484007.680000000168 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 1811066.510000000009 0.0006711725 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2032-11-03 0.000000000000 USD 0.000000000000 USD 340100000.000000000000 USD 1811066.510000000009 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 1171077.270000000019 0.0004339956 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2053-11-15 0.000000000000 USD 0.000000000000 USD 57315000.000000000000 USD 1171077.270000000019 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 1007247.930000000051 0.0003732812 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2035-08-15 0.000000000000 USD 0.000000000000 USD 119345000.000000000000 USD 1007247.930000000051 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 989144.949999999953 0.0003665723 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2032-11-15 0.000000000000 USD 0.000000000000 USD 156910000.000000000000 USD 989144.949999999953 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 876591.250000000000 0.0003248605 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-05-31 0.000000000000 USD 0.000000000000 USD 228875000.000000000000 USD 876591.250000000000 N N N NORWEGIAN CRUISE LINE HOLDINGS LTD 254900W8I5G9146RBD88 N/A 14081096.000000000000 NS USD 314290062.720000028610 0.1164743726 Long EC CORP US N 1 N N N NESTLE SA KY37LUS27QQX7BB93L28 N/A 6631995.000000000000 NS 659176661.100000023842 0.2442876729 Long EC CORP CH N 2 N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135U109 20174800.000000000000 NS 341305494.149999976158 0.1264861604 Long EC CORP CA N 1 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650100 18524992.000000000000 NS USD 1470143365.119999885559 0.5448279993 Long EC CORP US N 1 N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110L106 6664294.000000000000 NS USD 624844205.440000057220 0.2315642314 Long EC CORP US N 1 N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106103 13467928.000000000000 NS USD 858041692.879999995232 0.3179860889 Long EC CORP US N 1 N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807102 1856301.000000000000 NS USD 1058481393.210000038147 0.3922680695 Long EC CORP US N 1 N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844108 892952.000000000000 NS USD 257813101.439999997616 0.0955442847 Long EC CORP US N 1 N N N GCAR 2025-4A N/A 36273HAC0 2500000.000000000000 PA USD 2504775.000000000000 0.0009282575 Long ABS-O CORP US Y 2 2028-10-16 Fixed 4.370000000000 N N N N N N GREAT AMERICA LEASING RECEIVABLES GALC_25-2 N/A 39154TCP1 3448000.000000000000 PA USD 3461688.560000000056 0.0012828850 Long ABS-O CORP US Y 2 2028-05-15 Fixed 4.220000000000 N N N N N N GREAT AMERICA LEASING RECEIVABLES GALC_25-2 N/A 39154TCS5 2027000.000000000000 PA USD 2047472.699999999953 0.0007587835 Long ABS-O CORP US Y 2 2032-09-15 Fixed 4.500000000000 N N N N N N TPRK 2021-1A N/A 884887AN0 32456000.000000000000 PA USD 32471903.440000001341 0.0120339299 Long ABS-O CORP KY Y 2 2034-04-15 Variable 4.954540000000 N N N N N N TAST 2025-1A N/A 89617CAA9 13961639.960000000894 PA USD 8360230.009999999776 0.0030982607 Long ABS-O CORP US Y 2 2029-02-15 Fixed 4.940000000000 Y N N N N N TMCL 2025-1H N/A 87257FAA1 25010608.309999998659 PA USD 25161447.289999999106 0.0093247103 Long ABS-O CORP US Y 2 2050-07-23 Fixed 6.430000000000 N N N N N N TRINITAS CLO LTD TRNTS_20-12 254900G1XMKSN9WBVL66 89641GAY8 18335895.879999998957 PA USD 18355515.289999999106 0.0068024649 Long ABS-O CORP US Y 2 2033-04-25 Variable 4.907980000000 N N N N N N TACLN 2025-1 N/A 897926CB5 12952217.179999999702 PA USD 12979844.259999999776 0.0048102673 Long ABS-O CORP US Y 2 2033-09-26 Fixed 4.728000000000 N N N N N N TRL 2020-2A N/A 89656YAB1 14373000.000000000000 PA USD 13814407.730000000447 0.0051195525 Long ABS-O CORP US Y 2 2050-11-19 Fixed 2.560000000000 N N N N N N TRL 2020-1A 549300JQ2JIV94ZI1045 89657AAC0 2775538.209999999963 PA USD 2659748.310000000056 0.0009856898 Long ABS-O CORP US Y 2 2050-10-17 Fixed 1.960000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_18-2 N/A 89175VAA1 3202506.819999999832 PA USD 3182302.200000000186 0.0011793458 Long ABS-CBDO CORP US Y 2 2058-03-25 Variable 3.250000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_18-3 N/A 89175MAA1 1353446.120000000112 PA USD 1335908.169999999925 0.0004950811 Long ABS-CBDO CORP US Y 2 2058-05-25 Variable 3.750000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_25-6 N/A 42806MDQ9 23227000.000000000000 PA USD 23376117.339999999851 0.0086630757 Long ABS-O CORP US Y 2 2032-05-25 Fixed 4.890000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_25-5 N/A 42806MDN6 3597000.000000000000 PA USD 3601136.549999999814 0.0013345637 Long ABS-O CORP US Y 2 2030-05-25 Fixed 5.500000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_25-5 N/A 42806MDL0 20044000.000000000000 PA USD 20028967.000000000000 0.0074226380 Long ABS-O CORP US Y 2 2030-05-25 Fixed 4.620000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_25-6 N/A 42806MDS5 847000.000000000000 PA USD 848287.439999999944 0.0003143712 Long ABS-O CORP US Y 2 2032-05-25 Fixed 5.820000000000 N N N N N N JDOT 2024-A N/A 47800RAD5 12300000.000000000000 PA USD 12411007.500000000000 0.0045994592 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.960000000000 N N N N N N KKR CLO 11 LLC 549300PJRIGYUE3V5M12 48250MAK3 492023.460000000021 PA USD 492303.909999999974 0.0001824454 Long ABS-O CORP US Y 2 2031-01-15 Variable 5.346150000000 N N N N N N LCM_27-A N/A 50200JAC5 255906.679999999993 PA USD 256001.369999999995 0.0000948729 Long ABS-O CORP US Y 2 2031-07-16 Variable 5.235240000000 N N N N N N LAD AUTO RECEIVABLES TRUST 2023-2 N/A 505713AC1 1748980.219999999972 PA USD 1749732.280000000028 0.0006484423 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.420000000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_23-4 N/A 50571AAC5 1780520.919999999925 PA USD 1782696.719999999972 0.0006606588 Long ABS-O CORP US Y 2 2027-12-15 Fixed 6.100000000000 N N N N N N LADAR 2024-1A N/A 501689AC7 490152.429999999993 PA USD 490966.570000000007 0.0001819498 Long ABS-O CORP US Y 2 2028-01-18 Fixed 5.230000000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_24-2 N/A 505920AC2 12712386.169999999925 PA USD 12787986.730000000447 0.0047391658 Long ABS-O CORP US Y 2 2028-08-15 Fixed 5.610000000000 N N N N N N LADAR 2024-3A N/A 505709AB1 1976625.510000000009 PA USD 1977900.429999999935 0.0007330003 Long ABS-O CORP US Y 2 2027-11-15 Fixed 4.640000000000 N N N N N N LADAR 2024-3A N/A 505709AD7 2219000.000000000000 PA USD 2240817.209999999963 0.0008304360 Long ABS-O CORP US Y 2 2029-12-17 Fixed 4.600000000000 N N N N N N LADAR 2024-3A N/A 505709AC9 7194000.000000000000 PA USD 7227135.559999999590 0.0026783414 Long ABS-O CORP US Y 2 2029-03-15 Fixed 4.520000000000 N N N N N N LBZZ 2025-1X N/A 525938AC0 2852646.229999999981 PA USD 2853633.250000000000 0.0010575426 Long ABS-O CORP US Y 2 2030-10-15 Fixed 5.100000000000 N N N N N N LAD AUTO RECEIVABLES TRUST 2025-3 N/A 501684AE4 3150000.000000000000 PA USD 3160095.750000000000 0.0011711162 Long ABS-O CORP US Y 2 2031-09-15 Fixed 4.400000000000 N N N N N N LAD AUTO RECEIVABLES TRUST 2025-3 N/A 501684AD6 2500000.000000000000 PA USD 2509442.500000000000 0.0009299872 Long ABS-O CORP US Y 2 2031-08-15 Fixed 4.170000000000 N N N N N N LAD AUTO RECEIVABLES TRUST 2025-3 N/A 501684AF1 4100000.000000000000 PA USD 4116883.799999999814 0.0015256972 Long ABS-O CORP US Y 2 2033-03-15 Fixed 4.600000000000 N N N N N N CHEVRON CORP N/A 166764100 5297139.000000000000 NS USD 807336954.990000009537 0.2991951591 Long EC CORP US N 1 N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361702 5000000.000000000000 NS USD 347000000.000000000000 0.1285965167 Long EC CORP US N 1 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BJ1 25436000.000000000000 PA USD 26426376.100000001490 0.0097934868 Long DBT CORP US N 2 2028-11-01 Fixed 5.650000000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BK8 2362000.000000000000 PA USD 2490941.580000000075 0.0009231309 Long DBT CORP US N 2 2030-11-01 Fixed 5.800000000000 N N N N N N DEERE & CO PWFTNG3EI0Y73OXWDH08 244199105 1291333.000000000000 NS USD 601205904.809999942780 0.2228039918 Long EC CORP US N 1 N N N DR HORTON INC 529900ZIUEYVSB8QDD25 23331A109 6535849.000000000000 NS USD 941358331.470000028610 0.3488628310 Long EC CORP US N 1 N N N DEUTSCHE POST AG 8ER8GIG7CSMVD8VUFE78 N/A 6172861.000000000000 NS 338101330.740000009537 0.1252987130 Long EC CORP DE N 2 N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851102 1743401.000000000000 NS USD 399099356.920000016689 0.1479042856 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXHC9 5896778.570000000298 PA USD 5428485.900000000373 0.0020117705 Long ABS-MBS USGA US N 2 2058-01-01 Fixed 3.500000000000 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 254687106 3000000.000000000000 NS USD 341310000.000000000000 0.1264878303 Long EC CORP US N 1 N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746108 1736249.000000000000 NS USD 213575989.490000009537 0.0791502256 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132FCEB7 10322339.130000000820 PA USD 9598588.320000000298 0.0035571903 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H5ZG9 217197.690000000002 PA USD 209520.839999999997 0.0000776474 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31368HP64 144056328.879999995232 PA USD 149741800.009999990463 0.0554935847 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FPG6 3243873.899999999907 PA USD 3290968.459999999963 0.0012196169 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ANAX1 530839.010000000009 PA USD 545689.229999999981 0.0002022298 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ANWH8 488064.010000000009 PA USD 501621.450000000012 0.0001858985 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N DARDEN RESTAURANTS INC CY1NFSCCB5GUXC7WZC70 237194105 2484646.000000000000 NS USD 457224556.920000016689 0.1694452028 Long EC CORP US N 1 N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331107 1763905.000000000000 NS USD 227508466.900000005960 0.0843135342 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWPV9 474820.070000000007 PA USD 499535.880000000005 0.0001851256 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 7.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7JW9 267659.580000000016 PA USD 281954.210000000021 0.0001044909 Long ABS-MBS USGA US N 2 2055-10-01 Fixed 7.000000000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429105 1286896.000000000000 NS USD 279230694.079999983311 0.1034815407 Long EC CORP US N 1 N N N ESTEE LAUDER COMPANIES INC/THE 549300VFZ8XJ9NUPU221 518439104 980124.000000000000 NS USD 102638585.280000001192 0.0380373618 Long EC CORP US N 1 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC -538015.630000000005 -0.0001993860 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2055-10-10 0.000000000000 JPY 0.000000000000 JPY 1311083882.000000000000 JPY -538015.630000000005 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC 593252.689999999944 0.0002198566 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2035-10-10 0.000000000000 JPY 0.000000000000 JPY 3083959520.000000000000 JPY 593252.689999999944 N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752103 253053.000000000000 NS USD 88707729.150000005960 0.0328746541 Long EC CORP US N 1 N N N ENGIE SA LAXUQCHT4FH58LRZDY46 N/A 6342305.000000000000 NS 166761990.900000005960 0.0618011849 Long EC CORP FR N 2 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC -531045.189999999944 -0.0001968028 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2055-10-14 0.000000000000 JPY 0.000000000000 JPY 1314862221.000000000000 JPY -531045.189999999944 N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875P101 5974343.000000000000 NS USD 627365758.429999947548 0.2324987067 Long EC CORP US N 1 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884L109 1141267.000000000000 NS USD 61171911.200000002980 0.0226700135 Long EC CORP US N 1 N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748CB6 28000000.000000000000 PA USD 28734552.000000000000 0.0106488856 Long DBT CORP US N 2 2031-11-15 Fixed 4.850000000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BK9 4256000.000000000000 PA USD 4315911.709999999963 0.0015994559 Long DBT CORP US N 2 2028-03-15 Fixed 4.900000000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AX3 1150000.000000000000 PA USD 1203332.399999999907 0.0004459491 Long DBT CORP US N 2 2034-01-15 Fixed 5.350000000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AY1 3325000.000000000000 PA USD 3435463.149999999907 0.0012731660 Long DBT CORP US N 2 2054-09-15 Fixed 5.850000000000 N N N N N N M&T BANK CORP 549300WYXDDBYRASEG81 55261FAS3 39269000.000000000000 PA USD 42652691.920000001788 0.0158068807 Long DBT CORP US N 2 2029-10-30 Variable 7.413000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABT1 6525000.000000000000 PA USD 6059356.429999999702 0.0022455681 Long DBT CORP US N 2 2031-02-15 Fixed 2.875000000000 N N N N N N TRINITY HEALTH CORP TWSRHFGEDJDX0GKMGJ67 896517AB5 4500000.000000000000 PA USD 3295390.500000000000 0.0012212557 Long DBT CORP US N 2 2040-12-01 Fixed 2.632000000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 17568000.000000000000 PA USD 18726925.820000000298 0.0069401079 Long DBT CORP US N 2 2033-09-01 Fixed 6.050000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DH9 13014000.000000000000 PA USD 13492602.859999999404 0.0050002932 Long DBT CORP US N 2 2031-02-13 Fixed 5.125000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABU8 10555000.000000000000 PA USD 10514204.929999999702 0.0038965133 Long DBT CORP US N 2 2026-04-15 Fixed 2.625000000000 N N N N N N GINNIE MAE II POOL N/A 3618N5PE3 1397498.250000000000 PA USD 1272853.979999999981 0.0004717135 Long ABS-MBS USGA US N 2 2055-06-20 Fixed 3.500000000000 N N N N N N HOME PARTNERS OF AMERICA TRUST HPA_21-2 N/A 43732VAT3 11482201.439999999478 PA USD 11243107.560000000522 0.0041666411 Long ABS-CBDO CORP US Y 2 2026-12-17 Fixed 1.901000000000 N N N N N N HTL 2024-T53 N/A 404300AA3 2956000.000000000000 PA USD 2993739.250000000000 0.0011094652 Long ABS-CBDO CORP US Y 2 2039-05-10 Variable 5.875640000000 N N N N N N HOMES 2024-NQM1 2549001JI3VOZZFMYK81 40390TAB6 6247907.900000000373 PA USD 6316022.589999999851 0.0023406873 Long ABS-CBDO CORP US Y 2 2069-07-25 Variable 6.270000000000 N N N N N N HOMES 2024-NQM1 2549001JI3VOZZFMYK81 40390TAA8 11854496.619999999180 PA USD 11979905.339999999851 0.0044396948 Long ABS-CBDO CORP US Y 2 2069-07-25 Variable 5.915000000000 N N N N N N PMTLT 2024-INV1 N/A 73015BAB1 7160251.910000000149 PA USD 7308325.919999999925 0.0027084301 Long ABS-CBDO CORP US Y 2 2059-10-25 Variable 6.000000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_25-SFR1 N/A 74334NAC5 8757000.000000000000 PA USD 8396080.250000000000 0.0031115466 Long ABS-CBDO CORP US Y 2 2042-02-17 Variable 3.650000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_25-SFR1 N/A 74334NAE1 6360000.000000000000 PA USD 6049046.879999999888 0.0022417474 Long ABS-CBDO CORP US Y 2 2042-02-17 Variable 3.650000000000 N N N N N N SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1 N/A 35564CEZ6 1427000.000000000000 PA USD 1287114.040000000037 0.0004769982 Long ABS-CBDO USGA US N 2 2030-07-25 Fixed 2.000000000000 N N N N N N MANHATTAN WEST OMW_20-OMW N/A 563136AA8 59217000.000000000000 PA USD 56998020.579999998212 0.0211231899 Long ABS-CBDO CORP US Y 2 2039-09-10 Fixed 2.130000000000 N N N N N N SGL_21-OVA N/A 78449RAA3 21946000.000000000000 PA USD 19644501.030000001192 0.0072801568 Long ABS-CBDO CORP US Y 2 2041-07-15 Fixed 2.585400000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_24-7 213800HQOHEFNJCQYJ07 924925AA8 5846501.000000000000 PA USD 5862087.769999999553 0.0021724613 Long ABS-CBDO CORP US Y 2 2069-09-25 Variable 5.095000000000 N N N N N N VERUS 2024-9 213800LFRCPWSTP6LX39 92540RAC8 11584771.669999999925 PA USD 11672086.089999999851 0.0043256185 Long ABS-CBDO CORP US Y 2 2069-11-25 Variable 5.438000000000 N N N N N N VERUS 2025-1 213800JOKZMXZECMAB50 92540TAB6 5968165.190000000410 PA USD 6015176.429999999702 0.0022291952 Long ABS-CBDO CORP US Y 2 2070-01-25 Variable 5.773000000000 N N N N N N MEDTRONIC PLC 549300GX3ZBSQWUXY261 N/A 1300000.000000000000 NS USD 124878000.000000000000 0.0462791810 Long EC CORP IE N 1 N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KR7 11800000.000000000000 PA USD 12262017.199999999255 0.0045442441 Long DBT CORP US N 2 2034-05-15 Fixed 5.800000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KQ9 1295000.000000000000 PA USD 1337995.300000000047 0.0004958546 Long DBT CORP US N 2 2029-05-15 Fixed 5.550000000000 N N N N N N PIRAEUS BANK SA 213800OYHR1MPQ5VJL60 N/A 31245000.000000000000 PA 38810975.899999998510 0.0143831594 Long DBT CORP GR N 2 2030-04-16 Variable 5.000000000000 N N N N N N PIRAEUS BANK SA 213800OYHR1MPQ5VJL60 N/A 1610000.000000000000 PA 1968326.290000000037 0.0007294522 Long DBT CORP GR N 2 2029-07-17 Variable 4.625000000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BL7 12476000.000000000000 PA USD 12734664.910000000149 0.0047194050 Long DBT CORP US N 2 2030-02-15 Fixed 5.050000000000 N N N N N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 91087BBD1 17730000.000000000000 PA USD 19143967.500000000000 0.0070946615 Long DBT NUSS MX N 2 2055-05-13 Fixed 7.375000000000 N N N N N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 91087BBC3 11335000.000000000000 PA USD 12122782.500000000000 0.0044926444 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.875000000000 N N N N N N SMBC AVIATION CAPITAL FINANCE DAC 549300OD7VKRVNWB2J98 78448TAH5 15000000.000000000000 PA USD 15414615.000000000000 0.0057125815 Long DBT CORP IE Y 2 2028-05-03 Fixed 5.450000000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CC5 28825000.000000000000 PA USD 29809575.530000001192 0.0110472841 Long DBT CORP US N 2 2034-05-18 Variable 5.159000000000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAK9 9905000.000000000000 PA USD 10207845.380000000820 0.0037829780 Long DBT CORP US N 2 2033-08-15 Fixed 5.164000000000 N N N N N N DEVELOPMENT BANK OF JAPAN INC 5493001HGBABMWFZUI25 25159MBD8 18000000.000000000000 PA USD 17643744.000000000000 0.0065386859 Long DBT USGA JP Y 2 2026-10-20 Fixed 1.250000000000 N N N N N N DEVELOPMENT BANK OF JAPAN INC 5493001HGBABMWFZUI25 25159MBE6 12582000.000000000000 PA USD 11102507.779999999329 0.0041145355 Long DBT USGA JP Y 2 2031-10-20 Fixed 1.750000000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504KAA5 8950000.000000000000 PA USD 10443656.550000000745 0.0038703685 Long DBT CORP FR Y 2 2079-12-31 Variable 9.125000000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAB8 13155000.000000000000 PA USD 13123256.990000000224 0.0048634154 Long DBT CORP NO N 2 2028-09-10 Fixed 3.625000000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M102 6750752.000000000000 NS USD 4456103887.680000305176 1.6514104838 Long EC CORP US N 1 N N N CAPITAL GROUP CENTRAL CASH FUND 549300YD0SRETB6WWP29 14020B102 123809925.150000005960 NS USD 12382230614.250000000000 4.5887945984 Long STIV RF US N 1 N N N ESSILORLUXOTTICA SA 549300M3VH1A3ER1TB49 N/A 432561.000000000000 NS 136764550.990000009537 0.0506842791 Long EC CORP FR N 2 N N N EAST WEST BANCORP INC 254900O4X656YXFOYB11 27579R104 2649647.000000000000 NS USD 297793826.329999983311 0.1103609474 Long EC CORP US N 1 N N N EXTRA SPACE STORAGE INC 529900SDJHKRQWED6A16 30225T102 2091180.000000000000 NS USD 272313459.600000023842 0.1009180471 Long EC CORP US N 1 N N N GCAR 2024-4A N/A 36270YAJ1 11421000.000000000000 PA USD 11552467.130000000820 0.0042812883 Long ABS-O CORP US Y 2 2030-06-17 Fixed 5.100000000000 N N N N N N GCAR 2024-4A N/A 36270YAL6 13143000.000000000000 PA USD 13349673.679999999702 0.0049473243 Long ABS-O CORP US Y 2 2030-07-15 Fixed 5.650000000000 N N N N N N GCAR 2024-4A N/A 36270YAG7 8920000.000000000000 PA USD 8979326.919999999925 0.0033276950 Long ABS-O CORP US Y 2 2029-04-16 Fixed 4.890000000000 N N N N N N PEAC 2024-2A N/A 69392BAB2 2675970.759999999776 PA USD 2682430.549999999814 0.0009940957 Long ABS-O CORP US Y 2 2027-04-20 Fixed 4.740000000000 N N N N N N PEAC 2024-2A N/A 69392BAC0 3805000.000000000000 PA USD 3829591.720000000205 0.0014192281 Long ABS-O CORP US Y 2 2031-10-20 Fixed 4.650000000000 N N N N N N PILOT 2024-2A N/A 73328NAF8 4938000.000000000000 PA USD 4956729.830000000075 0.0018369400 Long ABS-O CORP US Y 2 2030-09-20 Fixed 4.260000000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AV6 1325000.000000000000 PA USD 1237229.350000000093 0.0004585112 Long DBT CORP FR Y 2 2038-09-21 Fixed 4.875000000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAJ1 9289000.000000000000 PA USD 9277704.580000000075 0.0034382723 Long DBT CORP NO N 2 2026-01-22 Fixed 1.750000000000 N N N N N N PILOT 2024-2A N/A 73328NAE1 6547000.000000000000 PA USD 6561010.580000000075 0.0024314787 Long ABS-O CORP US Y 2 2027-10-20 Fixed 4.350000000000 N N N N N N PSTAT 2024-2A N/A 69703RAA3 35039727.170000001788 PA USD 35057247.030000001192 0.0129920457 Long ABS-O CORP US Y 2 2033-01-15 Variable 4.904540000000 N N N N N N PSTAT 2024-2A N/A 69703RAE5 6000000.000000000000 PA USD 6006600.000000000000 0.0022260168 Long ABS-O CORP US Y 2 2033-01-15 Variable 5.604540000000 N N N N N N PSTAT 2024-2A N/A 69703RAC9 21286000.000000000000 PA USD 21257902.480000000447 0.0078780755 Long ABS-O CORP US Y 2 2033-01-15 Variable 5.354540000000 N N N N N N SDART 2023-4 N/A 802927AD5 2351403.390000000130 PA USD 2354279.160000000149 0.0008724844 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.730000000000 N N N N N N SDART 2023-4 N/A 802927AE3 20096000.000000000000 PA USD 20292418.300000000745 0.0075202718 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.770000000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-5 N/A 80286PAC5 4360896.629999999888 PA USD 4373338.269999999553 0.0016207379 Long ABS-O CORP US N 2 2028-09-15 Fixed 6.020000000000 N N N N N N VERIZON MASTER TRUST VZMT_25-10 N/A 92348KEZ2 4489000.000000000000 PA USD 4513958.839999999851 0.0016728512 Long ABS-O CORP US Y 2 2033-10-20 Variable 4.280000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3135G05Q2 17097000.000000000000 PA USD 15062038.119999999180 0.0055819183 Long DBT USGA US N 2 2030-08-05 Fixed 0.875000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3135G05Y5 11330000.000000000000 PA USD 10804702.679999999702 0.0040041704 Long DBT USGA US N 2 2027-10-08 Fixed 0.750000000000 N N N N N N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3133XGAY0 600000.000000000000 PA USD 657480.359999999986 0.0002436590 Long DBT USGA US N 2 2036-07-15 Fixed 5.500000000000 N N N N N N INDONESIA ASAHAN ALUMINIUM PT 2549008P48EB9SN2OI80 N/A 3000000.000000000000 PA USD 3098622.000000000000 0.0011483343 Long DBT CORP ID Y 2 2030-05-15 Fixed 5.450000000000 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 471048CL0 27682000.000000000000 PA USD 24296380.670000001788 0.0090041208 Long DBT USGA JP N 2 2031-01-21 Fixed 1.250000000000 N N N N N N LANDWIRTSCHAFTLICHE RENTENBANK 529900Z3J0N6S0F7CT25 515110BY9 13390000.000000000000 PA USD 11755964.740000000224 0.0043567035 Long DBT CORP DE N 2 2030-09-03 Fixed 0.875000000000 N N N N N N ONTARIO TEACHERS FINANCE TRUST 635400ZZE5J8OXXBBY26 68329AAL2 18000000.000000000000 PA USD 17848126.800000000745 0.0066144292 Long DBT USGA CA Y 2 2027-04-13 Fixed 3.000000000000 N N N N N N OMERS FINANCE TRUST 529900M039WCPES03P17 682142AG9 33621000.000000000000 PA USD 32334324.329999998212 0.0119829437 Long DBT USGA CA Y 2 2032-04-19 Fixed 3.500000000000 N N N N N N OMERS FINANCE TRUST 529900M039WCPES03P17 682142AH7 33621000.000000000000 PA USD 25908308.980000000447 0.0096014936 Long DBT USGA CA Y 2 2052-04-19 Fixed 4.000000000000 N N N N N N OMERS FINANCE TRUST 529900M039WCPES03P17 682142AF1 26770000.000000000000 PA USD 26595700.530000001192 0.0098562376 Long DBT USGA CA Y 2 2026-03-26 Fixed 1.100000000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 216478000.000000000000 PA USD 216035302.490000009537 0.0800616351 Long DBT CORP MX N 2 2032-02-16 Fixed 6.700000000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 N/A 1957000.000000000000 PA USD 2001887.709999999963 0.0007418899 Long DBT CORP IN Y 2 2028-08-10 Fixed 5.250000000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 16490000.000000000000 PA USD 12954873.800000000745 0.0048010134 Long DBT CORP MX N 2 2048-02-12 Fixed 6.350000000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 73928RAA4 1760000.000000000000 PA USD 1848535.040000000037 0.0006850581 Long DBT CORP IN Y 2 2028-12-06 Fixed 6.150000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TZ1 230000000.000000000000 PA USD 222875428.000000000000 0.0825965524 Long DBT UST US N 2 2044-02-15 Fixed 4.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKB6 4579100.000000000000 PA USD 4585539.129999999888 0.0016993786 Long DBT UST US N 2 2026-02-28 Fixed 4.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TY4 8168006.000000000000 PA USD 7347378.500000000000 0.0027229028 Long DBT UST US N 2 2054-02-15 Fixed 2.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 144130000.000000000000 PA USD 147418282.710000008345 0.0546325004 Long DBT UST US N 2 2034-05-15 Fixed 4.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UB2 26500000.000000000000 PA USD 26060314.649999998510 0.0096578262 Long DBT UST US N 2 2044-05-15 Fixed 4.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKW0 264000000.000000000000 PA USD 270084381.600000023842 0.1000919616 Long DBT UST US N 2 2031-06-30 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLC3 80000000.000000000000 PA USD 81050096.000000000000 0.0300367724 Long DBT UST US N 2 2029-07-31 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 146500000.000000000000 PA USD 148920678.099999994040 0.0551892809 Long DBT UST US N 2 2031-07-31 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLB5 51356000.000000000000 PA USD 51603751.619999997318 0.0191241000 Long DBT UST US N 2 2026-07-31 Fixed 4.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLE9 298598256.000000000000 PA USD 299997827.399999976158 0.1111777395 Long DBT UST US N 2 2034-07-15 Fixed 1.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 59250000.000000000000 PA USD 58379771.549999997020 0.0216352601 Long DBT UST US N 2 2034-08-15 Fixed 3.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 32415000.000000000000 PA USD 29376249.339999999851 0.0108866955 Long DBT UST US N 2 2054-08-15 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 164000000.000000000000 PA USD 150748800.000000000000 0.0558667740 Long DBT UST US N 2 2044-08-15 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 17650000.000000000000 PA USD 17651231.969999998808 0.0065414609 Long DBT UST US N 2 2029-08-31 Fixed 3.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLP4 36865000.000000000000 PA USD 36845557.399999998510 0.0136547848 Long DBT UST US N 2 2026-09-30 Fixed 3.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLV1 1596449520.000000000000 PA USD 1612913330.000000000000 0.5977378557 Long DBT UST US N 2 2029-10-15 Fixed 1.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 86275000.000000000000 PA USD 87245602.379999995232 0.0323327970 Long DBT UST US N 2 2034-11-15 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 189935000.000000000000 PA USD 179518451.780000001192 0.0665286674 Long DBT UST US N 2 2054-11-15 Fixed 4.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 22060000.000000000000 PA USD 22442604.230000000447 0.0083171203 Long DBT UST US N 2 2029-11-30 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 250000000.000000000000 PA USD 252445675.000000000000 0.0935551425 Long DBT UST US N 2 2027-12-15 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMC2 27000000.000000000000 PA USD 27953440.199999999255 0.0103594093 Long DBT UST US N 2 2031-12-31 Fixed 4.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 337000000.000000000000 PA USD 346056875.000000000000 0.1282469991 Long DBT UST US N 2 2029-12-31 Fixed 4.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMF5 720000000.000000000000 PA USD 730658376.000000000000 0.2707784497 Long DBT UST US N 2 2028-01-15 Fixed 4.250000000000 N N N N N N BMARK 2024-V12 N/A 081915AB6 5540000.000000000000 PA USD 5799964.500000000000 0.0021494387 Long ABS-CBDO CORP US N 2 2057-12-15 Fixed 5.738450000000 N N N N N N BX 2025-BIO3 N/A 123911AA7 9605000.000000000000 PA USD 9870424.570000000298 0.0036579315 Long ABS-CBDO CORP US Y 2 2042-02-10 Fixed 6.138200000000 N N N N N N BRAVO 2025-NQM1 N/A 10569MAC7 39539709.649999998510 PA USD 39900786.280000001192 0.0147870378 Long ABS-CBDO CORP US Y 2 2064-12-25 Variable 5.604000000000 N N N N N N BOCA 2025-BOCA N/A 05619RAC6 899000.000000000000 PA USD 902168.979999999981 0.0003343394 Long ABS-CBDO CORP US Y 2 2042-12-15 Variable 6.000000000000 N N N N N N BX 2025-ARIA N/A 05619TAA6 20022000.000000000000 PA USD 20229107.570000000298 0.0074968091 Long ABS-CBDO CORP US Y 2 2042-12-13 Variable 5.031060000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36 N/A 17324TAE9 959612.290000000037 PA USD 955143.380000000005 0.0003539715 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.616000000000 N N N N N N COUNTRYWIDE HOME LOANS CWHL_03-56 N/A 12669FBR3 205317.540000000008 PA USD 210476.959999999992 0.0000780017 Long ABS-CBDO CORP US N 2 2033-12-25 Variable 6.529415000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-C1 N/A 17290YAT5 800000.000000000000 PA USD 790539.199999999953 0.0002929700 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.514000000000 N N N N N N CS FIRST BOSTON MORTGAGE SECURITIES CORP. CSFB_02-30 N/A 22541NTQ2 46648.680000000000 PA USD 48173.669999999998 0.0000178529 Long ABS-CBDO CORP US N 2 2032-11-25 Fixed 7.500000000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C1 549300UFJ8EKD81Y8R30 126281BE3 714479.640000000014 PA USD 684236.430000000051 0.0002535747 Long ABS-MBS CORP US N 2 2050-04-15 Variable 4.043700000000 N N N N N N CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34 N/A 2254W0BZ7 144464.690000000002 PA USD 148345.880000000005 0.0000549763 Long ABS-CBDO CORP US N 2 2032-12-25 Fixed 7.500000000000 N N N N N N ELM TRUST ELM_24-ELM N/A 26860XAL5 4282707.000000000000 PA USD 4295396.660000000149 0.0015918532 Long ABS-CBDO CORP US Y 2 2039-06-10 Variable 6.896740000000 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAA8 26354000.000000000000 PA USD 26430795.559999998659 0.0097951246 Long ABS-CBDO CORP US Y 2 2042-10-15 Variable 5.050120000000 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAG5 5829000.000000000000 PA USD 5880073.700000000186 0.0021791268 Long ABS-CBDO CORP US Y 2 2042-10-15 Variable 6.350120000000 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAC4 3901000.000000000000 PA USD 3913565.120000000112 0.0014503482 Long ABS-CBDO CORP US Y 2 2042-10-15 Variable 5.350120000000 N N N N N N EXTENDED STAY AMERICA TRUST 2025-ESH N/A 30227TAE0 3351000.000000000000 PA USD 3362638.020000000019 0.0012461773 Long ABS-CBDO CORP US Y 2 2042-10-15 Variable 5.600120000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31392MEN8 598991.819999999949 PA USD 555276.800000000047 0.0002057829 Long ABS-CBDO USGA US N 2 2032-07-25 Variable 4.448850000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BLU8 93558.509999999995 PA USD 91420.320000000007 0.0000338799 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31335ALZ9 2658953.450000000186 PA USD 2590238.120000000112 0.0009599297 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 4.000000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A N/A 96042WAG2 849579.770000000019 PA USD 849064.920000000042 0.0003146593 Long ABS-O CORP US Y 2 2027-03-15 Fixed 3.490000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1 N/A 96042XAF2 4396981.509999999776 PA USD 4418975.209999999963 0.0016376508 Long ABS-O CORP US Y 2 2028-08-15 Fixed 5.740000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132QU2W2 2820842.890000000130 PA USD 2740417.839999999851 0.0010155856 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132M7EF1 1398851.570000000065 PA USD 1362917.870000000112 0.0005050908 Long ABS-MBS USGA US N 2 2044-06-01 Fixed 4.000000000000 N N N N N N WLAKE 2025-1 N/A 96043VAH1 7216000.000000000000 PA USD 7332581.700000000186 0.0027174192 Long ABS-O CORP US Y 2 2030-11-15 Fixed 5.540000000000 N N N N N N WLAKE 2025-1 N/A 96043VAF5 14985000.000000000000 PA USD 15119190.679999999702 0.0056030987 Long ABS-O CORP US Y 2 2030-09-16 Fixed 4.980000000000 N N N N N N WLAKE 2025-1 N/A 96043VAG3 19367000.000000000000 PA USD 19581566.989999998361 0.0072568337 Long ABS-O CORP US Y 2 2030-10-15 Fixed 5.140000000000 N N N N N N WLAKE 2025-1 N/A 96043VAD0 11868000.000000000000 PA USD 11935968.039999999106 0.0044234119 Long ABS-O CORP US Y 2 2028-08-15 Fixed 4.750000000000 N N N N N N WLAKE 2025-1 N/A 96043VAB4 14052180.160000000149 PA USD 14078092.380000000820 0.0052172727 Long ABS-O CORP US Y 2 2028-01-18 Fixed 4.660000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2 N/A 96041KAE4 11755000.000000000000 PA USD 11827187.460000000894 0.0043830983 Long ABS-O CORP US Y 2 2031-01-15 Fixed 4.630000000000 N N N N N N WEFUN 2025-1 N/A 958250AA0 8343000.000000000000 PA USD 8418570.890000000596 0.0031198815 Long ABS-O CORP US Y 2 2035-07-16 Fixed 4.750000000000 N N N N N N WEFUN 2025-1 N/A 958250AB8 3058000.000000000000 PA USD 3089760.390000000130 0.0011450502 Long ABS-O CORP US Y 2 2035-09-17 Fixed 4.980000000000 N N N N N N WEF 2025-1A N/A 97415CAB4 2877000.000000000000 PA USD 2883559.560000000056 0.0010686332 Long ABS-O CORP US Y 2 2033-09-20 Fixed 4.330000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3 N/A 96043QAF6 2173000.000000000000 PA USD 2180414.279999999795 0.0008080510 Long ABS-O CORP US Y 2 2031-07-15 Fixed 4.680000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3 N/A 96043QAB5 1750000.000000000000 PA USD 1752289.000000000000 0.0006493898 Long ABS-O CORP US Y 2 2028-04-17 Fixed 4.310000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3 N/A 96043QAG4 3750000.000000000000 PA USD 3759138.750000000000 0.0013931186 Long ABS-O CORP US Y 2 2031-07-15 Fixed 5.040000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3 N/A 96043QAE9 11232000.000000000000 PA USD 11272772.160000000149 0.0041776347 Long ABS-O CORP US Y 2 2031-07-15 Fixed 4.280000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3 N/A 96043QAD1 13581000.000000000000 PA USD 13632811.519999999553 0.0050522538 Long ABS-O CORP US Y 2 2029-06-15 Fixed 4.220000000000 N N N N N N WESTLAKE FLOORING MASTER TRUST WFLOOR_25-1 N/A 96043GAL5 4996000.000000000000 PA USD 5010938.040000000037 0.0018570293 Long ABS-O CORP US Y 2 2029-10-15 Fixed 4.840000000000 N N N N N N WESTLAKE FLOORING MASTER TRUST WFLOOR_25-1 N/A 96043GAG6 6227000.000000000000 PA USD 6240450.320000000298 0.0023126806 Long ABS-O CORP US Y 2 2029-10-15 Fixed 4.230000000000 N N N N N N ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1 N/A 67118NAA5 19638000.000000000000 PA USD 19899165.760000001639 0.0073745343 Long ABS-O CORP US Y 2 2031-06-17 Fixed 6.270000000000 N N N N N N XROAD 2024-A N/A 227927AB6 3665906.069999999832 PA USD 3705838.779999999795 0.0013733659 Long ABS-O CORP US Y 2 2030-08-20 Fixed 5.900000000000 N N N N N N AUXILIOR TERM FUNDING LLC XCAP_24-1 N/A 05335FAB7 496852.450000000012 PA USD 497856.590000000026 0.0001845032 Long ABS-O CORP US Y 2 2027-03-15 Fixed 5.840000000000 N N N N N N AUXILIOR TERM FUNDING LLC XCAP_24-1 N/A 05335FAC5 11907000.000000000000 PA USD 12129887.130000000820 0.0044952773 Long ABS-O CORP US Y 2 2031-07-15 Fixed 5.490000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHJ4 5000000.000000000000 PA USD 5027055.000000000000 0.0018630022 Long DBT CORP US N 2 2029-03-01 Fixed 4.350000000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AQ2 2040000.000000000000 PA USD 1726323.479999999981 0.0006397671 Long DBT CORP US N 2 2049-04-15 Fixed 4.850000000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AS8 3907000.000000000000 PA USD 2917626.479999999981 0.0010812582 Long DBT CORP US N 2 2050-02-01 Fixed 4.000000000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AR0 3540000.000000000000 PA USD 3311238.120000000112 0.0012271288 Long DBT CORP US N 2 2031-08-15 Fixed 3.375000000000 N N N N N N AIR PRODUCTS & CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158AY2 7229000.000000000000 PA USD 7052496.740000000224 0.0026136211 Long DBT CORP US N 2 2027-05-15 Fixed 1.850000000000 N N N N N N AIR PRODUCTS & CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158BC9 3140000.000000000000 PA USD 2891751.600000000093 0.0010716691 Long DBT CORP US N 2 2030-05-15 Fixed 2.050000000000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DP9 169000.000000000000 PA USD 141272.510000000009 0.0000523549 Long DBT CORP US N 2 2050-06-30 Fixed 4.375000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJX1 3530000.000000000000 PA USD 3451115.089999999851 0.0012789665 Long DBT CORP US N 2 2027-06-01 Fixed 2.300000000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BR6 4437000.000000000000 PA USD 4290095.370000000112 0.0015898885 Long DBT CORP US N 2 2027-06-03 Fixed 1.200000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 4055000.000000000000 PA USD 3558355.770000000019 0.0013187094 Long DBT CORP US N 2 2032-02-01 Fixed 2.250000000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 7997000.000000000000 PA USD 7992777.580000000075 0.0029620846 Long DBT CORP US N 2 2026-01-15 Fixed 2.875000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBV0 1070000.000000000000 PA USD 1061952.530000000028 0.0003935545 Long DBT CORP US N 2 2026-11-21 Fixed 2.950000000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBK5 3750000.000000000000 PA USD 2397817.500000000000 0.0008886195 Long DBT CORP US N 2 2051-01-15 Fixed 2.950000000000 N N N N N N AERCAP IRELAND CAPITAL DAC 549300TI38531ODB1G63 00774MAS4 1620000.000000000000 PA USD 1617236.280000000028 0.0005993399 Long DBT CORP IE N 2 2026-01-30 Fixed 1.750000000000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAX0 6132000.000000000000 PA USD 5575054.969999999739 0.0020660883 Long DBT CORP HK N 2 2031-02-09 Fixed 2.125000000000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAZ5 11021000.000000000000 PA USD 7491734.150000000373 0.0027764003 Long DBT CORP HK N 2 2051-02-09 Fixed 3.150000000000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAY8 14036000.000000000000 PA USD 10325204.429999999702 0.0038264707 Long DBT CORP HK N 2 2041-02-09 Fixed 2.700000000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 363576AB5 280000.000000000000 PA USD 196052.079999999987 0.0000726559 Long DBT CORP US N 2 2051-05-20 Fixed 3.500000000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAB9 2213000.000000000000 PA USD 2015401.229999999981 0.0007468979 Long DBT CORP US N 2 2031-05-28 Fixed 2.250000000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAA1 3628000.000000000000 PA USD 3591466.040000000037 0.0013309799 Long DBT CORP US N 2 2026-05-28 Fixed 1.200000000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAE3 5313000.000000000000 PA USD 5078446.990000000224 0.0018820478 Long DBT CORP US N 2 2028-05-28 Fixed 1.750000000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAQ5 5824000.000000000000 PA USD 5491548.610000000335 0.0020351413 Long DBT CORP US N 2 2028-09-01 Fixed 2.100000000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCN9 5735000.000000000000 PA USD 5815995.410000000149 0.0021553797 Long DBT CORP US N 2 2035-01-31 Fixed 5.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 25500000.000000000000 PA USD 14136213.150000000373 0.0052388120 Long DBT UST US N 2 2051-11-15 Fixed 1.875000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 10178000.000000000000 PA USD 6816511.940000000410 0.0025261663 Long DBT CORP US N 2 2053-09-15 Fixed 3.500000000000 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAF0 34531000.000000000000 PA USD 35307464.070000000298 0.0130847749 Long DBT CORP US N 2 2028-03-03 Fixed 4.875000000000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DS3 9635000.000000000000 PA USD 9921371.470000000671 0.0036768121 Long DBT CORP US N 2 2033-03-27 Fixed 5.125000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMT6 2781000.000000000000 PA USD 2884417.049999999814 0.0010689510 Long DBT CORP US N 2 2034-02-15 Fixed 5.400000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 10649000.000000000000 PA USD 10631844.460000000894 0.0039401100 Long DBT CORP US N 2 2028-01-10 Variable 3.887000000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AY7 971000.000000000000 PA USD 858108.630000000005 0.0003180109 Long DBT CORP CA N 2 2047-06-01 Fixed 4.950000000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AX9 7410000.000000000000 PA USD 7394839.139999999665 0.0027404915 Long DBT CORP CA N 2 2027-06-01 Fixed 3.850000000000 N N N N N N CLEVELAND ELECTRIC ILLUMINATING CO N/A 186108CK0 211000.000000000000 PA USD 207605.850000000006 0.0000769377 Long DBT CORP US Y 2 2028-04-01 Fixed 3.500000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175BK9 10000000.000000000000 PA USD 9952880.000000000000 0.0036884890 Long DBT CORP US N 2 2028-03-15 Fixed 4.200000000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AF5 4650000.000000000000 PA USD 4625541.000000000000 0.0017142031 Long DBT CORP CH Y 2 2029-01-12 Variable 3.869000000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAY4 2500000.000000000000 PA USD 2477965.000000000000 0.0009183218 Long DBT CORP US N 2 2028-02-15 Fixed 3.600000000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HJ5 3590000.000000000000 PA USD 3586901.830000000075 0.0013292884 Long DBT CORP US N 2 2028-03-01 Fixed 3.800000000000 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAJ4 2230000.000000000000 PA USD 2233632.669999999925 0.0008277734 Long DBT CORP US N 2 2028-06-15 Fixed 3.750000000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HM8 3650000.000000000000 PA USD 3683653.000000000000 0.0013651439 Long DBT CORP US N 2 2029-03-15 Fixed 4.250000000000 N N N N N N CDX HIGH GRADE ISSUER N/A N/A 1.000000000000 NC USD -1189588.850000000093 -0.0004408559 N/A DCR CORP US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 Y CDX 2030-12-20 0.000000000000 USD 66612365.649999998510 USD 2989346000.000000000000 USD -1189588.850000000093 N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748102 2022645.000000000000 NS USD 375241100.399999976158 0.1390625315 Long EC CORP US N 1 N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 46700000.000000000000 PA USD 44079065.240000002086 0.0163354877 Long DBT UST US N 2 2028-11-30 Fixed 1.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 4990000.000000000000 PA USD 3679643.470000000205 0.0013636580 Long DBT UST US N 2 2042-02-15 Fixed 2.375000000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DF0 4764000.000000000000 PA USD 3200717.220000000205 0.0011861703 Long DBT CORP US N 2 2050-08-15 Fixed 3.100000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175BT0 32976000.000000000000 PA USD 24795544.750000000000 0.0091891086 Long DBT CORP US N 2 2050-03-01 Fixed 4.800000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 3903000.000000000000 PA USD 3654363.290000000037 0.0013542893 Long DBT CORP US N 2 2031-01-29 Variable 2.666000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MP3 2785000.000000000000 PA USD 2785325.850000000093 0.0010322282 Long DBT CORP US N 2 2031-03-31 Variable 4.412000000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AP3 22618000.000000000000 PA USD 22410276.289999999106 0.0083051397 Long DBT CORP CH Y 2 2031-04-01 Variable 4.194000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175BV5 94326000.000000000000 PA USD 59607806.479999996722 0.0220903639 Long DBT CORP US N 2 2051-04-01 Fixed 3.700000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 85519000.000000000000 PA USD 80668464.939999997616 0.0298953418 Long DBT UST US N 2 2032-05-15 Fixed 2.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGP0 171747000.000000000000 PA USD 173558398.430000007153 0.0643199005 Long DBT UST US N 2 2028-02-29 Fixed 4.000000000000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAN5 6670000.000000000000 PA USD 6467785.610000000335 0.0023969300 Long DBT CORP US N 2 2027-06-20 Fixed 1.375000000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 44681000.000000000000 PA USD 44445620.490000002086 0.0164713313 Long DBT CORP US N 2 2027-12-15 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGS4 23000000.000000000000 PA USD 22961162.199999999255 0.0085092953 Long DBT UST US N 2 2030-03-31 Fixed 3.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHY0 13790000.000000000000 PA USD 13893156.099999999627 0.0051487363 Long DBT UST US N 2 2026-09-15 Fixed 4.625000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 533000.000000000000 PA USD 475342.729999999981 0.0001761597 Long DBT CORP US N 2 2031-01-15 Fixed 1.950000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 71957000.000000000000 PA USD 66697950.700000002980 0.0247179370 Long DBT CORP US N 2 2031-06-03 Variable 2.572000000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAR5 1080000.000000000000 PA USD 873689.760000000009 0.0003237852 Long DBT CORP US N 2 2040-04-05 Fixed 3.377000000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAP9 30000.000000000000 PA USD 29526.209999999999 0.0000109423 Long DBT CORP US N 2 2027-02-15 Fixed 2.493000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJG7 62722000.000000000000 PA USD 65907098.429999999702 0.0244248510 Long DBT UST US N 2 2030-10-31 Fixed 4.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPR6 514768000.000000000000 PA USD 512415355.810000002384 0.1898986451 Long DBT UST US N 2 2030-12-31 Fixed 3.625000000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAH0 13656000.000000000000 PA USD 13627773.050000000745 0.0050503866 Long DBT CORP FR Y 2 2027-01-26 Variable 1.247000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAM5 5000000.000000000000 PA USD 4988740.000000000000 0.0018488028 Long DBT CORP US N 2 2027-01-28 Variable 1.122000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPQ8 591956000.000000000000 PA USD 589597410.509999990463 0.2185019401 Long DBT UST US N 2 2032-12-31 Fixed 3.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 232835400.000000000000 PA USD 232389729.759999990463 0.0861225065 Long DBT UST US N 2 2027-12-31 Fixed 3.375000000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AT5 53787000.000000000000 PA USD 53637149.420000001788 0.0198776674 Long DBT CORP CH Y 2 2027-02-02 Variable 1.305000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175CA0 100054000.000000000000 PA USD 64666100.850000001490 0.0239649433 Long DBT CORP US N 2 2052-06-01 Fixed 3.900000000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250104 114682.000000000000 NS USD 193883682.840000003576 0.0718523523 Long EC CORP US N 1 N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JJ6 7655000.000000000000 PA USD 7271239.540000000037 0.0026946861 Long DBT NUSS LU N 2 2027-10-21 Fixed 0.625000000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BK2 8650000.000000000000 PA USD 8866717.099999999627 0.0032859623 Long DBT CORP US N 2 2029-03-01 Fixed 5.100000000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAU0 1350000.000000000000 PA USD 1363726.800000000047 0.0005053905 Long DBT CORP US N 2 2026-12-01 Fixed 4.850000000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JP2 19007000.000000000000 PA USD 18566626.820000000298 0.0068807018 Long DBT NUSS LU N 2 2026-10-26 Fixed 0.750000000000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT ZTMSNXROF84AHWJNKQ93 459058JN4 9000000.000000000000 PA USD 8544951.000000000000 0.0031667174 Long DBT NUSS US N 2 2027-11-24 Fixed 0.750000000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBA6 10750000.000000000000 PA USD 10169779.500000000000 0.0037688709 Long DBT CORP US N 2 2054-04-18 Fixed 5.750000000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AZ3 14859000.000000000000 PA USD 15263699.720000000671 0.0056566531 Long DBT CORP US Y 2 2029-09-25 Fixed 5.125000000000 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 25179MBG7 8831000.000000000000 PA USD 8795861.449999999255 0.0032597036 Long DBT CORP US N 2 2034-09-15 Fixed 5.200000000000 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 25179MBH5 34169000.000000000000 PA USD 31419591.420000001788 0.0116439482 Long DBT CORP US N 2 2054-09-15 Fixed 5.750000000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) N/A 251526CX5 8275000.000000000000 PA USD 8405091.279999999329 0.0031148861 Long DBT CORP US N 2 2030-09-11 Variable 4.999000000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853BD1 37644000.000000000000 PA USD 38788264.670000001788 0.0143747427 Long DBT CORP US Y 2 2030-01-13 Fixed 5.250000000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853BC3 30387000.000000000000 PA USD 30859457.079999998212 0.0114363651 Long DBT CORP US Y 2 2028-01-13 Fixed 4.950000000000 N N N N N N DOW CHEMICAL COMPANY (THE) ZQUIP1CSZO8LXRBSOU78 260543DL4 7668000.000000000000 PA USD 7603841.839999999851 0.0028179469 Long DBT CORP US N 2 2035-03-15 Fixed 5.350000000000 N N N N N N DOW CHEMICAL COMPANY (THE) ZQUIP1CSZO8LXRBSOU78 260543DM2 20250000.000000000000 PA USD 18444975.750000000000 0.0068356185 Long DBT CORP US N 2 2055-03-15 Fixed 5.950000000000 N N N N N N DOW CHEMICAL COMPANY (THE) ZQUIP1CSZO8LXRBSOU78 260543DP5 6005000.000000000000 PA USD 5982601.349999999627 0.0022171230 Long DBT CORP US N 2 2036-03-15 Fixed 5.650000000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738108 1414200.000000000000 NS USD 94991814.000000000000 0.0352035055 Long EC CORP US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773100 5137000.000000000000 NS USD 240462970.000000000000 0.0891144102 Long EC CORP US N 1 N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAU5 11175000.000000000000 PA USD 11131138.130000000820 0.0041251458 Long DBT CORP US N 2 2035-12-01 Fixed 4.850000000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) N/A 251526DD8 10000000.000000000000 PA USD 9968140.000000000000 0.0036941443 Long DBT CORP US N 2 2031-12-10 Variable 4.469000000000 N N N N N N ARROYO MORTGAGE TRUST ARRW_20-1 N/A 04285CAA9 242840.220000000001 PA USD 236104.799999999988 0.0000874993 Long ABS-CBDO CORP US Y 2 2055-03-25 Fixed 1.662000000000 N N N N N N ARROYO MORTGAGE TRUST ARRW_21-1R N/A 042853AA9 3217029.220000000205 PA USD 2917771.509999999776 0.0010813120 Long ABS-CBDO CORP US Y 2 2048-10-25 Variable 1.175000000000 N N N N N N ARROYO MORTGAGE TRUST ARRW_22-1 N/A 042855AA4 11183915.189999999478 PA USD 10943550.480000000447 0.0040556267 Long ABS-CBDO CORP US Y 2 2056-12-25 Variable 2.495000000000 N N N N N N AMSR TRUST AMSR_23-SFR2 N/A 00178YAA9 21941000.000000000000 PA USD 21747370.679999999702 0.0080594701 Long ABS-CBDO CORP US Y 2 2040-06-17 Fixed 3.950000000000 N N N N N N AMSR TRUST AMSR_21-SFR3 N/A 00180UAA3 4557198.000000000000 PA USD 4457586.769999999553 0.0016519600 Long ABS-CBDO CORP US Y 2 2038-10-17 Fixed 1.476000000000 N N N N N N ANGEL OAK MORTGAGE TRUST AOMT_24-2 254900NLG610771ZLP05 034942AA0 7000552.049999999814 PA USD 7065342.160000000149 0.0026183815 Long ABS-CBDO CORP US Y 2 2069-01-25 Variable 5.985000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWPA5 71579828.480000004172 PA USD 74404941.150000005960 0.0275741102 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCVN5 4477789.830000000075 PA USD 3624573.839999999851 0.0013432495 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.000000000000 N N N N N N BANK BANK_19-BN18 N/A 065402BC2 8720000.000000000000 PA USD 8401222.960000000894 0.0031134525 Long ABS-CBDO CORP US N 2 2062-05-15 Fixed 3.584000000000 N N N N N N BANK BANK_19-BN19 N/A 06540WBD4 5772052.000000000000 PA USD 5472026.509999999776 0.0020279065 Long ABS-CBDO CORP US N 2 2061-08-15 Fixed 3.183000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KX2E5 663154.810000000056 PA USD 537198.500000000000 0.0001990832 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426GXC4 30479.520000000000 PA USD 31318.740000000002 0.0000116066 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.000000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_19-B13 N/A 08162DAE8 8000000.000000000000 PA USD 7607448.000000000000 0.0028192833 Long ABS-CBDO CORP US N 2 2057-08-15 Fixed 2.952000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKNN4 5975596.860000000335 PA USD 5058420.419999999925 0.0018746261 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7DA8 864210.900000000023 PA USD 895039.030000000028 0.0003316971 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AMRZ6 376352.440000000002 PA USD 386896.710000000021 0.0001433820 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N0D51 230996.679999999993 PA USD 196692.519999999990 0.0000728933 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDY6 846738.839999999967 PA USD 720421.489999999991 0.0002669847 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NSE0 1608544.610000000102 PA USD 1652594.600000000093 0.0006124435 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A5TL2 63284.459999999999 PA USD 65179.260000000002 0.0000241551 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSKE4 26560865.160000000149 PA USD 26197804.690000001341 0.0097087793 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DM5P6 609999.800000000047 PA USD 516361.780000000028 0.0001913612 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426MZL9 63093.440000000002 PA USD 64837.089999999997 0.0000240283 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6E84 488551.590000000026 PA USD 502055.159999999974 0.0001860592 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWEF6 218773.269999999990 PA USD 185999.500000000000 0.0000689305 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BEHK7 68332.850000000006 PA USD 70251.979999999996 0.0000260350 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJD67 4889427.690000000410 PA USD 4138910.319999999832 0.0015338601 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHFU6 982792.609999999986 PA USD 831923.130000000005 0.0003083067 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNYA5 72725936.379999995232 PA USD 61562723.320000000298 0.0228148466 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6B33 125417.449999999997 PA USD 128845.490000000005 0.0000477495 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATKJ4 1428269.389999999898 PA USD 1468717.979999999981 0.0005442998 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 6.000000000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209S103 1929740.000000000000 NS USD 111268808.400000005960 0.0412356806 Long EC CORP US N 1 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855R100 1774352.000000000000 NS USD 307921046.079999983311 0.1141140459 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ARJX9 3643123.870000000112 PA USD 3744085.759999999776 0.0013875400 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425VF57 92742.190000000002 PA USD 95282.399999999994 0.0000353112 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426DSC7 941387.359999999986 PA USD 967516.510000000009 0.0003585569 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTAC0 999900.459999999963 PA USD 1027239.739999999991 0.0003806901 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DMTX3 433852.929999999993 PA USD 367263.880000000005 0.0001361062 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DMYP4 969869.520000000019 PA USD 820990.670000000042 0.0003042552 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNCX8 274536.780000000028 PA USD 233837.799999999988 0.0000866592 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MMVG0 379897.250000000000 PA USD 352284.039999999979 0.0001305548 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQVR4 410118.440000000002 PA USD 380308.570000000007 0.0001409405 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLV96 974916.209999999963 PA USD 904053.449999999953 0.0003350378 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 