NPORT-P false 0000719269 XXXXXXXX S000002635 C000007240 C000007239 MFS VARIABLE INSURANCE TRUST II 811-03732 0000719269 LQOFLJQP174GQBC84T87 111 HUNTINGTON AVENUE BOSTON 02199 617-954-5000 MFS Government Securities Portfolio S000002635 TC07MNDC26S0HMWGJ177 2025-12-31 2025-03-31 N 280205989.04 6229015.49 273976973.55 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5680333.29000000 0.00000000 0.00000000 0.00000000 USD N BBG U.S. Govt/Mortgage Bond Index LUMSTRUU FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FETQ3 16304912.41000000 PA USD 129069.69000000 0.047109685287 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 0.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E2LH6 309565.29000000 PA USD 288558.02000000 0.105321997049 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXK1 331405.36000000 PA USD 305867.44000000 0.111639834558 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BJQ89 80622772.00000000 PA USD 4542.29000000 0.001657909400 Long ABS-MBS USGSE US N 2 2025-05-25 Variable 0.07000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328CAJ1 4023477.72000000 PA USD 134011.98000000 0.048913592359 Long ABS-MBS CORP US Y 2 2072-12-15 Variable 0.82000000 N N N N N N Onslow Bay Financial LLC 254900UI1468MQ7I8472 67448LAB8 77856.72000000 PA USD 78124.15000000 0.028514859839 Long ABS-MBS CORP US Y 2 2063-11-25 Variable 6.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QWD8 93581.58000000 PA USD 77775.33000000 0.028387542570 Long ABS-MBS USGA US N 2 2051-05-20 Floating 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECG3 798261.53000000 PA USD 679719.88000000 0.248093798246 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FRUV1 3635991.39000000 PA USD 194311.74000000 0.070922653638 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.32000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L6HF1 337087.87000000 PA USD 320317.17000000 0.116913901869 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLVT2 571302.56000000 PA USD 475344.10000000 0.173497828609 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F9ZC8 3359280.00000000 PA USD 134414.87000000 0.049060644863 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.78000000 N N N N N N Business Jet Securities, LLC N/A 12327CAA2 181763.30000000 PA USD 185129.81000000 0.067571302654 Long ABS-O CORP US Y 2 2039-05-15 Fixed 6.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R2J4 696166.78000000 PA USD 697844.61000000 0.254709219157 Long ABS-MBS USGA US N 2 2067-03-20 Floating 5.17000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412FS38 43673.83000000 PA USD 45426.39000000 0.016580367835 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HK2F0 6578625.00000000 PA USD 159149.44000000 0.058088618885 Long ABS-MBS USGSE US N 2 2035-01-25 Variable 0.43000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BBTT9 421194.59000000 PA USD 83836.93000000 0.030599991274 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 4.00000000 N N N N N N ACREC 2021-FL1 Ltd. N/A 00500RAC9 1293000.00000000 PA USD 1291942.20000000 0.471551380125 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 5.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414CRZ3 34244.91000000 PA USD 34861.09000000 0.012724094856 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N Tobacco Settlement Finance Authority N/A 88880LAG8 225000.00000000 PA USD 223881.73000000 0.081715527804 Long DBT MUN US N 2 2025-06-01 Fixed 1.65000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805MAB3 158727.61000000 PA USD 158878.05000000 0.057989563115 Long ABS-O CORP US N 2 2027-02-16 Fixed 5.78000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXAY6 61468.43000000 PA USD 63836.42000000 0.023299921585 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288AAB8 33970.68000000 PA USD 33984.86000000 0.012404276008 Long ABS-O CORP US N 2 2027-02-16 Fixed 5.71000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNE4 1180507.56000000 PA USD 1007394.39000000 0.367693086373 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YSE8 60195.43000000 PA USD 60723.16000000 0.022163599813 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BRQJ7 4300000.00000000 PA USD 4213193.75000000 1.537791185663 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 2.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CRF3 179693.64000000 PA USD 167345.40000000 0.061080096561 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BR3E5 1135024.60000000 PA USD 1139947.09000000 0.416074050030 Long ABS-MBS USGSE US N 2 2054-06-25 Floating 5.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHS42 363151.22000000 PA USD 304805.81000000 0.111252345790 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLG4 4294000.00000000 PA USD 4279742.59000000 1.562081124755 Long DBT UST US N 2 2027-08-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378CP92 126679.42000000 PA USD 126495.72000000 0.046170201225 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E0X91 389763.17000000 PA USD 374900.23000000 0.136836400936 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B45J1 710744.92000000 PA USD 692564.21000000 0.252781903904 Long ABS-MBS USGSE US N 2 2033-08-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380B6Y6 67926.23000000 PA USD 8049.52000000 0.002938027928 Long ABS-MBS USGA US N 2 2047-04-20 Floating 1.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4X7 401064.94000000 PA USD 319742.57000000 0.116704176214 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880KAC8 1107000.00000000 PA USD 1107160.52000000 0.404107142893 Long ABS-CBDO CORP KY Y 2 2034-08-15 Floating 5.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407XUA7 40679.61000000 PA USD 41634.98000000 0.015196525262 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163CBE8 4475605.95000000 PA USD 198929.94000000 0.072608269747 Long ABS-MBS CORP US N 2 2054-03-15 Variable 1.14000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAMF0 10770884.00000000 PA USD 140451.25000000 0.051263888413 Long ABS-MBS USGSE US N 2 2033-08-25 Variable 0.13000000 N N N N N N ARI Fleet Lease Trust N/A 04033GAB3 168698.97000000 PA USD 170221.43000000 0.062129830764 Long ABS-O CORP US Y 2 2032-07-15 Fixed 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417MLN1 37720.09000000 PA USD 37896.13000000 0.013831866783 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297CW22 221667.12000000 PA USD 225906.29000000 0.082454480415 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389DTB3 15760.23000000 PA USD 16264.39000000 0.005936407643 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XTD8 1601237.76000000 PA USD 1610161.28000000 0.587699491361 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LDH9 170395.12000000 PA USD 173313.51000000 0.063258421959 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7K8 165442.66000000 PA USD 146616.16000000 0.053514044665 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A84D9 726746.00000000 PA USD 698840.70000000 0.255072786207 Long ABS-MBS USGSE US N 2 2032-10-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBJ8 1258144.16000000 PA USD 1069366.86000000 0.390312677063 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDKV2 210815.31000000 PA USD 200028.12000000 0.073009099052 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Verus Securitization Trust 984500A3F1D749452747 92540EAB9 179059.15000000 PA USD 178981.53000000 0.065327216255 Long ABS-MBS CORP US Y 2 2069-01-25 Variable 5.92000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMYS8 453493.15000000 PA USD 343233.88000000 0.125278367576 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 1.50000000 N N N N N N GLS Auto Receivables Trust N/A 37964VAB3 343487.92000000 PA USD 344443.64000000 0.125719922932 Long ABS-O CORP US Y 2 2027-06-15 Fixed 5.77000000 N N N N N N AREIT CRE Trust N/A 04002VAC5 1405000.00000000 PA USD 1401511.67000000 0.511543598660 Long ABS-CBDO CORP KY Y 2 2037-01-20 Floating 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5BK8 60858.34000000 PA USD 58162.70000000 0.021229046823 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QC94 1028643.52000000 PA USD 999280.99000000 0.364731742617 Long ABS-MBS USGA US N 2 2045-10-20 Floating 4.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9T51 123720.71000000 PA USD 119152.39000000 0.043489928535 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJS7 170353.82000000 PA USD 153059.05000000 0.055865661999 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B7RX1 406573.22000000 PA USD 397028.02000000 0.144912915437 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LDU3 45274.14000000 PA USD 44678.60000000 0.016307428840 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FQXJ7 291560.00000000 PA USD 284124.93000000 0.103703945013 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 2.53000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NF78 1127234.40000000 PA USD 1051371.48000000 0.383744468148 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A0UK3 46548.56000000 PA USD 47317.61000000 0.017270652123 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5HJ2 3753.84000000 PA USD 3919.44000000 0.001430572777 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JS25 46868.43000000 PA USD 47240.97000000 0.017242678969 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417G5A0 126787.81000000 PA USD 118178.92000000 0.043134617653 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWE5 864999.66000000 PA USD 735480.79000000 0.268446205704 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LK35 169624.95000000 PA USD 162978.44000000 0.059486181589 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WH6K3 179368.17000000 PA USD 152169.81000000 0.055541094577 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BSRE5 1733760.00000000 PA USD 1704895.32000000 0.622276864332 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 3.12000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05551VBK8 3431249.71000000 PA USD 187787.49000000 0.068541340378 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.21000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AYB75 153378.78000000 PA USD 144525.50000000 0.052750965939 Long ABS-MBS USGSE US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCJ0 20032.14000000 PA USD 16718.13000000 0.006102020101 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEBS8 185214.39000000 PA USD 1605.61000000 0.000586038300 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.36000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMMG7 285527.22000000 PA USD 237626.25000000 0.086732197571 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DTW8 116418.96000000 PA USD 118392.40000000 0.043212536610 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FDC8 46724.37000000 PA USD 47465.42000000 0.017324601912 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDY67 642215.72000000 PA USD 540204.89000000 0.197171639280 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300REQJRID6TODX95 95001RAY5 3130084.12000000 PA USD 85661.64000000 0.031265999799 Long ABS-MBS CORP US Y 2 2052-01-15 Variable 0.