NPORT-P false 0000810893 XXXXXXXX S000009707 C000026649 C000026645 C000026643 C000064155 C000200452 C000026644 C000026647 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Total Return Fund S000009707 GCOBPT5OHTVIN37L8N43 2020-03-31 2019-09-30 N 127847062670.490005 59466065554.830002 68380997115.660004 0.000000 0.000000 20549486918.470001 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 36900000.000000 0.000000 0.000000 571504173.090000 JPY GBP USD BRL AUD ARS MXN EUR CAD PEN N APIDOS CLO XVI 2013-16A N/A 03764UAN3 3069214.150000 PA USD 3071174.610000 0.0044913 Long ABS-CBDO CORP KY N 2 2025-01-19 Floating 3.2825 N N N N N N N/A IGJSJL3JD5P30I6NJZ34 000000000 1.000000 NC USD 637154.800000 0.0009318 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 MORGAN STANLEY MORGAN STANLEY Y Single Leg Swap 2020-12-21 1084236.670000 USD 0.000000 USD 68200000.000000 USD -447081.870000 N N N N/A N/A 000000000 1.000000 NC 3072805.790000 0.0044937 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 132950000.000000 BRL 34895013.120000 USD 2020-01-03 3072805.790000 N N N N/A N/A 000000000 1.000000 NC 3065480.290000 0.0044829 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 132950000.000000 BRL 34887687.620000 USD 2020-01-03 3065480.290000 N N N N/A N/A 000000000 1.000000 NC 841615.940000 0.0012308 N/A DFE TW N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 7519748137.000000 TWD 244544654.860000 USD 2019-12-18 841615.940000 N N N N/A N/A 000000000 1.000000 NC USD -31758.330000 0.0000464 N/A DFE AU N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 4676764.950000 USD 6882000.000000 AUD 2019-10-02 -31758.330000 N N N N/A N/A 000000000 1.000000 NC USD -41667.990000 0.0000609 N/A DFE AU N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 50330178.090000 USD 74421000.000000 AUD 2019-11-04 -41667.990000 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CG3 5000000.000000 PA USD 5208756.450000 0.0076173 Long DBT CORP US N 2 2024-02-09 Fixed 3 N N N N N N N/A N/A 000000000 1.000000 NC USD 355237.450000 0.0005195 N/A DFE GB N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1120985587.450000 USD 911993220.940000 GBP 2019-10-02 355237.450000 N N N N/A N/A 000000000 1.000000 NC USD -6107.450000 0.0000089 N/A DFE MX N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 460213.490000 USD 8972000.000000 MXN 2019-10-09 -6107.450000 N N N N/A N/A 000000000 1.000000 NC USD 843.790000 0.0000012 N/A DFE SG N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 175920.850000 USD 244094.580000 SGD 2019-12-18 843.790000 N N N N/A N/A 000000000 1.000000 NC 62555.770000 0.0000915 N/A DFE AU N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 25000000.000000 AUD 16961207.500000 USD 2019-11-15 62555.770000 N N N N/A N/A 000000000 1.000000 NC 46133.260000 0.0000675 N/A DFE AU N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 74421000.000000 AUD 50276594.970000 USD 2019-10-02 46133.260000 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CX6 1000000.000000 PA USD 1052579.430000 0.0015393 Long DBT CORP US N 2 2027-06-20 Fixed 3 N N N N N N N/A N/A 000000000 1.000000 NC -446436.370000 0.0006529 N/A DFE GB N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 911993220.940000 GBP 1122399176.940000 USD 2019-11-04 -446436.370000 N N N N/A N/A 000000000 1.000000 NC USD 5802.470000 0.0000085 N/A DFE CA N 2 National Australia Bank Limited F8SB4JFBSYQFRQEH3Z21 5869681.020000 USD 7784000.000000 CAD 2019-10-02 5802.470000 N N N N/A N/A 000000000 1.000000 NC USD -31047.540000 0.0000454 N/A DFE JP N 2 National Australia Bank Limited F8SB4JFBSYQFRQEH3Z21 1504342.340000 USD 159300000.000000 JPY 2019-10-02 -31047.540000 N N N N/A N/A 000000000 1.000000 NC -4190512.480000 0.0061282 N/A DFE CN N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 4913474078.060000 CNY 681263130.770000 USD 2020-03-18 -4190512.480000 N N N N/A N/A 000000000 1.000000 NC -18168.270000 0.0000266 N/A DFE CN N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 21997032.000000 CNY 3050525.180000 USD 2020-03-18 -18168.270000 N N N ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD 2017-FL1 N/A 03879GAA4 19400000.000000 PA USD 19412745.610000 0.0283891 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 3.3275 N N N N N N N/A N/A 000000000 1.000000 NC -144275.390000 0.0002110 N/A DFE MX N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 144045000.000000 MXN 7097735.840000 USD 2019-11-19 -144275.390000 N N N N/A 5493005LEB5E170OMX59 000000000 1.000000 NC USD 322502.490000 0.0004716 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 OHIO STATE OHIO INFRA IMPT Y Single Leg Swap 2024-09-21 102262.220000 USD 0.000000 USD 10000000.000000 USD 220240.270000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD 71715.390000 0.0001049 N/A DCR US N 2 BNPParibas R0MUWSFPU8MPRO8K5P83 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2020-09-21 0.000000 USD -2118707.670000 USD 10000000.000000 USD 2190423.060000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD 103050.410000 0.0001507 N/A DCR US N 2 BNPParibas R0MUWSFPU8MPRO8K5P83 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2019-12-21 0.000000 USD -5272443.130000 USD 47700000.000000 USD 5375493.540000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD 7209.720000 0.0000105 N/A DCR US N 2 BNPParibas R0MUWSFPU8MPRO8K5P83 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2020-03-21 0.000000 USD -275679.160000 USD 1800000.000000 USD 282888.880000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD 17931.200000 0.0000262 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2019-12-21 0.000000 USD -1478675.610000 USD 8300000.000000 USD 1496606.810000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD 24628.390000 0.0000360 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2019-12-21 0.000000 USD -1213798.050000 USD 11400000.000000 USD 1238426.440000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD 400.540000 0.0000006 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2020-03-21 0.000000 USD -15893.930000 USD 100000.000000 USD 16294.470000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD 9212.430000 0.0000135 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2020-03-21 0.000000 USD -419714.000000 USD 2300000.000000 USD 428926.430000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD 19011.400000 0.0000278 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2019-12-21 0.000000 USD -993011.860000 USD 8800000.000000 USD 1012023.260000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD 204156.460000 0.0002986 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2019-12-21 0.000000 USD -8745946.860000 USD 94500000.000000 USD 8950103.320000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD 5184.920000 0.0000076 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2019-12-21 0.000000 USD -220915.090000 USD 2400000.000000 USD 226100.010000 N N N N/A X57JK1U580XATGR67572 000000000 1.000000 NC 71243.690000 0.0001042 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC CO GTD Y Single Leg Swap 2024-06-21 44352.860000 EUR 0.000000 EUR 16200000.000000 EUR 26890.830000 N N N N/A 5493004EHVGF71PDBU58 000000000 1.000000 NC USD 1586639.370000 0.0023203 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 RUSSIAN GOVT RUSSIAN FEDERATION SR UNSEC REGS Y Single Leg Swap 2024-06-21 0.000000 USD -2532943.400000 USD 158300000.000000 USD 4119582.770000 N N N N/A 5493004EHVGF71PDBU58 000000000 1.000000 NC USD 45881.490000 0.0000671 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 RUSSIAN GOVT RUSSIAN FEDERATION SR UNSEC REGS Y Single Leg Swap 2023-12-21 0.000000 USD -91953.990000 USD 3530000.000000 USD 137835.480000 N N N N/A N/A 000000000 1.000000 NC -2277767.630000 0.0033310 N/A DFE CN N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2839556574.380000 CNY 393863176.970000 USD 2020-03-17 -2277767.630000 N N N N/A N/A 000000000 1.000000 NC USD -4440457.640000 0.0064937 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2024-06-21 0.000000 USD -5478115.300000 USD 127400000.000000 USD 1037657.660000 N N N N/A N/A 000000000 1.000000 NC USD -20253.860000 0.0000296 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2023-12-21 0.000000 USD -39807.960000 USD 800000.000000 USD 19554.100000 N N N N/A N/A 000000000 1.000000 NC USD -77009.770000 0.0001126 N/A DFE JP N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 4582905.720000 USD 487200000.000000 JPY 2019-10-02 -77009.770000 N N N N/A N/A 000000000 1.000000 NC 308280.760000 0.0004508 N/A DFE SE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 159355105.820000 SEK 16496242.610000 USD 2019-10-02 308280.760000 N N N ARES XXIX CLO LTD 2014-1A N/A 04014WAJ4 6426101.220000 PA USD 6431718.020000 0.0094057 Long ABS-CBDO CORP KY N 2 2026-04-17 Floating 3.49325 N N N N N N ARGENT SECURITIES INC 2004-W11 N/A 040104MG3 3522281.440000 PA USD 3555020.340000 0.0051988 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.14338 N N N N N N ARGENT SECURITIES INC 2004-W7 N/A 040104JF9 675336.960000 PA USD 674255.000000 0.0009860 Long ABS-MBS CORP US N 2 2034-05-25 Floating 4.04338 N N N N N N N/A N/A 000000000 1.000000 NC -9305.070000 0.0000136 N/A DFE RU N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 90228773.640000 RUB 1374340.830000 USD 2019-11-15 -9305.070000 N N N N/A N/A 000000000 1.000000 NC USD -53048.160000 0.0000776 N/A DFE AU N 2 State Street Bank and Trust Co. 571474TGEMMWANRLN572 2864890.290000 USD 4166000.000000 AUD 2019-10-02 -53048.160000 N N N N/A N/A 000000000 1.000000 NC USD -34204.170000 0.0000500 N/A DFE JP N 2 State Street Bank and Trust Co. 571474TGEMMWANRLN572 10164146.370000 USD 1095300000.000000 JPY 2019-10-02 -34204.170000 N N N N/A N/A 000000000 1.000000 NC USD -45360.880000 0.0000663 N/A DFE JP N 2 State Street Bank and Trust Co. 571474TGEMMWANRLN572 10580389.780000 USD 1139100000.000000 JPY 2019-10-02 -45360.880000 N N N ARGENT SECURITIES INC 2005-W5 N/A 040104QP9 12178397.750000 PA USD 11605326.190000 0.0169716 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.33838 N N N N N N N/A N/A 000000000 -88200000.000000 NC USD -61.740000 0.0000001 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.75000 12/11/19-5Y CME N/A N/A 2024-12-11 0.000000 USD 0.000000 USD N/A USD N/A 2.750000 USD 2019-12-09 XXXX 926038.260000 N N N N/A N/A 000000000 20000000.000000 NC USD 1066.000000 0.0000016 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.93000 12/11/19-30Y CME N/A N/A 2049-12-11 0.000000 USD 0.000000 USD N/A USD N/A 2.930000 USD 2019-12-09 XXXX -918934.000000 N N N N/A N/A 000000000 -369200000.000000 NC USD -258.440000 0.0000004 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.75000 12/11/19-5Y CME N/A N/A 2024-12-11 0.000000 USD 0.000000 USD N/A USD N/A 2.750000 USD 2019-12-09 XXXX 4032412.470000 N N N N/A N/A 000000000 84000000.000000 NC USD 4099.200000 0.0000060 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Purchased BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.94500 12/11/19-30Y CME N/A N/A 2049-12-11 0.000000 USD 0.000000 USD N/A USD N/A 2.940000 USD 2019-12-09 XXXX -4027900.800000 N N N N/A N/A 000000000 -264700000.000000 NC USD -238.230000 0.0000003 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.75000 12/16/19-5Y CME N/A N/A 2024-12-16 0.000000 USD 0.000000 USD N/A USD N/A 2.750000 USD 2019-12-12 XXXX 2887398.130000 N N N N/A N/A 000000000 60200000.000000 NC USD 3864.840000 0.0000057 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.94250 12/16/19-30Y CME N/A N/A 2049-12-16 0.000000 USD 0.000000 USD N/A USD N/A 2.940000 USD 2019-12-12 XXXX -2885735.160000 N N N ARGENT SECURITIES INC 2006-M2 N/A 04013BAB8 4617940.690000 PA USD 1871127.690000 0.0027363 Long ABS-MBS CORP US N 2 2036-09-25 Floating 2.12838 N N N N N N ARGENT SECURITIES INC 2006-M2 N/A 04013BAC6 23842957.750000 PA USD 9736295.640000 0.0142383 Long ABS-MBS CORP US N 2 2036-09-25 Floating 2.16838 N N N N N N ARGENT SECURITIES INC 2006-W4 N/A 040104TH4 26336637.320000 PA USD 10360174.710000 0.0151507 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.28838 N N N N N N ARGENT SECURITIES INC. 2006-W2 N/A 040104RV5 6706152.440000 PA USD 4201672.080000 0.0061445 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.20838 N N N N N N ARGENT SECURITIES TRUST 2006-W5 N/A 04012XAD7 20594764.160000 PA USD 7308997.360000 0.0106886 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.16838 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1C93Q0 160660000.000000 PA 1857685.460000 0.0027167 Long DBT NUSS AR N 2 2020-02-26 Fixed 0 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1DM1J8 127980000.000000 PA 1337625.510000 0.0019561 Long DBT NUSS AR N 2 2020-05-13 Fixed 0 N N N N N N N/A N/A 000000000 1.000000 NC -31916353.110000 0.0466743 N/A DIR AU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2028-03-21 0.000000 AUD -696268.650000 AUD 300000000.000000 AUD -31220084.460000 N N N N/A N/A 000000000 1.000000 NC -5367723.210000 0.0078497 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2030-03-18 1254404.280000 GBP 0.000000 GBP 398900000.000000 GBP -6622127.490000 N N N N/A N/A 000000000 1.000000 NC -4589264.730000 0.0067113 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2050-03-18 6389396.020000 GBP 0.000000 GBP 262300000.000000 GBP -10978660.750000 N N N N/A N/A 000000000 1.000000 NC -8927507.240000 0.0130555 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2025-03-18 0.000000 GBP -1064751.090000 GBP 843200000.000000 GBP -7862756.150000 N N N N/A N/A 000000000 1.000000 NC -7032459.030000 0.0102842 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2029-12-18 0.000000 GBP -1894487.750000 GBP 161600000.000000 GBP -5137971.280000 N N N N/A N/A 000000000 1.000000 NC -73730191.590000 0.1078226 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2049-12-20 0.000000 GBP -8198568.820000 GBP 388800000.000000 GBP -65531622.770000 N N N N/A N/A 000000000 1.000000 NC 2303886.990000 0.0033692 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-18 0.000000 JPY -24634.480000 JPY 55050000000.000000 JPY 2328521.470000 N N N N/A N/A 000000000 1.000000 NC 867801.870000 0.0012691 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-24 0.000000 JPY 0.000000 JPY 20653000000.000000 JPY 867801.870000 N N N N/A N/A 000000000 1.000000 NC 854272.680000 0.0012493 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-24 0.000000 JPY 0.000000 JPY 20653000000.000000 JPY 854272.680000 N N N N/A N/A 000000000 1.000000 NC 1305941.700000 0.0019098 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-18 0.000000 JPY 0.000000 JPY 34400000000.000000 JPY 1305941.700000 N N N N/A N/A 000000000 1.000000 NC -25215.440000 0.0000369 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2029-09-10 8308.180000 JPY 0.000000 JPY 852000000.000000 JPY -33523.620000 N N N N/A N/A 000000000 1.000000 NC 269027.190000 0.0003934 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-24 0.000000 JPY 0.000000 JPY 10326000000.000000 JPY 269027.190000 N N N N/A N/A 000000000 1.000000 NC 879065.720000 0.0012855 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-17 0.000000 JPY 0.000000 JPY 34420000000.000000 JPY 879065.720000 N N N N/A N/A 000000000 1.000000 NC 444660.550000 0.0006503 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-14 0.000000 JPY 0.000000 JPY 19400000000.000000 JPY 444660.550000 N N N N/A N/A 000000000 1.000000 NC 818073.520000 0.0011963 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-14 0.000000 JPY 0.000000 JPY 39030000000.000000 JPY 818073.520000 N N N N/A N/A 000000000 1.000000 NC 486207.680000 0.0007110 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-24 34784.310000 JPY 0.000000 JPY 25118000000.000000 JPY 451423.370000 N N N N/A N/A 000000000 1.000000 NC -64660.680000 0.0000946 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-08-21 0.000000 JPY 0.000000 JPY 19500000000.000000 JPY -64660.680000 N N N N/A N/A 000000000 1.000000 NC -198366.740000 0.0002901 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-08-21 0.000000 JPY 0.000000 JPY 37600000000.000000 JPY -198366.740000 N N N N/A N/A 000000000 1.000000 NC -109254.710000 0.0001598 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-08-21 0.000000 JPY 0.000000 JPY 19500000000.000000 JPY -109254.710000 N N N N/A N/A 000000000 1.000000 NC -952682.410000 0.0013932 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2039-08-30 0.000000 JPY 0.000000 JPY 7310000000.000000 JPY -952682.410000 N N N N/A N/A 000000000 1.000000 NC -3622121.640000 0.0052970 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2039-08-22 4139143.240000 JPY 0.000000 JPY 38310000000.000000 JPY -7761264.880000 N N N N/A N/A 000000000 1.000000 NC -1336873.690000 0.0019550 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2039-08-22 368427.390000 JPY 0.000000 JPY 14280000000.000000 JPY -1705301.080000 N N N N/A N/A 000000000 1.000000 NC -106899368.430000 0.1563291 N/A DIR JP N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-03-18 0.000000 JPY -22686945.650000 JPY 403680000000.000000 JPY -84212422.780000 N N N N/A N/A 000000000 1.000000 NC -45500023.460000 0.0665390 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-03-18 0.000000 JPY -9883045.300000 JPY 171820000000.000000 JPY -35616978.160000 N N N N/A N/A 000000000 1.000000 NC -11822415.650000 0.0172890 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2028-03-21 2758611.810000 JPY 0.000000 JPY 38460000000.000000 JPY -14581027.460000 N N N N/A N/A 000000000 1.000000 NC -21786881.350000 0.0318610 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2027-09-21 0.000000 JPY -3786335.090000 JPY 72760000000.000000 JPY -18000546.260000 N N N N/A N/A 000000000 1.000000 NC 74498348.940000 0.1089460 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2028-06-19 7357046.700000 JPY 0.000000 JPY 192648000000.000000 JPY 67141302.240000 N N N N/A N/A 000000000 1.000000 NC -10707501.900000 0.0156586 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2028-06-19 0.000000 JPY -22921.400000 JPY 26590000000.000000 JPY -10684580.500000 N N N N/A N/A 000000000 1.000000 NC -11774086.460000 0.0172184 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2029-03-21 0.000000 JPY -1924847.980000 JPY 26060000000.000000 JPY -9849238.480000 N N N N/A N/A 000000000 1.000000 NC -20620182.030000 0.0301548 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-10-29 1331631.490000 JPY 0.000000 JPY 20820000000.000000 JPY -21951813.520000 N N N N/A N/A 000000000 1.000000 NC -92407690.880000 0.1351365 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-03-22 3336264.080000 JPY 0.000000 JPY 89833000000.000000 JPY -95743954.960000 N N N N/A N/A 000000000 1.000000 NC -107128296.350000 0.1566638 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-12-20 6412988.740000 JPY 0.000000 JPY 100450000000.000000 JPY -113541285.090000 N N N N/A N/A 000000000 1.000000 NC -6449288.860000 0.0094314 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-11-12 9870.120000 JPY 0.000000 JPY 5690000000.000000 JPY -6459158.980000 N N N N/A N/A 000000000 1.000000 NC -2197314.520000 0.0032133 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-10-22 0.000000 JPY 0.000000 JPY 1890000000.000000 JPY -2197314.520000 N N N N/A N/A 000000000 1.000000 NC 12531265.350000 0.0183257 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2048-03-23 15981592.960000 JPY 0.000000 JPY 6538600000.000000 JPY -3450327.610000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0VSDQ8 18270000.000000 PA 156224.820000 0.0002285 Long DBT NUSS AR N 2 2020-06-21 Floating 67.4197 N N N N N N N/A N/A 000000000 1.000000 NC 10028529.220000 0.0146657 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2020-08-26 0.000000 MXN -14341277.530000 MXN 24616300000.000000 MXN 24369806.750000 N N N N/A N/A 000000000 1.000000 NC -31902082.810000 0.0466534 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2020-11-27 1220906.750000 MXN 0.000000 MXN 32374500000.000000 MXN -33122989.560000 N N N N/A N/A 000000000 1.000000 NC 31221115.500000 0.0456576 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2020-11-03 0.000000 MXN -1373915.760000 MXN 34000700000.000000 MXN 32595031.260000 N N N N/A N/A 000000000 1.000000 NC -4943216.060000 0.0072289 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2020-11-13 590754.260000 MXN 0.000000 MXN 5192400000.000000 MXN -5533970.320000 N N N N/A N/A 000000000 1.000000 NC 5900985.170000 0.0086296 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2020-11-06 0.000000 MXN -176189.700000 MXN 6247700000.000000 MXN 6077174.870000 N N N N/A N/A 000000000 1.000000 NC 2765578.780000 0.0040444 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2020-11-18 0.000000 MXN 0.000000 MXN 2780000000.000000 MXN 2765578.780000 N N N N/A N/A 000000000 1.000000 NC -8422338.660000 0.0123168 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2020-12-11 0.000000 MXN 0.000000 MXN 7605000000.000000 MXN -8422338.660000 N N N N/A N/A 000000000 1.000000 NC -12750471.350000 0.0186462 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2020-12-03 520305.900000 MXN 0.000000 MXN 11549200000.000000 MXN -13270777.250000 N N N N/A N/A 000000000 1.000000 NC -7362629.210000 0.0107671 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2020-12-10 0.000000 MXN 0.000000 MXN 6572400000.000000 MXN -7362629.210000 N N N N/A N/A 000000000 1.000000 NC USD 89047127.920000 0.1302220 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2023-08-22 0.000000 USD -41117941.370000 USD 1819100000.000000 USD 130165069.290000 N N N N/A 2138002P5RNKC5W2JZ46 000000000 1.000000 NC 2123001.380000 0.0031047 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TESCO PLC TESCO PLC UNSUB EMTN Y Single Leg Swap 2022-06-21 0.000000 EUR -7210664.940000 EUR 143000000.000000 EUR 9333666.320000 N N N N/A N/A 000000000 1.000000 NC USD 574939.990000 0.0008408 N/A DFE RU N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 20541000.000000 USD 1371727980.000000 RUB 2019-10-16 574939.990000 N N N N/A N/A 000000000 1.000000 NC USD 2675.180000 0.0000039 N/A DFE CN N 2 UBS AG BFM8T61CT2L1QCEMIK50 4547035.560000 USD 32479475.000000 CNY 2019-12-18 2675.180000 N N N N/A N/A 000000000 1.000000 NC USD -4000865.290000 0.0058508 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 879710559.200000 USD 803440000.000000 EUR 2019-10-02 -4000865.290000 N N N N/A N/A 000000000 1.000000 NC USD -7827.390000 0.0000114 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 1154997.090000 USD 933000.000000 GBP 2019-10-02 -7827.390000 N N N N/A N/A 000000000 1.000000 NC USD -76741560.300000 0.1122264 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 3161021412.510000 USD 333487759020.000000 JPY 2019-10-02 -76741560.300000 N N N N/A N/A 000000000 1.000000 NC USD -3693.210000 0.0000054 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 1681381.070000 USD 181400000.000000 JPY 2019-10-02 -3693.210000 N N N N/A N/A 000000000 1.000000 NC USD -7292.670000 0.0000107 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 20322668.390000 USD 2196600000.000000 JPY 2019-10-02 -7292.670000 N N N N/A N/A 000000000 1.000000 NC USD -2257.270000 0.0000033 N/A DFE MX N 2 UBS AG BFM8T61CT2L1QCEMIK50 135016.980000 USD 2623000.000000 MXN 2019-10-09 -2257.270000 N N N N/A N/A 000000000 1.000000 NC 61957283.430000 0.0906060 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 3784883084.070000 EUR 4187291853.570000 USD 2019-10-02 61957283.430000 N N N N/A N/A 000000000 18300000.000000 NC USD 0.180000 0.0000000 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Purchased UMBS PASS THRU POOLS FNMA TBA 3.0% NOV 30YR N/A 72.000000 USD 2019-11-06 XXXX -714.660000 N N N N/A N/A 000000000 -500000000.000000 NC USD -197100.000000 0.0002882 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 3.0% NOV 30YR N/A 102.750000 USD 2019-11-06 XXXX 545087.500000 N N N N/A N/A 000000000 -389700000.000000 NC USD -1346686.290000 0.0019694 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 3.0% NOV 30YR N/A 101.600000 USD 2019-11-06 XXXX -98428.480000 N N N N/A N/A 000000000 1839000000.000000 NC USD 18.390000 0.0000000 N/A DIR US N 2 Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Put Purchased UMBS PASS THRU POOLS FNMA TBA 3.0% OCT 30YR N/A 70.000000 USD 2019-10-03 XXXX -71817.550000 N N N N/A N/A 000000000 -109300000.000000 NC USD -145511.090000 0.0002128 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 3.0% NOV 30YR N/A 102.190000 USD 2019-11-06 XXXX 174703.750000 N N N N/A N/A 000000000 -389700000.000000 NC USD -1361416.950000 0.0019909 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 3.0% NOV 30YR N/A 101.590000 USD 2019-11-06 XXXX -97936.480000 N N N N/A N/A 000000000 493300000.000000 NC USD 4.930000 0.0000000 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Purchased UMBS PASS THRU POOLS FNMA TBA 3.5% OCT 30YR N/A 71.000000 USD 2019-10-03 XXXX -19264.600000 N N N N/A N/A 000000000 -250000000.000000 NC USD -332825.000000 0.0004867 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written UMBS PASS THRU POOLS FNMA TBA 3.0% NOV 30YR N/A 102.190000 USD 2019-11-06 XXXX 399596.880000 N N N N/A N/A 000000000 -360200000.000000 NC USD -530718.680000 0.0007761 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 3.0% NOV 30YR N/A 102.130000 USD 2019-11-06 XXXX 594906.320000 N N N N/A N/A 000000000 679900000.000000 NC USD 6.800000 0.0000000 N/A DIR US N 2 Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Put Purchased UMBS PASS THRU POOLS FNMA TBA 3.5% OCT 30YR N/A 72.000000 USD 2019-10-03 XXXX -26551.790000 N N N N/A ECTRVYYCEF89VWYS6K36 000000000 -2167.000000 NC -2519341.150000 0.0036843 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A UNITED KINGDOM GOVT 2019-12-27 -357673593.950000 GBP -2519341.150000 N N N N/A 254900HROIFWPRGM1V77 000000000 1768.000000 NC USD 1768.000000 0.0000026 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 30YR CBT 12/19/19 2019-12-20 N/A USD N/A 220.000000 USD 2019-11-22 XXXX -13436.800000 N N N N/A 254900HROIFWPRGM1V77 000000000 2161.000000 NC USD 2161.000000 0.0000032 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 30YR CBT 12/19/19 2019-12-20 N/A USD N/A 215.000000 USD 2019-11-22 XXXX -16423.600000 N N N N/A 254900HROIFWPRGM1V77 000000000 -462000000.000000 NC USD -765996.000000 0.0011202 N/A DFE GB N 2 MORGAN STANLEY (BANK OF NY) 4PQUHN3JPFGFNF3BB653 Call Written None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2019-10-03 N/A 19.850000 USD 2019-10-03 XXXX 3576804.000000 N N N N/A 254900HROIFWPRGM1V77 000000000 -185600000.000000 NC USD -351155.200000 0.0005135 N/A DFE GB N 2 MORGAN STANLEY (BANK OF NY) 4PQUHN3JPFGFNF3BB653 Call Written None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2019-10-07 N/A 19.920000 USD 2019-10-07 XXXX 1189324.800000 N N N N/A 254900HROIFWPRGM1V77 000000000 -257033000.000000 NC USD -300985.640000 0.0004402 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2019-10-15 N/A 20.320000 USD 2019-10-15 XXXX 2335882.930000 N N N N/A 254900HROIFWPRGM1V77 000000000 -175967000.000000 NC USD -79185.150000 0.0001158 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 Call Written None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2019-10-10 N/A 20.350000 USD 2019-10-10 XXXX 1767236.580000 N N N N/A 254900HROIFWPRGM1V77 000000000 -172800000.000000 NC USD -93657.600000 0.0001370 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2019-10-09 N/A 20.240000 USD 2019-10-09 XXXX 1603238.