3.500000000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAX1 6593000.000000000000 PA USD 6678115.629999999888 0.0024748773 Long DBT CORP US N 2 2029-07-29 Variable 5.019000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GE7 7297000.000000000000 PA USD 5277212.290000000037 0.0019557093 Long DBT CORP US N 2 2045-02-01 Fixed 3.600000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400FC2 30338000.000000000000 PA USD 30711824.839999999851 0.0113816533 Long DBT CORP US N 2 2036-02-01 Fixed 5.625000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400FQ1 41062000.000000000000 PA USD 35933725.759999997914 0.0133168644 Long DBT CORP US N 2 2040-09-01 Fixed 4.500000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400ES8 14678000.000000000000 PA USD 15431040.109999999404 0.0057186686 Long DBT CORP US N 2 2034-01-15 Fixed 6.000000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400EV1 11807000.000000000000 PA USD 12203266.529999999329 0.0045224714 Long DBT CORP US N 2 2035-04-01 Fixed 5.750000000000 N N N N N N SCENTRE GROUP TRUST 1 549300SQ859FBKRKSI77 80622GAC8 7630000.000000000000 PA USD 7599434.219999999739 0.0028163135 Long DBT CORP AU Y 2 2027-03-23 Fixed 3.750000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GJ6 6136000.000000000000 PA USD 6068086.750000000000 0.0022488035 Long DBT CORP US N 2 2028-03-01 Fixed 3.650000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GQ0 29252000.000000000000 PA USD 29083420.719999998808 0.0107781746 Long DBT CORP US N 2 2029-03-01 Fixed 4.200000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GS6 14436000.000000000000 PA USD 13692892.460000000894 0.0050745195 Long DBT CORP US N 2 2029-08-01 Fixed 2.850000000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BK1 80000.000000000000 PA USD 60185.680000000000 0.0000223045 Long DBT CORP US N 2 2049-08-15 Fixed 3.800000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GT4 1317000.000000000000 PA USD 921718.250000000000 0.0003415843 Long DBT CORP US N 2 2050-02-01 Fixed 3.650000000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BM7 1500000.000000000000 PA USD 1021701.000000000000 0.0003786374 Long DBT CORP US N 2 2050-05-15 Fixed 3.300000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GU1 6852000.000000000000 PA USD 6224884.400000000373 0.0023069120 Long DBT CORP US N 2 2030-06-01 Fixed 2.250000000000 N N N N N N LELAND STANFORD JUNIOR UNIVERSITY/THE JIUV0DC2REIJXQ26CR37 85440KAC8 4000000.000000000000 PA USD 3870904.000000000000 0.0014345382 Long DBT CORP US N 2 2027-06-01 Fixed 1.289000000000 N N N N N N SHARP HEALTHCARE 549300DEPBQ9WUW1K512 819892AL4 15620000.000000000000 PA USD 9674450.060000000522 0.0035853043 Long DBT CORP US N 2 2050-08-01 Fixed 2.680000000000 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V. TAFO772JB70PDRN5VS48 82620KAZ6 10165000.000000000000 PA USD 10114998.369999999180 0.0037485693 Long DBT CORP NL Y 2 2026-03-11 Fixed 1.200000000000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BS0 2040000.000000000000 PA USD 2029192.080000000075 0.0007520087 Long DBT CORP US N 2 2026-03-15 Fixed 1.650000000000 N N N N N N ROCKEFELLER FOUNDATION 549300JU3NX0IK5I9038 77310VAA2 13095000.000000000000 PA USD 7951035.200000000186 0.0029466151 Long DBT CORP US N 2 2050-10-01 Fixed 2.492000000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236THW8 11861000.000000000000 PA USD 11853954.570000000298 0.0043930181 Long DBT CORP US N 2 2026-01-09 Fixed 0.800000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 1843572.000000000000 NS USD 327289337.160000026226 0.1212918406 Long EC CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 17816303.000000000000 NS USD 8616320456.860000610352 3.1931665628 Long EC CORP US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AY3 23554000.000000000000 PA USD 23878362.129999998957 0.0088492052 Long DBT CORP US N 2 2028-11-15 Fixed 5.250000000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAC7 5838000.000000000000 PA USD 6328415.349999999627 0.0023452800 Long DBT CORP FR Y 2 2033-05-23 Fixed 6.250000000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBZ7 8956000.000000000000 PA USD 9838873.519999999553 0.0036462388 Long DBT CORP CA N 2 2053-11-15 Fixed 6.700000000000 N N N N N N EUROBANK SA 213800KGF4EFNUQKAT69 N/A 11040000.000000000000 PA 14005086.710000000894 0.0051902172 Long DBT CORP GR N 2 2029-11-28 Variable 5.875000000000 N N N N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 91879Q109 874413.000000000000 NS USD 116122046.400000005960 0.0430342671 Long EC CORP US N 1 N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112103 14919312.000000000000 NS USD 4258120837.920000076294 1.5780389260 Long EC CORP US N 1 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E58 54925000.000000000000 PA USD 56138293.250000000000 0.0208045791 Long DBT CORP US N 2 2029-03-08 Fixed 5.800000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E66 118610000.000000000000 PA USD 120579400.439999997616 0.0446861409 Long DBT CORP US N 2 2034-03-08 Fixed 6.125000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -628505.449999999953 -0.0002329211 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2028-06-20 0.000000000000 USD 0.000000000000 USD 161300000.000000000000 USD -628505.449999999953 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 3031836.720000000205 0.0011235840 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2033-06-20 0.000000000000 USD 0.000000000000 USD 86900000.000000000000 USD 3031836.720000000205 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 656068.050000000047 0.0002431356 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2027-01-23 0.000000000000 USD 0.000000000000 USD 544500000.000000000000 USD 656068.050000000047 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 676910.250000000000 0.0002508597 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2027-01-23 0.000000000000 USD 0.000000000000 USD 589900000.000000000000 USD 676910.250000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 360244.169999999984 0.0001335047 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2027-01-23 0.000000000000 USD 0.000000000000 USD 328900000.000000000000 USD 360244.169999999984 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -1312449.600000000093 -0.0004863875 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-01-29 0.000000000000 USD 0.000000000000 USD 234500000.000000000000 USD -1312449.600000000093 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -1048831.199999999953 -0.0003886918 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-01-29 0.000000000000 USD 0.000000000000 USD 216000000.000000000000 USD -1048831.199999999953 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -849842.280000000028 -0.0003149474 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-01-29 0.000000000000 USD 0.000000000000 USD 176400000.000000000000 USD -849842.280000000028 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 4190350.759999999776 0.0015529237 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2027-02-20 0.000000000000 USD 0.000000000000 USD 1059400000.000000000000 USD 4190350.759999999776 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABR5 2727000.000000000000 PA USD 2720864.250000000000 0.0010083391 Long DBT CORP US N 2 2026-02-15 Fixed 2.250000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABS3 4834000.000000000000 PA USD 4615454.860000000335 0.0017104652 Long DBT CORP US N 2 2029-02-15 Fixed 2.625000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABZ7 1146000.000000000000 PA USD 1142299.570000000065 0.0004233307 Long DBT CORP US N 2 2026-02-15 Fixed 1.500000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 5000000.000000000000 PA USD 4985840.000000000000 0.0018477281 Long DBT CORP US N 2 2027-04-15 Fixed 3.750000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 244000.000000000000 PA USD 222983.790000000008 0.0000826367 Long DBT CORP US N 2 2031-02-15 Fixed 2.550000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 1074000.000000000000 PA USD 1031392.270000000019 0.0003822290 Long DBT CORP US N 2 2028-02-15 Fixed 2.050000000000 N N N N N N TRITON CONTAINER INTERNATIONAL LTD 549300O4LZFLCX53XZ54 89680YAC9 19690000.000000000000 PA USD 17772942.219999998808 0.0065865662 Long DBT CORP US Y 2 2031-06-15 Fixed 3.150000000000 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89114TZG0 5755000.000000000000 PA USD 5654857.250000000000 0.0020956627 Long DBT CORP CA N 2 2026-09-10 Fixed 1.250000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E74 10000000.000000000000 PA USD 10157520.000000000000 0.0037643276 Long DBT CORP US N 2 2027-05-17 Fixed 5.850000000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DM9 3499000.000000000000 PA USD 3556439.580000000075 0.0013179993 Long DBT CORP US N 2 2030-09-06 Variable 4.895000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G31 61655000.000000000000 PA USD 63243232.799999997020 0.0234376353 Long DBT CORP US N 2 2031-11-05 Fixed 6.054000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G56 101454000.000000000000 PA USD 105144490.700000002980 0.0389660382 Long DBT CORP US N 2 2035-02-07 Fixed 6.500000000000 N N N N N N CAPITAL GROUP CENTRAL CORPORATE BOND FUND N/A 14020L100 794411774.059000015259 NS USD 6752500079.500000000000 2.5024437725 Long EC RF US N 1 N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822V101 802672.000000000000 NS USD 71333460.640000000596 0.0264358345 Long EC CORP US N 1 N N N SK HYNIX INC 988400XAIK6XISWQV045 N/A 7192970.000000000000 NS 3257159487.630000114441 1.2070875054 Long EC CORP KR N 2 N N N TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 549300KB6NK5SBD14S87 N/A 19685000.000000000000 NS 961678737.500000000000 0.3563934749 Long EC CORP TW N 2 N N N CONSTELLATION ENERGY CORP 549300F8Y20RYGNGV346 21037T109 2965353.000000000000 NS USD 1047570254.309999942780 0.3882244544 Long EC CORP US N 1 N N N COMPAGNIE FINANCIERE RICHEMONT SA 549300YIPGJ6UX2QPS51 N/A 886941.000000000000 NS 191416244.909999996424 0.0709379318 Long EC CORP CH N 2 N N N CHURCH & DWIGHT CO INC POOXSI30AWAQGYJZC921 171340102 2300202.000000000000 NS USD 192871937.699999988079 0.0714774045 Long EC CORP US N 1 N N N CHARTER COMMUNICATIONS INC 0J0XRGZE3PBRFEZ7MV65 16119P108 1245116.000000000000 NS USD 259917965.000000000000 0.0963243369 Long EC CORP US N 1 N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523100 941627.000000000000 NS USD 259163999.210000008345 0.0960449209 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030N101 28132986.000000000000 NS USD 840894951.539999961853 0.3116315898 Long EC CORP US N 1 N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572Q105 543000.000000000000 NS USD 148282440.000000000000 0.0549527529 Long EC CORP US N 1 N N N CHIPOTLE MEXICAN GRILL INC 529900REP5VGTPCP1J71 169656105 24905247.000000000000 NS USD 921494139.000000000000 0.3415012577 Long EC CORP US N 1 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135B101 1170408.000000000000 NS USD 48162289.200000002980 0.0178487107 Long EC CORP US N 1 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189T107 23289036.000000000000 NS USD 892901640.240000009537 0.3309050163 Long EC CORP US N 1 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89114TZN5 2899000.000000000000 PA USD 2845875.830000000075 0.0010546678 Long DBT CORP CA N 2 2027-01-12 Fixed 1.950000000000 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89114TZQ8 2032000.000000000000 PA USD 1817331.389999999898 0.0006734942 Long DBT CORP CA N 2 2032-01-12 Fixed 2.450000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385XQ91 422899.109999999986 PA USD 434828.669999999984 0.0001611454 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385XTM9 377039.210000000021 PA USD 387513.359999999986 0.0001436106 Long ABS-MBS USGA US N 2 2033-12-01 Fixed 5.500000000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385101 38909919.000000000000 NS 1317928042.190000057220 0.4884177391 Long EC CORP CA N 1 N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040H105 5546981.000000000000 NS USD 1344366315.160000085831 0.4982156348 Long EC CORP US N 1 N N N PREF 2025-1A N/A 73747LAB4 8789033.910000000149 PA USD 8861728.009999999776 0.0032841134 Long ABS-O CORP US Y 2 2031-05-15 Fixed 4.900000000000 N N N N N N PEAC 2025-1A N/A 69392HAB9 8845000.000000000000 PA USD 8903085.119999999180 0.0032994402 Long ABS-O CORP US Y 2 2028-10-20 Fixed 4.940000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G49 66305000.000000000000 PA USD 68090527.349999994040 0.0252340191 Long DBT CORP US N 2 2029-11-07 Fixed 5.875000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397H48 43226000.000000000000 PA USD 43908063.049999997020 0.0162721152 Long DBT CORP US N 2 2030-09-05 Fixed 5.730000000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833100 16765183.000000000000 NS USD 4557782650.380000114441 1.6890921400 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287Y109 2670674.000000000000 NS USD 610222302.259999990463 0.2261454250 Long EC CORP US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 9284664.000000000000 NS USD 1163275552.559999942780 0.4311042766 Long EC CORP US N 1 N N N AFFRM 2024-A N/A 00834BAA5 12111000.000000000000 PA USD 12130256.490000000224 0.0044954142 Long ABS-O CORP US Y 2 2029-02-15 Fixed 5.610000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3 N/A 05377RJL9 3342000.000000000000 PA USD 3450417.819999999832 0.0012787081 Long ABS-O CORP US Y 2 2030-12-20 Fixed 5.580000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3 N/A 05377RJK1 16000000.000000000000 PA USD 16524800.000000000000 0.0061240107 Long ABS-O CORP US Y 2 2030-12-20 Fixed 5.230000000000 N N N N N N ACAR 2024-2 N/A 02531BAE9 12578000.000000000000 PA USD 12683265.279999999329 0.0047003566 Long ABS-O CORP US Y 2 2030-04-12 Fixed 6.240000000000 N N N N N N ACAR 2024-2 N/A 02531BAG4 14562000.000000000000 PA USD 14874063.660000000149 0.0055122558 Long ABS-O CORP US Y 2 2030-04-12 Fixed 6.530000000000 N N N N N N APID 2019-32A 549300CXPXW83QGWOL98 03768RAQ9 11141065.630000000820 PA USD 11148864.380000000820 0.0041317151 Long ABS-O CORP KY Y 2 2033-01-20 Variable 4.984440000000 N N N N N N ACAR 2024-3 N/A 02490BAE8 29744000.000000000000 PA USD 30039357.920000001788 0.0111324403 Long ABS-O CORP US Y 2 2030-07-12 Fixed 5.730000000000 N N N N N N ACAR 2024-3 N/A 02490BAC2 5044842.910000000149 PA USD 5054291.900000000373 0.0018730961 Long ABS-O CORP US Y 2 2028-08-14 Fixed 5.660000000000 N N N N N N ACAR 2024-3 N/A 02490BAG3 9497000.000000000000 PA USD 9691726.490000000224 0.0035917068 Long ABS-O CORP US Y 2 2030-07-12 Fixed 6.040000000000 N N N N N N PIPK 2020-6A 635400BKNXKWEO3G2J74 72132YAY1 5125000.000000000000 PA USD 5122488.750000000000 0.0018983695 Long ABS-O CORP US Y 2 2034-05-18 Variable 4.814770000000 N N N N N N SDART 2024-5 N/A 802920AD0 5613287.620000000112 PA USD 5623009.830000000075 0.0020838602 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.620000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397H89 73472000.000000000000 PA USD 72591658.500000000000 0.0269021165 Long DBT CORP US N 2 2035-10-31 Fixed 5.869000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YT4 2684000.000000000000 PA USD 2644381.479999999981 0.0009799949 Long DBT CORP US N 2 2027-11-02 Fixed 3.815000000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TJV8 7500000.000000000000 PA USD 7363320.000000000000 0.0027288107 Long DBT CORP US N 2 2027-01-13 Fixed 1.900000000000 N N N N N N TAKE-TWO INTERACTIVE SOFTWARE INC BOMSTHHJK882EWYX3334 874054AH2 8925000.000000000000 PA USD 8661364.429999999702 0.0032098596 Long DBT CORP US N 2 2032-04-14 Fixed 4.000000000000 N N N N N N ALLEG 2019-1A 254900MQVJ2U7KN3HP03 01750FAS5 9211484.599999999627 PA USD 9216090.339999999851 0.0034154384 Long ABS-O CORP KY Y 2 2032-04-20 Variable 5.014440000000 N N N N N N AXIS 2024-2A 254900VBZK8DVZNJFJ70 03238BAB9 8942485.970000000671 PA USD 9063066.449999999255 0.0033587285 Long ABS-O CORP US Y 2 2031-07-21 Fixed 5.190000000000 N N N N N N AFFRM 2024-B N/A 00835AAA6 40547000.000000000000 PA USD 40664018.640000000596 0.0150698880 Long ABS-O CORP US Y 2 2029-09-15 Fixed 4.620000000000 N N N N N N AVCCT 2024-2A N/A 05351KAK5 33250000.000000000000 PA USD 33331861.500000000000 0.0123526262 Long ABS-O CORP US Y 2 2029-05-15 Fixed 5.380000000000 N N N N N N SSTRT 2025-A 254900DVX7EZK9JMUP63 81378RAB0 1025744.550000000047 PA USD 1035160.880000000005 0.0003836256 Long ABS-O CORP US Y 2 2031-07-25 Fixed 5.038000000000 N N N N N N SCF EQUIPMENT TRUST LLC SCFET_25-1 N/A 78437DAB6 3540320.129999999888 PA USD 3553015.720000000205 0.0013167304 Long ABS-O CORP US Y 2 2030-07-22 Fixed 4.820000000000 N N N N N N TRANSPORTADORA DE GAS DEL PERU SA 529900SKHHNI5HVI0Y66 N/A 685800.000000000000 PA USD 685252.050000000047 0.0002539511 Long DBT CORP PE Y 2 2028-04-30 Fixed 4.250000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACT0 1653000.000000000000 PA USD 1112315.270000000019 0.0004122186 Long DBT CORP US N 2 2052-10-15 Fixed 3.400000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACS2 401000.000000000000 PA USD 379947.900000000023 0.0001408068 Long DBT CORP US N 2 2029-03-15 Fixed 2.400000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 2990000.000000000000 PA USD 2689119.290000000037 0.0009965746 Long DBT CORP US N 2 2032-03-15 Fixed 2.700000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KTHE8 1632218.270000000019 PA USD 1389791.419999999925 0.0005150500 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L6SP0 30368.049999999999 PA USD 25707.070000000000 0.0000095269 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.500000000000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 872882AM7 332000.000000000000 PA USD 334334.619999999995 0.0001239028 Long DBT CORP TW Y 2 2027-07-22 Fixed 4.375000000000 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89115A2M3 4872000.000000000000 PA USD 4984621.150000000373 0.0018472764 Long DBT CORP CA N 2 2028-01-10 Fixed 5.156000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L7XX5 15790115.759999999776 PA USD 13366348.779999999329 0.0049535040 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNL75 189901.850000000006 PA USD 161364.920000000013 0.0000598011 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAM4 4819000.000000000000 PA USD 4911447.700000000186 0.0018201587 Long DBT CORP US N 2 2034-01-26 Variable 5.122000000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAL6 4444000.000000000000 PA USD 4515970.580000000075 0.0016735968 Long DBT CORP US N 2 2029-01-26 Variable 4.873000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9TA3 354294.969999999972 PA USD 299913.169999999984 0.0001111464 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X7PF0 690447.060000000056 PA USD 585495.650000000023 0.0002169818 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACZ6 9232000.000000000000 PA USD 9409235.939999999478 0.0034870172 Long DBT CORP US N 2 2028-03-15 Fixed 4.950000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 2124000.000000000000 PA USD 2168096.359999999870 0.0008034860 Long DBT CORP US N 2 2033-07-15 Fixed 5.050000000000 N N N N N N ACAR 2024-4 N/A 024945AG2 12883000.000000000000 PA USD 13030768.009999999776 0.0048291394 Long ABS-O CORP US Y 2 2031-08-12 Fixed 5.340000000000 N N N N N N ACAR 2024-4 N/A 024945AC1 1664000.000000000000 PA USD 1666283.010000000009 0.0006175164 Long ABS-O CORP US Y 2 2028-11-13 Fixed 4.800000000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCL5 3920000.000000000000 PA USD 3992806.160000000149 0.0014797146 Long DBT CORP US N 2 2036-01-15 Fixed 5.200000000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCK7 4383000.000000000000 PA USD 4438168.820000000298 0.0016447638 Long DBT CORP US N 2 2031-01-15 Fixed 4.600000000000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 324360000.000000000000 PA USD 330795302.399999976158 0.1225911344 Long DBT NUSS LU Y 2 2030-08-17 Fixed 5.500000000000 N N N N N N ACAR 2024-4 N/A 024945AE7 6144000.000000000000 PA USD 6178523.139999999665 0.0022897307 Long ABS-O CORP US Y 2 2031-08-12 Fixed 4.910000000000 N N N N N N AFFRM 2024-X2 N/A 00833QAA3 685927.810000000056 PA USD 686137.699999999953 0.0002542793 Long ABS-O CORP US Y 2 2029-12-17 Fixed 5.220000000000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1 N/A 00258PAA1 15662054.669999999925 PA USD 15994685.390000000596 0.0059275528 Long ABS-O CORP US Y 2 2050-02-16 Fixed 5.943000000000 N N N N N N ACAR 2025-1 N/A 02528DAC4 2196000.000000000000 PA USD 2205541.620000000112 0.0008173630 Long ABS-O CORP US Y 2 2029-03-12 Fixed 4.900000000000 N N N N N N FCBSL 2019-2A N/A 34962DAN6 5786915.379999999888 PA USD 5785526.519999999553 0.0021440881 Long ABS-O CORP US Y 2 2032-10-20 Variable 4.934440000000 N N N N N N FIRST NATIONAL MASTER NOTE TRUST FNMNT_25-1 N/A 32113CCE8 20870000.000000000000 PA USD 21302363.789999999106 0.0078945527 Long ABS-O CORP US N 2 2030-02-15 Fixed 4.850000000000 N N N N N N FLATIRON CLO 28 LTD FLAT_24-1A 254900U51J2X527SRJ56 33884EAQ4 14120000.000000000000 PA USD 14146122.000000000000 0.0052424842 Long ABS-O CORP KY Y 2 2036-07-15 Variable 4.984540000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_25-2 N/A 34528QJU9 39291000.000000000000 PA USD 39455982.909999996424 0.0146221959 Long ABS-O CORP US N 2 2030-09-15 Fixed 4.060000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZR7 40891000.000000000000 PA USD 40966852.810000002384 0.0151821169 Long DBT CORP US N 2 2029-05-03 Fixed 5.113000000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 1077000.000000000000 PA USD 1044877.400000000023 0.0003872265 Long DBT CORP US N 2 2029-07-01 Fixed 3.500000000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BL6 31000000.000000000000 PA USD 30392121.000000000000 0.0112631726 Long DBT CORP US N 2 2055-09-15 Fixed 5.700000000000 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GBF4 19500000.000000000000 PA USD 19471062.000000000000 0.0072158811 Long DBT CORP NL Y 2 2028-09-30 Fixed 4.125000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A45 1310000.000000000000 PA USD 1303684.489999999991 0.0004831391 Long DBT CORP US N 2 2027-01-09 Fixed 4.271000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A86 5805000.000000000000 PA USD 5760400.190000000410 0.0021347764 Long DBT CORP US N 2 2027-08-17 Fixed 4.125000000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 6586000.000000000000 PA USD 7010243.780000000261 0.0025979623 Long DBT CORP US N 2 2034-06-08 Variable 5.867000000000 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89115A2U5 15000000.000000000000 PA USD 15555270.000000000000 0.0057647076 Long DBT CORP CA N 2 2028-07-17 Fixed 5.523000000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 6607000.000000000000 PA USD 7128741.580000000075 0.0026418770 Long DBT CORP US N 2 2029-10-30 Variable 7.161000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADE2 15000000.000000000000 PA USD 15324120.000000000000 0.0056790445 Long DBT CORP US N 2 2029-01-15 Fixed 4.850000000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAR3 4343000.000000000000 PA USD 4497076.610000000335 0.0016665948 Long DBT CORP US N 2 2030-01-24 Variable 5.435000000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BL1 2654000.000000000000 PA USD 2773252.180000000168 0.0010277538 Long DBT CORP CH Y 2 2030-09-13 Variable 5.617000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFL1 20690000.000000000000 PA USD 20317124.820000000298 0.0075294279 Long DBT CORP US N 2 2054-07-15 Fixed 5.625000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFH0 42546000.000000000000 PA USD 43626242.939999997616 0.0161676740 Long DBT CORP US N 2 2032-01-15 Fixed 4.950000000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PBB6 8365000.000000000000 PA USD 8400542.890000000596 0.0031132004 Long DBT CORP US N 2 2031-01-15 Fixed 4.400000000000 N N N N N N ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 29250RAX4 1799000.000000000000 PA USD 2090876.959999999963 0.0007748689 Long DBT CORP US N 2 2045-10-15 Fixed 7.375000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B36 65993000.000000000000 PA USD 62345236.929999999702 0.0231048424 Long DBT CORP US N 2 2030-11-13 Fixed 4.000000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B51 1895000.000000000000 PA USD 1825533.090000000084 0.0006765337 Long DBT CORP US N 2 2028-02-16 Fixed 2.900000000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAQ0 2395000.000000000000 PA USD 2389589.700000000186 0.0008855704 Long DBT CORP US N 2 2026-04-15 Fixed 3.375000000000 N N N N N N EMERA US FINANCE LP N/A 29103DAJ5 4430000.000000000000 PA USD 4416661.269999999553 0.0016367932 Long DBT CORP US N 2 2026-06-15 Fixed 3.550000000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAE8 6812000.000000000000 PA USD 6697210.990000000224 0.0024819539 Long DBT CORP US N 2 2028-01-15 Fixed 3.300000000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AM9 17463000.000000000000 PA USD 17276879.350000001490 0.0064027277 Long DBT CORP US N 2 2028-03-15 Fixed 4.125000000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBD8 43573000.000000000000 PA USD 43279317.979999996722 0.0160391053 Long DBT CORP IT Y 2 2028-01-12 Fixed 3.875000000000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAC0 1101000.000000000000 PA USD 1064196.870000000112 0.0003943862 Long DBT CORP US N 2 2027-07-15 Fixed 1.350000000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_25-2 N/A 34528QJW5 2062000.000000000000 PA USD 2068181.879999999888 0.0007664582 Long ABS-O CORP US N 2 2030-09-15 Fixed 4.330000000000 N N N N N N FCBSL 2020-1A N/A 34962XAN2 4329000.000000000000 PA USD 4331034.629999999888 0.0016050604 Long ABS-O CORP US Y 2 2033-10-20 Variable 5.028120000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFJ6 13690000.000000000000 PA USD 14026678.169999999925 0.0051982189 Long DBT CORP US N 2 2034-07-15 Fixed 5.150000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFG2 20000000.000000000000 PA USD 20503160.000000000000 0.0075983716 Long DBT CORP US N 2 2030-01-15 Fixed 4.800000000000 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 10194000.000000000000 PA USD 8920901.919999999925 0.0033060430 Long DBT CORP US N 2 2031-08-15 Fixed 2.000000000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BW9 4265000.000000000000 PA USD 2624663.939999999944 0.0009726877 Long DBT CORP US N 2 2051-08-12 Fixed 3.050000000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CB4 41000000.000000000000 PA USD 33986581.000000000000 0.0125952620 Long DBT CORP US N 2 2052-08-05 Fixed 4.900000000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBV8 24225000.000000000000 PA USD 28616919.829999998212 0.0106052917 Long DBT CORP IT Y 2 2033-11-21 Variable 8.248000000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CG3 39000000.000000000000 PA USD 39749424.000000000000 0.0147309437 Long DBT CORP US N 2 2033-02-10 Fixed 5.200000000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCB1 1127000.000000000000 PA USD 1340055.969999999972 0.0004966182 Long DBT CORP IT Y 2 2054-06-20 Variable 7.778000000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BF9 45000000.000000000000 PA USD 45608130.000000000000 0.0169021517 Long DBT CORP NL N 2 2027-09-11 Variable 6.083000000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXP9 30000000.000000000000 PA USD 31031940.000000000000 0.0115002864 Long DBT CORP US N 2 2034-04-11 Fixed 5.100000000000 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 532457BV9 77000.000000000000 PA USD 75878.960000000006 0.0000281204 Long DBT CORP US N 2 2029-03-15 Fixed 3.375000000000 N N N N N N EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 291011BL7 1480000.000000000000 PA USD 1433224.600000000093 0.0005311461 Long DBT CORP US N 2 2027-10-15 Fixed 1.800000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 14156000.000000000000 PA USD 14772408.859999999404 0.0054745831 Long DBT CORP US N 2 2030-04-22 Variable 5.581000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEE2 25109000.000000000000 PA USD 25615473.640000000596 0.0094929703 Long DBT CORP US N 2 2028-04-22 Variable 5.571000000000 N N N N N N FCBSL 2020-1A N/A 34962XAQ5 3112000.000000000000 PA USD 3113618.240000000224 0.0011538918 Long ABS-O CORP US Y 2 2033-10-20 Variable 5.328120000000 N N N N N N FCBSL 2020-1A N/A 34962XAS1 4313000.000000000000 PA USD 4316321.009999999776 0.0015996076 Long ABS-O CORP US Y 2 2033-10-20 Variable 5.628120000000 N N N N N N FIAOT 2025-1A N/A 32059WAG7 1689000.000000000000 PA USD 1694810.159999999916 0.0006280884 Long ABS-O CORP US Y 2 2031-01-15 Fixed 4.390000000000 N N N N N N FIAOT 2025-1A N/A 32059WAC6 5001000.000000000000 PA USD 5007251.250000000000 0.0018556630 Long ABS-O CORP US Y 2 2028-12-15 Fixed 4.310000000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAK9 234000.000000000000 PA USD 170261.679999999993 0.0000630982 Long DBT CORP US N 2 2050-06-15 Fixed 3.750000000000 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAN8 5500000.000000000000 PA USD 5230654.000000000000 0.0019384550 Long DBT CORP NL Y 2 2028-07-12 Variable 2.125000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 7591000.000000000000 PA USD 7794545.070000000298 0.0028886206 Long DBT CORP US N 2 2030-07-22 Variable 4.995000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEK8 9162000.000000000000 PA USD 9455513.830000000075 0.0035041676 Long DBT CORP US N 2 2035-07-22 Variable 5.294000000000 N N N N N N MERCHANTS FLEET FUNDING LLC MFF_23-1 254900Z2OOQUA5IN2X83 588926AA3 6329615.709999999963 PA USD 6358130.629999999888 0.0023562924 Long ABS-O CORP US Y 2 2036-05-20 Fixed 7.210000000000 N N N N N N MBALT 2024-A N/A 58770JAD6 4770000.000000000000 PA USD 4817399.490000000224 0.0017853049 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.320000000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJU5 17500000.000000000000 PA USD 18194802.500000000000 0.0067429055 Long DBT CORP US N 2 2036-02-12 Variable 5.424000000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJT8 15000000.000000000000 PA USD 15412635.000000000000 0.0057118478 Long DBT CORP US N 2 2031-02-12 Variable 5.046000000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 4209000.000000000000 PA USD 3686461.069999999832 0.0013661846 Long DBT CORP US N 2 2032-03-15 Fixed 2.350000000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AW7 10848000.000000000000 PA USD 11559227.419999999925 0.0042837936 Long DBT CORP US N 2 2029-11-15 Fixed 6.950000000000 N N N N N N MISSION LANE CREDIT MASTER TRUST MLANE_24-A N/A 60510MBA5 2595000.000000000000 PA USD 2608787.240000000224 0.0009668039 Long ABS-O CORP US Y 2 2029-08-15 Fixed 6.590000000000 N N N N N N MARBLE POINT CLO XV LTD MP15_19-1A 549300CO8XB55W8SS394 56606YAW5 23253688.690000001341 PA USD 23262990.170000001788 0.0086211513 Long ABS-O CORP KY Y 2 2032-07-23 Variable 4.899800000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 6527000.000000000000 PA USD 6124926.360000000335 0.0022698680 Long DBT UST US N 2 2028-07-31 Fixed 1.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 38263500.000000000000 PA USD 33347535.620000001043 0.0123584349 Long DBT UST US N 2 2031-08-15 Fixed 1.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCW9 37000.000000000000 PA USD 36329.379999999997 0.0000134635 Long DBT UST US N 2 2026-08-31 Fixed 0.750000000000 N N N N N N ARES1 2024-IND N/A 03990DAA5 3356000.000000000000 PA USD 3364621.560000000056 0.0012469124 Long ABS-CBDO CORP US Y 2 2041-07-15 Variable 5.441750000000 N N N N N N FIAOT 2025-1A N/A 32059WAJ1 5000000.000000000000 PA USD 5017450.000000000000 0.0018594426 Long ABS-O CORP US Y 2 2031-12-15 Fixed 4.750000000000 N N N N N N FIAOT 2025-1A N/A 32059WAE2 4775000.000000000000 PA USD 4799018.250000000000 0.0017784929 Long ABS-O CORP US Y 2 2030-07-15 Fixed 4.250000000000 N N N N N N AOMT 2024-8 254900BM1HTLL3SKQ481 03465QAA2 16333337.500000000000 PA USD 16418156.519999999553 0.0060844892 Long ABS-CBDO CORP US Y 2 2069-05-27 Variable 5.338000000000 N N N N N N ATLX 2024-RPL1 N/A 049915AA9 7459565.709999999963 PA USD 7301191.669999999925 0.0027057862 Long ABS-CBDO CORP US Y 2 2064-04-25 Variable 3.850000000000 N N N N N N AHPT 2024-ATRM N/A 04963XAJ3 8855000.000000000000 PA USD 9061985.630000000820 0.0033583279 Long ABS-CBDO CORP US Y 2 2029-11-10 Variable 7.934870000000 N N N N N N AOMT 2024-7 254900Q2UY574S9NQF08 03466CAA2 18659917.589999999851 PA USD 18808711.769999999553 0.0069704173 Long ABS-CBDO CORP US Y 2 2069-05-25 Variable 5.621000000000 N N N N N N FIAOT 2025-1A N/A 32059WAL6 2500000.000000000000 PA USD 2511975.000000000000 0.0009309257 Long ABS-O CORP US Y 2 2033-12-15 Fixed 5.220000000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K734 N/A 3137FLN34 4311383.759999999776 PA USD 4299247.209999999963 0.0015932802 Long ABS-CBDO USGA US N 2 2026-02-25 Fixed 3.208000000000 N N N N N N MMP 2025-A N/A 55317QAA2 1180631.370000000112 PA USD 1191739.929999999935 0.0004416530 Long ABS-O CORP US Y 2 2031-12-15 Fixed 5.360000000000 N N N N N N MMAF 2025-B N/A 06764YAB4 4995000.000000000000 PA USD 5006083.910000000149 0.0018552304 Long ABS-O CORP US Y 2 2029-02-13 Fixed 4.020000000000 N N N N N N ALA 2025-OANA N/A 009920AA7 78778000.000000000000 PA USD 79201116.640000000596 0.0293515496 Long ABS-CBDO CORP US Y 2 2040-06-15 Variable 5.493630000000 N N N N N N AMSR 2025-SFR1 N/A 00182MAE1 3802000.000000000000 PA USD 3599364.810000000056 0.0013339071 Long ABS-CBDO CORP US Y 2 2042-06-17 Fixed 3.655000000000 N N N N N N AMSR 2025-SFR1 N/A 00182MAG6 3834000.000000000000 PA USD 3594290.649999999907 0.0013320267 Long ABS-CBDO CORP US Y 2 2042-06-17 Fixed 3.655000000000 N N N N N N AMSR 2025-SFR1 N/A 00182MAC5 3167000.000000000000 PA USD 3030689.149999999907 0.0011231587 Long ABS-CBDO CORP US Y 2 2042-06-17 Fixed 3.655000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEL6 27745000.000000000000 PA USD 28175408.190000001341 0.0104416696 Long DBT CORP US N 2 2028-07-22 Variable 4.979000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEQ5 29611000.000000000000 PA USD 30033845.079999998212 0.0111303973 Long DBT CORP US N 2 2030-10-22 Variable 4.603000000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCC5 14075000.000000000000 PA USD 14075295.580000000075 0.0052162363 Long DBT CORP US N 2 2026-01-10 Fixed 5.050000000000 N N N N N N EUROBANK SA 213800KGF4EFNUQKAT69 N/A 25426000.000000000000 PA 32320628.210000000894 0.0119778680 Long DBT CORP GR N 2 2029-01-26 Variable 7.000000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEP7 38803000.000000000000 PA USD 39189012.240000002086 0.0145232578 Long DBT CORP US N 2 2028-10-22 Variable 4.505000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEV4 102000.000000000000 PA USD 105446.169999999998 0.0000390778 Long DBT CORP US N 2 2031-01-24 Variable 5.140000000000 N N N N N N AMSR 2025-SFR1 N/A 00182MAA9 14005000.000000000000 PA USD 13526295.099999999627 0.0050127793 Long ABS-CBDO CORP US Y 2 2042-06-17 Fixed 3.655000000000 N N N N N N AMSR 2025-SFR2 N/A 00180BAA5 22260000.000000000000 PA USD 21954192.120000001043 0.0081361171 Long ABS-CBDO CORP US Y 2 2042-11-17 Fixed 4.275000000000 N N N N N N BANK BANK_18-BN10 N/A 065404BA2 486292.710000000021 PA USD 480154.719999999972 0.0001779430 Long ABS-CBDO CORP US N 2 2061-02-17 Fixed 3.428000000000 N N N N N N BANK 18-BN10-A5 549300GL0Y86051URC66 065404BB0 795000.000000000000 PA USD 788182.880000000005 0.0002920968 Long ABS-CBDO CORP US N 2 2061-02-15 Fixed 3.688000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEX0 44521000.000000000000 PA USD 46727238.159999996424 0.0173168878 Long DBT CORP US N 2 2036-04-22 Variable 5.572000000000 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DF9 1425000.000000000000 PA USD 1441896.229999999981 0.0005343597 Long DBT CORP US N 2 2035-01-15 Fixed 5.100000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_18-B2 N/A 08161CAE1 3811944.000000000000 PA USD 3783503.089999999851 0.0014021479 Long ABS-CBDO CORP US N 2 2051-02-15 Variable 3.881900000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_18-B2 N/A 08161CAD3 11250000.000000000000 PA USD 11143991.250000000000 0.0041299091 Long ABS-CBDO CORP US N 2 2051-02-15 Fixed 3.614700000000 N N N N N N BANK 2018-BN12 N/A 06541KBA5 9618000.000000000000 PA USD 9624790.310000000522 0.0035669006 Long ABS-CBDO CORP US N 2 2061-05-15 Variable 4.255000000000 N N N N N N BMARK 2018-B7 N/A 08162TBB8 11155584.000000000000 PA USD 11208048.710000000894 0.0041536485 Long ABS-CBDO CORP US N 2 2053-05-15 Variable 4.510000000000 N N N N N N NELNET STUDENT LOAN TRUST NSLT_21-A N/A 64035DAB2 17478443.989999998361 PA USD 16546126.310000000522 0.0061319141 Long ABS-O CORP US Y 2 2062-04-20 Fixed 1.360000000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C N/A 63942JAA5 16693585.859999999404 PA USD 15322374.720000000671 0.0056783977 Long ABS-O CORP US Y 2 2069-10-15 Fixed 1.060000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_18-B8 N/A 08162UAW0 9988000.000000000000 PA USD 9914867.859999999404 0.0036744019 Long ABS-CBDO CORP US N 2 2052-01-15 Fixed 4.231700000000 N N N N N N BANK 2019-BN16 N/A 065405AE2 3422000.000000000000 PA USD 3394521.339999999851 0.0012579931 Long ABS-CBDO CORP US N 2 2052-02-15 Fixed 4.005000000000 N N N N N N BANK 19-BN17 N/A 065403BC0 405000.000000000000 PA USD 398460.469999999972 0.0001476675 Long ABS-CBDO CORP US N 2 2052-04-15 Fixed 3.714000000000 N N N N N N DC COMMERCIAL MORTGAGE TRUST DC_23-DC N/A 24023AAE0 5439000.000000000000 PA USD 5632149.769999999553 0.0020872474 Long ABS-CBDO CORP US Y 2 2040-09-12 Variable 7.140490000000 N N N N N N DURST 2025-151 N/A 266895AA9 43974000.000000000000 PA USD 44902862.799999997020 0.0166407831 Long ABS-CBDO CORP US Y 2 2042-08-10 Variable 5.316890000000 N N N N N N ELM TRUST ELM_24-ELM N/A 26860XAA9 14463000.000000000000 PA USD 14548577.570000000298 0.0053916323 Long ABS-CBDO CORP US Y 2 2039-06-10 Variable 5.994230000000 N N N N N N GCI FUNDING I LLC GCI_21-1 N/A 36166VAE5 2674597.209999999963 PA USD 2514420.930000000168 0.0009318322 Long ABS-O CORP US Y 2 2046-06-18 Fixed 2.380000000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1 N/A 36265UAA5 22705000.000000000000 PA USD 23540044.489999998361 0.0087238263 Long ABS-O CORP US Y 2 2035-10-11 Fixed 5.910000000000 N N N N N N NELNET STUDENT LOAN TRUST NSLT_21-B N/A 64034QAB4 29607976.539999999106 PA USD 28088554.399999998510 0.0104094820 Long ABS-O CORP US Y 2 2062-04-20 Fixed 1.420000000000 N N N N N N NELNET STUDENT LOAN TRUST NSLT_21-C N/A 64035GAB5 31410394.239999998361 PA USD 29520053.890000000596 0.0109399888 Long ABS-O CORP US Y 2 2062-04-20 Fixed 1.320000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWD59 33153.669999999998 PA USD 28197.529999999999 0.0000104499 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMCE2 1024843.790000000037 PA USD 867533.339999999967 0.0003215036 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNLM2 88334.059999999998 PA USD 75211.330000000002 0.0000278730 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPXC6 13956786.550000000745 PA USD 11870721.490000000224 0.0043992318 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EJN1 482203.690000000002 PA USD 410268.059999999998 0.0001520434 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MJ6G5 66598.779999999999 PA USD 56663.169999999998 0.0000209991 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BDP58 275953.080000000016 PA USD 233816.420000000013 0.0000866512 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BBTH2 448165.700000000012 PA USD 380889.750000000000 0.0001411559 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MKFT4 94999.059999999998 PA USD 80857.210000000006 0.0000299653 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGKJ9 283291.700000000012 PA USD 240938.459999999992 0.0000892906 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BBB40 348093.919999999984 PA USD 296074.419999999984 0.0001097237 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XC6S2 19741.240000000002 PA USD 16812.840000000000 0.0000062308 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KMMG7 5402768.559999999590 PA USD 4573470.599999999627 0.0016949060 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHV5 1488094.540000000037 PA USD 1265215.179999999935 0.0004688826 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MA2S2 1264153.469999999972 PA USD 1075721.280000000028 0.0003986571 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EDC1 441252.869999999995 PA USD 375424.559999999998 0.0001391305 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KMYC3 530683.939999999944 PA USD 449228.200000000012 0.0001664818 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KM4Q5 224589.170000000013 PA USD 190115.410000000003 0.0000704558 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDJD7 13079603.269999999553 PA USD 11091503.570000000298 0.0041104574 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNWQ1 48430404.759999997914 PA USD 40995369.020000003278 0.0151926849 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FX2U5 26073463.730000000447 PA USD 24600599.839999999851 0.0091168630 Long ABS-MBS USGA US N 2 2063-12-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWKN2 32019.419999999998 PA USD 32526.130000000001 0.0000120540 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMM2 2999755.069999999832 PA USD 3118200.399999999907 0.0011555899 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FFZ5 46889739.390000000596 PA USD 44516931.020000003278 0.0164977587 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVXD1 33769970.770000003278 PA USD 35022769.149999998510 0.0129792683 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6Y80 6237875.929999999702 PA USD 6353208.019999999553 0.0023544681 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M4LE6 2150968.700000000186 PA USD 1905902.379999999888 0.0007063182 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLUH9 175422.119999999995 PA USD 156309.700000000012 0.0000579276 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 28622HAC5 1718000.000000000000 PA USD 1556944.370000000112 0.0005769960 Long DBT CORP US N 2 2053-02-15 Fixed 5.125000000000 N N N N N N BANK5 2023-5YR1 N/A 06644EAG3 4739000.000000000000 PA USD 4916409.200000000186 0.0018219974 Long ABS-CBDO CORP US N 2 2056-04-15 Variable 6.260000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132E0SH6 1399438.639999999898 PA USD 1239552.780000000028 0.0004593722 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.000000000000 N N N N N N NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1 N/A 63943BAA1 49061183.649999998510 PA USD 46917111.799999997020 0.0173872540 Long ABS-O CORP KY Y 2 2046-11-15 Fixed 2.771000000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G N/A 63942KAA2 17718656.129999998957 PA USD 16113576.230000000447 0.0059716132 Long ABS-O CORP US Y 2 2070-04-15 Fixed 1.580000000000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-C19 N/A 05553RAC4 13312000.000000000000 PA USD 13815925.759999999776 0.0051201151 Long ABS-CBDO CORP US N 2 2056-04-15 Fixed 5.451000000000 N N N N N N BMO MORTGAGE TRUST BMO_23-C5 N/A 055988AD1 4929209.000000000000 PA USD 5168250.990000000224 0.0019153287 Long ABS-CBDO CORP US N 2 2056-06-15 Fixed 5.765300000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ETV2 3015945.720000000205 PA USD 2556179.870000000112 0.0009473079 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 2.500000000000 N N N N N N NAROT 2023-B N/A 65480MAD5 5008192.669999999925 PA USD 5050541.950000000186 0.0018717063 Long ABS-O CORP US N 2 2028-03-15 Fixed 5.930000000000 N N N N N N NMEF 2024-A N/A 62919UAB9 7483522.259999999776 PA USD 7532995.830000000075 0.0027916917 Long ABS-O CORP US Y 2 2031-12-15 Fixed 5.150000000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-2 N/A 36268DAA0 38047000.000000000000 PA USD 39965748.259999997914 0.0148111124 Long ABS-O CORP US Y 2 2036-08-11 Fixed 5.770000000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1 N/A 36268GAD7 7866990.969999999739 PA USD 7916584.480000000447 0.0029338478 Long ABS-O CORP US N 2 2028-12-18 Fixed 4.850000000000 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-1 N/A 37988XAB1 3350671.759999999776 PA USD 3373694.229999999981 0.0012502747 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.240000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CV5 183000.000000000000 PA USD 186971.649999999994 0.0000692908 Long DBT CORP US N 2 2040-05-01 Fixed 5.705000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CU7 17340000.000000000000 PA USD 17525052.480000000447 0.0064946994 Long DBT CORP US N 2 2027-05-01 Fixed 5.040000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 12115000.000000000000 PA USD 11895391.400000000373 0.0044083743 Long DBT CORP US N 2 2060-05-01 Fixed 5.930000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 588000.000000000000 PA USD 498899.770000000019 0.0001848898 Long DBT CORP US Y 2 2036-11-15 Fixed 3.187000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 14470000.000000000000 PA USD 13054226.259999999776 0.0048378329 Long DBT CORP US N 2 2032-10-20 Variable 2.572000000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2T0 21352000.000000000000 PA USD 21027428.250000000000 0.0077926629 Long DBT CORP FR Y 2 2028-01-20 Variable 2.591000000000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 20778000.000000000000 PA USD 20948421.160000000149 0.0077633833 Long DBT CORP GB N 2 2028-03-16 Fixed 4.448000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBW4 3753000.000000000000 PA USD 3789238.970000000205 0.0014042736 Long DBT CORP US N 2 2032-03-16 Fixed 4.742000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBV6 8087000.000000000000 PA USD 7651466.530000000261 0.0028355964 Long DBT CORP US N 2 2052-03-16 Fixed 5.650000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBR1 219000.000000000000 PA USD 218138.890000000014 0.0000808412 Long DBT CORP US Y 2 2029-04-15 Fixed 4.000000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 2471000.000000000000 PA USD 2420196.240000000224 0.0008969130 Long DBT CORP US Y 2 2032-04-15 Fixed 4.150000000000 N N N N N N BMO MORTGAGE TRUST BMO_23-5C1 N/A 055986AF0 25283000.000000000000 PA USD 26713512.140000000596 0.0098998980 Long ABS-CBDO CORP US N 2 2056-08-15 Variable 7.117370000000 N N N N N N BMO MORTGAGE TRUST BMO_23-5C1 N/A 055986AC7 44520000.000000000000 PA USD 46634789.039999999106 0.0172826266 Long ABS-CBDO CORP US N 2 2056-08-15 Variable 6.534000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKP3 4654000.000000000000 PA USD 4673793.459999999963 0.0017320852 Long DBT CORP US N 2 2028-04-27 Variable 4.376000000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CP2 10377000.000000000000 PA USD 9798471.869999999180 0.0036312661 Long DBT CORP US N 2 2028-12-01 Fixed 2.272000000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CL1 10095000.000000000000 PA USD 9855152.900000000373 0.0036522719 Long DBT CORP US N 2 2027-02-01 Fixed 1.915000000000 N N N N N N BANK OF NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBL0 18829000.000000000000 PA USD 19467717.339999999851 0.0072146416 Long DBT CORP US N 2 2028-10-25 Variable 5.802000000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 25000000.000000000000 PA USD 28596500.000000000000 0.0105977242 Long DBT CORP GB N 2 2033-11-02 Variable 7.437000000000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09261BAJ9 7000000.000000000000 PA USD 7229313.000000000000 0.0026791483 Long DBT CORP US Y 2 2027-11-03 Fixed 5.900000000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LGV2 5000000.000000000000 PA USD 5130815.000000000000 0.0019014551 Long DBT CORP CA N 2 2028-02-01 Fixed 5.203000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAN2 22514000.000000000000 PA USD 22527936.170000001788 0.0083487439 Long DBT CORP FR Y 2 2027-01-18 Variable 5.975000000000 N N N N N N NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH) 549300E2IPL06NDXMZ63 63253QAJ3 15000000.000000000000 PA USD 15292425.000000000000 0.0056672985 Long DBT CORP US N 2 2027-06-11 Fixed 5.087000000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBR9 10000000.000000000000 PA USD 10221940.000000000000 0.0037882014 Long DBT CORP JP N 2 2027-07-02 Fixed 5.594000000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBV0 8675000.000000000000 PA USD 9172788.849999999627 0.0033993910 Long DBT CORP JP N 2 2034-07-03 Fixed 5.783000000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBQ1 15000000.000000000000 PA USD 15121800.000000000000 0.0056040657 Long DBT CORP JP N 2 2027-07-02 Variable 3.660000000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAS5 7892000.000000000000 PA USD 8062822.339999999851 0.0029880428 Long DBT CORP US N 2 2028-04-15 Fixed 4.875000000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAQ1 1607000.000000000000 PA USD 1578901.610000000102 0.0005851333 Long DBT CORP US N 2 2027-02-14 Fixed 2.000000000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CF3 4487000.000000000000 PA USD 2962627.000000000000 0.0010979352 Long DBT CORP US N 2 2050-05-15 Fixed 3.050000000000 N N N N N N NOVANT HEALTH INC 549300ZUXEGFGE8EP917 66988AAH7 25939000.000000000000 PA USD 17342115.050000000745 0.0064269037 Long DBT CORP US N 2 2051-11-01 Fixed 3.168000000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBY5 516000.000000000000 PA USD 505312.090000000026 0.0001872662 Long DBT CORP US N 2 2027-01-15 Fixed 1.875000000000 N N N N N N NATIONAL AUSTRALIA BANK LTD F8SB4JFBSYQFRQEH3Z21 6325C0EB3 3750000.000000000000 PA USD 3681615.000000000000 0.0013643887 Long DBT CORP AU Y 2 2027-01-12 Fixed 1.887000000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CP1 1966000.000000000000 PA USD 1667457.000000000000 0.0006179515 Long DBT CORP US N 2 2053-06-01 Fixed 4.550000000000 N N N N N N NATIONAL SECURITIES CLEARING CORP 549300RYC9NELN2ICA34 637639AH8 6000000.000000000000 PA USD 6145950.000000000000 0.0022776593 Long DBT CORP US Y 2 2027-11-21 Fixed 5.100000000000 N N N N N N RPM 2025-6A N/A 76100JAC1 4644000.000000000000 PA USD 4656678.120000000112 0.0017257423 Long ABS-O CORP US Y 2 2034-08-25 Fixed 5.013000000000 N N N N N N NATIONAL AUSTRALIA BANK LTD F8SB4JFBSYQFRQEH3Z21 632525BC4 650000.000000000000 PA USD 705983.849999999977 0.0002616342 Long DBT CORP AU Y 2 2033-01-12 Fixed 6.429000000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WEZ2 5893000.000000000000 PA USD 5876305.129999999888 0.0021777302 Long DBT CORP US Y 2 2033-01-28 Fixed 4.550000000000 N N N N N N NMEF 2025-A N/A 62919VAB7 6809512.490000000224 PA USD 6837043.349999999627 0.0025337751 Long ABS-O CORP US Y 2 2032-07-15 Fixed 4.720000000000 N N N N N N NAVEL 2025-A N/A 63943EAA5 11867876.839999999851 PA USD 12009864.119999999180 0.0044507974 Long ABS-O CORP US Y 2 2055-07-15 Fixed 5.020000000000 N N N N N N RPM 2025-6A N/A 76100JAE7 2500000.000000000000 PA USD 2511475.000000000000 0.0009307405 Long ABS-O CORP US Y 2 2034-08-25 Fixed 5.534000000000 N N N N N N SBA TOWER TRUST N/A 78403DAT7 99657000.000000000000 PA USD 97518659.750000000000 0.0361399422 Long DBT CORP US Y 2 2026-11-15 Fixed 1.631000000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CQ9 7243000.000000000000 PA USD 7226428.019999999553 0.0026780792 Long DBT CORP US N 2 2033-03-01 Fixed 4.450000000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KCL2 7175000.000000000000 PA USD 7264120.679999999702 0.0026920479 Long DBT CORP US N 2 2027-09-01 Fixed 4.685000000000 N N N N N N NORTHWESTERN MUTUAL GLOBAL FUNDING 635400LZXFVELZDVP257 66815L2M0 20000000.000000000000 PA USD 20466460.000000000000 0.0075847708 Long DBT CORP US Y 2 2028-06-12 Fixed 4.900000000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WFD0 20000000.000000000000 PA USD 20468480.000000000000 0.0075855194 Long DBT CORP US Y 2 2028-06-13 Fixed 4.900000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3 N/A 96041CAL6 9545000.000000000000 PA USD 9648391.439999999478 0.0035756471 Long ABS-O CORP US Y 2 2028-09-15 Fixed 6.020000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3 N/A 96041CAJ1 8183719.620000000112 PA USD 8202828.610000000335 0.0030399285 Long ABS-O CORP US Y 2 2028-09-15 Fixed 5.920000000000 N N N N N N NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH) 549300E2IPL06NDXMZ63 63253QAE4 12000000.000000000000 PA USD 12296328.000000000000 0.0045569595 Long DBT CORP US N 2 2028-06-13 Fixed 4.900000000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AK4 25000000.000000000000 PA USD 26049325.000000000000 0.0096537535 Long DBT CORP GB N 2 2029-09-13 Variable 5.808000000000 N N N N N N NMEF 2025-B N/A 62919WAB5 10157000.000000000000 PA USD 10200725.890000000596 0.0037803395 Long ABS-O CORP US Y 2 2033-01-18 Fixed 4.640000000000 N N N N N N NEWARK BSL CLO NBCLO_17-1A N/A 65023PAN0 4371963.400000000373 PA USD 4375111.209999999963 0.0016213950 Long ABS-O CORP US Y 2 2030-07-25 Variable 5.089590000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3 N/A 96041CAN2 5314000.000000000000 PA USD 5436694.950000000186 0.0020148128 Long ABS-O CORP US Y 2 2029-03-15 Fixed 6.470000000000 N N N N N N WFLOOR 2024-1A N/A 96043GAA9 5364000.000000000000 PA USD 5372416.120000000112 0.0019909914 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.430000000000 N N N N N N WLAKE 2024-1A N/A 96043RAG2 5627000.000000000000 PA USD 5772103.450000000186 0.0021391135 Long ABS-O CORP US Y 2 2029-10-15 Fixed 6.020000000000 N N N N N N WLAKE 2024-1A N/A 96043RAF4 4187000.000000000000 PA USD 4235699.000000000000 0.0015697295 Long ABS-O CORP US Y 2 2029-02-15 Fixed 5.650000000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAH4 2400000.000000000000 PA USD 2477452.799999999814 0.0009181320 Long DBT CORP US N 2 2028-06-28 Fixed 5.350000000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAJ0 1270000.000000000000 PA USD 1334152.780000000028 0.0004944305 Long DBT CORP US N 2 2034-02-15 Fixed 5.550000000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CS5 36463000.000000000000 PA USD 34856659.000000000000 0.0129177087 Long DBT CORP US N 2 2054-08-01 Fixed 5.350000000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EL5 80448000.000000000000 PA USD 82108285.819999992847 0.0304289324 Long DBT CORP US N 2 2034-10-01 Fixed 5.550000000000 N N N N N N WLAKE 2024-1A N/A 96043RAD9 753066.890000000014 PA USD 753507.430000000051 0.0002792462 Long ABS-O CORP US Y 2 2027-05-17 Fixed 5.440000000000 N N N N N N WINDR 2015-1A 549300H4V7OE3OL7II20 97316XAE2 16351622.550000000745 PA USD 16365521.429999999702 0.0060649829 Long ABS-O CORP KY Y 2 2030-10-20 Variable 5.684440000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EK7 73000000.000000000000 PA USD 74796749.000000000000 0.0277193123 Long DBT CORP US N 2 2032-01-01 Fixed 5.375000000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EJ0 47294000.000000000000 PA USD 48500753.700000002980 0.0179741440 Long DBT CORP US N 2 2029-08-01 Fixed 5.200000000000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBM8 15908350.509999999776 PA USD 16108668.460000000894 0.0059697944 Long ABS-O CORP US Y 2 2039-02-18 Fixed 5.490000000000 N N N N N N WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-A N/A 981464HR4 8090000.000000000000 PA USD 8253110.580000000075 0.0030585627 Long ABS-O CORP US N 2 2031-02-15 Fixed 5.470000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCZ6 15000000.000000000000 PA USD 15003870.000000000000 0.0055603614 Long DBT CORP US N 2 2032-02-03 Fixed 5.