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AF5A8 1220431.30000000 PA USD 1172714.63000000 0.428034011327 Long ABS-MBS USGSE US N 2 2033-08-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHS34 802760.12000000 PA USD 674989.17000000 0.246367116642 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AA5A5 273182.97000000 PA USD 269335.74000000 0.098305976779 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418QPN7 41756.53000000 PA USD 42122.44000000 0.015374445324 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D1FS3 720589.22000000 PA USD 706511.32000000 0.257872517841 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2M3 18051.55000000 PA USD 15116.51000000 0.005517438127 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 023947AC8 577829.63000000 PA USD 578249.71000000 0.211057777048 Long ABS-O CORP US N 2 2028-02-18 Floating 4.94000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSY98 369656.92000000 PA USD 365658.86000000 0.133463354698 Long ABS-MBS USGSE US N 2 2055-01-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 14059000.00000000 PA USD 10136209.46000000 3.699657430572 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052645 925000.00000000 PA USD 926901.03000000 0.338313478680 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QF95 22893.67000000 PA USD 23094.25000000 0.008429266774 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NL7E3 29842.99000000 PA USD 29311.38000000 0.010698483022 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLC59 78675.74000000 PA USD 65476.71000000 0.023898617884 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWL77 428035.89000000 PA USD 344864.44000000 0.125873512482 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XVRK3 104981.03000000 PA USD 96256.61000000 0.035133102155 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BLD8 116088.82000000 PA USD 118719.22000000 0.043331824007 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406LYC6 5538.83000000 PA USD 5657.49000000 0.002064950906 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TH89 14027.87000000 PA USD 13852.88000000 0.005056220535 Long DBT MUN US N 2 2030-06-01 Fixed 2.33000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDZ3 969137.68000000 PA USD 840755.99000000 0.306871040695 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QEE8 926435.14000000 PA USD 921175.12000000 0.336223554871 Long ABS-MBS USGA US N 2 2070-07-20 Floating 4.95000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HHUG4 590673.00000000 PA USD 596798.99000000 0.217828156237 Long ABS-MBS USGSE US N 2 2034-10-25 Fixed 4.76000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLN52 35739.43000000 PA USD 31026.07000000 0.011324334887 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312927HB5 57197.01000000 PA USD 57800.35000000 0.021096791183 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AQVJ6 102155.17000000 PA USD 96464.22000000 0.035208878596 Long ABS-MBS USGSE US N 2 2045-12-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404JT88 35547.73000000 PA USD 35781.11000000 0.013059896799 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Enterprise Fleet Financing LLC N/A 29390HAB5 168000.00000000 PA USD 168288.14000000 0.061424191171 Long ABS-O CORP US Y 2 2027-10-20 Fixed 4.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJC99 217162.50000000 PA USD 222540.98000000 0.081226161861 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BRN76 41061.88000000 PA USD 40664.94000000 0.014842466311 Long ABS-MBS USGSE US N 2 2046-08-15 Floating 4.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412XZL1 5088.61000000 PA USD 5236.15000000 0.001911164260 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FXZ50 8675390.56000000 PA USD 126846.36000000 0.046298182783 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.32000000 N N N N N N ACREC LLC N/A 00501BAA7 706547.86000000 PA USD 709062.25000000 0.258803592437 Long ABS-CBDO CORP US Y 2 2038-02-19 Floating 6.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNCU6 420669.68000000 PA USD 396218.82000000 0.144617562149 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CAEL0 27052.83000000 PA USD 26560.85000000 0.009694555588 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AMF80 84493.23000000 PA USD 82912.03000000 0.030262408159 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECH1 633099.63000000 PA USD 558197.88000000 0.203738975858 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGT2 9593000.00000000 PA USD 9523300.91000000 3.475949378739 Long DBT UST US N 2 2028-03-31 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417NB67 125367.49000000 PA USD 126563.23000000 0.046194841982 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KU42 910946.28000000 PA USD 909657.75000000 0.332019781886 Long ABS-MBS USGA US N 2 2074-08-20 Floating 4.99000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1F51 985969.47000000 PA USD 1002441.09000000 0.365885160716 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6600000.00000000 OU Notional Amount USD -42642.07000000 -0.01556410724 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2026-12-26 0.00000000 USD 0.00000000 USD 6600000.00000000 USD -42642.07000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407QRK4 33102.17000000 PA USD 33811.37000000 0.012340953169 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FVNL2 1983331.00000000 PA USD 121110.12000000 0.044204488585 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.34000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05493EAZ5 2323713.33000000 PA USD 164212.87000000 0.059936741351 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312934RV6 86905.14000000 PA USD 87777.20000000 0.032038166880 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LCL5 955232.92000000 PA USD 960178.93000000 0.350459718405 Long ABS-MBS USGA US N 2 2068-05-20 Floating 5.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8ZU4 52324.51000000 PA USD 41927.92000000 0.015303446657 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FCG0 1158686.71000000 PA USD 1157466.69000000 0.422468602015 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AFKG6 86634.64000000 PA USD 84246.55000000 0.030749500189 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XX50 495995.67000000 PA USD 489581.97000000 0.178694568253 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H7Z48 15889873.00000000 PA USD 337920.40000000 0.123338978316 Long ABS-MBS USGSE US N 2 2055-06-25 Variable 0.32000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BTGM9 1444564.00000000 PA USD 1406742.28000000 0.513452740853 Long ABS-MBS USGSE US N 2 2027-07-25 Variable 2.91000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378TKC3 49733.17000000 PA USD 890.92000000 0.000325180612 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEWL2 260412.32000000 PA USD 220219.69000000 0.080378904528 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AWQJ9 138564.19000000 PA USD 134869.53000000 0.049226593115 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJGN7 10275.55000000 PA USD 954.75000000 0.000348478190 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WQB5 1099599.85000000 PA USD 1069830.16000000 0.390481778865 Long ABS-MBS USGA US N 2 2041-09-20 Floating 4.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFLN9 581836.50000000 PA USD 511660.28000000 0.186753022843 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FPG5 157143.06000000 PA USD 154523.29000000 0.056400101073 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312932ZG4 119287.80000000 PA USD 119808.21000000 0.043729299016 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSBW1 847824.12000000 PA USD 735488.91000000 0.268449169457 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406PDM8 50785.68000000 PA USD 51957.26000000 0.018964097357 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411VC31 3710.87000000 PA USD 3784.73000000 0.001381404411 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225B2U1 88029.22000000 PA USD 89934.57000000 0.032825594368 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810EW4 2699000.00000000 PA USD 2744071.19000000 1.001570005845 Long DBT UST US N 2 2026-02-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 336207.51000000 PA USD 269093.71000000 0.098217637239 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N GLS Auto Select Receivables Trust N/A 36269EAB5 101616.07000000 PA USD 102623.23000000 0.037456881383 Long ABS-O CORP US Y 2 2028-06-15 Fixed 6.37000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UKZ2 171466.90000000 PA USD 172232.23000000 0.062863761055 Long ABS-MBS USGA US N 2 2064-07-20 Floating 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DKQ4 793965.40000000 PA USD 668117.51000000 0.243859000755 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLY5 1724000.00000000 PA USD 1732283.29000000 0.632273313904 Long DBT UST US N 2 2026-11-30 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FLP9 31736.29000000 PA USD 31207.25000000 0.011390464532 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QSX8 23340.83000000 PA USD 23545.32000000 0.008593904697 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AQ2X7 150554.17000000 PA USD 12123.72000000 0.004425087204 Long ABS-MBS USGSE US N 2 2036-02-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KF97 16956.08000000 PA USD 17752.34000000 0.006479500729 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YKP7 452411.68000000 PA USD 448152.13000000 0.163572917896 Long ABS-MBS USGA US N 2 2071-12-20 Floating 4.74000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8FJ5 345262.69000000 PA USD 321499.87000000 0.117345580482 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003DBP2 1285627.58000000 PA USD 87389.63000000 0.031896706087 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JSM1 320165.67000000 PA USD 307958.25000000 0.112402968034 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381BDB7 885449.15000000 PA USD 863656.56000000 0.315229615397 Long ABS-MBS USGA US N 2 2048-12-20 Floating 4.83000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A9RJ7 60394.39000000 PA USD 9798.07000000 0.003576238496 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N Small Business Administration Participation Certs N/A 83162CPL1 5206.98000000 PA USD 5206.85000000 0.001900469930 Long ABS-O USGA US N 2 2025-04-01 Fixed 5.