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 -308000000.000000 NC USD -2943864.000000 0.0043051 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2019-10-15 N/A 19.870000 USD 2019-10-15 XXXX -572264.000000 N N N N/A 254900HROIFWPRGM1V77 000000000 -329100000.000000 NC USD -2382354.900000 0.0034839 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Put Written None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2019-10-09 N/A 19.830000 USD 2019-10-09 XXXX -318897.900000 N N N N/A 254900HROIFWPRGM1V77 000000000 -316000000.000000 NC USD -2116568.000000 0.0030953 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Put Written None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2019-10-03 N/A 19.850000 USD 2019-10-03 XXXX -413328.000000 N N N N/A 254900HROIFWPRGM1V77 000000000 8218.000000 NC USD 8218.000000 0.0000120 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/19 2019-12-20 N/A USD N/A 114.500000 USD 2019-11-22 XXXX -62456.800000 N N N N/A 254900HROIFWPRGM1V77 000000000 30383.000000 NC USD 30383.000000 0.0000444 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/19 2019-12-20 N/A USD N/A 115.000000 USD 2019-11-22 XXXX -230910.800000 N N N N/A 254900HROIFWPRGM1V77 000000000 30994.000000 NC USD 30994.000000 0.0000453 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/19 2019-12-20 N/A USD N/A 115.500000 USD 2019-11-22 XXXX -235554.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 1259.000000 NC USD 1259.000000 0.0000018 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/19 2019-12-20 N/A USD N/A 116.500000 USD 2019-11-22 XXXX -9568.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 519.000000 NC USD 519.000000 0.0000008 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/19 2019-12-20 N/A USD N/A 117.000000 USD 2019-11-22 XXXX -3944.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 332.000000 NC USD 332.000000 0.0000005 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/19 2019-12-20 N/A USD N/A 118.000000 USD 2019-11-22 XXXX -2523.200000 N N N N/A 254900HROIFWPRGM1V77 000000000 309.000000 NC USD 309.000000 0.0000005 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/19 2019-12-20 N/A USD N/A 118.500000 USD 2019-11-22 XXXX -2348.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 11882.000000 NC USD 11882.000000 0.0000174 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/19 2019-12-20 N/A USD N/A 119.000000 USD 2019-11-22 XXXX -90303.200000 N N N N/A 254900HROIFWPRGM1V77 000000000 51108.000000 NC USD -47362807.070000 0.0692631 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2019-12-19 6660011250.000000 USD -47362807.070000 N N N N/A 254900HROIFWPRGM1V77 000000000 117.000000 NC USD 117.000000 0.0000002 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 2YR CBT 12/31/19 2020-01-01 N/A USD N/A 104.130000 USD 2019-11-22 XXXX -889.200000 N N N N/A 254900HROIFWPRGM1V77 000000000 677.000000 NC USD 677.000000 0.0000010 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 2YR CBT 12/31/19 2020-01-01 N/A USD N/A 104.380000 USD 2019-11-22 XXXX -5145.200000 N N N ASHFORD HOSPITALITY TRUST 2018-KEYS N/A 04410CAA7 50900000.000000 PA USD 50917774.280000 0.0744619 Long ABS-MBS CORP US N 2 2035-05-15 Floating 3.0275 N N N N N N N/A 254900HROIFWPRGM1V77 000000000 796.000000 NC USD -445242.500000 0.0006511 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2019-12-31 171538000.000000 USD -445242.500000 N N N N/A 254900HROIFWPRGM1V77 000000000 26968.000000 NC USD 26968.000000 0.0000394 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 5YR CBT 12/31/19 2020-01-01 N/A USD N/A 108.000000 USD 2019-11-22 XXXX -204956.800000 N N N N/A 254900HROIFWPRGM1V77 000000000 27346.000000 NC USD 27346.000000 0.0000400 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 5YR CBT 12/31/19 2020-01-01 N/A USD N/A 108.250000 USD 2019-11-22 XXXX -207829.600000 N N N N/A 254900HROIFWPRGM1V77 000000000 28112.000000 NC USD 28112.000000 0.0000411 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 5YR CBT 12/31/19 2020-01-01 N/A USD N/A 108.500000 USD 2019-11-22 XXXX -213651.200000 N N N N/A 254900HROIFWPRGM1V77 000000000 33888.000000 NC USD 33888.000000 0.0000496 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 5YR CBT 12/31/19 2020-01-01 N/A USD N/A 109.000000 USD 2019-11-22 XXXX -257548.800000 N N N N/A 254900HROIFWPRGM1V77 000000000 969.000000 NC USD 969.000000 0.0000014 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 5YR CBT 12/31/19 2020-01-01 N/A USD N/A 109.500000 USD 2019-11-22 XXXX -7364.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 12856.000000 NC USD 12856.000000 0.0000188 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 5YR CBT 12/31/19 2020-01-01 N/A USD N/A 110.000000 USD 2019-11-22 XXXX -97705.600000 N N N N/A 254900HROIFWPRGM1V77 000000000 15443.000000 NC USD 15443.000000 0.0000226 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 5YR CBT 12/31/19 2020-01-01 N/A USD N/A 111.000000 USD 2019-11-22 XXXX -117366.800000 N N N N/A 254900HROIFWPRGM1V77 000000000 21885.000000 NC USD 21885.000000 0.0000320 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 5YR CBT 12/31/19 2020-01-01 N/A USD N/A 111.250000 USD 2019-11-22 XXXX -166326.000000 N N N N/A 254900HROIFWPRGM1V77 000000000 19779.000000 NC USD 19779.000000 0.0000289 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 5YR CBT 12/31/19 2020-01-01 N/A USD N/A 111.500000 USD 2019-11-22 XXXX -150320.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 184719.000000 NC USD -125186590.250000 0.1830722 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2019-12-31 22008980318.919998 USD -125186590.250000 N N N N/A 254900HROIFWPRGM1V77 000000000 1894.000000 NC USD 1894.000000 0.0000028 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 30YR CBT 12/19/19 2019-12-20 N/A USD N/A 222.000000 USD 2019-11-22 XXXX -14394.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 2099.000000 NC USD 2099.000000 0.0000031 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 30YR CBT 12/19/19 2019-12-20 N/A USD N/A 225.000000 USD 2019-11-22 XXXX -15952.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 -5337.000000 NC USD 2151276.330000 0.0031460 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2019-12-19 -866261812.500000 USD 2151276.330000 N N N ASSET BACKED FUNDING CERT 2002-SB1 N/A 04542BAQ5 751549.170000 PA USD 741565.220000 0.0010845 Long ABS-MBS CORP US N 2 2030-12-25 Floating 2.87838 N N N N N N N/A 254900HROIFWPRGM1V77 000000000 15690.000000 NC USD -52905453.930000 0.0773686 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2019-12-19 3011009062.500000 USD -52905453.930000 N N N ASSET BACKED FUNDING CERT 2004-FF1 N/A 04542BHM7 2575887.070000 PA USD 2421718.170000 0.0035415 Long ABS-MBS CORP US N 2 2034-03-25 Floating 3.06838 Y N N N N N N/A 254900HROIFWPRGM1V77 000000000 7995.000000 NC USD 7995.000000 0.0000117 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US ULTRA 30YR CBT 12/19/19 2019-12-20 N/A USD N/A 125.000000 USD 2019-11-22 XXXX -60762.000000 N N N N/A 254900HROIFWPRGM1V77 000000000 1679.000000 NC USD 1679.000000 0.0000025 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US ULTRA 30YR CBT 12/19/19 2019-12-20 N/A USD N/A 130.000000 USD 2019-11-22 XXXX -12760.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 12150.000000 NC USD 12150.000000 0.0000178 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US ULTRA 30YR CBT 12/19/19 2019-12-20 N/A USD N/A 137.000000 USD 2019-11-22 XXXX -92340.000000 N N N ASSET BACKED FUNDING CERTS 2002-OPT1 N/A 04542BBL5 492563.110000 PA USD 490765.350000 0.0007177 Long ABS-MBS CORP US N 2 2032-05-25 Floating 3.11338 N N N N N N ASSET BACKED SEC CORP HOME EQ 2003-HE2 N/A 04541GDS8 1580231.610000 PA USD 1586178.340000 0.0023196 Long ABS-MBS CORP US N 2 2033-04-15 Floating 3.3775 N N N N N N ASSET BACKED SEC CORP HOME EQ 2005-HE8 N/A 04541GUP5 5402518.940000 PA USD 5430820.580000 0.0079420 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.46838 N N N N N N ASSET BACKED SEC CORP HOME EQY 2003-HE4 N/A 04541GEV0 518313.820000 PA USD 520713.560000 0.0007615 Long ABS-MBS CORP US N 2 2033-08-15 Floating 4.26443 N N N N N N ASSET BACKED SEC HOME EQTY LN 2004-HE7 N/A 04541GLZ3 1066.490000 PA USD 1005.660000 0.0000015 Long ABS-MBS CORP US N 2 2034-10-25 Floating 2.77838 N N N N N N ASSET BACKED SEC HOME EQTY LN 2007-HE2 N/A 04544TAB7 206555.560000 PA USD 157117.040000 0.0002298 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.09838 N N N N N N ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2002-HE2 N/A 045413CW9 6672129.820000 PA USD 6556270.290000 0.0095879 Long ABS-MBS CORP US N 2 2032-08-15 Floating 5.2525 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AR9 2800000.000000 PA USD 2928002.870000 0.0042819 Long DBT CORP GB N 2 2023-08-17 Fixed 3.5 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AS7 1600000.000000 PA USD 1593163.100000 0.0023298 Long DBT CORP GB N 2 2023-08-17 Floating 2.78875 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHL9 700000.000000 PA USD 730010.400000 0.0010676 Long DBT CORP US N 2 2022-01-15 Fixed 4 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCZ3 1050000.000000 PA USD 1078646.340000 0.0015774 Long DBT CORP US N 2 2021-02-15 Fixed 4.6 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCS9 1800000.000000 PA USD 1878417.340000 0.0027470 Long DBT CORP US N 2 2023-02-17 Fixed 3.6 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDB5 8067000.000000 PA USD 8377365.640000 0.0122510 Long DBT CORP US N 2 2022-03-15 Fixed 3.8 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHJ4 4100000.000000 PA USD 4534849.530000 0.0066317 Long DBT CORP US N 2 2029-03-01 Fixed 4.35 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RAX0 7700000.000000 PA USD 7975961.990000 0.0116640 Long DBT CORP US N 2 2021-05-15 Fixed 4.45 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCN0 18800000.000000 PA USD 19645867.460000 0.0287300 Long DBT CORP US N 2 2025-05-15 Fixed 3.4 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFZ0 187790000.000000 PA USD 188746829.490000 0.2760223 Long DBT CORP US N 2 2021-06-01 Floating 2.88763 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGD8 102800000.000000 PA USD 104751794.720000 0.1531885 Long DBT CORP US N 2 2024-06-12 Floating 3.31163 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDV1 183833000.000000 PA USD 185505060.400000 0.2712816 Long DBT CORP US N 2 2021-07-15 Floating 3.25338 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 05253JAV3 101500000.000000 PA USD 103616113.620000 0.1515276 Long DBT CORP AU N 2 2021-05-17 Fixed 3.3 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 05252ADC2 35900000.000000 PA USD 36060987.450000 0.0527354 Long DBT CORP AU N 2 2021-05-17 Floating 2.58375 N N N N N N AUTONATION INC N/A 05329WAL6 1840000.000000 PA USD 1857714.910000 0.0027167 Long DBT CORP US N 2 2021-01-15 Fixed 3.35 N N N N N N AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA) 95980020140005848404 959FFKII0 12731000.000000 PA 14118532.510000 0.0206469 Long DBT NUSS ES N 2 2020-02-11 Fixed 4.95 N N N N N N AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA) 95980020140005848404 B5BMDRII6 19300000.000000 PA 22886224.340000 0.0334687 Long DBT NUSS ES N 2 2021-09-15 Fixed 4.9 N N N N N N AVERY POINT CLO LTD 2013-3A N/A 053633AG8 10447081.160000 PA USD 10455878.650000 0.0152906 Long ABS-CBDO CORP KY N 2 2025-01-18 Floating 3.41963 N N N N N N AVERY POINT IV CLO LTD 2014-1A N/A 05363UAS2 868083.860000 PA USD 868458.290000 0.0012700 Long ABS-CBDO CORP KY N 2 2026-04-25 Floating 3.3755 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAJ2 8000000.000000 PA USD 8035265.120000 0.0117507 Long DBT CORP US N 2 2022-01-20 Fixed 2.875 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAF8 2200000.000000 PA USD 2318401.180000 0.0033904 Long DBT CORP US N 2 2024-01-30 Fixed 4.375 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAC5 78500000.000000 PA USD 81235714.800000 0.1187987 Long DBT CORP US N 2 2023-05-01 Fixed 3.875 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAG6 17500000.000000 PA USD 17567029.550000 0.0256899 Long DBT CORP US N 2 2021-06-01 Floating 3.08175 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAD3 25400000.000000 PA USD 26521735.880000 0.0387852 Long DBT CORP US N 2 2025-08-01 Fixed 4.125 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAA1 3700000.000000 PA USD 3871660.390000 0.0056619 Long DBT CORP US N 2 2020-10-15 Fixed 7.125 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAD2 5100000.000000 PA USD 5149980.000000 0.0075313 Long DBT CORP KY N 2 2021-03-15 Fixed 3.625 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAA8 54466000.000000 PA USD 57537882.400000 0.0841431 Long DBT CORP KY N 2 2022-08-15 Fixed 5.25 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAA9 9031000.000000 PA USD 9658744.810000 0.0141249 Long DBT CORP KY N 2 2023-01-15 Fixed 5.5 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAF8 36300000.000000 PA USD 37278285.000000 0.0545156 Long DBT CORP KY N 2 2024-07-01 Fixed 3.95 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAB7 1300000.000000 PA USD 1382420.000000 0.0020216 Long DBT CORP KY N 2 2023-10-01 Fixed 5.125 N N N N N N AXA EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AC9 4950000.000000 PA USD 5179368.100000 0.0075743 Long DBT CORP US N 2 2023-04-20 Fixed 3.9 N N N N N N B2R MORTGAGE TRUST 2016-1 N/A 05605LAA9 15775400.480000 PA USD 15736599.300000 0.0230131 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 2.5672 N N N N N N BABSON EURO CLO 2016-1 BV 16-1A N/A ACI13K088 1400000.000000 PA 1527467.870000 0.0022338 Long ABS-CBDO CORP NL N 2 2030-07-27 Fixed 1.05 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AE9 18000000.000000 PA USD 19267528.320000 0.0281767 Long DBT CORP BM N 2 2025-05-15 Fixed 4.45 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EF3 700000.000000 PA USD 731038.610000 0.0010691 Long DBT CORP US N 2 2023-07-01 Fixed 3.35 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EE6 1256000.000000 PA USD 1277705.400000 0.0018685 Long DBT CORP US N 2 2022-08-15 Fixed 2.8 N N N N N N BANC OF AMERICA ALT LOAN TRUST 2005-10 N/A 05948KR84 702089.220000 PA USD 721369.430000 0.0010549 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 6 Y N N N N N BANC OF AMERICA ALT LOAN TRUST 2006-6 N/A 059487AC2 1369073.820000 PA USD 1341575.150000 0.0019619 Long ABS-MBS CORP US N 2 2046-07-25 Fixed 6 Y N N N N N BANC OF AMERICA FUND CORP 2006-5 N/A 05950NBB3 2612258.260000 PA USD 2607329.970000 0.0038129 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6 N N N N N N BANC OF AMERICA FUND CORP 2006-5 N/A 05950NBH0 1446126.690000 PA USD 1440306.610000 0.0021063 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 5.75 N N N N N N BANC OF AMERICA FUNDING CORP 2004-A N/A 06051GAX7 142516.100000 PA USD 148217.130000 0.0002168 Long ABS-MBS CORP US N 2 2034-09-20 Floating 4.752 N N N N N N BANC OF AMERICA FUNDING CORP 2004-B N/A 05946XJN4 2736055.900000 PA USD 2718749.530000 0.0039759 Long ABS-MBS CORP US N 2 2034-11-20 Floating 4.42386 N N N N N N BANC OF AMERICA FUNDING CORP 2005-6 N/A 05946XM75 1643459.960000 PA USD 1592128.300000 0.0023283 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.75 Y N N N N N BANC OF AMERICA FUNDING CORP 2005-A N/A 05946XQY2 282378.140000 PA USD 283057.400000 0.0004139 Long ABS-MBS CORP US N 2 2035-02-20 Floating 2.34425 N N N N N N BANC OF AMERICA FUNDING CORP 2005-D N/A 06051GDM8 33816.560000 PA USD 34750.440000 0.0000508 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.80848 N N N N N N BANC OF AMERICA FUNDING CORP 2005-E N/A 05946XXH1 479857.580000 PA USD 428643.480000 0.0006268 Long ABS-MBS CORP US N 2 2035-05-20 Floating 2.62425 Y N N N N N BANC OF AMERICA FUNDING CORP 2005-E N/A 05946XXQ1 97484.950000 PA USD 98421.490000 0.0001439 Long ABS-MBS CORP US N 2 2035-03-20 Floating 4.67676 N N N N N N BANC OF AMERICA FUNDING CORP 2005-H N/A 05946XJ38 1510850.630000 PA USD 1464766.060000 0.0021421 Long ABS-MBS CORP US N 2 2035-11-20 Floating 4.73218 N N N N N N BANC OF AMERICA FUNDING CORP 2006-7 N/A 05951KAN3 181787.200000 PA USD 175953.140000 0.0002573 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-7 N/A 05951KAE3 216495.920000 PA USD 204957.960000 0.0002997 Long ABS-MBS CORP US N 2 2036-09-25 Floating 6 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-8T2 N/A 05951UAK7 493985.130000 PA USD 477803.560000 0.0006987 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.7527 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-A N/A 058927AG9 2484309.510000 PA USD 2422050.970000 0.0035420 Long ABS-MBS CORP US N 2 2036-02-20 Floating 4.30853 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-B N/A 058928AF9 488634.270000 PA USD 482404.040000 0.0007055 Long ABS-MBS CORP US N 2 2036-03-20 Floating 4.84718 N N N N N N BANC OF AMERICA FUNDING CORP 2006-B N/A 058928AN2 177797.740000 PA USD 170478.130000 0.0002493 Long ABS-MBS CORP US N 2 2036-03-20 Floating 4.46453 N N N N N N BANC OF AMERICA FUNDING CORP 2006-C N/A 058930AJ7 2090915.460000 PA USD 1980761.850000 0.0028967 Long ABS-MBS CORP US N 2 2036-04-20 Floating 4.41725 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-D N/A 058933AN2 949037.490000 PA USD 908039.450000 0.0013279 Long ABS-MBS CORP US N 2 2036-05-20 Floating 4.35138 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-H N/A 05950PAL7 1937998.540000 PA USD 1782835.010000 0.0026072 Long ABS-MBS CORP US N 2 2046-09-20 Floating 4.42857 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-H N/A 05950PAU7 11309280.750000 PA USD 10179248.370000 0.0148861 Long ABS-MBS CORP US N 2 2036-10-20 Floating 2.23425 N N N N N N BANC OF AMERICA FUNDING CORP 2006-I N/A 05951VAH2 1556859.000000 PA USD 1333475.270000 0.0019501 Long ABS-MBS CORP US N 2 2046-10-20 Floating 4.41682 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-I N/A 05951VAJ8 2270821.850000 PA USD 2137621.800000 0.0031260 Long ABS-MBS CORP US N 2 2046-10-20 Floating 4.30738 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-I N/A 05951VAV1 1671192.800000 PA USD 1594374.920000 0.0023316 Long ABS-MBS CORP US N 2 2046-10-20 Floating 2.23425 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-J N/A 05951EAM9 73658.160000 PA USD 71809.320000 0.0001050 Long ABS-MBS CORP US N 2 2047-01-20 Floating 4.64738 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-1 N/A 05951FAM6 423705.430000 PA USD 423457.310000 0.0006193 Long ABS-MBS CORP US N 2 2037-01-25 Variable 5.8368 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-2 N/A 05951GAQ5 6587181.140000 PA USD 5944695.160000 0.0086935 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-3 N/A 059515AV8 411397.370000 PA USD 409263.660000 0.0005985 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 5.5 N N N N N N BANC OF AMERICA FUNDING CORP 2007-3 N/A 059515AA4 238797.130000 PA USD 199712.730000 0.0002921 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.11838 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-3 N/A 059515AD8 2026940.280000 PA USD 1723312.130000 0.0025202 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.22838 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-3 N/A 059515AH9 1415515.340000 PA USD 1420907.180000 0.0020779 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.888 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-3 N/A 059515BE5 2505532.270000 PA USD 2500476.360000 0.0036567 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 5.5 N N N N N N BANC OF AMERICA FUNDING CORP 2007-4 N/A 05953YAB7 4018139.860000 PA USD 3495111.850000 0.0051112 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.41838 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-8 N/A 05953LAJ8 7223658.880000 PA USD 6845435.320000 0.0100107 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-E N/A 05954DAR7 2777478.570000 PA USD 2511358.900000 0.0036726 Long ABS-MBS CORP US N 2 2047-09-20 Floating 4.02601 Y N N N N N BANC OF AMERICA MTGE SEC 2004-F N/A 05949AHR4 76706.750000 PA USD 80303.080000 0.0001174 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.70062 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 ACI0LW0M3 6400000.000000 PA 7727730.410000 0.0113010 Long DBT CORP ES N 2 2021-04-14 Floating 8.875 N N N N Y Banco Bilbao Vizcaya Argentaria, S.A. EUR XXXX N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 BVG7GWII3 21600000.000000 PA 24014727.410000 0.0351190 Long DBT CORP ES N 2 2020-02-18 Floating 6.75 N N N N Y Banco Bilbao Vizcaya Argentaria, S.A. EUR XXXX N N N BANCO DO BRASIL /CAYMAN BRANCH QE0Q0253K88YAGNPE356 05957NAR2 4700000.000000 PA USD 4756447.000000 0.0069558 Long DBT CORP BR N 2 2020-01-22 Fixed 6 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAD7 10000000.000000 PA USD 10008579.800000 0.0146365 Long DBT CORP ES N 2 2023-02-23 Floating 3.23763 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAG0 2200000.000000 PA USD 2294260.170000 0.0033551 Long DBT CORP ES N 2 2023-04-12 Fixed 3.848 N N N N N N BANK 2019-BN19 N/A 06540WBB8 3200000.000000 PA USD 3362753.600000 0.0049177 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.071 