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2476388000.000000000000 PA USD 2495154315.900000095367 0.9246920853 Long DBT UST US N 2 2030-07-31 Fixed 3.875000000000 N N N N N N WLAKE 2024-2A N/A 96042YAE3 7827000.000000000000 PA USD 7901583.480000000447 0.0029282885 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.620000000000 N N N N N N WLAKE 2024-2A N/A 96042YAG8 6004000.000000000000 PA USD 6134863.179999999702 0.0022735505 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.910000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 356500000.000000000000 PA USD 359340877.199999988079 0.1331699859 Long DBT UST US N 2 2035-08-15 Fixed 4.250000000000 N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UM8 1468431000.000000000000 PA USD 1446855049.630000114441 0.5361974626 Long DBT UST US N 2 2055-08-15 Fixed 4.750000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UN6 245000000.000000000000 PA USD 247718446.500000000000 0.0918032546 Long DBT UST US N 2 2045-08-15 Fixed 4.875000000000 N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 936000000.000000000000 PA USD 932307199.200000047684 0.3455085253 Long DBT UST US N 2 2030-10-31 Fixed 3.625000000000 N N N N N WLAKE 2024-2A N/A 96042YAF0 17000000.000000000000 PA USD 17274108.000000000000 0.0064017006 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.680000000000 N N N N N N WOSAT 2024-A N/A 98164LAD1 18199000.000000000000 PA USD 18294526.550000000745 0.0067798628 Long ABS-O CORP US N 2 2030-02-15 Fixed 4.980000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPE5 305000000.000000000000 PA USD 305087992.500000000000 0.1130641300 Long DBT UST US N 2 2027-10-31 Fixed 3.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 476614000.000000000000 PA USD 470135004.610000014305 0.1742297520 Long DBT UST US N 2 2035-11-15 Fixed 4.000000000000 N N N N N WOSAT 2024-A N/A 98164LAB5 1249904.729999999981 PA USD 1250694.669999999925 0.0004635014 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.370000000000 N N N N N N WEF 2024-1A N/A 97415AAB8 4403010.580000000075 PA USD 4430027.450000000186 0.0016417467 Long ABS-O CORP US Y 2 2032-09-20 Fixed 4.990000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 620100000.000000000000 PA USD 598687202.879999995232 0.2218705731 Long DBT UST US N 2 2055-11-15 Fixed 4.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UQ9 462808000.000000000000 PA USD 452828748.779999971390 0.1678161376 Long DBT UST US N 2 2045-11-15 Fixed 4.625000000000 N N N N N WHEELS FLEET LEASE FUNDING LLC WFLF_24-2 N/A 96328GBT3 22388948.239999998361 PA USD 22616419.949999999255 0.0083815355 Long ABS-O CORP US Y 2 2039-06-21 Fixed 4.870000000000 N N N N N N WLAKE 2024-3A N/A 96043CAG5 18000000.000000000000 PA USD 18234990.000000000000 0.0067577988 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.210000000000 N N N N N N OCTAGON INVESTMENT PARTNERS LTD 18-18X N/A N/A 234870.230000000010 PA USD 234986.959999999992 0.0000870850 Long ABS-O CORP US Y 2 2031-04-16 Variable 5.115240000000 N N N N N N ONDECK ASSET SECURITIZATION TRUST LLC ONDK_23-1 N/A 67108SAB4 6822000.000000000000 PA USD 6869849.509999999776 0.0025459329 Long ABS-O CORP US Y 2 2030-08-19 Fixed 8.250000000000 N N N N N N WLAKE 2024-3A N/A 96043CAE0 28358000.000000000000 PA USD 28489099.030000001192 0.0105579219 Long ABS-O CORP US Y 2 2029-11-15 Fixed 4.720000000000 N N N N N N WLAKE 2024-3A N/A 96043CAF7 16701000.000000000000 PA USD 16827994.399999998510 0.0062363731 Long ABS-O CORP US Y 2 2029-11-15 Fixed 4.920000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 489000000.000000000000 PA USD 484205355.000000000000 0.1794441556 Long DBT UST US N 2 2030-11-30 Fixed 3.500000000000 N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 105117300.000000000000 PA USD 104916494.420000001788 0.0388815439 Long DBT UST US N 2 2027-11-30 Fixed 3.375000000000 N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AV4 16325000.000000000000 PA USD 17112420.050000000745 0.0063417799 Long DBT CORP US N 2 2032-03-30 Fixed 5.750000000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AU6 17280000.000000000000 PA USD 17604172.800000000745 0.0065240210 Long DBT CORP US N 2 2028-03-30 Fixed 5.050000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPM7 33200000.000000000000 PA USD 32834282.079999998212 0.0121682257 Long DBT UST US N 2 2032-11-30 Fixed 3.750000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 508138800.000000000000 PA USD 507563180.370000004768 0.1881004524 Long DBT UST US N 2 2028-12-15 Fixed 3.500000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADP9 39000000.000000000000 PA USD 39365976.000000000000 0.0145888397 Long DBT CORP US Y 2 2027-03-25 Fixed 4.850000000000 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AQ2 17732000.000000000000 PA USD 18474864.410000000149 0.0068466951 Long DBT CORP US N 2 2033-07-31 Fixed 5.400000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RR1 21085784.070000000298 PA USD 15905480.919999999925 0.0058944941 Long DBT UST US N 2 2046-02-15 Fixed 1.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RE0 24780000.000000000000 PA USD 21316276.379999998957 0.0078997086 Long DBT UST US N 2 2044-02-15 Fixed 3.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V98 1900000.000000000000 PA USD 1873741.050000000047 0.0006943993 Long DBT UST US N 2 2027-02-15 Fixed 2.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828U24 47200000.000000000000 PA USD 46583265.920000001788 0.0172635324 Long DBT UST US N 2 2026-11-15 Fixed 2.000000000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AY5 35000000.000000000000 PA USD 35395220.000000000000 0.0131172968 Long DBT CORP GB N 2 2027-08-07 Variable 5.985000000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAZ6 8800000.000000000000 PA USD 8920032.000000000000 0.0033057206 Long DBT CORP GB N 2 2028-01-05 Variable 5.462000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 734000.000000000000 PA USD 722990.000000000000 0.0002679366 Long DBT UST US N 2 2027-05-15 Fixed 2.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RX8 55603000.000000000000 PA USD 41819361.039999999106 0.0154980523 Long DBT UST US N 2 2047-05-15 Fixed 3.000000000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAX1 3088000.000000000000 PA USD 3252297.040000000037 0.0012052855 Long DBT CORP GB N 2 2035-01-05 Variable 5.679000000000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YDD8 15000000.000000000000 PA USD 15522945.000000000000 0.0057527281 Long DBT CORP JP N 2 2030-05-26 Variable 5.376000000000 N N N N N N FS COMMERCIAL TRUST FS_23-4SZN N/A 30334RAA2 12117000.000000000000 PA USD 12340679.820000000298 0.0045733961 Long ABS-CBDO CORP US Y 2 2039-11-10 Fixed 7.066260000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXW5 89121.679999999993 PA USD 92742.250000000000 0.0000343698 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RY6 82381000.000000000000 PA USD 58960188.799999997020 0.0218503599 Long DBT UST US N 2 2047-08-15 Fixed 2.750000000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BE3 12575000.000000000000 PA USD 12837100.730000000447 0.0047573673 Long DBT CORP US N 2 2029-03-15 Fixed 5.050000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFP5 553000.000000000000 PA USD 564034.010000000009 0.0002090283 Long DBT CORP US N 2 2028-04-13 Variable 5.652000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFQ3 49364000.000000000000 PA USD 51444248.320000000298 0.0190649889 Long DBT CORP US N 2 2030-04-18 Variable 5.656000000000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YDG1 15000000.000000000000 PA USD 15742365.000000000000 0.0058340441 Long DBT CORP JP N 2 2035-07-10 Variable 5.594000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 9090000.000000000000 PA USD 9360463.859999999404 0.0034689425 Long DBT CORP US N 2 2035-07-19 Variable 5.320000000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8V7 31250000.000000000000 PA USD 29098375.000000000000 0.0107837166 Long DBT CORP US N 2 2054-08-15 Fixed 5.400000000000 N N N N N N PNFED 2025-A N/A 706916AE3 800000.000000000000 PA USD 800098.400000000023 0.0002965126 Long ABS-O CORP US Y 2 2031-07-15 Fixed 4.370000000000 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3 N/A 76088TAB7 6618540.219999999739 PA USD 6632776.700000000186 0.0024580749 Long ABS-O CORP US Y 2 2030-11-25 Fixed 6.580000000000 N N N N N N REACH 2024-2A N/A 75525HAA8 758445.020000000019 PA USD 761622.150000000023 0.0002822535 Long ABS-O CORP US Y 2 2031-07-15 Fixed 5.880000000000 N N N N N N WLAKE 2024-3A N/A 96043CAD2 12741000.000000000000 PA USD 12783898.949999999255 0.0047376509 Long ABS-O CORP US Y 2 2028-04-17 Fixed 4.710000000000 N N N N N N ACAR 2024-4 N/A 024945AA5 1349737.550000000047 PA USD 1350135.719999999972 0.0005003537 Long ABS-O CORP US Y 2 2028-03-13 Fixed 4.810000000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC WFLF_24-3 N/A 96328GBZ9 16787404.960000000894 PA USD 16970656.269999999553 0.0062892429 Long ABS-O CORP US Y 2 2039-09-19 Fixed 4.800000000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EF6 3750000.000000000000 PA USD 3692403.750000000000 0.0013683869 Long DBT CORP AU N 2 2034-07-24 Variable 4.110000000000 N N N N N N BMO MORTGAGE TRUST BMO_23-C6 N/A 055985AJ4 26680000.000000000000 PA USD 28626866.280000001192 0.0106089778 Long ABS-CBDO CORP US N 2 2056-09-15 Variable 6.550400000000 N N N N N N BMO MORTGAGE TRUST BMO_23-C6 N/A 055985AE5 2210000.000000000000 PA USD 2343934.839999999851 0.0008686509 Long ABS-CBDO CORP US N 2 2056-09-15 Variable 5.956200000000 N N N N N N MICHIGAN STATE UNIVERSITY N/A 594712WY3 10670000.000000000000 PA USD 7644969.639999999665 0.0028331887 Long DBT MUN US N 2 2122-08-15 Fixed 4.165000000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAR1 3750000.000000000000 PA USD 3717371.250000000000 0.0013776398 Long DBT CORP US N 2 2028-01-15 Fixed 3.600000000000 N N N N N N GINNIE MAE II POOL N/A 36179WB49 6125030.709999999963 PA USD 6079956.610000000335 0.0022532024 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179V4Z0 269432.599999999977 PA USD 267185.799999999988 0.0000990178 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179WLP1 71429362.760000005364 PA USD 61690754.869999997318 0.0228622945 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179WVU9 11703012.109999999404 PA USD 10107364.919999999925 0.0037457404 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179W5D6 109997273.909999996424 PA USD 101375467.590000003576 0.0375692565 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179WZA9 34583040.429999999702 PA USD 31135941.289999999106 0.0115388288 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179WXJ2 56246844.600000001490 PA USD 48577756.079999998212 0.0180026807 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179W2U1 5788481.360000000335 PA USD 4999233.500000000000 0.0018526917 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.500000000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QBB9 681000.000000000000 PA USD 684766.609999999986 0.0002537712 Long DBT CORP US N 2 2032-01-15 Fixed 4.350000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFU4 9567000.000000000000 PA USD 9684855.869999999180 0.0035891606 Long DBT CORP US N 2 2030-10-18 Variable 4.654000000000 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748CD2 8250000.000000000000 PA USD 7948809.000000000000 0.0029457901 Long DBT CORP US N 2 2055-03-15 Fixed 5.400000000000 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748CC4 9250000.000000000000 PA USD 9373820.500000000000 0.0034738924 Long DBT CORP US N 2 2035-03-15 Fixed 5.000000000000 N N N N N N BBCMS 2023-C21 N/A 05553WAE9 7890000.000000000000 PA USD 8495983.560000000522 0.0031485703 Long ABS-CBDO CORP US N 2 2056-09-15 Variable 6.000000000000 N N N N N N BANK5 BANK5_23-5YR4 N/A 06211FBA5 6605000.000000000000 PA USD 7047270.799999999814 0.0026116844 Long ABS-CBDO CORP US N 2 2056-12-15 Variable 7.274000000000 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 720198AK6 3607000.000000000000 PA USD 3645869.029999999795 0.0013511414 Long DBT CORP US N 2 2033-01-15 Fixed 5.625000000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081FD0 22236000.000000000000 PA USD 22344556.149999998510 0.0082807841 Long DBT CORP US N 2 2030-11-15 Fixed 4.200000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HP5 41014000.000000000000 PA USD 40915074.229999996722 0.0151629280 Long DBT CORP US N 2 2026-03-01 Fixed 2.950000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JN8 45549000.000000000000 PA USD 38551079.390000000596 0.0142868430 Long DBT CORP US N 2 2050-07-01 Fixed 4.950000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JC2 11424000.000000000000 PA USD 11510902.369999999180 0.0042658846 Long DBT CORP US N 2 2028-08-01 Fixed 4.650000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JP3 154125000.000000000000 PA USD 154125000.000000000000 0.0571179773 Long DBT CORP US N 2 2026-01-01 Fixed 3.150000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADA0 2151000.000000000000 PA USD 2191862.549999999814 0.0008122936 Long DBT CORP US N 2 2028-07-15 Fixed 4.800000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADB8 506000.000000000000 PA USD 496837.349999999977 0.0001841255 Long DBT CORP US N 2 2054-01-15 Fixed 5.750000000000 N N N N N N BANK OF NOVA SCOTIA/THE L3I9ZG2KFGXZ61BMYR72 06418GAD9 20000000.000000000000 PA USD 20605000.000000000000 0.0076361130 Long DBT CORP CA N 2 2028-06-12 Fixed 5.250000000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AU2 5000000.000000000000 PA USD 5001955.000000000000 0.0018537003 Long DBT CORP CH Y 2 2027-01-12 Variable 5.711000000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 31449000.000000000000 PA USD 31847490.280000001192 0.0118025254 Long DBT CORP US N 2 2029-02-01 Variable 4.653000000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 5309000.000000000000 PA USD 5349597.919999999925 0.0019825350 Long DBT CORP US N 2 2034-02-01 Variable 4.839000000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 1529000.000000000000 PA USD 1632129.520000000019 0.0006048593 Long DBT CORP US N 2 2034-06-12 Variable 5.836000000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BJ6 19450000.000000000000 PA USD 20122133.649999998510 0.0074571651 Long DBT CORP CH Y 2 2030-02-08 Variable 5.428000000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJQ4 6051000.000000000000 PA USD 6268230.900000000373 0.0023229760 Long DBT CORP US N 2 2030-01-23 Variable 5.384000000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CM2 10262000.000000000000 PA USD 10397335.259999999776 0.0038532020 Long DBT CORP US Y 2 2029-08-15 Fixed 4.950000000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CQ3 14450000.000000000000 PA USD 14853241.699999999255 0.0055045393 Long DBT CORP US Y 2 2030-03-27 Fixed 5.350000000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CR1 30000000.000000000000 PA USD 31190550.000000000000 0.0115590665 Long DBT CORP US Y 2 2032-03-25 Fixed 5.650000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGZ1 43423000.000000000000 PA USD 44150335.250000000000 0.0163619001 Long DBT CORP US N 2 2035-04-02 Fixed 5.250000000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AJ2 10834000.000000000000 PA USD 10950649.679999999702 0.0040582576 Long DBT CORP US N 2 2028-04-01 Fixed 4.750000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHA5 654000.000000000000 PA USD 661284.910000000033 0.0002450690 Long DBT CORP US Y 2 2037-07-02 Fixed 5.401000000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CW0 49509000.000000000000 PA USD 49803033.950000002980 0.0184567628 Long DBT CORP US Y 2 2028-09-11 Fixed 4.550000000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CV2 20000000.000000000000 PA USD 20070760.000000000000 0.0074381263 Long DBT CORP US Y 2 2027-09-11 Fixed 4.450000000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CX8 59000000.000000000000 PA USD 59591062.000000000000 0.0220841585 Long DBT CORP US Y 2 2030-09-11 Fixed 4.850000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHG2 28768000.000000000000 PA USD 28534921.660000000149 0.0105749035 Long DBT CORP US N 2 2036-01-15 Fixed 5.000000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHJ6 12643000.000000000000 PA USD 12499995.029999999329 0.0046324375 Long DBT CORP US N 2 2055-11-30 Fixed 5.875000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHH0 6791000.000000000000 PA USD 6746457.830000000075 0.0025002045 Long DBT CORP US N 2 2045-11-30 Fixed 5.750000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHF4 26665000.000000000000 PA USD 26652014.149999998510 0.0098771072 Long DBT CORP US N 2 2033-01-15 Fixed 4.750000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHK3 7643000.000000000000 PA USD 7551459.790000000037 0.0027985344 Long DBT CORP US N 2 2065-11-30 Fixed 6.000000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGJ7 1933000.000000000000 PA USD 1765884.419999999925 0.0006544282 Long DBT CORP US N 2 2031-03-21 Fixed 2.550000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFW9 5537000.000000000000 PA USD 3298086.370000000112 0.0012222548 Long DBT CORP US N 2 2056-10-30 Fixed 2.987000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGL2 858000.000000000000 PA USD 618902.000000000000 0.0002293621 Long DBT CORP US N 2 2041-09-03 Fixed 2.850000000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAF3 20401000.000000000000 PA USD 13595308.000000000000 0.0050383552 Long DBT CORP US N 2 2050-06-22 Fixed 4.000000000000 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804GG3 5700000.000000000000 PA USD 5078306.700000000186 0.0018819958 Long DBT CORP US N 2 2032-03-30 Fixed 2.400000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGN8 20548000.000000000000 PA USD 18113904.469999998808 0.0067129251 Long DBT CORP US N 2 2032-03-15 Fixed 2.355000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGT5 8462000.000000000000 PA USD 8683018.980000000447 0.0032178847 Long DBT CORP US N 2 2033-05-09 Fixed 5.050000000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CC4 11240000.000000000000 PA USD 12077863.320000000298 0.0044759976 Long DBT CORP US Y 2 2030-11-16 Fixed 6.450000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3L5 28680000.000000000000 PA USD 29279067.839999999851 0.0108506805 Long DBT CORP US N 2 2028-04-22 Variable 5.707000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3P6 5345000.000000000000 PA USD 5537746.049999999814 0.0020522618 Long DBT CORP US N 2 2031-01-24 Variable 5.244000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 56616000.000000000000 PA USD 33278647.010000001639 0.0123329051 Long DBT UST US N 2 2050-02-15 Fixed 2.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SM1 2709100.825999999885 PA USD 1560272.979999999981 0.0005782296 Long DBT UST US N 2 2050-02-15 Fixed 0.250000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EV98 2668538.419999999925 PA USD 2746830.669999999925 0.0010179621 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EZM5 182492.000000000000 PA USD 187741.750000000000 0.0000695762 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.000000000000 N N N N N N PNFED 2025-A N/A 706916AD5 2199000.000000000000 PA USD 2207692.649999999907 0.0008181602 Long ABS-O CORP US Y 2 2031-05-15 Fixed 4.190000000000 N N N N N N PNFED 2025-A N/A 706916AC7 6190000.000000000000 PA USD 6209349.940000000410 0.0023011550 Long ABS-O CORP US Y 2 2030-07-15 Fixed 4.030000000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_23-1 N/A 361886CR3 17626000.000000000000 PA USD 17735263.570000000298 0.0065726026 Long ABS-O CORP US Y 2 2028-06-15 Fixed 5.340000000000 N N N N N N GLS AUTO RECEIVABLES TRUST GCAR_23-3A N/A 36267PAG1 2414000.000000000000 PA USD 2435487.009999999776 0.0009025797 Long ABS-O CORP US Y 2 2029-05-15 Fixed 6.010000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 22310000.000000000000 PA USD 19583492.670000001788 0.0072575474 Long DBT UST US N 2 2030-05-15 Fixed 0.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 352000000.000000000000 PA USD 361889404.800000011921 0.1341144579 Long DBT UST US N 2 2045-05-15 Fixed 5.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNS6 267666960.000000000000 PA USD 267102264.000000000000 0.0989868033 Long DBT UST US N 2 2035-07-15 Fixed 1.875000000000 N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNP2 1075420600.000000000000 PA USD 1081734501.880000114441 0.4008855588 Long DBT UST US N 2 2027-07-31 Fixed 3.875000000000 N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FG8 35690000.000000000000 PA USD 37530265.630000002682 0.0139085344 Long DBT UST US N 2 2029-02-15 Fixed 5.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 3743000.000000000000 PA USD 2790875.870000000112 0.0010342851 Long DBT UST US N 2 2048-02-15 Fixed 3.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 10125000.000000000000 PA USD 9973463.179999999702 0.0036961171 Long DBT UST US N 2 2028-02-15 Fixed 2.750000000000 N N N N N N BANK_20-BN26 N/A 06540JBG6 17962000.000000000000 PA USD 16496785.769999999553 0.0061136288 Long ABS-CBDO CORP US N 2 2063-03-15 Fixed 2.403000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_20-B17 N/A 08162MAX6 17048000.000000000000 PA USD 15428678.669999999925 0.0057177935 Long ABS-CBDO CORP US N 2 2053-03-15 Fixed 2.289000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1 N/A 10568YAA6 1296793.239999999991 PA USD 1280665.020000000019 0.0004746082 Long ABS-CBDO CORP US Y 2 2059-05-26 Variable 2.500000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_20-B19 N/A 08162WBC9 21651575.000000000000 PA USD 19220687.719999998808 0.0071230936 Long ABS-CBDO CORP US N 2 2053-09-15 Fixed 1.850000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2 N/A 10569BAA5 2127232.640000000130 PA USD 2016865.429999999935 0.0007474405 Long ABS-CBDO CORP US Y 2 2059-05-25 Variable 2.000000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_20-B20 N/A 08162XBG8 3950000.000000000000 PA USD 3499320.799999999814 0.0012968313 Long ABS-CBDO CORP US N 2 2053-10-15 Fixed 2.034100000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_20-B22 N/A 08163BBG5 6710000.000000000000 PA USD 5747296.169999999925 0.0021299201 Long ABS-CBDO CORP US N 2 2054-01-15 Fixed 2.163000000000 N N N N N N BMARK 2021-B25 N/A 08163DAE7 2138000.000000000000 PA USD 1924760.159999999916 0.0007133068 Long ABS-CBDO CORP US N 2 2054-04-15 Fixed 2.577000000000 N N N N N N BMARK 2021-B28 N/A 08163GAU4 4870000.000000000000 PA USD 4307773.110000000335 0.0015964398 Long ABS-CBDO CORP US N 2 2054-08-15 Fixed 2.223700000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF N/A 12434CAA2 40403152.289999999106 PA USD 40314063.340000003576 0.0149401963 Long ABS-CBDO CORP US Y 2 2034-09-15 Variable 4.453600000000 N N N N N N BX TRUST BX_21-ACNT N/A 05609QAA4 35523897.869999997318 PA USD 35510256.689999997616 0.0131599289 Long ABS-CBDO CORP US Y 2 2038-11-15 Variable 4.715000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1 N/A 10569XAA7 1579401.270000000019 PA USD 1458499.679999999935 0.0005405129 Long ABS-CBDO CORP US Y 2 2061-09-25 Fixed 2.750000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST BX_22-AHP N/A 05610FAA5 20501000.000000000000 PA USD 20493968.160000000149 0.0075949652 Long ABS-CBDO CORP US Y 2 2039-01-17 Variable 4.740120000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM8 N/A 10567MAA3 24079472.079999998212 PA USD 24271915.219999998808 0.0089950540 Long ABS-CBDO CORP US Y 2 2063-10-25 Variable 6.394000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST BX_24-KING N/A 05612RAA7 41921116.460000000894 PA USD 41970960.670000001788 0.0155542344 Long ABS-CBDO CORP US Y 2 2034-05-15 Variable 5.291160000000 N N N N N N GLS AUTO RECEIVABLES TRUST GCAR_23-3A N/A 36267PAJ5 2182000.000000000000 PA USD 2236958.029999999795 0.0008290058 Long ABS-O CORP US Y 2 2029-05-15 Fixed 6.440000000000 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST GSAR_23-2 N/A 36269EAB5 2047198.209999999963 PA USD 2056693.120000000112 0.0007622005 Long ABS-O CORP US Y 2 2028-06-15 Fixed 6.370000000000 N N N N N N BMP 2024-MF23 N/A 05593JAA8 14969000.000000000000 PA USD 15008099.029999999329 0.0055619287 Long ABS-CBDO CORP US Y 2 2041-06-15 Variable 5.122060000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KKQX0 16533404.029999999329 PA USD 14183560.919999999925 0.0052563589 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_25-1 549300MNOMKDMDFI8J66 42806MCT4 6543000.000000000000 PA USD 6627234.580000000075 0.0024560210 Long ABS-O CORP US Y 2 2029-09-25 Fixed 4.910000000000 N N N N N N HACLN 2025-1 N/A 446438SX2 14256017.970000000671 PA USD 14384935.140000000596 0.0053309872 Long ABS-O CORP US Y 2 2033-03-21 Fixed 4.957000000000 N N N N N N PKAIR 2025-2 N/A 69291NAA0 7984245.740000000224 PA USD 8012078.820000000298 0.0029692375 Long ABS-O CORP US Y 2 2043-03-15 Fixed 4.750000000000 N N N N N N PRNT 2025-A N/A 45333GAC1 1239000.000000000000 PA USD 1242619.120000000112 0.0004605086 Long ABS-O CORP US Y 2 2029-09-15 Fixed 5.480000000000 N N N N N N HPEFS 2025-2A N/A 442927AB5 1338000.000000000000 PA USD 1340039.110000000102 0.0004966120 Long ABS-O CORP US Y 2 2032-11-22 Fixed 4.070000000000 N N N N N N HPEFS 2025-2A N/A 442927AE9 4032000.000000000000 PA USD 4037241.600000000093 0.0014961822 Long ABS-O CORP US Y 2 2032-11-22 Fixed 4.410000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF5E5 14024803.689999999478 PA USD 12031528.470000000671 0.0044588261 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGA80 22425360.719999998808 PA USD 19238156.329999998212 0.0071295674 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQFV3 46031128.549999997020 PA USD 41091942.429999999702 0.0152284745 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLEA2 22198967.170000001788 PA USD 19823211.500000000000 0.0073463860 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 3.000000000000 N N N N N N PRNT 2025-A N/A 45333GAD9 1492000.000000000000 PA USD 1496326.800000000047 0.0005545315 Long ABS-O CORP US Y 2 2029-09-15 Fixed 5.820000000000 N N N N N N PRNT 2025-A N/A 45333GAA5 27098000.000000000000 PA USD 27176638.399999998510 0.0100715304 Long ABS-O CORP US Y 2 2029-09-15 Fixed 4.840000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D9EV2 1960846.020000000019 PA USD 1694319.989999999991 0.0006279068 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGE70 853856.859999999986 PA USD 729069.949999999953 0.0002701898 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N PRNT 2025-A N/A 45333GAB3 1598000.000000000000 PA USD 1602555.899999999907 0.0005938994 Long ABS-O CORP US Y 2 2029-09-15 Fixed 5.240000000000 N N N N N N POSH 2025-2 N/A 69549JAB7 3881000.000000000000 PA USD 3898115.209999999963 0.0014446226 Long ABS-O CORP US Y 2 2033-07-20 Fixed 5.212000000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5 5493000IS349P4O9HR58 35564KYP8 7690000.000000000000 PA USD 8093540.440000000410 0.0029994268 Long ABS-CBDO CORP US Y 2 2042-06-25 Variable 8.374190000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES43 40678806.890000000596 PA USD 40786727.759999997914 0.0151153634 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.000000000000 N N N N N N POSH 2025-2 N/A 69549JAC5 1960000.000000000000 PA USD 1968643.600000000093 0.0007295698 Long ABS-O CORP US Y 2 2033-07-20 Fixed 5.506000000000 N N N N N N POSH 2025-2 N/A 69549JAA9 5694000.000000000000 PA USD 5726911.320000000298 0.0021223656 Long ABS-O CORP US Y 2 2033-07-20 Fixed 5.065000000000 N N N N N N POSH 2025-2 N/A 69549JAD3 2408000.000000000000 PA USD 2418595.200000000186 0.0008963196 Long ABS-O CORP US Y 2 2033-07-20 Fixed 5.799000000000 N N N N N N PAID 2025-R3 N/A 69549EAB8 4948000.000000000000 PA USD 4956495.719999999739 0.0018368533 Long ABS-O CORP US Y 2 2033-01-18 Fixed 5.088000000000 N N N N N N PAID 2025-R3 N/A 69549EAA0 22229638.960000000894 PA USD 22259004.309999998659 0.0082490790 Long ABS-O CORP US Y 2 2033-01-18 Fixed 4.841000000000 N N N N N N SBALT 2024-C N/A 78398DAC1 3412726.310000000056 PA USD 3421230.819999999832 0.0012678915 Long ABS-O CORP US Y 2 2028-02-22 Fixed 4.560000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES50 3526037.399999999907 PA USD 3589283.930000000168 0.0013301712 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGRX7 41139460.840000003576 PA USD 35292350.409999996424 0.0130791739 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.500000000000 N N N N N N SLAM 2024-1A N/A 83100AAA0 29990101.280000001192 PA USD 30437943.460000000894 0.0112801542 Long ABS-O CORP US Y 2 2049-09-15 Fixed 5.335000000000 N N N N N N SFAST 2024-3A N/A 78436XAC1 12902000.000000000000 PA USD 12992533.330000000075 0.0048149698 Long ABS-O CORP US Y 2 2030-06-20 Fixed 4.550000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFS34 7872371.549999999814 PA USD 6762312.049999999814 0.0025060800 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8XB8 1690604.280000000028 PA USD 1457559.550000000047 0.0005401645 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179W2V9 26291180.379999998957 PA USD 23670580.679999999702 0.0087722024 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179XHX7 22279788.550000000745 PA USD 21206147.820000000298 0.0078588955 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9M44 1756184.070000000065 PA USD 1514647.290000000037 0.0005613209 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGZ42 3320998.509999999776 PA USD 2867642.359999999870 0.0010627343 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.500000000000 N N N N N N HY 2025-SPRL N/A 44855PAA6 87371000.000000000000 PA USD 90659557.069999992847 0.0335979921 Long ABS-CBDO CORP US Y 2 2040-01-13 Variable 5.466840000000 N N N N N N HOUSTON GALLERIA MALL TRUST 2025-HGLR N/A 44216XAA3 83270000.000000000000 PA USD 86432927.680000007153 0.0320316237 Long ABS-CBDO CORP US Y 2 2045-02-05 Variable 5.461850000000 N N N N N N HHT 2025-MAUI N/A 419909AE6 1267000.000000000000 PA USD 1272462.040000000037 0.0004715683 Long ABS-CBDO CORP US Y 2 2042-03-15 Variable 5.792080000000 N N N N N N HHT 2025-MAUI N/A 419909AA4 35922000.000000000000 PA USD 36001495.390000000596 0.0133419795 Long ABS-CBDO CORP US Y 2 2042-03-15 Variable 5.142990000000 N N N N N N HHT 2025-MAUI N/A 419909AC0 8085000.000000000000 PA USD 8110338.389999999665 0.0030056521 Long ABS-CBDO CORP US Y 2 2042-03-15 Variable 5.492500000000 N N N N N N HHT 2025-MAUI N/A 419909AG1 5432000.000000000000 PA USD 5464439.900000000373 0.0020250949 Long ABS-CBDO CORP US Y 2 2042-03-15 Variable 6.341310000000 N N N N N N SFAST 2024-3A N/A 78436XAB3 5568084.349999999627 PA USD 5574042.200000000186 0.0020657130 Long ABS-O CORP US Y 2 2028-05-22 Fixed 4.710000000000 N N N N N N SDART 2024-5 N/A 802920AF5 6376000.000000000000 PA USD 6428990.940000000410 0.0023825529 Long ABS-O CORP US N 2 2031-01-15 Fixed 4.780000000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM7 N/A 452763AA3 3989074.770000000019 PA USD 4009068.009999999776 0.0014857412 Long ABS-CBDO CORP US Y 2 2067-11-25 Variable 7.369000000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST IMPRL_23-NQM1 N/A 45290BAA7 6111246.209999999963 PA USD 6100343.750000000000 0.0022607578 Long ABS-CBDO CORP US Y 2 2068-02-25 Variable 5.941000000000 N N N N N N IHSFR 2024-SFR1 N/A 46188DAC2 5767000.000000000000 PA USD 5621804.240000000224 0.0020834134 Long ABS-CBDO CORP US Y 2 2041-09-17 Fixed 4.000000000000 N N N N N N INTOWN MORTGAGE TRUST TOWN_25-STAY N/A 46117WAA0 19965000.000000000000 PA USD 20014652.960000000894 0.0074173333 Long ABS-CBDO CORP US Y 2 2042-03-15 Variable 5.100120000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2 N/A 38380RNG1 30465090.469999998808 PA USD 22737863.989999998361 0.0084265421 Long ABS-CBDO USGA US N 2 2063-06-16 Fixed 1.500000000000 N N N N N N GINNIE MAE II POOL N/A 3622ABRT1 402962.880000000005 PA USD 345529.789999999979 0.0001280517 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.500000000000 N N N N N N JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4 N/A 46645UAT4 8015000.000000000000 PA USD 7951264.719999999739 0.0029467001 Long ABS-CBDO CORP US N 2 2049-12-15 Variable 3.648300000000 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C5 N/A 46590TAE5 2520000.000000000000 PA USD 2492990.640000000130 0.0009238902 Long ABS-CBDO CORP US N 2 2050-03-15 Fixed 3.693900000000 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7 N/A 46648KAU0 930000.000000000000 PA USD 914658.719999999972 0.0003389681 Long ABS-CBDO CORP US N 2 2050-10-15 Fixed 3.409200000000 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO N/A 46655AAA6 34220000.000000000000 PA USD 30973103.739999998361 0.0114784820 Long ABS-CBDO CORP US Y 2 2039-01-05 Fixed 3.024200000000 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO N/A 46655AAG3 2318000.000000000000 PA USD 1956211.199999999953 0.0007249624 Long ABS-CBDO CORP US Y 2 2039-01-05 Variable 3.449570000000 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO N/A 46655AAE8 8773000.000000000000 PA USD 7943969.049999999814 0.0029439964 Long ABS-CBDO CORP US Y 2 2039-01-05 Fixed 3.376500000000 N N N N N N JW 2024-BERY N/A 46676AAA1 12547000.000000000000 PA USD 12587275.869999999180 0.0046647834 Long ABS-CBDO CORP US Y 2 2039-11-15 Variable 5.343120000000 N N N N N N JPMMT 2024-INV1 N/A 46658PAD4 5294335.809999999590 PA USD 5378256.330000000075 0.0019931557 Long ABS-CBDO CORP US Y 2 2055-04-25 Variable 6.000000000000 N N N N N N GINNIE MAE II POOL N/A 3617QYM36 189999.959999999992 PA USD 163624.170000000013 0.0000606383 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL N/A 3622ACDF4 1681236.500000000000 PA USD 1448430.639999999898 0.0005367814 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.500000000000 N N N N N N LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2 N/A 52476DAA5 4629149.599999999627 PA USD 4634204.629999999888 0.0017174138 Long ABS-CBDO CORP US Y 2 2061-04-25 Variable 5.750000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_24-SFR5 N/A 74332HAA4 12748485.679999999702 PA USD 12157249.160000000149 0.0045054176 Long ABS-CBDO CORP US Y 2 2029-08-09 Variable 3.000000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 5813842.440000000410 0.0021545818 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2054-02-21 0.000000000000 USD 0.000000000000 USD 76861502.000000000000 USD 5813842.440000000410 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 7198536.959999999963 0.0026677429 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2054-02-28 0.000000000000 USD 0.000000000000 USD 86400000.000000000000 USD 7198536.959999999963 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 1504560.000000000000 0.0005575826 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-03-01 0.000000000000 USD 0.000000000000 USD 1200000000.000000000000 USD 1504560.000000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 1515140.879999999888 0.0005615039 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-03-01 0.000000000000 USD 0.000000000000 USD 1221100000.000000000000 USD 1515140.879999999888 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 2073610.050000000047 0.0007684698 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-04-17 0.000000000000 USD 0.000000000000 USD 628500000.000000000000 USD 2073610.050000000047 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 11338546.580000000075 0.0042020104 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2027-05-06 0.000000000000 USD 0.000000000000 USD 716265000.000000000000 USD 11338546.580000000075 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDT3 30000000.000000000000 PA USD 31030260.000000000000 0.0114996638 Long DBT CORP US N 2 2031-03-15 Fixed 4.950000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWKP7 8250880.849999999627 PA USD 8483860.970000000671 0.0031440777 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXZ70 11681706.230000000447 PA USD 10631976.429999999702 0.0039401589 Long ABS-MBS USGA US N 2 2063-09-01 Fixed 3.500000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDW6 19500000.000000000000 PA USD 18974338.500000000000 0.0070317978 Long DBT CORP US N 2 2054-03-15 Fixed 5.400000000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAB6 15000000.000000000000 PA USD 15436740.000000000000 0.0057207810 Long DBT CORP US N 2 2029-03-01 Fixed 5.150000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LYRD7 24700939.030000001192 PA USD 21302583.839999999851 0.0078946342 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J5JZ3 2680223.649999999907 PA USD 2458488.750000000000 0.0009111040 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJGU6 2184323.609999999870 PA USD 2005654.679999999935 0.0007432859 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AJB92 4186.310000000000 PA USD 4233.560000000000 0.0000015689 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AHXT8 184395.570000000007 PA USD 189552.010000000009 0.0000702471 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AFCB4 15296.170000000000 PA USD 15742.969999999999 0.0000058343 Long ABS-MBS USGA US N 2 2041-05-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DP3K2 2906003.930000000168 PA USD 2574420.160000000149 0.0009540676 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQA98 7209743.219999999739 PA USD 7369244.370000000112 0.0027310062 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 5.500000000000 N N N N N N BANK5 BANK5_23-5YR4 N/A 06211FAV0 21469813.870000001043 PA USD 22604192.960000000894 0.0083770043 Long ABS-CBDO CORP US N 2 2056-12-15 Fixed 6.500000000000 N N N N N N BX TRUST BX_24-CNYN N/A 05612HAA9 18028110.120000001043 PA USD 18064058.170000001788 0.0066944523 Long ABS-CBDO CORP US Y 2 2041-04-15 Variable 5.192000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AHX27 51164.519999999997 PA USD 52644.099999999999 0.0000195096 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ADUG8 198456.019999999990 PA USD 204875.480000000010 0.0000759259 Long ABS-MBS USGA US N 2 2041-05-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ABPE3 129749.940000000002 PA USD 134578.579999999987 0.0000498742 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ACBG1 133402.130000000005 PA USD 136435.559999999998 0.0000505624 Long ABS-MBS USGA US N 2 2041-05-01 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL N/A 3622ABDL3 16953288.899999998510 PA USD 14516067.130000000820 0.0053795841 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.500000000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_23-SHIP N/A 36270GAC5 5265000.000000000000 PA USD 5267806.250000000000 0.0019522234 Long ABS-CBDO CORP US Y 2 2038-09-10 Variable 4.936210000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ED80 12813083.980000000447 PA USD 12235239.519999999553 0.0045343204 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ABMU0 234578.119999999995 PA USD 241143.019999999990 0.0000893664 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCWF1 3006506.180000000168 PA USD 2554402.810000000056 0.0009466493 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECP3 16053372.099999999627 PA USD 13026155.619999999180 0.0048274301 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.000000000000 N N N N N N BMARK 2024-V7 N/A 08163YAC5 8696000.000000000000 PA USD 9183497.759999999776 0.0034033597 Long ABS-CBDO CORP US N 2 2056-05-15 Variable 6.227570000000 N N N N N N BFLD 2024-WRHS N/A 05555HAA8 15758949.679999999702 PA USD 15783186.939999999478 0.0058491725 Long ABS-CBDO CORP US Y 2 2039-07-15 Variable 5.242220000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWER0 215659.470000000001 PA USD 205933.230000000010 0.0000763179 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDR1 687722.359999999986 PA USD 584918.180000000051 0.0002167678 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EDD9 64275.620000000003 PA USD 57004.699999999997 0.0000211257 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECQ1 3106336.669999999925 PA USD 2642914.729999999981 0.0009794514 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPEB1 9165571.509999999776 PA USD 7428264.929999999702 0.0027528789 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPKL2 30340461.339999999851 PA USD 24598438.010000001639 0.0091160618 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.000000000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658CA8 32285000.000000000000 PA USD 33173838.339999999851 0.0122940636 Long DBT CORP US Y 2 2032-08-01 Fixed 5.750000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EL0 19064000.000000000000 PA USD 19369557.789999999106 0.0071782642 Long DBT CORP US N 2 2055-09-15 Fixed 6.200000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E7A2 15410631.669999999925 PA USD 15645844.140000000596 0.0057982739 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQWT0 18814599.429999999702 PA USD 19539939.870000001043 0.0072414069 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175CS1 86000000.000000000000 PA USD 85829118.000000000000 0.0318078548 Long DBT CORP US N 2 2035-12-01 Fixed 5.850000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175CT9 31479000.000000000000 PA USD 30204793.039999999106 0.0111937498 Long DBT CORP US N 2 2055-12-01 Fixed 6.700000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6QW6 794857.250000000000 PA USD 816651.439999999944 0.0003026471 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQZ83 18419814.519999999553 PA USD 19047506.539999999106 0.0070589135 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CZ1 30500000.000000000000 PA USD 31070441.500000000000 0.0115145549 Long DBT CORP US N 2 2036-01-15 Fixed 5.250000000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523DA5 20500000.000000000000 PA USD 21095299.500000000000 0.0078178157 Long DBT CORP US N 2 2056-01-15 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QT7B9 1551866.770000000019 PA USD 1632703.510000000009 0.0006050720 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 7.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWML4 3143284.970000000205 PA USD 3229231.810000000056 0.0011967376 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QF1 1678000.000000000000 PA USD 1683651.500000000000 0.0006239531 Long DBT CORP US N 2 2031-09-11 Variable 4.503000000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658CB6 16220000.000000000000 PA USD 16407973.580000000075 0.0060807154 Long DBT CORP US Y 2 2029-05-01 Fixed 5.125000000000 N N N N N N COTY INC 549300BO9IWPF3S48F93 22207AAC6 9792000.000000000000 PA USD 9890321.470000000671 0.0036653052 Long DBT CORP US Y 2 2031-01-15 Fixed 5.600000000000 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513AM7 1616000.000000000000 PA USD 1614847.790000000037 0.0005984548 Long DBT CORP US N 2 2026-02-13 Fixed 3.450000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTB67 1515659.010000000009 PA USD 1284905.989999999991 0.0004761799 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKSF6 131782.880000000005 PA USD 111867.190000000002 0.0000414574 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N COCA-COLA CO UWJKFUJFZ02DKWI3RY53 191216DD9 4324000.000000000000 PA USD 4085263.310000000056 0.0015139788 Long DBT CORP US N 2 2028-03-15 Fixed 1.000000000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CF7 6375000.000000000000 PA USD 6065124.000000000000 0.0022477055 Long DBT CORP US N 2 2027-11-01 Fixed 1.375000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBDN7 114786.220000000001 PA USD 97961.429999999993 0.0000363040 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTXK1 758659.560000000056 PA USD 643284.130000000005 0.0002383980 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 2.500000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BX1 30000000.000000000000 PA USD 25803990.000000000000 0.0095628335 Long DBT CORP US N 2 2032-02-01 Fixed 2.300000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M7RL7 75319.070000000007 PA USD 64112.500000000000 0.0000237598 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MHSQ3 57067.230000000003 PA USD 48474.559999999998 0.0000179644 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9Y25 946185.739999999991 PA USD 803289.930000000051 0.0002976954 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LPPZ9 73306.509999999995 PA USD 62204.459999999999 0.0000230527 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMVA9 120772.199999999997 PA USD 102702.750000000000 0.0000380611 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9K38 1931886.550000000047 PA USD 1648818.810000000056 0.0006110443 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KXZX7 65383.180000000000 PA USD 55792.580000000002 0.0000206765 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AF4T5 65462.910000000003 PA USD 55576.239999999998 0.0000205963 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNP64 15649444.910000000149 PA USD 13280212.849999999627 0.0049215825 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNN40 867310.719999999972 PA USD 743119.630000000005 0.0002753965 Long ABS-MBS USGA US N 2 2047-03-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNXJ7 599978.670000000042 PA USD 511032.429999999993 0.0001893861 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCWX2 4261812.879999999888 PA USD 3616838.640000000130 0.0013403829 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N BMARK 2024-V8 N/A 08190AAC4 13310000.000000000000 PA USD 14064264.390000000596 0.0052121482 Long ABS-CBDO CORP US N 2 2057-07-15 Variable 6.189000000000 N N N N N N BX 2024-AIRC N/A 12433CAA3 110238858.370000004768 PA USD 110592945.579999998212 0.0409852091 Long ABS-CBDO CORP US Y 2 2041-08-15 Variable 5.442240000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNK36 2832886.770000000019 PA USD 2412033.109999999870 0.0008938878 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDCY0 372522.539999999979 PA USD 316046.630000000005 0.0001171253 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GR6E5 3645737.129999999888 PA USD 3726956.859999999870 0.0013811921 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GR6R6 461578.460000000021 PA USD 479778.500000000000 0.0001778036 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNRJ5 14909692.609999999404 PA USD 13209525.449999999255 0.0048953861 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132E0SJ2 1552035.489999999991 PA USD 1374715.439999999944 0.0005094629 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MJBH7 999999.709999999963 PA USD 885932.739999999991 0.0003283224 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAFM9 2488671.180000000168 PA USD 2014469.820000000065 0.0007465527 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XASN3 878945.439999999944 PA USD 711467.660000000033 0.0002636665 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPYM3 785962.650000000023 PA USD 696287.459999999963 0.0002580408 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6BU6 44556478.000000000000 PA USD 45786726.909999996424 0.0169683389 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRY73 38445.790000000001 PA USD 34055.669999999998 0.0000126209 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GR6X3 650938.790000000037 PA USD 673438.489999999991 0.0002495730 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSB56 11483663.910000000149 PA USD 11875693.230000000447 0.0044010743 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQBX4 4320820.889999999665 PA USD 4486826.830000000075 0.0016627963 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNY57 3157818.410000000149 PA USD 3273145.100000000093 0.0012130117 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179X5C6 589347.329999999958 PA USD 530701.969999999972 0.0001966756 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179WY93 35863791.579999998212 PA USD 30973871.190000001341 0.0114787664 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.500000000000 N N N N N N SDART 2024-5 N/A 802920AG3 12336000.000000000000 PA USD 12429198.480000000447 0.0046062007 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.140000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DW6 2022000.000000000000 PA USD 2215923.950000000186 0.0008212107 Long DBT CORP GB N 2 2044-03-09 Variable 6.332000000000 N N N N N N GINNIE MAE II POOL N/A 36179YDJ0 26179296.850000001490 PA USD 26238069.370000001043 0.0097237012 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179XDC7 19571608.219999998808 PA USD 17947321.309999998659 0.0066511902 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 3.500000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DZ9 3250000.000000000000 PA USD 3284833.500000000000 0.0012173434 Long DBT CORP GB N 2 2027-08-14 Variable 5.887000000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CS6 399000.000000000000 PA USD 341957.359999999986 0.0001267277 Long DBT CORP US N 2 2042-03-15 Fixed 4.375000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1D67 228495.309999999998 PA USD 193991.380000000005 0.0000718923 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FMF1 4961947.910000000149 PA USD 4709662.629999999888 0.0017453781 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179XBR6 33642110.990000002086 PA USD 30288799.929999999702 0.0112248823 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179XLE4 16108399.259999999776 PA USD 14778570.359999999404 0.0054768665 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQ2G1 1475350.850000000093 PA USD 1306792.020000000019 0.0004842908 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6A52 66990134.450000002980 PA USD 67962697.219999998808 0.0251866459 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 5.500000000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 1000000.000000000000 PA USD 990987.000000000000 0.0003672550 Long DBT CORP GB N 2 2027-05-11 Variable 1.627000000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAS2 7907000.000000000000 PA USD 7882725.509999999776 0.0029212998 Long DBT CORP GB N 2 2028-03-18 Variable 3.750000000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AX7 4050000.000000000000 PA USD 4200315.750000000000 0.0015566166 Long DBT CORP GB N 2 2029-03-06 Variable 5.871000000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AY1 49160000.000000000000 PA USD 50249680.560000002384 0.0186222879 Long DBT CORP US Y 2 2030-03-01 Fixed 4.800000000000 N N N N N N BX 2024-BIO2 N/A 05613GAA0 62992000.000000000000 PA USD 63911809.179999999702 0.0236854064 Long ABS-CBDO CORP US Y 2 2041-08-13 Variable 5.413220000000 N N N N N N BENCHMARK 2024-V9 MORTGAGE TRUST N/A 081919AN2 12602000.000000000000 PA USD 13103231.949999999255 0.0048559942 Long ABS-CBDO CORP US N 2 2057-08-15 Fixed 5.601900000000 N N N N N N GINNIE MAE II POOL N/A 36179XX50 662225.829999999958 PA USD 663613.859999999986 0.0002459321 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179XQU3 16821331.800000000745 PA USD 16032226.300000000745 0.0059414653 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 4.000000000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 32707000.000000000000 PA USD 33724645.600000001490 0.0124981901 Long DBT CORP US Y 2 2032-03-01 Fixed 5.000000000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BC8 68831000.000000000000 PA USD 68613494.040000006557 0.0254278280 Long DBT CORP US Y 2 2055-05-01 Fixed 5.700000000000 N N N N N N GINNIE MAE II POOL N/A 36179YAR5 36091380.320000000298 PA USD 36173235.570000000298 0.0134056256 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.000000000000 N N N N N N LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5 N/A 52475XAA2 9023416.970000000671 PA USD 9037430.339999999851 0.0033492278 Long ABS-CBDO CORP US Y 2 2067-07-25 Variable 6.250000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFY6 7525000.000000000000 PA USD 7674890.480000000447 0.0028442772 Long DBT CORP US N 2 2029-04-12 Variable 4.994000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFZ3 171472000.000000000000 PA USD 176834786.800000011921 0.0655341141 Long DBT CORP US N 2 2031-04-17 Variable 5.192000000000 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207BH7 10305000.000000000000 PA USD 10548218.609999999404 0.0039091186 Long DBT CORP US N 2 2035-05-06 Fixed 5.125000000000 N N N N N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 91087BBE9 20000000.000000000000 PA USD 20573200.000000000000 0.0076243281 Long DBT NUSS MX N 2 2032-07-02 Fixed 5.850000000000 N N N N N N BANK5 2024-5YR9 N/A 06644VBG4 27528000.000000000000 PA USD 28668567.620000001043 0.0106244321 Long ABS-CBDO CORP US N 2 2057-08-15 Fixed 5.613600000000 N N N N N N BANK5 2024-5YR8 N/A 065923AY0 9565000.000000000000 PA USD 10023938.269999999553 0.0037148229 Long ABS-CBDO CORP US N 2 2057-08-15 Fixed 5.884000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6B28 50255990.000000000000 PA USD 50985606.460000000894 0.0188950184 Long ABS-MBS USGA US N 2 2055-10-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427P4F8 163437257.039999991655 PA USD 138349801.520000010729 0.0512717653 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3EM7 108987296.489999994636 PA USD 92257419.519999995828 0.0341901521 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTEA5 6114103.870000000112 PA USD 6355403.089999999851 0.0023552816 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3EQ8 32792087.039999999106 PA USD 34106131.549999997020 0.0126395669 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3ER6 40784933.479999996722 PA USD 42419308.119999997318 0.0157203898 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.500000000000 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAD4 7253000.000000000000 PA USD 7359967.240000000224 0.0027275682 Long DBT CORP US N 2 2029-10-01 Fixed 5.026000000000 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAB8 7763000.000000000000 PA USD 7838565.040000000037 0.0029049342 Long DBT CORP US N 2 2027-09-01 Fixed 4.911000000000 N N N N N N BENCHMARK 2024-V9 MORTGAGE TRUST N/A 081919AS1 4080000.000000000000 PA USD 4250197.200000000186 0.0015751025 Long ABS-CBDO CORP US N 2 2057-08-15 Variable 6.064120000000 N N N N N N BMO 2024-5C6 N/A 05593QAC8 2293000.000000000000 PA USD 2359744.640000000130 0.0008745099 Long ABS-CBDO CORP US N 2 2057-09-15 Fixed 5.316100000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KQSN7 48127.139999999999 PA USD 40827.260000000002 0.0000151304 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 2.500000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCC2 5789000.000000000000 PA USD 5834212.089999999851 0.0021621307 Long DBT CORP US N 2 2035-09-15 Fixed 5.400000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAM4 179691000.000000000000 PA USD 179139528.319999992847 0.0663882402 Long DBT CORP US N 2 2031-10-22 Variable 4.356000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FH34 4323762.900000000373 PA USD 4548819.080000000075 0.0016857703 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 7.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427QHE5 969187.050000000047 PA USD 1019659.400000000023 0.0003778808 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 7.