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EZN3 350000.45000000 PA USD 361237.11000000 0.131849441695 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HAAL0 2500000.00000000 PA USD 54019.00000000 0.019716620451 Long ABS-MBS USGSE US N 2 2033-05-25 Variable 0.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPN91 235396.48000000 PA USD 223449.08000000 0.081557613074 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F2LJ3 2875686.00000000 PA USD 2810233.37000000 1.025718816288 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPS47 147931.99000000 PA USD 142243.55000000 0.051918067477 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBS8 628240.27000000 PA USD 523747.51000000 0.191164791410 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERQU7 385346.93000000 PA USD 372850.76000000 0.136088356320 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 77.00000000 NC USD 41779.14000000 0.015249142823 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYM5 Comdty 2025-06-18 8745845.86000000 USD 41779.14000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUWD8 1381357.46000000 PA USD 1381890.94000000 0.504382146460 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 5.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDJ9 82594.04000000 PA USD 68754.72000000 0.025095072446 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEZU7 255290.00000000 PA USD 252577.39000000 0.092189276612 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 3.90000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HCKS0 929907.00000000 PA USD 929904.40000000 0.339409691241 Long ABS-MBS USGSE US N 2 2030-11-25 Floating 4.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384J5R1 462361.91000000 PA USD 475686.44000000 0.173622780716 Long ABS-MBS USGA US N 2 2055-11-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECZ1 966012.09000000 PA USD 851721.01000000 0.310873209147 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F4D66 38940270.85000000 PA USD 304154.67000000 0.111014683481 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 0.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AMNZ8 141273.19000000 PA USD 136116.03000000 0.049681558357 Long ABS-MBS USGSE US N 2 2044-09-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XTCU3 895456.67000000 PA USD 776488.80000000 0.283413890568 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61775UAA6 223767.80000000 PA USD 225414.48000000 0.082274972629 Long ABS-MBS CORP US Y 2 2068-12-25 Variable 6.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200MQ48 145699.53000000 PA USD 150648.81000000 0.054985938434 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECY4 1353033.21000000 PA USD 1150018.60000000 0.419750092534 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H3EZ1 7432958.00000000 PA USD 344348.13000000 0.125685062338 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.86000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6NG9 33220.08000000 PA USD 33974.23000000 0.012400396120 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AEZE0 136784.00000000 PA USD 126029.47000000 0.046000022690 Long ABS-MBS USGSE US N 2 2043-06-25 Fixed 4.00000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806HAB3 511000.00000000 PA USD 510981.86000000 0.186505403493 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.71000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQW9 728804.64000000 PA USD 717962.27000000 0.262052047913 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJD53 820202.02000000 PA USD 818882.31000000 0.298887274864 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 5.69000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F2L38 170698.34000000 PA USD 168471.94000000 0.061491277101 Long ABS-MBS USGSE US N 2 2026-12-25 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5E6 673336.84000000 PA USD 646954.03000000 0.236134453789 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A6ND4 44790.76000000 PA USD 45615.68000000 0.016649457583 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BNPS7 345263.13000000 PA USD 324522.10000000 0.118448676834 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARB64 935150.65000000 PA USD 893824.47000000 0.326240726882 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSKM2 783711.73000000 PA USD 769751.11000000 0.280954672951 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6K49 2029.76000000 PA USD 2091.08000000 0.000763232023 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DD97 236032.05000000 PA USD 241575.37000000 0.088173603376 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDYN0 626957.02000000 PA USD 529062.59000000 0.193104764661 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GLGN8 61064.24000000 PA USD 56993.32000000 0.020802229932 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PRZ51 2658.99000000 PA USD 2652.41000000 0.000968114205 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JJC3 126813.13000000 PA USD 132696.08000000 0.048433296521 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X13A2 197417.79000000 PA USD 184015.24000000 0.067164491094 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F9Z38 2545825.00000000 PA USD 118645.12000000 0.043304777939 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.94000000 N N N N N N Bank N/A 06541ABM1 5698319.25000000 PA USD 330307.63000000 0.120560361595 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.28000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AT2J0 750000.00000000 PA USD 717814.35000000 0.261998057975 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2AX7 179084.86000000 PA USD 170007.71000000 0.062051824208 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162RAF4 7535130.40000000 PA USD 394647.93000000 0.144044196447 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1Y58 226301.36000000 PA USD 182217.09000000 0.066508176814 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N ARI Fleet Lease Trust N/A 04033CAB2 265000.00000000 PA USD 264455.24000000 0.096524622698 Long ABS-O CORP US Y 2 2034-01-17 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AP2K7 500689.91000000 PA USD 475013.18000000 0.173377044736 Long ABS-MBS USGSE US N 2 2035-08-25 Fixed 3.00000000 N N N N N N Freddie Mac - SCRT N/A 35563PLH0 326228.67000000 PA USD 312248.63000000 0.113968931751 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N ReadyCap Commercial Mortgage Trust N/A 75575WAA4 253090.66000000 PA USD 252803.12000000 0.092271666747 Long ABS-CBDO CORP US Y 2 2036-11-25 Floating 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GBE2 86082.15000000 PA USD 88103.95000000 0.032157428727 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DUS5 89028.69000000 PA USD 91316.50000000 0.033329990771 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 257151.37000000 PA USD 214222.34000000 0.078189906700 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NWN1 707685.53000000 PA USD 693176.70000000 0.253005459188 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 4.50000000 N N N N N N Port of Oakland N/A 735000TN1 248216.11000000 PA USD 240731.80000000 0.087865705238 Long DBT MUN US N 2 2026-05-01 Fixed 1.52000000 N N N N N N PFS Financing Corp. N/A 69335PEZ4 177000.00000000 PA USD 179344.31000000 0.065459628842 Long ABS-O CORP US Y 2 2028-10-15 Fixed 5.91000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWHX1 1814781.00000000 PA USD 134959.46000000 0.049259417041 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 1.