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GEU9 11165000.000000 PA USD 11549881.440000 0.0168905 Long DBT CORP US N 2 2023-01-11 Fixed 3.3 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGE3 500000.000000 PA USD 510236.060000 0.0007462 Long DBT CORP US N 2 2023-01-20 Floating 3.124 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFB0 15699000.000000 PA USD 16922956.840000 0.0247480 Long DBT CORP US N 2 2024-01-22 Fixed 4.125 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHE2 144600000.000000 PA USD 144916924.160000 0.2119257 Long DBT CORP US N 2 2024-03-05 Floating 2.91663 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHF9 163000000.000000 PA USD 169600520.370000 0.2480229 Long DBT CORP US N 2 2024-03-05 Floating 3.55 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFW4 8600000.000000 PA USD 8682215.830000 0.0126968 Long DBT CORP US N 2 2021-04-19 Fixed 2.625 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFV6 11920000.000000 PA USD 12130197.880000 0.0177391 Long DBT CORP US N 2 2021-04-19 Floating 3.7225 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGJ2 69800000.000000 PA USD 70382099.190000 0.1029264 Long DBT CORP US N 2 2023-04-24 Floating 3.28275 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGK9 20400000.000000 PA USD 20717074.550000 0.0302965 Long DBT CORP US N 2 2023-04-24 Floating 2.881 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFF1 1041000.000000 PA USD 1117704.370000 0.0016345 Long DBT CORP US N 2 2024-04-01 Fixed 4 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHH5 17280000.000000 PA USD 17626151.920000 0.0257764 Long DBT CORP US N 2 2022-05-17 Floating 3.499 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06053FAA7 28890000.000000 PA USD 30866998.460000 0.0451397 Long DBT CORP US N 2 2023-07-24 Fixed 4.1 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHL6 68090000.000000 PA USD 71750402.650000 0.1049274 Long DBT CORP US N 2 2024-07-23 Floating 3.864 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGU7 24550000.000000 PA USD 24629202.720000 0.0360176 Long DBT CORP US N 2 2021-10-01 Floating 2.74863 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGB9 7900000.000000 PA USD 7900920.750000 0.0115543 Long DBT CORP US N 2 2020-11-09 Fixed 2.151 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHC6 3426000.000000 PA USD 3500827.230000 0.0051196 Long DBT CORP US N 2 2023-12-20 Floating 3.004 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 67957000.000000 PA USD 70965834.230000 0.1037801 Long DBT CORP US N 2 2028-12-20 Floating 3.419 N N N N N N BANK OF AMERICA MTG SEC 2002-G N/A 06050HKR8 89166.570000 PA USD 92564.090000 0.0001354 Long ABS-MBS CORP US N 2 2032-07-20 Floating 4.97289 N N N N N N BANK OF AMERICA MTGE SEC 2003-D N/A 05948XBV2 306891.750000 PA USD 316390.570000 0.0004627 Long ABS-MBS CORP US N 2 2033-05-25 Floating 5.17776 N N N N N N BANK OF AMERICA MTGE SEC 2003-H N/A 05948XTG6 468947.810000 PA USD 475778.500000 0.0006958 Long ABS-MBS CORP US N 2 2033-09-25 Floating 4.59551 N N N N N N BANK OF AMERICA MTGE SEC 2004-2 N/A 05948X4W8 23674.200000 PA USD 25241.520000 0.0000369 Long ABS-MBS CORP US N 2 2031-10-25 Fixed 6.5 N N N N N N BANK OF AMERICA MTGE SEC 2005-F N/A 05949CCA2 569414.670000 PA USD 564801.160000 0.0008260 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.32808 Y N N N N N BANK OF AMERICA MTGE SEC 2005-F N/A 05949CCD6 1071725.510000 PA USD 1013670.250000 0.0014824 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.29911 N N N N N N BANK OF AMERICA MTGE SEC 2005-F N/A 05949CCE4 180929.300000 PA USD 179617.310000 0.0002627 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.74383 N N N N N N BANK OF AMERICA MTGE SEC 2005-G N/A 05949CED4 401532.080000 PA USD 407483.270000 0.0005959 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.25448 Y N N N N N BANK OF AMERICA MTGE SEC 2005-G N/A 05949CEG7 3197575.910000 PA USD 3244967.820000 0.0047454 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.25448 Y N N N N N BANK OF AMERICA MTGE SECS-2005-J N/A 05949CKQ8 296119.950000 PA USD 300467.820000 0.0004394 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.42878 Y N N N N N BANK OF AMERICA MTGE SECS-2005-J N/A 05949CKT2 25548.630000 PA USD 25923.760000 0.0000379 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.42878 Y N N N N N BANK OF AMERICA MTGE SECS-2005-L N/A 05949CPK6 1902923.680000 PA USD 1815377.580000 0.0026548 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.70954 Y N N N N N BANK OF AMERICA MTGE SECS-2006-2 N/A 05950GAB9 845696.160000 PA USD 804890.470000 0.0011771 Long ABS-MBS CORP US N 2 2046-07-25 Floating 6 Y N N N N N BANK OF AMERICA MTGE SECS-2007-2 N/A 05952FAE3 352568.040000 PA USD 314253.520000 0.0004596 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 5.5 Y N N N N N BANK OF AMERICA MTGE SECURITIES 2004-4 N/A 05949ADG2 249781.300000 PA USD 253591.810000 0.0003709 Long ABS-MBS CORP US N 2 2034-05-25 Floating 4.8433 N N N N N N BANK OF AMERICA MTGE SECURITIES 2005-A N/A 05949AH86 331118.090000 PA USD 336689.220000 0.0004924 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.46887 N N N N N N BANK OF AMERICA MTGE SECURITIES 2005-A N/A 05949AH94 625632.580000 PA USD 634950.750000 0.0009285 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.46887 N N N N N N BANK OF AMERICA MTGE SECURITIES 2005-A N/A 05949AJ43 238341.210000 PA USD 241355.820000 0.0003530 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.05827 N N N N N N BANK OF IRELAND (AKA: GOVERNOR & CO OF THE BANK OF IRELAND) Q2GQA2KF6XJ24W42G291 ACI0CWJH4 22947000.000000 PA 26037995.590000 0.0380778 Long DBT CORP IE N 2 2020-06-18 Floating 7.375 N N N N N N BANK OF NEW YORK MELLON CORP (BNY MELLON) WFLLPEPC7FZXENRZV188 06406HDD8 15400000.000000 PA USD 15474993.380000 0.0226305 Long DBT CORP US N 2 2020-08-17 Fixed 2.6 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FAR8 25800000.000000 PA USD 27170292.440000 0.0397337 Long DBT CORP FR N 2 2023-07-20 Fixed 3.75 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FAQ0 9700000.000000 PA USD 9793134.940000 0.0143214 Long DBT CORP FR N 2 2023-07-20 Floating 3.23763 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739GAR0 3500000.000000 PA USD 3525896.640000 0.0051563 Long DBT CORP GB N 2 2020-01-08 Fixed 5.125 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 130220000.000000 PA USD 143660657.300000 0.2100886 Long DBT CORP GB N 2 2022-11-21 Fixed 7.625 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739FFU0 224752000.000000 PA USD 251414909.620000 0.3676678 Long DBT CORP GB N 2 2021-06-12 Fixed 10.179 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 B4XDHNII0 3100000.000000 PA 4311380.960000 0.0063049 Long DBT CORP GB N 2 2021-05-21 Fixed 10 N N N N N N BARCLAYS BANK PLC/ NEW YORK BRANCH G5GSEF7VJP5I7OUK5573 06742TJS6 104880000.000000 PA USD 104904421.310000 0.1534117 Long DBT CORP US N 2 2019-10-25 Floating 2.6755 N N N N N N BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-STP N/A 05547GAA1 17560469.720000 PA USD 17703148.540000 0.0258890 Long ABS-MBS CORP US N 2 2028-09-10 Fixed 3.3228 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI07CRC6 33107000.000000 PA 38656762.530000 0.0565314 Long DBT CORP GB N 2 2020-12-15 Floating 8 N N N N Y Barclays PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBA2 20600000.000000 PA USD 21452531.000000 0.0313721 Long DBT CORP GB N 2 2023-09-15 Floating 7.75 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0G5LH6 5100000.000000 PA 6682731.590000 0.0097728 Long DBT CORP GB N 2 2022-09-15 Floating 7.875 N N N N Y Barclays PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAS4 50100000.000000 PA USD 50975176.860000 0.0745458 Long DBT CORP GB N 2 2023-01-10 Fixed 3.684 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAT2 48400000.000000 PA USD 48613446.420000 0.0710920 Long DBT CORP GB N 2 2023-01-10 Floating 3.96275 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBE4 103800000.000000 PA USD 107884292.300000 0.1577694 Long DBT CORP GB N 2 2023-02-15 Floating 4.61 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBF1 72100000.000000 PA USD 72112183.460000 0.1054565 Long DBT CORP GB N 2 2023-02-15 Floating 3.58813 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBB0 1400000.000000 PA USD 1463330.020000 0.0021400 Long DBT CORP GB N 2 2024-05-16 Floating 4.338 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAQ8 42400000.000000 PA USD 42815520.000000 0.0626132 Long DBT CORP GB N 2 2021-08-10 Fixed 3.2 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAR6 62700000.000000 PA USD 63975889.820000 0.0935580 Long DBT CORP GB N 2 2021-08-10 Floating 4.291 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAT2 86300000.000000 PA USD 86479501.410000 0.1264672 Long DBT CORP US N 2 2020-08-14 Floating 2.76525 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAV7 22632000.000000 PA USD 22854630.530000 0.0334225 Long DBT CORP US N 2 2022-08-15 Fixed 2.764 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAX3 85300000.000000 PA USD 85822813.080000 0.1255068 Long DBT CORP US N 2 2022-08-15 Floating 3.03813 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAZ8 2200000.000000 PA USD 2228089.580000 0.0032583 Long DBT CORP US N 2 2024-08-15 Fixed 3.222 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAG5 31800000.000000 PA USD 31898440.080000 0.0466481 Long DBT CORP GB N 2 2020-06-15 Fixed 2.75 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAA1 4700000.000000 PA USD 4795316.520000 0.0070126 Long DBT CORP US N 2 2021-06-25 Fixed 3.5 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAC7 17400000.000000 PA USD 17385157.450000 0.0254240 Long DBT CORP US N 2 2021-06-25 Floating 2.73625 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAU7 1200000.000000 PA USD 1205749.120000 0.0017633 Long DBT CORP US N 2 2021-07-15 Fixed 2.75 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAE3 17200000.000000 PA USD 17980469.440000 0.0262945 Long DBT CORP US N 2 2023-12-15 Fixed 3.875 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAG8 12600000.000000 PA USD 12616350.770000 0.0184501 Long DBT CORP US N 2 2023-12-15 Floating 3.1285 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 32600000.000000 PA USD 34831356.230000 0.0509372 Long DBT CORP US N 2 2025-12-15 Fixed 4.25 N N N N N N BAYVIEW COMMERCIAL ASSET TRUST 2004-2 N/A 07324SAR3 166335.100000 PA USD 164646.280000 0.0002408 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.44838 N N N N N N BBVA BANCOMER SA/TAXAS BRANCH 549300WIWQK5Q9MCUN92 05533AAA0 1415000.000000 PA USD 1449667.500000 0.0021200 Long DBT CORP MX N 2 2020-04-22 Fixed 7.25 N N N N N N BBVA BANCOMER SA/TAXAS BRANCH 549300WIWQK5Q9MCUN92 05533UAB4 28705000.000000 PA USD 29997012.050000 0.0438675 Long DBT CORP MX N 2 2021-03-10 Fixed 6.5 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAC9 109800000.000000 PA USD 111642866.730000 0.1632659 Long DBT CORP US N 2 2021-06-11 Fixed 3.5 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAD7 72350000.000000 PA USD 72364349.900000 0.1058252 Long DBT CORP US N 2 2021-06-11 Floating 2.86838 N N N N N N BBVA USA C90VT034M03BN29IRA40 05552JAA7 28800000.000000 PA USD 28570072.320000 0.0417807 Long DBT CORP US N 2 2024-08-27 Fixed 2.5 N N N N N N BCAP LLC 2013-RR5 TRUST N/A 05542MAS4 2318128.160000 PA USD 2340952.450000 0.0034234 Long ABS-MBS CORP US N 2 2046-11-26 Floating 3.28986 N N N N N N BCAP LLC TRUST 2007-AA2 N/A 05530NAA5 69708.110000 PA USD 65167.530000 0.0000953 Long ABS-MBS CORP US N 2 2047-05-25 Floating 2.22838 N N N N N N BCAP LLC TRUST 2007-AA3 N/A 05530VAN9 8740422.170000 PA USD 8243447.880000 0.0120552 Long ABS-MBS CORP US N 2 2047-05-25 Floating 2.23838 Y N N N N N BCAP LLC TRUST 2008-RR2 N/A 05531TAF0 3714178.950000 PA USD 3665540.290000 0.0053605 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 5.5 Y N N N N N COBANK ACB (AKA: COBANK AB) P0J8I7M2E0A77CKF1705 19075Q805 40000.000000 NS USD 4210000.000000 0.0061567 Long EP CORP US N 2 N N N BCAP LLC TRUST 2009-RR14 N/A 05532LAD1 821848.000000 PA USD 765865.690000 0.0011200 Long ABS-MBS CORP US N 2 2036-07-26 Floating 4.01831 N N N N N N BCAP LLC TRUST 2010-RR1 N/A 05532TAD4 2600769.230000 PA USD 2322047.390000 0.0033957 Long ABS-MBS CORP US N 2 2037-03-26 Floating 4.17132 N N N N N N BCAP LLC TRUST 2011-R11 N/A 05533FKT7 405350.290000 PA USD 402071.700000 0.0005880 Long ABS-MBS CORP US N 2 2034-01-26 Floating 4.37908 N N N N N N BCAP LLC TRUST 2011-R11 N/A 05533FCL3 1641395.800000 PA USD 1606653.360000 0.0023496 Long ABS-MBS CORP US N 2 2036-07-26 Floating 2.37213 N N N N N N BCAP LLC TRUST 2011-RR10 N/A 05537LAM6 773204.470000 PA USD 773122.970000 0.0011306 Long ABS-MBS CORP US N 2 2035-06-26 Floating 4.98564 N N N N N N BCAP LLC TRUST 2011-RR4 N/A 05533XAA0 20325868.930000 PA USD 17051966.990000 0.0249367 Long ABS-MBS CORP US N 2 2037-04-26 Fixed 5.25 N N N N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAN1 15075683.640000 PA USD 15250362.570000 0.0223020 Long ABS-MBS CORP US N 2 2037-03-26 Floating 4.88239 N N N N N N BCAP LLC TRUST 2011-RR5 N/A 05533YBS8 4776864.940000 PA USD 4675053.230000 0.0068368 Long ABS-MBS CORP US N 2 2036-07-26 Floating 4.10459 N N N N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAR2 36798385.960000 PA USD 22875569.440000 0.0334531 Long ABS-MBS CORP US N 2 2036-06-26 Floating 5.25 N N N N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAA9 2207364.720000 PA USD 2155317.270000 0.0031519 Long ABS-MBS CORP US N 2 2036-11-26 Floating 2.28525 N N N N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAC5 15831544.400000 PA USD 15451588.920000 0.0225963 Long ABS-MBS CORP US N 2 2036-11-26 Floating 2.30525 N N N N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAE1 2003924.600000 PA USD 2043129.780000 0.0029879 Long ABS-MBS CORP US N 2 2037-08-26 Fixed 5.25 N N N N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAG6 889242.450000 PA USD 896035.730000 0.0013104 Long ABS-MBS CORP US N 2 2036-02-26 Floating 7.76809 N N N N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAJ0 9447258.790000 PA USD 8884517.700000 0.0129927 Long ABS-MBS CORP US N 2 2047-01-26 Floating 3.24277 N N N N N N BCAP LLC TRUST 2011-RR6 N/A 05535YAQ1 788979.110000 PA USD 793502.330000 0.0011604 Long ABS-MBS CORP US N 2 2037-03-26 Floating 4.57307 N N N N N N BCAP LLC TRUST 2011-RR6 N/A 05535YAA6 971303.760000 PA USD 979445.230000 0.0014323 Long ABS-MBS CORP US N 2 2021-01-26 Floating 5 N N N N N N BCAP LLC TRUST 2011-RR6 N/A 05535YAE8 5501640.440000 PA USD 5023393.840000 0.0073462 Long ABS-MBS CORP US N 2 2037-04-26 Fixed 5.25 N N N N N N BCAP LLC TRUST 2011-RR6 N/A 05535YAJ7 2894756.710000 PA USD 2833203.760000 0.0041433 Long ABS-MBS CORP US N 2 2037-06-26 Fixed 5.25 N N N N N N BCAP LLC TRUST 2011-RR6 N/A 05535YAN8 5593895.690000 PA USD 4585528.870000 0.0067059 Long ABS-MBS CORP US N 2 2036-05-26 Floating 4.53262 N N N N N N BCAP LLC TRUST 2013-RR1 N/A 05490BAQ4 3341337.400000 PA USD 2889289.200000 0.0042253 Long ABS-MBS CORP US N 2 2037-10-26 Variable 6 N N N N N N BCAP LLC TRUST 2013-RR1 N/A 05490BAW1 11884197.970000 PA USD 11063061.690000 0.0161786 Long ABS-MBS CORP US N 2 2036-08-26 Floating 4.45921 N N N N N N BEAR STEARNS MTGE SEC INC 1997-6 N/A 073914WC3 4466.750000 PA USD 4615.990000 0.0000068 Long ABS-MBS CORP US N 2 2030-06-25 Floating 4.21397 N N N N N N BEAR STEARNS STRUC PROD INC 2007-R6 N/A 07402FAA3 1995153.750000 PA USD 1781232.170000 0.0026049 Long ABS-MBS CORP US N 2 2036-01-26 Floating 4.0818 Y N N N N N BEAR STEARNS STRUC PROD INC 2007-R6 N/A 07402FAC9 2001061.250000 PA USD 1744246.250000 0.0025508 Long ABS-MBS CORP US N 2 2046-12-26 Floating 3.61494 Y N N N N N BEAR STEARNS ABS INC 2003-SD2 N/A 07384YLJ3 429857.020000 PA USD 442192.800000 0.0006467 Long ABS-MBS CORP US N 2 2043-06-25 Variable 4.86817 N N N N N N BEAR STEARNS ADJ RATE MTGE 2003-9 N/A 07384MB68 493194.490000 PA USD 511037.180000 0.0007473 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.61918 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2003-3 N/A 07384MUR1 362923.510000 PA USD 375591.030000 0.0005493 Long ABS-MBS CORP US N 2 2033-05-25 Floating 5.06534 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2003-5 N/A 07384MWG3 10763.920000 PA USD 10808.810000 0.0000158 Long ABS-MBS CORP US N 2 2033-08-25 Floating 4.34196 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2004-2 N/A 07384MM82 505.870000 PA USD 464.820000 0.0000007 Long ABS-MBS CORP US N 2 2034-05-25 Floating 5.125 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2004-2 N/A 07384MN57 5666.220000 PA USD 5345.470000 0.0000078 Long ABS-MBS CORP US N 2 2034-05-25 Floating 3.44091 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2004-6 N/A 07384MW65 784585.830000 PA USD 795451.010000 0.0011633 Long ABS-MBS CORP US N 2 2034-09-25 Floating 3.96019 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2004-7 N/A 07384MX98 21577.230000 PA USD 21207.120000 0.0000310 Long ABS-MBS CORP US N 2 2034-10-25 Floating 4.25002 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2005-6 N/A 07387ADM4 664074.050000 PA USD 595753.910000 0.0008712 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.13196 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2005-9 N/A 07387AEG6 7725984.870000 PA USD 7970302.140000 0.0116557 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.27 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2006-1 N/A 07387AGZ2 2352434.390000 PA USD 2420735.440000 0.0035401 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.91 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2007-1 N/A 073880AD8 2434690.230000 PA USD 2411227.850000 0.0035262 Long ABS-MBS CORP US N 2 2047-02-25 Floating 4.91078 Y N N N N N BEAR STEARNS ADJ RATE MTGE TR 2007-3 N/A 073881AA2 13249552.810000 PA USD 12606891.200000 0.0184362 Long ABS-MBS CORP US N 2 2047-05-25 Floating 4.37968 Y N N N N N BEAR STEARNS ADJUST RT MTGE TR 2000- N/A 07384MAA0 910272.820000 PA USD 899159.750000 0.0013149 Long ABS-MBS CORP US N 2 2030-11-25 Floating 2.78108 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZQ8 18636.250000 PA USD 18317.750000 0.0000268 Long ABS-MBS CORP US N 2 2034-01-25 Floating 5.02047 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZS4 1389533.280000 PA USD 1456802.810000 0.0021304 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.88566 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZV7 954632.940000 PA USD 989389.030000 0.0014469 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.6703 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-1 N/A 07384MG55 901126.200000 PA USD 926791.360000 0.0013553 Long ABS-MBS CORP US N 2 2034-04-25 Floating 4.68612 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-1 N/A 07384MK35 591.080000 PA USD 600.320000 0.0000009 Long ABS-MBS CORP US N 2 2034-04-25 Floating 5 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4E9 64163.000000 PA USD 64242.730000 0.0000939 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.32805 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4J8 375648.100000 PA USD 382646.350000 0.0005596 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.60322 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-1 N/A 07387AAB1 1774877.380000 PA USD 1818938.360000 0.0026600 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.31282 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-1 N/A 07387AAE5 114437.570000 PA USD 115227.780000 0.0001685 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.81656 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-10 N/A 07387AET8 18860800.590000 PA USD 19294472.640000 0.0282161 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.77692 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 N/A 07387AFZ3 480561.390000 PA USD 461842.320000 0.0006754 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.52812 Y N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 N/A 07387AGE9 6131271.280000 PA USD 5864583.670000 0.0085763 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.06912 Y N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-3 N/A 07387AAV7 394652.170000 PA USD 391506.320000 0.0005725 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.10461 Y N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4 N/A 07387ABR5 5274738.860000 PA USD 5059100.150000 0.0073984 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.25669 Y N N N N N BEAR STEARNS ALT-A TR 2004-12 N/A 07386HPE5 2013193.650000 PA USD 1496747.270000 0.0021888 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.12635 N N N N N N BEAR STEARNS ALT-A TR 2005-3 N/A 07386HSN2 5609.010000 PA USD 5739.690000 0.0000084 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.12207 N N N N N N BEAR STEARNS ALT-A TRUST 2003-3 N/A 07386HCE9 14482.440000 PA USD 15486.010000 0.0000226 Long ABS-MBS CORP US N 2 2033-10-25 Floating 4.544 N N N N N N BEAR STEARNS ALT-A TRUST 2003-5 N/A 07386HDL2 674104.910000 PA USD 687408.100000 0.0010053 Long ABS-MBS CORP US N 2 2033-12-25 Floating 4.25887 N N N N N N BEAR STEARNS ALT-A TRUST 2004-1 N/A 07386HFG1 116323.650000 PA USD 111909.750000 0.0001637 Long ABS-MBS CORP US N 2 2034-02-25 Floating 2.9491 N N N N N N BEAR STEARNS ALT-A TRUST 2004-1 N/A 07386HFU0 1860493.740000 PA USD 1903635.990000 0.0027839 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.39735 N N N N N N BEAR STEARNS ALT-A TRUST 2004-8 N/A 07386HKS9 226298.870000 PA USD 226826.240000 0.0003317 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.71838 N N N N N N BEAR STEARNS ALT-A TRUST 2004-9 N/A 07386HKZ3 452145.220000 PA USD 441521.530000 0.0006457 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.13269 N N N N N N BEAR STEARNS ALT-A TRUST 2005-10 N/A 07386HZJ3 7668038.370000 PA USD 7900939.700000 0.0115543 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 3.97965 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSP7 462348.780000 PA USD 463188.450000 0.0006774 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.45838 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSY8 41050736.970000 PA USD 41807006.490000 0.0611383 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.49579 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSZ5 440279.780000 PA USD 450477.980000 0.0006588 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.49579 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HTC5 115297.980000 PA USD 121846.290000 0.0001782 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.85897 N N N N N N BEAR STEARNS ALT-A TRUST 2005-5 N/A 07386HUM1 8142836.900000 PA USD 6727194.120000 0.0098378 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.51834 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVS7 17988139.090000 PA USD 15111805.070000 0.0220994 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.20072 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-9 N/A 07386HYH8 3880265.580000 PA USD 3102850.100000 0.0045376 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.92453 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-1 N/A 07386HA92 1622557.850000 PA USD 1627237.310000 0.0023797 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.49838 N N N N N N BEAR STEARNS ALT-A TRUST 2006-1 N/A 07386HB83 990538.940000 PA USD 866388.850000 0.0012670 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 4.02993 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-2 N/A 07386HE98 3603577.510000 PA USD 3152254.650000 0.0046098 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.05512 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-2 N/A 07386HF71 6820279.600000 PA USD 5859572.290000 0.0085690 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.10916 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-2 N/A 07386HG39 10417048.950000 PA USD 7480242.220000 0.0109391 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.15337 N N N N N N BEAR STEARNS ALT-A TRUST 2006-3 N/A 07386HP54 6148168.100000 PA USD 4667233.030000 0.0068253 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.50677 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-3 N/A 07386HQ87 6582057.090000 PA USD 4729288.980000 0.0069161 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.33606 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-4 N/A 073871AA3 9028817.530000 PA