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPKR9 3991756.709999999963 PA USD 4105174.490000000224 0.0015213578 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWL43 10985849.419999999925 PA USD 11286587.050000000745 0.0041827544 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ER69 2549621.720000000205 PA USD 2499485.959999999963 0.0009262974 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MW2B1 1077031.590000000084 PA USD 1053860.330000000075 0.0003905555 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 4.500000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAN2 27628000.000000000000 PA USD 27393963.210000000894 0.0101520699 Long DBT CORP US N 2 2036-10-22 Variable 4.892000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAK8 13933000.000000000000 PA USD 13930338.800000000745 0.0051625160 Long DBT CORP US N 2 2029-10-18 Variable 4.133000000000 N N N N N N BMARK 2024-V10 N/A 08163UAC3 4287373.000000000000 PA USD 4416234.280000000261 0.0016366350 Long ABS-CBDO CORP US N 2 2057-09-15 Fixed 5.277400000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM1 N/A 10570FAA3 12951338.199999999255 PA USD 13048771.119999999180 0.0048358113 Long ABS-CBDO CORP US Y 2 2063-12-01 Variable 5.943000000000 N N N N N N CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2 N/A 161930AB8 7023370.169999999925 PA USD 6276645.450000000186 0.0023260944 Long ABS-CBDO CORP US Y 2 2064-08-25 Variable 3.250000000000 N N N N N N CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2 N/A 161930AC6 11058129.119999999180 PA USD 9772068.699999999255 0.0036214813 Long ABS-CBDO CORP US Y 2 2064-08-25 Variable 3.250000000000 N N N N N N CAS 2024-R04 N/A 20753GAB7 1009610.229999999981 PA USD 1009239.699999999953 0.0003740193 Long ABS-CBDO CORP US Y 2 2044-05-25 Variable 4.974190000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QCJA5 14714876.970000000671 PA USD 13327940.960000000894 0.0049392703 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.000000000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 114642000.000000000000 PA USD 110116850.980000004172 0.0408087708 Long DBT CORP US N 2 2055-11-15 Fixed 5.625000000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAD4 81685000.000000000000 PA USD 81607235.879999995232 0.0302432457 Long DBT CORP US N 2 2035-11-15 Fixed 4.875000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXLF7 26724661.530000001192 PA USD 25157420.480000000447 0.0093232180 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXK84 20648931.100000001490 PA USD 19437809.339999999851 0.0072035578 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QB4S4 133569.890000000014 PA USD 128552.740000000005 0.0000476410 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVKT1 34386359.039999999106 PA USD 33297033.570000000298 0.0123397191 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 4.000000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400FA6 48812000.000000000000 PA USD 49160224.810000002384 0.0182185408 Long DBT CORP US N 2 2035-07-15 Fixed 5.350000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSFE3 52499936.049999997020 PA USD 54778538.270000003278 0.0203006605 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N MSBAM 2015-C22 N/A 61690FAM5 229908.480000000010 PA USD 227123.140000000014 0.0000841707 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.306000000000 N N N N N N MORGAN STANLEY BAML TRUST MSBAM_16-C32 N/A 61691GAS9 972000.000000000000 PA USD 964440.760000000009 0.0003574171 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.720000000000 N N N N N N SREIT TRUST SREIT_21-MFP N/A 78472UAA6 21778841.859999999404 PA USD 21774224.750000000000 0.0080694221 Long ABS-CBDO CORP US Y 2 2038-11-15 Variable 4.595400000000 N N N N N N STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI N/A 78457JAA0 54009000.000000000000 PA USD 54022556.259999997914 0.0200204973 Long ABS-CBDO CORP US Y 2 2039-01-15 Variable 4.750120000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWG98 146854577.289999991655 PA USD 149488707.840000003576 0.0553997899 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWG80 262462487.979999989271 PA USD 262928883.819999992847 0.0974401689 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.000000000000 N N N N N N MSC 2022-L8 N/A 61774LBF5 1460000.000000000000 PA USD 1375712.739999999991 0.0005098325 Long ABS-MBS CORP US N 2 2055-04-15 Variable 3.791490000000 N N N N N N MCAS 2023-01 254900JAK6X5OPMD5925 62548NAA6 24479734.010000001639 PA USD 25254909.269999999553 0.0093593469 Long ABS-CBDO CORP US Y 2 2053-11-25 Variable 7.874190000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2 N/A 35564KRE1 1859036.149999999907 PA USD 1859937.780000000028 0.0006892839 Long ABS-CBDO CORP US Y 2 2042-02-25 Variable 5.174190000000 N N N N N N SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_22-1 N/A 35564CLZ8 9595575.519999999553 PA USD 9362316.669999999925 0.0034696291 Long ABS-CBDO USGA US N 2 2032-05-25 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FAX5 9203771.529999999329 PA USD 9455724.779999999329 0.0035042457 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DS3L4 9841217.919999999925 PA USD 10184272.939999999478 0.0037742421 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.000000000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5 5493000IS349P4O9HR58 35564KYN3 4440817.089999999851 PA USD 4525316.959999999963 0.0016770605 Long ABS-CBDO CORP US Y 2 2042-06-25 Variable 6.824190000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6 5493000IS30HKV5IAS29 35564KH36 1036893.420000000042 PA USD 1042374.439999999944 0.0003862989 Long ABS-CBDO CORP US Y 2 2042-09-25 Variable 6.024190000000 N N N N N N STACR 2024-DNA1 529900N6M839KA246662 35564NAW3 5648848.040000000037 PA USD 5665794.580000000075 0.0020997160 Long ABS-CBDO CORP US Y 2 2044-02-25 Variable 5.224190000000 N N N N N N SDR 2024-DSNY N/A 811304AA2 23537000.000000000000 PA USD 23533540.059999998659 0.0087214158 Long ABS-CBDO CORP US Y 2 2039-05-15 Variable 5.141770000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ER77 35775041.329999998212 PA USD 35882867.299999997020 0.0132980166 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ER85 5680725.129999999888 PA USD 5783926.860000000335 0.0021434952 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AEWW5 2562420.979999999981 PA USD 2605861.700000000186 0.0009657197 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6GH0 1694422.250000000000 PA USD 1728439.469999999972 0.0006405513 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N STACR 2024-DNA2 529900GRKKKHILZX4347 35564NCX9 4233658.219999999739 PA USD 4240969.750000000000 0.0015716828 Long ABS-CBDO CORP US Y 2 2044-05-25 Variable 5.074190000000 N N N N N N STACR 2024-DNA2 529900GRKKKHILZX4347 35564NCW1 43395939.369999997318 PA USD 43570608.030000001192 0.0161470560 Long ABS-CBDO CORP US Y 2 2044-05-25 Variable 5.124190000000 N N N N N N GCAR 2024-1A N/A 36269HAD4 5098391.040000000037 PA USD 5113048.910000000149 0.0018948711 Long ABS-O CORP US Y 2 2028-07-17 Fixed 5.490000000000 N N N N N N GCAR 2024-1A N/A 36269HAF9 3347000.000000000000 PA USD 3407908.709999999963 0.0012629544 Long ABS-O CORP US Y 2 2029-12-17 Fixed 5.950000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU2J4 378961.739999999991 PA USD 395531.080000000016 0.0001465819 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUZG4 12046102.060000000522 PA USD 12288553.960000000894 0.0045540785 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6GJ6 7600529.679999999702 PA USD 7838289.450000000186 0.0029048320 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WF2D8 854155.170000000042 PA USD 871303.189999999944 0.0003229007 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBM21 1131720.919999999925 PA USD 1091665.919999999925 0.0004045661 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X46W1 150540.440000000002 PA USD 145547.160000000003 0.0000539391 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTB42 8893651.849999999627 PA USD 7550710.419999999925 0.0027982567 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KVA83 10603267.919999999925 PA USD 9056314.750000000000 0.0033562263 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPXH7 111960662.780000001192 PA USD 94942418.120000004768 0.0351851996 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KKAL3 44875.019999999997 PA USD 38108.989999999998 0.0000141230 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L0KH9 24853417.339999999851 PA USD 21237841.600000001490 0.0078706411 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KLLG5 5082887.070000000298 PA USD 4157445.819999999832 0.0015407293 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X42A3 130697.850000000006 PA USD 126112.449999999997 0.0000467367 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8WC5 109070.089999999997 PA USD 105479.179999999993 0.0000390901 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QG5Y9 118816.039999999994 PA USD 100874.460000000006 0.0000373836 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBGA2 7420515.929999999702 PA USD 6297903.179999999702 0.0023339724 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N SCRT 2024-2 N/A 35563PX46 13455094.109999999404 PA USD 11828171.410000000149 0.0043834629 Long ABS-CBDO USGA US N 2 2064-05-25 Fixed 3.500000000000 N N N N N N STAR 2024-SFR4 N/A 85520AAA7 40232005.500000000000 PA USD 40392330.039999999106 0.0149692016 Long ABS-CBDO CORP US Y 2 2041-10-17 Variable 5.500120000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WF2F3 3175036.479999999981 PA USD 3274154.770000000019 0.0012133859 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU2E5 1382900.810000000056 PA USD 1447555.570000000065 0.0005364571 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L8VQ0 227927.589999999997 PA USD 192941.839999999997 0.0000715033 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QG3D7 240972.630000000005 PA USD 204579.500000000000 0.0000758162 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.500000000000 N N N N N N GCAR 2024-1A N/A 36269HAE2 5212000.000000000000 PA USD 5273892.500000000000 0.0019544790 Long ABS-O CORP US Y 2 2029-12-17 Fixed 5.640000000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1 N/A 361886DA9 8150000.000000000000 PA USD 8276512.450000000186 0.0030672354 Long ABS-O CORP US Y 2 2029-03-15 Fixed 5.130000000000 N N N N N N GSAR 2024-2A N/A 379924AC7 5118544.360000000335 PA USD 5178856.169999999925 0.0019192590 Long ABS-O CORP US Y 2 2030-06-17 Fixed 5.580000000000 N N N N N N GCAR 2024-2A N/A 37964VAC1 851024.760000000009 PA USD 851776.209999999963 0.0003156641 Long ABS-O CORP US Y 2 2028-01-18 Fixed 5.640000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1 N/A 05377RHY3 15860000.000000000000 PA USD 16378193.779999999329 0.0060696792 Long ABS-O CORP US Y 2 2030-06-20 Fixed 5.360000000000 N N N N N N ACHV 2025-1PL N/A 00112MAA4 1094710.979999999981 PA USD 1098991.300000000047 0.0004072808 Long ABS-O CORP US Y 2 2032-04-26 Fixed 4.760000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KQTX4 837597.780000000028 PA USD 797815.239999999991 0.0002956665 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CWUK6 4683859.509999999776 PA USD 4446846.849999999627 0.0016479799 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUVT0 908830.290000000037 PA USD 948017.229999999981 0.0003513306 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSFD5 3192934.890000000130 PA USD 3256285.910000000149 0.0012067638 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_22-4A N/A 05377RFP4 10000000.000000000000 PA USD 10117380.000000000000 0.0037494519 Long ABS-O CORP US Y 2 2029-02-20 Fixed 4.770000000000 N N N N N N AFFRM 2025-X1 N/A 00834MAA1 2847940.879999999888 PA USD 2852269.750000000000 0.0010570373 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.080000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQG43 17169380.519999999553 PA USD 17873307.949999999255 0.0066237612 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSFR4 72907326.140000000596 PA USD 75396892.609999999404 0.0279417226 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N MSRM 2024-NQM2 N/A 61776HAA4 13267556.589999999851 PA USD 13445063.230000000447 0.0049826752 Long ABS-CBDO CORP US Y 2 2069-05-25 Variable 6.386000000000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-INV2 N/A 617939AA1 13349893.089999999851 PA USD 13612992.779999999329 0.0050449091 Long ABS-CBDO CORP US Y 2 2054-02-25 Variable 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L8CU2 376532.619999999995 PA USD 318735.619999999995 0.0001181219 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPZJ1 3999999.000000000000 PA USD 3390283.149999999907 0.0012564225 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUZY5 47242014.159999996424 PA USD 48827881.329999998212 0.0180953760 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQG35 228662.920000000013 PA USD 240166.489999999991 0.0000890045 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XA7H9 300214.000000000000 PA USD 254655.619999999995 0.0000943741 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHHK4 66825.619999999995 PA USD 56652.290000000001 0.0000209951 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.500000000000 N N N N N N GCAR 2024-2A N/A 37964VAD9 8588000.000000000000 PA USD 8646424.160000000149 0.0032043228 Long ABS-O CORP US Y 2 2028-11-15 Fixed 5.770000000000 N N N N N N GCAR 2024-2A N/A 37964VAE7 11932000.000000000000 PA USD 12180078.210000000894 0.0045138779 Long ABS-O CORP US Y 2 2030-02-15 Fixed 6.030000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B9SJ4 22968.970000000001 PA USD 19487.200000000001 0.0000072219 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMV78 36108.699999999997 PA USD 30643.360000000001 0.0000113563 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QARE2 212520.549999999988 PA USD 205262.339999999997 0.0000760692 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KG5D6 491518.630000000005 PA USD 473360.950000000012 0.0001754253 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFCQ0 745072.979999999981 PA USD 632726.410000000033 0.0002344853 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQJF4 1160106.050000000047 PA USD 985918.449999999953 0.0003653766 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMKM5 665025.020000000019 PA USD 589190.890000000014 0.0002183513 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBU57 16089241.769999999553 PA USD 13310999.769999999553 0.0049329919 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.000000000000 N N N N N N GALC 2024-2 N/A 39154GAC0 20434000.000000000000 PA USD 20750870.039999999106 0.0076901718 Long ABS-O CORP US Y 2 2028-09-15 Fixed 5.000000000000 N N N N N N GALC 2024-2 N/A 39154GAD8 17190000.000000000000 PA USD 17588842.379999998957 0.0065183397 Long ABS-O CORP US Y 2 2031-05-15 Fixed 5.020000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XA3B6 12906915.029999999329 PA USD 10925806.830000000075 0.0040490510 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBLH1 293578.590000000026 PA USD 248513.690000000002 0.0000920980 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMGX8 1972266.250000000000 PA USD 1673477.770000000019 0.0006201827 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH5W3 2644953.180000000168 PA USD 2243221.819999999832 0.0008313271 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMB6 14815429.150000000373 PA USD 15220512.609999999404 0.0056406481 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FBP1 11997435.779999999329 PA USD 12326273.500000000000 0.0045680572 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEBT8 5126268.709999999963 PA USD 4552834.040000000037 0.0016872582 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFFX2 4458711.459999999963 PA USD 3959946.620000000112 0.0014675370 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEX23 1704078.750000000000 PA USD 1447132.639999999898 0.0005363003 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFBS7 187486.940000000002 PA USD 158981.609999999986 0.0000589178 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGUC6 4908671.849999999627 PA USD 5046580.990000000224 0.0018702384 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGU36 3035457.259999999776 PA USD 3119339.089999999851 0.0011560119 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N GCAR 2024-3A N/A 37989AAJ3 5987000.000000000000 PA USD 6062011.120000000112 0.0022465519 Long ABS-O CORP US Y 2 2031-02-18 Fixed 5.210000000000 N N N N N N GCAR 2024-3A N/A 37989AAG9 6394000.000000000000 PA USD 6434927.990000000224 0.0023847531 Long ABS-O CORP US Y 2 2029-01-16 Fixed 5.080000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QD7B4 489072.250000000000 PA USD 414904.440000000002 0.0001537616 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJR54 4728555.450000000186 PA USD 4014439.549999999814 0.0014877318 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.500000000000 N N N N N N MFRA 2024-NQM3 N/A 55287GAA0 14779097.750000000000 PA USD 14905606.830000000075 0.0055239456 Long ABS-CBDO CORP US Y 2 2069-12-25 Variable 5.722000000000 N N N N N N MCAS 2025-01 N/A 62549CAA9 7029376.250000000000 PA USD 7068136.230000000447 0.0026194170 Long ABS-CBDO CORP US Y 2 2055-05-25 Variable 6.274190000000 N N N N N N SEACO_20-1 N/A 37959PAA5 33567486.909999996424 PA USD 32263557.879999998957 0.0119567180 Long ABS-O CORP US Y 2 2040-10-17 Fixed 2.170000000000 N N N N N N SEACO_20-1 N/A 37959PAB3 876724.449999999953 PA USD 848429.050000000047 0.0003144237 Long ABS-O CORP US Y 2 2040-10-17 Fixed 3.550000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSDT6 7918202.570000000298 PA USD 8311705.559999999590 0.0030802778 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN5Y6 6941192.730000000447 PA USD 7286149.190000000410 0.0027002115 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LPPV8 2273430.759999999776 PA USD 1924443.219999999972 0.0007131893 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KM7B5 269981.320000000007 PA USD 228539.730000000010 0.0000846957 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N GLOBAL SC FINANCE VII SRL N/A 37959PAC1 48857945.530000001192 PA USD 46992207.159999996424 0.0174150840 Long ABS-O CORP US Y 2 2040-11-19 Fixed 2.260000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CP8 133000.000000000000 PA USD 116741.809999999998 0.0000432639 Long DBT CORP US N 2 2035-02-01 Fixed 3.250000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGR58 257455.230000000010 PA USD 219006.350000000006 0.0000811627 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B04Z3 2538120.450000000186 PA USD 2162658.830000000075 0.0008014709 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AEYK9 12828280.050000000745 PA USD 13026284.550000000745 0.0048274779 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLLW6 1078650.629999999888 PA USD 1094844.409999999916 0.0004057440 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KLZ83 3324550.080000000075 PA USD 2967772.660000000149 0.0010998422 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KJ3P5 5374224.129999999888 PA USD 4799644.330000000075 0.0017787249 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 3.000000000000 N N N N N N DEXT 2025-2 N/A 252153AB7 5330000.000000000000 PA USD 5333421.860000000335 0.0019765403 Long ABS-O CORP US Y 2 2028-04-17 Fixed 4.100000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2 N/A 30165XAF2 5022270.580000000075 PA USD 4997033.669999999925 0.0018518764 Long ABS-O CORP US N 2 2027-04-15 Fixed 1.400000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ATSF9 6083666.139999999665 PA USD 5185583.179999999702 0.0019217520 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KDP53 71201.029999999999 PA USD 60565.160000000003 0.0000224452 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 2.500000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 N/A 30166QAF6 3696588.330000000075 PA USD 3699841.330000000075 0.0013711432 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.560000000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_22-3 N/A 29374FAB9 1007266.520000000019 PA USD 1007790.300000000047 0.0003734822 Long ABS-O CORP US Y 2 2029-07-20 Fixed 4.380000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTK70 43055179.740000002086 PA USD 42973374.899999998510 0.0159257243 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTM45 13833068.080000000075 PA USD 14121100.220000000671 0.0052332112 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_22-3 N/A 29374FAC7 7766000.000000000000 PA USD 7779062.410000000149 0.0028828828 Long ABS-O CORP US Y 2 2029-07-20 Fixed 4.290000000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_22-4 N/A 29374GAB7 3015283.680000000168 PA USD 3025677.359999999870 0.0011213014 Long ABS-O CORP US Y 2 2029-10-22 Fixed 5.760000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3 N/A 301989AF6 3884000.000000000000 PA USD 3976493.580000000075 0.0014736692 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.680000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3 N/A 301989AE9 1156860.489999999991 PA USD 1162132.300000000047 0.0004306806 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.210000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNS47 5312320.179999999702 PA USD 5402337.450000000186 0.0020020801 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQ3V6 291063.969999999972 PA USD 299735.059999999998 0.0001110804 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GR7K0 1971095.459999999963 PA USD 2051908.399999999907 0.0007604273 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTQ29 6599959.639999999665 PA USD 6800618.209999999963 0.0025202761 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KMRW7 3139186.859999999870 PA USD 2803215.390000000130 0.0010388580 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEP22 2929203.629999999888 PA USD 2602439.250000000000 0.0009644514 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNBQ5 3544501.290000000037 PA USD 3165143.950000000186 0.0011729870 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQWR3 425252.780000000028 PA USD 437908.299999999988 0.0001622867 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 6.000000000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_24-1 N/A 29375PAB6 4480807.530000000261 PA USD 4515264.940000000410 0.0016733353 Long ABS-O CORP US Y 2 2030-03-20 Fixed 5.230000000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_24-1 N/A 29375PAC4 4751000.000000000000 PA USD 4844798.990000000224 0.0017954590 Long ABS-O CORP US Y 2 2030-09-20 Fixed 5.160000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLW44 698226.209999999963 PA USD 592554.560000000056 0.0002195978 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132E0K50 12810878.060000000522 PA USD 13297153.369999999180 0.0049278605 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.000000000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBC7 47006000.000000000000 PA USD 44122604.950000002980 0.0163516234 Long DBT CORP US N 2 2030-03-15 Fixed 2.900000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBH7 1080000.000000000000 PA USD 1053806.760000000009 0.0003905357 Long DBT CORP US N 2 2029-09-06 Fixed 3.462000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1 N/A 30167PAD2 3215144.870000000112 PA USD 3223565.330000000075 0.0011946377 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.290000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1 N/A 30167PAF7 9760000.000000000000 PA USD 9923753.279999999329 0.0036776948 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.840000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGYS0 21337482.339999999851 PA USD 17536145.850000001490 0.0064988106 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGAJ6 10110812.910000000149 PA USD 8309591.809999999590 0.0030794944 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.000000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBK0 1263000.000000000000 PA USD 1069836.780000000028 0.0003964763 Long DBT CORP US N 2 2049-09-06 Fixed 4.758000000000 N N N N N N BANGKOK BANK PCL/HONG KONG N/A N/A 15845000.000000000000 PA USD 15044257.080000000075 0.0055753287 Long DBT CORP HK Y 2 2034-09-25 Variable 3.733000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1 N/A 30167PAE0 6028000.000000000000 PA USD 6092969.780000000261 0.0022580250 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.410000000000 N N N N N N EART 2024-2A N/A 30166DAD0 1362469.889999999898 PA USD 1363315.979999999981 0.0005052383 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.610000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6W41 14762194.339999999851 PA USD 15218346.150000000373 0.0056398453 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KQGS9 10014847.429999999702 PA USD 10422561.880000000820 0.0038625509 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNL3 247575.859999999986 PA USD 254345.329999999987 0.0000942591 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRA39 38822325.130000002682 PA USD 39646406.630000002682 0.0146927660 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLXW3 55420959.179999999702 PA USD 56274275.689999997616 0.0208549736 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KLYQ4 10174059.960000000894 PA USD 8669306.320000000298 0.0032128029 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GRDV9 2321026.169999999925 PA USD 2415826.160000000149 0.0008952935 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEKR2 6665842.240000000224 PA USD 5652540.900000000373 0.0020948042 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N EFF 2024-2 N/A 29375RAD8 6047000.000000000000 PA USD 6251533.730000000447 0.0023167881 Long ABS-O CORP US Y 2 2030-12-20 Fixed 5.690000000000 N N N N N N EFF 2024-2 N/A 29375RAB2 1328208.540000000037 PA USD 1333068.459999999963 0.0004940287 Long ABS-O CORP US Y 2 2026-12-20 Fixed 5.740000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQW69 23312246.449999999255 PA USD 23656848.079999998212 0.0087671131 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTBV2 28742571.250000000000 PA USD 23612280.969999998808 0.0087505968 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.000000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBP9 1519000.000000000000 PA USD 1530267.939999999944 0.0005671099 Long DBT CORP US N 2 2027-04-02 Fixed 4.700000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBN4 6000.000000000000 PA USD 6135.310000000000 0.0000022737 Long DBT CORP US N 2 2030-04-02 Fixed 4.906000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DMW27 17507541.530000001192 PA USD 15633989.480000000447 0.0057938807 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDXR0 38992422.020000003278 PA USD 34666953.649999998510 0.0128474049 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3.000000000000 N N N N N N BAKER HUGHES HOLDINGS LLC 549300XU3XH6F05YEQ93 05724BAA7 4346000.000000000000 PA USD 4378051.750000000000 0.0016224847 Long DBT CORP US N 2 2030-05-01 Fixed 4.486000000000 N N N N N N DOW CHEMICAL COMPANY (THE) ZQUIP1CSZO8LXRBSOU78 260543CV3 4641000.000000000000 PA USD 3658797.319999999832 0.0013559325 Long DBT CORP US N 2 2049-05-15 Fixed 4.800000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FKM8 3110358.979999999981 PA USD 3104337.330000000075 0.0011504524 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWPR8 2865772.850000000093 PA USD 2860224.709999999963 0.0010599854 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 5.000000000000 N N N N N N DOW CHEMICAL COMPANY (THE) ZQUIP1CSZO8LXRBSOU78 260543DD2 7611000.000000000000 PA USD 4918745.750000000000 0.0018228633 Long DBT CORP US N 2 2050-11-15 Fixed 3.600000000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAK0 1026000.000000000000 PA USD 600790.719999999972 0.0002226501 Long DBT CORP US N 2 2050-08-15 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FLR6 633690.530000000028 PA USD 643038.729999999981 0.0002383070 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FKP1 99217296.469999998808 PA USD 101949641.599999994040 0.0377820426 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVPS7 14754752.939999999478 PA USD 15232511.839999999851 0.0056450950 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTEZ5 4014030.589999999851 PA USD 3922518.720000000205 0.0014536664 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FKK2 3682844.740000000224 PA USD 3496459.649999999907 0.0012957710 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 4.000000000000 N N N N N N FASST 2025-PC1 254900FJW75GV74X3O58 316929AA6 73742735.099999994040 PA USD 71489452.090000003576 0.0264936441 Long ABS-CBDO CORP US Y 2 2075-05-25 Variable 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FLQ8 1585626.979999999981 PA USD 1582186.169999999925 0.0005863505 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6AN3 3232559.000000000000 PA USD 3226300.770000000019 0.0011956514 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 5.000000000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) N/A 251526CD9 16573000.000000000000 PA USD 15823552.369999999180 0.0058641317 Long DBT CORP US N 2 2031-09-18 Variable 3.547000000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAM6 449000.000000000000 PA USD 283746.900000000023 0.0001051552 Long DBT CORP US N 2 2051-08-15 Fixed 2.900000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NGC7 9310118.449999999255 PA USD 9305305.119999999180 0.0034485009 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427M3F6 10984483.519999999553 PA USD 11359427.880000000820 0.0042097489 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N DANSKE BANK AS MAES062Z21O4RZ2U7M96 23636ABB6 8287000.000000000000 PA USD 8148101.589999999851 0.0030196469 Long DBT CORP DK Y 2 2027-09-10 Variable 1.549000000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) N/A 251526CP2 14404000.000000000000 PA USD 14174054.539999999106 0.0052528359 Long DBT CORP US N 2 2027-11-16 Variable 2.311000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CWLN0 273709.159999999974 PA USD 281373.289999999979 0.0001042756 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426JJL4 8202131.549999999814 PA USD 8425926.710000000894 0.0031226076 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6AL7 361588.359999999986 PA USD 343203.760000000009 0.0001271896 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WFYW1 204151.869999999995 PA USD 203877.690000000002 0.0000755561 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.000000000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AG5 3248000.000000000000 PA USD 3090754.580000000075 0.0011454187 Long DBT CORP US Y 2 2028-12-14 Fixed 2.375000000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AF7 4791000.000000000000 PA USD 4707262.900000000373 0.0017444888 Long DBT CORP US Y 2 2026-12-14 Fixed 2.000000000000 N N N N N N EART 2024-3A N/A 30165AAE5 7232000.000000000000 PA USD 7327115.259999999776 0.0027153934 Long ABS-O CORP US N 2 2029-07-16 Fixed 5.700000000000 N N N N N N EFF 2024-3 N/A 29375QAB4 10575955.650000000373 PA USD 10614875.169999999925 0.0039338212 Long ABS-O CORP US Y 2 2027-04-20 Fixed 5.310000000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) N/A 25160PAH0 26364000.000000000000 PA USD 25934477.710000000894 0.0096111916 Long DBT CORP US N 2 2028-01-07 Variable 2.552000000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAT6 7466000.000000000000 PA USD 5841570.120000000112 0.0021648575 Long DBT CORP US N 2 2052-03-15 Fixed 4.250000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CXPB0 999900.479999999981 PA USD 1027738.709999999963 0.0003808750 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AUEK5 795027.300000000047 PA USD 816894.530000000028 0.0003027371 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 6.000000000000 N N N N N N EART 2024-4A N/A 30166UAF7 13416000.000000000000 PA USD 13718732.039999999106 0.0050840955 Long ABS-O CORP US N 2 2030-12-16 Fixed 5.810000000000 N N N N N N EART 2024-4A N/A 30166UAE0 7612000.000000000000 PA USD 7700124.120000000112 0.0028536286 Long ABS-O CORP US N 2 2030-08-15 Fixed 5.480000000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AU7 5815000.000000000000 PA USD 5972987.740000000224 0.0022135603 Long DBT CORP US Y 2 2033-08-15 Fixed 6.000000000000 N N N N N N BHP BILLITON FINANCE (USA) LTD 5493003NUVITP3TMY274 055451BM9 11429000.000000000000 PA USD 11665374.580000000075 0.0043231312 Long DBT CORP AU N 2 2055-09-05 Fixed 5.750000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6AV5 624208.219999999972 PA USD 592470.979999999981 0.0002195669 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427MUK5 269418.580000000016 PA USD 273434.260000000009 0.0001013334 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 5.500000000000 N N N N N N DANSKE BANK AS MAES062Z21O4RZ2U7M96 23636ABC4 2223000.000000000000 PA USD 2228170.700000000186 0.0008257493 Long DBT CORP DK Y 2 2028-04-01 Variable 4.298000000000 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAV8 5000000.000000000000 PA USD 5139960.000000000000 0.0019048442 Long DBT CORP US N 2 2028-01-15 Fixed 5.550000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTFA9 22781149.530000001192 PA USD 22759963.059999998659 0.0084347319 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTG34 56793779.469999998808 PA USD 57686009.750000000000 0.0213781554 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTEY8 21201239.750000000000 PA USD 20833037.820000000298 0.0077206228 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTGX8 42731666.590000003576 PA USD 43437508.259999997914 0.0160977298 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368MXV1 40000000.000000000000 PA USD 39964960.000000000000 0.0148108203 Long DBT CORP CA N 2 2031-09-22 Variable 4.350000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AF5 27529000.000000000000 PA USD 27384004.760000001639 0.0101483793 Long DBT CORP US N 2 2033-03-22 Fixed 4.625000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6AY9 1643701.550000000047 PA USD 1667564.810000000056 0.0006179914 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWPS6 346409.460000000021 PA USD 351519.690000000002 0.0001302715 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MMK72 27767.439999999999 PA USD 22476.520000000000 0.0000083297 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M9CJ4 941577.160000000033 PA USD 762165.280000000028 0.0002824548 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCX7 27311000.000000000000 PA USD 26788076.280000001192 0.0099275311 Long DBT CORP US N 2 2038-02-15 Fixed 4.900000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCT6 304000.000000000000 PA USD 277297.859999999986 0.0001027652 Long DBT CORP US N 2 2034-04-15 Fixed 3.469000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MMT32 149621.649999999994 PA USD 121112.139999999999 0.0000448836 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LTJR6 972493.439999999944 PA USD 787190.650000000023 0.0002917290 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M9VK0 1603112.989999999991 PA USD 1297649.429999999935 0.0004809026 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNKT0 47901.510000000002 PA USD 38780.250000000000 0.0000143718 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMTT1 3960012.419999999925 PA USD 3205455.810000000056 0.0011879264 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M2CE0 7756057.450000000186 PA USD 6278187.240000000224 0.0023266657 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FF51 22374211.000000000000 PA USD 22986011.429999999702 0.0085185043 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNSD6 2708979.200000000186 PA USD 2192799.470000000205 0.0008126408 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L2N82 258307.970000000001 PA USD 209461.420000000013 0.0000776254 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MRWS2 239257.559999999998 PA USD 221866.880000000005 0.0000822228 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.500000000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813DC0 5077000.000000000000 PA USD 5096074.290000000037 0.0018885804 Long DBT CORP US N 2 2029-02-15 Fixed 4.450000000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565AAR4 6350000.000000000000 PA USD 6349580.900000000373 0.0023531239 Long DBT CORP FR Y 2 2026-05-12 Fixed 4.375000000000 N N N N N N ACCENTURE PLC 5493000EWHDSR3MZWH98 N/A 1046753.000000000000 NS USD 280843829.899999976158 0.1040793610 Long EC CORP IE N 1 N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724F101 535947.000000000000 NS USD 187576090.530000001192 0.0695147892 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJ5A7 1422212.919999999925 PA USD 1318837.949999999953 0.0004887549 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 3.500000000000 N N N N N N HPEFS 2025-2A N/A 442927AC3 8984000.000000000000 PA USD 9005938.929999999702 0.0033375573 Long ABS-O CORP US Y 2 2032-11-22 Fixed 4.030000000000 N N N N N N HPEFS 2025-2A N/A 442927AD1 2081000.000000000000 PA USD 2083823.919999999925 0.0007722550 Long ABS-O CORP US Y 2 2032-11-22 Fixed 4.210000000000 N N N N N N HFMOT 2025-1A N/A 44921QAH9 63190000.000000000000 PA USD 63263932.299999997020 0.0234453064 Long ABS-O CORP US Y 2 2030-10-15 Fixed 4.010000000000 N N N N N N MAGNE 2019-22A 5493000081NBXWGGSW23 55954HAW2 13393000.000000000000 PA USD 13399160.779999999329 0.0049656640 Long ABS-O CORP US Y 2 2036-07-15 Variable 5.154540000000 N N N N N N MERCHANTS FLEET FUNDING LLC MFF_24-1 N/A 588926AF2 4211536.950000000186 PA USD 4239371.000000000000 0.0015710903 Long ABS-O CORP US Y 2 2037-04-20 Fixed 5.820000000000 N N N N N N MISSION LANE CREDIT MASTER TRUST MLANE_24-A N/A 60510MAY4 3233000.000000000000 PA USD 3253849.620000000112 0.0012058609 Long ABS-O CORP US Y 2 2029-08-15 Fixed 6.200000000000 N N N N N N GLOBAL SC FINANCE SRL SEACO_21-2 549300JZYOMTAKV6RT73 37959PAG2 58297655.509999997914 PA USD 54949154.770000003278 0.0203638902 Long ABS-O CORP BM Y 2 2041-08-17 Fixed 1.950000000000 N N N N N N GLOBAL SC FINANCE SRL SEACO_21-2 549300JZYOMTAKV6RT73 37959PAH0 3774700.089999999851 PA USD 3525769.939999999944 0.0013066332 Long ABS-O CORP BM Y 2 2041-08-17 Fixed 2.490000000000 N N N N N N SLAM LTD SLAM_21-1 N/A 78449AAA0 16480516.500000000000 PA USD 15748929.890000000596 0.0058364770 Long ABS-O CORP US Y 2 2046-06-15 Fixed 2.434000000000 N N N N N N SLAM LTD SLAM_21-1 N/A 78449AAC6 3033791.100000000093 PA USD 2907712.810000000056 0.0010775843 Long ABS-O CORP US Y 2 2046-06-15 Fixed 3.422000000000 N N N N N N SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1 N/A 78472VAA4 9624129.410000000149 PA USD 9402331.720000000671 0.0034844585 Long ABS-O CORP US Y 2 2075-09-15 Fixed 1.950000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B0VB6 7789868.349999999627 PA USD 6911700.910000000149 0.0025614428 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNMM2 86494304.459999993443 PA USD 77049731.870000004768 0.0285542569 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.000000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 24446000.000000000000 PA USD 24394614.510000001639 0.0090405258 Long DBT CORP US N 2 2028-01-20 Variable 3.824000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023BX2 3455000.000000000000 PA USD 3393894.870000000112 0.0012577610 Long DBT CORP US N 2 2028-03-01 Fixed 3.250000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHD4 42684000.000000000000 PA USD 42160822.210000000894 0.0156245962 Long DBT CORP US N 2 2028-12-20 Variable 3.419000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 2014000.000000000000 PA USD 1999875.820000000065 0.0007411443 Long DBT CORP US N 2 2027-08-15 Fixed 3.557000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FJQ1 9838345.939999999478 PA USD 9340446.929999999702 0.0034615243 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWPE7 4152427.450000000186 PA USD 3942281.399999999907 0.0014609904 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KQTC0 3363300.020000000019 PA USD 3297194.359999999870 0.0012219242 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133USJF9 12845789.990000000224 PA USD 10529128.839999999851 0.0039020441 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WCPC2 46777.930000000000 PA USD 47567.639999999999 0.0000176283 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FHY6 61538235.079999998212 PA USD 62446047.119999997318 0.0231422021 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCEV6 746718.810000000056 PA USD 643393.829999999958 0.0002384386 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBZX1 525791.739999999991 PA USD 452928.049999999988 0.0001678529 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFZS3 23131386.010000001639 PA USD 20552652.829999998212 0.0076167134 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XME44 43073021.520000003278 PA USD 42275309.159999996424 0.0156670245 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 4.500000000000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CBK9 399000.000000000000 PA USD 384359.090000000026 0.0001424416 Long DBT CORP US N 2 2053-01-15 Fixed 5.350000000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) N/A 251526CS6 19992000.000000000000 PA USD 20934582.820000000298 0.0077582548 Long DBT CORP US N 2 2029-01-18 Variable 6.720000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSBW1 56392.669999999998 PA USD 49991.430000000000 0.0000185266 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWN90 12091523.300000000745 PA USD 12423266.330000000075 0.0046040022 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FHV2 16502095.519999999553 PA USD 15666957.470000000671 0.0058060984 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNM1 30677063.309999998659 PA USD 31515896.929999999702 0.0116796385 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FGZ4 72743208.959999993443 PA USD 74731571.829999998212 0.0276951580 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FHZ3 26480288.949999999255 PA USD 27206802.160000000149 0.0100827089 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FJU2 58307751.320000000298 PA USD 59913488.479999996722 0.0222036482 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GS6A1 5529385.370000000112 PA USD 5524093.750000000000 0.0020472023 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWPJ6 52656333.409999996424 PA USD 54103750.700000002980 0.0200505875 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AVVR9 394842.750000000000 PA USD 405639.330000000016 0.0001503280 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHF3 494550.760000000009 PA USD 438219.450000000012 0.0001624020 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132E0SK9 400444.510000000009 PA USD 354728.960000000021 0.0001314608 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MRSE8 1436211.229999999981 PA USD 1359353.820000000065 0.0005037699 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132CXRH7 992954.530000000028 PA USD 939999.270000000019 0.0003483592 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EFF2 1258794.179999999935 PA USD 1191431.070000000065 0.0004415386 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPPF8 9559124.210000000894 PA USD 9128801.119999999180 0.0033830894 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNXH0 4624205.769999999553 PA USD 4417466.780000000261 0.0016370918 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6CU5 499950.000000000000 PA USD 474529.039999999979 0.0001758582 Long ABS-MBS USGA US N 2 2056-01-01 Fixed 4.000000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 826000.000000000000 PA USD 685855.880000000005 0.0002541749 Long DBT CORP US N 2 2047-08-15 Fixed 4.540000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 4744000.000000000000 PA USD 4372952.780000000261 0.0016205951 Long DBT CORP US N 2 2037-08-15 Fixed 4.390000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M9S65 278351.770000000019 PA USD 246604.359999999986 0.0000913904 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2WF4 1796329.070000000065 PA USD 1591163.139999999898 0.0005896773 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C5RT0 274871.739999999991 PA USD 243477.540000000008 0.0000902316 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 3.000000000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AQ3 2169000.000000000000 PA USD 2211182.709999999963 0.0008194536 Long DBT CORP US Y 2 2028-01-19 Fixed 5.125000000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AP5 2714000.000000000000 PA USD 2714933.620000000112 0.0010061412 Long DBT CORP US Y 2 2026-01-16 Fixed 5.150000000000 N N N N N N AIRBUS SE MINO79WLOO247M1IL051 N/A 1691941.000000000000 NS 392451319.509999990463 0.1454405552 Long EC CORP FR N 2 N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 363576109 3220359.000000000000 NS USD 833396705.610000014305 0.3088527762 Long EC CORP US N 1 N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBZ7 4645000.000000000000 PA USD 4921865.230000000447 0.0018240194 Long DBT CORP US N 2 2033-09-15 Fixed 5.750000000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) N/A 251526CU1 30845000.000000000000 PA USD 32925896.239999998361 0.0122021774 Long DBT CORP US N 2 2029-11-20 Variable 6.819000000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AV2 4378000.000000000000 PA USD 4421438.519999999553 0.0016385637 Long DBT CORP US Y 2 2027-01-15 Fixed 5.000000000000 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GBD9 17500000.000000000000 PA USD 17968440.000000000000 0.0066590167 Long DBT CORP NL Y 2 2029-06-26 Fixed 5.125000000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BA4 43171000.000000000000 PA USD 43981319.670000001788 0.0162992637 Long DBT CORP US N 2 2029-06-15 Fixed 5.450000000000 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABP7 4736000.000000000000 PA USD 4697382.660000000149 0.0017408272 Long DBT CORP US N 2 2034-09-15 Fixed 4.650000000000 N N N N N N EUROBANK SA 213800KGF4EFNUQKAT69 N/A 2383000.000000000000 PA 2879106.080000000075 0.0010669827 Long DBT CORP GR N 2 2030-09-24 Variable 4.000000000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BD4 3064000.000000000000 PA USD 3132174.000000000000 0.0011607685 Long DBT CORP US N 2 2035-02-15 Fixed 5.200000000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BB8 5849000.000000000000 PA USD 5968243.559999999590 0.0022118021 Long DBT CORP US N 2 2030-02-15 Fixed 4.750000000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BB2 41040000.000000000000 PA USD 41087975.759999997914 0.0152270045 Long DBT CORP US N 2 2032-03-15 Fixed 5.250000000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAW1 12648000.000000000000 PA USD 12380330.380000000820 0.0045880904 Long DBT CORP US N 2 2054-12-01 Fixed 5.650000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACX3 9990000.000000000000 PA USD 10136313.539999999106 0.0037564686 Long DBT CORP US Y 2 2027-03-19 Fixed 5.300000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EQ86 28326510.519999999553 PA USD 28376846.730000000447 0.0105163217 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKES5 47482017.490000002086 PA USD 38797983.829999998212 0.0143783446 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.000000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 18878000.000000000000 PA USD 19234586.539999999106 0.0071282445 Long DBT CORP GB N 2 2028-05-17 Variable 5.597000000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DF6 12000000.000000000000 PA USD 11486280.000000000000 0.0042567596 Long DBT CORP US N 2 2054-06-25 Fixed 5.300000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADB0 42500000.000000000000 PA USD 43233295.000000000000 0.0160220494 Long DBT CORP US Y 2 2027-06-24 Fixed 5.275000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADA2 17742000.000000000000 PA USD 17852993.949999999255 0.0066162330 Long DBT CORP US Y 2 2026-06-24 Fixed 5.450000000000 N N N N N N HUNTINGTON BANCSHARES INC 549300XTVCVV9I7B5T19 446150BE3 20000000.000000000000 PA USD 20582760.000000000000 0.0076278710 Long DBT CORP US N 2 2031-01-15 Variable 5.272000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADL8 25000000.000000000000 PA USD 25401150.000000000000 0.0094135430 Long DBT CORP US Y 2 2028-01-07 Fixed 5.000000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADM6 47000000.000000000000 PA USD 48450279.000000000000 0.0179554384 Long DBT CORP US Y 2 2030-01-08 Fixed 5.300000000000 N N N N N N HYUNDAI CAPITAL SERVICES INC 549300MALMDAGL2ZJJ27 44920UAX6 15000000.000000000000 PA USD 15322350.000000000000 0.0056783886 Long DBT CORP KR Y 2 2028-01-22 Fixed 5.250000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ES4 68428000.000000000000 PA USD 70629397.189999997616 0.0261749120 Long DBT CORP GB N 2 2036-03-03 Variable 5.450000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ER6 6769000.000000000000 PA USD 6939463.730000000447 0.0025717316 Long DBT CORP GB N 2 2031-03-03 Variable 5.130000000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CD2 29152000.000000000000 PA USD 29779642.559999998659 0.0110361911 Long DBT CORP US N 2 2035-05-01 Fixed 5.550000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAE2 27765000.000000000000 PA USD 28645455.920000001788 0.0106158670 Long DBT CORP US N 2 2031-01-15 Variable 5.230000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKC48 176052337.719999998808 PA USD 143433536.639999985695 0.0531557729 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKET3 16035310.240000000224 PA USD 13112554.240000000224 0.0048594490 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.000000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CE3 116000.000000000000 PA USD 95022.330000000002 0.0000352148 Long DBT CORP US N 2 2039-03-01 Fixed 3.500000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CH6 4822000.000000000000 PA USD 4803671.580000000075 0.0017802174 Long DBT CORP US N 2 2026-05-01 Fixed 3.100000000000 N N N N N N MINERA MEXICO SA DE CV 2549005BMA2EK49I0T98 60284MAC6 30680000.000000000000 PA USD 31784480.000000000000 0.0117791741 Long DBT CORP MX Y 2 2032-02-12 Fixed 5.625000000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MGA6 26000.000000000000 PA USD 26356.669999999998 0.0000097677 Long DBT CORP US N 2 2035-03-03 Fixed 4.950000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLHL3 10902311.220000000671 PA USD 9228904.570000000298 0.0034201873 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M2FC1 76869.580000000002 PA USD 65220.070000000000 0.0000241702 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CK9 342000.000000000000 PA USD 255785.220000000001 0.0000947928 Long DBT CORP US N 2 2049-05-01 Fixed 3.900000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CJ2 3180000.000000000000 PA USD 2895052.919999999925 0.0010728926 Long DBT CORP US N 2 2034-05-01 Fixed 3.600000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFNJ6 7805020.320000000298 PA USD 6606980.919999999925 0.0024485151 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMU36 687202.760000000009 PA USD 582910.119999999995 0.0002160237 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWF40 21897314.870000001043 PA USD 21466966.940000001341 0.0079555538 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWF57 327779.320000000007 PA USD 328412.260000000009 0.0001217080 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQWU7 9568438.830000000075 PA USD 9862266.449999999255 0.0036549081 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FCG0 4539171.889999999665 PA USD 4607522.740000000224 0.0017075256 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQD28 35382139.729999996722 PA USD 35652140.840000003576 0.0132125104 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6P80 902015.680000000051 PA USD 915598.229999999981 0.0003393163 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N ARES 2019-53A N/A 04009GBN6 1358000.000000000000 PA USD 1359955.520000000019 0.0005039929 Long ABS-O CORP US Y 2 2036-10-24 Variable 6.216120000000 N N N N N N ARES 2019-53A N/A 04009GBJ5 1967000.000000000000 PA USD 1971307.729999999981 0.0007305571 Long ABS-O CORP US Y 2 2036-10-24 Variable 5.316120000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CTLZ0 1860018.320000000065 PA USD 1888595.639999999898 0.0006999044 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXEF5 25062623.329999998212 PA USD 23865030.940000001341 0.0088442647 Long ABS-MBS USGA US N 2 2056-08-01 Fixed 4.000000000000 N N N N N N ARES 2019-53A N/A 04009GBE6 2425000.000000000000 PA USD 2426697.500000000000 0.0008993223 Long ABS-O CORP US Y 2 2036-10-24 Variable 4.856120000000 N N N N N N CLAST 2025-1A N/A 14856VAB3 11979270.369999999180 PA USD 12149148.400000000373 0.0045024155 Long ABS-O CORP US Y 2 2050-02-15 Fixed 6.504000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXTC6 23643780.640000000596 PA USD 19503967.440000001341 0.0072280757 Long ABS-MBS USGA US N 2 2061-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNWD2 210605.450000000012 PA USD 186630.760000000009 0.0000691645 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.000000000000 N N N N N N CLAST 2025-1A N/A 14856VAA5 67983784.670000001788 PA USD 69166974.459999993443 0.0256329452 Long ABS-O CORP US Y 2 2050-02-15 Fixed 5.783000000000 N N N N N N CPS 2025-B N/A 12630SAA9 12268997.380000000820 PA USD 12302823.009999999776 0.0045593665 Long ABS-O CORP US Y 2 2029-02-15 Fixed 4.740000000000 N N N N N N DRSLF 2016-45A 54930046L20VLJKPVV31 26244MAW2 5846295.599999999627 PA USD 5848867.969999999739 0.0021675621 Long ABS-O CORP KY Y 2 2030-10-15 Variable 4.984540000000 N N N N N N DEFT 2024-2 N/A 24704EAE8 6096000.000000000000 PA USD 6143695.099999999627 0.0022768236 Long ABS-O CORP US Y 2 2030-08-22 Fixed 4.590000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWL35 14012788.550000000745 PA USD 14219491.189999999478 0.0052696745 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSXC7 1320964.340000000084 PA USD 1376324.629999999888 0.0005100592 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N DEXT 2025-1 N/A 252154AC3 18243000.000000000000 PA USD 18457099.850000001490 0.0068401117 Long ABS-O CORP US Y 2 2035-08-15 Fixed 4.770000000000 N N N N N N DRIVE 2025-2 N/A 262103AD6 13117000.000000000000 PA USD 13154042.410000000149 0.0048748243 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.140000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSW87 383995.080000000016 PA USD 400581.750000000000 0.0001484537 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSVD7 867907.060000000056 PA USD 905593.319999999949 0.0003356085 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 532457CF3 10105000.000000000000 PA USD 10319387.679999999702 0.0038243150 Long DBT CORP US N 2 2033-02-27 Fixed 4.700000000000 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 532457CG1 4735000.000000000000 PA USD 4329556.160000000149 0.0016045125 Long DBT CORP US N 2 2053-02-27 Fixed 4.875000000000 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 532457CH9 330000.000000000000 PA USD 297841.169999999984 0.0001103785 Long DBT CORP US N 2 2063-02-27 Fixed 4.950000000000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBU9 1085000.000000000000 PA USD 805839.270000000019 0.0002986401 Long DBT CORP US N 2 2041-03-01 Fixed 3.100000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSVQ8 7073242.400000000373 PA USD 7191705.059999999590 0.0026652110 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSVH8 2981201.330000000075 PA USD 3051739.529999999795 0.0011309599 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FIRSTENERGY TRANSMISSION LLC 549300AINIIPOLYX2R63 33767BAD1 8992000.000000000000 PA USD 8698456.160000000149 0.0032236057 Long DBT CORP US Y 2 2028-09-15 Fixed 2.866000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B69 61184000.000000000000 PA USD 56082478.079999998212 0.0207838943 Long DBT CORP US N 2 2031-06-17 Fixed 3.625000000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CK3 1450000.000000000000 PA USD 1371298.350000000093 0.0005081965 Long DBT CORP US N 2 2032-03-15 Fixed 3.625000000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CL1 379000.000000000000 PA USD 309728.650000000023 0.0001147839 Long DBT CORP US N 2 2052-03-15 Fixed 4.625000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSVA3 2701230.669999999925 PA USD 2749928.459999999963 0.0010191101 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVEU4 22876531.140000000596 PA USD 23319397.910000000149 0.0086420557 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CJ6 1118000.000000000000 PA USD 1090791.229999999981 0.0004042419 Long DBT CORP US N 2 2029-03-15 Fixed 3.375000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACV7 4521000.000000000000 PA USD 4671671.370000000112 0.0017312987 Long DBT CORP US Y 2 2031-01-08 Fixed 5.400000000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CM0 21967000.000000000000 PA USD 20294190.980000000447 0.0075209287 Long DBT CORP US N 2 2054-02-21 Fixed 5.600000000000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FBA1 13320000.000000000000 PA USD 13962310.380000000820 0.0051743645 Long DBT CORP US N 2 2031-06-15 Fixed 5.250000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVGU2 40548793.810000002384 PA USD 41180097.979999996722 0.0152611445 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DT6X3 11848325.400000000373 PA USD 12109545.429999999702 0.0044877388 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAJ2 22882000.000000000000 PA USD 23071554.489999998361 0.0085502062 Long DBT CORP GB Y 2 2028-06-30 Fixed 4.500000000000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAL7 7692000.000000000000 PA USD 7862808.549999999814 0.0029139187 Long DBT CORP GB Y 2 2055-07-01 Fixed 6.375000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140APCK8 1333362.610000000102 PA USD 1374923.520000000019 0.0005095400 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FX2S0 13988145.949999999255 PA USD 12731115.199999999255 0.0047180895 Long ABS-MBS USGA US N 2 2063-12-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWLU5 306773.390000000014 PA USD 315161.190000000002 0.0001167972 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFMT5 121859.979999999996 PA USD 103153.990000000005 0.0000382284 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAK9 9250000.000000000000 PA USD 9512922.000000000000 0.0035254427 Long DBT CORP GB Y 2 2035-07-01 Fixed 5.625000000000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45865VAC4 20000000.000000000000 PA USD 20020230.000000000000 0.0074194001 Long DBT CORP US N 2 2031-03-15 Fixed 4.200000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AQFP7 17703961.730000000447 PA USD 14986155.750000000000 0.0055537966 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DS6D9 1275364.899999999907 PA USD 1081511.989999999991 0.0004008031 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBB2 70094000.000000000000 PA USD 69928437.969999998808 0.0259151399 Long DBT CORP IT Y 2 2027-07-14 Fixed 3.875000000000 N N N N N N JH NORTH AMERICA HOLDINGS INC 254900A6FXA0D81TL967 46593WAA3 3845000.000000000000 PA USD 3929878.379999999888 0.0014563939 Long DBT CORP US Y 2 2031-01-31 Fixed 5.875000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XR3A1 1321193.729999999981 PA USD 1312946.840000000084 0.0004865717 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQXZ5 644116.239999999991 PA USD 661728.310000000056 0.0002452333 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N JH NORTH AMERICA HOLDINGS INC 254900A6FXA0D81TL967 46593WAB1 3730000.000000000000 PA USD 3831090.459999999963 0.0014197835 Long DBT CORP US Y 2 2032-07-31 Fixed 6.125000000000 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LVH1 20000000.000000000000 PA USD 19938580.000000000000 0.0073891410 Long DBT CORP US Y 2 2030-09-09 Fixed 4.550000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTS64 145824810.259999990463 PA USD 151015298.560000002384 0.0559655371 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGQ28 0.040000000000 PA USD 0.040000000000 0.0000000000 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N KOREA GAS CORP 988400TFZILHBD5M3R71 50066AAV5 4334000.000000000000 PA USD 4475587.450000000186 0.0016586310 Long DBT USGA KR Y 2 2029-07-08 Fixed 5.000000000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 48241FAD6 18322000.000000000000 PA USD 18681789.109999999404 0.0069233804 Long DBT CORP BE Y 2 2030-10-16 Variable 4.932000000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 2510000.000000000000 PA USD 2385692.250000000000 0.0008841260 Long DBT CORP US N 2 2030-05-01 Fixed 3.200000000000 N N N N N N KOREA HOUSING FINANCE CORP 9884002AAOBT56QW9B80 50065RAK3 19870000.000000000000 PA USD 20199365.120000001043 0.0074857867 Long DBT USGA KR Y 2 2028-02-24 Fixed 4.625000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B2DV8 399422.950000000012 PA USD 354325.299999999988 0.0001313112 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QM6C3 2622698.100000000093 PA USD 2323054.839999999851 0.0008609129 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3.000000000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 48241FAC8 9200000.000000000000 PA USD 10037338.000000000000 0.0037197888 Long DBT CORP BE Y 2 2034-09-21 Variable 6.324000000000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAM5 3557000.000000000000 PA USD 3518157.560000000056 0.0013038121 Long DBT CORP US N 2 2034-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2VL2 2950480.600000000093 PA USD 2613388.189999999944 0.0009685090 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MBWB4 3303651.140000000130 PA USD 2930632.589999999851 0.0010860782 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3.000000000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBA0 14229000.000000000000 PA USD 14919647.199999999255 0.0055291489 Long DBT CORP GB N 2 2030-06-05 Variable 5.721000000000 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP 254900TBF2Z4GR7NSX02 505742AR7 1170000.000000000000 PA USD 1241338.409999999916 0.0004600340 Long DBT CORP US Y 2 2031-07-15 Fixed 7.