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAFE2 119970.79000000 PA USD 117421.62000000 0.042858207563 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10200000.00000000 OU Notional Amount USD -94239.64000000 -0.03439691985 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2026-05-24 0.00000000 USD 0.00000000 USD 10200000.00000000 USD -94239.64000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J4MM8 243586.33000000 PA USD 232560.72000000 0.084883308617 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKY77 213040.53000000 PA USD 187560.01000000 0.068458311503 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B7F7 212220.10000000 PA USD 214346.40000000 0.078235187878 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDT38 255816.81000000 PA USD 215797.27000000 0.078764746979 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5GN6 392946.12000000 PA USD 378045.23000000 0.137984307623 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419EJE0 62197.24000000 PA USD 62742.45000000 0.022900628905 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JC85 1050832.80000000 PA USD 1070792.63000000 0.390833074811 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUEY2 598482.84000000 PA USD 597639.76000000 0.218135032392 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 5.19000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ALAB4 28189.10000000 PA USD 21350.65000000 0.007792862926 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JAJ97 345351.20000000 PA USD 311003.45000000 0.113514448302 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N24Z1 258865.52000000 PA USD 249365.47000000 0.091016944515 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1Y41 365839.48000000 PA USD 295361.21000000 0.107805121785 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AMD58 75607.35000000 PA USD 73498.71000000 0.026826601172 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB90 208517.29000000 PA USD 173708.77000000 0.063402689557 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AQWE6 83363.85000000 PA USD 81973.02000000 0.029919674977 Long ABS-MBS USGSE US N 2 2045-12-25 Floating 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9PQ8 56792.94000000 PA USD 54565.70000000 0.019916162768 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FVNJ7 2731535.29000000 PA USD 131706.71000000 0.048072182232 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BW87 717936.65000000 PA USD 710539.86000000 0.259342911483 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWKW2 226389.57000000 PA USD 230170.23000000 0.084010793687 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCAK4 220376.96000000 PA USD 185508.09000000 0.067709372651 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLPD4 911219.04000000 PA USD 758682.19000000 0.276914581604 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBTH2 279691.73000000 PA USD 232713.49000000 0.084939068778 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEAV4 240269.62000000 PA USD 203187.66000000 0.074162312754 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E4N7 382667.43000000 PA USD 388736.52000000 0.141886566218 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDJ7 2119500.00000000 PA USD 1789983.98000000 0.653333729768 Long DBT UST US N 2 2031-11-15 Fixed 1.38000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163EBE4 6461784.07000000 PA USD 234991.82000000 0.085770645961 Long ABS-MBS CORP US N 2 2054-06-15 Variable 0.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED56 21636.54000000 PA USD 18002.37000000 0.006570760223 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNXJ7 181736.30000000 PA USD 151586.89000000 0.055328332171 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z94 3800000.00000000 PA USD 3389867.18000000 1.237281781777 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MBH82 174609.94000000 PA USD 167858.72000000 0.061267455372 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396HE70 105211.05000000 PA USD 107414.92000000 0.039205820331 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.00000000 N N N N N N Small Business Administration Participation Certs N/A 83162CVR1 308024.80000000 PA USD 295308.83000000 0.107786003390 Long ABS-O USGA US N 2 2033-07-01 Fixed 3.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RS56 523491.66000000 PA USD 529849.41000000 0.193391949379 Long ABS-MBS USGA US N 2 2067-01-20 Floating 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WR26 2082848.27000000 PA USD 1777413.15000000 0.648745450017 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MMG9 33668.52000000 PA USD 34459.32000000 0.012577451146 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 535628.39000000 PA USD 457082.24000000 0.166832356047 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5XN8 280148.41000000 PA USD 236294.73000000 0.086246200524 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L5AD5 2447334.91000000 PA USD 2203943.95000000 0.804426708362 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac - SCRT N/A 35563PMN6 428370.92000000 PA USD 370031.26000000 0.135059255237 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LAF6 1070611.04000000 PA USD 1069833.78000000 0.390483100144 Long ABS-MBS USGA US N 2 2075-01-20 Floating 4.99000000 N N N N N N Freddie Mac - SCRT N/A 35563PLK3 437350.57000000 PA USD 405948.19000000 0.148168725546 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HB3B8 10455272.00000000 PA USD 180592.87000000 0.065915345972 Long ABS-MBS USGSE US N 2 2033-10-25 Variable 0.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A3E90 25223.10000000 PA USD 25690.98000000 0.009377058103 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXDA5 62098.65000000 PA USD 63636.30000000 0.023226878950 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6WA2 116729.14000000 PA USD 121858.20000000 0.044477533429 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BW3Z4 39045.65000000 PA USD 38369.84000000 0.014004768175 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MGEZ0 878199.09000000 PA USD 734474.58000000 0.268078944913 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD3L3 740751.95000000 PA USD 686315.77000000 0.250501259688 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Navistar Financial Dealer Note Master Trust 549300S28N49H5RT4J50 63938PBV0 188000.00000000 PA USD 189001.04000000 0.068984279062 Long ABS-O CORP US Y 2 2028-08-25 Fixed 6.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B13S1 1146196.57000000 PA USD 1050188.51000000 0.383312690987 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZZ0 2174913.00000000 PA USD 163197.64000000 0.059566188313 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.67000000 N N N N N N Dell Equipment Finance Trust N/A 24702EAB6 45421.11000000 PA USD 45480.19000000 0.016600004522 Long ABS-O CORP US Y 2 2029-04-23 Fixed 6.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9DT6 200230.50000000 PA USD 198033.41000000 0.072281041517 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYC0 17033.47000000 PA USD 14270.69000000 0.005208718752 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292JBG4 15876.85000000 PA USD 16001.37000000 0.005840406875 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERCZ1 59894.08000000 PA USD 57547.29000000 0.021004425756 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EF47 457911.35000000 PA USD 450467.59000000 0.164418047313 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KYA33 70658.46000000 PA USD 73778.57000000 0.026928748443 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FYUL8 6889571.29000000 PA USD 168467.93000000 0.061489813474 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.51000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163GAZ3 6669750.76000000 PA USD 372715.01000000 0.136038808360 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.26000000 N N N N N N UMBS, TBA N/A 01F020646 5175000.00000000 PA USD 4111939.13000000 1.500833838961 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419B5X9 296442.85000000 PA USD 285262.77000000 0.104119249987 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7E6 541304.09000000 PA USD 431590.51000000 0.157528023033 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HRE6 92179.29000000 PA USD 95961.49000000 0.035025385074 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MULM0 274510.22000000 PA USD 262969.81000000 0.095982449398 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284AAA6 813419.57000000 PA USD 812366.19000000 0.296508929007 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 5.51000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R6C5 878756.48000000 PA USD 884771.13000000 0.322936310499 Long ABS-MBS USGA US N 2 2067-07-20 Floating 6.42000000 N N N N N N BXMT Ltd N/A 05609GAC2 1344000.00000000 PA USD 1313463.78000000 0.479406631506 Long ABS-CBDO CORP US Y 2 2038-05-15 Floating 5.73000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 49.00000000 NC USD 17804.04000000 0.006498370928 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYM5 Comdty 2025-06-18 5431914.71000000 USD 17804.04000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F2V7 45363.29000000 PA USD 46592.17000000 0.017005870747 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 5.50000000 N N N N N N COMM Mortgage Trust N/A 12674GAC8 187919.00000000 PA USD 191765.66000000 0.069993349264 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 5.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411VFL8 8231.71000000 PA USD 8430.70000000 0.003077156408 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A7PB8 209442.47000000 PA USD 206838.81000000 0.075494961244 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJQL4 1087555.88000000 PA USD 1082747.36000000 0.395196481649 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 5.29000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FAWU8 28213925.20000000 PA USD 305810.74000000 0.111619139388 Long ABS-MBS USGSE US N 2 2027-07-25 Variable 0.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FDVW3 460714.82000000 PA USD 409502.85000000 0.149466155748 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LCT4 968342.78000000 PA USD 964366.18000000 0.351988040273 Long ABS-MBS USGA US N 2 2075-02-20 Floating 4.94000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61776UAA5 280898.96000000 PA USD 278751.99000000 0.101742853199 Long ABS-MBS CORP US Y 2 2069-07-25 Variable 5.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BL63 516372.74000000 PA USD 533573.80000000 0.194751330042 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312940ZV4 15369.07000000 PA USD 15436.21000000 0.005634126766 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129456V5 56012.88000000 PA USD 55270.26000000 0.020173323065 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292LLA1 321451.42000000 PA USD 300016.77000000 0.109504374076 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBTH3 764013.76000000 PA USD 607577.20000000 0.221762140127 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HJ6F9 16586619.00000000 PA USD 159015.92000000 0.058039884863 Long ABS-MBS USGSE US N 2 2035-01-25 Variable 0.06000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQDZ6 269750.07000000 PA USD 273115.78000000 0.099685669368 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HHJ44 1372219.00000000 PA USD 97944.74000000 0.035749259775 Long ABS-MBS USGSE US N 2 2034-09-25 Variable 0.