USD 9672497.280000 0.0141450 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.33838 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-5 N/A 073873AA9 3068802.990000 PA USD 2567527.830000 0.0037547 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.35838 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-5 N/A 073873AK7 52682.460000 PA USD 35581.640000 0.0000520 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.96198 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868AM3 4684928.000000 PA USD 4348710.390000 0.0063595 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.99232 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868AV3 1040931.040000 PA USD 971684.040000 0.0014210 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.05292 N N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868BE0 2181626.880000 PA USD 1825326.850000 0.0026693 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.82536 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-7 N/A 073875AN6 416973.100000 PA USD 349515.570000 0.0005111 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.47336 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-8 N/A 07387QAX8 1686981.130000 PA USD 1671611.210000 0.0024446 Long ABS-MBS CORP US N 2 2034-02-25 Floating 2.17838 N N N N N N BEAR STEARNS ALT-A TRUST 2006-8 N/A 07387QAY6 23430.290000 PA USD 21831.560000 0.0000319 Long ABS-MBS CORP US N 2 2034-02-25 Floating 2.21838 N N N N N N BEAR STEARNS ALT-A TRUST 2006-R1 N/A 073866BN4 4554389.810000 PA USD 3878153.100000 0.0056714 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.94452 Y N N N N N BEAR STEARNS ALT-A TRUST 2007-1 N/A 07386XAA4 3336717.550000 PA USD 2637510.060000 0.0038571 Long ABS-MBS CORP US N 2 2047-01-25 Floating 2.33838 Y N N N N N BEAR STEARNS ALT-A TRUST-2004-7 N/A 07386HKK6 42960.540000 PA USD 44593.960000 0.0000652 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.52882 N N N N N N BEAR STEARNS ARM 2003-1 N/A 07384MTJ1 266458.880000 PA USD 274309.320000 0.0004011 Long ABS-MBS CORP US N 2 2033-04-25 Floating 5.37073 N N N N N N BEAR STEARNS ARM 2003-1 N/A 07384MTK8 758939.060000 PA USD 784538.680000 0.0011473 Long ABS-MBS CORP US N 2 2033-04-25 Floating 4.78536 N N N N N N BEAR STEARNS ARM 2003-1 N/A 07384MTN2 27303.460000 PA USD 28463.020000 0.0000416 Long ABS-MBS CORP US N 2 2033-04-25 Floating 5.03307 N N N N N N BEAR STEARNS ARM TR 2004-3 N/A 07384MQ70 51074.390000 PA USD 50290.520000 0.0000735 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.31661 N N N N N N BEAR STEARNS ARM TR 2004-3 N/A 07384MR87 45292.380000 PA USD 44930.480000 0.0000657 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.31661 N N N N N N BEAR STEARNS ARM TR 2004-3 N/A 07384MR20 159922.720000 PA USD 164690.370000 0.0002408 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.54293 N N N N N N BEAR STEARNS ARM TR 2004-8 N/A 07384M2E1 1618067.860000 PA USD 1613446.170000 0.0023595 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.98093 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSJ2 23886.710000 PA USD 22794.700000 0.0000333 Long ABS-MBS CORP US N 2 2033-02-25 Floating 4.43289 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1 N/A 07384YGX8 154359.900000 PA USD 154863.850000 0.0002265 Long ABS-MBS CORP US N 2 2042-11-25 Floating 3.01838 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC7 N/A 07384YPH3 25164.830000 PA USD 25661.890000 0.0000375 Long ABS-MBS CORP US N 2 2034-01-25 Variable 5.5 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-AC6 N/A 073879LP1 1420121.800000 PA USD 1291182.270000 0.0018882 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.41838 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE2 N/A 073879RA8 4014507.040000 PA USD 4046246.940000 0.0059172 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.14338 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE8 N/A 073879J74 1628812.390000 PA USD 1634324.940000 0.0023900 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.99338 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE10 N/A 07389RAB2 8715621.650000 PA USD 8727133.240000 0.0127625 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.21838 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE10 N/A 07389RAP1 3729203.140000 PA USD 4030722.640000 0.0058945 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.18838 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE2 N/A 07387UEM9 10000000.000000 PA USD 9983557.000000 0.0145999 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.41838 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE4 N/A 07388AAB0 1624385.880000 PA USD 1572087.640000 0.0022990 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.35838 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3 N/A 073888AN9 75034.890000 PA USD 75467.110000 0.0001104 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.34922 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-AQ1 N/A 07389VAA5 976609.510000 PA USD 1483781.480000 0.0021699 Long ABS-MBS CORP US N 2 2031-04-25 Floating 2.12838 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE4 N/A 07386RAB5 624342.050000 PA USD 624005.220000 0.0009125 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.20838 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE5 N/A 073859AC4 7500000.000000 PA USD 7438310.250000 0.0108777 Long ABS-MBS CORP US N 2 2047-06-25 Floating 2.25838 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6 N/A 07387YAE3 6445357.620000 PA USD 5656721.060000 0.0082724 Long ABS-MBS CORP US N 2 2037-08-25 Floating 3.06838 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7 N/A 07387VAA7 203689.350000 PA USD 205049.300000 0.0002999 Long ABS-MBS CORP US N 2 2037-10-25 Floating 3.01838 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1 N/A 07389QAN8 926691.580000 PA USD 635222.430000 0.0009289 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 3.47733 Y N N N N N BEAR STEARNS ASSETBACKED SEC 2001-3 N/A 07384YBM7 772659.710000 PA USD 758814.580000 0.0011097 Long ABS-MBS CORP US N 2 2032-10-27 Floating 2.81838 N N N N N N BEAR STEARNS ASSETBACKED SEC 2004-SD1 N/A 07384YSE7 119670.310000 PA USD 117390.470000 0.0001717 Long ABS-MBS CORP US N 2 2042-12-25 Floating 2.46838 N N N N N N BEAR STEARNS ASSETBK SEC INC. 2002- N/A 07384YCV6 4258.630000 PA USD 4219.240000 0.0000062 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.65838 N N N N N N BEAR STEARNS ASSETBK SECU INC 2002- N/A 07384YEM4 833573.620000 PA USD 838509.210000 0.0012262 Long ABS-MBS CORP US N 2 2032-10-25 Floating 2.67838 N N N N N N BEAR STEARNS MTGE FUND TR 2006-AR5 N/A 07401NAA7 26339708.300000 PA USD 25916163.160000 0.0378997 Long ABS-MBS CORP US N 2 2046-12-25 Floating 2.17838 N N N N N N BELLA VISTA MORTGAGE TRUST 2005-2 N/A 07820QCD5 18835.910000 PA USD 15194.170000 0.0000222 Long ABS-MBS CORP US N 2 2045-05-20 Floating 2.307 Y N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAH4 10700000.000000 PA USD 11053276.870000 0.0161643 Long DBT CORP US N 2 2021-05-27 Fixed 5.125 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAK7 29000000.000000 PA USD 30999405.290000 0.0453334 Long DBT CORP US N 2 2023-07-24 Fixed 5.375 N N N N N N BIOGEN INC (AKA: BIOGEN IDEC INC) W8J5WZB5IY3K0NDQT671 09062XAE3 2500000.000000 PA USD 2602884.700000 0.0038064 Long DBT CORP US N 2 2022-09-15 Fixed 3.625 N N N N N N BLACK DIAMOND CLO LTD 2013-1 N/A 09202LAL4 17048966.970000 PA USD 17060712.340000 0.0249495 Long ABS-CBDO CORP KY N 2 2026-02-06 Floating 3.35325 N N N N N N BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP N/A 095796AA6 21964000.000000 PA USD 22190229.200000 0.0324509 Long DBT CORP US N 2 2022-11-15 Fixed 6.125 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 05600LAA4 133900000.000000 PA USD 134073174.210000 0.1960679 Long DBT CORP NL N 2 2022-08-12 Fixed 2.25 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EAF2 15050000.000000 PA USD 15033902.670000 0.0219855 Long DBT CORP US N 2 2021-04-11 Fixed 2 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EAU9 600000.000000 PA USD 609561.050000 0.0008914 Long DBT CORP US N 2 2021-04-12 Fixed 3.1 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EAT2 900000.000000 PA USD 941279.650000 0.0013765 Long DBT CORP US N 2 2027-04-06 Fixed 3.3 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBC8 18980000.000000 PA USD 19451335.270000 0.0284455 Long DBT CORP US N 2 2021-08-13 Fixed 3.4 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EAL9 4600000.000000 PA USD 4580291.070000 0.0066982 Long DBT CORP US N 2 2021-09-15 Fixed 1.85 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2G8 138200000.000000 PA USD 149483557.360000 0.2186039 Long DBT CORP FR N 2 2025-01-10 Floating 4.705 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2H6 59600000.000000 PA USD 69820557.850000 0.1021052 Long DBT CORP FR N 2 2030-01-10 Floating 5.198 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2E3 2000000.000000 PA USD 2065773.440000 0.0030210 Long DBT CORP FR N 2 2023-03-01 Fixed 3.5 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 09681LAJ9 9100000.000000 PA USD 9347887.550000 0.0136703 Long DBT CORP SG N 2 2024-10-10 Fixed 3.5 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 ACI10BM53 2100000.000000 PA USD 2146536.210000 0.0031391 Long DBT CORP SG N 2 2023-01-31 Fixed 3.5 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RAZ7 2100000.000000 PA USD 2179874.050000 0.0031878 Long DBT CORP US N 2 2025-01-15 Fixed 3.2 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RAX2 12100000.000000 PA USD 12816804.120000 0.0187432 Long DBT CORP US N 2 2026-02-01 Fixed 3.65 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBC7 2150000.000000 PA USD 2142398.630000 0.0031330 Long DBT CORP US N 2 2030-03-15 Fixed 2.9 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBB9 54500000.000000 PA USD 57092388.420000 0.0834916 Long DBT CORP US N 2 2029-06-21 Fixed 3.4 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBA1 8600000.000000 PA USD 9792810.280000 0.0143210 Long DBT CORP US N 2 2028-12-01 Fixed 4.5 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578DAG7 2000000.000000 PA USD 2157767.020000 0.0031555 Long DBT CORP FR N 2 2024-04-15 Fixed 4 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAF9 74900000.000000 PA USD 79046152.420000 0.1155967 Long DBT CORP FR N 2 2023-09-12 Fixed 4 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI0KD2R3 7571803000.000000 PA 1799767795.410000 2.6319707 Long DBT NUSS BR N 2 2020-01-01 Fixed 0 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI105QY9 779996000.000000 PA 183328035.650000 0.2680979 Long DBT NUSS BR N 2 2020-04-01 Fixed 0 N N N N N N BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST N/A 11043XAB9 7850000.000000 PA USD 8023021.850000 0.0117328 Long DBT CORP US N 2 2030-12-15 Fixed 3.35 N N N N N N BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY 549300OWFMSO9NYV4H90 111021AM3 14595000.000000 PA USD 15707628.080000 0.0229708 Long DBT CORP GB N 2 2023-12-04 Fixed 4.5 N N N N N N BRITISH TRANSCO INTERNATIONAL FINANCE 549300GGLD5FF6EQTM03 N1614RAX9 2320000.000000 PA USD 2200962.910000 0.0032187 Long DBT CORP NL N 2 2021-11-04 None 0 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAE3 3090000.000000 PA USD 3242575.300000 0.0047419 Long DBT CORP US N 2 2027-03-15 Fixed 3.9 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAH6 11200000.000000 PA USD 11974666.140000 0.0175117 Long DBT CORP US N 2 2029-05-15 Fixed 4.125 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAC7 8500000.000000 PA USD 9023409.010000 0.0131958 Long DBT CORP US N 2 2026-06-15 Fixed 4.125 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAD5 5900000.000000 PA USD 6043057.240000 0.0088373 Long DBT CORP US N 2 2023-09-15 Fixed 3.25 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAB5 36290000.000000 PA USD 36290382.860000 0.0530709 Long DBT CORP US N 2 2020-01-15 Fixed 2.375 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAK5 1300000.000000 PA USD 1295596.800000 0.0018947 Long DBT CORP US N 2 2021-01-15 Fixed 2.2 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAD1 13665000.000000 PA USD 13802288.430000 0.0201844 Long DBT CORP US N 2 2022-01-15 Fixed 3 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAM1 1400000.000000 PA USD 1399637.250000 0.0020468 Long DBT CORP US N 2 2023-01-15 Fixed 2.65 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAF6 24700000.000000 PA USD 25288224.570000 0.0369814 Long DBT CORP US N 2 2024-01-15 Fixed 3.625 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAA9 122685000.000000 PA USD 123894256.970000 0.1811823 Long DBT CORP US N 2 2021-04-15 Fixed 3.125 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAC5 126400000.000000 PA USD 128037423.520000 0.1872412 Long DBT CORP US N 2 2022-10-15 Fixed 3.125 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAD3 104600000.000000 PA USD 106529003.910000 0.1557874 Long DBT CORP US N 2 2024-10-15 Fixed 3.625 N N N N N N BROOKFIELD FINANCE INC N/A 11271RAA7 1600000.000000 PA USD 1704168.240000 0.0024922 Long DBT CORP CA N 2 2024-04-01 Fixed 4 N N N N N N BROWN-FORMAN CORPORATION 549300873K3LXF7ARU34 115637AS9 4700000.000000 PA USD 5005168.180000 0.0073195 Long DBT CORP US N 2 2025-04-15 Fixed 3.5 N N N N N N CALIFORNIA STATE N/A 13063A5E0 2000.000000 PA USD 3085.240000 0.0000045 Long DBT MUN US N 2 2034-04-01 Fixed 7.5 N N N N N N CALIFORNIA STATE N/A 13063A5G5 2000.000000 PA USD 3313.000000 0.0000048 Long DBT MUN US N 2 2039-04-01 Fixed 7.55 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BD0 42125000.000000 PA USD 42743567.710000 0.0625080 Long DBT CORP US N 2 2021-03-15 Fixed 3.3 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BE8 36600000.000000 PA USD 38101074.700000 0.0557188 Long DBT CORP US N 2 2023-03-15 Fixed 3.65 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BF5 400000.000000 PA USD 424359.630000 0.0006206 Long DBT CORP US N 2 2025-03-15 Fixed 3.95 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BG3 34200000.000000 PA USD 36865802.110000 0.0539123 Long DBT CORP US N 2 2028-03-15 Fixed 4.15 N N N N N N DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX) N/A B01RQ2907 775108.000000 NS 3102.950000 0.0000045 Long EC CORP MX N 1 N N N CAPITAL AUTO RECEIVABLES ASSET TRUST 2016-3 N/A 13976AAE0 3362333.870000 PA USD 3360218.960000 0.0049140 Long ABS-O CORP US N 2 2021-03-20 Fixed 1.69 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HBY0 39800000.000000 PA USD 40530458.160000 0.0592715 Long DBT CORP US N 2 2021-04-30 Fixed 3.45 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HBZ7 50980000.000000 PA USD 55217566.190000 0.0807499 Long DBT CORP US N 2 2025-04-30 Fixed 4.25 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HBR5 9500000.000000 PA USD 9528554.530000 0.0139345 Long DBT CORP US N 2 2020-10-30 Fixed 2.4 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HBS3 67200000.000000 PA USD 67315908.580000 0.0984424 Long DBT CORP US N 2 2020-10-30 Floating 2.71575 N N N N N N CARDS II TRUST 2018-1A N/A 14161GBT6 53000000.000000 PA USD 53047117.000000 0.0775758 Long ABS-MBS CORP CA N 2 2023-04-17 Floating 2.3775 N N N N N N CARDS II TRUST 2018-2A N/A 14161GBU3 53300000.000000 PA USD 53568226.920000 0.0783379 Long ABS-MBS CORP CA N 2 2023-04-17 Fixed 3.047 N N N N N N CARLYLE FINANCE LLC N/A 14314CAA3 2460000.000000 PA USD 2909754.640000 0.0042552 Long DBT CORP US N 2 2048-09-15 Fixed 5.65 N N N N N N CARMAX AUTO OWNER TRUST 2018-2 N/A 14314XAB5 14474964.540000 PA USD 14498777.300000 0.0212029 Long ABS-O CORP US N 2 2021-08-16 Fixed 2.73 N N N N N N CARMAX AUTO OWNER TRUST 2019-2 N/A 14316LAB9 31400000.000000 PA USD 31593003.240000 0.0462014 Long ABS-O CORP US N 2 2022-07-15 Fixed 2.69 N N N N N N CARRINGTON MORTGAGE LOAN TRUST 2006-NC5 N/A 144539AE3 428322.840000 PA USD 416593.950000 0.0006092 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.07838 N N N N N N CARRINGTON MTGE LOAN TRUST 2006-FRE2 N/A 14454AAC3 4741923.760000 PA USD 3729464.240000 0.0054539 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.17838 N N N N N N CARRINGTON MTGE LOAN TRUST 2006-FRE2 N/A 14454AAD1 5555368.600000 PA USD 4418990.730000 0.0064623 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.26838 N N N N N N CARRINGTON MTGE LOAN TRUST 2007-FRE1 N/A 144527AC2 53326000.000000 PA USD 50223594.640000 0.0734467 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.27838 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2019-2A N/A 14686UAB1 12200000.000000 PA USD 12209455.000000 0.0178550 Long ABS-O CORP US N 2 2022-01-18 Fixed 2.55 N N N N N N CATAMARAN CLO LTD 2014-2 N/A 14889HAJ8 7562736.060000 PA USD 7575512.470000 0.0110784 Long ABS-CBDO CORP KY N 2 2026-10-18 Floating 3.69963 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14912L5X5 1900000.000000 PA USD 2027380.660000 0.0029648 Long DBT CORP US N 2 2023-11-24 Fixed 3.75 N N N N N N CBL & ASSOCIATES LIMITED PARTNERSHIP 549300VS75TWHD9JTH89 12505JAD5 8750000.000000 PA USD 6190625.000000 0.0090531 Long DBT CORP US N 2 2026-12-15 Fixed 5.95 N N N N N N CC HOLDINGS GS V LLC/CROWN CASTLE GS III N/A 14987BAE3 2700000.000000 PA USD 2837547.070000 0.0041496 Long DBT CORP US N 2 2023-04-15 Fixed 3.849 N N N N N N CDC MORTGAGE CAPITAL TRUST 2004-HE2 N/A 12506YCW7 1506531.480000 PA USD 1491294.720000 0.0021809 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.81338 N N N N N N CELGENE CORPORATION 4SIHMF0MOSTTL8CD0X64 151020AH7 4600000.000000 PA USD 4741367.980000 0.0069338 Long DBT CORP US N 2 2022-08-15 Fixed 3.25 N N N N N N CENT CLO LTD 2015-24A N/A 15137KAE9 28800000.000000 PA USD 28800000.000000 0.0421170 Long ABS-CBDO CORP KY N 2 2026-10-15 Floating 3.37338 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15137TAA8 26700000.000000 PA USD 28035000.000000 0.0409982 Long DBT CORP US N 2 2026-06-01 Fixed 5.375 N N N N N N CENTERPOINT ENERGY RESOURCES CORP 2JADVB0458J06WCD4N56 15189WAK6 10890000.000000 PA USD 11317736.980000 0.0165510 Long DBT CORP US N 2 2023-04-01 Fixed 3.55 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0SQCV6 2000000.000000 PA USD 2023249.940000 0.0029588 Long DBT CORP JP N 2 2022-03-03 Fixed 2.849 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0MR1X8 3500000.000000 PA USD 3497375.770000 0.0051145 Long DBT CORP JP N 2 2021-05-28 Fixed 2.362 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0PN1Y2 1100000.000000 PA USD 1094465.900000 0.0016005 Long DBT CORP JP N 2 2021-09-14 Fixed 2.091 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0YDJX7 4013000.000000 PA USD 4031684.010000 0.0058959 Long DBT CORP JP N 2 2021-11-02 Fixed 2.567 N N N N N N CGMS COMMERCIAL MORTGAGE TRUST 2017-MDRB N/A 125333AS3 4766261.620000 PA USD 4734139.880000 0.0069232 Long ABS-MBS CORP US N 2 2030-07-15 Floating 3.1275 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513AT2 12400000.000000 PA USD 12637288.760000 0.0184807 Long DBT CORP US N 2 2023-01-25 Fixed 2.65 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BP8 60500000.000000 PA USD 62045837.320000 0.0907355 Long DBT CORP US N 2 2024-02-01 Floating 3.90313 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AX2 33899000.000000 PA USD 34207217.500000 0.0500244 Long DBT CORP US N 2 2020-07-23 Fixed 3.579 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BB9 80260000.000000 PA USD 84522386.280000 0.1236051 Long DBT CORP US N 2 2022-07-23 Fixed 4.464 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AY0 50800000.000000 PA USD 55870443.500000 0.0817046 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N CHASE FUND MTGE LN ASSET-BACKED 2003-2 N/A 161546EW2 44815.760000 PA USD 43969.640000 0.0000643 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.57838 N N N N N N CHASE FUNDING MTGE LN ASSET BK 2002-3 N/A 161546DB9 565779.860000 PA USD 558158.920000 0.0008162 Long ABS-MBS CORP US N 2 2032-08-25 Floating 2.65838 N N N N N N CHASE FUNDING MTGE LN ASSET-BKD 2003-1 N/A 161546EF9 13782.030000 PA USD 13568.070000 0.0000198 Long ABS-MBS CORP US N 2 2032-11-25 Floating 2.67838 N N N N N N CHASE FUNDING MTGE LOAN ASSET-BACKED N/A 161551FY7 272868.750000 PA USD 272306.640000 0.0003982 Long ABS-MBS CORP US N 2 2032-02-25 Floating 2.91838 N N N N N N CHASE MORGAGE FINANCE CORP 2005-A1 N/A 16162WPD5 4485703.420000 PA USD 4464296.750000 0.0065286 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.25579 Y N N N N N CHASE MORGAGE FINANCE CORP 2005-A1 N/A 16162WPE3 235146.400000 PA USD 231323.300000 0.0003383 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.25579 Y N N N N N CHASE MORGAGE FINANCE CORP 2005-A1 N/A 16162WPF0 8086799.940000 PA USD 8048208.110000 0.0117697 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.25579 Y N N N N N CHASE MORGAGE FINANCE CORP 2005-A1 N/A 16162WPJ2 1928358.020000 PA USD 1886022.080000 0.0027581 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.22764 Y N N N N N CHASE MORGAGE FINANCE CORP 2005-A2 N/A 16162WQL6 7865634.630000 PA USD 7319201.910000 0.0107036 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.99932 Y N N N N N CHASE MORTGAGE FINANCE CORP 2006-A1 N/A 16163CAB8 454498.880000 PA USD 428330.790000 0.0006264 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.97249 Y N N N N N CHASE MORTGAGE FINANCE CORP 2006-A1 N/A 16163CAH5 53563.370000 PA USD 51646.900000 0.0000755 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.29512 Y N N N N N CHASE MORTGAGE FINANCE CORP 2006-S3 N/A 16162XAA5 1424199.700000 PA USD 1046693.070000 0.0015307 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6 Y N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630BA5 2306858.990000 PA USD 2385235.910000 0.0034882 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.28934 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630CA4 3460523.110000 PA USD 3444660.760000 0.0050375 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.02682 Y N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630CF3 144757.490000 PA USD 142811.360000 0.0002088 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.14866 Y N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630AC2 32884.800000 PA USD 33891.060000 0.0000496 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.7108 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630AG3 14977.200000 PA USD 15648.970000 0.0000229 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.69655 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630AL2 251531.800000 PA USD 256740.370000 0.0003755 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.58641 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630AQ1 201581.910000 PA USD 209173.690000 0.0003059 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.46635 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-S1 N/A 16163FAG0 778417.840000 PA USD 551909.070000 0.0008071 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N CHASE MORTGAGE FINANCE CORP 2007-S2 N/A 16163EAH1 763580.620000 PA USD 593561.990000 0.0008680 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6 Y N N N N N CHASE MORTGAGE FINANCE CORP 2007-S2 N/A 16163EAL2 28181.620000 PA USD 22123.640000 0.0000324 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.5 Y N N N N N CHASE MORTGAGE FINANCE CORPORATION 2007-S6 N/A 161636AE5 5053037.260000 PA USD 3468825.690000 0.0050728 Long ABS-MBS CORP US N 2 2022-12-25 Fixed 5.5 Y N N N N N CHASEFLEX TRUST 2005-2 N/A 16165TBC6 2205012.260000 PA USD 1021059.150000 0.0014932 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.51838 Y N N N N N CHASEFLEX TRUST 2007-1 N/A 16165VAJ7 1593480.680000 PA USD 1096418.440000 0.0016034 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N CHASEFLEX TRUST 2007-3 N/A 16165AAA2 1717442.110000 PA USD 1372294.470000 0.0020068 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 5 Y N N N N N CHASEFLEX TRUST 2007-M1 N/A 16165YAA0 6929284.120000 PA USD 7383116.890000 0.0107970 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.16838 Y N N N N N CHASEFLEX TRUST 2007-M1 N/A 16165YAC6 7084817.950000 PA USD 7652223.310000 0.0111906 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.35838 Y N N N N N CHASEFLEX TRUST 2007-M1 N/A 16165YAT9 1075119.150000 PA USD 1030958.630000 0.0015077 Long ABS-MBS CORP US N 2 2037-08-25 Variable 4.2221 Y N N N N N CHESAPEAKE FUNDING II LLC 2018-2A N/A 