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C5VR9 3271844.479999999981 PA USD 2906624.839999999851 0.0010771811 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MWM52 184136.640000000014 PA USD 163110.450000000012 0.0000604479 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 3.000000000000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAP8 2636000.000000000000 PA USD 2703028.209999999963 0.0010017291 Long DBT CORP US N 2 2035-05-15 Fixed 6.150000000000 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP 254900TBF2Z4GR7NSX02 505742AS5 43922000.000000000000 PA USD 44976040.159999996424 0.0166679023 Long DBT CORP US N 2 2030-08-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MHTF6 957983.020000000019 PA USD 848925.280000000028 0.0003146076 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDPD2 380844.900000000023 PA USD 338436.299999999988 0.0001254229 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XL4L9 52951.089999999997 PA USD 46939.709999999999 0.0000173956 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N22J9 92867.679999999993 PA USD 83238.419999999998 0.0000308478 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DPL97 123018.460000000006 PA USD 109473.270000000004 0.0000405703 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DT3L2 4296459.730000000447 PA USD 3805589.209999999963 0.0014103329 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.000000000000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAR4 31524000.000000000000 PA USD 31388478.320000000298 0.0116324178 Long DBT CORP US N 2 2036-01-15 Fixed 5.875000000000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAQ6 3332000.000000000000 PA USD 3346224.310000000056 0.0012400945 Long DBT CORP US N 2 2031-01-15 Fixed 5.125000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DPSJ8 227550.000000000000 PA USD 201552.410000000003 0.0000746943 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMVZ4 122815.740000000005 PA USD 108784.039999999994 0.0000403148 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.000000000000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BH5 8028000.000000000000 PA USD 7025206.459999999963 0.0026035074 Long DBT CORP US N 2 2033-10-15 Fixed 2.750000000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822BZ6 7321000.000000000000 PA USD 7187860.290000000037 0.0026637862 Long DBT CORP JP N 2 2027-10-13 Variable 1.640000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLK56 11418787.890000000596 PA USD 10114191.369999999180 0.0037482703 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MA2R4 76961.460000000006 PA USD 68209.559999999998 0.0000252781 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBD6 1128000.000000000000 PA USD 1069989.219999999972 0.0003965328 Long DBT CORP US N 2 2028-12-10 Fixed 1.900000000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822CC6 5078000.000000000000 PA USD 4990937.690000000410 0.0018496173 Long DBT CORP JP N 2 2028-01-19 Variable 2.341000000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822CE2 4867000.000000000000 PA USD 4870221.950000000186 0.0018048806 Long DBT CORP JP N 2 2028-04-19 Variable 4.080000000000 N N N N N N MOODY'S CORP 549300GCEDD8YCF5WU84 615369AZ8 265000.000000000000 PA USD 261558.450000000012 0.0000969323 Long DBT CORP US N 2 2032-08-08 Fixed 4.250000000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MFS8 716000.000000000000 PA USD 729308.290000000037 0.0002702781 Long DBT CORP US N 2 2032-09-09 Fixed 4.600000000000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YCM9 4388000.000000000000 PA USD 4661289.030000000261 0.0017274511 Long DBT CORP JP N 2 2033-09-13 Variable 5.669000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEV3 18366000.000000000000 PA USD 19086645.109999999404 0.0070734181 Long DBT CORP US N 2 2028-10-18 Variable 6.296000000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 592179KF1 7000000.000000000000 PA USD 7149485.000000000000 0.0026495645 Long DBT CORP US Y 2 2028-01-06 Fixed 5.050000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPNN3 30910.360000000001 PA USD 27414.119999999999 0.0000101595 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KLN52 922782.699999999953 PA USD 818083.770000000019 0.0003031779 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426FG76 245110.920000000013 PA USD 248669.440000000002 0.0000921557 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B15G7 461774.510000000009 PA USD 472062.380000000005 0.0001749440 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KMPV1 55156201.640000000596 PA USD 47351047.549999997020 0.0175480685 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ET42 118462693.379999995232 PA USD 116048660.609999999404 0.0430070707 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 4.500000000000 N N N N N N STONEPEAK 2021-1 ABS SALTT_21-1A N/A 78433XAB6 6105915.950000000186 PA USD 5956864.440000000410 0.0022075851 Long ABS-O CORP US Y 2 2033-02-28 Fixed 2.675000000000 N N N N N N STONEPEAK 2021-1 ABS SALTT_21-1A N/A 78433XAA8 8905424.429999999702 PA USD 8697821.179999999702 0.0032233703 Long ABS-O CORP US Y 2 2033-02-28 Fixed 2.301000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505104 18584166.000000000000 NS USD 1022129130.000000000000 0.3787960971 Long EC CORP US N 1 N N N CREDICORP LTD 529900UYAEYQCQ2BKB17 N/A 409649.000000000000 NS USD 117569263.000000000000 0.0435705985 Long EC CORP PE N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEZ4 2053000.000000000000 PA USD 2054428.889999999898 0.0007613614 Long DBT CORP US N 2 2027-01-28 Variable 5.050000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 20042000.000000000000 PA USD 20461539.190000001341 0.0075829472 Long DBT CORP US N 2 2029-02-01 Variable 5.123000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EW30 4780423.959999999963 PA USD 4862862.370000000112 0.0018021532 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQBS3 4285111.509999999776 PA USD 4090190.359999999870 0.0015158047 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BBSW0 54116.839999999997 PA USD 47944.809999999998 0.0000177681 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BENJ3 27501505.890000000596 PA USD 28258044.820000000298 0.0104722943 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N STELLAR JAY US LLC STELLAR_21-1 254900N0ZJ7Y0Q6V4A92 858558AA7 14849200.269999999553 PA USD 14641593.599999999627 0.0054261036 Long ABS-O CORP US Y 2 2041-10-15 Fixed 3.967000000000 N N N N N N SPRITE LIMITED SPRTE_21-1 N/A 85208UAA2 15136760.720000000671 PA USD 14821295.490000000224 0.0054927002 Long ABS-O CORP US Y 2 2046-11-15 Fixed 3.750000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DP2C1 11696269.830000000075 PA USD 11745990.669999999925 0.0043530072 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQVF0 48267993.640000000596 PA USD 49169591.490000002086 0.0182220121 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXV7 8653287.220000000671 PA USD 8906309.339999999851 0.0033006350 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179YFK5 127194964.219999998808 PA USD 127516385.890000000596 0.0472569540 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 5.000000000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAW4 842000.000000000000 PA USD 861491.459999999963 0.0003192646 Long DBT CORP US N 2 2028-03-09 Fixed 4.875000000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAX2 494000.000000000000 PA USD 508156.559999999998 0.0001883204 Long DBT CORP US N 2 2033-03-09 Fixed 4.850000000000 N N N N N N GINNIE MAE II POOL N/A 36179YAQ7 16864768.440000001341 PA USD 16523408.660000000149 0.0061234951 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 4.500000000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P N/A 36269JAA6 9579000.000000000000 PA USD 9693842.630000000820 0.0035924911 Long ABS-CBDO CORP US Y 2 2041-03-10 Variable 5.487220000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GFP9 7668000.000000000000 PA USD 7893661.570000000298 0.0029253527 Long DBT CORP US Y 2 2033-03-28 Fixed 5.150000000000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BL6 5784000.000000000000 PA USD 5920872.580000000075 0.0021942467 Long DBT CORP US N 2 2029-04-15 Fixed 4.900000000000 N N N N N N SOLRR AIRCRAFT SOLRR_21-1 LIMITED N/A 83438LAA9 27647129.750000000000 PA USD 26407100.690000001341 0.0097863434 Long ABS-O CORP IE Y 2 2046-10-15 Fixed 2.636000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_22-1 N/A 12530MAL9 52570207.079999998212 PA USD 51912764.070000000298 0.0192386185 Long ABS-O CORP US Y 2 2062-08-15 Fixed 5.970000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427N4V8 2522374.990000000224 PA USD 2047348.719999999972 0.0007587375 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y65V8 35274654.990000002086 PA USD 36087524.140000000596 0.0133738614 Long ABS-MBS USGA US N 2 2055-08-01 Fixed 5.500000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_22-1 N/A 12530MAM7 42982756.240000002086 PA USD 41862711.579999998212 0.0155141178 Long ABS-O CORP US Y 2 2062-08-15 Fixed 6.110000000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5 N/A 80287HAE8 1311647.959999999963 PA USD 1312547.750000000000 0.0004864238 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.740000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y66R6 17731519.510000001639 PA USD 18454149.859999999404 0.0068390184 Long ABS-MBS USGA US N 2 2055-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y65B2 17778553.660000000149 PA USD 18564899.089999999851 0.0068800615 Long ABS-MBS USGA US N 2 2055-08-01 Fixed 6.500000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023204 12747346.000000000000 NS USD 880331714.759999990463 0.3262466629 Long EP CORP US N 1 N N N BRITISH AMERICAN TOBACCO PLC 213800FKA5MF17RJKT63 N/A 40240899.000000000000 NS 2280759478.429999828339 0.8452383985 Long EC CORP GB N 2 N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7 N/A 80287FAD4 329664.190000000002 PA USD 329987.919999999984 0.0001222919 Long ABS-O CORP US N 2 2028-01-17 Fixed 5.950000000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1 N/A 78398AAF0 2222000.000000000000 PA USD 2276616.759999999776 0.0008437031 Long ABS-O CORP US Y 2 2030-01-22 Fixed 5.710000000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1 N/A 78398AAG8 3535000.000000000000 PA USD 3637889.709999999963 0.0013481843 Long ABS-O CORP US Y 2 2031-02-20 Fixed 5.970000000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1 N/A 78398AAD5 10294579.390000000596 PA USD 10362554.500000000000 0.0038403124 Long ABS-O CORP US Y 2 2028-10-20 Fixed 5.470000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CQ6 229000.000000000000 PA USD 166755.739999999991 0.0000617989 Long DBT CORP US N 2 2050-02-01 Fixed 3.750000000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CP3 9398000.000000000000 PA USD 9345023.470000000671 0.0034632204 Long DBT CORP US N 2 2026-03-15 Fixed 1.250000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSPG7 17066792.070000000298 PA USD 17864715.800000000745 0.0066205770 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVCH5 11105386.699999999255 PA USD 11614624.210000000894 0.0043043234 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857L108 107702.000000000000 NS USD 576779751.659999966621 0.2137517780 Long EC CORP US N 1 N N N BAKER HUGHES CO N/A 05722G100 17907506.000000000000 NS USD 815507823.240000009537 0.3022232432 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDXA9 35173995.960000000894 PA USD 29848758.489999998361 0.0110618051 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWFB4 289048.119999999995 PA USD 245746.399999999994 0.0000910724 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 2.500000000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3 N/A 80285XAE5 10034000.000000000000 PA USD 10224214.539999999106 0.0037890443 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.770000000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1 N/A 87166PAK7 33163000.000000000000 PA USD 33447571.699999999255 0.0123955078 Long ABS-O CORP US N 2 2029-07-15 Fixed 5.540000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C N/A 83207DAA6 5033130.410000000149 PA USD 5173298.059999999590 0.0019171992 Long ABS-O CORP US Y 2 2052-11-15 Fixed 5.670000000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6 N/A 80287DAC1 2471566.930000000168 PA USD 2479327.649999999907 0.0009188268 Long ABS-O CORP US N 2 2028-07-17 Fixed 5.930000000000 N N N N N N MEDTRONIC GLOBAL HOLDINGS SCA 549300JXMTTP8GKYIX14 58507LBB4 10039000.000000000000 PA USD 10117183.730000000447 0.0037493792 Long DBT CORP LU N 2 2028-03-30 Fixed 4.250000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 40240000.000000000000 PA USD 41160248.560000002384 0.0152537884 Long DBT CORP US N 2 2029-04-20 Variable 5.164000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSN61 114998386.150000005960 PA USD 119713204.980000004172 0.0443651330 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 5250000.000000000000 PA USD 5418656.250000000000 0.0020081277 Long DBT CORP US N 2 2029-07-20 Variable 5.449000000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GFQ7 35000000.000000000000 PA USD 36256360.000000000000 0.0134364311 Long DBT CORP US Y 2 2028-09-12 Fixed 5.400000000000 N N N N N N BROOKFIELD CORP C6J3FGIWG6MBDGTE8F80 11271J107 20100726.000000000000 NS USD 922422316.139999985695 0.3418452356 Long EC CORP CA N 1 N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236101 6076140.000000000000 NS USD 484268358.000000000000 0.1794675042 Long EC CORP US N 1 N N N GSMBS 2024-RPL2 N/A 36269MAA9 3913317.709999999963 PA USD 3844881.609999999870 0.0014248945 Long ABS-CBDO CORP US Y 2 2061-07-25 Variable 3.750000000000 N N N N N N GWT 2024-WLF2 N/A 362414AA2 46773000.000000000000 PA USD 46960606.500000000000 0.0174033730 Long ABS-CBDO CORP US Y 2 2041-05-15 Variable 5.441360000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 4951000.000000000000 PA USD 5248614.509999999776 0.0019451111 Long DBT CORP US N 2 2029-11-01 Variable 6.407000000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GFR5 10000000.000000000000 PA USD 10211540.000000000000 0.0037843472 Long DBT CORP US Y 2 2029-01-08 Fixed 4.850000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFK6 13929000.000000000000 PA USD 14307562.359999999404 0.0053023132 Long DBT CORP US N 2 2030-01-16 Variable 5.173000000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AL2 20000000.000000000000 PA USD 20361620.000000000000 0.0075459176 Long DBT CORP GB N 2 2028-03-01 Variable 5.583000000000 N N N N N N SDART 2024-1 N/A 80288AAC6 696339.010000000009 PA USD 696792.329999999958 0.0002582279 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.250000000000 N N N N N N SDART 2024-1 N/A 80288AAE2 1407000.000000000000 PA USD 1424338.459999999963 0.0005278529 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.450000000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZT3 7104000.000000000000 PA USD 7206944.059999999590 0.0026708585 Long DBT CORP CA N 2 2030-10-18 Variable 4.650000000000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAG8 20000000.000000000000 PA USD 20688140.000000000000 0.0076669243 Long DBT CORP US Y 2 2030-01-09 Fixed 5.250000000000 N N N N N N SBNA AUTO LEASE TRUST SBALT_24-A N/A 78414SAE4 4544346.589999999851 PA USD 4552190.129999999888 0.0016870196 Long ABS-O CORP US Y 2 2026-11-20 Fixed 5.390000000000 N N N N N N SDART 2024-2 N/A 80286YAD4 12138000.000000000000 PA USD 12287782.919999999925 0.0045537927 Long ABS-O CORP US N 2 2029-07-16 Fixed 5.780000000000 N N N N N N RIO TINTO FINANCE (USA) PLC 2138006TSNBEUA761G16 76720AAV8 14682000.000000000000 PA USD 14989279.580000000075 0.0055549543 Long DBT CORP GB N 2 2055-03-14 Fixed 5.750000000000 N N N N N N RIO TINTO FINANCE (USA) PLC 2138006TSNBEUA761G16 76720AAU0 6326000.000000000000 PA USD 6521796.030000000261 0.0024169460 Long DBT CORP GB N 2 2035-03-14 Fixed 5.250000000000 N N N N N N SDART 2024-2 N/A 80286YAC6 11817954.119999999180 PA USD 11859695.130000000820 0.0043951455 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.630000000000 N N N N N N SBALT 2024-B N/A 78437VAE0 8716743.890000000596 PA USD 8763570.240000000224 0.0032477366 Long ABS-O CORP US Y 2 2027-11-22 Fixed 5.560000000000 N N N N N N BRITISH AMERICAN TOBACCO PLC 213800FKA5MF17RJKT63 110448107 10954538.000000000000 NS USD 620245941.559999942780 0.2298601371 Long EC CORP GB N 1 N N N BLACKSTONE INC 5299004LW4QWGZUB8Y96 09260D107 3277660.000000000000 NS USD 505218512.399999976158 0.1872315298 Long EC CORP US N 1 N N N REPSOL E&P CAPITAL MARKETS US LLC 894500D0J12FRZ3Q0M15 76026AAA5 5000000.000000000000 PA USD 5047910.000000000000 0.0018707310 Long DBT CORP US Y 2 2028-09-16 Fixed 4.805000000000 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 78017TAB9 52549000.000000000000 PA USD 52788938.729999996722 0.0195633246 Long DBT CORP US N 2 2036-01-15 Fixed 5.375000000000 N N N N N N SUBWAY 2024-1A N/A 864300AE8 10182150.000000000000 PA USD 10545662.939999999478 0.0039081715 Long ABS-O CORP US Y 2 2054-07-30 Fixed 6.505000000000 N N N N N N SUBWAY 2024-1A N/A 864300AA6 64867770.000000000000 PA USD 65815034.049999997020 0.0243907323 Long ABS-O CORP US Y 2 2054-07-30 Fixed 6.028000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M4MG0 974077.469999999972 PA USD 826143.349999999977 0.0003061647 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KTHM0 2233214.910000000149 PA USD 1901593.659999999916 0.0007047214 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967424 5675000.000000000000 NS USD 662215750.000000000000 0.2454139445 Long EC CORP US N 1 N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448C104 8057383.000000000000 NS USD 425752117.720000028610 0.1577816695 Long EC CORP US N 1 N N N WCORE 2024-CORE N/A 951913AE2 1728000.000000000000 PA USD 1739681.280000000028 0.0006447174 Long ABS-CBDO CORP US Y 2 2041-11-15 Variable 5.991310000000 N N N N N N WFCM 2024-5C2 N/A 95003UAD2 11965000.000000000000 PA USD 12603823.320000000298 0.0046709158 Long ABS-CBDO CORP US N 2 2057-11-15 Variable 5.920000000000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAK9 10000000.000000000000 PA USD 10010300.000000000000 0.0037097686 Long DBT CORP US Y 2 2030-11-25 Fixed 4.600000000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECM1 2015000.000000000000 PA USD 1769728.159999999916 0.0006558527 Long DBT CORP US N 2 2031-09-01 Fixed 1.900000000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016FZW7 5000000.000000000000 PA USD 5104475.000000000000 0.0018916937 Long DBT CORP CA N 2 2028-01-12 Fixed 4.900000000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECQ2 207000.000000000000 PA USD 207142.829999999987 0.0000767661 Long DBT CORP US N 2 2026-02-27 Fixed 5.000000000000 N N N N N N WFCM 2024-5C2 N/A 95003UAG5 15633000.000000000000 PA USD 16413586.960000000894 0.0060827957 Long ABS-CBDO CORP US N 2 2057-11-15 Variable 6.144840000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017302 2916000.000000000000 NS USD 169944480.000000000000 0.0629805999 Long EP CORP US N 1 N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECR0 13347000.000000000000 PA USD 13790414.029999999329 0.0051106605 Long DBT CORP US N 2 2033-02-27 Fixed 5.150000000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECS8 5079000.000000000000 PA USD 4906705.080000000075 0.0018184011 Long DBT CORP US N 2 2053-02-27 Fixed 5.375000000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123101 1383418.000000000000 NS USD 792518669.659999966621 0.2937035744 Long EC CORP US N 1 N N N CHUBB LTD E0JAN6VLUDI1HITHT809 N/A 2152352.000000000000 NS USD 671792106.240000009537 0.2489628957 Long EC CORP CH N 1 N N N SUBWAY 2024-1A N/A 864300AC2 53160030.000000000000 PA USD 54350495.710000000894 0.0201420301 Long ABS-O CORP US Y 2 2054-07-30 Fixed 6.268000000000 N N N N N N SCFET 2024-1A N/A 783896AB9 1715813.479999999981 PA USD 1723793.729999999981 0.0006388296 Long ABS-O CORP US Y 2 2029-11-20 Fixed 5.880000000000 N N N N N N MEDLINE INC 984500FAN6J1P8566D43 58507V107 2989714.000000000000 NS USD 125567988.000000000000 0.0465348872 Long EC CORP US N 1 N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207105 5959978.000000000000 NS USD 320825615.740000009537 0.1188964168 Long EC CORP US N 1 N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244BJ7 6538000.000000000000 PA USD 6680397.639999999665 0.0024757230 Long DBT CORP US N 2 2034-02-15 Fixed 5.000000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400JD6 630000.000000000000 PA USD 593471.969999999972 0.0002199378 Long DBT CORP US N 2 2054-04-15 Fixed 5.750000000000 N N N N N N SDART 2024-3 N/A 80287LAC3 3362592.589999999851 PA USD 3376379.220000000205 0.0012512698 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.630000000000 N N N N N N SARATOGA INVESTMENT CORP CLO 2013-1 LTD 549300471O2DE0Y4L506 80349BCD7 16168657.289999999106 PA USD 16173022.830000000075 0.0059936438 Long ABS-O CORP US Y 2 2033-04-20 Variable 5.184440000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 9681445.769999999553 0.0035878968 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-11-19 0.000000000000 USD 0.000000000000 USD 78700000.000000000000 USD 9681445.769999999553 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 13330118.429999999702 0.0049400772 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2053-01-12 0.000000000000 USD 0.000000000000 USD 70054616.000000000000 USD 13330118.429999999702 N N N SCCU 2024-1A N/A 78436RAE0 6614000.000000000000 PA USD 6660324.459999999963 0.0024682839 Long ABS-O CORP US Y 2 2029-06-15 Fixed 5.110000000000 N N N N N N SDART 2024-4 N/A 802919AC4 34174078.210000000894 PA USD 34266416.570000000298 0.0126989678 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.850000000000 N N N N N N SDART 2024-4 N/A 802919AD2 8547000.000000000000 PA USD 8614863.179999999702 0.0031926265 Long ABS-O CORP US N 2 2029-09-17 Fixed 4.930000000000 N N N N N N SDART 2024-4 N/A 802919AE0 9491000.000000000000 PA USD 9597175.820000000298 0.0035566668 Long ABS-O CORP US N 2 2030-04-15 Fixed 4.950000000000 N N N N N N SDART 2024-4 N/A 802919AF7 13412000.000000000000 PA USD 13587402.140000000596 0.0050354253 Long ABS-O CORP US N 2 2031-12-15 Fixed 5.320000000000 N N N N N N SUBWAY FUNDING LLC SUBWAY_24-3 N/A 864300AG3 20543490.000000000000 PA USD 20507230.739999998361 0.0075998802 Long ABS-O CORP US Y 2 2054-07-30 Fixed 5.246000000000 N N N N N N SUBWAY FUNDING LLC SUBWAY_24-3 N/A 864300AJ7 24253020.000000000000 PA USD 24105682.899999998510 0.0089334491 Long ABS-O CORP US Y 2 2054-07-30 Fixed 5.566000000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAC8 2250000.000000000000 PA USD 1721362.500000000000 0.0006379286 Long DBT CORP US N 2 2046-10-15 Fixed 3.700000000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 25152R2Y8 5139000.000000000000 PA USD 5139015.419999999925 0.0019044942 Long DBT CORP DE N 2 2026-01-13 Fixed 4.100000000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) N/A 251526BZ1 21547000.000000000000 PA USD 21546051.929999999702 0.0079848623 Long DBT CORP US N 2 2026-01-13 Fixed 4.100000000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AY0 12500000.000000000000 PA USD 13019162.500000000000 0.0048248385 Long DBT CORP FR Y 2 2029-04-22 Fixed 5.650000000000 N N N N N N EUROBANK SA 213800KGF4EFNUQKAT69 N/A 49115000.000000000000 PA 61374371.250000000000 0.0227450443 Long DBT CORP GR N 2 2031-04-30 Variable 4.875000000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAZ3 7791000.000000000000 PA USD 8021878.490000000224 0.0029728693 Long DBT CORP US N 2 2029-07-01 Fixed 5.250000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADU8 24017000.000000000000 PA USD 24288848.420000001788 0.0090013294 Long DBT CORP US Y 2 2027-06-23 Fixed 4.875000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADV6 24204000.000000000000 PA USD 24588722.579999998212 0.0091124613 Long DBT CORP US Y 2 2028-06-23 Fixed 4.900000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADW4 24143000.000000000000 PA USD 24717241.260000001639 0.0091600897 Long DBT CORP US Y 2 2030-06-24 Fixed 5.100000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400JC8 29920000.000000000000 PA USD 30585420.800000000745 0.0113348086 Long DBT CORP US N 2 2029-06-01 Fixed 5.150000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400JE4 36391000.000000000000 PA USD 37679059.450000002980 0.0139636766 Long DBT CORP US N 2 2031-06-01 Fixed 5.450000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400JG9 42399000.000000000000 PA USD 43010520.780000001192 0.0159394904 Long DBT CORP US N 2 2035-03-01 Fixed 5.450000000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AE7 45584000.000000000000 PA USD 46345663.060000002384 0.0171754779 Long DBT CORP US N 2 2035-04-01 Fixed 5.150000000000 N N N N N N GCAT 2024-NQM2 N/A 36831CAA0 4132061.990000000224 PA USD 4178093.160000000149 0.0015483811 Long ABS-CBDO CORP US Y 2 2059-06-25 Variable 6.085000000000 N N N N N N GINNIE MAE II POOL N/A 36179XVQ6 10843424.400000000373 PA USD 10338120.820000000298 0.0038312574 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 4.000000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADZ7 11998000.000000000000 PA USD 12004766.869999999180 0.0044489084 Long DBT CORP US Y 2 2028-09-18 Fixed 4.250000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FE4 19800000.000000000000 PA USD 19865320.199999999255 0.0073619913 Long DBT CORP GB N 2 2031-11-06 Variable 4.619000000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AG2 7681000.000000000000 PA USD 7627640.089999999851 0.0028267664 Long DBT CORP US N 2 2055-04-01 Fixed 5.700000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400JJ3 53833000.000000000000 PA USD 55240140.789999999106 0.0204717282 Long DBT CORP US N 2 2030-03-15 Fixed 5.250000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400JK0 1795000.000000000000 PA USD 1809821.320000000065 0.0006707110 Long DBT CORP US N 2 2055-09-15 Fixed 6.200000000000 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KBN5 11320000.000000000000 PA USD 11570421.039999999106 0.0042879419 Long DBT CORP US N 2 2029-03-20 Variable 5.473000000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244BM0 13451000.000000000000 PA USD 13994245.539999999106 0.0051861995 Long DBT CORP US N 2 2035-05-15 Fixed 5.400000000000 N N N N N N SIEMENS FUNDING BV 213800CCRGH2TO338X64 82622RAF3 28035000.000000000000 PA USD 29371232.210000000894 0.0108848362 Long DBT CORP NL Y 2 2055-05-28 Fixed 5.800000000000 N N N N N N SIEMENS FUNDING BV 213800CCRGH2TO338X64 82622RAG1 26262000.000000000000 PA USD 27577594.890000000596 0.0102201229 Long DBT CORP NL Y 2 2065-05-28 Fixed 5.900000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NHQ5 664020.459999999963 PA USD 682442.380000000005 0.0002529098 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NHP7 1106735.370000000112 PA USD 1137100.870000000112 0.0004214041 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6A60 97596236.030000001192 PA USD 100241191.620000004768 0.0371488993 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B8DH1 5444442.910000000149 PA USD 5524759.330000000075 0.0020474490 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLJ80 18809275.820000000298 PA USD 15291282.919999999925 0.0056668753 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.000000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2 N/A 05377RDY7 18284999.820000000298 PA USD 18248722.379999998957 0.0067628880 Long ABS-O CORP US Y 2 2027-02-20 Fixed 2.020000000000 N N N N N N BHG SECURITIZATION TRUST BHG_21-A N/A 08861YAA4 552431.709999999963 PA USD 548615.510000000009 0.0002033142 Long ABS-O CORP US Y 2 2033-11-17 Fixed 1.420000000000 N N N N N N GINNIE MAE II POOL N/A 36297E2S3 1805.050000000000 PA USD 1814.190000000000 0.0000006723 Long ABS-MBS USGA US N 2 2061-09-20 Fixed 4.940000000000 N N N N N N GINNIE MAE II POOL N/A 36179Y2H6 4904315.750000000000 PA USD 4661841.480000000447 0.0017276558 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 4.000000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 13271549.310000000522 0.0049183718 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2053-01-12 0.000000000000 USD 0.000000000000 USD 70100000.000000000000 USD 13271549.310000000522 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 284441.229999999981 0.0001054125 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-02-16 0.000000000000 USD 0.000000000000 USD 479018573.000000000000 USD 284441.229999999981 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FMK0 41434755.039999999106 PA USD 42577732.759999997914 0.0157791012 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427MK67 9927295.699999999255 PA USD 8047949.419999999925 0.0029825310 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GVA76 1069786.129999999888 PA USD 1099323.989999999991 0.0004074041 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426CPJ7 272126.799999999988 PA USD 279606.750000000000 0.0001036209 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DMT47 453131.190000000002 PA USD 383581.440000000002 0.0001421534 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNKK9 290126.690000000002 PA USD 269038.539999999979 0.0000997044 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LWWJ2 6098939.610000000335 PA USD 5655632.089999999851 0.0020959498 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQJ72 496997.619999999995 PA USD 460872.849999999977 0.0001707972 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AUE53 195653.980000000010 PA USD 166719.690000000002 0.0000617855 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EKT6 10645289.779999999329 PA USD 10437185.009999999776 0.0038679701 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426SJ59 2746508.879999999888 PA USD 2823589.649999999907 0.0010464086 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426MYA4 64216.550000000003 PA USD 65992.910000000003 0.0000244567 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1JG9 3565932.450000000186 PA USD 3664063.350000000093 0.0013578841 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BBTP4 1076162.780000000028 PA USD 997940.810000000056 0.0003698320 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MJ7E9 943231.130000000005 PA USD 874671.430000000051 0.0003241490 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUSF5 461883.030000000028 PA USD 476305.330000000016 0.0001765164 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GUJE4 185675.549999999988 PA USD 190831.390000000014 0.0000707212 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQJ94 31091.470000000001 PA USD 31960.849999999999 0.0000118445 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CYFC7 34758.559999999998 PA USD 35822.000000000000 0.0000132755 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XR4Z5 3180086.899999999907 PA USD 3275104.720000000205 0.0012137379 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B0J66 37310.489999999998 PA USD 38346.489999999998 0.0000142110 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B3FK3 205837.209999999992 PA USD 211560.720000000001 0.0000784034 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FNK9 3459843.799999999814 PA USD 3555373.549999999814 0.0013176042 Long ABS-MBS USGA US N 2 2055-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L07B7 929946.339999999967 PA USD 752750.640000000014 0.0002789657 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AFLB5 948757.060000000056 PA USD 767977.089999999967 0.0002846086 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XR5W1 581532.800000000047 PA USD 470725.210000000021 0.0001744485 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426NSJ0 27173.630000000001 PA USD 28125.200000000001 0.0000104231 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CQ6U4 845568.319999999949 PA USD 869485.219999999972 0.0003222270 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BY7 2390000.000000000000 PA USD 2313500.879999999888 0.0008573722 Long DBT CORP US N 2 2029-06-15 Fixed 2.950000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABG1 33995000.000000000000 PA USD 33628193.950000002980 0.0124624455 Long DBT CORP US Y 2 2027-02-10 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426SUL1 525293.400000000023 PA USD 539866.089999999967 0.0002000718 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KXP34 705920.400000000023 PA USD 597577.849999999977 0.0002214595 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2EH0 241596.109999999986 PA USD 205019.429999999993 0.0000759792 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTKC3 92417.559999999998 PA USD 95105.160000000003 0.0000352455 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NA25 8617780.650000000373 PA USD 8857897.869999999180 0.0032826940 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B2ZH0 870492.369999999995 PA USD 895605.199999999953 0.0003319069 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425UTK1 1791847.979999999981 PA USD 1840842.479999999981 0.0006822073 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426TN60 730945.339999999967 PA USD 751145.750000000000 0.0002783710 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B2X74 603655.609999999986 PA USD 620767.439999999944 0.0002300534 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179XBQ8 315688.200000000012 PA USD 272888.770000000019 0.0001011313 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179XFF8 34517091.560000002384 PA USD 31896968.170000001788 0.0118208617 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179YFJ8 44177383.009999997914 PA USD 43210119.210000000894 0.0160134606 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 4.500000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 139639.950000000012 0.0000517499 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-02-16 0.000000000000 USD 0.000000000000 USD 237725487.000000000000 USD 139639.950000000012 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 90871.289999999994 0.0000336765 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-02-17 0.000000000000 USD 0.000000000000 USD 142699889.000000000000 USD 90871.289999999994 N N N GINNIE MAE II POOL N/A 36180AB69 103071.289999999994 PA USD 93951.029999999999 0.0000348178 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179NX60 28386.400000000001 PA USD 27528.880000000001 0.0000102021 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 4.000000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABP1 21667000.000000000000 PA USD 21039675.350000001490 0.0077972016 Long DBT CORP US Y 2 2027-10-15 Fixed 2.375000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABS5 23790000.000000000000 PA USD 23778866.280000001192 0.0088123325 Long DBT CORP US Y 2 2026-01-08 Fixed 1.300000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 80563.369999999995 0.0000298564 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-02-17 0.000000000000 USD 0.000000000000 USD 141314453.000000000000 USD 80563.369999999995 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 81356.270000000004 0.0000301502 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-02-17 0.000000000000 USD 0.000000000000 USD 137751904.000000000000 USD 81356.270000000004 N N N BHG SECURITIZATION TRUST BHG_21-A N/A 08861YAB2 1715000.000000000000 PA USD 1689990.159999999916 0.0006263022 Long ABS-O CORP US Y 2 2033-11-17 Fixed 2.790000000000 N N N N N N BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1 N/A 09229CAB5 2347341.589999999851 PA USD 2258180.169999999925 0.0008368706 Long ABS-O CORP US Y 2 2046-07-15 Fixed 3.446000000000 N N N N N N GCAT 2025-NQM4 TRUST N/A 367923AC3 21411040.940000001341 PA USD 21619092.019999999553 0.0080119306 Long ABS-CBDO CORP US Y 2 2070-06-25 Variable 5.529000000000 N N N N N N GINNIE MAE II POOL N/A 3618N5RF8 6245288.139999999665 PA USD 6312156.440000000410 0.0023392546 Long ABS-MBS USGA US N 2 2055-07-20 Fixed 5.500000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 62631.589999999997 0.0000232110 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-02-17 0.000000000000 USD 0.000000000000 USD 98959701.000000000000 USD 62631.589999999997 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 62016.949999999997 0.0000229832 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-02-17 0.000000000000 USD 0.000000000000 USD 100529993.000000000000 USD 62016.949999999997 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTZG8 20053043.379999998957 PA USD 20601353.750000000000 0.0076347618 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1 N/A 09229CAA7 15473225.470000000671 PA USD 14709219.490000000224 0.0054511654 Long ABS-O CORP US Y 2 2046-07-15 Fixed 2.443000000000 N N N N N N BAAT 2024-1A N/A 09709AAC6 9539632.929999999702 PA USD 9638234.580000000075 0.0035718830 Long ABS-O CORP US Y 2 2028-11-15 Fixed 5.350000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133D1XP9 1460813.580000000075 PA USD 1501390.600000000093 0.0005564081 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426TR33 746881.709999999963 PA USD 767503.859999999986 0.0002844332 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N GINNIE MAE II POOL N/A 3618N5EV7 27725461.239999998361 PA USD 28042446.440000001341 0.0103923946 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL N/A 3618N5GP8 2948720.810000000056 PA USD 2982722.509999999776 0.0011053825 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 5.500000000000 N N N N N N BLAST 2024-3 N/A 10805NAF2 9797000.000000000000 PA USD 10014297.460000000894 0.0037112501 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.830000000000 N N N N N N BLAST 2024-3 N/A 10805NAD7 6126000.000000000000 PA USD 6157346.740000000224 0.0022818828 Long ABS-O CORP US N 2 2028-10-16 Fixed 5.370000000000 N N N N N N GINNIE MAE II POOL N/A 3618N5PJ2 60299715.299999997020 PA USD 60945344.350000001490 0.0225860490 Long ABS-MBS USGA US N 2 2055-06-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL N/A 21H052611 70204118.000000000000 PA USD 70895839.170000001788 0.0262736541 Long ABS-MBS USGA US N 2 2056-01-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MXGL2 742283.969999999972 PA USD 630397.280000000028 0.0002336222 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MAVY7 11160563.759999999776 PA USD 9495720.140000000596 0.0035190678 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.500000000000 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612E106 1189429.000000000000 NS USD 116266684.750000000000 0.0430878693 Long EC CORP US N 1 N N N TJX COMPANIESS INC/THE V167QI9I69W364E2DY52 872540109 2923198.000000000000 NS USD 449032444.779999971390 0.1664092457 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MBR53 502641.890000000014 PA USD 427812.590000000026 0.0001585453 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBGS3 744507.439999999944 PA USD 630237.459999999963 0.0002335629 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL N/A 21H050615 39474000.000000000000 PA USD 39389959.850000001490 0.0145977280 Long ABS-MBS USGA US N 2 2056-01-01 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL N/A 3618N5ZG7 3369988.689999999944 PA USD 3069405.919999999925 0.0011375069 Long ABS-MBS USGA US N 2 2055-11-20 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ARKJ3 25346.410000000000 PA USD 21455.810000000001 0.0000079514 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BADJ7 262982.789999999979 PA USD 223189.809999999998 0.0000827131 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556102 1052788.000000000000 NS USD 610038006.600000023842 0.2260771259 Long EC CORP US N 1 N N N T-MOBILE US INC 549300QHIJYOHPACPG31 872590104 1883669.000000000000 NS USD 382460153.759999990463 0.1417378776 Long EC CORP US N 1 N N N HYUNDAI CAPITAL SERVICES INC 549300MALMDAGL2ZJJ27 44920UAP3 9245000.000000000000 PA USD 9217847.439999999478 0.0034160895 Long DBT CORP KR Y 2 2026-02-08 Fixed 1.250000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 4000000.000000000000 PA USD 3660988.000000000000 0.0013567444 Long DBT CORP GB N 2 2032-05-24 Variable 2.804000000000 N N N N N N BLAST 2024-3 N/A 10805NAC9 4174251.839999999851 PA USD 4180817.939999999944 0.0015493908 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.340000000000 N N N N N N BLACK 2016-1X 549300K8V8PYC7UZSI28 N/A 3080470.919999999925 PA USD 3083311.109999999870 0.0011426601 Long ABS-O CORP KY Y 2 2031-04-26 Variable 5.149590000000 N N N N N N GINNIE MAE II POOL N/A 3618N5XL8 40954758.210000000894 PA USD 37301798.549999997020 0.0138238656 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 3.500000000000 N N N N N N TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 549300KB6NK5SBD14S87 874039100 20517303.000000000000 NS USD 6235003208.670000076294 2.3106619426 Long EC CORP TW N 1 N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508104 648358.000000000000 NS USD 112483629.420000001788 0.0416858874 Long EC CORP US N 1 N N N BJETS 2024-2A N/A 12326TAA6 19872590.250000000000 PA USD 20060644.570000000298 0.0074343776 Long ABS-O CORP US Y 2 2039-09-15 Fixed 5.364000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4 N/A 10806EAD6 7401000.000000000000 PA USD 7437338.910000000149 0.0027562417 Long ABS-O CORP US N 2 2030-08-15 Fixed 4.770000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDCD6 2065593.879999999888 PA USD 1752652.280000000028 0.0006495244 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHY92 116439.669999999998 PA USD 99105.410000000003 0.0000367280 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B8F63 283941.599999999977 PA USD 283466.849999999977 0.0001050514 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 5.000000000000 N N N N N N SOUTHERN CO/THE 549300FC3G3YU2FBZD92 842587107 5676356.000000000000 NS USD 494978243.199999988079 0.1834365357 Long EC CORP US N 1 N N N SIMON PROPERTY GROUP INC 529900GQL5X8H7AO3T64 828806109 1407439.000000000000 NS USD 260531033.289999991655 0.0965515371 Long EC CORP US N 1 N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409V104 218432.000000000000 NS USD 114150378.879999995232 0.0423035767 Long EC CORP US N 1 N N N UNITED AIRLINES HOLDINGS INC 98450079DA0B78DD6764 910047109 3796074.000000000000 NS USD 424476994.680000007153 0.1573091151 Long EC CORP US N 1 N N N EUREX CLEARING AG 529900LN3S50JPU47S06 N/A 8022.000000000000 NC 8099151.019999999553 0.0030015061 N/A DIR CORP DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short EUREX CLEARING AG EURO-BUND 10YR FUT RXH6 03-06-26 2026-03-10 -1202660361.359999895096 EUR 8099151.019999999553 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHKD6 32602209.640000000596 PA USD 27598389.899999998510 0.0102278294 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MJE68 2728987.290000000037 PA USD 2319314.450000000186 0.0008595267 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851109 7400736.000000000000 NS USD 653410981.440000057220 0.2421509400 Long EC CORP US N 1 N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4 N/A 10806EAE4 11925000.000000000000 PA USD 12012171.750000000000 0.0044516526 Long ABS-O CORP US N 2 2030-08-15 Fixed 4.830000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4 N/A 10806EAC8 6448000.000000000000 PA USD 6461373.150000000373 0.0023945535 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.720000000000 N N N N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 12438.000000000000 NC USD -733349.959999999963 -0.0002717759 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE FED FUND 30DAY FUT FFG6 02-27-26 2026-03-02 4996588820.130000114441 USD -733349.959999999963 N N N EUREX CLEARING AG 529900LN3S50JPU47S06 N/A 2676.000000000000 NC -1143590.580000000075 -0.0004238091 N/A DIR CORP DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long EUREX CLEARING AG ITA GB 10YR FUT IKH6 03-06-26 2026-03-10 377946295.449999988079 EUR -1143590.580000000075 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCUS5 3686481.479999999981 PA USD 3120643.439999999944 0.0011564953 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M9MA2 23444.040000000001 PA USD 19953.900000000001 0.0000073948 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N SCF EQUIPMENT TRUST LLC SCFET_25-1 N/A 78437DAD2 4434000.000000000000 PA USD 4564368.469999999739 0.0016915328 Long ABS-O CORP US Y 2 2034-09-20 Fixed 5.230000000000 N N N N N N SCF EQUIPMENT TRUST LLC SCFET_25-1 N/A 78437DAE0 4885000.000000000000 PA USD 5006670.700000000186 0.0018554479 Long ABS-O CORP US Y 2 2034-09-20 Fixed 5.370000000000 N N N N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 14226.000000000000 NC USD 6160855.620000000112 0.0022831832 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Short CME CHICAGO MERCANTILE EXCHANGE UST 10YR FUT ULTRA UXYH6 03-20-26 2026-03-31 -1636212352.380000114441 USD 6160855.620000000112 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 10662.000000000000 NC USD -16327179.669999999925 -0.0060507736 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE UST 20YR FUT USH6 03-20-26 2026-03-31 1232460562.500000000000 USD -16327179.669999999925 N N N STEELE CREEK CLO LTD STCR_19-2A N/A 85817EAU7 39535373.200000002980 PA USD 39461046.700000002980 0.0146240725 Long ABS-O CORP US Y 2 2032-07-15 Variable 4.904540000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST N/A 87166PAP6 39744000.000000000000 PA USD 40451403.460000000894 0.0149910939 Long ABS-O CORP US N 2 2031-02-15 Fixed 4.780000000000 N N N N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 50475.000000000000 NC USD -15477086.720000000671 -0.0057357333 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE UST 5YR FUT FVH6 03-31-26 2026-04-06 5517154227.750000000000 USD -15477086.720000000671 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 119528.000000000000 NC USD -3083586.959999999963 -0.0011427624 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE UST 2YR FUT TUH6 03-31-26 2026-04-06 24956138763.680000305176 USD -3083586.959999999963 N N N STCR 2019-1A N/A 85817BAQ2 15945046.380000000820 PA USD 15931014.740000000224 0.0059039568 Long ABS-O CORP KY Y 2 2032-04-15 Variable 4.944540000000 N N N N N N SSTRT 2025-B N/A 81378WAB9 4380679.250000000000 PA USD 4420394.490000000224 0.0016381768 Long ABS-O CORP US Y 2 2032-12-29 Fixed 4.925000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324P102 7182899.000000000000 NS USD 2371146788.889999866486 0.8787354973 Long EC CORP US N 1 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818108 5608950.000000000000 NS USD 1297462314.000000000000 0.4808332395 Long EC CORP US N 1 N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312106 904000.000000000000 NS USD 89667760.000000000000 0.0332304369 Long EC CORP US N 1 N N N UNITED RENTALS INC 5323X5O7RN0NKFCDRY08 911363109 837545.000000000000 NS USD 677841919.399999976158 0.2512049271 Long EC CORP US N 1 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABW6 28381000.000000000000 PA USD 28057116.030000001192 0.0103978311 Long DBT CORP US Y 2 2026-06-15 Fixed 1.500000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 10770000.000000000000 PA USD 10254623.189999999478 0.0038003136 Long DBT CORP GB N 2 2029-08-17 Variable 2.206000000000 N N N N N N SEACO 2025-1H N/A 37893FAA6 54843973.869999997318 PA USD 54989749.149999998510 0.0203789343 Long ABS-O CORP US Y 2 2045-09-20 Fixed 6.169000000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A3 N/A 87166PAR2 29101000.000000000000 PA USD 29260473.480000000447 0.0108437895 Long ABS-O CORP US N 2 2031-11-15 Fixed 4.060000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4 N/A 10806EAB0 229802.429999999993 PA USD 229848.619999999995 0.0000851808 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.840000000000 N N N N N N BMO 2024-5C8 N/A 09661XAF5 10030000.000000000000 PA USD 10429936.220000000671 0.0038652838 Long ABS-CBDO CORP US N 2 2057-12-15 Variable 5.940400000000 N N N N N N BANK OF NOVA SCOTIA/THE L3I9ZG2KFGXZ61BMYR72 06418GAH0 10000000.000000000000 PA USD 10216860.000000000000 0.0037863188 Long DBT CORP CA N 2 2027-06-04 Fixed 5.400000000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CH3 4734000.000000000000 PA USD 4469156.370000000112 0.0016562477 Long DBT CORP US N 2 2028-09-15 Fixed 1.500000000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CJ9 7101000.000000000000 PA USD 6262492.620000000112 0.0023208494 Long DBT CORP US N 2 2031-09-15 Fixed 1.875000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B9LG7 2042016.449999999953 PA USD 1738007.169999999925 0.0006440970 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKSJ8 16779759.160000000149 PA USD 14204418.500000000000 0.0052640886 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N BANK OF NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBZ9 20000000.000000000000 PA USD 20738040.000000000000 0.0076854170 Long DBT CORP US N 2 2032-07-22 Variable 5.060000000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBJ2 19203000.000000000000 PA USD 19760463.089999999851 0.0073231318 Long DBT CORP US N 2 2035-01-15 Fixed 5.750000000000 N N N N N N SCFET 2025-2A N/A 78439XAE4 2677000.000000000000 PA USD 2697880.600000000093 0.0009998215 Long ABS-O CORP US Y 2 2036-06-20 Fixed 4.820000000000 N N N N N N SCFET 2025-2A N/A 78439XAF1 1041000.000000000000 PA USD 1050514.739999999991 0.0003893157 Long ABS-O CORP US Y 2 2036-06-20 Fixed 5.330000000000 N N N N N N US FOODS HOLDING CORP 549300UGOZSO64CFPR97 912008109 8350842.000000000000 NS USD 628985419.440000057220 0.2330989452 Long EC CORP US N 1 N N N VISA INC 549300JZ4OKEHW3DPJ59 92826C839 6153274.000000000000 NS USD 2158014724.539999961853 0.7997497882 Long EC CORP US N 1 N N N BLAST 2025-1 N/A 10806HAC1 8007000.000000000000 PA USD 8026801.309999999590 0.0029746936 Long ABS-O CORP US N 2 2028-08-15 Fixed 4.670000000000 N N N N N N BLAST 2025-1 N/A 10806HAD9 9466000.000000000000 PA USD 9528816.380000000820 0.0035313331 Long ABS-O CORP US N 2 2029-03-15 Fixed 4.920000000000 N N N N N N SDART 2025-4 N/A 802923AB8 1172000.000000000000 PA USD 1174919.449999999953 0.0004354194 Long ABS-O CORP US N 2 2029-01-15 Fixed 4.280000000000 N N N N N N SDART 2025-4 N/A 802923AD4 2182000.000000000000 PA USD 2187474.640000000130 0.0008106675 Long ABS-O CORP US N 2 2032-01-15 Fixed 4.270000000000 N N N N N N BANCO DE CREDITO SOCIAL COOPERATIVO SA 95980020140005881190 N/A 23800000.000000000000 PA 28821411.309999998659 0.0106810752 Long DBT CORP ES N 2 2030-09-03 Variable 4.125000000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2Z6 3708000.000000000000 PA USD 3818127.600000000093 0.0014149796 Long DBT CORP FR Y 2 2030-11-19 Variable 5.283000000000 N N N N N N SDART 2025-4 N/A 802923AF9 924000.000000000000 PA USD 928514.660000000033 0.0003441030 Long ABS-O CORP US N 2 2032-01-15 Fixed 4.950000000000 N N N N N N SDART 2025-4 N/A 802923AC6 16016000.000000000000 PA USD 16085269.199999999255 0.0059611227 Long ABS-O CORP US N 2 2030-04-15 Fixed 4.170000000000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBN6 40829000.000000000000 PA USD 41674895.219999998808 0.0154445140 Long DBT CORP US N 2 2029-07-16 Fixed 5.950000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DU6 20378000.000000000000 PA USD 23240681.059999998659 0.0086128837 Long DBT CORP US N 2 2064-05-01 Fixed 7.008000000000 N N N N N N BATTALION CLO LTD BATLN_18-12A 549300JIE0P78OIZGS60 07133RAW5 13255004.599999999627 PA USD 13264680.750000000000 0.0049158263 Long ABS-O CORP KY Y 2 2031-05-17 Variable 4.781810000000 N N N N N N BATTALION CLO LTD BATLN_18-12A 549300JIE0P78OIZGS60 07133RAY1 13891000.000000000000 PA USD 13840297.849999999627 0.0051291472 Long ABS-O CORP KY Y 2 2031-05-17 Variable 5.051810000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACA3 9284000.000000000000 PA USD 8784557.939999999478 0.0032555146 Long DBT CORP US Y 2 2028-09-15 Fixed 2.100000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABZ9 37992000.000000000000 PA USD 37381164.619999997318 0.0138532783 Long DBT CORP US Y 2 2026-09-17 Fixed 1.650000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CY3 4307000.000000000000 PA USD 3916376.640000000130 0.0014513902 Long DBT CORP GB N 2 2032-11-22 Variable 2.871000000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 4608000.000000000000 PA USD 4525802.500000000000 0.0016772405 Long DBT CORP US N 2 2029-03-23 Fixed 