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETDS2 560314.97000000 PA USD 537703.12000000 0.196258507798 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AFC51 184610.73000000 PA USD 177340.67000000 0.064728311909 Long ABS-MBS USGSE US N 2 2042-09-25 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMZC1 749142.55000000 PA USD 630534.20000000 0.230141311450 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3133Q3JD4 75794.98000000 PA USD 76948.51000000 0.028085758085 Long ABS-MBS USGSE US N 2 2053-10-25 Floating 5.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLXD5 108709.01000000 PA USD 106856.61000000 0.039002040432 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLR4 1144096.43000000 PA USD 1025271.78000000 0.374218229625 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177T4M6 66973.44000000 PA USD 62818.09000000 0.022928237065 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177PCJ2 133128.29000000 PA USD 125322.70000000 0.045742055756 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HHHY0 1089870.00000000 PA USD 1079382.73000000 0.393968411291 Long ABS-MBS USGSE US N 2 2034-09-25 Fixed 4.49000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F1G44 1379961.00000000 PA USD 1353089.71000000 0.493869865218 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 3.24000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H2NA8 1944368.00000000 PA USD 100560.19000000 0.036703883796 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 0.94000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEZW3 30839157.27000000 PA USD 126138.32000000 0.046039752306 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 0.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDC1 511310.82000000 PA USD 425478.25000000 0.155297083724 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HGL21 39959.92000000 PA USD 33603.01000000 0.012264902982 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297GLY4 315259.28000000 PA USD 316434.31000000 0.115496680578 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AVY2 51977.30000000 PA USD 48449.29000000 0.017683708733 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N SBNA Auto Lease Trust N/A 78437KAB0 365000.00000000 PA USD 365098.04000000 0.133258658663 Long ABS-O CORP US Y 2 2027-04-20 Fixed 4.68000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377YEC0 188181.21000000 PA USD 181851.06000000 0.066374577995 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N EQT Trust 2024-EXTR N/A 29439DAC5 213086.00000000 PA USD 213650.17000000 0.077981067982 Long ABS-MBS CORP US Y 2 2041-07-05 Variable 5.65000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55282XAC4 664500.00000000 PA USD 661033.97000000 0.241273549902 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 5.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AFWD5 85862.54000000 PA USD 84132.35000000 0.030707817854 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F84L4 2249951.00000000 PA USD 119039.73000000 0.043448808291 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 1.08000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H3EX6 2459942.28000000 PA USD 66042.32000000 0.024105062240 Long ABS-MBS USGSE US N 2 2031-08-25 Variable 0.51000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PRZ69 1901.75000000 PA USD 1897.04000000 0.000692408553 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QSWK0 236644.00000000 PA USD 219241.29000000 0.080021794225 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATAP7 208790.41000000 PA USD 195970.20000000 0.071527981881 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DF70 28215.75000000 PA USD 29247.65000000 0.010675221943 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EV7 299364.61000000 PA USD 300184.40000000 0.109565558050 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KBS9 25354.85000000 PA USD 26140.10000000 0.009540984288 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XSB0 637755.81000000 PA USD 636620.60000000 0.232362812009 Long ABS-MBS USGA US N 2 2054-10-20 Floating 5.39000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HCKQ4 724510.51000000 PA USD 723480.84000000 0.264066293829 Long ABS-MBS USGSE US N 2 2029-03-25 Floating 4.83000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPF52 631450.55000000 PA USD 594100.66000000 0.216843281499 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6350000.00000000 OU Notional Amount USD -118750.14000000 -0.04334310962 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-12-26 0.00000000 USD 0.00000000 USD 6350000.00000000 USD -118750.14000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412V4J4 27159.60000000 PA USD 27910.36000000 0.010187118880 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183DA9 362310.98000000 PA USD 363974.06000000 0.132848412508 Long ABS-O CORP US Y 2 2035-10-15 Floating 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQZG4 47793.74000000 PA USD 47765.59000000 0.017434162214 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FF3X3 1198178.00000000 PA USD 1119067.46000000 0.408453106660 Long ABS-MBS USGSE US N 2 2027-12-25 Fixed 1.60000000 N N N N N N Navistar Financial Dealer Note Master Trust 549300S28N49H5RT4J50 63938PBU2 204000.00000000 PA USD 204850.50000000 0.074769239672 Long ABS-O CORP US Y 2 2028-08-25 Fixed 6.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAN0 268596.17000000 PA USD 224109.04000000 0.081798494631 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402C4J8 159955.38000000 PA USD 163096.30000000 0.059529199803 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61772TBN3 13230388.11000000 PA USD 598043.97000000 0.218282566688 Long ABS-MBS CORP US N 2 2054-10-15 Variable 1.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A6JP0 357706.57000000 PA USD 354559.43000000 0.129412127379 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EH3F7 536168.08000000 PA USD 515723.73000000 0.188236158432 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARB31 207890.00000000 PA USD 191863.88000000 0.070029198992 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBW8 352451.08000000 PA USD 317277.12000000 0.115804301321 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395TR22 21616.76000000 PA USD 21424.22000000 0.007819715548 Long ABS-MBS USGSE US N 2 2035-04-15 Floating 4.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A5RZ3 33668.47000000 PA USD 34202.45000000 0.012483695091 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F5D3 20431.20000000 PA USD 20563.53000000 0.007505568710 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJF65 55499.51000000 PA USD 52861.52000000 0.019294146991 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HK4U5 1091860.88000000 PA USD 1094579.07000000 0.399514986904 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 5.44000000 N N N N N N BSPDF 2021-FL1 Issuer Ltd N/A 055731AA1 38026.81000000 PA USD 37957.37000000 0.013854219027 Long ABS-CBDO CORP KY Y 2 2036-10-15 Floating 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XL6Z6 573044.18000000 PA USD 476793.19000000 0.174026738021 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312940BC2 41355.56000000 PA USD 41536.15000000 0.015160452888 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Alinea CLO LTD N/A 016269AE2 717035.00000000 PA USD 715892.76000000 0.261296688814 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KQ64 159914.69000000 PA USD 163669.96000000 0.059738582363 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJUV1 219813.64000000 PA USD 201636.73000000 0.073596232335 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A5C38 21139.35000000 PA USD 894.98000000 0.000326662488 Long ABS-MBS USGSE US N 2 2031-12-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSF3 8819.61000000 PA USD 7904.18000000 0.002884979674 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F84D2 398929.66000000 PA USD 398670.48000000 0.145512403774 Long ABS-MBS USGSE US N 2 2029-12-25 Floating 4.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A05F2 44067.69000000 PA USD 43249.98000000 0.015785990858 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ALX4 296825.76000000 PA USD 293231.61000000 0.107027830186 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HJ5Z6 697285.45000000 PA USD 696448.99000000 0.254199825983 Long ABS-MBS USGSE US N 2 2029-09-25 Floating 4.84000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTZU4 4034514.00000000 PA USD 323232.75000000 0.117978071591 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ALQ49 71305.11000000 PA USD 69774.80000000 0.025467395706 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LYS6 540165.88000000 PA USD 540858.97000000 0.197410374671 Long ABS-MBS USGA US N 2 2069-08-20 Floating 4.92000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BMFL5 18862.17000000 PA USD 18797.96000000 0.006861145940 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4BT6 8016720.00000000 PA USD 241792.29000000 0.088252777913 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1D79 703982.81000000 PA USD 715605.32000000 0.261191774888 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKQL5 248716.55000000 PA USD 209044.16000000 0.076299901152 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294UUL4 47375.27000000 PA USD 44450.71000000 0.016224250317 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412LA34 66834.27000000 PA USD 69699.07000000 0.025439754697 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N 3650R Commercial Mortgage Trust N/A 88581EAF8 3533063.19000000 PA USD 143265.71000000 0.052291149925 Long ABS-MBS CORP US N 2 2054-11-15 Variable 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B3HY7 30495.60000000 PA USD 30471.01000000 0.011121741219 Long ABS-MBS USGSE US N 2 2032-10-15 Floating 4.81000000 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 55291X109 16083704.32000000 NS USD 16085312.69000000 5.871045468375 Long EC RF US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377VGJ9 68654.87000000 PA USD 68485.59000000 0.024996841563 Long ABS-MBS USGA US N 2 2039-05-16 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABC35 217681.60000000 PA USD 16138.06000000 0.005890297929 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J8ZX1 189126.74000000 PA USD 170315.57000000 0.062164191316 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H13T1 1210235.00000000 PA USD 76493.75000000 0.027919773333 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 1.21000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AXU76 767369.00000000 PA USD 735787.16000000 0.268558028970 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6JU3 23136.17000000 PA USD 23334.59000000 0.008516989474 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCLD4 958543.00000000 PA USD 935483.04000000 0.341445862357 Long ABS-MBS USGSE US N 2 2027-11-25 Fixed 3.