165183BN3 3140326.980000 PA USD 3183187.420000 0.0046551 Long ABS-O CORP US N 2 2030-08-15 Fixed 3.23 N N N N N N CHESAPEAKE FUNDING II LLC 2018-2A N/A 165183BP8 20110170.870000 PA USD 20098267.660000 0.0293916 Long ABS-O CORP US N 2 2030-08-15 Floating 2.3975 N N N N N N CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2004-3X N/A 000000000 355036.450000 PA USD 353143.720000 0.0005164 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.26838 N N N N N N CHEVY CHASE MORTGAGE FUND CORP 2005-1A N/A 16678RCT2 772394.310000 PA USD 772041.400000 0.0011290 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.16838 N N N N N N CHEVY CHASE MORTGAGE FUND CORP 2005-2A N/A 16678RDK0 865368.140000 PA USD 870754.710000 0.0012734 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.19838 N N N N N N CHEVY CHASE MORTGAGE FUND CORP 2005-3A N/A 16678RDT1 626512.000000 PA USD 623910.850000 0.0009124 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.19838 N N N N N N CHICAGO TRANSIT AUTHORITY 549300CB8XLRGIPN3E12 167725AB6 13910000.000000 PA USD 14526352.100000 0.0212433 Long DBT MUN US N 2 2021-12-01 Fixed 6.3 N N N N N N CHICAGO TRANSIT AUTHORITY 549300CB8XLRGIPN3E12 167725AE0 9270000.000000 PA USD 9680753.700000 0.0141571 Long DBT MUN US N 2 2021-12-01 Fixed 6.3 N N N N N N CHL MORTGAGE PASS-THROUGH TRUST 2002-30 N/A 12669DFF0 21762.140000 PA USD 20932.680000 0.0000306 Long ABS-MBS CORP US N 2 2032-10-19 Floating 4.69628 N N N N N N CHL MORTGAGE PASS-THROUGH TRUST 2006-12 N/A 125432AE4 5301972.460000 PA USD 4430530.720000 0.0064792 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6 N N N N N N CIGNA HOLDING COMPANY 45RS2W538ZOGNWLVIX82 125509BM0 3300000.000000 PA USD 3370299.310000 0.0049287 Long DBT CORP US N 2 2020-06-15 Fixed 5.125 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 934CTJ003 66923201.000000 PA USD 66230520.440000 0.0968552 Long DBT CORP US Y 2 2020-01-07 Fixed 0 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 965VBT000 3200000.000000 PA USD 3181047.070000 0.0046519 Long DBT CORP US Y 2 2019-11-28 Fixed 0 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 938BWR009 17000000.000000 PA USD 16788054.030000 0.0245508 Long DBT CORP US Y 2 2020-01-23 Fixed 0 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 935PCEII4 22440000.000000 PA USD 22100249.870000 0.0323193 Long DBT CORP US N 2 2020-02-13 Fixed 0 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 938BWQ001 30642386.000000 PA USD 30203867.410000 0.0441700 Long DBT CORP US Y 2 2020-02-06 Fixed 0 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 938BWL002 164733523.000000 PA USD 162258909.200000 0.2372866 Long DBT CORP US Y 2 2020-02-12 Fixed 0 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 965NNS007 12000000.000000 PA USD 12004714.920000 0.0175556 Long DBT CORP US Y 2 2019-10-03 Fixed 0 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 934LFV001 20000000.000000 PA USD 19865603.000000 0.0290514 Long DBT CORP US Y 2 2019-12-05 Fixed 0 N N N N N N CIT GROUP HOME EQUITY LOAN TRUST 2002-1 N/A 12558MAN2 1405007.900000 PA USD 1402096.580000 0.0020504 Long ABS-MBS CORP US N 2 2030-09-25 Floating 3.06838 N N N N N N CIT MTGE LOAN TRUST 2007-1 N/A 12559QAA0 14405513.790000 PA USD 14603706.290000 0.0213564 Long ABS-MBS CORP US N 2 2037-10-25 Floating 3.36838 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAS7 8000000.000000 PA USD 8479801.520000 0.0124008 Long DBT CORP US N 2 2024-01-23 Fixed 3.65 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAN8 160900000.000000 PA USD 161731127.340000 0.2365147 Long DBT CORP US N 2 2020-05-01 Fixed 3.05 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAX6 45500000.000000 PA USD 45589402.500000 0.0666697 Long DBT CORP US N 2 2022-05-20 Floating 2.73588 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAY4 34200000.000000 PA USD 34558241.580000 0.0505378 Long DBT CORP US N 2 2022-05-20 Floating 2.844 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAQ1 35000000.000000 PA USD 35859486.600000 0.0524407 Long DBT CORP US N 2 2021-07-23 Fixed 3.4 N N N N N N CITICORP LEASE PASS-THROUGH TRUST 1999-1 N/A 17305BAB7 13350659.950000 PA USD 13504877.030000 0.0197495 Long DBT CORP US N 2 2019-12-15 Fixed 8.04 N N N N N N CITICORP MORTGAGE SEC INC 2006-1 N/A 1729735M7 48537.190000 PA USD 49473.450000 0.0000723 Long ABS-MBS CORP US N 2 2026-02-25 Fixed 5.5 N N N N N N CITICORP MORTGAGE SECURITIES 2007-3 N/A 17312FAD5 12940332.260000 PA USD 13110215.530000 0.0191723 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6 Y N N N N N CITICORP MORTGAGE SECURITIES 2007-3 N/A 17312FAR4 400846.720000 PA USD 413634.450000 0.0006049 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.5 N N N N N N CITICORP MORTGAGE SECURITIES INC 2006-4 N/A 17310DAJ9 686380.370000 PA USD 708541.460000 0.0010362 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6 N N N N N N CITICORP MTGE SEC 2005-1 N/A 172973P37 5309.660000 PA USD 5315.240000 0.0000078 Long ABS-MBS CORP US N 2 2020-02-25 Fixed 4.75 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LV1 1300000.000000 PA USD 1324695.590000 0.0019372 Long DBT CORP US N 2 2023-01-24 Floating 3.142 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 13000000.000000 PA USD 13922366.510000 0.0203600 Long DBT CORP US N 2 2028-01-10 Floating 3.887 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KK6 65300000.000000 PA USD 65951944.100000 0.0964478 Long DBT CORP US N 2 2021-03-30 Fixed 2.7 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KL4 64200000.000000 PA USD 65176519.240000 0.0953138 Long DBT CORP US N 2 2021-03-30 Floating 3.48438 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LG4 68600000.000000 PA USD 69646665.190000 0.1018509 Long DBT CORP US N 2 2022-04-25 Fixed 2.75 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LH2 71800000.000000 PA USD 72582686.770000 0.1061445 Long DBT CORP US N 2 2022-04-25 Floating 3.2355 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LZ2 3855000.000000 PA USD 4073860.760000 0.0059576 Long DBT CORP US N 2 2024-06-01 Floating 4.044 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MA6 59200000.000000 PA USD 59631232.340000 0.0872044 Long DBT CORP US N 2 2024-06-01 Floating 3.16063 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LM1 2213000.000000 PA USD 2244221.910000 0.0032819 Long DBT CORP US N 2 2023-07-24 Floating 2.876 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LN9 9100000.000000 PA USD 9139227.830000 0.0133652 Long DBT CORP US N 2 2023-07-24 Floating 3.23275 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MB4 7050000.000000 PA USD 7159634.690000 0.0104702 Long DBT CORP US N 2 2026-07-01 Floating 3.34863 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KV2 28900000.000000 PA USD 29040965.240000 0.0424694 Long DBT CORP US N 2 2021-08-02 Fixed 2.35 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KX8 10626000.000000 PA USD 10813658.350000 0.0158138 Long DBT CORP US N 2 2023-09-01 Floating 3.56763 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KB6 29099000.000000 PA USD 29281622.410000 0.0428213 Long DBT CORP US N 2 2020-10-26 Fixed 2.65 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 2800000.000000 PA USD 2893130.460000 0.0042309 Long DBT CORP US N 2 2026-10-21 Fixed 3.2 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LC3 10300000.000000 PA USD 10458704.560000 0.0152948 Long DBT CORP US N 2 2021-12-08 Fixed 2.9 N N N N N N CITIGROUP MORTGAGE LOAN TR 2004-HYB1 N/A 17307GDL9 696823.870000 PA USD 707472.450000 0.0010346 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.84259 N N N N N N CITIGROUP MORTGAGE LOAN TR 2006-WF2 N/A 17309BAD9 2744457.740000 PA USD 1541326.160000 0.0022540 Long ABS-MBS CORP US N 2 2036-05-25 Variable 6.351 Y N N N N N CITIGROUP MORTGAGE LOAN TRUST 2017-RP1 N/A 17326JAS8 47508887.060000 PA USD 48008119.950000 0.0702068 Long ABS-MBS CORP US N 2 2064-09-25 Variable 4.12197 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2017-RP1 N/A 17326JAY5 33748.990000 PA USD 33496.550000 0.0000490 Long ABS-MBS CORP US N 2 2064-09-25 Variable 0 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2005-10 N/A 17307GT57 1479531.880000 PA USD 1091240.570000 0.0015958 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.21478 Y N N N N N CITIGROUP MORTGAGE LOAN TRUST 2007-FS1 N/A 17313EAA3 3065841.980000 PA USD 3174977.370000 0.0046431 Long ABS-MBS CORP US N 2 2037-10-25 Variable 4.5995 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2010-4 N/A 17315QAN6 3046074.100000 PA USD 2217609.260000 0.0032430 Long ABS-MBS CORP US N 2 2037-11-25 Variable 6.25 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 N/A 17326UAB0 17976101.290000 PA USD 405191.210000 0.0005925 Long ABS-O CORP US N 2 2058-02-25 Variable 0.3 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 N/A 17326UAC8 29386883.330000 PA USD 202741.580000 0.0002965 Long ABS-O CORP US N 2 2058-02-25 Variable 0 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 N/A 17326UAM6 29386883.330000 PA USD 181324.420000 0.0002652 Long ABS-O CORP US N 2 2058-02-25 Variable 0.11 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 N/A 17326UAG9 1170000.000000 PA USD 1103986.960000 0.0016145 Long ABS-MBS CORP US N 2 2058-02-25 Variable 3.5 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 N/A 17326UAH7 1400000.000000 PA USD 1165177.860000 0.0017039 Long ABS-MBS CORP US N 2 2058-02-25 Variable 3.5 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 N/A 17326UAJ3 1760000.000000 PA USD 1268456.990000 0.0018550 Long ABS-MBS CORP US N 2 2058-02-25 Variable 3.5 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 N/A 17326UAK0 1760000.000000 PA USD 1017308.340000 0.0014877 Long ABS-MBS CORP US N 2 2058-02-25 Variable 3.5 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 N/A 17326UAL8 1724778.610000 PA USD 361088.960000 0.0005281 Long ABS-MBS CORP US N 2 2058-02-25 Variable 3.5 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 N/A 17326UAN4 32994708.900000 PA USD 1979.680000 0.0000029 Long ABS-O CORP US N 2 2058-02-25 Variable 0 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 N/A 17326UAD6 1730000.000000 PA USD 1818146.270000 0.0026588 Long ABS-MBS CORP US N 2 2058-02-25 Variable 3.5 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 N/A 17326UAE4 2450000.000000 PA USD 2508917.850000 0.0036690 Long ABS-MBS CORP US N 2 2058-02-25 Variable 3.5 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 N/A 17326UAF1 2320000.000000 PA USD 2338722.400000 0.0034201 Long ABS-MBS CORP US N 2 2058-02-25 Variable 3.5 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 N/A 17326UAQ7 11076.210000 PA USD 1189.940000 0.0000017 Long ABS-MBS CORP US N 2 2058-02-25 Fixed 0 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 N/A 17326UAP9 49377.090000 PA USD 37337.820000 0.0000546 Long ABS-MBS CORP US N 2 2058-02-25 Variable 0 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 2005-HE3 N/A 17307GWT1 11100000.000000 PA USD 11124067.020000 0.0162678 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.75338 Y N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 2010-2 N/A 17316HBT1 4106218.680000 PA USD 3248042.790000 0.0047499 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.38183 N N N N N N CITIGROUP MTGE LN TR INC 2007-AMC4 N/A 17313BAE1 17700000.000000 PA USD 17339097.000000 0.0253566 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.28838 N N N N N N CITIGROUP MTGE LOAN TR INC 2006-AR7 N/A 172987AD1 2193518.050000 PA USD 2034005.860000 0.0029745 Long ABS-MBS CORP US N 2 2046-07-25 Floating 4.1994 Y N N N N N CITIGROUP MTGE LOAN TR INC 2006-NC1 N/A 172983AE8 22855856.100000 PA USD 22581172.140000 0.0330226 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.26838 N N N N N N CITIGROUP MTGE LOAN TR INC 2006-SHL1 N/A 17309UAB1 2533378.250000 PA USD 2526594.620000 0.0036949 Long ABS-MBS CORP US N 2 2045-11-25 Floating 2.46838 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-6 N/A 17312VAE8 2580908.770000 PA USD 2379666.020000 0.0034800 Long ABS-MBS CORP US N 2 2046-10-25 Floating 3.54818 Y N N N N N CITIGROUP MTGE LOAN TR INC 2007-AHL1 N/A 17311VAE9 559904.440000 PA USD 558160.110000 0.0008163 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.15838 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AHL2 N/A 17312TAA1 12122822.920000 PA USD 9207017.310000 0.0134643 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.20838 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AHL3 N/A 17312GAB7 10129629.800000 PA USD 8169603.160000 0.0119472 Long ABS-MBS CORP US N 2 2045-07-25 Floating 2.18838 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AHL3 N/A 17312GAC5 4840782.510000 PA USD 3947027.870000 0.0057721 Long ABS-MBS CORP US N 2 2045-07-25 Floating 2.27838 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AMC1 N/A 17311BAS2 11822468.280000 PA USD 8215677.930000 0.0120146 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.17838 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AR4 N/A 17311WAF4 1779092.920000 PA USD 1663318.980000 0.0024324 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.17132 Y N N N N N CITIGROUP MTGE LOAN TR INC 2007-AR5 N/A 17311LAJ0 1539955.670000 PA USD 1388608.060000 0.0020307 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.58288 Y N N N N N CITIGROUP MTGE LOAN TR INC 2007-OPX1 N/A 17311FAH7 1151238.020000 PA USD 805814.810000 0.0011784 Long ABS-MBS CORP US N 2 2037-01-25 Variable 5.764 Y N N N N N CITIGROUP MTGE LOAN TR INC 2007-WFH1 N/A 17311CAD3 6000000.000000 PA USD 5979375.000000 0.0087442 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.27838 N N N N N N CITIGROUP MTGE LOAN TR INC 2008-RR1 N/A 173145AA1 426279.560000 PA USD 395674.010000 0.0005786 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.08838 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW79 6850454.830000 PA USD 7109095.120000 0.0103963 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.38 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-12 N/A 17307GY69 1874335.490000 PA USD 1749652.820000 0.0025587 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.81838 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-2 N/A 17307GRE0 801453.630000 PA USD 812631.660000 0.0011884 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.38846 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-3 N/A 17307GTJ7 9751514.980000 PA USD 9952364.980000 0.0145543 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.56571 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-6 N/A 17307GXR4 1047206.170000 PA USD 1041024.620000 0.0015224 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.2 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-7 N/A 17307GC22 15032570.690000 PA USD 13794364.900000 0.0201728 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.06556 Y N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-9 N/A 17307GL22 1609091.250000 PA USD 1646943.510000 0.0024085 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-OPT3 N/A 17307GSM1 3900000.000000 PA USD 3909131.460000 0.0057167 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.94838 N N N N N N CITIMORTGAGE ALTERNATIVE LN TR 2007-A6 N/A 18976GAE6 896117.140000 PA USD 886946.280000 0.0012971 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 Y N N N N N CITIMORTGAGE ALTERNATIVE LN TR 2007-A7 N/A 12566XAQ1 47683.840000 PA USD 48271.540000 0.0000706 Long ABS-MBS CORP US N 2 2022-07-25 Fixed 5.75 N N N N N N CITIMORTGAGE ALTERNATIVE LOAN TR 2006-A4 N/A 17309VAJ2 365017.060000 PA USD 355232.120000 0.0005195 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6 Y N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486VV8 1820000.000000 PA USD 2172097.200000 0.0031765 Long DBT MUN US N 2 2033-01-01 Fixed 7.375 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486D22 1100000.000000 PA USD 1267354.000000 0.0018534 Long DBT MUN US N 2 2042-01-01 Fixed 7.75 N N N N N N ENCINA SPV N/A 934KZP905 3410.510000 NS USD 0.030000 0.0000000 Long EP CORP US N 3 N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAG9 200000.000000 PA USD 205684.000000 0.0003008 Long DBT CORP US N 2 2021-10-15 Fixed 3.875 N N N N N N COLLATERALIZED MTGE OBLIGA 66 N/A 193908EF3 4902.010000 PA USD 4989.040000 0.0000073 Long ABS-MBS CORP US N 2 2021-09-20 Fixed 8 N N N N N N COMCAST CABLE COMMUNICATIONS HOLDINGS N/A 00209TAB1 2292000.000000 PA USD 2808140.640000 0.0041066 Long DBT CORP US N 2 2022-11-15 Fixed 9.455 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBS9 3500000.000000 PA USD 3668796.110000 0.0053652 Long DBT CORP US N 2 2026-03-01 Fixed 3.15 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCR0 4300000.000000 PA USD 4587674.820000 0.0067090 Long DBT CORP US N 2 2024-04-15 Fixed 3.7 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCW9 7363000.000000 PA USD 7388006.000000 0.0108042 Long DBT CORP US N 2 2021-10-01 Floating 2.53863 N N N N N N COMM MORTGAGE TRUST 2015-DC1 N/A 12629NAD7 4200000.000000 PA USD 4298196.000000 0.0062857 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.142 N N N N N N COMMONBOND STUDENT LOAN TRUST 2017-AGS N/A 20267VAA5 9055329.770000 PA USD 9105089.710000 0.0133152 Long ABS-O CORP US N 2 2041-05-25 Fixed 2.55 N N N N N N COMMUNITY PROGRAM LOAN TRUST-1987-A N/A 204012AE8 3090813.430000 PA USD 3093851.080000 0.0045244 Long ABS-MBS CORP US N 2 2029-04-01 Fixed 4.5 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CA8 4000000.000000 PA USD 4295135.560000 0.0062812 Long DBT CORP US N 2 2024-05-01 Fixed 4.3 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887BJ0 874000.000000 PA USD 894785.750000 0.0013085 Long DBT CORP US N 2 2022-09-15 Fixed 3.25 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887BX9 9900000.000000 PA USD 9902151.070000 0.0144809 Long DBT CORP US N 2 2020-10-22 Floating 3.02763 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887BZ4 10750000.000000 PA USD 11096983.660000 0.0162282 Long DBT CORP US N 2 2021-10-22 Fixed 3.8 N N N N N N CONSECO FINANCE SECUR CORP 2001-1 N/A 20846QGC6 282082.790000 PA USD 314612.800000 0.0004601 Long ABS-O CORP US N 2 2031-07-01 Variable 7.49 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FR9 2090000.000000 PA USD 2097671.070000 0.0030676 Long DBT CORP US N 2 2021-06-25 Floating 2.50625 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBA5 3300000.000000 PA USD 3300046.370000 0.0048260 Long DBT CORP US N 2 2021-11-15 Floating 2.85813 N N N N N N CONTINENTAL AIRLINES 2000-2 CLASS A-1 PASS THROUGH TRUST N/A 210805DD6 317796.580000 PA USD 326774.330000 0.0004779 Long DBT CORP US N 2 2022-10-02 Fixed 7.707 N N N N N N CONVENTION CTR AUTH RI REV N/A 212474GG9 165000.000000 PA USD 212534.850000 0.0003108 Long DBT MUN US N 2 2035-05-15 Fixed 6.06 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 21684AAC0 23800000.000000 PA USD 25711588.870000 0.0376005 Long DBT CORP NL N 2 2025-08-04 Fixed 4.375 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 ACI0BJ746 60703000.000000 PA 68267246.450000 0.0998337 Long DBT CORP NL N 2 2020-06-29 Floating 5.5 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 BD2YKYII0 48200000.000000 PA 57378600.790000 0.0839102 Long DBT CORP NL N 2 2021-06-29 Floating 6.625 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDF8 29800000.000000 PA USD 30189892.770000 0.0441495 Long DBT CORP NL N 2 2024-07-22 Fixed 2.625 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDE1 28950000.000000 PA USD 30696679.430000 0.0448907 Long DBT CORP NL N 2 2023-09-26 Fixed 3.875 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 959SWZII0 12500000.000000 PA 14060127.650000 0.0205615 Long DBT CORP NL N 2 2020-03-19 Fixed 6.875 N N N N N N COOPERATIEVE RABOBANK UA/NEW YORK BRANCH DG3RU1DBUFHT4ZF9WN62 21688AAN2 4000000.000000 PA USD 4069809.720000 0.0059517 Long DBT CORP NL N 2 2021-04-26 Fixed 3.125 N N N N N N CORK STREET CLO DESIGNATED ACTIVITY CO 1A N/A ACI0HXMR1 17400000.000000 PA 18972660.180000 0.0277455 Long ABS-CBDO CORP IE N 2 2028-11-27 Floating 0.76 N N N N N N CORNERSTONE BUILDING BRANDS 549300IW41QEWQ6T0H29 72431PAA0 1650000.000000 PA USD 1629375.000000 0.0023828 Long DBT CORP US N 2 2026-04-15 Fixed 8 N N N N N N CORNERSTONE BUILDING BRANDS 549300IW41QEWQ6T0H29 72431HAB6 3465000.000000 PA USD 3397144.910000 0.0049680 Long LON CORP US N 2 2025-04-12 Floating 5.7886 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BB0 5000.000000 PA USD 5089.180000 0.0000074 Long DBT CORP US N 2 2022-05-15 Fixed 2.9 N N N N N N CORPORATE OFFICE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAK2 28500000.000000 PA USD 30802459.710000 0.0450454 Long DBT CORP US N 2 2025-07-01 Fixed 5 N N N N N N COUNTRYWIDE ALT LN TRUST 2005-1CB N/A 12667F2Q7 184892.560000 PA USD 143029.520000 0.0002092 Long ABS-MBS CORP US N 2 2035-03-25 Fixed 6 Y N N N N N COUNTRYWIDE ALT LOAN TR 2004-J4 N/A 12667FFN0 1704689.590000 PA USD 1690662.890000 0.0024724 Long ABS-MBS CORP US N 2 2034-06-25 Floating 2.59838 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2003-J2 N/A 12669E4A1 286099.630000 PA USD 290194.140000 0.0004244 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 6 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2004-14T2 N/A 12667FMZ5 16959.990000 PA USD 15822.840000 0.0000231 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.56838 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-33CB N/A 02148BAC8 67480.210000 PA USD 56924.660000 0.0000832 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6 Y N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-43CB N/A 02149FAK0 111527.580000 PA USD 93746.560000 0.0001371 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-OA16 N/A 23242GAF1 150058.100000 PA USD 108655.270000 0.0001589 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.26838 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2004-8CB N/A 12667FGM1 8402374.760000 PA USD 8293838.760000 0.0121289 Long ABS-MBS CORP US N 2 2034-06-25 Floating 3.06838 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-14 N/A 12667GCB7 117036.510000 PA USD 112694.700000 0.0001648 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.22838 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-24 N/A 12667GPB3 34690.110000 PA USD 34430.070000 0.0000504 Long ABS-MBS CORP US N 2 2035-07-20 Floating 2.27425 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-42CB N/A 12667G4S9 2590692.840000 PA USD 1902024.250000 0.0027815 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.69838 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-43 N/A 12667G5V1 312182.480000 PA USD 273638.780000 0.0004002 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.97534 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-46CB N/A 12667G7D9 15148604.990000 PA USD 12967237.680000 0.0189632 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.31838 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-46CB N/A 12667G7F4 1171494.570000 PA USD 969040.740000 0.0014171 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.71838 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1 N/A 12668AFL4 2074711.560000 PA USD 1855261.850000 0.0027131 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-51 N/A 12668ACP8 18237.660000 PA USD 17873.800000 0.0000261 Long ABS-MBS CORP US N 2 2035-11-20 Floating 2.64425 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-53T2 N/A 12668AKQ7 1999898.810000 PA USD 1565973.770000 0.0022901 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-56 N/A 12668AGW9 974500.720000 PA USD 792367.220000 0.0011588 Long ABS-MBS CORP US N 2 2035-11-25 Floating 6.09318 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-56 N/A 12668AHF5 246752.160000 PA USD 239682.860000 0.0003505 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.78838 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-61 N/A 12668AVL6 748317.010000 PA USD 747828.430000 0.0010936 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.53838 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-61 N/A 12668AVP7 22898.880000 PA USD 22830.110000 0.0000334 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.29838 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-62 N/A 12668ATT2 341425.310000 PA USD 316712.670000 0.0004632 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.44605 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-64CB