3.700000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DS1 37024000.000000000000 PA USD 40974831.039999999106 0.0151850736 Long DBT CORP US N 2 2034-05-01 Fixed 6.528000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DR3 3696000.000000000000 PA USD 4012636.319999999832 0.0014870636 Long DBT CORP US N 2 2031-05-01 Fixed 6.388000000000 N N N N N N BLAST 2025-2 N/A 10807HAD8 15155000.000000000000 PA USD 15291652.640000000596 0.0056670123 Long ABS-O CORP US N 2 2029-08-15 Fixed 4.810000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-3 N/A 107920AD2 25773000.000000000000 PA USD 25926658.629999998957 0.0096082939 Long ABS-O CORP US N 2 2029-09-17 Fixed 4.730000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 13250000.000000000000 PA USD 14011371.500000000000 0.0051925463 Long DBT CORP GB N 2 2028-11-03 Variable 7.390000000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GG7 13463000.000000000000 PA USD 13899780.109999999404 0.0051511911 Long DBT CORP US N 2 2035-02-20 Fixed 5.100000000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GH5 9629000.000000000000 PA USD 9609308.699999999255 0.0035611632 Long DBT CORP US N 2 2054-12-01 Fixed 5.600000000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548DA7 14220000.000000000000 PA USD 14678253.720000000671 0.0054396896 Long DBT CORP US N 2 2035-04-15 Fixed 5.250000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFR8 45250000.000000000000 PA USD 46496230.250000000000 0.0172312774 Long DBT CORP US N 2 2055-06-15 Fixed 5.950000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFQ0 24244000.000000000000 PA USD 25110674.510000001639 0.0093058942 Long DBT CORP US N 2 2035-06-15 Fixed 5.300000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFP2 20000000.000000000000 PA USD 20350900.000000000000 0.0075419448 Long DBT CORP US N 2 2031-01-15 Fixed 4.650000000000 N N N N N N HELLENIC REPUBLIC TREASURY BILL 2138003EKTMKZ5598902 N/A 44120000.000000000000 PA 55530383.920000001788 0.0205792909 Long DBT NUSS GR Y 2 2033-06-15 Fixed 4.250000000000 N N N N N N BABSN 2021-2A 549300ZI2PPUCDLS2Y70 06762JAL7 23348000.000000000000 PA USD 23355237.879999998957 0.0086553379 Long ABS-O CORP US Y 2 2034-07-15 Variable 4.974540000000 N N N N N N BLUEM 2021-31A N/A 09631BAL7 13646000.000000000000 PA USD 13629624.800000000745 0.0050510728 Long ABS-O CORP KY Y 2 2034-04-19 Variable 5.246050000000 N N N N N N HELLENIC REPUBLIC TREASURY BILL 2138003EKTMKZ5598902 N/A 29410000.000000000000 PA 35849433.460000000894 0.0132856261 Long DBT NUSS GR Y 2 2028-06-15 Fixed 3.875000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DN4N0 40548764.000000000000 PA USD 34777134.030000001192 0.0128882372 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.500000000000 N N N N N N BLUEM 2021-31A N/A 09631BAS2 3112000.000000000000 PA USD 3114365.120000000112 0.0011541686 Long ABS-O CORP KY Y 2 2034-04-19 Variable 5.996050000000 N N N N N N BLAST 2025-4 N/A 10807UAE7 6174000.000000000000 PA USD 6212149.150000000373 0.0023021923 Long ABS-O CORP US N 2 2031-08-15 Fixed 4.800000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JBPW0 2699949.319999999832 PA USD 2663934.700000000186 0.0009872413 Long ABS-MBS USGA US N 2 2059-11-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBS68 19566245.489999998361 PA USD 16562689.839999999851 0.0061380525 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNYS6 756391.819999999949 PA USD 643249.979999999981 0.0002383853 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCLS5 4341659.139999999665 PA USD 3675197.100000000093 0.0013620102 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R N/A 14856JAA2 554979.920000000042 PA USD 553340.510000000009 0.0002050653 Long ABS-O CORP US Y 2 2041-08-15 Fixed 2.741000000000 N N N N N N CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1 N/A 12567UAA1 39043008.509999997914 PA USD 37046466.179999999702 0.0137292407 Long ABS-O CORP US Y 2 2037-05-11 Fixed 2.868000000000 N N N N N N SDART 2025-4 N/A 802923AE2 4984000.000000000000 PA USD 5000128.219999999739 0.0018530233 Long ABS-O CORP US N 2 2032-01-15 Fixed 4.520000000000 N N N N N N SFUEL 2025-CA N/A 85855EAB2 12607000.000000000000 PA USD 12624775.869999999180 0.0046786807 Long ABS-O CORP US Y 2 2028-06-20 Fixed 4.060000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHCX3 951145.410000000033 PA USD 807057.339999999967 0.0002990915 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MMVB1 127961.130000000005 PA USD 118660.149999999994 0.0000439749 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.500000000000 N N N N N N VALE SA 254900SMTWBX7RU2SR20 91912E105 34792169.000000000000 NS USD 453341962.069999992847 0.1680063319 Long EC CORP BR N 1 N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345Y106 243179.000000000000 NS USD 54396710.509999997914 0.0201591570 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MDHU5 160772.500000000000 PA USD 149628.709999999992 0.0000554517 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BMLC7 740518.000000000000 PA USD 705952.839999999967 0.0002616227 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.000000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_20-1 N/A 12530MAA3 104074731.569999992847 PA USD 88417728.950000002980 0.0327671814 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.690000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_20-1 N/A 12530MAC9 15185448.119999999180 PA USD 9650914.140000000596 0.0035765820 Long ABS-O CORP US Y 2 2060-07-15 Fixed 2.280000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSF97 5163007.980000000447 PA USD 5412381.269999999553 0.0020058022 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSFJ5 1458900.260000000009 PA USD 1528481.050000000047 0.0005664477 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSF89 1881790.179999999935 PA USD 1961135.860000000102 0.0007267874 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BWQD8 439827.229999999981 PA USD 448258.719999999972 0.0001661225 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1 N/A 12567UAB9 15895602.400000000373 PA USD 15036747.109999999404 0.0055725455 Long ABS-O CORP US Y 2 2037-05-11 Fixed 3.464000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4 N/A 14687HAD5 328169.909999999974 PA USD 320433.630000000005 0.0001187511 Long ABS-O CORP US N 2 2028-09-11 Fixed 1.720000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4 N/A 14687HAB9 2147065.759999999776 PA USD 2112665.470000000205 0.0007829436 Long ABS-O CORP US N 2 2028-09-11 Fixed 1.800000000000 N N N N N N CLI FUNDING LLC CLIF_22-1 N/A 12565KAE7 973121.329999999958 PA USD 907693.520000000019 0.0003363868 Long ABS-O CORP US Y 2 2047-01-18 Fixed 2.720000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNEE9 28996.959999999999 PA USD 24545.959999999999 0.0000090966 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWFL2 1525991.969999999972 PA USD 1294616.489999999991 0.0004797786 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 2.500000000000 N N N N N N VERTEX PHARMACEUTICALS INC 54930015RAQRRZ5ZGJ91 92532F100 4620360.000000000000 NS USD 2094686409.599999904633 0.7762806219 Long EC CORP US N 1 N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106B101 1359733.000000000000 NS USD 238442778.879999995232 0.0883657371 Long EC CORP CA N 1 N N N CF HIPPOLYTA ISSUER LLC SORT_20-1 N/A 12530MAB1 19570161.109999999404 PA USD 16545886.259999999776 0.0061318252 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.990000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_20-1 N/A 12530MAD7 1578538.260000000009 PA USD 1021440.540000000037 0.0003785409 Long ABS-O CORP US Y 2 2060-07-15 Fixed 2.600000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGFW4 5338979.759999999776 PA USD 4521101.450000000186 0.0016754983 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ARQN8 1466999.070000000065 PA USD 1241805.909999999916 0.0004602072 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N WELLTOWER INC 254900F33BIAR82QTA19 95040Q104 6333708.000000000000 NS USD 1175599541.880000114441 0.4356714873 Long EC CORP US N 1 N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 949746101 2555318.000000000000 NS USD 238155637.599999994040 0.0882593240 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AFR29 13290003.839999999851 PA USD 10953634.449999999255 0.0040593638 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L06C6 12190263.509999999776 PA USD 10058308.320000000298 0.0037275603 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.000000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A N/A 78448YAK7 10385862.259999999776 PA USD 10294799.019999999553 0.0038152026 Long ABS-O CORP US Y 2 2053-01-15 Variable 4.594600000000 N N N N N N CLIF FUNDING VII LLC CLIF_21-1 N/A 12565KAA5 16879986.910000000149 PA USD 15734173.400000000373 0.0058310083 Long ABS-O CORP US Y 2 2046-02-18 Fixed 1.640000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DPW20 3293888.399999999907 PA USD 3230507.399999999907 0.0011972104 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BKRS0 7813335.009999999776 PA USD 7687009.009999999776 0.0028487682 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N CLIF FUNDING VII LLC CLIF_21-1 N/A 12565KAC1 1208599.949999999953 PA USD 1124981.750000000000 0.0004169128 Long ABS-O CORP US Y 2 2046-02-18 Fixed 2.380000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_21-1 N/A 12530MAE5 48950557.109999999404 PA USD 39784907.950000002980 0.0147440939 Long ABS-O CORP US Y 2 2061-03-15 Fixed 1.530000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_21-1 N/A 12530MAG0 7528271.110000000335 PA USD 4695435.389999999665 0.0017401056 Long ABS-O CORP US Y 2 2061-03-15 Fixed 1.980000000000 N N N N N N GLOBAL SC FINANCE SRL SEACO_21-1A N/A 37959PAE7 51405549.429999999702 PA USD 48141759.689999997616 0.0178411026 Long ABS-O CORP US Y 2 2041-04-17 Fixed 1.860000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MWQS8 142431.660000000003 PA USD 120785.320000000007 0.0000447625 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BWPG2 1272572.550000000047 PA USD 1213970.580000000075 0.0004498916 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 4.000000000000 N N N N N N CLI FUNDING VIII LLC 254900Z4P82YK31RVL27 12565KAF4 847666.660000000033 PA USD 777639.219999999972 0.0002881893 Long ABS-O CORP US Y 2 2047-01-18 Fixed 3.120000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3 N/A 14688GAC8 2364595.189999999944 PA USD 2380721.729999999981 0.0008822839 Long ABS-O CORP US Y 2 2028-08-10 Fixed 5.820000000000 N N N N N N WHEATON PRECIOUS METALS CORP 549300XSFG5ZCGVYD886 962879102 14381389.000000000000 NS USD 1690100835.279999971390 0.6263431707 Long EC CORP CA N 1 N N N WATSCO INC 549300F1Y3LN5BX5WN75 942622200 687027.000000000000 NS USD 231493747.650000005960 0.0857904599 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BJQ88 7621652.309999999590 PA USD 7499332.410000000149 0.0027792162 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EYM6 7904333.889999999665 PA USD 8036992.330000000075 0.0029784704 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 5.500000000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3 N/A 224936AA2 4542189.440000000410 PA USD 4565227.419999999925 0.0016918511 Long ABS-O CORP US Y 2 2033-08-15 Fixed 6.390000000000 N N N N N N CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2 N/A 17295FAD6 12232263.769999999553 PA USD 12316580.759999999776 0.0045644651 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.830000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GRMM9 22765818.199999999255 PA USD 23140930.589999999851 0.0085759166 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUHP4 8354481.169999999925 PA USD 8498888.380000000820 0.0031496468 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GRQA1 14621533.669999999925 PA USD 15135436.710000000894 0.0056091194 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUJ98 3583387.020000000019 PA USD 3753880.990000000224 0.0013911701 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.500000000000 N N N N N N CHESAPEAKE FUNDING II LLC CFII_23-2 5493000HT7H4OFOD6Z12 165183CZ5 2469728.220000000205 PA USD 2496448.209999999963 0.0009251716 Long ABS-O CORP US Y 2 2035-10-15 Fixed 6.160000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P5 N/A 14687RAC5 3658150.959999999963 PA USD 3686545.529999999795 0.0013662159 Long ABS-O CORP US Y 2 2029-01-10 Fixed 5.620000000000 N N N N N N TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A N/A 88315LAJ7 2809182.750000000000 PA USD 2691034.140000000130 0.0009972842 Long ABS-O CORP US Y 2 2045-09-20 Fixed 2.110000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-2 N/A 89173HAC0 8545548.480000000447 PA USD 8465639.060000000522 0.0031373248 Long ABS-CBDO CORP US Y 2 2057-04-25 Variable 3.750000000000 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814DL4 22230000.000000000000 PA USD 27331118.100000001490 0.0101287798 Long DBT CORP CA N 2 2030-11-15 Fixed 9.500000000000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231G102 4401993.000000000000 NS USD 529735837.620000004768 0.1963175316 Long EC CORP US N 1 N N N CPS AUTO RECEIVABLES TRUST 2024-A N/A 22411CAB6 273188.260000000009 PA USD 273528.380000000005 0.0001013683 Long ABS-O CORP US Y 2 2028-05-15 Fixed 5.650000000000 N N N N N N CPS AUTO RECEIVABLES TRUST 2024-A N/A 22411CAC4 13097000.000000000000 PA USD 13192359.259999999776 0.0048890243 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.740000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EQ78 2768336.660000000149 PA USD 2708355.109999999870 0.0010037033 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BW4V2 162911.640000000014 PA USD 160013.119999999995 0.0000593001 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BW4K6 3079076.430000000168 PA USD 3041407.009999999776 0.0011271307 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LXGS8 122686.830000000002 PA USD 120364.369999999995 0.0000446065 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N CPS AUTO RECEIVABLES TRUST 2024-A N/A 22411CAD2 394000.000000000000 PA USD 402200.320000000007 0.0001490535 Long ABS-O CORP US Y 2 2030-04-15 Fixed 6.130000000000 N N N N N N CRVNA 2024-N1 N/A 14687QAC7 3910964.549999999814 PA USD 3918332.810000000056 0.0014521151 Long ABS-O CORP US Y 2 2028-03-10 Fixed 5.600000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-3 N/A 89169DAB7 8054256.410000000149 PA USD 7971627.790000000037 0.0029542466 Long ABS-CBDO CORP US Y 2 2057-07-25 Variable 3.000000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 15201000.000000000000 PA USD 17084069.480000000447 0.0063312733 Long DBT CORP US N 2 2054-05-01 Fixed 6.858000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRQ31 18105413.440000001341 PA USD 18728710.399999998510 0.0069407692 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 6.000000000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K755 N/A 3137HCH39 45775000.000000000000 PA USD 47977464.130000002682 0.0177802155 Long ABS-CBDO USGA US N 2 2031-02-25 Fixed 5.203000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DQ5 13899000.000000000000 PA USD 14757874.810000000522 0.0054691968 Long DBT CORP US N 2 2029-05-01 Fixed 6.298000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 57500000.000000000000 PA USD 60120792.500000000000 0.0222804740 Long DBT CORP FR Y 2 2031-01-14 Variable 5.876000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LVSM2 35704.290000000001 PA USD 30429.910000000000 0.0000112772 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L8S68 2128770.160000000149 PA USD 2098745.990000000224 0.0007777851 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSRU8 86048644.090000003576 PA USD 86201552.530000001192 0.0319458772 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQXP6 9366296.859999999404 PA USD 9540790.970000000671 0.0035357709 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N BANK OF NOVA SCOTIA/THE L3I9ZG2KFGXZ61BMYR72 06418GAP2 25000000.000000000000 PA USD 25486675.000000000000 0.0094452381 Long DBT CORP CA N 2 2029-02-14 Variable 4.932000000000 N N N N N N BANK OF NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RCB1 14393000.000000000000 PA USD 14804942.050000000745 0.0054866397 Long DBT CORP US N 2 2031-02-11 Variable 4.942000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CJSZ5 8170759.910000000149 PA USD 8505695.699999999255 0.0031521696 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133W6AF4 4477917.780000000261 PA USD 4607083.320000000298 0.0017073627 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N BARCLAYS DRYROCK ISSUANCE TRUST DROCK_25-1 N/A 06742LBF9 18221000.000000000000 PA USD 18267518.210000000894 0.0067698536 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.970000000000 N N N N N N DELL EQUIPMENT FINANCE TRUST 2025-2 N/A 24703VAG6 613000.000000000000 PA USD 615807.540000000037 0.0002282153 Long ABS-O CORP US Y 2 2031-03-24 Fixed 4.340000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BPPE2 878750.949999999953 PA USD 838042.810000000056 0.0003105746 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGKU2 138977.609999999986 PA USD 129542.000000000000 0.0000480076 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSQ47 17409829.570000000298 PA USD 17904216.500000000000 0.0066352158 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MN6N1 7884639.849999999627 PA USD 7966419.330000000075 0.0029523164 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNQX5 7810395.179999999702 PA USD 7841347.780000000261 0.0029059654 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMD29 11938417.269999999553 PA USD 11707480.529999999329 0.0043387355 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 4.500000000000 N N N N N N DELL EQUIPMENT FINANCE TRUST 2025-2 N/A 24703VAE1 1750000.000000000000 PA USD 1758365.000000000000 0.0006516415 Long ABS-O CORP US Y 2 2031-03-24 Fixed 4.120000000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAJ2 13802000.000000000000 PA USD 14524948.759999999776 0.0053828755 Long DBT CORP US Y 2 2029-01-21 Fixed 6.250000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132E0SD5 32932605.839999999851 PA USD 32278531.359999999404 0.0119622671 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KQP59 30808267.579999998212 PA USD 31396797.920000001788 0.0116355010 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GRS76 4796257.919999999925 PA USD 5022305.559999999590 0.0018612421 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GRSD3 15515302.679999999702 PA USD 15885606.410000000149 0.0058871287 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GRSV3 11074619.250000000000 PA USD 11417954.599999999627 0.0042314386 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHEW3 22077.930000000000 PA USD 21048.099999999999 0.0000078003 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 4.000000000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECY9 20000000.000000000000 PA USD 20675280.000000000000 0.0076621585 Long DBT CORP GB N 2 2031-02-25 Variable 5.367000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCB9 20000000.000000000000 PA USD 20818080.000000000000 0.0077150795 Long DBT CORP US N 2 2032-08-15 Fixed 5.350000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNS61 1482647.520000000019 PA USD 1412666.560000000056 0.0005235274 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NHTE8 375527.559999999998 PA USD 356994.520000000019 0.0001323004 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 4.000000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCD5 29250000.000000000000 PA USD 30337427.250000000000 0.0112429034 Long DBT CORP US N 2 2055-08-15 Fixed 6.250000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMW6 2097000.000000000000 PA USD 2183822.089999999851 0.0008093139 Long DBT CORP US N 2 2036-05-09 Variable 5.464000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 056121AA4 28729000.000000000000 PA USD 29503792.399999998510 0.0109339623 Long DBT CORP FR Y 2 2031-05-28 Variable 5.389000000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AM3 32872000.000000000000 PA USD 33726902.100000001490 0.0124990263 Long DBT CORP US N 2 2035-06-23 Fixed 5.550000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWK28 159244.559999999998 PA USD 151186.790000000008 0.0000560291 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSLG4 970562.160000000033 PA USD 924062.530000000028 0.0003424531 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 4.000000000000 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAM8 1420000.000000000000 PA USD 1296573.600000000093 0.0004805039 Long DBT CORP US N 2 2031-04-15 Fixed 2.750000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 58402000.000000000000 PA USD 53021073.329999998212 0.0196493526 Long DBT CORP US N 2 2032-05-01 Variable 2.561000000000 N N N N N N CORP INMOBILIARIA VESTA SAB DE CV 4469000001BIRIFZJ959 21989DAA0 7150000.000000000000 PA USD 6653511.150000000373 0.0024657590 Long DBT CORP MX Y 2 2031-05-13 Fixed 3.625000000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 4670000.000000000000 PA USD 4816904.190000000410 0.0017851213 Long DBT CORP US N 2 2027-07-15 Variable 6.665000000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 2094000.000000000000 PA USD 2180731.390000000130 0.0008081685 Long DBT CORP US N 2 2032-07-15 Variable 6.879000000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBA8 1652000.000000000000 PA USD 1678896.209999999963 0.0006221908 Long DBT CORP US N 2 2028-01-11 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EZA1 4571249.700000000186 PA USD 4343747.740000000224 0.0016097718 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CKRS9 136850.890000000014 PA USD 129983.300000000003 0.0000481712 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNWS7 456399.599999999977 PA USD 387857.049999999988 0.0001437379 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BBSE0 1247666.330000000075 PA USD 1060598.729999999981 0.0003930527 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AHAA5 414288.450000000012 PA USD 350705.940000000002 0.0001299699 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGF89 27476.290000000001 PA USD 24374.080000000002 0.0000090329 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3.000000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 400000000.000000000000 PA 2542459.140000000130 0.0009422230 Long DBT CORP FR N 2 2026-12-14 Fixed 0.895000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAV7 22000000.000000000000 PA USD 22782650.000000000000 0.0084431396 Long DBT CORP FR Y 2 2030-01-18 Variable 5.716000000000 N N N N N N ELM TRUST ELM_24-ELM N/A 26860XAU5 13140000.000000000000 PA USD 13217749.380000000820 0.0048984338 Long ABS-CBDO CORP US Y 2 2039-06-10 Variable 5.994230000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371NPP4 41681.029999999999 PA USD 43118.440000000002 0.0000159795 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XXBR9 6727853.589999999851 PA USD 6507792.230000000447 0.0024117562 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412BDU3 15024.559999999999 PA USD 15788.290000000001 0.0000058511 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 7.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HEKL5 559965.030000000028 PA USD 541265.560000000056 0.0002005904 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H4BV5 4311053.000000000000 PA USD 4285488.459999999963 0.0015881812 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B7T99 8399536.160000000149 PA USD 7448263.490000000224 0.0027602903 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BN6G3 2317685.540000000037 PA USD 2053297.879999999888 0.0007609422 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128E4KR2 4726.420000000000 PA USD 4794.930000000000 0.0000017770 Long ABS-MBS USGA US N 2 2027-12-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128P7H30 17768.990000000002 PA USD 18457.500000000000 0.0000068403 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSTK7 5228217.459999999963 PA USD 5116276.099999999627 0.0018960671 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSPD7 3373537.479999999981 PA USD 3301306.669999999925 0.0012234482 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128P7HF3 14118.650000000000 PA USD 14666.070000000000 0.0000054352 Long ABS-MBS USGA US N 2 2027-12-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128MJH29 31293.439999999999 PA USD 32678.270000000000 0.0000121104 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31335BNL6 4441771.790000000037 PA USD 4217822.099999999627 0.0015631044 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31335BA55 1854414.889999999898 PA USD 1854201.629999999888 0.0006871581 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH5Q6 2989450.009999999776 PA USD 2855092.169999999925 0.0010580833 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLPD4 61448.800000000003 PA USD 52209.360000000001 0.0000193485 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 2.500000000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756BD7 20000000.000000000000 PA USD 20467060.000000000000 0.0075849931 Long DBT CORP US N 2 2030-04-15 Fixed 4.687000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAW3 85250000.000000000000 PA USD 86482715.000000000000 0.0320500746 Long DBT CORP US N 2 2029-03-04 Variable 4.786000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410KMF8 396397.880000000005 PA USD 421895.780000000028 0.0001563525 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXG55 20723426.449999999255 PA USD 19043274.649999998510 0.0070573452 Long ABS-MBS USGA US N 2 2057-09-01 Fixed 3.500000000000 N N N N N N CHEVRON PHILLIPS CHEMICAL COMPANY LLC N/A 166754AX9 7829000.000000000000 PA USD 7934722.820000000298 0.0029405698 Long DBT CORP US Y 2 2030-05-15 Fixed 4.750000000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HZ9 26813000.000000000000 PA USD 27284747.920000001788 0.0101115952 Long DBT CORP US N 2 2035-06-15 Fixed 5.050000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J6GR2 366444.780000000028 PA USD 354284.309999999998 0.0001312960 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CUB8 35645.230000000003 PA USD 34467.940000000002 0.0000127737 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 4.000000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B77 720000.000000000000 PA USD 713195.280000000028 0.0002643067 Long DBT CORP US N 2 2026-08-10 Fixed 2.700000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B93 2050000.000000000000 PA USD 1927323.899999999907 0.0007142569 Long DBT CORP US N 2 2029-02-10 Fixed 2.900000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSQW4 6247653.240000000224 PA USD 6545635.059999999590 0.0024257806 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSVA7 12568369.490000000224 PA USD 10186035.050000000745 0.0037748952 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KMYK5 750398.390000000014 PA USD 607536.790000000037 0.0002251502 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJG9 5443419.019999999553 PA USD 5606318.780000000261 0.0020776745 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J5ZT9 68199112.069999992847 PA USD 66091282.109999999404 0.0244931085 Long ABS-MBS USGA US N 2 2047-06-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FE5S9 33737615.079999998212 PA USD 32692255.079999998212 0.0121155911 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C35 30966000.000000000000 PA USD 32343027.050000000745 0.0119861689 Long DBT CORP US N 2 2027-11-04 Fixed 7.350000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C43 5980000.000000000000 PA USD 5993759.980000000447 0.0022212584 Long DBT CORP US N 2 2026-03-06 Fixed 6.950000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C68 28036000.000000000000 PA USD 30102197.129999998957 0.0111557282 Long DBT CORP US N 2 2030-03-06 Fixed 7.350000000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GL5 4202000.000000000000 PA USD 4360629.700000000186 0.0016160282 Long DBT CORP US N 2 2033-04-01 Fixed 5.100000000000 N N N N N N FIVE CORNERS FUNDING TRUST III N/A 33830GAA9 7000000.000000000000 PA USD 7386197.000000000000 0.0027372888 Long DBT CORP US Y 2 2033-02-15 Fixed 5.791000000000 N N N N N N FIVE CORNERS FUNDING TRUST IV N/A 33835PAA4 384000.000000000000 PA USD 395396.739999999991 0.0001465321 Long DBT CORP US Y 2 2053-02-15 Fixed 5.997000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C92 34970000.000000000000 PA USD 36500392.109999999404 0.0135268682 Long DBT CORP US N 2 2028-05-12 Fixed 6.800000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D26 4165000.000000000000 PA USD 4202010.190000000410 0.0015572446 Long DBT CORP US N 2 2026-06-10 Fixed 6.950000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D42 119189000.000000000000 PA USD 127845935.450000002980 0.0473790835 Long DBT CORP US N 2 2030-06-10 Fixed 7.200000000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DK3 4290000.000000000000 PA USD 4518918.690000000410 0.0016746893 Long DBT CORP US N 2 2029-07-27 Variable 6.339000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H2VH8 2258617.899999999907 PA USD 2188460.709999999963 0.0008110329 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132E0HA3 114528486.349999994040 PA USD 119053850.430000007153 0.0441207794 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTAD2 7153677.940000000410 PA USD 7488126.690000000410 0.0027750634 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AFCS3 1184288.969999999972 PA USD 1232737.050000000047 0.0004568464 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9WJ6 40864095.009999997914 PA USD 39648919.420000001788 0.0146936972 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BV5R2 18211711.879999998957 PA USD 18768061.469999998808 0.0069553525 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 6.000000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D59 10655000.000000000000 PA USD 11181825.820000000298 0.0041439304 Long DBT CORP US N 2 2028-11-07 Fixed 6.798000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D67 154344000.000000000000 PA USD 165845560.539999991655 0.0614615602 Long DBT CORP US N 2 2033-11-07 Fixed 7.122000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J8DU4 4117983.759999999776 PA USD 3877542.919999999925 0.0014369986 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H8QN8 3113267.560000000056 PA USD 2938043.520000000019 0.0010888247 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J8PT4 15393393.519999999553 PA USD 14494604.060000000522 0.0053716300 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J7V28 1049076.629999999888 PA USD 987822.089999999967 0.0003660821 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BV5K7 6719595.559999999590 PA USD 6932042.290000000037 0.0025689812 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C9JT1 27424928.320000000298 PA USD 27903657.870000001043 0.0103409602 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQSH1 8734408.050000000745 PA USD 9173818.650000000373 0.0033997727 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQR58 6791427.049999999814 PA USD 7111513.799999999814 0.0026354925 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E25 51314000.000000000000 PA USD 52785788.149999998510 0.0195621570 Long DBT CORP US N 2 2031-03-05 Fixed 6.050000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA87 13266000.000000000000 PA USD 13862160.769999999553 0.0051372495 Long DBT CORP US N 2 2030-04-25 Variable 5.727000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTR28 3898279.399999999907 PA USD 4082009.209999999963 0.0015127728 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSF45 9230550.189999999478 PA USD 9609335.050000000745 0.0035611730 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWL50 60953123.229999996722 PA USD 63359857.299999997020 0.0234808558 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GQ5Q1 567406.030000000028 PA USD 591914.000000000000 0.0002193605 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.500000000000 N N N N N N PROG 2025-SFR3 N/A 74334BAA5 17465000.000000000000 PA USD 16659514.199999999255 0.0061739351 Long ABS-CBDO CORP US Y 2 2042-07-17 Fixed 3.390000000000 N N N N N N PRPM 2025-RPL3 N/A 69392NAA8 9653453.130000000820 PA USD 9358047.810000000522 0.0034680471 Long ABS-CBDO CORP US Y 2 2055-04-25 Variable 3.250000000000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XFB7 85180000.000000000000 PA USD 87986510.640000000596 0.0326073740 Long DBT CORP US N 2 2030-01-07 Fixed 5.350000000000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XFC5 19445000.000000000000 PA USD 20285004.559999998659 0.0075175243 Long DBT CORP US N 2 2035-01-07 Fixed 5.900000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GR4K3 972871.030000000028 PA USD 1025128.800000000047 0.0003799078 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQRM1 5290658.879999999888 PA USD 5495211.620000000112 0.0020364988 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AMKJ9 3717767.990000000224 PA USD 3870196.479999999981 0.0014342760 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNZ23 271495.840000000026 PA USD 240477.440000000002 0.0000891198 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XA2D3 910463.040000000037 PA USD 807681.780000000028 0.0002993229 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ASJ79 4147396.839999999851 PA USD 3673556.750000000000 0.0013614023 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHP1 5539304.620000000112 PA USD 5263907.009999999776 0.0019507784 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWG64 18968815.660000000149 PA USD 18020906.000000000000 0.0066784603 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MWP26 1372497.129999999888 PA USD 1309293.639999999898 0.0004852179 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWH63 16830991.350000001490 PA USD 15987287.419999999925 0.0059248112 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 4.000000000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2T1 30000000.000000000000 PA USD 30719760.000000000000 0.0113845940 Long DBT CORP US Y 2 2032-04-01 Fixed 5.500000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC93 3725000.000000000000 PA USD 3848118.700000000186 0.0014260941 Long DBT CORP US N 2 2031-04-23 Variable 5.218000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJY0 55307.580000000002 PA USD 52623.449999999997 0.0000195020 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C3JW7 564919.209999999963 PA USD 537962.959999999963 0.0001993665 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 4.000000000000 N N N N N N PROG 2025-SFR6 N/A 74334EAG6 2162000.000000000000 PA USD 2040236.159999999916 0.0007561016 Long ABS-CBDO CORP US Y 2 2042-12-17 Variable 2.378378000000 N N N N N N PROG 2025-SFR6 N/A 74334EAC5 2502000.000000000000 PA USD 2408024.879999999888 0.0008924023 Long ABS-CBDO CORP US Y 2 2042-12-17 Variable 2.378378000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QG2D8 15757359.820000000298 PA USD 13957081.460000000894 0.0051724267 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B5WM0 78012.139999999999 PA USD 69204.410000000003 0.0000256468 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XFJ0 244221000.000000000000 PA USD 253691890.379999995232 0.0940169839 Long DBT CORP US N 2 2030-07-15 Fixed 5.450000000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2V6 15000000.000000000000 PA USD 14850030.000000000000 0.0055033491 Long DBT CORP US Y 2 2030-09-18 Fixed 4.500000000000 N N N N N N PROG 2025-SFR6 N/A 74334EAA9 1862000.000000000000 PA USD 1818205.760000000009 0.0006738182 Long ABS-CBDO CORP US Y 2 2042-12-17 Variable 2.378000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-1 N/A 35563PAP4 11474572.330000000075 PA USD 10966512.689999999478 0.0040641364 Long ABS-CBDO USGA US N 2 2056-01-25 Variable 3.000000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GD43 22753000.000000000000 PA USD 22596072.559999998659 0.0083739949 Long DBT CORP US N 2 2036-10-21 Variable 4.939000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GD35 266910000.000000000000 PA USD 266331072.210000008345 0.0987010034 Long DBT CORP US N 2 2031-10-21 Variable 4.369000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GD27 62783000.000000000000 PA USD 62777161.179999999702 0.0232649114 Long DBT CORP US N 2 2029-10-21 Variable 4.153000000000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XFL5 40121000.000000000000 PA USD 40187119.409999996424 0.0148931515 Long DBT CORP US N 2 2028-10-27 Fixed 4.200000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDL87 6859618.450000000186 PA USD 6078753.780000000261 0.0022527567 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMRX4 7689403.559999999590 PA USD 6816456.330000000075 0.0025261456 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGZD9 9846392.550000000745 PA USD 10171382.580000000075 0.0037694650 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1JF1 21094759.960000000894 PA USD 18684683.629999998957 0.0069244531 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427N5Z8 2567456.080000000075 PA USD 2275246.200000000186 0.0008431952 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 3.000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-1 N/A 35563PAL3 4162390.830000000075 PA USD 3940805.950000000186 0.0014604436 Long ABS-CBDO USGA US N 2 2056-01-25 Fixed 3.000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-2 N/A 35563PBF5 25566095.469999998808 PA USD 24406596.339999999851 0.0090449662 Long ABS-CBDO USGA US N 2 2056-08-25 Variable 3.000000000000 N N N N N N GLP CAPITAL LP 2549005PXW31DRW8EC44 361841AP4 5000000.000000000000 PA USD 4875685.000000000000 0.0018069052 Long DBT CORP US N 2 2030-01-15 Fixed 4.000000000000 N N N N N N GLOBAL SC FINANCE SRL SEACO_19-1A N/A 37891TAB6 6770500.059999999590 PA USD 6647128.009999999776 0.0024633934 Long ABS-O CORP US Y 2 2039-08-17 Fixed 4.810000000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BY8 5826000.000000000000 PA USD 5217759.769999999553 0.0019336765 Long DBT CORP US N 2 2030-10-01 Fixed 1.650000000000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XDD5 387000.000000000000 PA USD 386813.080000000016 0.0001433511 Long DBT CORP US N 2 2026-01-08 Fixed 1.250000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-2 N/A 35563PBC2 26592175.870000001043 PA USD 25259056.910000000149 0.0093608840 Long ABS-CBDO USGA US N 2 2056-08-25 Fixed 3.000000000000 N N N N N N FREDDIE MAC - SCRT SCRT_17-3 N/A 35563PBY4 6946436.429999999702 PA USD 6700970.209999999963 0.0024833471 Long ABS-CBDO USGA US N 2 2056-07-25 Variable 3.250000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHRL8 4098415.580000000075 PA USD 4249651.209999999963 0.0015749001 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133W9V24 5272209.759999999776 PA USD 5484748.349999999627 0.0020326211 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.000000000000 N N N N N N FORDR 2024-1 N/A 34533BAA8 61000000.000000000000 PA USD 62618452.000000000000 0.0232060945 Long ABS-O CORP US Y 2 2036-08-15 Variable 4.870000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTES4 73618431.920000001788 PA USD 75878812.250000000000 0.0281203197 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BTJR2 116301538.560000002384 PA USD 116505182.549999997020 0.0431762555 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNUS1 52231.080000000002 PA USD 42456.919999999998 0.0000157343 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGW21 648809.329999999958 PA USD 525182.609999999986 0.0001946301 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-4 N/A 35563PCM9 4958058.639999999665 PA USD 4524759.019999999553 0.0016768537 Long ABS-CBDO USGA US N 2 2057-06-25 Fixed 3.500000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-4 N/A 35563PDD8 5948526.269999999553 PA USD 5442526.780000000261 0.0020169740 Long ABS-CBDO USGA US N 2 2057-06-25 Variable 3.250000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQJG2 786932.890000000014 PA USD 666151.280000000028 0.0002468724 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DP3H9 1317305.050000000047 PA USD 1115102.679999999935 0.0004132516 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUPW0 51647788.359999999404 PA USD 52869775.030000001192 0.0195932822 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 5.500000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_18-2 N/A 35563PFF1 12234508.019999999553 PA USD 11017676.089999999851 0.0040830973 Long ABS-CBDO USGA US N 2 2057-11-25 Fixed 3.500000000000 N N N N N N FREDDIE MAC - SLST SLST_18-2 N/A 35564CAN7 5322300.240000000224 PA USD 5242955.389999999665 0.0019430138 Long ABS-CBDO USGA US N 2 2028-11-25 Fixed 3.500000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_19-2 N/A 35563PKG3 41233039.170000001788 PA USD 40198089.890000000596 0.0148972171 Long ABS-CBDO USGA US N 2 2058-08-26 Fixed 3.500000000000 N N N N N N FREDDIE MAC - SLST SLST_19-1 N/A 35564CBB2 19560292.679999999702 PA USD 19254682.670000001788 0.0071356920 Long ABS-CBDO USGA US N 2 2029-05-25 Fixed 3.500000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 15000000.000000000000 PA USD 14924205.000000000000 0.0055308380 Long DBT CORP US N 2 2027-03-09 Variable 1.431000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 9437000.000000000000 PA USD 9274192.880000000820 0.0034369709 Long DBT CORP US N 2 2027-09-10 Variable 1.542000000000 N N N N N N FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1 N/A 32113CCB4 22257000.000000000000 PA USD 22706702.690000001341 0.0084149939 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.340000000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-3 N/A 34528QJK1 13105000.000000000000 PA USD 13219943.960000000894 0.0048992471 Long ABS-O CORP US Y 2 2029-09-15 Fixed 4.300000000000 N N N N N N FREDDIE MAC - SLST SLST_19-1 N/A 35564CBC0 24325000.000000000000 PA USD 23741905.429999999702 0.0087986350 Long ABS-CBDO USGA US N 2 2029-05-25 Fixed 3.500000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_19-4 N/A 35563PML0 26362074.839999999851 PA USD 24833733.550000000745 0.0092032612 Long ABS-CBDO USGA US N 2 2059-02-25 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWLD3 529248.880000000005 PA USD 502468.890000000014 0.0001862125 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QR7K3 370487.400000000023 PA USD 352297.950000000012 0.0001305599 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 4.000000000000 N N N N N N STACR 2025-DNA2 529900XX8WXEM4FBIH80 35564NHZ9 4544705.860000000335 PA USD 4545573.900000000373 0.0016845676 Long ABS-CBDO CORP US Y 2 2045-05-25 Variable 5.074190000000 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION CORP N/A 38122ND41 5365000.000000000000 PA USD 4560287.559999999590 0.0016900204 Long DBT MUN US N 2 2036-06-01 Fixed 3.487000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTKD1 7339511.790000000037 PA USD 7639602.410000000149 0.0028311996 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQDZ7 11484675.419999999925 PA USD 11904130.220000000671 0.0044116129 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAD2 5000000.000000000000 PA USD 5197745.000000000000 0.0019262591 Long DBT CORP US N 2 2034-03-01 Fixed 5.450000000000 N N N N N N FREDDIE MAC - SLST SLST_19-3 N/A 35564CEE3 7259089.049999999814 PA USD 6904366.400000000373 0.0025587247 Long ABS-CBDO USGA US N 2 2029-11-25 Fixed 2.750000000000 N N N N N N SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1 N/A 35564CEV5 3576739.350000000093 PA USD 3328996.500000000000 0.0012337100 Long ABS-CBDO USGA US N 2 2030-07-25 Fixed 2.000000000000 N N N N N N GSAR 2025-1A N/A 36271FAD4 1021000.000000000000 PA USD 1043114.859999999986 0.0003865733 Long ABS-O CORP US Y 2 2031-03-15 Fixed 5.260000000000 N N N N N N GSAR 2025-1A N/A 36271FAB8 7525622.440000000410 PA USD 7584089.000000000000 0.0028106266 Long ABS-O CORP US Y 2 2030-04-15 Fixed 4.710000000000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XDL7 18761000.000000000000 PA USD 17004520.140000000596 0.0063017927 Long DBT CORP US N 2 2031-06-10 Fixed 2.700000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 33244000.000000000000 PA USD 32689357.100000001490 0.0121145172 Long DBT CORP US N 2 2027-10-21 Variable 1.948000000000 N N N N N N GCAR 2025-1A N/A 36271KAG6 9026000.000000000000 PA USD 9120276.570000000298 0.0033799303 Long ABS-O CORP US Y 2 2029-07-16 Fixed 4.980000000000 N N N N N N GALC 2025-1 549300JFP7GIDD4UWO79 39154GAH9 3574528.770000000019 PA USD 3587661.589999999851 0.0013295700 Long ABS-O CORP US Y 2 2027-10-15 Fixed 4.520000000000 N N N N N N GCAR 2025-2A N/A 37989BAG7 16572000.000000000000 PA USD 16737139.980000000447 0.0062027029 Long ABS-O CORP US Y 2 2029-10-15 Fixed 4.970000000000 N N N N N N GOST 2024-1A 25490083RWI1EQQYLH43 381929AN8 9928000.000000000000 PA USD 9928397.119999999180 0.0036794158 Long ABS-O CORP US Y 2 2035-07-20 Variable 5.445900000000 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION CORP N/A 38122ND58 8055000.000000000000 PA USD 6269826.740000000224 0.0023235674 Long DBT MUN US N 2 2041-06-01 Fixed 3.714000000000 N N N N N N GENERAL ELECTRIC CO AKA GE AEROSPACE 3C7474T6CDKPR9K6YT90 369604301 7071026.000000000000 NS USD 2178088138.780000209808 0.8071888981 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQY59 587201.550000000047 PA USD 612222.209999999963 0.0002268866 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTRR3 10084977.300000000745 PA USD 10401030.400000000373 0.0038545714 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N GOST 2024-1A 25490083RWI1EQQYLH43 381929AS7 5252000.000000000000 PA USD 5252525.200000000186 0.0019465604 Long ABS-O CORP US Y 2 2035-07-20 Variable 5.975900000000 N N N N N N GLS AUTO RECEIVABLES TRUST GSAR_25-3 N/A 36272GAC3 6404685.700000000186 PA USD 6447449.790000000037 0.0023893936 Long ABS-O CORP US Y 2 2030-10-15 Fixed 4.460000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRLT9 18969.759999999998 PA USD 16121.959999999999 0.0000059747 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LTR22 846610.260000000009 PA USD 751031.349999999977 0.0002783286 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 3.000000000000 N N N N N N GE VERNOVA INC 254900DP080RU6OK2553 36828A101 281172.000000000000 NS USD 183765584.039999991655 0.0681026340 Long EC CORP US N 1 N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558103 9177878.000000000000 NS USD 1126492745.720000028610 0.4174727469 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQD53 13740305.210000000894 PA USD 14162242.500000000000 0.0052484584 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FS 2024-HULA N/A 30338DAA9 18000000.000000000000 PA USD 18070668.000000000000 0.0066969019 Long ABS-CBDO CORP US Y 2 2039-08-15 Variable 5.561220000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LRB64 990040.209999999963 PA USD 838068.050000000047 0.0003105840 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LY4N0 3856913.729999999981 PA USD 3272780.290000000037 0.0012128765 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N AEP TRANSMISSION COMPANY LLC 549300X123Z1I0LA3Y84 00115AAR0 15000000.000000000000 PA USD 15327240.000000000000 0.0056802008 Long DBT CORP US N 2 2034-04-01 Fixed 5.150000000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654BB0 10123000.000000000000 PA USD 10464661.369999999180 0.0038781527 Long DBT CORP US N 2 2034-04-01 Fixed 5.050000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSNK0 10803193.400000000373 PA USD 10856237.080000000075 0.0040232688 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSNY0 22955270.219999998808 PA USD 23352075.019999999553 0.0086541657 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N GCAR 2025-3A N/A 37989YAD4 13069000.000000000000 PA USD 13125680.250000000000 0.0048643134 Long ABS-O CORP US Y 2 2030-01-15 Fixed 4.570000000000 N N N N N N GCAR 2025-3A N/A 37989YAC6 4567000.000000000000 PA USD 4586300.139999999665 0.0016996606 Long ABS-O CORP US Y 2 2029-03-15 Fixed 4.440000000000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_24-A N/A 345290AE0 1989000.000000000000 PA USD 1997707.840000000084 0.0007403408 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.050000000000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_24-A N/A 345290AD2 3755222.990000000224 PA USD 3762485.589999999851 0.0013943589 Long ABS-O CORP US N 2 2027-05-15 Fixed 5.060000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 86168000.000000000000 PA USD 77076758.989999994636 0.0285642730 Long DBT CORP US N 2 2032-07-21 Variable 2.299000000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 20600000.000000000000 PA USD 20254352.600000001490 0.0075061648 Long DBT CORP ES N 2 2027-09-14 Variable 1.722000000000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334104 1922252.000000000000 NS USD 89384718.000000000000 0.0331255429 Long EC CORP US N 1 N N N GLENCORE PLC 2138002658CPO9NBH955 N/A 43710146.000000000000 NS 237771625.879999995232 0.0881170111 Long EC CORP CH N 2 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSN46 88932728.030000001192 PA USD 91550373.950000002980 0.0339281245 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSP93 6679235.290000000037 PA USD 6979346.690000000410 0.0025865120 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSP36 5433415.269999999553 PA USD 5447275.910000000149 0.0020187340 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSNM6 6897290.690000000410 PA USD 6897814.879999999888 0.0025562967 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.000000000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2R4 41588000.000000000000 PA USD 39377140.329999998212 0.0145929772 Long DBT CORP FR Y 2 2029-09-15 Variable 2.159000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GWUD3 21308.730000000000 PA USD 20128.139999999999 0.0000074594 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 3.500000000000 N N N N N N GRUPO MEXICO SAB DE CV 529900JWLZAYET2ZGW20 N/A 37571000.000000000000 NS 354752027.209999978542 0.1314693804 Long EC CORP MX N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K107 19237318.000000000000 NS USD 6036670388.399999618530 2.2371607615 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSNS3 36822958.380000002682 PA USD 37439669.289999999106 0.0138749598 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSP51 10872371.230000000447 PA USD 11069498.189999999478 0.0041023023 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 47338000.000000000000 PA USD 43623339.799999997020 0.0161665981 Long DBT CORP US N 2 2033-02-24 Variable 3.102000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZK3 50192000.000000000000 PA USD 49425668.539999999106 0.0183169130 Long DBT CORP US N 2 2028-02-24 Variable 2.640000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKM70 673317.069999999949 PA USD 545020.540000000037 0.0002019820 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLRQ1 106060.539999999994 PA USD 89781.100000000006 0.0000332724 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JVP71 23124.419999999998 PA USD 21767.799999999999 0.0000080670 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4S72 301838.190000000002 PA USD 290647.840000000026 0.0001077127 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BMGV1 4254218.889999999665 PA USD 4173248.339999999851 0.0015465856 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTBX8 46819002.789999999106 PA USD 38275705.259999997914 0.0141847907 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSNV6 3864378.209999999963 PA USD 3939188.709999999963 0.0014598442 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSPA0 51482870.259999997914 PA USD 53063806.240000002086 0.0196651892 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFA84 477703.489999999991 PA USD 405613.260000000009 0.0001503183 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPSM0 826945.180000000051 PA USD 789653.260000000009 0.0002926417 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLJ58 62808335.049999997020 PA USD 60665377.469999998808 0.0224822946 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQTA4 36223515.329999998212 PA USD 34992459.159999996424 0.0129680356 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSPN2 3485643.129999999888 PA USD 3636202.000000000000 0.0013475588 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU6P6 10423859.349999999627 PA USD 10457987.070000000298 0.0038756793 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.000000000000 N N N N N N GGAMMT 2025-1A N/A 36173XAA0 23372000.000000000000 PA USD 23574191.170000001788 0.0087364809 Long ABS-O CORP US Y 2 2060-09-30 Fixed 5.923000000000 N N N N N N GSAR 2025-4A N/A 36273DAB1 12716000.000000000000 PA USD 12758458.720000000671 0.0047282229 Long ABS-O CORP US Y 2 2031-02-18 Fixed 4.170000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K305 13833846.000000000000 NS USD 4329993798.000000000000 1.6046746964 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141G104 225000.000000000000 NS USD 197775000.000000000000 0.0732944556 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSNL8 7727925.719999999739 PA USD 7776341.169999999925 0.0028818743 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSGA4 3393613.919999999925 PA USD 3540184.109999999870 0.0013119751 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AEYL7 3652942.430000000168 PA USD 3752817.529999999795 0.0013907760 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABXZ3 1377201.600000000093 PA USD 1415631.030000000028 0.0005246260 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ARGZ2 896093.520000000019 PA USD 758544.060000000056 0.0002811127 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNWP3 64513.320000000000 PA USD 54708.839999999997 0.0000202748 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654BC8 7046000.000000000000 PA USD 6787686.589999999851 0.0025154837 Long DBT CORP US N 2 2054-04-01 Fixed 5.300000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DX4 20000000.000000000000 PA USD 20084360.000000000000 0.0074431664 Long DBT CORP US N 2 2028-07-26 Variable 5.169890000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTV31 8682359.750000000000 PA USD 9088286.119999999180 0.0033680747 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTWG1 3272674.459999999963 PA USD 3432682.060000000056 0.0012721353 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJF8 4444000.000000000000 PA USD 4481920.650000000373 0.0016609781 Long DBT CORP US N 2 2028-07-22 Variable 4.548000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEQ1 2899000.000000000000 PA USD 3023343.910000000149 0.0011204366 Long DBT CORP US N 2 2030-02-15 Fixed 5.300000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9S63 21865260.620000001043 PA USD 17962311.600000001490 0.0066567455 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ATNE7 46262270.579999998212 PA USD 39866372.890000000596 0.0147742844 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAC7 20724000.000000000000 PA USD 20748599.390000000596 0.0076893303 Long DBT CORP US N 2 2031-10-04 Fixed 4.250000000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAD5 19774000.000000000000 PA USD 19509621.620000001043 0.0072301711 Long DBT CORP US N 2 2034-10-04 Fixed 4.500000000000 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216101 4689996.000000000000 NS USD 132539286.959999993443 0.0491184168 Long EC CORP US N 1 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076102 3637190.000000000000 NS USD 1251557079.000000000000 0.4638209821 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNLM4 1612332.689999999944 PA USD 1370287.689999999944 0.0005078220 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMKE3 6377554.669999999925 PA USD 5398600.030000000261 0.0020006950 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PER9 25000000.000000000000 PA USD 26055850.000000000000 0.0096561716 Long DBT CORP US N 2 2033-02-15 Fixed 5.350000000000 N N N N N N VIGOROUS CHAMPION INTERNATIONAL LTD 254900LCCR122N588062 N/A 3162000.000000000000 PA USD 3160823.740000000224 0.0011713859 Long DBT CORP VG Y 2 2029-05-28 Fixed 4.250000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XEAF1 1643929.989999999991 PA USD 1394690.479999999981 0.0005168655 