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHGM8 204848.87000000 PA USD 197036.56000000 0.071917197072 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Chase Auto Owner Trust N/A 16144QAB1 171424.28000000 PA USD 171260.93000000 0.062509242211 Long ABS-O CORP US Y 2 2027-11-26 Fixed 4.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HZJ4 78292.33000000 PA USD 75747.38000000 0.027647352629 Long ABS-MBS USGA US N 2 2047-10-20 Floating 4.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DV50 22963.42000000 PA USD 23885.64000000 0.008718119515 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CM43 99852.71000000 PA USD 93058.09000000 0.033965660980 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WR34 327823.18000000 PA USD 290879.90000000 0.106169469729 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQRD3 668688.92000000 PA USD 674023.72000000 0.246014733014 Long ABS-MBS USGSE US N 2 2053-11-25 Floating 5.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417NCH2 148398.29000000 PA USD 149698.38000000 0.054639037018 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FG83 123525.03000000 PA USD 118891.61000000 0.043394745353 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202ESB6 40600.78000000 PA USD 41701.41000000 0.015220771826 Long ABS-MBS USGA US N 2 2038-04-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B4H99 181858.48000000 PA USD 146310.19000000 0.053402367397 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LQE6 108816.79000000 PA USD 108877.97000000 0.039739825062 Long ABS-MBS USGA US N 2 2068-11-20 Floating 4.92000000 N N N N N N LAD Auto Receivables Trust N/A 501687AA5 26128.54000000 PA USD 26156.08000000 0.009546816895 Long ABS-O CORP US Y 2 2027-06-15 Fixed 5.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HMH3 23794.80000000 PA USD 23944.02000000 0.008739427875 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N HOWARD UNIVERSITY 5493000EDHIQDJSTOF89 442851AG6 147000.00000000 PA USD 144619.40000000 0.052785238892 Long DBT CORP US N 2 2025-10-01 Fixed 2.52000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KSF9 221842.13000000 PA USD 222973.66000000 0.081384087542 Long ABS-MBS USGA US N 2 2064-03-20 Floating 5.49000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375AVL5 80437.53000000 PA USD 12934.61000000 0.004721057332 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2V9 165333.53000000 PA USD 146519.45000000 0.053478746079 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ATTW4 231904.81000000 PA USD 25332.79000000 0.009246320839 Long ABS-MBS USGSE US N 2 2046-09-25 Floating 1.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMY58 70317.17000000 PA USD 58964.57000000 0.021521724704 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PR3G2 1310.25000000 PA USD 1307.19000000 0.000477116738 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AD6B2 855499.46000000 PA USD 869482.98000000 0.317356224770 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379XRW2 403218.43000000 PA USD 395009.31000000 0.144176098042 Long ABS-MBS USGA US N 2 2046-07-20 Floating 4.88000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BUX60 2300000.00000000 PA USD 2265550.83000000 0.826912860830 Long ABS-MBS USGSE US N 2 2026-12-25 Fixed 3.41000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297GSD3 364129.98000000 PA USD 341873.48000000 0.124781829498 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BNGT5 481401.06000000 PA USD 474866.62000000 0.173323551190 Long ABS-MBS USGSE US N 2 2026-01-25 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LQW2 29915.74000000 PA USD 30495.21000000 0.011130574078 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XEAU8 627133.92000000 PA USD 548470.65000000 0.200188593549 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A62T7 16796.05000000 PA USD 14845.56000000 0.005418542955 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177UCZ5 57294.02000000 PA USD 54962.98000000 0.020061167655 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8E23 65329.31000000 PA USD 64026.60000000 0.023369336178 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411JUS3 9725.04000000 PA USD 10088.61000000 0.003682283904 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FYUN4 2967667.00000000 PA USD 113704.97000000 0.041501651955 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.73000000 N N N N N N Small Business Administration Participation Certs N/A 83162CVS9 194429.03000000 PA USD 185633.22000000 0.067755044372 Long ABS-O USGA US N 2 2033-08-01 Fixed 3.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AQYM8 173085.22000000 PA USD 169803.78000000 0.061977390946 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297H6A1 46499.90000000 PA USD 45481.53000000 0.016600493614 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419HBF8 31254.97000000 PA USD 31529.05000000 0.011507919658 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380QBT8 433402.26000000 PA USD 433948.52000000 0.158388682952 Long ABS-MBS USGA US N 2 2070-03-20 Floating 4.92000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM3U6 26670.69000000 PA USD 21403.66000000 0.007812211268 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Verus Securitization Trust 213800WNY873LW1L3M73 92540GAA6 344446.12000000 PA USD 348607.89000000 0.127239849934 Long ABS-MBS CORP US Y 2 2069-06-25 Variable 6.22000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBBZ8 23027995.80000000 PA USD 198913.52000000 0.072602276542 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A8KR0 314019.32000000 PA USD 296054.37000000 0.108058121149 Long ABS-MBS USGSE US N 2 2042-01-25 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HDJK7 6170106.80000000 PA USD 108545.14000000 0.039618344050 Long ABS-MBS USGSE US N 2 2029-05-25 Variable 0.44000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531AAA9 27733.10000000 PA USD 27740.27000000 0.010125037020 Long ABS-O CORP US Y 2 2027-01-12 Fixed 5.61000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJS43 220825.72000000 PA USD 206095.94000000 0.075223818020 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NQG2 67861.37000000 PA USD 66793.61000000 0.024379278716 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6HH4 52.45000000 PA USD 53.95000000 0.000019691435 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A2PJ6 48711.16000000 PA USD 48470.24000000 0.017691355361 Long ABS-MBS USGSE US N 2 2041-03-25 Floating 4.80000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531BAA7 172092.78000000 PA USD 172403.27000000 0.062926189659 Long ABS-O CORP US Y 2 2027-02-12 Fixed 5.90000000 N N N N N N BDS Ltd N/A 05555MAA7 220000.00000000 PA USD 220512.82000000 0.080485895271 Long ABS-CBDO CORP US Y 2 2039-09-19 Floating 5.89000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692CBK3 3382051.87000000 PA USD 154133.29000000 0.056257753344 Long ABS-MBS CORP US N 2 2054-06-15 Variable 1.17000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PR3E7 877.22000000 PA USD 874.29000000 0.000319110759 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBH2 57622.43000000 PA USD 47210.02000000 0.017231382399 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9AD1 710627.81000000 PA USD 689539.65000000 0.251677957116 Long ABS-MBS USGSE US N 2 2052-09-25 Floating 5.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EE30 414166.18000000 PA USD 359141.22000000 0.131084454049 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERQS2 848035.23000000 PA USD 821948.32000000 0.300006350661 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691YAP6 2849584.54000000 PA USD 149047.80000000 0.054401579106 Long ABS-MBS CORP US N 2 2054-05-15 Variable 1.28000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K8RB9 224135.20000000 PA USD 189166.47000000 0.069044660048 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GRK1 3702.70000000 PA USD 3898.25000000 0.001422838550 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFGA3 643454.96000000 PA USD 542844.95000000 0.198135245807 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292SBD1 38832.03000000 PA USD 36241.68000000 0.013228002167 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM3X0 272016.02000000 PA USD 216783.54000000 0.079124729786 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406V2P0 15120.29000000 PA USD 15218.23000000 0.005554565335 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BM3G1 75618.17000000 PA USD 75180.35000000 0.027440389980 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HCKP6 2806836.00000000 PA USD 62172.26000000 0.022692512875 Long ABS-MBS USGSE US N 2 2031-02-25 Variable 0.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJBF3 1373440.04000000 PA USD 1373588.10000000 0.501351658207 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 5.24000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PRY29 1406.42000000 PA USD 1403.84000000 0.000512393425 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYG8 52619.50000000 PA USD 50596.15000000 0.018467300132 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG33 131119.78000000 PA USD 117502.14000000 0.042887596894 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HMPP3 44166.81000000 PA USD 42552.92000000 0.015531568017 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N LoanCore 2021-CRE5 Issuer, Ltd N/A 53947XAE2 1110500.00000000 PA USD 1109330.53000000 0.404899183908 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 6.