N/A 12668AZX6 1763159.010000 PA USD 1555080.500000 0.0022741 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.81838 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-72 N/A 12668A3N3 482783.340000 PA USD 475251.920000 0.0006950 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.55838 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-76 N/A 12668BDC4 39502.800000 PA USD 40452.120000 0.0000592 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.92605 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-76 N/A 12668BDE0 429963.990000 PA USD 409549.430000 0.0005989 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.44605 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-85CB N/A 12668BEK5 3676331.190000 PA USD 3182648.440000 0.0046543 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.11838 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-J7 N/A 12667GF73 2070896.950000 PA USD 1752574.000000 0.0025630 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-11CB N/A 12668BWF6 2346004.360000 PA USD 1839204.780000 0.0026896 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB N/A 12668BXF5 3068831.380000 PA USD 1835080.760000 0.0026836 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.36838 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1 N/A 12668BZF3 1248188.040000 PA USD 948924.220000 0.0013877 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-14CB N/A 021468AG8 811669.020000 PA USD 655035.570000 0.0009579 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB N/A 02147QAQ5 2395154.300000 PA USD 2119308.210000 0.0030993 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB N/A 02147QAD4 1270047.050000 PA USD 1123727.720000 0.0016433 Long ABS-MBS CORP US N 2 2036-08-25 Floating 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-22R N/A 02147LAJ2 1236189.480000 PA USD 1039098.480000 0.0015196 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-29T1 N/A 02147PAK0 2759808.660000 PA USD 1689453.580000 0.0024706 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.56838 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1 N/A 02146VAC6 557437.270000 PA USD 514175.620000 0.0007519 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.25 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1 N/A 02149JAK2 3237001.440000 PA USD 2213493.630000 0.0032370 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1 N/A 02149JAL0 1109319.030000 PA USD 695596.940000 0.0010172 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1 N/A 02149JCB0 1437256.130000 PA USD 1012866.300000 0.0014812 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1 N/A 02149JAR7 376732.910000 PA USD 312201.310000 0.0004566 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-5T2 N/A 12668BMU4 7471063.810000 PA USD 3612498.430000 0.0052829 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.51838 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-5T2 N/A 12668BNA7 1132782.590000 PA USD 780046.210000 0.0011407 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12 N/A 23243AAB2 2427445.660000 PA USD 2127657.090000 0.0031115 Long ABS-MBS CORP US N 2 2046-09-20 Floating 2.23425 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-OC10 N/A 23245FAC7 17402844.740000 PA USD 16722290.830000 0.0244546 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.19838 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-OC11 N/A 23244JAC0 279923.930000 PA USD 274775.090000 0.0004018 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.18838 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1 N/A 02150GAN8 164637.620000 PA USD 71806.500000 0.0001050 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.36838 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-15CB N/A 02151CBK1 158064.080000 PA USD 142301.950000 0.0002081 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 5.75 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB N/A 02152AAY5 2511762.460000 PA USD 2149386.470000 0.0031433 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.25 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-18CB N/A 02151NBH4 523756.870000 PA USD 494613.470000 0.0007233 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-19 N/A 02151ABW9 7666110.640000 PA USD 5535852.580000 0.0080956 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1 N/A 23246KAA9 1732848.910000 PA USD 1225269.390000 0.0017918 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB N/A 02149HAN0 802370.240000 PA USD 681942.730000 0.0009973 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.75 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB N/A 02150EAN3 1857551.490000 PA USD 1546258.740000 0.0022612 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-7T2 N/A 02147BAH8 1843339.340000 PA USD 1256865.810000 0.0018380 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-OH1 N/A 02150KAX7 4856464.190000 PA USD 4562344.090000 0.0066719 Long ABS-MBS CORP US N 2 2047-04-25 Floating 2.21838 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2008-2R N/A 021482AC8 1504525.260000 PA USD 1053170.990000 0.0015402 Long ABS-MBS CORP US N 2 2037-08-25 Variable 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2008-2R N/A 021482AE4 1425339.650000 PA USD 1156666.550000 0.0016915 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TRUST 2005-41 N/A 12667GR62 810132.010000 PA USD 666212.060000 0.0009743 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.34838 N N N N N N COUNTRYWIDE ALTERNATIVE LN TRUST 2005-63 N/A 12668AXF7 877017.030000 PA USD 840706.860000 0.0012294 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.05784 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2005-23CB N/A 12667GLD3 943103.990000 PA USD 1212133.080000 0.0017726 Long ABS-MBS CORP US N 2 2035-07-25 Floating 14.2495 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2005-27 N/A 12667GP31 79566.280000 PA USD 61208.130000 0.0000895 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.54605 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13 N/A 02149DAN9 13726570.250000 PA USD 13542940.310000 0.0198051 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.39323 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11 N/A 02147DAB7 9844002.980000 PA USD 9371958.430000 0.0137055 Long ABS-MBS CORP US N 2 2046-09-25 Floating 2.20838 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11 N/A 02147DAC5 920857.700000 PA USD 678630.590000 0.0009924 Long ABS-MBS CORP US N 2 2046-09-25 Floating 2.26838 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11 N/A 02151WAA0 4630658.290000 PA USD 4188704.560000 0.0061255 Long ABS-MBS CORP US N 2 2047-11-25 Floating 3.82605 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2003-J3 N/A 12669FFD0 27423.820000 PA USD 28316.620000 0.0000414 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 6.25 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J11 N/A 12668AJL0 405976.830000 PA USD 346876.470000 0.0005073 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J14 N/A 12668AQ24 1556269.690000 PA USD 1341596.760000 0.0019619 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J5 N/A 12668EAA5 1134829.480000 PA USD 975350.420000 0.0014263 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8 N/A 23245LAB6 659002.590000 PA USD 461784.860000 0.0006753 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6 N/A 12668BD91 205075.000000 PA USD 190959.650000 0.0002793 Long ABS-MBS CORP US N 2 2046-07-25 Floating 2.22838 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8 N/A 02147CAF0 1578522.090000 PA USD 1473743.420000 0.0021552 Long ABS-MBS CORP US N 2 2046-07-25 Floating 2.20838 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8 N/A 02147CAG8 470589.630000 PA USD 321987.020000 0.0004709 Long ABS-MBS CORP US N 2 2046-07-25 Floating 2.27838 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OC8 N/A 232434AD2 1092485.590000 PA USD 1067620.400000 0.0015613 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.18838 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OC9 N/A 23245GAB7 3.170000 PA USD 3.330000 0.0000000 Long ABS-MBS CORP US N 2 2046-12-25 Floating 2.17838 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1 N/A 02150JAF9 356827.330000 PA USD 252327.090000 0.0003690 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-21CB N/A 12667GKC6 477074.330000 PA USD 471489.170000 0.0006895 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.25 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-54CB N/A 12668APH2 931212.470000 PA USD 816029.120000 0.0011934 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-54CB N/A 12668APJ8 1313802.310000 PA USD 1152942.060000 0.0016861 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-86CB N/A 12668BFL2 1403577.790000 PA USD 1227525.340000 0.0017951 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB N/A 02146TAA5 241093.830000 PA USD 204332.540000 0.0002988 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB N/A 02146TAN7 1518601.210000 PA USD 943931.680000 0.0013804 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.36838 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC5 N/A 02147HAC6 415266.250000 PA USD 408130.650000 0.0005968 Long ABS-MBS CORP US N 2 2046-06-25 Floating 2.18838 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22 N/A 02151BBG2 1741634.670000 PA USD 1176540.920000 0.0017206 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LOANTR 2006-OC2 N/A 12668BRG0 1716088.990000 PA USD 1465347.970000 0.0021429 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.30838 Y N N N N N COUNTRYWIDE ALTERNATIVE LOANTR 2006-OC4 N/A 021455AE0 20245558.660000 PA USD 17797099.260000 0.0260264 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.27838 N N N N N N COUNTRYWIDE ASSET BACKED CERTIFICATES 2007-BC3 N/A 23246LAA7 2716603.540000 PA USD 2343514.170000 0.0034271 Long ABS-MBS CORP US N 2 2047-11-25 Floating 2.19838 Y N N N N N COUNTRYWIDE ASSET BACKED CERTS 2004-13 N/A 126673SN3 1032646.560000 PA USD 1046719.050000 0.0015307 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.103 N N N N N N COUNTRYWIDE ASSET BACKED CERTS 2006-21 N/A 12667LAD4 10973208.060000 PA USD 10906680.790000 0.0159499 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.16838 N N N N N N COUNTRYWIDE ASSET BACKED CERTS 2006-22 N/A 12666BAD7 583998.130000 PA USD 582479.500000 0.0008518 Long ABS-MBS CORP US N 2 2034-01-25 Floating 2.17838 N N N N N N COUNTRYWIDE ASSET BACKED CERTS 2006-25 N/A 12667TAD7 3466787.080000 PA USD 3459211.800000 0.0050587 Long ABS-MBS CORP US N 2 2047-06-25 Floating 2.18838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2002-3 N/A 126671RM0 15385.140000 PA USD 15026.340000 0.0000220 Long ABS-MBS CORP US N 2 2032-05-25 Floating 2.75838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2003-5 N/A 126671S72 9158896.800000 PA USD 7717329.490000 0.0112858 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.41838 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-15 N/A 126673UR1 3500000.000000 PA USD 3546877.950000 0.0051869 Long ABS-MBS CORP US N 2 2035-04-25 Floating 3.36838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-3 N/A 1266714M5 768553.890000 PA USD 764975.730000 0.0011187 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.41838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-6 N/A 126673AX0 2483449.230000 PA USD 2505904.580000 0.0036646 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.75838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-6 N/A 126673BB7 410140.510000 PA USD 413388.250000 0.0006045 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.91838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-7 N/A 126673DQ2 2099939.670000 PA USD 2131397.190000 0.0031169 Long ABS-MBS CORP US N 2 2034-12-25 Variable 4.7019 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-11 N/A 126670DB1 813470.940000 PA USD 816011.170000 0.0011933 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.50838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-11 N/A 126670DC9 4800000.000000 PA USD 4807703.040000 0.0070308 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.54838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-11 N/A 126670DD7 9944000.000000 PA USD 9969778.830000 0.0145798 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.65838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-12 N/A 126670EL8 3400000.000000 PA USD 3405669.840000 0.0049804 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.50838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-14 N/A 126670LP1 2047543.320000 PA USD 2053040.360000 0.0030024 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.46838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-16 N/A 126670PH5 7405679.050000 PA USD 7409735.140000 0.0108360 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.47838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-3 N/A 126673ZV7 17820976.940000 PA USD 18931282.610000 0.0276850 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.583 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-4 N/A 126673N99 31198.260000 PA USD 31765.850000 0.0000465 Long ABS-MBS CORP US N 2 2035-10-25 Variable 4.74 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-7 N/A 126673Y97 142321.290000 PA USD 144450.640000 0.0002112 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 4.693 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-7 N/A 1266732J0 256027.060000 PA USD 256733.490000 0.0003754 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.59838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-7 N/A 1266732K7 2000000.000000 PA USD 2005823.600000 0.0029333 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.71838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-11 N/A 12666TAJ5 2149536.520000 PA USD 2127028.080000 0.0031106 Long ABS-MBS CORP US N 2 2046-09-25 Floating 2.17838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-13 N/A 23242EAG4 5665018.540000 PA USD 5537590.750000 0.0080981 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.16838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-13 N/A 23242EAJ8 890048.790000 PA USD 890865.230000 0.0013028 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.16838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-14 N/A 23243LAA0 11363737.420000 PA USD 10810685.910000 0.0158095 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.15838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-15 N/A 12666UAC7 5471219.390000 PA USD 5374971.890000 0.0078603 Long ABS-MBS CORP US N 2 2046-10-25 Variable 4.62857 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-18 N/A 23243WAA6 4628512.580000 PA USD 4479123.630000 0.0065502 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.15838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-18 N/A 23243WAC2 4966984.550000 PA USD 4941823.790000 0.0072269 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.17838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-23 N/A 12666CAD5 6615589.030000 PA USD 6609397.500000 0.0096655 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.18838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-3 N/A 126670VZ8 5111973.600000 PA USD 5117983.750000 0.0074845 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.30838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-5 N/A 126670YH5 5438405.570000 PA USD 5442950.450000 0.0079597 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.30838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-8 N/A 045427AC5 1434017.510000 PA USD 1422460.330000 0.0020802 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.17838 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-9 N/A 12666RAC4 3911199.080000 PA USD 3731862.000000 0.0054575 Long ABS-MBS CORP US N 2 2046-10-25 Fixed 5.859 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-SD4 N/A 232433AA0 498757.660000 PA USD 333779.400000 0.0004881 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.35838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-1 N/A 23245CAD2 5585827.490000 PA USD 5129250.330000 0.0075010 Long ABS-MBS CORP US N 2 2037-07-25 Floating 2.15838 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-11 N/A 23247LAC2 3077252.170000 PA USD 3057358.660000 0.0044711 Long ABS-MBS CORP US N 2 2047-06-25 Floating 2.20838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-12 N/A 126697AE1 20181195.140000 PA USD 20173891.570000 0.0295022 Long ABS-MBS CORP US N 2 2047-08-25 Floating 2.81838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-2 N/A 12668NAA5 16180098.820000 PA USD 15354499.570000 0.0224543 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.15838 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-2 N/A 12668NAD9 805767.130000 PA USD 795368.540000 0.0011631 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.15838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-4 N/A 12668WAC1 5621315.410000 PA USD 5278735.580000 0.0077196 Long ABS-MBS CORP US N 2 2032-10-25 Floating 4.74207 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-5 N/A 12668KAD5 31156256.670000 PA USD 27628558.350000 0.0404039 Long ABS-MBS CORP US N 2 2047-09-25 Floating 2.23838 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-6 N/A 12669LAD2 3100292.080000 PA USD 2646480.630000 0.0038702 Long ABS-MBS CORP US N 2 2037-09-25 Floating 2.23838 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-7 N/A 12669VAD0 6798372.800000 PA USD 6581142.350000 0.0096242 Long ABS-MBS CORP US N 2 2047-10-25 Floating 2.24838 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-9 N/A 12670FAD2 559968.300000 PA USD 557714.820000 0.0008156 Long ABS-MBS CORP US N 2 2047-06-25 Floating 2.19838 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2005-1 N/A 126673XB3 7661214.110000 PA USD 7702529.510000 0.0112641 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.66838 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2005-13 N/A 126670HH4 749140.900000 PA USD 750832.160000 0.0010980 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.35838 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2005-13 N/A 126670HJ0 4500000.000000 PA USD 4521137.400000 0.0066117 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.45838 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2005-15 N/A 126670MH8 2600000.000000 PA USD 2574920.920000 0.0037656 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.46838 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2005-17 N/A 126670RD2 22500000.000000 PA USD 22281018.750000 0.0325836 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.47838 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2006-1 N/A 126670TV0 2891091.060000 PA USD 2896862.260000 0.0042364 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.31838 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2006-2 N/A 126670UU0 2604931.850000 PA USD 2612390.810000 0.0038203 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.31838 N N N N N N COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9 N/A 12669GFK2 353367.650000 PA USD 368288.320000 0.0005386 Long ABS-MBS CORP US N 2 2035-01-25 Fixed 5.5 N N N N N N COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J1 N/A 12669MAA6 7569939.120000 PA USD 7270273.240000 0.0106320 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N COUNTRYWIDE HOME LOANS 2001-HYB1 N/A 12669B2X9 37175.320000 PA USD 37455.450000 0.0000548 Long ABS-MBS CORP US N 2 2031-06-19 Floating 4.46286 N N N N N N COUNTRYWIDE HOME LOANS 2001-HYB1 N/A 12669B2Z4 17904.620000 PA USD 18202.560000 0.0000266 Long ABS-MBS CORP US N 2 2031-07-19 Floating 4.75 N N N N N N COUNTRYWIDE HOME LOANS 2003-48 N/A 12669EU95 1026533.650000 PA USD 1033030.170000 0.0015107 Long ABS-MBS CORP US N 2 2033-10-25 Floating 4.25429 N N N N N N COUNTRYWIDE HOME LOANS 2003-49 N/A 12669EG59 21399.100000 PA USD 22208.560000 0.0000325 Long ABS-MBS CORP US N 2 2033-12-19 Fixed 4.09472 N N N N N N COUNTRYWIDE HOME LOANS 2003-60 N/A 12669FJC8 18778.830000 PA USD 19262.910000 0.0000282 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.90103 N N N N N N COUNTRYWIDE HOME LOANS 2003-R4 N/A 12669FFS7 330247.880000 PA USD 321877.980000 0.0004707 Long ABS-MBS CORP US N 2 2034-01-25 Variable 4.95257 Y N N N N N COUNTRYWIDE HOME LOANS 2004-11 N/A 12669FA86 752993.700000 PA USD 766356.030000 0.0011207 Long ABS-MBS CORP US N 2 2034-07-25 Floating 3.82923 N N N N N N COUNTRYWIDE HOME LOANS 2004-12 N/A 12669FN41 1219228.040000 PA USD 1169007.790000 0.0017096 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.52605 Y N N N N N COUNTRYWIDE HOME LOANS 2004-12 N/A 12669FN58 2171.980000 PA USD 2082.490000 0.0000030 Long ABS-MBS CORP US N 2 2034-08-25 Floating 3.80288 Y N N N N N COUNTRYWIDE HOME LOANS 2004-12 N/A 12669FN66 63773.360000 PA USD 62407.140000 0.0000913 Long ABS-MBS CORP US N 2 2034-08-25 Floating 3.80288 N N N N N N COUNTRYWIDE HOME LOANS 2004-12 N/A 12669FN82 686618.410000 PA USD 692557.250000 0.0010128 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.166 Y N N N N N COUNTRYWIDE HOME LOANS 2004-16 N/A 12669FY23 52380.430000 PA USD 52786.800000 0.0000772 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.77838 N N N N N N COUNTRYWIDE HOME LOANS 2004-22 N/A 12669F6Z1 3195066.370000 PA USD 3234831.210000 0.0047306 Long ABS-MBS CORP US N 2 2034-11-25 Floating 4.24106 N N N N N N COUNTRYWIDE HOME LOANS 2004-25 N/A 12669GJY8 526489.720000 PA USD 527830.270000 0.0007719 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.67838 N N N N N N COUNTRYWIDE HOME LOANS 2004-25 N/A 12669GKF7 149001.290000 PA USD 145093.940000 0.0002122 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.69838 N N N N N N COUNTRYWIDE HOME LOANS 2004-29 N/A 12669GJB8 209094.990000 PA USD 207563.750000 0.0003035 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.67838 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB2 N/A 12669FTM5 233433.420000 PA USD 230752.480000 0.0003375 Long ABS-MBS CORP US N 2 2034-07-20 Floating 4.4642 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB3 N/A 12669FYY3 338533.380000 PA USD 348720.390000 0.0005100 Long ABS-MBS CORP US N 2 2034-06-20 Floating 3.82794 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB5 N/A 12669F3B7 227880.680000 PA USD 230880.680000 0.0003376 Long ABS-MBS CORP US N 2 2035-04-20 Floating 4.16041 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB6 N/A 12669F6L2 130771.270000 PA USD 134895.670000 0.0001973 Long ABS-MBS CORP US N 2 2034-11-20 Floating 4.11369 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB7 N/A 12669GBZ3 2437058.420000 PA USD 2499479.770000 0.0036552 Long ABS-MBS CORP US N 2 2034-11-20 Floating 3.85441 N N N N N N COUNTRYWIDE HOME LOANS 2004-R1 N/A 12669F7L1 544210.280000 PA USD 545023.220000 0.0007970 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 6.5 Y N N N N N COUNTRYWIDE HOME LOANS 2004-R1 N/A 12669F7M9 252476.490000 PA USD 261264.620000 0.0003821 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 7.5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-11 N/A 12669GUL3 939079.970000 PA USD 839485.090000 0.0012277 Long ABS-MBS CORP US N 2 2035-04-25 Floating 3.9421 Y N N N N N COUNTRYWIDE HOME LOANS 2005-11 N/A 12669GUP4 95726.570000 PA USD 80619.620000 0.0001179 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.86341 Y N N N N N COUNTRYWIDE HOME LOANS 2005-16 N/A 12669G3C3 34798.430000 PA USD 31710.780000 0.0000464 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-16 N/A 12669G2X8 25132.200000 PA USD 23487.260000 0.0000343 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-17 N/A 12669G5M9 506566.120000 PA USD 501078.890000 0.0007328 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-17 N/A 12669G5S6 650787.970000 PA USD 654937.520000 0.0009578 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-2 N/A 12669GPN5 70060.310000 PA USD 65578.940000 0.0000959 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.65838 N N N N N N COUNTRYWIDE HOME LOANS 2005-2 N/A 12669GPR6 84543.300000 PA USD 86755.320000 0.0001269 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.65838 N N N N N N COUNTRYWIDE HOME LOANS 2005-20 N/A 126694FD5 562543.080000 PA USD 526802.970000 0.0007704 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-21 N/A 126694DS4 233993.850000 PA USD 183363.060000 