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B52Q4 148283.420000000013 PA USD 137505.290000000008 0.0000509588 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.500000000000 N N N N N N HDFC BANK LTD 335800ZQ6I4E2JXENC50 N/A 36949084.000000000000 NS 408289074.709999978542 0.1513099504 Long EC CORP IN N 2 N N N HILTON WORLDWIDE HOLDINGS INC 549300HVGPK36ICB0B89 43300A203 470389.000000000000 NS USD 135119240.250000000000 0.0500745350 Long EC CORP US N 1 N N N GCAR 2025-4A N/A 36273HAG1 16784000.000000000000 PA USD 16864898.879999998957 0.0062500497 Long ABS-O CORP US Y 2 2030-04-15 Fixed 4.530000000000 N N N N N N GCAR 2025-4A N/A 36273HAL0 4580000.000000000000 PA USD 4620853.599999999627 0.0017124659 Long ABS-O CORP US Y 2 2031-08-15 Fixed 5.130000000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAL3 30000000.000000000000 PA USD 30717990.000000000000 0.0113839381 Long DBT CORP US N 2 2029-12-15 Fixed 4.850000000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAN9 12932000.000000000000 PA USD 13075700.380000000820 0.0048457911 Long DBT CORP US N 2 2035-02-15 Fixed 5.150000000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAM4 5247000.000000000000 PA USD 4866073.049999999814 0.0018033431 Long DBT CORP US N 2 2030-04-15 Fixed 2.050000000000 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804GD0 4256000.000000000000 PA USD 2451302.779999999795 0.0009084409 Long DBT CORP US N 2 2050-12-15 Fixed 2.450000000000 N N N N N N BMARK 2022-B32 N/A 08163NBJ3 8840000.000000000000 PA USD 7928039.080000000075 0.0029380928 Long ABS-CBDO CORP US N 2 2055-01-15 Variable 3.001900000000 N N N N N N BINOM SECURITIZATION TRUST BINOM_22-RPL1 N/A 05552CAA2 6345589.469999999739 PA USD 5972519.570000000298 0.0022133868 Long ABS-CBDO CORP US Y 2 2061-02-25 Variable 3.000000000000 N N N N N N GCAR 2025-4A N/A 36273HAJ5 3956000.000000000000 PA USD 3981120.600000000093 0.0014753840 Long ABS-O CORP US Y 2 2031-08-15 Fixed 4.740000000000 N N N N N N GCAR 2025-4A N/A 36273HAE6 3327000.000000000000 PA USD 3337380.240000000224 0.0012368169 Long ABS-O CORP US Y 2 2029-07-16 Fixed 4.290000000000 N N N N N N HEWLETT PACKARD ENTERPRISE CO 549300BX44RGX6ANDV88 42824C109 13738211.000000000000 NS USD 329991828.220000028610 0.1222933707 Long EC CORP US N 1 N N N HERSHEY CO (THE) 21X2CX66SU2BR6QTAD08 427866108 2531584.000000000000 NS USD 460697656.319999992847 0.1707323165 Long EC CORP US N 1 N N N HUMANA INC 529900YLDW34GJAO4J06 444859102 239972.000000000000 NS USD 61464028.359999999404 0.0227782707 Long EC CORP US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200101 4281884.000000000000 NS USD 1268336859.640000104904 0.4700394874 Long EC CORP US N 1 N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327109 2590186.000000000000 NS USD 339728795.759999990463 0.1259018437 Long EC CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140100 33396928.000000000000 NS USD 1232346643.200000047684 0.4567016878 Long EC CORP US N 1 N N N INGERSOLL-RAND INC 5299004C02FMZCUOIR50 45687V106 15411381.000000000000 NS USD 1220889602.819999933243 0.4524557642 Long EC CORP US N 1 N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271V100 27188563.000000000000 NS USD 761551649.629999995232 0.2822273470 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSAV4 357295.309999999998 PA USD 331337.090000000026 0.0001227919 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGU77 1176848.350000000093 PA USD 1209261.110000000102 0.0004481463 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N BX TRUST BX_22-IND N/A 05609WAA1 14293679.539999999106 PA USD 14317993.089999999851 0.0053061788 Long ABS-CBDO CORP US Y 2 2037-04-15 Variable 5.241120000000 N N N N N N BX TRUST BX_22-IND N/A 05609WAL7 2978500.000000000000 PA USD 2988248.629999999888 0.0011074304 Long ABS-CBDO CORP US Y 2 2037-04-15 Variable 6.589120000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKFH8 1929732.379999999888 PA USD 1597330.189999999944 0.0005919628 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133USJZ5 13298389.460000000894 PA USD 10924746.630000000820 0.0040486581 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHUS9 2122276.399999999907 PA USD 2182171.279999999795 0.0008087021 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6GR8 3555770.930000000168 PA USD 3652992.819999999832 0.0013537814 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUB96 20908635.050000000745 PA USD 21595483.710000000894 0.0080031815 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUBV7 6463518.500000000000 PA USD 6575233.950000000186 0.0024367498 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 5.500000000000 N N N N N N KKR & CO INC 54930013V5I303TF9571 48251W104 3031428.000000000000 NS USD 386446441.439999997616 0.1432151765 Long EC CORP US N 1 N N N KLA CORP 549300H0BF5JCG96TJ81 482480100 1067854.000000000000 NS USD 1297528038.319999933243 0.4808575966 Long EC CORP US N 1 N N N BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C16 N/A 05552YAE6 1960000.000000000000 PA USD 1950188.239999999991 0.0007227303 Long ABS-CBDO CORP US N 2 2055-06-15 Variable 4.600000000000 N N N N N N BMO 2022-C2 N/A 05602NAE0 7920000.000000000000 PA USD 8038372.320000000298 0.0029789818 Long ABS-CBDO CORP US N 2 2054-07-15 Variable 4.974000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNNR9 888207.489999999991 PA USD 755709.140000000014 0.0002800621 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KTJD8 1574242.699999999953 PA USD 1340601.469999999972 0.0004968204 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N COCA-COLA CO UWJKFUJFZ02DKWI3RY53 191216100 1131069.000000000000 NS USD 79073033.790000006557 0.0293040827 Long EC CORP US N 1 N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431109 2380153.000000000000 NS USD 698741516.210000038147 0.2589502163 Long EC CORP US N 1 N N N LENNOX INTERNATIONAL INC S7DWAC87RDMPBF77GJ92 526107107 358675.000000000000 NS USD 174165406.500000000000 0.0645448548 Long EC CORP US N 1 N N N LINDE PUBLIC LIMITED COMPANY (NEW) 5299003QR1WT0EF88V51 N/A 833149.000000000000 NS USD 355246402.110000014305 0.1316525933 Long EC CORP US N 1 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -1175908.530000000028 -0.0004357860 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-04-17 0.000000000000 USD 0.000000000000 USD 124700000.000000000000 USD -1175908.530000000028 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 7751039.519999999553 0.0028724976 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2053-04-17 0.000000000000 USD 0.000000000000 USD 39200000.000000000000 USD 7751039.519999999553 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 7357060.650000000373 0.0027264910 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2053-04-18 0.000000000000 USD 0.000000000000 USD 39500000.000000000000 USD 7357060.650000000373 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -705702.239999999991 -0.0002615298 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-04-18 0.000000000000 USD 0.000000000000 USD 124700000.000000000000 USD -705702.239999999991 N N N BANK BANK_22-BNK43 N/A 06541QAZ8 5575000.000000000000 PA USD 5477955.980000000447 0.0020301039 Long ABS-CBDO CORP US N 2 2055-08-15 Fixed 4.399000000000 N N N N N N BANK 2022-BNK44 N/A 06540KAC3 5000000.000000000000 PA USD 5288590.000000000000 0.0019599258 Long ABS-CBDO CORP US N 2 2055-11-15 Variable 5.746200000000 N N N N N N BANK 2023-BNK45 N/A 06541BBK3 2860000.000000000000 PA USD 2924776.140000000130 0.0010839078 Long ABS-CBDO CORP US N 2 2056-02-15 Fixed 5.203000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BS7F3 1081856.550000000047 PA USD 1101420.840000000084 0.0004081812 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTV49 2132757.759999999776 PA USD 2233268.229999999981 0.0008276384 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQMR5 10581695.509999999776 PA USD 10812545.779999999329 0.0040070770 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E2D1 7705515.849999999627 PA USD 7827455.639999999665 0.0029008171 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUCE4 194479.149999999994 PA USD 200451.019999999990 0.0000742862 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B62E9 11820.320000000000 PA USD 11012.730000000000 0.0000040813 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNPL0 6703775.719999999739 PA USD 6275739.639999999665 0.0023257587 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKUR9 3657617.310000000056 PA USD 3738425.049999999814 0.0013854422 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XK2K5 113895.970000000001 PA USD 100883.360000000001 0.0000373869 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.000000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -373688.489999999991 -0.0001384871 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-04-19 0.000000000000 USD 0.000000000000 USD 124700000.000000000000 USD -373688.489999999991 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 7093829.160000000149 0.0026289387 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2053-04-19 0.000000000000 USD 0.000000000000 USD 39600000.000000000000 USD 7093829.160000000149 N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAP4 2741000.000000000000 PA USD 2633073.129999999888 0.0009758041 Long DBT CORP US N 2 2055-02-15 Fixed 5.550000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DZ9 12994000.000000000000 PA USD 13502260.310000000522 0.0050038722 Long DBT CORP US N 2 2036-01-30 Variable 5.442000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQQ66 33710512.140000000596 PA USD 34741244.759999997914 0.0128749368 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KR5P5 50851019.329999998212 PA USD 52893094.560000002384 0.0196019243 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E2C3 9257840.240000000224 PA USD 9250424.710000000894 0.0034281625 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6TF0 1364226.600000000093 PA USD 1432551.159999999916 0.0005308965 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M4WK0 32093.150000000001 PA USD 29976.799999999999 0.0000111093 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MWRW8 2182826.709999999963 PA USD 2083986.129999999888 0.0007723152 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6TE3 6184746.820000000298 PA USD 6390612.299999999814 0.0023683299 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CV6F6 6441073.629999999888 PA USD 6666852.580000000075 0.0024707032 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.000000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 6972180.549999999814 0.0025838563 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2053-04-19 0.000000000000 USD 0.000000000000 USD 39500000.000000000000 USD 6972180.549999999814 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -318995.070000000007 -0.0001182180 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-04-19 0.000000000000 USD 0.000000000000 USD 124700000.000000000000 USD -318995.070000000007 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AMGJ9 1338127.879999999888 PA USD 1083155.639999999898 0.0004014122 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ADZS8 1481827.479999999981 PA USD 1199474.139999999898 0.0004445193 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTKN9 4393084.959999999963 PA USD 4614096.669999999925 0.0017099618 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KLYD8 647579.520000000019 PA USD 549140.959999999963 0.0002035090 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 7080876.000000000000 0.0026241383 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2053-04-20 0.000000000000 USD 0.000000000000 USD 39600000.000000000000 USD 7080876.000000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -367283.419999999984 -0.0001361135 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-04-20 0.000000000000 USD 0.000000000000 USD 124600000.000000000000 USD -367283.419999999984 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQFA9 21594008.079999998212 PA USD 22273506.730000000447 0.0082544535 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPKV0 50477922.049999997020 PA USD 52321476.719999998808 0.0193900855 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTXF2 751185.300000000047 PA USD 637698.479999999981 0.0002363280 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEVL3 8177401.360000000335 PA USD 6934280.980000000447 0.0025698109 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YEA3 10187000.000000000000 PA USD 10552591.060000000522 0.0039107391 Long DBT CORP US N 2 2035-03-15 Fixed 5.200000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YEB1 9522000.000000000000 PA USD 9550413.650000000373 0.0035393370 Long DBT CORP US N 2 2055-03-15 Fixed 5.600000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ERP7 5102409.780000000261 PA USD 4847177.040000000037 0.0017963403 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DPJY5 1317009.129999999888 PA USD 1257510.610000000102 0.0004660273 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GRK66 13538909.529999999329 PA USD 13837401.869999999180 0.0051280740 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GRK58 9938910.359999999404 PA USD 10102683.720000000671 0.0037440056 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 5.500000000000 N N N N N N AMERICOLD REALTY OPERATING PARTNERSHIP LP 549300FKD9KVWNHSUU79 03063UAB7 9660000.000000000000 PA USD 9731087.939999999478 0.0036062940 Long DBT CORP US N 2 2032-05-15 Fixed 5.600000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EF2 24681000.000000000000 PA USD 25440829.269999999553 0.0094282479 Long DBT CORP US N 2 2031-04-25 Variable 5.016000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPB0 155560.510000000009 PA USD 152502.970000000001 0.0000565169 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MWV29 94680.429999999993 PA USD 90414.699999999997 0.0000335072 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 4.000000000000 N N N N N N GS MORTGAGE SECURITIES TRUST GSMS_20-GC47 N/A 36258RBA0 19842000.000000000000 PA USD 18271565.230000000447 0.0067713534 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.377200000000 N N N N N N GINNIE MAE II POOL N/A 36179VXX3 101351574.719999998808 PA USD 84042651.439999997616 0.0311457989 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QD2A1 151420.250000000000 PA USD 128402.250000000000 0.0000475853 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KL2G1 815388.750000000000 PA USD 692079.140000000014 0.0002564812 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N GRACE MORTGAGE TRUST GRCE_20-GRCE N/A 38406JAA6 21824008.000000000000 PA USD 19606579.670000001788 0.0072661033 Long ABS-CBDO CORP US Y 2 2040-12-10 Fixed 2.347000000000 N N N N N N GS MORTGAGE SECURITIES TRUST GSMS_20-GSA2 N/A 36264KAV2 9914000.000000000000 PA USD 8761864.320000000298 0.0032471044 Long ABS-CBDO CORP US N 2 2053-12-12 Fixed 2.012000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -1455934.850000000093 -0.0005395624 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-04-28 0.000000000000 USD 0.000000000000 USD 124700000.000000000000 USD -1455934.850000000093 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 8011257.160000000149 0.0029689330 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2053-04-28 0.000000000000 USD 0.000000000000 USD 39400000.000000000000 USD 8011257.160000000149 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8M95 1065507.679999999935 PA USD 903550.510000000009 0.0003348514 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KEEM6 2509932.520000000019 PA USD 2128407.720000000205 0.0007887776 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JQHV8 765191.989999999991 PA USD 654323.319999999949 0.0002424890 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 2.500000000000 N N N N N N GLM 2023-18A 549300NF42KVPC7ZHX42 38139LAU1 2113000.000000000000 PA USD 2116275.149999999907 0.0007842813 Long ABS-O CORP JE Y 2 2037-01-20 Variable 6.353100000000 N N N N N N GLM 2023-18A 549300NF42KVPC7ZHX42 38139LAS6 1295000.000000000000 PA USD 1296696.449999999953 0.0004805494 Long ABS-O CORP JE Y 2 2037-01-20 Variable 5.503100000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EH8 9286000.000000000000 PA USD 9808318.929999999702 0.0036349154 Long DBT CORP US N 2 2036-04-25 Variable 5.667000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAN7 7878000.000000000000 PA USD 7415002.059999999590 0.0027479638 Long DBT CORP US N 2 2065-05-15 Fixed 5.300000000000 N N N N N N GLM 2023-18A 549300NF42KVPC7ZHX42 38139LAQ0 2512000.000000000000 PA USD 2518732.160000000149 0.0009334299 Long ABS-O CORP JE Y 2 2037-01-20 Variable 5.303100000000 N N N N N N GCI 2020-1 N/A 36166VAA3 11855134.029999999329 PA USD 11383655.349999999627 0.0042187274 Long ABS-O CORP US Y 2 2045-10-18 Fixed 2.820000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MHSH3 101163.339999999997 PA USD 86165.979999999996 0.0000319327 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BEWU3 288003.919999999984 PA USD 244501.790000000008 0.0000906112 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.500000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 7133740.639999999665 0.0026437297 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2053-05-09 0.000000000000 USD 0.000000000000 USD 39700000.000000000000 USD 7133740.639999999665 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -1181919.070000000065 -0.0004380135 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-05-09 0.000000000000 USD 0.000000000000 USD 124700000.000000000000 USD -1181919.070000000065 N N N GINNIE MAE II POOL N/A 36179VZQ6 88604001.480000004172 PA USD 73465564.810000002384 0.0272259819 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.000000000000 N N N N N N GCAT TRUST GCAT_21-NQM6 N/A 36167KAA6 16657961.949999999255 PA USD 15340100.609999999404 0.0056849669 Long ABS-CBDO CORP US Y 2 2066-08-25 Variable 1.855000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ABNB2 329713.340000000026 PA USD 267501.380000000005 0.0000991347 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B6NE6 1492683.610000000102 PA USD 1208805.040000000037 0.0004479773 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B7WS3 665840.569999999949 PA USD 565782.709999999963 0.0002096763 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRJ88 1408167.330000000075 PA USD 1487702.030000000028 0.0005513352 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION CORP N/A 38122NC67 2395000.000000000000 PA USD 2332133.649999999907 0.0008642774 Long DBT MUN US N 2 2027-06-01 Fixed 2.332000000000 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION CORP N/A 38122NC59 1730000.000000000000 PA USD 1716044.090000000084 0.0006359576 Long DBT MUN US N 2 2026-06-01 Fixed 2.158000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKRW0 428715.700000000012 PA USD 347026.500000000000 0.0001286063 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNR39 1003443.479999999981 PA USD 812455.069999999949 0.0003010919 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 2.000000000000 N N N N N N GCI 2020-1 N/A 36166VAC9 1632997.689999999944 PA USD 1561960.659999999916 0.0005788550 Long ABS-O CORP US Y 2 2045-10-18 Fixed 3.810000000000 N N N N N N HERTZ VEHICLE FINANCING LLC HERTZ_21-2 N/A 42806MAE9 111172000.000000000000 PA USD 109106313.069999992847 0.0404342703 Long ABS-O CORP US Y 2 2027-12-27 Fixed 1.680000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAM9 20143000.000000000000 PA USD 19306743.210000000894 0.0071549854 Long DBT CORP US N 2 2055-05-15 Fixed 5.250000000000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DW4 4337000.000000000000 PA USD 4447936.120000000112 0.0016483835 Long DBT CORP US N 2 2030-05-07 Fixed 4.850000000000 N N N N N N HERTZ VEHICLE FINANCING LLC HERTZ_21-2 N/A 42806MAF6 19644000.000000000000 PA USD 19269605.000000000000 0.0071412221 Long ABS-O CORP US Y 2 2027-12-27 Fixed 2.120000000000 N N N N N N HERTZ VEHICLE FINANCING LLC HERTZ_21-2 N/A 42806MAG4 11677000.000000000000 PA USD 11465377.730000000447 0.0042490134 Long ABS-O CORP US Y 2 2027-12-27 Fixed 2.520000000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 452152BM2 4776923.269999999553 PA USD 5050086.849999999627 0.0018715377 Long DBT MUN US N 2 2035-02-01 Fixed 6.630000000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 452152FP1 26640666.679999999702 PA USD 27368782.739999998361 0.0101427381 Long DBT MUN US N 2 2033-06-01 Fixed 5.100000000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4N8 30000000.000000000000 PA USD 30276510.000000000000 0.0112203277 Long DBT CORP US Y 2 2028-05-09 Fixed 4.830000000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AX9 20000000.000000000000 PA USD 19983420.000000000000 0.0074057585 Long DBT CORP US N 2 2028-11-15 Fixed 3.900000000000 N N N N N N ILLINOIS (STATE OF) 54930048FV8RWPR02D67 452151LF8 197178627.539999991655 PA USD 202169810.139999985695 0.0749231509 Long DBT MUN US N 2 2033-06-01 Fixed 5.100000000000 N N N N N N MASSACHUSETTS EDL FING AUTH 5493007K5OP7V6CL0Y88 57563RTX7 55970000.000000000000 PA USD 57932923.869999997318 0.0214696605 Long DBT MUN US N 2 2049-07-01 Fixed 6.352000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_22-2 N/A 42806MAP4 8792000.000000000000 PA USD 8582099.789999999106 0.0031804845 Long ABS-O CORP US Y 2 2028-06-26 Fixed 2.650000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_22-2 N/A 42806MAN9 61371000.000000000000 PA USD 59980026.289999999106 0.0222283068 Long ABS-O CORP US Y 2 2028-06-26 Fixed 2.330000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_22-2 N/A 42806MAQ2 5075000.000000000000 PA USD 4954103.349999999627 0.0018359667 Long ABS-O CORP US Y 2 2028-06-26 Fixed 2.950000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_22-5 N/A 42806MBJ7 22138000.000000000000 PA USD 22029966.559999998659 0.0081641987 Long ABS-O CORP US Y 2 2028-09-25 Fixed 3.890000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -1036385.420000000042 -0.0003840794 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-05-10 0.000000000000 USD 0.000000000000 USD 124600000.000000000000 USD -1036385.420000000042 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 6966134.299999999814 0.0025816156 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2053-05-10 0.000000000000 USD 0.000000000000 USD 39800000.000000000000 USD 6966134.299999999814 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AKZ60 565271.060000000056 PA USD 457562.049999999988 0.0001695703 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L1VM4 445661.489999999991 PA USD 360743.369999999995 0.0001336897 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.000000000000 N N N N N N DORMITORY AUTHORITY OF STATE OF NEW YORK 549300C8XO7EXTX2XU71 64990FD76 5635000.000000000000 PA USD 5404877.870000000112 0.0020030215 Long DBT MUN US N 2 2028-03-15 Fixed 1.748000000000 N N N N N N DORMITORY AUTHORITY OF STATE OF NEW YORK 549300C8XO7EXTX2XU71 64990FD50 8915000.000000000000 PA USD 8868151.679999999702 0.0032864940 Long DBT MUN US N 2 2026-03-15 Fixed 1.187000000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095BB6 25691000.000000000000 PA USD 24560878.600000001490 0.0091021425 Long DBT CORP US N 2 2055-11-15 Fixed 5.300000000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095BA8 52992000.000000000000 PA USD 51937883.140000000596 0.0192479275 Long DBT CORP US N 2 2036-02-15 Fixed 4.625000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAZ0 20000000.000000000000 PA USD 19888980.000000000000 0.0073707595 Long DBT CORP US N 2 2045-11-15 Fixed 5.350000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAY3 39515000.000000000000 PA USD 39540131.539999999106 0.0146533809 Long DBT CORP US N 2 2035-11-15 Fixed 4.700000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 7966159.879999999888 0.0029522202 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2053-05-19 0.000000000000 USD 0.000000000000 USD 47600000.000000000000 USD 7966159.879999999888 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -806715.180000000051 -0.0002989647 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2030-05-19 0.000000000000 USD 0.000000000000 USD 149400000.000000000000 USD -806715.180000000051 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 360404.770000000019 0.0001335643 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2034-01-09 0.000000000000 USD 0.000000000000 USD 70175000.000000000000 USD 360404.770000000019 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 17296.369999999999 0.0000064100 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-01-10 0.000000000000 USD 0.000000000000 USD 174358607.000000000000 USD 17296.369999999999 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 18377.400000000001 0.0000068106 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-01-10 0.000000000000 USD 0.000000000000 USD 174358607.000000000000 USD 18377.400000000001 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 4854.400000000000 0.0000017990 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-01-10 0.000000000000 USD 0.000000000000 USD 45882786.000000000000 USD 4854.400000000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRJY1 12341361.750000000000 PA USD 12815640.279999999329 0.0047494141 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRJ96 2043163.459999999963 PA USD 2157323.180000000168 0.0007994935 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBA4 83752000.000000000000 PA USD 82217663.359999999404 0.0304694672 Long DBT CORP US N 2 2055-11-15 Fixed 5.450000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBB2 51000000.000000000000 PA USD 50239335.000000000000 0.0186184538 Long DBT CORP US N 2 2075-11-15 Fixed 5.700000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_23-1 N/A 42806MBU2 1640000.000000000000 PA USD 1648236.080000000075 0.0006108283 Long ABS-O CORP US Y 2 2027-06-25 Fixed 6.910000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_23-1 N/A 42806MBS7 9146000.000000000000 PA USD 9176940.919999999925 0.0034009298 Long ABS-O CORP US Y 2 2027-06-25 Fixed 5.490000000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FQ6 7377000.000000000000 PA USD 6241996.910000000149 0.0023132538 Long DBT CORP US N 2 2036-04-06 Fixed 2.891000000000 N N N N N N NEW YORK N Y 549300ABYZD2SFD5JB29 64966SNH5 7980000.000000000000 PA USD 8390802.419999999925 0.0031095907 Long DBT MUN US N 2 2045-02-01 Fixed 6.291000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LS5D4 500524.330000000016 PA USD 406504.340000000026 0.0001506485 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.000000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 3650724.299999999814 0.0013529407 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-05-06 0.000000000000 USD 0.000000000000 USD 993800000.000000000000 USD 3650724.299999999814 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CW4 71182000.000000000000 PA USD 69525737.219999998808 0.0257659009 Long DBT CORP US N 2 2055-11-20 Fixed 5.450000000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CY0 42000000.000000000000 PA USD 40772424.000000000000 0.0151100625 Long DBT CORP US N 2 2065-11-20 Fixed 5.550000000000 N N N N N N NEW YORK N Y 549300ABYZD2SFD5JB29 64966SNJ1 15960000.000000000000 PA USD 16854669.719999998808 0.0062462588 Long DBT MUN US N 2 2055-02-01 Fixed 6.385000000000 N N N N N N NEW YORK N Y 549300ABYZD2SFD5JB29 64966SSF4 9995000.000000000000 PA USD 9744815.160000000149 0.0036113812 Long DBT MUN US N 2 2051-10-01 Fixed 5.372000000000 N N N N N N NEW YORK N Y 549300ABYZD2SFD5JB29 64966SSG2 23610000.000000000000 PA USD 22847137.289999999106 0.0084670382 Long DBT MUN US N 2 2055-10-01 Fixed 5.392000000000 N N N N N N NEW YORK N Y 549300ABYZD2SFD5JB29 64966SSE7 13280000.000000000000 PA USD 13219310.400000000373 0.0048990123 Long DBT MUN US N 2 2045-10-01 Fixed 5.559000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 7958482.200000000186 0.0029493749 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2054-02-20 0.000000000000 USD 0.000000000000 USD 95921963.000000000000 USD 7958482.200000000186 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 7564605.870000000112 0.0028034062 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2054-02-20 0.000000000000 USD 0.000000000000 USD 92100000.000000000000 USD 7564605.870000000112 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CV6 45463000.000000000000 PA USD 45296923.659999996424 0.0167868202 Long DBT CORP US N 2 2035-11-20 Fixed 4.650000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 1093000.000000000000 PA USD 1051153.399999999907 0.0003895524 Long DBT CORP US N 2 2035-05-15 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKA1 2009916.370000000112 PA USD 2119784.430000000168 0.0007855818 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKB9 1130427.459999999963 PA USD 1190509.679999999935 0.0004411971 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N PUBLIC FINANCE AUTHORITY WISCONSIN 5493004S6D3NA627K012 74447CAA7 93330000.000000000000 PA USD 92693209.409999996424 0.0343516537 Long DBT MUN US N 2 2034-03-01 Fixed 4.950000000000 N N N N N N QUEBEC (PROVINCE OF) 549300WN65YFEQH74Y36 748149AN1 23200000.000000000000 PA USD 22941558.960000000894 0.0085020305 Long DBT NUSS CA N 2 2027-04-12 Fixed 2.750000000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 2250000.000000000000 PA USD 2557127.250000000000 0.0009476590 Long DBT CORP US N 2 2031-11-01 Fixed 8.000000000000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAR3 9049000.000000000000 PA USD 8945497.539999999106 0.0033151580 Long DBT CORP HK N 2 2034-11-28 Fixed 4.500000000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 370425RZ5 3187000.000000000000 PA USD 3620874.990000000224 0.0013418787 Long DBT CORP US N 2 2031-11-01 Fixed 8.000000000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AK5 2720000.000000000000 PA USD 2709226.080000000075 0.0010040260 Long DBT CORP US N 2 2028-01-15 Fixed 3.950000000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1 N/A 43815JAC7 1263144.229999999981 PA USD 1266115.149999999907 0.0004692161 Long ABS-O CORP US N 2 2027-04-21 Fixed 5.040000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_23-4 N/A 42806MCE7 18253000.000000000000 PA USD 19136262.670000001788 0.0070918061 Long ABS-O CORP US Y 2 2030-03-25 Fixed 6.150000000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A N/A 448988AE5 3028000.000000000000 PA USD 3042277.020000000019 0.0011274531 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.070000000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2024-A N/A 448973AD9 13515939.900000000373 PA USD 13634447.660000000149 0.0050528602 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.990000000000 N N N N N N HPEFS 2024-2A N/A 40444MAG6 2565000.000000000000 PA USD 2594297.430000000168 0.0009614340 Long ABS-O CORP US Y 2 2031-10-20 Fixed 5.350000000000 N N N N N N HPEFS 2024-2A N/A 40444MAE1 7211547.620000000112 PA USD 7253893.830000000075 0.0026882579 Long ABS-O CORP US Y 2 2031-10-20 Fixed 5.360000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRJ21 7263861.459999999963 PA USD 7529130.419999999925 0.0027902592 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKC7 684456.510000000009 PA USD 713058.579999999958 0.0002642561 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WAU6 8521000.000000000000 PA USD 7839592.669999999925 0.0029053150 Long DBT CORP HK N 2 2037-12-06 Fixed 4.000000000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EH7 2175000.000000000000 PA USD 2261769.450000000186 0.0008382008 Long DBT CORP US N 2 2034-02-22 Fixed 5.200000000000 N N N N N N SOUTH DAKOTA HSG DEV AUTH 549300G853EK61667C18 83756CLL7 10000.000000000000 PA USD 10007.969999999999 0.0000037089 Long DBT MUN US N 2 2045-11-01 Fixed 4.000000000000 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412HGF4 5400000.000000000000 PA USD 5227221.599999999627 0.0019371830 Long DBT MUN US N 2 2027-05-15 Fixed 1.316000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBY0 2643000.000000000000 PA USD 2806799.930000000168 0.0010401864 Long DBT CORP US N 2 2031-02-20 Fixed 5.834000000000 N N N N N N BANK OF NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBV8 13564000.000000000000 PA USD 13966498.140000000596 0.0051759165 Long DBT CORP US N 2 2030-03-14 Variable 4.975000000000 N N N N N N HERTZ VEHICLE FINANCING LLC HERTZ_24-1 N/A 42806MCK3 30334000.000000000000 PA USD 30996585.559999998659 0.0114871842 Long ABS-O CORP US Y 2 2029-01-25 Fixed 5.440000000000 N N N N N N HORZN 2024-1 N/A 43990EAA9 29488125.000000000000 PA USD 29847437.800000000745 0.0110613157 Long ABS-O CORP US Y 2 2049-09-15 Fixed 5.375000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 3263902.240000000224 0.0012095863 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-05-07 0.000000000000 USD 0.000000000000 USD 961810000.000000000000 USD 3263902.240000000224 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 6210897.000000000000 0.0023017283 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-05-17 0.000000000000 USD 0.000000000000 USD 1771000000.000000000000 USD 6210897.000000000000 N N N UNIVERSITY OF CALIFORNIA N/A 91412HGG2 6450000.000000000000 PA USD 5862398.549999999814 0.0021725765 Long DBT MUN US N 2 2030-05-15 Fixed 1.614000000000 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412HKC6 2690000.000000000000 PA USD 2060494.270000000019 0.0007636092 Long DBT MUN US N 2 2041-05-15 Fixed 2.847000000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 19331000.000000000000 PA USD 19896315.760000001639 0.0073734781 Long DBT CORP GB Y 2 2029-03-26 Fixed 5.125000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FBQ9 5316486.580000000075 PA USD 5526408.049999999814 0.0020480600 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKD5 2154110.310000000056 PA USD 2256852.759999999776 0.0008363787 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRJ47 11174037.390000000596 PA USD 11513739.300000000745 0.0042669359 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMC4 21435649.679999999702 PA USD 22282036.309999998659 0.0082576146 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHRH7 4804944.969999999739 PA USD 4971614.099999999627 0.0018424561 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_23-3 N/A 42806MCA5 14231000.000000000000 PA USD 14450883.179999999702 0.0053554272 Long ABS-O CORP US Y 2 2028-02-25 Fixed 5.940000000000 N N N N N N TRITON CONTAINER FINANCE LLC TCF_21-1 N/A 89680HAF9 970695.000000000000 PA USD 898019.069999999949 0.0003328015 Long ABS-O CORP US Y 2 2046-03-20 Fixed 2.580000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 3294397.479999999981 0.0012208877 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2032-10-02 0.000000000000 USD 0.000000000000 USD 497200000.000000000000 USD 3294397.479999999981 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 2852888.529999999795 0.0010572666 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2035-10-02 0.000000000000 USD 0.000000000000 USD 246102027.000000000000 USD 2852888.529999999795 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKF0 2485758.419999999925 PA USD 2602057.109999999870 0.0009643097 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRJ54 6184103.620000000112 PA USD 6459141.629999999888 0.0023937266 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCAQ1 659836.869999999995 PA USD 534108.910000000033 0.0001979382 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AFA92 576985.660000000033 PA USD 468302.330000000016 0.0001735506 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.000000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 1027603.199999999953 0.0003808248 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2032-10-02 0.000000000000 USD 0.000000000000 USD 166400000.000000000000 USD 1027603.199999999953 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 329351.640000000014 0.0001220561 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2032-10-02 0.000000000000 USD 0.000000000000 USD 54121609.000000000000 USD 329351.640000000014 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKG8 638083.689999999944 PA USD 681084.790000000037 0.0002524067 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9DP7 69072933.459999993443 PA USD 62173721.649999998510 0.0230412796 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEZN5 23344055.289999999106 PA USD 21014528.670000001788 0.0077878824 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCM39 59683325.210000000894 PA USD 53712605.359999999404 0.0199056310 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 3.000000000000 N N N N N N TRITON CONTAINER FINANCE LLC TCF_21-1 N/A 89680HAE2 26598116.250000000000 PA USD 24763298.399999998510 0.0091771583 Long ABS-O CORP US Y 2 2046-03-20 Fixed 1.860000000000 N N N N N N TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2 N/A 88315LAQ1 47523895.859999999404 PA USD 45071140.070000000298 0.0167031459 Long ABS-O CORP US Y 2 2046-04-20 Fixed 2.230000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ALU89 270806.140000000014 PA USD 219205.649999999994 0.0000812366 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHT3 41063497.030000001192 PA USD 41781081.640000000596 0.0154838662 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHG1 8128914.400000000373 PA USD 8269113.790000000037 0.0030644935 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N VERIZON MASTER TRUST VZMT_25-7 N/A 92348KEN9 18581000.000000000000 PA USD 18644454.120000001043 0.0069095443 Long ABS-O CORP US N 2 2031-08-20 Fixed 3.960000000000 N N N N N N VZMT 2025-9 N/A 92348KEV1 3656000.000000000000 PA USD 3675230.560000000056 0.0013620226 Long ABS-O CORP US N 2 2030-10-21 Variable 3.960000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 339752.070000000007 0.0001259105 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2032-10-02 0.000000000000 USD 0.000000000000 USD 55556802.000000000000 USD 339752.070000000007 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 344462.940000000002 0.0001276563 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2032-10-02 0.000000000000 USD 0.000000000000 USD 55509297.000000000000 USD 344462.940000000002 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -150970.000000000000 -0.0000559487 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2027-10-03 0.000000000000 USD 0.000000000000 USD 974000000.000000000000 USD -150970.000000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC -1835165.989999999991 -0.0006801036 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2055-10-06 0.000000000000 JPY 0.000000000000 JPY 4000000000.000000000000 JPY -1835165.989999999991 N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CW3 39286000.000000000000 PA USD 38699892.170000001788 0.0143419923 Long DBT CORP US N 2 2050-05-01 Fixed 5.805000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CY9 9820000.000000000000 PA USD 10093545.919999999925 0.0037406192 Long DBT CORP US N 2 2030-05-01 Fixed 5.150000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC 1716909.090000000084 0.0006362782 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2035-10-06 0.000000000000 JPY 0.000000000000 JPY 8900000000.000000000000 JPY 1716909.090000000084 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC 580882.280000000028 0.0002152722 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2035-10-06 0.000000000000 JPY 0.000000000000 JPY 3000000000.000000000000 JPY 580882.280000000028 N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBD5 20599000.000000000000 PA USD 19332985.460000000894 0.0071647106 Long DBT CORP US N 2 2031-01-30 Fixed 3.250000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 1079000.000000000000 PA USD 969585.079999999958 0.0003593235 Long DBT CORP US N 2 2031-07-23 Variable 1.898000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC -552546.219999999972 -0.0002047709 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2055-10-06 0.000000000000 JPY 0.000000000000 JPY 1200000000.000000000000 JPY -552546.219999999972 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC -3568330.890000000130 -0.0013224061 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2055-10-07 0.000000000000 JPY 0.000000000000 JPY 7594462829.000000000000 JPY -3568330.890000000130 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 2787000.000000000000 PA USD 2682682.589999999851 0.0009941892 Long DBT CORP US N 2 2028-03-25 Fixed 2.259000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBS3 4625000.000000000000 PA USD 4266479.250000000000 0.0015811365 Long DBT CORP US N 2 2031-03-25 Fixed 2.726000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC 3490497.959999999963 0.0012935616 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2035-10-07 0.000000000000 JPY 0.000000000000 JPY 17926928508.000000000000 JPY 3490497.959999999963 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC 633110.800000000047 0.0002346278 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2035-10-08 0.000000000000 JPY 0.000000000000 JPY 3023637574.000000000000 JPY 633110.800000000047 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NEPR0 2814908.080000000075 PA USD 2872112.640000000130 0.0010643910 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NJYB4 3913143.470000000205 PA USD 3979537.779999999795 0.0014747974 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BVT70 3070620.740000000224 PA USD 3126561.310000000056 0.0011586885 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C1RG7 46055.580000000002 PA USD 46878.870000000003 0.0000173731 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC -482540.229999999981 -0.0001788271 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2055-10-08 0.000000000000 JPY 0.000000000000 JPY 1292192183.000000000000 JPY -482540.229999999981 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 2075064.770000000019 0.0007690089 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2035-10-08 0.000000000000 USD 0.000000000000 USD 244036266.000000000000 USD 2075064.770000000019 N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 7024000.000000000000 PA USD 6985824.559999999590 0.0025889127 Long DBT CORP GB N 2 2026-03-25 Fixed 1.668000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 93451000.000000000000 PA USD 83606965.109999999404 0.0309843357 Long DBT CORP US N 2 2031-10-24 Variable 1.922000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC 571715.459999999963 0.0002118750 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2035-10-09 0.000000000000 JPY 0.000000000000 JPY 3042488182.000000000000 JPY 571715.459999999963 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC -439454.440000000002 -0.0001628597 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2055-10-09 0.000000000000 JPY 0.000000000000 JPY 1303527202.000000000000 JPY -439454.440000000002 N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAE7 6005000.000000000000 PA USD 3854849.700000000186 0.0014285886 Long DBT CORP US N 2 2051-01-01 Fixed 2.913000000000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAD9 5000000.000000000000 PA USD 4482855.000000000000 0.0016613243 Long DBT CORP US N 2 2031-01-01 Fixed 1.897000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DA0 20502000.000000000000 PA USD 20478689.230000000447 0.0075893029 Long DBT CORP US N 2 2026-02-01 Fixed 2.750000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DB8 1165000.000000000000 PA USD 1146090.889999999898 0.0004247357 Long DBT CORP US N 2 2028-02-01 Fixed 3.250000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 2043868.760000000009 0.0007574478 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2055-10-09 0.000000000000 USD 0.000000000000 USD 56620000.000000000000 USD 2043868.760000000009 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 1143347.949999999953 0.0004237192 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2035-10-09 0.000000000000 USD 0.000000000000 USD 117995000.000000000000 USD 1143347.949999999953 N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DC6 4420000.000000000000 PA USD 4248031.059999999590 0.0015742997 Long DBT CORP US N 2 2031-02-01 Fixed 3.625000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAP3 8345000.000000000000 PA USD 8332390.709999999963 0.0030879436 Long DBT CORP FR Y 2 2026-01-20 Fixed 1.000000000000 N N N N N N BAYLOR SCOTT & WHITE HOLDINGS 549300JQDKSBWYRGGV95 072863AH6 21418000.000000000000 PA USD 19232592.949999999255 0.0071275056 Long DBT CORP US N 2 2030-11-15 Fixed 1.777000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DG7 19842000.000000000000 PA USD 19805034.350000001490 0.0073396497 Long DBT CORP US N 2 2026-02-04 Fixed 2.196000000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBE3 49079000.000000000000 PA USD 42855782.799999997020 0.0158821452 Long DBT CORP US N 2 2032-04-01 Fixed 2.550000000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2P8 5501000.000000000000 PA USD 5028623.629999999888 0.0018635835 Long DBT CORP FR Y 2 2032-04-19 Variable 2.871000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8DW5 562534.839999999967 PA USD 572823.599999999977 0.0002122856 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NAYE7 54836.809999999998 PA USD 55939.910000000003 0.0000207311 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.500000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 14041000.000000000000 PA USD 12888346.230000000447 0.0047763586 Long DBT CORP US N 2 2032-04-22 Variable 2.687000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 38230000.000000000000 PA USD 36479868.829999998212 0.0135192624 Long DBT CORP US N 2 2029-06-14 Variable 2.087000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BUZM2 67864.369999999995 PA USD 69071.470000000001 0.0000255976 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCT82 8520839.720000000671 PA USD 8693344.119999999180 0.0032217112 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLE7 19918000.000000000000 PA USD 19927919.160000000149 0.0073851902 Long DBT CORP US N 2 2027-01-20 Variable 5.080000000000 N N N N N N BANK OF NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBN6 4444000.000000000000 PA USD 4501949.759999999776 0.0016684007 Long DBT CORP US N 2 2029-02-01 Variable 4.534000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NK4F5 14230409.599999999627 PA USD 14472269.640000000596 0.0053633529 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BSZQ8 540409.839999999967 PA USD 550265.290000000037 0.0002039256 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.500000000000 N N N N N N BANK OF NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBP1 5613000.000000000000 PA USD 5635721.419999999925 0.0020885710 Long DBT CORP US N 2 2034-02-01 Variable 4.705000000000 N N N N N N BHP BILLITON FINANCE (USA) LTD 5493003NUVITP3TMY274 055451BA5 295000.000000000000 PA USD 301177.299999999988 0.0001116148 Long DBT CORP AU N 2 2033-02-28 Fixed 4.900000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCUG2 1498322.510000000009 PA USD 1524565.629999999888 0.0005649966 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BURR0 226405.200000000012 PA USD 230422.079999999987 0.0000853933 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGW55 825688.530000000028 PA USD 841492.209999999963 0.0003118529 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EUP3 15716959.279999999329 PA USD 14947221.199999999255 0.0055393677 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLP93 196130.750000000000 PA USD 187033.809999999998 0.0000693138 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MWVS2 66008.979999999996 PA USD 67262.229999999996 0.0000249271 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKPJ3 451161.929999999993 PA USD 459676.710000000021 0.0001703540 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KQPT7 146870178.150000005960 PA USD 147184186.590000003576 0.0545457455 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LW4T1 16625073.949999999255 PA USD 16661466.240000000224 0.0061746586 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BTK66 1200525.469999999972 PA USD 1204841.360000000102 0.0004465084 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BS4Z2 22582100.519999999553 PA USD 22631532.739999998361 0.0083871362 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NAFZ1 1796829.000000000000 PA USD 1806319.850000000093 0.0006694134 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N BANK OF NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBQ9 15000000.000000000000 PA USD 15049230.000000000000 0.0055771716 Long DBT CORP US N 2 2027-04-26 Variable 4.947000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLH0 31759000.000000000000 PA USD 32707228.460000000894 0.0121211402 Long DBT CORP US N 2 2034-04-25 Variable 5.288000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BTPP9 1122643.510000000009 PA USD 1125794.770000000019 0.0004172141 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N7DS6 15666844.140000000596 PA USD 15702736.880000000820 0.0058193581 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 5.000000000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBH6 22812000.000000000000 PA USD 24577876.920000001788 0.0091084420 Long DBT CORP US N 2 2034-01-15 Fixed 6.500000000000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAQ3 15000000.000000000000 PA USD 15761415.000000000000 0.0058411039 Long DBT CORP GB N 2 2029-02-02 Fixed 5.931000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AC2 27000000.000000000000 PA USD 30451113.000000000000 0.0112850348 Long DBT CORP US N 2 2043-08-02 Fixed 7.079000000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAC7 6135000.000000000000 PA USD 6394792.709999999963 0.0023698792 Long DBT CORP US N 2 2033-08-04 Fixed 5.950000000000 N N N N N N BHP BILLITON FINANCE (USA) LTD 5493003NUVITP3TMY274 055451BE7 134000.000000000000 PA USD 139385.059999999998 0.0000516554 Long DBT CORP AU N 2 2033-09-08 Fixed 5.250000000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECK9 10000000.000000000000 PA USD 10570000.000000000000 0.0039171907 Long DBT CORP GB N 2 2029-09-13 Variable 6.490000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJT1 115188.320000000007 PA USD 119867.850000000006 0.0000444224 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQZ81 115250024.500000000000 PA USD 112989049.519999995828 0.0418731936 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPSH1 117979755.030000001192 PA USD 113042538.239999994636 0.0418930163 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMQD1 14133201.460000000894 PA USD 13494776.480000000447 0.0050010987 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EW48 7240978.250000000000 PA USD 7454840.540000000037 0.0027627277 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KPJM1 5776974.339999999851 PA USD 5549667.730000000447 0.0020566799 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLUF3 13408261.750000000000 PA USD 12111106.279999999329 0.0044883172 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXU9 67556579.819999992847 PA USD 68721525.480000004172 0.0254678640 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGJ26 68232585.290000006557 PA USD 63876071.179999999702 0.0236721621 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKHC7 33865.570000000000 PA USD 30004.959999999999 0.0000111197 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJR5 34592060.119999997318 PA USD 35103399.950000002980 0.0130091497 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJF1 25145007.839999999851 PA USD 25578633.500000000000 0.0094793175 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWKH5 53971.430000000000 PA USD 55551.550000000003 0.0000205871 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.000000000000 N N N N N N BANCO DE CREDITO SOCIAL COOPERATIVO SA 95980020140005881190 N/A 6200000.000000000000 PA 8144391.509999999776 0.0030182720 Long DBT CORP ES N 2 2029-09-14 Variable 7.500000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLU1 9226000.000000000000 PA USD 9849013.330000000075 0.0036499966 Long DBT CORP US N 2 2034-09-15 Variable 5.872000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 12350000.000000000000 PA USD 12892696.050000000745 0.0047779706 Long DBT CORP US N 2 2029-09-15 Variable 5.819000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAR6 28000000.000000000000 PA USD 29717688.000000000000 0.0110132310 Long DBT CORP FR Y 2 2029-10-19 Variable 6.714000000000 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL SA VBHFXSYT7OG62HNT8T76 N/A 1700000000.000000000000 PA 10815240.679999999702 0.0040080757 Long DBT CORP FR N 2 2026-10-16 Fixed 0.820000000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAH6 23901000.000000000000 PA USD 24251101.850000001490 0.0089873407 Long DBT CORP US Y 2 2026-11-21 Fixed 6.125000000000 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL SA VBHFXSYT7OG62HNT8T76 06675FBC0 20000000.000000000000 PA USD 20217520.000000000000 0.0074925148 Long DBT CORP FR Y 2 2027-01-23 Fixed 5.088000000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBR2 25000000.000000000000 PA USD 25664425.000000000000 0.0095111114 Long DBT CORP US N 2 2029-02-26 Fixed 4.850000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400HM8 24311000.000000000000 PA USD 21677510.929999999702 0.0080335804 Long DBT CORP US N 2 2032-02-01 Fixed 2.750000000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BV4 2225000.000000000000 PA USD 2185944.580000000075 0.0008101005 Long DBT CORP US N 2 2033-08-04 Variable 4.164000000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAN5 8630000.000000000000 PA USD 8433227.369999999180 0.0031253132 Long DBT CORP MO N 2 2027-03-08 Variable 2.300000000000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAE3 16556000.000000000000 PA USD 16896441.030000001192 0.0062617391 Long DBT CORP US N 2 2027-08-23 Fixed 5.625000000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BY8 990000.000000000000 PA USD 1023781.770000000019 0.0003794086 Long DBT CORP US N 2 2028-11-04 Variable 5.820000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400HT3 8316000.000000000000 PA USD 8804182.460000000894 0.0032627873 Long DBT CORP US N 2 2032-11-01 Fixed 5.950000000000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAE7 10000000.000000000000 PA USD 10450460.000000000000 0.0038728898 Long DBT CORP KR Y 2 2028-01-17 Fixed 6.375000000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CA9 2856000.000000000000 PA USD 2896720.850000000093 0.0010735107 Long DBT CORP US N 2 2034-01-26 Variable 4.821000000000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 171239AK2 17193000.000000000000 PA USD 17594920.760000001639 0.0065205923 Long DBT CORP US N 2 2034-03-15 Fixed 5.000000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400HU0 6997000.000000000000 PA USD 7147736.370000000112 0.0026489164 Long DBT CORP US N 2 2028-03-01 Fixed 5.300000000000 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KBF2 3779000.000000000000 PA USD 3939033.089999999851 0.0014597866 Long DBT CORP US N 2 2029-03-09 Variable 6.499000000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAE2 5400000.000000000000 PA USD 4801194.000000000000 0.0017792992 Long DBT CORP NO N 2 2041-11-23 Fixed 4.250000000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 73928RAB2 6907000.000000000000 PA USD 6737667.990000000224 0.0024969471 Long DBT CORP IN Y 2 2030-04-23 Fixed 3.950000000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 159721000.000000000000 PA USD 154684517.710000008345 0.0573253319 Long DBT CORP MX N 2 2031-01-28 Fixed 5.950000000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 67982000.000000000000 PA USD 60971424.229999996722 0.0225957140 Long DBT CORP MX N 2 2050-01-23 Fixed 7.690000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTY78 7815456.799999999814 PA USD 8124800.400000000373 0.0030110116 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KQGL4 30661811.660000000149 PA USD 31339866.960000000894 0.0116144027 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CAL99 12441218.490000000224 PA USD 12895559.349999999627 0.0047790317 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTPB9 11068330.070000000298 PA USD 11409312.109999999404 0.0042282357 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQ5U6 