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417N4M0 78006.55000000 PA USD 78690.19000000 0.028721461143 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AZ30 379405.83000000 PA USD 46608.34000000 0.017011772703 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AJNK0 96523.07000000 PA USD 99769.88000000 0.036415425248 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTG43 1602831.00000000 PA USD 125551.68000000 0.045825632122 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.80000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZG2 4905689.00000000 PA USD 395691.89000000 0.144425235768 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EVB3 266757.75000000 PA USD 276107.19000000 0.100777516600 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9ND0 167044.76000000 PA USD 170365.96000000 0.062182583372 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377DSY3 145879.55000000 PA USD 148713.83000000 0.054279682001 Long ABS-MBS USGA US N 2 2034-08-20 Variable 5.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9AL9 49559.15000000 PA USD 39470.25000000 0.014406411417 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241L4N3 59159.69000000 PA USD 57526.14000000 0.020996706129 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379ETW2 234918.56000000 PA USD 12977.25000000 0.004736620684 Long ABS-MBS USGA US N 2 2029-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408GSK4 3426.33000000 PA USD 3501.76000000 0.001278122009 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7K2 548233.70000000 PA USD 496908.12000000 0.181368570344 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RT22 319460.56000000 PA USD 319876.72000000 0.116753140183 Long ABS-MBS USGA US N 2 2067-02-20 Floating 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A7JW5 49210.03000000 PA USD 50028.07000000 0.018259954240 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLR6 281938.23000000 PA USD 253242.48000000 0.092432030589 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295SD45 29533.11000000 PA USD 30396.77000000 0.011094644052 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABKG7 684904.00000000 PA USD 656026.60000000 0.239445889010 Long ABS-MBS USGSE US N 2 2033-01-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LBW2 1313177.98000000 PA USD 1320009.26000000 0.481795693592 Long ABS-MBS USGA US N 2 2068-04-20 Floating 5.92000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375US43 256486.66000000 PA USD 255929.70000000 0.093412850242 Long ABS-MBS USGA US N 2 2067-11-20 Floating 4.87000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398JUK7 271257.89000000 PA USD 276755.20000000 0.101014036476 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AMN31 996466.54000000 PA USD 977432.14000000 0.356757039591 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691RAF3 5442712.33000000 PA USD 135694.98000000 0.049527877559 Long ABS-MBS CORP US N 2 2051-12-15 Variable 0.79000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWD67 713050.66000000 PA USD 618800.59000000 0.225858612124 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Small Business Administration Participation Certs N/A 83162CVK6 322088.40000000 PA USD 298496.84000000 0.108949608477 Long ABS-O USGA US N 2 2033-03-01 Fixed 2.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9A75 130953.22000000 PA USD 125564.29000000 0.045830234699 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C72D8 35995.42000000 PA USD 35354.18000000 0.012904069835 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4SM3 1981491.00000000 PA USD 62452.04000000 0.022794630946 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.57000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FSD9 125812.81000000 PA USD 120790.55000000 0.044087847396 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.00000000 N N N N N N Freddie Mac - SCRT N/A 35563P7F0 683967.64000000 PA USD 625422.34000000 0.228275512316 Long ABS-MBS USGSE US N 2 2061-11-25 Fixed 3.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F62R7 1149690.00000000 PA USD 63743.41000000 0.023265973477 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.17000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810FA1 326000.00000000 PA USD 344566.72000000 0.125764846415 Long DBT UST US N 2 2027-08-15 Fixed 6.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFA66 635026.56000000 PA USD 537564.48000000 0.196207905005 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Small Business Administration Participation Certs N/A 83162CVH3 213295.56000000 PA USD 198612.10000000 0.072492259997 Long ABS-O USGA US N 2 2033-02-01 Fixed 2.21000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHV1 1319593.41000000 PA USD 1169430.69000000 0.426835392349 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F4X98 46866738.52000000 PA USD 185920.35000000 0.067859845150 Long ABS-MBS USGSE US N 2 2028-02-25 Variable 0.13000000 N N N N N N World OMNI Select Auto Trust N/A 98163UAC4 17442.96000000 PA USD 17446.15000000 0.006367743162 Long ABS-O CORP US N 2 2027-03-15 Floating 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHVK5 303075.77000000 PA USD 258217.58000000 0.094247913119 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4T37 20659.86000000 PA USD 21381.68000000 0.007804188696 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X54P5 381057.34000000 PA USD 321010.81000000 0.117167076430 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHW4 5164000.00000000 PA USD 5197081.88000000 1.896904624012 Long DBT UST US N 2 2030-08-31 Fixed 4.13000000 N N N N N N SBNA Auto Lease Trust N/A 78414SAC8 69830.16000000 PA USD 69849.16000000 0.025494536673 Long ABS-O CORP US Y 2 2026-01-20 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LSKJ4 104785.12000000 PA USD 105433.42000000 0.038482584369 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNV59 367688.43000000 PA USD 294135.44000000 0.107357722873 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNMM1 46441.71000000 PA USD 38891.07000000 0.014195014090 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RB70 220215.16000000 PA USD 221202.27000000 0.080737540507 Long ABS-MBS USGA US N 2 2066-10-20 Floating 5.17000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QZ4 8176700.00000000 PA USD 6710962.66000000 2.449462293507 Long DBT UST US N 2 2043-02-15 Fixed 3.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AT49 386131.85000000 PA USD 387437.32000000 0.141412365783 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 548.00000000 NC USD 725050.90000000 0.264639356587 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVM5 Comdty 2025-06-30 58544574.10000000 USD 725050.90000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292LSC0 1158896.49000000 PA USD 1081625.93000000 0.394787166229 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMC4 349965.43000000 PA USD 360827.29000000 0.131699859781 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379GKK2 70306.37000000 PA USD 2804.67000000 0.001023688218 Long ABS-MBS USGA US N 2 2029-09-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AH6K3 174724.48000000 PA USD 177599.41000000 0.064822750503 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QN6Y3 31831.53000000 PA USD 27656.63000000 0.010094508907 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405T3U4 22632.49000000 PA USD 23288.33000000 0.008500104843 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEEL9 79692.68000000 PA USD 73786.75000000 0.026931734095 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWB69 18517.17000000 PA USD 15513.56000000 0.005662359065 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4CH1 11978818.00000000 PA USD 245147.71000000 0.089477486674 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 0.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JNDC8 1853849.07000000 PA USD 1728642.50000000 0.630944446754 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECQ1 1386245.87000000 PA USD 1154828.83000000 0.421505798475 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTFW2 1030000.00000000 PA USD 25008.30000000 0.009127883878 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 1.37000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378HQU3 122386.70000000 PA USD 16945.50000000 0.006185008827 Long ABS-MBS USGA US N 2 2042-08-16 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JADZ5 127411.94000000 PA USD 114741.67000000 0.041880041418 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FG7F6 271870.70000000 PA USD 271020.42000000 0.098920875170 Long ABS-MBS USGSE US N 2 2025-05-25 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418TKF3 341.96000000 PA USD 340.92000000 0.000124433814 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJ6X0 959989.31000000 PA USD 966646.64000000 0.352820394894 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 5.