0.0002681 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-21 N/A 126694CD8 1698712.820000 PA USD 1502574.340000 0.0021974 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-22 N/A 126694LW6 2574344.500000 PA USD 2277802.670000 0.0033310 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.70154 Y N N N N N COUNTRYWIDE HOME LOANS 2005-24 N/A 126694JR0 551910.240000 PA USD 507874.480000 0.0007427 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-25 N/A 126694HQ4 514074.540000 PA USD 461529.640000 0.0006749 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-26 N/A 126694ML9 27904.840000 PA USD 26019.680000 0.0000381 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-29 N/A 126694TD0 1821475.630000 PA USD 1574270.600000 0.0023022 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.75 Y N N N N N COUNTRYWIDE HOME LOANS 2005-3 N/A 12669GTV3 145033.890000 PA USD 137903.270000 0.0002017 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.59838 N N N N N N COUNTRYWIDE HOME LOANS 2005-7 N/A 12669GNL1 406797.460000 PA USD 398174.940000 0.0005823 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.55838 N N N N N N COUNTRYWIDE HOME LOANS 2005-HY10 N/A 126694VR6 119832.750000 PA USD 105375.160000 0.0001541 Long ABS-MBS CORP US N 2 2036-02-20 Floating 3.83825 Y N N N N N COUNTRYWIDE HOME LOANS 2005-HYB6 N/A 126694BS6 351179.620000 PA USD 318189.530000 0.0004653 Long ABS-MBS CORP US N 2 2035-10-20 Floating 3.49946 N N N N N N COUNTRYWIDE HOME LOANS 2005-HYB9 N/A 126670JV1 96846.310000 PA USD 93516.460000 0.0001368 Long ABS-MBS CORP US N 2 2036-02-20 Floating 3.9385 Y N N N N N COUNTRYWIDE HOME LOANS 2005-HYB9 N/A 126670JY5 6281673.160000 PA USD 5573301.440000 0.0081504 Long ABS-MBS CORP US N 2 2036-02-20 Floating 3.71138 Y N N N N N COUNTRYWIDE HOME LOANS 2005-HYB9 N/A 126670LE6 16904.210000 PA USD 16747.510000 0.0000245 Long ABS-MBS CORP US N 2 2036-02-20 Floating 4.66738 Y N N N N N COUNTRYWIDE HOME LOANS 2005-J3 N/A 12669G4V0 1329001.990000 PA USD 1306273.000000 0.0019103 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 4.5 Y N N N N N COUNTRYWIDE HOME LOANS 2005-R2 N/A 12669GN64 1676563.400000 PA USD 1617622.140000 0.0023656 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.35838 Y N N N N N COUNTRYWIDE HOME LOANS 2005-R2 N/A 12669GP21 877869.450000 PA USD 913406.660000 0.0013358 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 7.5 Y N N N N N COUNTRYWIDE HOME LOANS 2006-13 N/A 12543TAZ8 1198376.170000 PA USD 950583.140000 0.0013901 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.25 Y N N N N N COUNTRYWIDE HOME LOANS 2006-17 N/A 17025AAF9 139468.400000 PA USD 107702.980000 0.0001575 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 6 Y N N N N N COUNTRYWIDE HOME LOANS 2006-20 N/A 12544ABL8 727978.490000 PA USD 592084.930000 0.0008659 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 N N N N N N COUNTRYWIDE HOME LOANS 2006-20 N/A 12544ABM6 1415513.780000 PA USD 1130011.020000 0.0016525 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 5.75 Y N N N N N COUNTRYWIDE HOME LOANS 2006-3 N/A 126694YN2 370597.370000 PA USD 148981.180000 0.0002179 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.35838 Y N N N N N COUNTRYWIDE HOME LOANS 2006-3 N/A 126694YR3 65392.320000 PA USD 15971.490000 0.0000234 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.36838 Y N N N N N COUNTRYWIDE HOME LOANS 2006-9 N/A 126694X52 2208370.030000 PA USD 1855015.370000 0.0027128 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6 Y N N N N N COUNTRYWIDE HOME LOANS 2006-HYB2 N/A 126694D54 1065403.060000 PA USD 1001005.730000 0.0014639 Long ABS-MBS CORP US N 2 2036-04-20 Floating 3.95085 Y N N N N N COUNTRYWIDE HOME LOANS 2006-HYB3 N/A 1266944B1 10584414.870000 PA USD 10292830.120000 0.0150522 Long ABS-MBS CORP US N 2 2036-05-20 Floating 3.94056 Y N N N N N COUNTRYWIDE HOME LOANS 2006-HYB3 N/A 1266944F2 1109244.900000 PA USD 1069113.200000 0.0015635 Long ABS-MBS CORP US N 2 2036-05-20 Floating 3.64346 Y N N N N N COUNTRYWIDE HOME LOANS 2006-OA4 N/A 126694E95 6445820.700000 PA USD 3165217.030000 0.0046288 Long ABS-MBS CORP US N 2 2046-04-25 Floating 3.40605 Y N N N N N COUNTRYWIDE HOME LOANS 2007-10 N/A 12545CAE0 875882.730000 PA USD 728323.120000 0.0010651 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 Y N N N N N COUNTRYWIDE HOME LOANS 2007-14 N/A 12544DAH2 398610.370000 PA USD 323017.260000 0.0004724 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6 Y N N N N N COUNTRYWIDE HOME LOANS 2007-21 N/A 17025WAA2 1454740.840000 PA USD 1180826.960000 0.0017268 Long ABS-MBS CORP US N 2 2038-02-25 Fixed 6.25 Y N N N N N COUNTRYWIDE HOME LOANS 2007-9 N/A 12544XAX3 715764.010000 PA USD 601572.520000 0.0008797 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 5.75 Y N N N N N COUNTRYWIDE HOME LOANS 2007-HY4 N/A 17025RAA3 1480974.110000 PA USD 1418366.080000 0.0020742 Long ABS-MBS CORP US N 2 2047-09-25 Floating 3.86437 Y N N N N N COUNTRYWIDE HOME LOANS 2007-HY6 N/A 17025MAA4 4264358.920000 PA USD 3842280.780000 0.0056189 Long ABS-MBS CORP US N 2 2037-11-25 Floating 3.94893 N N N N N N COUNTRYWIDE HOME LOANS 2007-HYB1 N/A 22239EAG1 589846.140000 PA USD 552784.630000 0.0008084 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.84232 Y N N N N N COUNTRYWIDE HOME LOANS 2007-HYB2 N/A 125438AB7 598370.390000 PA USD 550705.820000 0.0008053 Long ABS-MBS CORP US N 2 2047-02-25 Floating 3.87027 Y N N N N N COVIDIEN INTERNATIONAL FINANCE SA 549300938QUWMPITJ642 22303QAP5 2600000.000000 PA USD 2686859.840000 0.0039292 Long DBT CORP LU N 2 2023-06-15 Fixed 2.95 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST 2018-2A N/A 22535FAA2 13500000.000000 PA USD 13699829.700000 0.0200346 Long ABS-O CORP US N 2 2027-05-17 Fixed 3.47 N N N N N N CREDIT BASED ASSET SRVC & SEC 2006-CB9 N/A 12465MAA2 109569.800000 PA USD 67670.260000 0.0000990 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.07838 N N N N N N CREDIT BASED ASSET SRVC & SEC 2006-CB9 N/A 12465MAC8 10562258.960000 PA USD 6637927.690000 0.0097073 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.16838 N N N N N N CREDIT BASED ASSET SRVC & SEC 2007-CB5 N/A 12464YAC3 1002553.070000 PA USD 772531.500000 0.0011297 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.26838 N N N N N N CREDIT BASED ASSET SRVC & SEC 2007-CB6 N/A 1248RHAA5 353983.630000 PA USD 236721.950000 0.0003462 Long ABS-MBS CORP US N 2 2037-07-25 Floating 2.13838 N N N N N N CREDIT SUISSE AG/ ZURICH BRANCH ANGGYXNX0JLX3X63JN86 22546DAA4 2500000.000000 PA USD 2790160.000000 0.0040803 Long DBT CORP CH N 2 2023-08-08 Fixed 6.5 N N N N N N CREDIT SUISSE AG/ ZURICH BRANCH ANGGYXNX0JLX3X63JN86 ACI06K5Q2 12200000.000000 PA USD 13615980.800000 0.0199119 Long DBT CORP CH N 2 2023-08-08 Fixed 6.5 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2012-3R N/A 12640HAW3 13139605.810000 PA USD 12441389.490000 0.0181942 Long ABS-MBS CORP US N 2 2037-07-27 Floating 3.81368 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A N/A 22540VK43 301548.300000 PA USD 295725.760000 0.0004325 Long ABS-MBS CORP US N 2 2032-03-25 Floating 3.05139 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2018-SP2 N/A 12654QBH8 1257164187.990000 PA USD 1296096551.430000 1.8954046 Long ABS-MBS CORP US N 2 2050-06-01 Variable 4.54314 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2018-SP3 N/A 12654RAM6 772744468.950000 PA USD 760639349.570000 1.1123549 Long ABS-MBS CORP US N 2 2048-06-25 Fixed 3.53481 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 22546DAB2 10000000.000000 PA USD 11075540.000000 0.0161968 Long DBT CORP CH N 2 2023-12-11 Floating 7.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AB4 3400000.000000 PA USD 3478367.310000 0.0050867 Long DBT CORP CH N 2 2023-01-09 Fixed 3.574 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AG3 6500000.000000 PA USD 6850152.470000 0.0100176 Long DBT CORP CH N 2 2024-06-12 Floating 4.207 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 33400000.000000 PA USD 33108569.300000 0.0484178 Long DBT CORP CH N 2 2025-09-11 Floating 2.593 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AD0 1200000.000000 PA USD 1211981.320000 0.0017724 Long DBT CORP CH N 2 2023-12-14 Floating 2.997 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AD3 3900000.000000 PA USD 3911002.250000 0.0057194 Long DBT CORP GG N 2 2020-03-26 Fixed 2.75 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AC5 56400000.000000 PA USD 59307463.990000 0.0867309 Long DBT CORP GG N 2 2025-03-26 Fixed 3.75 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AM3 36000000.000000 PA USD 36602366.400000 0.0535271 Long DBT CORP GG N 2 2021-04-16 Fixed 3.45 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AP6 154250000.000000 PA USD 158386869.310000 0.2316241 Long DBT CORP GG N 2 2021-04-16 Floating 4.58963 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AR2 1900000.000000 PA USD 2093778.830000 0.0030619 Long DBT CORP GG N 2 2026-04-17 Fixed 4.55 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AT8 94700000.000000 PA USD 98950564.040000 0.1447048 Long DBT CORP GG N 2 2023-06-09 Fixed 3.8 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AH4 134129000.000000 PA USD 139404545.730000 0.2038645 Long DBT CORP GG N 2 2022-09-15 Fixed 3.8 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AK7 25300000.000000 PA USD 25543628.630000 0.0373549 Long DBT CORP GG N 2 2020-12-10 Fixed 3.125 N N N N N N CREDIT SUISSE MORTGAGE CAP CERT 2007-1 N/A 126378AL2 3269250.220000 PA USD 1504324.570000 0.0021999 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 5.8631 Y N N N N N CREDIT SUISSE MORTGAGE CAP CERT 2007-3 N/A 12638PAB5 19708583.340000 PA USD 8890313.330000 0.0130011 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.8368 Y N N N N N CREDIT SUISSE MORTGAGE CAP CERT 2007-3 N/A 12638PAJ8 1158884.740000 PA USD 563576.770000 0.0008242 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.5789 Y N N N N N CREDIT SUISSE MORTGAGE CAP CERT 2007-3 N/A 12638PCP2 1165531.540000 PA USD 804397.650000 0.0011763 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6 Y N N N N N CREDIT SUISSE MORTGAGE CAP CERT 2007-5 N/A 22944BAL2 5558269.710000 PA USD 4567697.120000 0.0066798 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 7 Y N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2010-18R N/A 22944JDG3 993323.090000 PA USD 1003022.890000 0.0014668 Long ABS-MBS CORP US N 2 2038-04-26 Floating 3.5 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2013-8R N/A 12647HCP9 2196000.140000 PA USD 2216147.120000 0.0032409 Long ABS-MBS CORP US N 2 2037-05-27 Floating 2.38525 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-RPL2 N/A 12594YAK8 588072514.850000 PA USD 545116287.540000 0.7971751 Long ABS-MBS CORP US N 2 2056-02-25 Variable 3.17 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-RPL2 N/A 12594YAJ1 136099.110000 PA USD 135542.460000 0.0001982 Long ABS-MBS CORP US N 2 2056-02-25 Fixed 0 N N N N N N CREDIT SUISSE MRTG CAPITAL CERT 2006-6 N/A 22942JAL7 1069812.460000 PA USD 873015.860000 0.0012767 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6 N N N N N N CREDIT-BACKED ASSET SERVICING 2007-CB3 N/A 17311YAC7 5679821.750000 PA USD 3157866.730000 0.0046180 Long ABS-MBS CORP US N 2 2037-03-25 Variable 3.78082 Y N N N N N CREDIT-BACKED ASSET SVC AND SEC 2006-RP2 N/A 1248M3AD5 659204.400000 PA USD 660508.970000 0.0009659 Long ABS-MBS CORP US N 2 2036-07-25 Floating 3.15838 N N N N N N CREDIT-BASED ASSET SERV & SEC 2004-CB4 N/A 12489WJP0 1235402.370000 PA USD 1280487.890000 0.0018726 Long ABS-MBS CORP US N 2 2035-05-25 Variable 6.78 Y N N N N N CREDIT-BASED ASSET SERV SEC 2002-CB2 N/A 12489WER1 43829.580000 PA USD 44095.430000 0.0000645 Long ABS-MBS CORP US N 2 2032-04-25 Floating 3.11838 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAC6 18900000.000000 PA USD 20230167.070000 0.0295845 Long DBT CORP US N 2 2028-04-04 Fixed 3.95 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAD4 6900000.000000 PA USD 7440564.910000 0.0108810 Long DBT CORP US N 2 2048-04-04 Fixed 4.5 N N N N N N CRH AMERICA INC 549300RN11MJ182CNF63 12626PAL7 2759000.000000 PA USD 2872749.710000 0.0042011 Long DBT CORP US N 2 2021-01-15 Fixed 5.75 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 228227BD5 21541000.000000 PA USD 23517607.980000 0.0343920 Long DBT CORP US N 2 2023-01-15 Fixed 5.25 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAA9 5220000.000000 PA USD 5292840.090000 0.0077402 Long DBT CORP US N 2 2021-02-15 Fixed 3.4 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAJ0 1400000.000000 PA USD 1438568.700000 0.0021038 Long DBT CORP US N 2 2023-07-15 Fixed 3.15 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAD3 4075000.000000 PA USD 4079383.360000 0.0059657 Long DBT CORP US N 2 2021-09-01 Fixed 2.25 N N N N N N CROWN POINT CLO LTD 2018-5A N/A 22845LAA4 15100000.000000 PA USD 15060713.120000 0.0220247 Long ABS-CBDO CORP KY N 2 2028-07-17 Floating 3.24325 N N N N N N CS FIRST BOSTON MTG SEC CORP 2002-HE1 N/A 22540VUG5 1891102.910000 PA USD 1864094.750000 0.0027260 Long ABS-MBS CORP US N 2 2032-08-25 Floating 2.75838 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2002-10 N/A 22540VQ47 56361.300000 PA USD 62165.260000 0.0000909 Long ABS-MBS CORP US N 2 2032-05-25 Fixed 7.5 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2002-34 N/A 2254W0BZ7 1198.300000 PA USD 1374.890000 0.0000020 Long ABS-MBS CORP US N 2 2032-12-25 Fixed 7.5 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2002-AR21 N/A 22540V4R0 1286.660000 PA USD 1181.720000 0.0000017 Long ABS-MBS CORP US N 2 2032-06-25 Floating 0.098 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2002-AR21 N/A 22540V4S8 16721.800000 PA USD 16818.920000 0.0000246 Long ABS-MBS CORP US N 2 2032-06-25 Floating 5.32945 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-AR18 N/A 22541QFA5 1146308.760000 PA USD 1170510.320000 0.0017117 Long ABS-MBS CORP US N 2 2033-07-25 Floating 4.19818 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-AR18 N/A 22541QFC1 18190.130000 PA USD 18720.140000 0.0000274 Long ABS-MBS CORP US N 2 2033-07-25 Floating 4.19818 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-AR24 N/A 22541QUP5 42524.440000 PA USD 43594.530000 0.0000638 Long ABS-MBS CORP US N 2 2033-10-25 Floating 4.11324 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2004-AR4 N/A 22541SEZ7 1578939.690000 PA USD 1648455.040000 0.0024107 Long ABS-MBS CORP US N 2 2034-05-25 Floating 4.48284 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2004-AR5 N/A 22541SJL3 270438.090000 PA USD 272055.630000 0.0003979 Long ABS-MBS CORP US N 2 2034-06-25 Floating 2.75838 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2004-AR8 N/A 22541SXE3 607227.580000 PA USD 613191.650000 0.0008967 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.21858 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2004-AR8 N/A 22541SXR4 1170829.490000 PA USD 1198228.310000 0.0017523 Long ABS-MBS CORP US N 2 2034-09-25 Floating 3.16838 Y N N N N N CS FIRST BOSTON MTGE SEC CORP 2004-CF1 N/A 22541SBX5 433841.270000 PA USD 433971.160000 0.0006346 Long ABS-MBS CORP US N 2 2043-05-25 Floating 3.66838 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2005-10 N/A 225470FG3 23675.750000 PA USD 19630.690000 0.0000287 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 6 Y N N N N N CSAB MORTGAGE BACKED TR 2006-2 N/A 12627HAK6 2301506.940000 PA USD 1279720.250000 0.0018715 Long ABS-MBS CORP US N 2 2036-09-25 Variable 5.72 Y N N N N N CSAB MORTGAGE BACKED TR 2006-4 N/A 12628LAJ9 1644542.000000 PA USD 642089.060000 0.0009390 Long ABS-MBS CORP US N 2 2036-12-25 Variable 5.6837 Y N N N N N CSAB MTGE BACKED PASS-THRU CERTS 2006-1 N/A 22943HAG1 2032737.290000 PA USD 976401.780000 0.0014279 Long ABS-MBS CORP US N 2 2036-06-25 Variable 6.172 Y N N N N N CSFB MORTGAGE SECURITIES CORP 2005 8 N/A 2254582X5 3832004.360000 PA USD 3578266.660000 0.0052328 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.5 Y N N N N N CSFB MORTGAGE SECURITIES CORP 2005-9 N/A 2254585R5 1116283.020000 PA USD 991197.700000 0.0014495 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.5 N N N N N N CSMC SERIES 2011-6R N/A 12645QCY2 7941015.490000 PA USD 8204215.680000 0.0119978 Long ABS-MBS CORP US N 2 2037-04-28 Floating 4.29157 N N N N N N CSMC TRUST 2018-RPL1 N/A 12653HAK3 515819530.490000 PA USD 471744608.560000 0.6898768 Long ABS-MBS CORP US N 2 2057-07-25 Floating 3.25472 N N N N N N CSMC TRUST 2018-RPL1 N/A 12653HAJ6 178491.080000 PA USD 177404.070000 0.0002594 Long ABS-MBS CORP US N 2 2057-07-25 Fixed 0 N N N N N N CSMC TRUST 2018-RPL3 N/A 12653JAM5 158169922.940000 PA USD 157225347.980000 0.2299255 Long ABS-MBS CORP US N 2 2058-01-25 Fixed 3.532 N N N N N N CSMC TRUST 2018-RPL3 N/A 12653JAL7 295231.070000 PA USD 292872.170000 0.0004283 Long ABS-MBS CORP US N 2 2058-01-25 Variable 0 N N N N N N CSMC TRUST 2018-RPL4 N/A 12653MAM8 466973477.520000 PA USD 476474379.800000 0.6967936 Long ABS-MBS CORP US N 2 2058-04-25 Variable 3.85782 N N N N N N CSMC TRUST 2018-RPL4 N/A 12653MAL0 9025.210000 PA USD 9009.960000 0.0000132 Long ABS-O CORP US N 2 2058-04-25 Fixed 0 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 370ESC717 475440.000000 NS USD 0.480000 0.0000000 Long EP CORP DE N 3 N N N CSMCM TRUST 2018-RPL1 N/A 12595RAA4 15014977.260000 PA USD 13588515.380000 0.0198718 Long ABS-MBS CORP US N 2 2057-07-25 Fixed 3.21252 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 370ESC733 8712560.000000 NS USD 8.710000 0.0000000 Long EP CORP DE N 3 N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAA4 2200000.000000 PA USD 2328004.840000 0.0034045 Long DBT CORP US N 2 2022-07-15 Fixed 4.8 N N N N N N CVP CASCADE CLO LTD 2013-CLO1 N/A 126612AJ9 8360796.230000 PA USD 8362902.480000 0.0122299 Long ABS-CBDO CORP KY N 2 2026-01-16 Floating 3.47225 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DC1 9243000.000000 PA USD 9395799.080000 0.0137404 Long DBT CORP US N 2 2021-03-09 Fixed 3.35 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CV0 127295000.000000 PA USD 132575502.110000 0.1938777 Long DBT CORP US N 2 2023-03-09 Fixed 3.7 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 47600000.000000 PA USD 51527793.020000 0.0753540 Long DBT CORP US N 2 2028-03-25 Fixed 4.3 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CT5 11000000.000000 PA USD 10992518.460000 0.0160754 Long DBT CORP US N 2 2021-06-01 Fixed 2.125 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CJ7 6700000.000000 PA USD 6730774.840000 0.0098430 Long DBT CORP US N 2 2020-07-20 Fixed 2.8 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CK4 17784000.000000 PA USD 18368058.750000 0.0268613 Long DBT CORP US N 2 2022-07-20 Fixed 3.5 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CL2 19270000.000000 PA USD 20429150.620000 0.0298755 Long DBT CORP US N 2 2025-07-20 Fixed 3.875 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DG2 8700000.000000 PA USD 8765605.830000 0.0128188 Long DBT CORP US N 2 2029-08-15 Fixed 3.25 N N N N N N CVS PASS-THROUGH TRUST SERIES 2009 N/A 126659AA9 202868.100000 PA USD 260006.340000 0.0003802 Long DBT CORP US N 2 2031-07-10 Fixed 8.353 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABK4 700000.000000 PA USD 704209.650000 0.0010298 Long DBT CORP US N 2 2020-02-15 Fixed 4 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABL2 200000.000000 PA USD 200642.360000 0.0002934 Long DBT CORP US N 2 2020-12-01 Fixed 2.55 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851CZ5 2400000.000000 PA USD 2402522.880000 0.0035134 Long DBT CORP US N 2 2021-02-12 Fixed 2.3 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DA9 18200000.000000 PA USD 18180053.160000 0.0265864 Long DBT CORP US N 2 2021-02-12 Floating 2.611 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DR2 47000000.000000 PA USD 48099601.190000 0.0703406 Long DBT CORP US N 2 2022-02-22 Fixed 3.4 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DQ4 43100000.000000 PA USD 43332383.560000 0.0633690 Long DBT CORP US N 2 2022-02-22 Floating 3.0295 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DV3 90600000.000000 PA USD 91099692.520000 0.1332237 Long DBT CORP US N 2 2022-02-15 Floating 3.05813 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851BR4 1500000.000000 PA USD 1500448.740000 0.0021942 Long DBT CORP US N 2 2020-03-02 Fixed 2.25 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851BE3 3250000.000000 PA USD 3277455.940000 0.0047929 Long DBT CORP US N 2 2021-03-10 Fixed 2.875 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DG6 63000000.000000 PA USD 63371623.140000 0.0926743 Long DBT CORP US N 2 2020-05-04 Fixed 3.1 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DH4 14250000.000000 PA USD 14266051.340000 0.0208626 Long DBT CORP US N 2 2020-05-04 Floating 2.67675 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DJ0 141400000.000000 PA USD 143769134.380000 0.2102472 Long DBT CORP US N 2 2021-05-04 Fixed 3.35 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DK7 70800000.000000 PA USD 70781444.740000 0.1035104 Long DBT CORP US N 2 2021-05-04 Floating 2.83675 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DL5 20600000.000000 PA USD 21525912.940000 0.0314794 Long DBT CORP US N 2 2023-05-04 Fixed 3.7 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DM3 39300000.000000 PA USD 39345918.510000 0.0575393 Long DBT CORP US N 2 2023-05-04 Floating 3.12675 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DX9 35000000.000000 PA USD 35091902.650000 0.0513182 Long DBT CORP US N 2 2024-06-14 Fixed 2.7 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851CH5 1600000.000000 PA USD 1591016.620000 0.0023267 Long DBT CORP US N 2 2021-07-06 Fixed 2 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DU5 78500000.000000 PA USD 78832416.890000 0.1152841 Long DBT CORP US N 2 2022-08-15 Fixed 2.55 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851CM4 3700000.000000 PA USD 3698836.390000 0.0054092 Long DBT CORP US N 2 2019-10-30 Fixed 1.75 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DN1 1100000.000000 PA USD 1131280.590000 0.0016544 Long DBT CORP US N 2 2021-11-05 Fixed 3.75 N N N N N N DAIWA SECURITIES GROUP INC 353800WRC7Y23PWFJG38 234064AB9 40300000.000000 PA USD 40957885.810000 0.0598966 Long DBT CORP JP N 2 2022-04-19 Fixed 3.129 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 23636TAC4 18797000.000000 PA USD 18774344.920000 0.0274555 Long DBT CORP FR N 2 2021-11-02 Fixed 2.077 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 23636TAD2 5785000.000000 PA USD 5868694.200000 0.0085823 Long DBT CORP FR N 2 2023-11-02 Fixed 2.589 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAS0 36900000.000000 PA USD 38808893.830000 0.0567539 Long DBT CORP DK N 2 2022-01-12 Fixed 5 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAT8 2611000.000000 PA USD 2870094.600000 0.0041972 Long DBT CORP DK N 2 2024-01-12 Fixed 5.375 N N N N N N DBS BANK LTD ATUEL7OJR5057F2PV266 23304RAB1 39700000.000000 PA USD 40660595.490000 0.0594618 Long DBT CORP SG N 2 2021-11-27 Fixed 3.3 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAD5 129930000.000000 PA USD 134004295.570000 0.1959672 Long DBT CORP US N 2 2021-06-15 Fixed 4.42 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAG8 99800000.000000 PA USD 108739530.110000 0.1590201 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZJ0 5980000.000000 PA USD 6146570.270000 0.0089887 Long DBT CORP US N 2 2022-03-15 Fixed 3.625 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZM3 12300000.000000 PA USD 12476107.830000 0.0182450 Long DBT CORP US N 2 2021-04-19 Fixed 3.4 N N N N N N DELTA FUNDING HOME EQ LN TR 1999-3 N/A 24763LFX3 151693.040000 PA USD 150952.980000 0.0002208 Long ABS-MBS CORP US N 2 2029-09-15 Floating 2.8475 N N N N N N DENALI CAPITAL CLO X LTD 2013-1A N/A 24823BAK6 30400000.000000 PA USD 30370563.070000 0.0444137 Long ABS-CBDO CORP KY N 2 2027-10-26 Floating 3.31663 N N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2005-6 N/A 251510KH5 1003633.160000 PA USD 974578.180000 0.0014252 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.5 Y N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB3 N/A 25151EAF0 844508.670000 PA USD 798331.610000 0.0011675 Long ABS-MBS CORP US N 2 2036-07-25 Variable 6.3 Y