19376507.510000001639 PA USD 19804592.690000001341 0.0073394860 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSNK4 10800189.220000000671 PA USD 11192484.490000000224 0.0041478805 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPBW8 57671959.679999999702 PA USD 57744741.689999997616 0.0213999211 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSQ62 42464167.880000002682 PA USD 42517757.659999996424 0.0157568747 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DPQW1 1852601.850000000093 PA USD 1642472.340000000084 0.0006086923 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNT79 31741535.250000000000 PA USD 33042747.750000000000 0.0122454820 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GRFS4 21572161.829999998212 PA USD 22204851.760000001639 0.0082290103 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E3E8 307371.710000000021 PA USD 312094.479999999981 0.0001156607 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWKV4 5042667.959999999963 PA USD 5120148.549999999814 0.0018975022 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GR4L1 3067982.459999999963 PA USD 3211416.779999999795 0.0011901355 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSQT2 22309762.039999999106 PA USD 23359882.539999999106 0.0086570591 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNQH8 8535774.130000000820 PA USD 6911168.780000000261 0.0025612456 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNXQ2 18920223.239999998361 PA USD 15334784.179999999702 0.0056829966 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AAQZ8 1888727.610000000102 PA USD 1603807.379999999888 0.0005943632 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GQEV0 48699.000000000000 PA USD 41266.459999999999 0.0000152931 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRY81 879851.180000000051 PA USD 745847.209999999963 0.0002764074 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXZ47 14136917.349999999627 PA USD 12231769.820000000298 0.0045330346 Long ABS-MBS USGA US N 2 2063-09-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUPS0 233848.100000000006 PA USD 243648.209999999992 0.0000902948 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6W33 7478052.849999999627 PA USD 7617077.330000000075 0.0028228519 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKQJ0 272249.320000000007 PA USD 230895.190000000002 0.0000855686 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FEY9 690411.739999999991 PA USD 655474.829999999958 0.0002429158 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B4SA4 529851.810000000056 PA USD 456671.330000000016 0.0001692402 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSBX9 52366.900000000001 PA USD 49969.279999999999 0.0000185184 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLVN6 539277.569999999949 PA USD 512659.909999999974 0.0001899893 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATKS4 50066.709999999999 PA USD 47533.080000000002 0.0000176155 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 4.000000000000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346105 1318767.000000000000 NS USD 215104085.370000004768 0.0797165305 Long EC CORP US N 1 N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066G104 22175317.000000000000 NS USD 4135696620.500000000000 1.5326691049 Long EC CORP US N 1 N N N NOVO NORDISK AS 549300DAQ1CVT6CXN342 670100205 2185000.000000000000 NS USD 111172800.000000000000 0.0412001004 Long EC CORP DK N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389X105 1071847.000000000000 NS USD 208913698.770000010729 0.0774224033 Long EC CORP US N 1 N N N BLUE OWL CAPITAL INC N/A 09581B103 31852322.000000000000 NS USD 475873690.680000007153 0.1763564813 Long EC CORP US N 1 N N PAYCHEX INC 529900K900DW6SUBM174 704326107 1622882.000000000000 NS USD 182054902.759999990463 0.0674686638 Long EC CORP US N 1 N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331C108 9182792.000000000000 NS USD 147567467.439999997616 0.0546877876 Long EC CORP US N 1 N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331C306 1895300.000000000000 NS USD 77707300.000000000000 0.0287979484 Long EP CORP US N 1 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -20156420.190000001341 -0.0074698715 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2027-02-18 0.000000000000 USD 0.000000000000 USD 2355520000.000000000000 USD -20156420.190000001341 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 7279401.179999999702 0.0026977108 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2032-09-19 0.000000000000 USD 0.000000000000 USD 477983452.000000000000 USD 7279401.179999999702 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 4544591.580000000075 0.0016842036 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2032-09-22 0.000000000000 USD 0.000000000000 USD 478897287.000000000000 USD 4544591.580000000075 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC 617998.790000000037 0.0002290274 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2035-10-14 0.000000000000 JPY 0.000000000000 JPY 3083959520.000000000000 JPY 617998.790000000037 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC 651618.359999999986 0.0002414866 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2035-10-15 0.000000000000 JPY 0.000000000000 JPY 3083959521.000000000000 JPY 651618.359999999986 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC -564545.319999999949 -0.0002092178 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2055-10-15 0.000000000000 JPY 0.000000000000 JPY 1311083881.000000000000 JPY -564545.319999999949 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC 418623.539999999979 0.0001551399 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2035-10-16 0.000000000000 JPY 0.000000000000 JPY 1897257175.000000000000 JPY 418623.539999999979 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC -330625.559999999998 -0.0001225282 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2055-10-16 0.000000000000 JPY 0.000000000000 JPY 807987747.000000000000 JPY -330625.559999999998 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 493815.030000000028 0.0001830055 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2027-10-17 0.000000000000 USD 0.000000000000 USD 505285000.000000000000 USD 493815.030000000028 N N N NY 2025-299P N/A 62957FAA7 17614000.000000000000 PA USD 18544195.339999999851 0.0068723888 Long ABS-CBDO CORP US Y 2 2047-02-10 Variable 5.663710000000 N N N N N N NY 2025-299P N/A 62957FAC3 2463000.000000000000 PA USD 2572330.109999999870 0.0009532931 Long ABS-CBDO CORP US Y 2 2047-02-10 Variable 5.927810000000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST NYC_25-3BP N/A 67120UAC1 11881000.000000000000 PA USD 11864806.199999999255 0.0043970396 Long ABS-CBDO CORP US Y 2 2042-02-15 Variable 5.442430000000 N N N N N N NRZT 2025-NQM2 2138006ZAYPD4ZHQYX81 64831XAC2 15045536.410000000149 PA USD 15222486.960000000894 0.0056413798 Long ABS-CBDO CORP US Y 2 2065-04-25 Variable 5.566000000000 N N N N N N NYC 2025-28L N/A 67123JAC3 1949000.000000000000 PA USD 1954950.300000000047 0.0007244951 Long ABS-CBDO CORP US Y 2 2038-11-05 Variable 5.006880000000 N N N N N N NYC 2025-28L N/A 67123JAA7 9569000.000000000000 PA USD 9596453.460000000894 0.0035563991 Long ABS-CBDO CORP US Y 2 2038-11-05 Variable 4.668210000000 N N N N N N ONSLOW BAY FINANCIAL LLC OBX_2023-NQM4 N/A 67448GAA1 3792722.270000000019 PA USD 3800247.029999999795 0.0014083531 Long ABS-CBDO CORP US Y 2 2063-03-25 Variable 6.113000000000 N N N N N N OBX 2024-HYB1 N/A 67448MAA8 6040743.389999999665 PA USD 6028698.150000000373 0.0022342063 Long ABS-CBDO CORP US Y 2 2053-03-25 Variable 3.636610000000 N N N N N N OBX 2024-NQM4 254900LSNFNEGAD7J679 67118TAA2 16363272.570000000298 PA USD 16515238.279999999329 0.0061204672 Long ABS-CBDO CORP US Y 2 2064-01-25 Variable 6.067000000000 N N N N N N OBX 2024-HYB2 N/A 67118RAA6 8280776.379999999888 PA USD 8217859.040000000037 0.0030454987 Long ABS-CBDO CORP US Y 2 2053-04-25 Variable 3.694870000000 N N N N N N OBX 2024-NQM5 254900RDM4XSF0B1E373 67448NAA6 10463453.910000000149 PA USD 10560816.349999999627 0.0039137873 Long ABS-CBDO CORP US Y 2 2064-01-25 Variable 5.988000000000 N N N N N N OBX 2024-NQM6 254900LMIQVUH9BFZJ05 67118XAA3 5421307.080000000075 PA USD 5497720.400000000373 0.0020374285 Long ABS-CBDO CORP US Y 2 2064-02-25 Variable 6.447000000000 N N N N N N ONSLOW BAY FINANCIAL LLC OBX_24-NQM7 N/A 67119FAA1 5673248.250000000000 PA USD 5741491.750000000000 0.0021277690 Long ABS-CBDO CORP US Y 2 2064-03-25 Variable 6.243000000000 N N N N N N OBX 2024-NQM8 254900Y1YRD8JNADSC78 67119CAA8 31575262.390000000596 PA USD 31970837.280000001192 0.0118482372 Long ABS-CBDO CORP US Y 2 2064-05-25 Variable 6.233000000000 N N N N N N OBX TRUST OBX_22-NQM6 N/A 67116VAA9 40101694.090000003576 PA USD 39878768.770000003278 0.0147788783 Long ABS-CBDO CORP US Y 2 2062-07-25 Variable 4.700000000000 N N N N N N OBX TRUST OBX_22-NQM5 N/A 67115FAA5 34984842.240000002086 PA USD 34931490.359999999404 0.0129454409 Long ABS-CBDO CORP US Y 2 2062-05-25 Variable 4.310000000000 N N N N N N OBX 2024-NQM10 25490010LUJWFEUCIH44 67119MAA6 24727920.850000001490 PA USD 25040481.769999999553 0.0092798811 Long ABS-CBDO CORP US Y 2 2064-05-25 Variable 6.180000000000 N N N N N N OBX 2024-NQM11 254900F5LT8CA1U6PK21 67119EAA4 9833758.949999999255 PA USD 9935223.669999999925 0.0036819457 Long ABS-CBDO CORP US Y 2 2064-06-25 Variable 5.875000000000 N N N N N N OBX 2024-NQM13 254900W2SY2Z6X7UAX78 67119PAP6 17385376.269999999553 PA USD 17431151.969999998808 0.0064599004 Long ABS-CBDO CORP US Y 2 2064-06-25 Variable 5.116000000000 N N N N N N OBX 2024-NQM17 254900HMH8TR6ZSMCB34 673911AC7 9839531.599999999627 PA USD 9936480.500000000000 0.0036824115 Long ABS-CBDO CORP US Y 2 2064-11-25 Variable 5.610000000000 N N N N N N OBX 2025-NQM14 254900T4WKE0IYMYAI09 673924AA4 12902747.810000000522 PA USD 12973222.619999999180 0.0048078134 Long ABS-CBDO CORP US Y 2 2065-07-25 Variable 5.162000000000 N N N N N N OBX 2025-NQM16 254900WI6P4MRT24JH23 67122DAA1 28920770.059999998659 PA USD 28970137.809999998659 0.0107361925 Long ABS-CBDO CORP US Y 2 2065-08-25 Variable 4.905000000000 N N N N N N OBX 2025-NQM18 254900JLM1WC0WGYCA96 673918AA6 13775544.109999999404 PA USD 13839738.150000000373 0.0051289398 Long ABS-CBDO CORP US Y 2 2065-09-25 Variable 5.057000000000 N N N N N N OBX 2025-NQM19 2549003HKVOL66FLG606 67449LAA9 26824184.329999998212 PA USD 26890440.070000000298 0.0099654666 Long ABS-CBDO CORP US Y 2 2065-10-25 Variable 4.869000000000 N N N N N N PRKCM_21-AFC2 TRUST N/A 69361JAA4 13691702.689999999478 PA USD 12291616.560000000522 0.0045552135 Long ABS-CBDO CORP US Y 2 2056-11-25 Variable 2.071000000000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3 N/A 74331UAA6 7388515.570000000298 PA USD 7289295.190000000410 0.0027013774 Long ABS-CBDO CORP US Y 2 2039-04-17 Fixed 3.200000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_24-SFR1 N/A 74331QAA5 17125122.960000000894 PA USD 16625052.240000000224 0.0061611637 Long ABS-CBDO CORP US Y 2 2041-02-17 Fixed 3.350000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_21-SFR6 N/A 74333HAA3 18753159.420000001788 PA USD 18517357.190000001341 0.0068624427 Long ABS-CBDO CORP US Y 2 2038-07-17 Fixed 1.524000000000 N N N N N N PROG 2024-SFR2 N/A 74290XAG6 5757000.000000000000 PA USD 5463525.410000000149 0.0020247560 Long ABS-CBDO CORP US Y 2 2041-04-17 Variable 3.400000000000 N N N N N N PROG 2024-SFR2 N/A 74290XAC5 3551000.000000000000 PA USD 3417262.240000000224 0.0012664208 Long ABS-CBDO CORP US Y 2 2041-04-17 Variable 3.400000000000 N N N N N N PROG 2024-SFR2 N/A 74290XAA9 14413803.679999999702 PA USD 13923777.599999999627 0.0051600844 Long ABS-CBDO CORP US Y 2 2041-04-17 Fixed 3.300000000000 N N N N N N PROG 2024-SFR3 N/A 74331VAA4 8404805.699999999255 PA USD 8026446.559999999590 0.0029745622 Long ABS-CBDO CORP US Y 2 2041-06-17 Fixed 3.000000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_24-SFR5 N/A 74332HAC0 8057000.000000000000 PA USD 7661506.040000000037 0.0028393170 Long ABS-CBDO CORP US Y 2 2029-08-09 Variable 3.250000000000 N N N N N N VERUS 2024-4 213800WNY873LW1L3M73 92540GAA6 6777921.000000000000 PA USD 6870209.169999999925 0.0025460662 Long ABS-CBDO CORP US Y 2 2069-06-25 Variable 6.218000000000 N N N N N N VERUS 2024-5 213800YE6HC7EZSFHW30 92540HAB2 2387727.549999999814 PA USD 2417698.310000000056 0.0008959873 Long ABS-CBDO CORP US Y 2 2069-06-25 Variable 6.446000000000 N N N N N N VERUS 2024-6 213800278TKDEXPH6140 92540JAA0 8046172.040000000037 PA USD 8119641.639999999665 0.0030090998 Long ABS-CBDO CORP US Y 2 2069-07-25 Variable 5.799000000000 N N N N N N VERUS 2024-6 213800278TKDEXPH6140 92540JAB8 2506589.720000000205 PA USD 2529236.759999999776 0.0009373229 Long ABS-CBDO CORP US Y 2 2069-07-25 Variable 6.053000000000 N N N N N N VERUS 2024-8 213800RZ8QGNZ38DSP77 92540PAA6 12919557.519999999553 PA USD 12996855.230000000447 0.0048165715 Long ABS-CBDO CORP US Y 2 2069-10-25 Variable 5.364000000000 N N N N N N VERUS 2024-8 213800RZ8QGNZ38DSP77 92540PAB4 4545782.290000000037 PA USD 4570897.740000000224 0.0016939525 Long ABS-CBDO CORP US Y 2 2069-10-25 Variable 5.618000000000 N N N N N N VERSUS SECURITIZATION TRUST VERSUS_24-R1 N/A 924926AA6 13204181.769999999553 PA USD 13228939.609999999404 0.0049025808 Long ABS-CBDO CORP US Y 2 2069-09-25 Variable 5.218000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 2076422.260000000009 0.0007695120 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2027-02-20 0.000000000000 USD 0.000000000000 USD 530200000.000000000000 USD 2076422.260000000009 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 6234531.450000000186 0.0023104871 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2028-02-27 0.000000000000 USD 0.000000000000 USD 879900000.000000000000 USD 6234531.450000000186 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -142084.279999999999 -0.0000526557 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2027-03-31 0.000000000000 USD 0.000000000000 USD 1024400000.000000000000 USD -142084.279999999999 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 2904.000000000000 NC USD 1503407.000000000000 0.0005571553 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Short CME CHICAGO MERCANTILE EXCHANGE SOFR 90DAY FUT SFRH6 06-16-26 2026-06-17 -700481100.000000000000 USD 1503407.000000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 12916.000000000000 NC USD -11999964.609999999404 -0.0044471287 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE UST 10YR FUT TYH6 03-20-26 2026-03-31 1452242750.000000000000 USD -11999964.609999999404 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 16820.000000000000 NC USD -31278375.359999999404 -0.0115916142 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE UST 30YR FUT ULTRA WNH6 03-20-26 2026-03-31 1984760000.000000000000 USD -31278375.359999999404 N N N N/A N/A N/A 1.000000000000 NC N/A -6304.240000000000 -0.0000023363 N/A DFE NUSS N/A N 2 MORGAN STANLEY CAPITAL SERVICES I7331LVCZKQKX5T7XV54 27409000.000000000000 EUR 32252170.300000000745 USD 2026-01-30 -6304.240000000000 N N N N/A N/A N/A 1.000000000000 NC N/A 200332.649999999994 0.0000742423 N/A DFE NUSS N/A N 2 MORGAN STANLEY CAPITAL SERVICES I7331LVCZKQKX5T7XV54 2083828000.000000000000 JPY 13514720.519999999553 USD 2026-01-09 200332.649999999994 N N N TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1 N/A 88315LAE8 9115877.960000000894 PA USD 8841690.580000000075 0.0032766876 Long ABS-O CORP US Y 2 2045-08-21 Fixed 2.730000000000 N N N N N N TRITON INTERNAL FINANCE TIF_20-1 N/A 872480AA6 12199941.599999999627 PA USD 11692533.830000000075 0.0043331963 Long ABS-O CORP US Y 2 2045-08-20 Fixed 2.090000000000 N N N N N N TRITON CONTAINER FINANCE LLC TCF_20-1 N/A 89680HAA0 99539885.000000000000 PA USD 94053346.079999998212 0.0348557138 Long ABS-O CORP US Y 2 2045-09-20 Fixed 2.110000000000 N N N N N N TRITON CONTAINER FINANCE LLC TCF_20-1 N/A 89680HAB8 4505863.750000000000 PA USD 4331275.049999999814 0.0016051495 Long ABS-O CORP US Y 2 2045-09-20 Fixed 3.740000000000 N N N N N N TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2 549300WW1K7EYP0YPC14 88315LAG3 18522411.940000001341 PA USD 17606219.359999999404 0.0065247795 Long ABS-O CORP BM Y 2 2045-09-20 Fixed 2.100000000000 N N N N N N TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2 549300WW1K7EYP0YPC14 88315LAH1 2532476.930000000168 PA USD 2422883.990000000224 0.0008979091 Long ABS-O CORP BM Y 2 2045-09-20 Fixed 3.340000000000 N N N N N N TAL ADVANTAGE VII LLC TAL_20-1A N/A 87407RAA4 26929038.750000000000 PA USD 25807067.280000001192 0.0095639739 Long ABS-O CORP US Y 2 2045-09-20 Fixed 2.050000000000 N N N N N N TRITON INTERNAL FINANCE TIF_21-1A N/A 872480AF5 365464.580000000016 PA USD 334469.890000000014 0.0001239529 Long ABS-O CORP US Y 2 2046-02-20 Fixed 2.540000000000 N N N N N N TRITON INTERNAL FINANCE TIF_21-1A N/A 872480AE8 10066231.189999999478 PA USD 9240931.089999999851 0.0034246442 Long ABS-O CORP US Y 2 2046-02-20 Fixed 1.650000000000 N N N N N N TEXTAINER MARINE CONTAINERS VII LTD 549300X48KLHDDGPK024 88315LAN8 995184.859999999986 PA USD 935107.540000000037 0.0003465463 Long ABS-O CORP BM Y 2 2046-02-20 Fixed 2.520000000000 N N N N N N TEXTAINER MARINE CONTAINERS VII LTD 549300X48KLHDDGPK024 88315LAL2 23127573.210000000894 PA USD 21796905.160000000149 0.0080778273 Long ABS-O CORP BM Y 2 2046-02-20 Fixed 1.680000000000 N N N N N N NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1 N/A 643821AB7 3958000.000000000000 PA USD 2487773.189999999944 0.0009219567 Long ABS-O CORP US Y 2 2061-10-20 Fixed 2.410000000000 N N N N N N NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1 N/A 643821AA9 250811000.000000000000 PA USD 210119924.979999989271 0.0778694249 Long ABS-O CORP US Y 2 2061-10-20 Fixed 1.910000000000 N N N N N N UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1 N/A 90945JAA5 1471123.699999999953 PA USD 1472275.590000000084 0.0005456182 Long ABS-O CORP US Y 2 2027-06-10 Fixed 4.800000000000 N N N N N N UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1 N/A 90945JAB3 6450000.000000000000 PA USD 6462319.500000000000 0.0023949043 Long ABS-O CORP US Y 2 2028-02-10 Fixed 5.050000000000 N N N N N N USCLN 2025-SUP1 N/A 90357PBC7 6776918.040000000037 PA USD 6812496.860000000335 0.0025246783 Long ABS-O CORP US Y 2 2032-02-25 Fixed 5.582000000000 N N N N N N USCLN 2025-SUP2 N/A 90355PAB2 26323361.239999998361 PA USD 26483670.510000001639 0.0098147198 Long ABS-O CORP US Y 2 2032-09-25 Fixed 4.817500000000 N N N N N N UMPT 2025-ST8 N/A 91535UAB2 6229000.000000000000 PA USD 6258961.490000000224 0.0023195408 Long ABS-O CORP US Y 2 2033-12-15 Fixed 5.065000000000 N N N N N N UPST 2025-4 N/A 91684AAC3 5319000.000000000000 PA USD 5335488.900000000373 0.0019773063 Long ABS-O CORP US Y 2 2035-11-20 Fixed 5.200000000000 N N N N N N VERIZON MASTER TRUST VZMT_23-1 N/A 92348KBG7 77422000.000000000000 PA USD 77439807.060000002384 0.0286988168 Long ABS-O CORP US N 2 2029-01-22 Variable 4.490000000000 N N N N N N VENTURE CDO LTD VENTR_18-32A 549300UP09C89Q3HWD39 92325QAC1 3598800.770000000019 PA USD 3601823.759999999776 0.0013348184 Long ABS-O CORP KY Y 2 2031-07-18 Variable 5.216050000000 N N N N N N VENTR 2019-36A 549300AZL7IWJJ04HD37 92332LAU3 5108817.400000000373 PA USD 5111371.809999999590 0.0018942496 Long ABS-O CORP KY Y 2 2032-04-20 Variable 5.276050000000 N N N N N N VENTURE CDO LTD VENTR_17-29A 549300ITFR7G25007V93 92331EAF3 171679.980000000010 PA USD 171765.820000000007 0.0000636556 Long ABS-O CORP KY Y 2 2030-09-07 Variable 5.103420000000 N N N N N N VERIZON MASTER TRUST VZMT_23-3 N/A 92348KBP7 44216000.000000000000 PA USD 45021703.950000002980 0.0166848251 Long ABS-O CORP US Y 2 2031-04-21 Fixed 4.730000000000 N N N N N N VSTRG 2024-A N/A 92891PAE3 1487047.699999999953 PA USD 1493534.199999999953 0.0005534965 Long ABS-O CORP US Y 2 2028-12-15 Fixed 5.620000000000 N N N N N N VSTRG 2024-A N/A 92891PAG8 2590000.000000000000 PA USD 2631579.859999999870 0.0009752507 Long ABS-O CORP US Y 2 2030-07-15 Fixed 5.770000000000 N N N N N N VERIZON MASTER TRUST VZMT_24-3 N/A 92348KCQ4 42675000.000000000000 PA USD 43529865.600000001490 0.0161319570 Long ABS-O CORP US N 2 2030-04-22 Fixed 5.340000000000 N N N N N N VERD 2024-1A N/A 92339MAB6 5584068.379999999888 PA USD 5698843.320000000298 0.0021119637 Long ABS-O CORP US Y 2 2031-12-12 Fixed 5.680000000000 N N N N N N VZMT 2024-5 N/A 92348KDB6 8341000.000000000000 PA USD 8610914.759999999776 0.0031911632 Long ABS-O CORP US Y 2 2032-06-21 Fixed 5.000000000000 N N N N N N VALLEY STREAM PARK CLO LTD VYSPK_22-1A 213800DEME82SWN32S20 92013AAT6 72350000.000000000000 PA USD 72361576.000000000000 0.0268168490 Long ABS-O CORP JE Y 2 2037-01-20 Variable 5.074440000000 N N N N N N VIBR 2018-9RA N/A 92557BAA7 19735000.000000000000 PA USD 19578698.800000000745 0.0072557708 Long ABS-O CORP KY Y 2 2037-04-20 Variable 4.884440000000 N N N N N N VFET 2025-1A N/A 92887TAB7 8818257.640000000596 PA USD 8837604.900000000373 0.0032751735 Long ABS-O CORP US Y 2 2027-11-15 Fixed 4.410000000000 N N N N N N VERIZON MASTER TRUST VZMT_25-4 N/A 92348KEC3 14123000.000000000000 PA USD 14485057.230000000447 0.0053680919 Long ABS-O CORP US Y 2 2033-03-21 Fixed 4.760000000000 N N N N N N VERD 2025-1A N/A 92340GAB6 8301866.849999999627 PA USD 8343401.089999999851 0.0030920240 Long ABS-O CORP US Y 2 2028-03-13 Fixed 4.850000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 46997100.000000000000 PA USD 46336203.280000001192 0.0171719722 Long DBT UST US N 2 2028-05-15 Fixed 2.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHB0 785000.000000000000 PA USD 785368.010000000009 0.0002910536 Long DBT UST US N 2 2026-05-15 Fixed 3.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TR9 113815000.000000000000 PA USD 92261193.319999992847 0.0341915507 Long DBT UST US N 2 2053-05-15 Fixed 3.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RH3 39447000.000000000000 PA USD 31283956.160000000149 0.0115936824 Long DBT UST US N 2 2044-08-15 Fixed 3.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QB7 84397000.000000000000 PA USD 82788182.189999997616 0.0306808987 Long DBT UST US N 2 2039-05-15 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 51860000.000000000000 PA USD 36797434.140000000596 0.0136369506 Long DBT UST US N 2 2045-02-15 Fixed 2.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QX9 32660000.000000000000 PA USD 25252695.670000001788 0.0093585265 Long DBT UST US N 2 2042-08-15 Fixed 2.750000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QY7 77000000.000000000000 PA USD 59270580.600000001490 0.0219653896 Long DBT UST US N 2 2042-11-15 Fixed 2.750000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EY0 39650000.000000000000 PA USD 40710946.770000003278 0.0150872794 Long DBT UST US N 2 2026-11-15 Fixed 6.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 47605000.000000000000 PA USD 38586108.979999996722 0.0142998248 Long DBT UST US N 2 2043-02-15 Fixed 3.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RA8 24863719.589999999851 PA USD 18521127.850000001490 0.0068638401 Long DBT UST US N 2 2043-02-15 Fixed 0.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 58590000.000000000000 PA USD 45564441.109999999404 0.0168859608 Long DBT UST US N 2 2043-05-15 Fixed 2.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RM2 24780000.000000000000 PA USD 19102500.559999998659 0.0070792940 Long DBT UST US N 2 2045-05-15 Fixed 3.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RP5 23145000.000000000000 PA USD 17715335.760000001639 0.0065652175 Long DBT UST US N 2 2045-11-15 Fixed 3.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FA1 35690000.000000000000 PA USD 37311385.990000002086 0.0138274186 Long DBT UST US N 2 2027-08-15 Fixed 6.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 41549000.000000000000 PA USD 41091150.789999999106 0.0152281811 Long DBT UST US N 2 2028-11-15 Fixed 3.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286L9 8973000.000000000000 PA USD 8944608.529999999329 0.0033148285 Long DBT UST US N 2 2026-03-31 Fixed 2.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZB9 930000.000000000000 PA USD 904957.329999999958 0.0003353728 Long DBT UST US N 2 2027-02-28 Fixed 1.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 114675000.000000000000 PA USD 99812042.060000002384 0.0369898586 Long DBT UST US N 2 2030-08-15 Fixed 0.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 9448000.000000000000 PA USD 8932117.470000000671 0.0033101994 Long DBT UST US N 2 2027-12-31 Fixed 0.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 83000000.000000000000 PA USD 52437681.899999998510 0.0194331505 Long DBT UST US N 2 2051-05-15 Fixed 2.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 17561000.000000000000 PA USD 16622584.060000000522 0.0061602490 Long DBT UST US N 2 2028-06-30 Fixed 1.250000000000 N N N N N N CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-5 N/A 22541SZL5 513990.719999999972 PA USD 523029.760000000009 0.0001938323 Long ABS-CBDO CORP US N 2 2034-09-25 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MRQQ3 62707.070000000000 PA USD 53234.730000000003 0.0000197285 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B5GE6 435765.409999999974 PA USD 374542.979999999981 0.0001388038 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B9A20 88781.570000000007 PA USD 75499.490000000005 0.0000279797 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHNG6 77543.160000000003 PA USD 65641.910000000003 0.0000243266 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPAW7 9165316.119999999180 PA USD 8805659.949999999255 0.0032633349 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWE58 1113504.489999999991 PA USD 1062782.129999999888 0.0003938619 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWFE8 350307.729999999981 PA USD 334350.859999999986 0.0001239088 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KME84 15154661.949999999255 PA USD 12828618.349999999627 0.0047542237 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XC5Q7 229210.260000000009 PA USD 195231.209999999992 0.0000723517 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KLC59 9176258.130000000820 PA USD 7767766.740000000224 0.0028786967 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWFR9 39733194.439999997616 PA USD 39811985.359999999404 0.0147541286 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KTMN2 299488.780000000028 PA USD 253960.200000000012 0.0000941164 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KXZR0 1022071.930000000051 PA USD 865181.839999999967 0.0003206322 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFLK3 1625196.659999999916 PA USD 1376123.899999999907 0.0005099848 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DPBV9 6552512.209999999963 PA USD 5559033.410000000149 0.0020601508 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DPDA3 121905669.540000006557 PA USD 121279562.019999995828 0.0449456173 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSSC3 46425858.560000002384 PA USD 47866360.100000001490 0.0177390408 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSSP4 1346520.399999999907 PA USD 1404989.010000000009 0.0005206821 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSRU4 2279255.750000000000 PA USD 2317982.580000000075 0.0008590331 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSSJ8 3193214.709999999963 PA USD 3333805.569999999832 0.0012354922 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSR75 12172943.839999999851 PA USD 12546750.599999999627 0.0046497649 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSR42 19815910.960000000894 PA USD 20621526.820000000298 0.0076422378 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSR67 20353560.660000000149 PA USD 21188036.289999999106 0.0078521835 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSSA7 21449799.780000001192 PA USD 22180723.160000000149 0.0082200684 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QS3N9 9390015.750000000000 PA USD 9578022.650000000373 0.0035495687 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSYS5 4149030.879999999888 PA USD 4357503.089999999851 0.0016148695 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPQF9 2965702.379999999888 PA USD 3114717.060000000056 0.0011542990 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHUH3 2496795.479999999981 PA USD 2538484.470000000205 0.0009407500 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNQV9 1450561.860000000102 PA USD 1521014.199999999953 0.0005636805 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GQLG5 512154.830000000016 PA USD 533995.670000000042 0.0001978962 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQWS2 7609824.379999999888 PA USD 7869136.759999999776 0.0029162639 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTVW7 11581187.169999999925 PA USD 11975827.699999999255 0.0044381836 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6PA5 8773329.330000000075 PA USD 9042740.730000000447 0.0033511958 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTN63 18851151.190000001341 PA USD 19447450.800000000745 0.0072071309 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133APAP4 238173.679999999993 PA USD 201615.450000000012 0.0000747177 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNZX5 3737358.589999999851 PA USD 3168880.189999999944 0.0011743716 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B8CB0 28224.230000000000 PA USD 23125.099999999999 0.0000085700 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTWY1 19456689.780000001192 PA USD 20060294.670000001788 0.0074342479 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNKY9 16126327.330000000075 PA USD 16787958.289999999106 0.0062215359 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTY60 15237044.300000000745 PA USD 15693287.119999999180 0.0058158561 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KYDD3 46389.589999999997 PA USD 39269.529999999999 0.0000145531 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNXA6 4083342.629999999888 PA USD 3309022.450000000186 0.0012263077 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTSU5 39577.360000000001 PA USD 33579.970000000001 0.0000124446 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KTST3 652722.020000000019 PA USD 552546.810000000056 0.0002047712 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MMVR6 1332448.000000000000 PA USD 1083899.810000000056 0.0004016880 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKE97 27551564.739999998361 PA USD 28873158.199999999255 0.0107002524 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBGR5 391851.349999999977 PA USD 332188.460000000021 0.0001231074 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNTW3 48303.349999999999 PA USD 41112.190000000002 0.0000152360 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DMY74 4101371.390000000130 PA USD 3698862.799999999814 0.0013707806 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLNW2 3153352.950000000186 PA USD 2793082.379999999888 0.0010351028 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133APWB1 115332.110000000001 PA USD 97627.360000000001 0.0000361802 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LPMP4 17124793.320000000298 PA USD 14534034.710000000894 0.0053862428 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DM3W3 8601390.630000000820 PA USD 7751280.790000000037 0.0028725871 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4 5493000IS4CDPWRMWB65 35564KWT2 13523000.000000000000 PA USD 13961375.089999999851 0.0051740179 Long ABS-CBDO CORP US Y 2 2042-05-25 Variable 7.224190000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X5X57 34906341.210000000894 PA USD 33383447.359999999404 0.0123717436 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DT6G0 1818179.389999999898 PA USD 1899926.550000000047 0.0007041036 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3 5493000IS4M3TZMRB410 35564KUX5 4587000.000000000000 PA USD 4703532.740000000224 0.0017431064 Long ABS-CBDO CORP US Y 2 2042-04-25 Variable 6.774190000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGM65 70305054.930000007153 PA USD 56920378.570000000298 0.0210944162 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQXM4 2046115.239999999991 PA USD 2142548.649999999907 0.0007940181 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CVGA6 896986.880000000005 PA USD 941340.189999999944 0.0003488561 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGM24 37681262.909999996424 PA USD 30509275.100000001490 0.0113065893 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGVJ7 369305.809999999998 PA USD 342462.450000000012 0.0001269149 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTPL7 3214243.569999999832 PA USD 3382354.939999999944 0.0012534843 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTHC6 2693421.700000000186 PA USD 2812107.330000000075 0.0010421533 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M9HD2 795634.829999999958 PA USD 744266.260000000009 0.0002758215 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MMVC9 142882.320000000007 PA USD 132496.779999999999 0.0000491027 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUA56 4175916.459999999963 PA USD 4274050.500000000000 0.0015839424 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRAB1 10626856.300000000745 PA USD 10888085.679999999702 0.0040350717 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EQR4 23390.840000000000 PA USD 21690.650000000001 0.0000080384 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EQQ6 636682.270000000019 PA USD 606443.050000000047 0.0002247449 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSKU5 4354843.620000000112 PA USD 3540522.700000000186 0.0013121005 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUGD3 41156494.890000000596 PA USD 33417304.120000001043 0.0123842908 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWGN7 1521504.530000000028 PA USD 1452184.780000000028 0.0005381726 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPD6 12383318.939999999478 PA USD 12573984.900000000373 0.0046598578 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNVE0 5849087.599999999627 PA USD 4736093.969999999739 0.0017551735 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRF75 36364476.630000002682 PA USD 29549228.239999998361 0.0109508006 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRAE5 10456606.710000000894 PA USD 10796916.980000000447 0.0040012851 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUJX6 31787923.920000001788 PA USD 33079308.329999998212 0.0122590312 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCF20 1061361.100000000093 PA USD 1079336.310000000056 0.0003999968 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPA2 386064.799999999988 PA USD 368476.460000000021 0.0001365556 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DPFA1 4195631.169999999925 PA USD 4263965.410000000149 0.0015802049 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJME0 221603119.629999995232 PA USD 179988934.599999994040 0.0667030260 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAW32 574694.339999999967 PA USD 487555.159999999974 0.0001806856 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCGZ5 2636186.919999999925 PA USD 2241193.850000000093 0.0008305756 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KDFS4 3426541.430000000168 PA USD 2905666.009999999776 0.0010768257 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133USKV2 12008209.439999999478 PA USD 10194105.220000000671 0.0037778859 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KN2Y8 32905.470000000001 PA USD 27925.099999999999 0.0000103489 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KGWY5 2757527.660000000149 PA USD 2338405.520000000019 0.0008666017 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AJT94 93864.529999999999 PA USD 79679.440000000002 0.0000295288 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AJKD4 8723067.660000000149 PA USD 7442172.400000000373 0.0027580330 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133A8FH5 7695515.299999999814 PA USD 6525720.019999999553 0.0024184002 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FDC8 5823920.379999999888 PA USD 5983577.330000000075 0.0022174847 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLSY5 560971.430000000051 PA USD 476049.890000000014 0.0001764218 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MHD48 258734.369999999995 PA USD 219333.519999999990 0.0000812839 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425XEG0 3559264.910000000149 PA USD 3571010.479999999981 0.0013233992 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425V5Q2 6666606.030000000261 PA USD 6798398.160000000149 0.0025194534 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M66S7 2968594.770000000019 PA USD 3027583.720000000205 0.0011220078 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425XDS5 2739510.609999999870 PA USD 2794366.569999999832 0.0010355787 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCDB1 5736940.919999999925 PA USD 4643801.250000000000 0.0017209702 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTL24 111322.570000000007 PA USD 90131.759999999995 0.0000334024 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B04P0 318274.030000000028 PA USD 327158.330000000016 0.0001212433 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140F5CT8 16613946.949999999255 PA USD 14858351.179999999702 0.0055064329 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FPD3 29708692.510000001639 PA USD 28198154.039999999106 0.0104500991 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 4.000000000000 N N N N N N SCG 2025-SNIP N/A 78398JAA2 7027000.000000000000 PA USD 7048741.540000000037 0.0026122294 Long ABS-CBDO CORP US Y 2 2042-09-15 Variable 5.250120000000 N N N N N N SEMT 2025-HYB1 N/A 816938AB0 14694444.519999999553 PA USD 14754397.849999999627 0.0054679083 Long ABS-CBDO CORP US Y 2 2055-10-25 Variable 5.060670000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMP_20-4 N/A 89179JAA4 386903.739999999991 PA USD 355237.989999999991 0.0001316495 Long ABS-CBDO CORP US Y 2 2060-10-25 Fixed 1.750000000000 N N N N N N ARES 2019-53A N/A 04009GBL0 2501000.000000000000 PA USD 2503976.189999999944 0.0009279614 Long ABS-O CORP US Y 2 2036-10-24 Variable 5.566120000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2 N/A 05377REA8 1290999.989999999991 PA USD 1289334.600000000093 0.0004778211 Long ABS-O CORP US Y 2 2027-02-20 Fixed 2.960000000000 N N N N N N CHESAPEAKE FUNDING II LLC CFII_24-1 N/A 165183DE1 7709963.700000000186 PA USD 7804356.790000000037 0.0028922568 Long ABS-O CORP US Y 2 2036-05-15 Fixed 5.520000000000 N N N N N N CHASE AUTO OWNER TRUST 2024-2 N/A 16144CAC0 26026602.960000000894 PA USD 26397169.730000000447 0.0097826630 Long ABS-O CORP US Y 2 2029-06-25 Fixed 5.520000000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_24-2 N/A 14319EAC0 213982.220000000001 PA USD 214112.750000000000 0.0000793491 Long ABS-O CORP US N 2 2027-05-17 Fixed 5.650000000000 N N N N N N CNH 2024-B N/A 18978JAB4 2803579.000000000000 PA USD 2807122.720000000205 0.0010403061 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.420000000000 N N N N N N CMXS 2024-A N/A 14319FAB9 1254932.840000000084 PA USD 1257322.229999999981 0.0004659575 Long ABS-O CORP US N 2 2027-09-15 Fixed 5.780000000000 N N N N N N CMXS 2024-A N/A 14319FAG8 4489000.000000000000 PA USD 4635072.059999999590 0.0017177352 Long ABS-O CORP US N 2 2030-12-16 Fixed 6.270000000000 N N N N N N CHASE AUTO OWNER TRUST CHAOT_24-3 N/A 16144LAB2 796251.630000000005 PA USD 796998.510000000009 0.0002953638 Long ABS-O CORP US Y 2 2027-09-27 Fixed 5.530000000000 N N N N N N CHASE AUTO OWNER TRUST CHAOT_24-3 N/A 16144LAC0 19285000.000000000000 PA USD 19516767.129999998957 0.0072328192 Long ABS-O CORP US Y 2 2029-07-25 Fixed 5.220000000000 N N N N N N CPS 2024-C N/A 223920AC3 5048000.000000000000 PA USD 5110575.009999999776 0.0018939543 Long ABS-O CORP US Y 2 2030-10-15 Fixed 5.760000000000 N N N N N N CPS 2024-C N/A 223920AA7 727368.359999999986 PA USD 728233.199999999953 0.0002698797 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.880000000000 N N N N N N CPS 2024-C N/A 223920AB5 3027000.000000000000 PA USD 3041311.660000000149 0.0011270953 Long ABS-O CORP US Y 2 2028-12-15 Fixed 5.680000000000 N N N N N N CPTRS 2024-1A N/A 14077AAB2 17397355.690000001341 PA USD 17727992.429999999702 0.0065699080 Long ABS-O CORP US Y 2 2032-07-20 Fixed 5.580000000000 N N N N N N CHASE AUTO OWNER TRUST CHAOT_24-4 N/A 16144YAC2 35542000.000000000000 PA USD 35897277.829999998212 0.0133033570 Long ABS-O CORP US Y 2 2029-07-25 Fixed 4.940000000000 N N N N N N CHASE AUTO OWNER TRUST CHAOT_24-4 N/A 16144YAB4 1562027.189999999944 PA USD 1563857.889999999898 0.0005795581 Long ABS-O CORP US Y 2 2027-09-27 Fixed 5.250000000000 N N N N N N CARMX 2024-3 N/A 14319GAD3 37004000.000000000000 PA USD 37470398.420000001788 0.0138863479 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.890000000000 N N N N N N CLARUS 2024-1A N/A 18271JAB8 3579416.779999999795 PA USD 3593487.470000000205 0.0013317290 Long ABS-O CORP US Y 2 2032-08-20 Fixed 4.710000000000 N N N N N N CHASE AUTO OWNER TRUST CHAOT_24-5 N/A 16144QAB1 2672508.330000000075 PA USD 2674619.609999999870 0.0009912011 Long ABS-O CORP US Y 2 2027-11-26 Fixed 4.400000000000 N N N N N N CPS 2024-D N/A 22411JAB1 2951000.000000000000 PA USD 2955541.589999999851 0.0010953094 Long ABS-O CORP US Y 2 2029-03-15 Fixed 4.650000000000 N N N N N N CANYC 2021-1A N/A 13877EAL6 25000000.000000000000 PA USD 25019000.000000000000 0.0092719200 Long ABS-O CORP KY Y 2 2034-04-15 Variable 4.954540000000 N N N N N N CLAST 2025-3A N/A 14855YAA0 49549677.390000000596 PA USD 49778696.000000000000 0.0184477433 Long ABS-O CORP US Y 2 2050-11-15 Fixed 5.087000000000 N N N N N N CCG RECEIVABLES TRUST 2025-2 N/A 12516XAC3 2410000.000000000000 PA USD 2419423.100000000093 0.0008966265 Long ABS-O CORP US Y 2 2034-08-15 Fixed 4.580000000000 N N N N N N CCG RECEIVABLES TRUST 2025-2 N/A 12516XAB5 29598000.000000000000 PA USD 29671699.019999999553 0.0109961877 Long ABS-O CORP US Y 2 2034-08-15 Fixed 4.140000000000 N N N N N N CPS 2025-D N/A 223936AA3 11656372.599999999627 PA USD 11670674.970000000671 0.0043250955 Long ABS-O CORP US Y 2 2029-07-16 Fixed 4.460000000000 N N N N N N CPS 2025-D N/A 223936AB1 3659000.000000000000 PA USD 3665739.879999999888 0.0013585054 Long ABS-O CORP US Y 2 2030-04-15 Fixed 4.480000000000 N N N N N N CAALT 2025-2A N/A 224940AE6 243000.000000000000 PA USD 247378.859999999986 0.0000916774 Long ABS-O CORP US Y 2 2036-03-17 Fixed 5.380000000000 N N N N N N CAALT 2025-2A N/A 224940AC0 1261000.000000000000 PA USD 1275173.639999999898 0.0004725732 Long ABS-O CORP US Y 2 2036-01-15 Fixed 4.870000000000 N N N N N N CAALT 2025-2A N/A 224940AA4 20578000.000000000000 PA USD 20666485.399999998510 0.0076588992 Long ABS-O CORP US Y 2 2035-11-15 Fixed 4.500000000000 N N N N N N CLI FUNDING VI LLC 549300NQLBWJD5AREU05 12563LAN7 15524750.140000000596 PA USD 14669662.429999999702 0.0054365057 Long ABS-O CORP US Y 2 2045-09-18 Fixed 2.080000000000 N N N N N N CLI FUNDING LLC CLIF_20-2 N/A 12563LAQ0 15654496.869999999180 PA USD 14795894.679999999702 0.0054832868 Long ABS-O CORP US Y 2 2045-09-15 Fixed 2.030000000000 N N N N N N CLI FUNDING VI LLC 549300NQLBWJD5AREU05 12563LAT4 570266.670000000042 PA USD 544504.869999999995 0.0002017909 Long ABS-O CORP US Y 2 2045-10-18 Fixed 3.300000000000 N N N N N N CLI FUNDING VI LLC N/A 12563LAS6 21318322.829999998212 PA USD 20177941.789999999106 0.0074778473 Long ABS-O CORP US Y 2 2045-10-18 Fixed 2.070000000000 N N N N N N DRYDEN SENIOR LOAN FUND DRSLF_15-37A 254900I0IPNA482LDS44 26249MAN7 1282707.370000000112 PA USD 1283451.340000000084 0.0004756408 Long ABS-O CORP KY Y 2 2031-01-15 Variable 5.266150000000 N N N N N N DRYDEN SENIOR LOAN FUND DRSLF_15-41A 5493000CMI5L15ZSNM78 26244KAN6 405193.200000000012 PA USD 405298.549999999988 0.0001502017 Long ABS-O CORP KY Y 2 2031-04-15 Variable 5.136150000000 N N N N N N DRIVE 2024-1 N/A 26208WAD6 8179129.419999999925 PA USD 8214005.230000000447 0.0030440705 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.310000000000 N N N N N N DRIVE 2024-1 N/A 26208WAE4 6146000.000000000000 PA USD 6234613.030000000261 0.0023105173 Long ABS-O CORP US N 2 2031-11-17 Fixed 5.430000000000 N N N N N N DAIMLER TRUCKS RETAIL TRUST DTRT_24-1 N/A 233874AC0 22064084.070000000298 PA USD 22253438.039999999106 0.0082470162 Long ABS-O CORP US N 2 2027-12-15 Fixed 5.490000000000 N N N N N N DLLAD 2024-1A N/A 23346MAC0 8835000.000000000000 PA USD 9026065.710000000894 0.0033450162 Long ABS-O CORP US Y 2 2029-07-20 Fixed 5.300000000000 N N N N N N DLLAD 2024-1A N/A 23346MAD8 1929000.000000000000 PA USD 2002936.639999999898 0.0007422786 Long ABS-O CORP US Y 2 2031-09-22 Fixed 5.380000000000 N N N N N N DLLAD 2024-1A N/A 23346MAB2 2063295.330000000075 PA USD 2072755.540000000037 0.0007681531 Long ABS-O CORP US Y 2 2027-08-20 Fixed 5.500000000000 N N N N N N EART 2024-3A N/A 30165AAF2 9492000.000000000000 PA USD 9707933.509999999776 0.0035977131 Long ABS-O CORP US N 2 2030-09-16 Fixed 5.980000000000 N N N N N N DRIVE 2024-2 N/A 26207AAD5 7110000.000000000000 PA USD 7119868.679999999702 0.0026385888 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.500000000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) N/A 251526CV9 13967000.000000000000 PA USD 14190807.210000000894 0.0052590443 Long DBT CORP US N 2 2028-02-08 Variable 5.706000000000 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 532457CX4 34660000.000000000000 PA USD 35844401.520000003278 0.0132837613 Long DBT CORP US N 2 2035-02-12 Fixed 5.100000000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BC0 31038000.000000000000 PA USD 32475028.359999999404 0.0120350880 Long DBT CORP US N 2 2030-03-15 Fixed 6.250000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HBJE9 12210.190000000001 PA USD 11797.670000000000 0.0000043722 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8DV4 47458.930000000000 PA USD 46025.199999999997 0.0000170567 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8V28 7069095.940000000410 PA USD 6645784.339999999851 0.0024628954 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128M6L97 251354.920000000013 PA USD 266224.070000000007 0.0000986613 Long ABS-MBS USGA US N 2 2038-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QAMS6 4447665.320000000298 PA USD 4192267.029999999795 0.0015536338 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31335BYZ3 4599336.360000000335 PA USD 4343521.269999999553 0.0016096879 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GVCZ6 334808.440000000002 PA USD 314013.489999999991 0.0001163719 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AKF79 25548.680000000000 PA USD 25725.939999999999 0.0000095339 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H7PP6 48650.940000000002 PA USD 48095.150000000001 0.0000178238 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HEHM7 346301.849999999977 PA USD 343967.780000000028 0.0001274728 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q95C3 155120.709999999992 PA USD 153961.029999999999 0.0000570572 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HAG46 80343.169999999998 PA USD 79841.910000000003 0.0000295890 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FVHU3 19632.349999999999 PA USD 19500.029999999999 0.0000072266 Long ABS-MBS USGA US N 2 2047-03-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128MFDP0 18708.310000000001 PA USD 18563.509999999998 0.0000068795 Long ABS-MBS USGA US N 2 2032-06-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132A5HY4 12999183.429999999702 PA USD 12232959.560000000522 0.0045334755 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FS5L3 67399.669999999998 PA USD 66837.149999999994 0.0000247695 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J83X9 4898634.690000000410 PA USD 4868072.110000000335 0.0018040839 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132L5A37 20917.930000000000 PA USD 19370.820000000000 0.0000071787 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132LBJH4 20603879.019999999553 PA USD 19438317.579999998212 0.0072037462 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31342WAQ4 3625467.810000000056 PA USD 3564124.890000000130 0.0013208474 Long ABS-MBS USGA US N 2 2047-01-01 Variable 4.021000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B2X95 561789.239999999991 PA USD 476589.409999999974 0.0001766217 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDZ3 58532544.070000000298 PA USD 51903616.390000000596 0.0192352284 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LSYA8 685130.819999999949 PA USD 584003.459999999963 0.0002164288 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AMYZ3 289641.010000000009 PA USD 245179.089999999997 0.0000908622 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KMMQ5 2734270.560000000056 PA USD 2314573.700000000186 0.0008577698 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AQ4J3 826682.560000000056 PA USD 699790.920000000042 0.0002593391 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L8MQ0 34515.180000000000 PA USD 29217.099999999999 0.0000108277 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGY45 6783814.200000000186 PA USD 5742505.500000000000 0.0021281447 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWEP4 11416362.179999999702 PA USD 10123413.500000000000 0.0037516879 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B0FS7 524648.680000000051 PA USD 465413.219999999972 0.0001724799 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ANHB3 20897.619999999999 PA USD 18538.200000000001 0.0000068702 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BNUN1 13778.459999999999 PA USD 13154.930000000000 0.0000048752 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNGE6 3976833.200000000186 PA USD 3522480.009999999776 0.0013054140 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2GQ8 126702.289999999994 PA USD 131909.630000000005 0.0000488851 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWD67 47324034.659999996424 PA USD 41964635.060000002384 0.0155518902 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8NW4 1050572.620000000112 PA USD 1069301.179999999935 0.0003962778 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELY4 40400432.799999997020 PA USD 41197371.740000002086 0.0152675461 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BDPV1 493275.309999999998 PA USD 437219.010000000009 0.0001620312 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNH97 140400.049999999988 PA USD 124463.380000000005 0.0000461255 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNS86 981883.250000000000 PA USD 869848.410000000033 0.0003223616 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AQUV7 652623.489999999991 PA USD 578954.699999999953 0.0002145578 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPBX4 25337.240000000002 PA USD 25444.950000000001 0.0000094298 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KPKP2 788411.250000000000 PA USD 790990.930000000051 0.0002931374 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132A9Y50 341.080000000000 PA USD 341.250000000000 0.0000001265 Long ABS-MBS USGA US N 2 2027-03-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31329KGE8 6334.030000000000 PA USD 6342.930000000000 0.0000023507 Long ABS-MBS USGA US N 2 2027-04-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31329KD84 471.210000000000 PA USD 470.090000000000 0.0000001742 Long ABS-MBS USGA US N 2 2026-03-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LWB97 2398499.109999999870 PA USD 2035253.620000000112 0.0007542551 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMKA1 830688.939999999944 PA USD 706270.839999999967 0.0002617405 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWEG4 24565.459999999999 PA USD 21783.369999999999 0.0000080728 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 3.000000000000 N N N N N N FARM 2024-1 N/A 30335JAA9 5538156.269999999553 PA USD 5529682.889999999665 0.0020492737 Long ABS-CBDO USGA US Y 2 2053-10-01 Variable 4.683520000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNMS0 216767.700000000012 PA USD 220313.589999999997 0.0000816471 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNR71 377613.950000000012 PA USD 383502.460000000021 0.0001421242 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425VLP6 7620807.000000000000 PA USD 7831057.440000000410 0.0029021519 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B02R8 842897.699999999953 PA USD 866112.790000000037 0.0003209772 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LYJR5 612991.000000000000 PA USD 496189.239999999991 0.0001838853 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6BK8 60961782.789999999106 PA USD 62613908.070000000298 0.0232044106 Long ABS-MBS USGA US N 2 2055-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M2D90 2467177.379999999888 PA USD 1997071.530000000028 0.0007401050 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MUT67 494469.409999999974 PA USD 400919.260000000009 0.0001485787 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426KYG5 9115051.369999999180 PA USD 9366490.060000000522 0.0034711758 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7DL4 5523587.919999999925 PA USD 5690372.660000000149 0.0021088245 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B72P7 91700.220000000001 PA USD 94207.490000000005 0.0000349128 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTRH1 1266136.979999999981 PA USD 1301303.929999999935 0.0004822569 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BXVL2 869374.800000000047 PA USD 895182.189999999944 0.0003317502 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMQC3 232826.679999999993 PA USD 239832.429999999993 0.0000888807 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNWR0 196670.559999999998 PA USD 159542.700000000012 0.0000591258 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426SS91 795843.569999999949 PA USD 817944.939999999944 0.0003031264 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426GXA8 191530.910000000003 PA USD 196841.100000000006 0.0000729484 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMUA0 18128.799999999999 PA USD 15581.850000000000 0.0000057746 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AVKL4 100287.470000000001 PA USD 103068.039999999994 0.0000381965 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FNJ2 1458016.909999999916 PA USD 1479184.399999999907 0.0005481786 Long ABS-MBS USGA US N 2 2055-08-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CTUV9 3658713.410000000149 PA USD 3764351.439999999944 0.0013950504 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NWY1 8927596.310000000522 PA USD 7917697.690000000410 0.0029342604 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 3.000000000000 N N N N N N CAPITAL GROUP CENTRAL CASH FUND 549300YD0SRETB6WWP29 14020B102 20143197.77 PA USD 20143197.77 0.0074649714 Long EC RF US N 1 N N BLACKROCK FEDFUND N/A 09248U700 21200000 PA USD 21200000 0.0078566172 Long EC RF US N 1 N N DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT N/A 261908107 19700000 PA USD 19700000 0.0073007244 Long EC RF US N 1 N N FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO N/A 316175108 12100000 PA USD 12100000 0.0044842013 Long EC RF US N 1 N N GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND N/A 38141W273 12100000 PA USD 12100000 0.0044842013 Long EC RF US N 1 N N MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO N/A 61747C707 19700000 PA USD 19700000 0.0073007244 Long EC RF US N 1 N N US GOVERNMENT MONEY MARKET FUND N/A 74926P696 9100000 PA USD 9100000 0.0033724159 Long EC RF US N 1 N N INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO N/A 825252885 21162042.43 PA USD 21162042.43 0.0078425503 Long EC RF US N 1 N N STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND N/A 857492706 16600000 PA USD 16600000 0.0061518795 Long EC RF US N 1 N N 2026-02-25 American Balanced Fund Scott Lewis Scott Lewis Compliance Specialist Senior