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LQ2S2 62119.15000000 PA USD 59710.98000000 0.021794160007 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7H6 18996.02000000 PA USD 17076.72000000 0.006232903363 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAFE6 642754.67000000 PA USD 558416.15000000 0.203818643137 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DP79 320490.88000000 PA USD 326435.54000000 0.119147071292 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGHU1 142775.90000000 PA USD 131781.27000000 0.048099396198 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BAF41 166681.03000000 PA USD 154257.66000000 0.056303147670 Long ABS-MBS USGSE US N 2 2044-08-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRTV8 677656.35000000 PA USD 691218.33000000 0.252290665541 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B4JE6 208593.56000000 PA USD 167867.23000000 0.061270561472 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RB6 13519500.00000000 PA USD 10647134.32000000 3.886142029398 Long DBT UST US N 2 2043-05-15 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EK6N0 318391.29000000 PA USD 305816.50000000 0.111621241755 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377VG83 395341.08000000 PA USD 32400.30000000 0.011825920835 Long ABS-MBS USGA US N 2 2041-05-20 Floating 0.97000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNEG4 645761.18000000 PA USD 543932.84000000 0.198532319323 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBZ5 18222.81000000 PA USD 15272.11000000 0.005574231221 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A4XB6 219629.82000000 PA USD 221555.50000000 0.080866467400 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFH4 1793787.29000000 PA USD 1722928.71000000 0.628858946675 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N ReadyCap Commercial Mortgage Trust N/A 75575WAC0 206000.00000000 PA USD 205863.83000000 0.075139099221 Long ABS-CBDO CORP US Y 2 2036-11-25 Floating 5.93000000 N N N N N N BSPDF 2021-FL1 Issuer Ltd N/A 055731AC7 777500.00000000 PA USD 774829.29000000 0.282808179081 Long ABS-CBDO CORP KY Y 2 2036-10-15 Floating 5.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGQ69 582555.21000000 PA USD 511250.31000000 0.186603386180 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407FJ92 66496.63000000 PA USD 68058.42000000 0.024840927001 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHNH1 337309.19000000 PA USD 309938.94000000 0.113125908350 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163JAG9 7481127.77000000 PA USD 302347.53000000 0.110355087904 Long ABS-MBS CORP US N 2 2054-09-15 Variable 1.02000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 054975AG2 3480154.59000000 PA USD 120583.53000000 0.044012286301 Long ABS-MBS CORP US N 2 2055-12-15 Variable 0.46000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HFP33 4437394.00000000 PA USD 145844.27000000 0.053232309310 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 0.44000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FXC5 263209.83000000 PA USD 258821.03000000 0.094468168856 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QC5 512500.00000000 PA USD 517645.02000000 0.188937418094 Long DBT UST US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397U6E4 44138.23000000 PA USD 43772.83000000 0.015976828064 Long ABS-MBS USGSE US N 2 2041-07-25 Floating 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 6358737.82000000 PA USD 5059999.13000000 1.846870218484 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMZB4 518012.10000000 PA USD 436090.25000000 0.159170401931 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 182.00000000 NC USD 174879.45000000 0.063829980941 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM5 Comdty 2025-06-30 37530401.98000000 USD 174879.45000000 N N N Bank N/A 06542BBN6 3281639.34000000 PA USD 107494.03000000 0.039234695020 Long ABS-MBS CORP US N 2 2054-04-15 Variable 0.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AWFW2 462685.75000000 PA USD 435634.97000000 0.159004227382 Long ABS-MBS USGSE US N 2 2039-05-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GN3 648670.91000000 PA USD 638275.61000000 0.232966881022 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV68 166376.15000000 PA USD 158533.20000000 0.057863694874 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FPHM0 7546355.99000000 PA USD 318401.13000000 0.116214558425 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RCV9 54643.29000000 PA USD 54991.37000000 0.020071529839 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ANB9 187857.20000000 PA USD 180810.94000000 0.065994940252 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BB3C1 168878.79000000 PA USD 153626.11000000 0.056072635597 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WY85 165138.03000000 PA USD 135122.97000000 0.049319097239 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H1YZ3 3452631.00000000 PA USD 226571.31000000 0.082697208843 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 1.21000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312941LZ8 57606.65000000 PA USD 56576.03000000 0.020649921512 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397BYP0 229820.16000000 PA USD 240312.97000000 0.087712834727 Long ABS-MBS USGSE US N 2 2036-10-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHGD3 919781.47000000 PA USD 765290.97000000 0.279326747822 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419GP24 73927.31000000 PA USD 72901.42000000 0.026608593800 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MUR1 40738.64000000 PA USD 40794.10000000 0.014889608959 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H5DT1 11887771.00000000 PA USD 334884.45000000 0.122230874244 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKN0 2444000.00000000 PA USD 2520565.93000000 0.919991887398 Long DBT UST US N 2 2031-04-30 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBR0 1758.34000000 PA USD 1399.19000000 0.000510696202 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384LAY5 712983.82000000 PA USD 706988.34000000 0.258046627364 Long ABS-MBS USGA US N 2 2074-11-20 Floating 4.34000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJW55 358689.61000000 PA USD 331642.45000000 0.121047563122 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCB5 6239000.00000000 PA USD 5429635.99000000 1.981785520018 Long DBT UST US N 2 2031-05-15 Fixed 1.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398CUX4 25564.71000000 PA USD 25594.05000000 0.009341679217 Long ABS-MBS USGSE US N 2 2039-05-15 Floating 5.16000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55282XAE0 836500.00000000 PA USD 829091.79000000 0.302613675615 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 5.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E55N4 26918.01000000 PA USD 25091.67000000 0.009158313443 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJJ61 522047.17000000 PA USD 486029.68000000 0.177398003088 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XV64 68733.84000000 PA USD 69280.16000000 0.025286854987 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ES68 745335.57000000 PA USD 758659.45000000 0.276906281637 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQX7 22013.79000000 PA USD 22074.07000000 0.008056907014 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297V6E3 25786.89000000 PA USD 26425.85000000 0.009645281374 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378FJG6 596795.19000000 PA USD 91878.53000000 0.033535128448 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GRL58 253781.55000000 PA USD 236858.86000000 0.086452104690 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N Small Business Administration Participation Certs N/A 83162CVU4 104954.49000000 PA USD 101606.40000000 0.037085744354 Long ABS-O USGA US N 2 2033-09-01 Fixed 3.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407CRE9 21531.13000000 PA USD 22018.99000000 0.008036803135 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163HAG3 5638283.80000000 PA USD 308598.50000000 0.112636655555 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.24000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KSR3 463975.41000000 PA USD 466403.44000000 0.170234539770 Long ABS-MBS USGA US N 2 2064-03-20 Floating 5.49000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKCM4 1087537.91000000 PA USD 1090142.78000000 0.397895766886 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 5.44000000 N N N N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RRA9 335000.00000000 PA USD 322715.95000000 0.117789442601 Long DBT MUN US N 2 2027-07-01 Fixed 2.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417F3J5 284487.76000000 PA USD 265172.21000000 0.096786312573 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140APG57 24826.19000000 PA USD 25230.32000000 0.009208919885 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -13.00000000 NC USD 13762.71000000 0.005023309010 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNM5 Comdty 2025-06-18 -1603012.71000000 USD 13762.71000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB82 2743502.12000000 PA USD 2183432.92000000 0.796940301846 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUSR2 836702.20000000 PA USD 835484.38000000 0.304946933742 Long ABS-MBS USGSE US N 2 2053-12-25 Floating 5.24000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9MC0 10140098.00000000 PA USD 136424.88000000 0.049794286808 Long ABS-MBS USGSE US N 2 2032-11-25 Variable 0.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RC95 662145.06000000 PA USD 665210.79000000 0.242798064881 Long ABS-MBS USGA US N 2 2066-10-20 Floating 5.19000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FNX70 4333263.05000000 PA USD 170502.63000000 0.062232467126 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.09000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A0WQ5 10013.15000000 PA USD 10348.30000000 0.003777069242 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Provident Funding Mortgage Trust N/A 74389BAC5 417559.48000000 PA USD 415769.65000000 0.151753501256 Long ABS-MBS CORP US Y 2 2054-12-25 Variable 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200NBS9 99598.85000000 PA USD 102127.06000000 0.037275782222 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9LS9 360654.40000000 PA USD 336608.91000000 0.122860292103 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B0CN2 290143.98000000 PA USD 282542.64000000 0.103126418377 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 3.50000000 N N N N N N CONSERVATION FUND N/A 20848FAA8 563000.00000000 PA USD 528522.52000000 0.192907642256 Long DBT CORP US N 2 2029-12-15 Fixed 3.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABYR4 174950.66000000 PA USD 172504.81000000 0.062963251168 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375GBQ3 70000.00000000 PA USD 62521.87000000 0.022820118490 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 2.50000000 N N N N N N 2025-04-30 MFS VARIABLE INSURANCE TRUST II James Byrne James Byrne Assistant Treasurer XXXX