N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2007-AR3 N/A 25150VAZ9 4056005.470000 PA USD 3968207.150000 0.0058031 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.19838 Y N N N N N DEUTSCHE ALT-A SECURITIES INC 2005-AR2 N/A 251510GZ0 1533285.860000 PA USD 1368489.520000 0.0020013 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.6795 N N N N N N DEUTSCHE ALT-A SECURITIES INC 2006-AR1 N/A 251510LD3 12855022.460000 PA USD 12604894.570000 0.0184333 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.34838 N N N N N N DEUTSCHE ALT-A SECURITIES INC 2006-AR3 N/A 25151AAB7 3517067.160000 PA USD 3359896.460000 0.0049135 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.13838 Y N N N N N DEUTSCHE ALT-A SECURITIES INC 2007-AR1 N/A 25151RAG9 3959117.990000 PA USD 3491951.960000 0.0051066 Long ABS-MBS CORP US N 2 2047-01-25 Floating 2.25838 N N N N N N DEUTSCHE ALT-A SECURITIES LN TR 2007-1 N/A 25151YAJ8 5023075.480000 PA USD 4220322.720000 0.0061718 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.11838 Y N N N N N DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4 N/A 251513AQ0 653262.600000 PA USD 628463.900000 0.0009191 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6.005 Y N N N N N DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4 N/A 251513AR8 10836.950000 PA USD 8307.450000 0.0000121 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.11838 Y N N N N N DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4 N/A 251513BC0 863277.200000 PA USD 830339.810000 0.0012143 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.869 Y N N N N N DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4 N/A 251513BD8 863277.190000 PA USD 830329.870000 0.0012143 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.886 Y N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 ACI09BFL9 5400000.000000 PA 5802160.280000 0.0084850 Long DBT CORP DE N 2 2021-09-10 Floating 0.213 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 ACI0Z7P46 2200000.000000 PA 2382985.440000 0.0034849 Long DBT CORP DE N 2 2020-12-07 Floating 0.059 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BQ1 103600000.000000 PA USD 102693023.440000 0.1501777 Long DBT CORP DE N 2 2021-01-22 Floating 3.09263 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAC1 76000000.000000 PA USD 76763823.560000 0.1122590 Long DBT CORP DE N 2 2021-02-04 Fixed 4.25 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAD9 39300000.000000 PA USD 39030555.660000 0.0570781 Long DBT CORP DE N 2 2021-02-04 Floating 3.57675 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CA5 36800000.000000 PA USD 38119319.010000 0.0557455 Long DBT CORP US N 2 2022-02-14 Fixed 5 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BR9 87400000.000000 PA USD 88720908.540000 0.1297450 Long DBT CORP DE N 2 2023-02-27 Fixed 3.95 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BW8 30100000.000000 PA USD 30021652.410000 0.0439035 Long DBT CORP DE N 2 2021-05-12 Fixed 3.375 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251525AV3 95700000.000000 PA USD 95485953.550000 0.1396381 Long DBT CORP DE N 2 2020-07-13 Floating 3.27338 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BX6 253700000.000000 PA USD 257437419.610000 0.3764751 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BL2 5900000.000000 PA USD 5868717.080000 0.0085824 Long DBT CORP DE N 2 2022-11-16 Fixed 3.3 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BM0 84300000.000000 PA USD 81882926.800000 0.1197451 Long DBT CORP DE N 2 2022-11-16 Floating 3.35838 N N N N N N DEUTSCHE MORTGAGE AND ASSET RECEIVING CORP 2014-RS1 N/A 25160HAM7 4434576.860000 PA USD 4371700.330000 0.0063932 Long ABS-MBS CORP US N 2 2036-11-27 Floating 2.46476 N N N N N N DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 529900ERDFHS6C1M4U58 25156PAY9 4960000.000000 PA USD 5020491.370000 0.0073419 Long DBT CORP NL N 2 2022-01-19 Fixed 2.82 N N N N N N DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 529900ERDFHS6C1M4U58 25156PBA0 4200000.000000 PA USD 4439411.590000 0.0064922 Long DBT CORP NL N 2 2027-01-19 Fixed 3.6 N N N N N N DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 529900ERDFHS6C1M4U58 25156PAU7 17420000.000000 PA USD 17309431.430000 0.0253132 Long DBT CORP NL N 2 2021-09-19 Fixed 1.95 N N N N N N DEVELOPMENT BANK OF JAPAN INC (DBJ) 5493001HGBABMWFZUI25 25159MAR8 2800000.000000 PA USD 2781718.440000 0.0040680 Long DBT CORP JP N 2 2021-09-01 Fixed 1.625 N N N N N N DEVELOPMENT BANK OF JAPAN INC (DBJ) 5493001HGBABMWFZUI25 25159MAT4 22900000.000000 PA USD 23007560.610000 0.0336461 Long DBT CORP JP N 2 2022-09-01 Fixed 2.125 N N N N N N DEXIA CREDIT LOCAL F4G136OIPBYND1F41110 25214BAT1 57300000.000000 PA USD 58085042.090000 0.0849433 Long DBT NUSS FR N 2 2022-09-20 Fixed 2.375 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAL0 28100000.000000 PA USD 29345694.080000 0.0429150 Long DBT CORP US N 2 2022-07-01 Fixed 3.95 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAT3 54090000.000000 PA USD 59859107.420000 0.0875376 Long DBT CORP US N 2 2028-07-15 Fixed 4.45 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAU0 16520000.000000 PA USD 17215257.580000 0.0251755 Long DBT CORP US N 2 2029-07-01 Fixed 3.6 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAQ9 8500000.000000 PA USD 9358316.740000 0.0136856 Long DBT CORP US N 2 2025-10-01 Fixed 4.75 N N N N N N DISCOVER BANK/GREENWOOD BRANCH X05BVSK68TQ7YTOSNR22 25466AAQ4 19200000.000000 PA USD 19161216.190000 0.0280213 Long DBT CORP US N 2 2024-09-12 Fixed 2.45 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DAQ2 4900000.000000 PA USD 4982095.870000 0.0072858 Long DBT CORP US N 2 2023-03-20 Fixed 2.95 N N N N N N DOMINION ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 257375AM7 45880000.000000 PA USD 46087974.500000 0.0673988 Long DBT CORP US N 2 2021-06-15 Floating 2.7185 N N N N N N DOMINION ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 257375AK1 700000.000000 PA USD 705002.530000 0.0010310 Long DBT CORP US N 2 2020-11-15 Fixed 2.8 N N N N N N DRIVER AUSTRALIA-5 N/A BD6SPWII8 10327985.100000 PA 6964322.000000 0.0101846 Long ABS-O CORP AU N 2 2026-07-21 Floating 1.9278 N N N N N N DRYDEN XXV SENIOR LOAN FUND 2012-25A N/A 26250JAS9 22800000.000000 PA USD 22789404.610000 0.0333271 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 3.20338 N N N N N N DSLA MORTGAGE LOAN TRUST 2004-AR1 N/A 23332UAC8 81548.940000 PA USD 83876.150000 0.0001227 Long ABS-MBS CORP US N 2 2044-09-19 Floating 2.877 N N N N N N DSLA MORTGAGE LOAN TRUST 2004-AR3 N/A 23332UBF0 20438.550000 PA USD 21172.380000 0.0000310 Long ABS-MBS CORP US N 2 2044-07-19 Floating 4.48879 N N N N N N DSLA MORTGAGE LOAN TRUST 2007-AR1 N/A 23333YAD7 833441.420000 PA USD 773286.450000 0.0011308 Long ABS-MBS CORP US N 2 2047-04-19 Floating 2.237 Y N N N N N DUBAI WORLD CORP N/A 922KUQII3 11451225.610000 PA USD 10735524.010000 0.0156996 Long LON CORP AE N 2 2022-09-30 Fixed 2.5 N N Y N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAW4 1000000.000000 PA USD 1034150.790000 0.0015123 Long DBT CORP US N 2 2022-05-15 Fixed 3.35 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBD6 49800000.000000 PA USD 50084462.080000 0.0732432 Long DBT CORP US N 2 2022-03-11 Floating 2.78838 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAN5 9000000.000000 PA USD 9548159.760000 0.0139632 Long DBT CORP US N 2 2024-04-15 Fixed 3.75 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAW5 10600000.000000 PA USD 10710972.990000 0.0156637 Long DBT CORP US N 2 2022-08-15 Fixed 2.4 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAJ4 1900000.000000 PA USD 1945786.120000 0.0028455 Long DBT CORP US N 2 2022-08-15 Fixed 3.05 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAF2 1000000.000000 PA USD 1023765.040000 0.0014971 Long DBT CORP US N 2 2021-09-15 Fixed 3.55 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBA2 43400000.000000 PA USD 43586790.130000 0.0637411 Long DBT CORP US N 2 2021-05-14 Floating 2.67525 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAF7 5200000.000000 PA USD 5695374.720000 0.0083289 Long DBT CORP US N 2 2029-02-01 Fixed 3.65 N N N N N N DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC) 0NIFZ782LS46WOC9QK20 26442UAF1 1900000.000000 PA USD 1995711.470000 0.0029185 Long DBT CORP US N 2 2023-09-01 Fixed 3.375 N N N N N N DUKE REALTY LIMITED PARTNERSHIP 2549009GZDBNY1KE9O81 264411AD1 200000.000000 PA USD 204145.220000 0.0002985 Long DBT CORP US N 2 2021-02-15 Fixed 3.875 N N N N N N DUQUESNE LIGHT HOLDINGS INC 4CUJ1D8WDXK9X7QI6B93 266233AC9 2900000.000000 PA USD 3003116.290000 0.0043917 Long DBT CORP US N 2 2020-09-15 Fixed 6.4 N N N N N N DXC TECHNOLOGY COMPANY 549300DOVZ3EDJB7O259 23355LAE6 10077000.000000 PA USD 10074035.350000 0.0147322 Long DBT CORP US N 2 2021-03-01 Floating 3.08175 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AN3 2100000.000000 PA USD 2176115.570000 0.0031823 Long DBT CORP US N 2 2022-03-09 Fixed 3.8 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AR4 4300000.000000 PA USD 4301839.840000 0.0062910 Long DBT CORP US N 2 2020-06-05 Fixed 2.15 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AE3 13010000.000000 PA USD 13115792.510000 0.0191805 Long DBT CORP US N 2 2022-07-15 Fixed 2.6 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AK9 3100000.000000 PA USD 3133918.530000 0.0045830 Long DBT CORP US N 2 2021-08-01 Fixed 2.875 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865AL4 3088000.000000 PA USD 3237423.190000 0.0047344 Long DBT CORP US N 2 2021-12-08 Fixed 4.35 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AJ6 600000.000000 PA USD 601692.870000 0.0008799 Long DBT CORP US N 2 2023-03-15 Fixed 2.95 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AN7 5900000.000000 PA USD 6641343.140000 0.0097123 Long DBT CORP US N 2 2027-06-15 Fixed 5.75 N N N N N N EDUCATION FUNDING LLC 2006-1A N/A 28140XAB5 531894.830000 PA USD 531242.090000 0.0007769 Long ABS-O CORP US N 2 2029-10-25 Floating 2.5255 N N N N N N EMC MORTGAGE LOAN TRUST 2005-A N/A 268668EK2 58425.180000 PA USD 58276.450000 0.0000852 Long ABS-MBS CORP US N 2 2043-05-25 Floating 2.91838 N N N N N N EMCM MORTGAGE LOAN TRUST 2001-A N/A 268668AA8 22783.580000 PA USD 22822.510000 0.0000334 Long ABS-MBS CORP US N 2 2040-05-25 Floating 2.75838 N N N N N N EMERALD BAY SA 2221008SU8XG8LZVS860 ACI0YB9V6 17397000.000000 PA 18653737.670000 0.0272791 Long DBT CORP LU N 2 2020-10-08 None 0 N N N N N N EMF-NL BV 2008-APRX N/A B39M0PII2 5526476.280000 PA 5797317.730000 0.0084780 Long ABS-MBS CORP NL N 2 2041-04-17 Floating 0.437 N N N N N N ENABLE MIDSTREAM PARTNERS LP 549300TLGDBYE711G509 292480AL4 3690000.000000 PA USD 3836431.670000 0.0056104 Long DBT CORP US N 2 2028-05-15 Fixed 4.95 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAU9 92900000.000000 PA USD 92919560.100000 0.1358851 Long DBT CORP CA N 2 2020-01-10 Floating 2.73775 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAP0 13700000.000000 PA USD 13725985.060000 0.0200728 Long DBT CORP CA N 2 2020-06-15 Floating 2.8185 N N N N N N ENCINA SPV N/A 933ZSAII5 14980000.000000 PA USD 14980000.000000 0.0219067 Long DBT CORP US N 3 2025-12-05 Floating 5.19513 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAH1 3000000.000000 PA USD 3188424.000000 0.0046627 Long DBT CORP NL N 2 2023-09-14 Fixed 4.25 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAL2 166100000.000000 PA USD 166488399.940000 0.2434717 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAJ7 28500000.000000 PA USD 31156836.410000 0.0455636 Long DBT CORP NL N 2 2025-09-14 Fixed 4.625 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29273RAS8 2300000.000000 PA USD 2364221.180000 0.0034574 Long DBT CORP US N 2 2023-02-01 Fixed 3.6 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29278NAL7 4135000.000000 PA USD 4323643.700000 0.0063229 Long DBT CORP US N 2 2023-03-15 Fixed 4.25 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29273RAN9 5110000.000000 PA USD 5264835.860000 0.0076993 Long DBT CORP US N 2 2021-06-01 Fixed 4.65 N N N N N N ENERGY TRANSFER PARTNERS LP / REGENCY ENERGY FINANCE CORP N/A 75886AAQ1 4722000.000000 PA USD 5011723.030000 0.0073291 Long DBT CORP US N 2 2022-10-01 Fixed 5 N N N N N N ENERGY TRANSFER PARTNERS LP / REGENCY ENERGY FINANCE CORP N/A 75886AAJ7 34709000.000000 PA USD 36806648.130000 0.0538258 Long DBT CORP US N 2 2023-11-01 Fixed 4.5 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29364DAQ3 2300000.000000 PA USD 2344101.100000 0.0034280 Long DBT CORP US N 2 2021-02-15 Fixed 3.75 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29364DAR1 1600000.000000 PA USD 1640056.420000 0.0023984 Long DBT CORP US N 2 2023-06-01 Fixed 3.05 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAH6 16400000.000000 PA USD 17123200.310000 0.0250409 Long DBT CORP US N 2 2022-07-15 Fixed 4 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAF0 600000.000000 PA USD 612227.270000 0.0008953 Long DBT CORP US N 2 2020-09-15 Fixed 5.125 N N N N N N ENTERGY GULF STATES LOUISIANA LLC 8F4SD5Y4YNDDSMHFUP83 29365PAQ5 200000.000000 PA USD 202764.340000 0.0002965 Long DBT CORP US N 2 2020-10-01 Fixed 3.95 N N N N N N ENTERPRISE FLEET FINANCING LLC 2018-3 N/A 29373GAB8 21523828.190000 PA USD 21823192.350000 0.0319141 Long ABS-O CORP US N 2 2024-05-20 Fixed 3.38 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBS1 3700000.000000 PA USD 3821910.930000 0.0055891 Long DBT CORP US N 2 2022-02-01 Fixed 3.5 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAU7 2710000.000000 PA USD 2831833.280000 0.0041413 Long DBT CORP US N 2 2022-02-15 Fixed 4.05 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAZ6 3100000.000000 PA USD 3209155.400000 0.0046931 Long DBT CORP US N 2 2023-03-15 Fixed 3.35 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAP8 6325000.000000 PA USD 6499998.140000 0.0095056 Long DBT CORP US N 2 2020-09-01 Fixed 5.2 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAE9 16780000.000000 PA USD 18298241.140000 0.0267592 Long DBT CORP US N 2 2028-04-15 Fixed 4.95 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 13100000.000000 PA USD 13118685.450000 0.0191847 Long DBT CORP US N 2 2029-08-15 Fixed 3.75 N N N N N N EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP) 549300NELT611CL6XM83 26885BAD2 8010000.000000 PA USD 8045299.030000 0.0117654 Long DBT CORP US N 2 2023-07-15 Fixed 4.75 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AM7 5900000.000000 PA USD 6014420.710000 0.0087955 Long DBT CORP US N 2 2021-08-15 Fixed 3.6 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AP0 2700000.000000 PA USD 2699550.070000 0.0039478 Long DBT CORP US N 2 2021-08-15 Floating 3.02813 N N N N N N EQUIFIRST MORTGAGE LOAN TRUST 2004-1 N/A 29445FAV0 18365.920000 PA USD 18202.630000 0.0000266 Long ABS-MBS CORP US N 2 2034-01-25 Floating 2.76838 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 ACI1162W6 17900000.000000 PA 20284564.780000 0.0296640 Long DBT CORP US N 2 2024-03-15 Fixed 2.875 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAD4 1600000.000000 PA USD 1665628.540000 0.0024358 Long DBT CORP US N 2 2021-08-16 Fixed 4.5 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAM4 1200000.000000 PA USD 1200086.530000 0.0017550 Long DBT CORP US N 2 2019-10-15 Fixed 2.35 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABM4 46300000.000000 PA USD 45674049.930000 0.0667935 Long DBT CORP US N 2 2030-02-15 Fixed 2.5 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABF9 10800000.000000 PA USD 11094350.540000 0.0162243 Long DBT CORP US N 2 2026-11-01 Fixed 2.85 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAP2 6100000.000000 PA USD 6383502.930000 0.0093352 Long DBT CORP US N 2 2025-04-01 Fixed 3.5 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAQ0 1180000.000000 PA USD 1234220.910000 0.0018049 Long DBT CORP US N 2 2026-04-15 Fixed 3.375 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAE7 1600000.000000 PA USD 1646204.930000 0.0024074 Long DBT CORP US N 2 2023-05-01 Fixed 3.25 N N N N N N EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT (EBRD) 549300HTGDOVDU6OGK19 29874QAY0 12900000.000000 PA USD 12889076.020000 0.0188489 Long DBT CORP N/A N 2 2024-09-27 Fixed 1.625 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 29878TDB7 4540000.000000 PA USD 4843164.540000 0.0070826 Long DBT CORP N/A N 2 2025-06-13 Fixed 2.875 N N N N N N EUROSAIL PLC 2007-NL2X N/A 919AJRII1 2172707.040000 PA 2379509.840000 0.0034798 Long ABS-MBS CORP NL N 2 2040-10-17 Floating 1.137 N N N N N N EVERGREEN CREDIT CARD TRUST SERIES 2019-2 N/A 30023JBH0 28300000.000000 PA USD 28188543.280000 0.0412228 Long ABS-MBS CORP CA N 2 2024-09-15 Fixed 1.9 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAA6 1737000.000000 PA USD 1742902.850000 0.0025488 Long DBT CORP US N 2 2021-03-15 Fixed 2.5 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAC2 1300000.000000 PA USD 1317207.260000 0.0019263 Long DBT CORP US N 2 2022-03-15 Fixed 2.75 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAN1 733000.000000 PA USD 786655.590000 0.0011504 Long DBT CORP US N 2 2025-06-15 Fixed 3.95 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 210371AL4 2100000.000000 PA USD 2156661.630000 0.0031539 Long DBT CORP US N 2 2020-12-01 Fixed 5.15 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2017-3A N/A 30165YAA1 1495152.350000 PA USD 1494895.180000 0.0021861 Long ABS-O CORP US N 2 2021-12-15 Fixed 2.05 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2018-3A N/A 30166PAA9 3162504.000000 PA USD 3164814.530000 0.0046282 Long ABS-O CORP US N 2 2022-01-18 Fixed 2.9 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2018-4A N/A 30166EAA4 7473597.520000 PA USD 7484296.720000 0.0109450 Long ABS-O CORP US N 2 2021-12-15 Fixed 3.05 N N N N N N EXPEDIA GROUP INC N/A 30212PAQ8 15000000.000000 PA USD 14993905.800000 0.0219270 Long DBT CORP US N 2 2030-02-15 Fixed 3.25 N N N N N N FAB UK LTD 2004-1 N/A 99RFPJII4 6083068.900000 PA 6942712.240000 0.0101530 Long ABS-CBDO CORP JE N 2 2045-12-06 Floating 1.36538 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BB7 7600000.000000 PA USD 8230287.080000 0.0120359 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85 N N N N N N FANNIE MAE 1990-92 N/A 31358EA93 130.840000 PA USD 132.490000 0.0000002 Long ABS-MBS USGSE US N 2 2020-08-25 Fixed 7 N N N N N N FANNIE MAE 1990-93 N/A 31358ED82 12.090000 PA USD 12.130000 0.0000000 Long ABS-MBS USGSE US N 2 2020-08-25 Fixed 5.5 N N N N N N FANNIE MAE 1993-204 N/A 31359ELJ8 420052.380000 PA USD 441526.130000 0.0006457 Long ABS-MBS USGSE US N 2 2023-10-25 Fixed 6.5 N N N N N N FANNIE MAE 1997-34 N/A 31359PWW2 220517.210000 PA USD 222252.150000 0.0003250 Long ABS-MBS USGSE US N 2 2023-10-25 Floating 2.66838 N N N N N N FANNIE MAE 1997-34 N/A 31359PWN2 36229.930000 PA USD 39143.690000 0.0000572 Long ABS-MBS USGSE US N 2 2027-06-18 Fixed 7 N N N N N N FANNIE MAE 1997-43 N/A 31359P2N5 329905.420000 PA USD 364099.590000 0.0005325 Long ABS-MBS USGSE US N 2 2026-12-18 Fixed 7 N N N N N N FANNIE MAE 1997-45 N/A 31359PH74 5209.600000 PA USD 5985.800000 0.0000088 Long ABS-MBS USGSE US N 2 2027-07-18 Fixed 8 N N N N N N FANNIE MAE 1997-57 N/A 31359QJS4 152703.000000 PA USD 163308.160000 0.0002388 Long ABS-MBS USGSE US N 2 2027-09-18 Fixed 5 N N N N N N FANNIE MAE 1997-58 N/A 31359QMW1 46947.020000 PA USD 53382.200000 0.0000781 Long ABS-MBS USGSE US N 2 2027-08-20 Fixed 7.5 N N N N N N FANNIE MAE 1997-66 N/A 31359QH49 137872.000000 PA USD 154580.680000 0.0002261 Long ABS-MBS USGSE US N 2 2027-09-20 Fixed 7.5 N N N N N N FANNIE MAE 1997-89 N/A 31359RPN6 188873.270000 PA USD 207160.020000 0.0003029 Long ABS-MBS USGSE US N 2 2027-12-20 Fixed 5.75 N N N N N N FANNIE MAE 1997-89 N/A 31359RPS5 520167.610000 PA USD 578200.990000 0.0008456 Long ABS-MBS USGSE US N 2 2027-12-20 Fixed 7 N N N N N N FANNIE MAE 1998-22 N/A 31359RY63 21990.370000 PA USD 22043.330000 0.0000322 Long ABS-MBS USGSE US N 2 2028-04-18 Floating 2.44088 N N N N N N FANNIE MAE 1998-36 N/A 31359T5E4 76284.520000 PA USD 84101.420000 0.0001230 Long ABS-MBS USGSE US N 2 2028-07-18 Fixed 6 N N N N N N FANNIE MAE 1998-40 N/A 31359TJ25 1770638.440000 PA USD 1992501.210000 0.0029138 Long ABS-MBS USGSE US N 2 2028-07-18 Fixed 6.5 N N N N N N FANNIE MAE 1998-57 N/A 31359UG25 369781.600000 PA USD 410632.040000 0.0006005 Long ABS-MBS USGSE US N 2 2028-10-25 Fixed 6.5 N N N N N N FANNIE MAE 1998-58 N/A 31359UYS8 19595.990000 PA USD 21602.170000 0.0000316 Long ABS-MBS USGSE US N 2 2028-10-25 Fixed 6 N N N N N N FANNIE MAE 1998-66 N/A 31359U3G8 3189.940000 PA USD 3165.940000 0.0000046 Long ABS-MBS USGSE US N 2 2028-12-25 Floating 2.31838 N N N N N N FANNIE MAE 1998-73 N/A 31359VBH5 344892.430000 PA USD 348566.360000 0.0005097 Long ABS-MBS USGSE US N 2 2038-10-17 Fixed 6.3 N N N N N N FANNIE MAE 1999-37 N/A 31359V6Z1 414.190000 PA USD 414.520000 0.0000006 Long ABS-MBS USGSE US N 2 2029-06-25 Floating 2.41838 N N N N N N FANNIE MAE 1999-57 N/A 31359XHE2 1026.850000 PA USD 1025.800000 0.0000015 Long ABS-MBS USGSE US N 2 2019-12-25 Fixed 7.5 N N N N N N FANNIE MAE 2000-32 N/A 31358SNY3 133059.480000 PA USD 133731.110000 0.0001956 Long ABS-MBS USGSE US N 2 2030-10-18 Floating 2.49088 N N N N N N FANNIE MAE 2000-34 N/A 31358SSV4 12221.440000 PA USD 12135.820000 0.0000177 Long ABS-MBS USGSE US N 2 2030-10-25 Floating 2.46838 N N N N N N FANNIE MAE 2001-14 N/A 31359SWU0 7590.180000 PA USD 8293.140000 0.0000121 Long ABS-MBS USGSE US N 2 2031-05-25 Fixed 6 N N N N N N FANNIE MAE 2001-28 N/A 313920DM9 880597.190000 PA USD 1000295.180000 0.0014628 Long ABS-MBS USGSE US N 2 2031-07-25 Fixed 6.5 N N N N N N FANNIE MAE 2001-35 N/A 313920RZ5 1142617.550000 PA USD 1277504.010000 0.0018682 Long ABS-MBS USGSE US N 2 2031-07-25 Fixed 6.5 N N N N N N FANNIE MAE 2001-43 N/A 313920VW7 389743.320000 PA USD 435688.370000 0.0006371 Long ABS-MBS USGSE US N 2 2031-09-25 Fixed 6.5 N N N N N N FANNIE MAE 2001-55 N/A 313921DF2 6858.580000 PA USD 7814.580000 0.0000114 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 6.5 N N N N N N FANNIE MAE 2001-62 N/A 31392AAY4 2737446.350000 PA USD 3074105.710000 0.0044956 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 6.5 N N N N N N FANNIE MAE 2001-63 N/A 31392AVF2 34542.990000 PA USD 34381.300000 0.0000503 Long ABS-MBS USGSE US N 2 2031-12-18 Floating 2.59088 N N N N N N FANNIE MAE 2001-64 N/A 31392AFF0 1819485.640000 PA USD 2061677.010000 0.0030150 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 6 N N N N N N FANNIE MAE 2002 57 N/A 31392D4P4 2554545.850000 PA USD 2897545.740000 0.0042374 Long ABS-MBS USGSE US N 2 2032-09-25 Fixed 6 N N N N N N FANNIE MAE 2002-21 N/A 31392CRC0 5195.800000 PA USD 5278.540000 0.0000077 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 2.91838 N N N N N N FANNIE MAE 2002-21 N/A 31392CRD8 1039.160000 PA USD 1055.710000 0.0000015 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 2.91838 N N N N N N FANNIE MAE 2002-26 N/A 31392CR30 7948.100000 PA USD 9256.910000 0.0000135 Long ABS-MBS USGSE US N 2 2048-01-25 Fixed 7 N N N N N N FANNIE MAE 2002-28 N/A 31392CA46 1094144.150000 PA USD 1247727.850000 0.0018247 Long ABS-MBS USGSE US N 2 2032-05-25 Fixed 6.5 N N N N N N FANNIE MAE 2002-4 N/A 31392BXA9 99490.560000 PA USD 100012.480000 0.0001463 Long ABS-MBS USGSE US N 2 2032-02-25 Floating 2.46838 N N N N N N FANNIE MAE 2002-45 N/A 31392DTH5 1177053.070000 PA USD 1306001.120000 0.0019099 Long ABS-MBS USGSE US N 2 2031-05-25 Fixed 6 N N N N N N FANNIE MAE 2002-60 N/A 31392EVN7 42192.980000 PA USD 41265.680000 0.0000603 Long ABS-MBS USGSE US N 2 2032-06-25 Floating 2.41838 N N N N N N FANNIE MAE 2002-82 N/A 31392FW86 255896.430000 PA USD 291353.490000 0.0004261 Long ABS-MBS USGSE US N 2 2032-12-25 Fixed 6 N N N N N N FANNIE MAE 2003-11 N/A 31392HPP2 47075.270000 PA USD 46678.550000 0.0000683 Long ABS-MBS USGSE US N 2 2033-02-25 Floating 2.46838 N N N N N N FANNIE MAE 2003-120 N/A 31393UGU1 422190.300000 PA USD 489458.810000 0.0007158 Long ABS-MBS USGSE US N 2 2033-12-25 Fixed 6.5 N N N N N N FANNIE MAE 2003-25 N/A 31393APU5 261744.600000 PA USD 289255.630000 0.0004230 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 5 N N N N N N FANNIE MAE 2003-32 N/A 31393BKJ3 470787.120000 PA USD 534441.400000 0.0007816 Long ABS-MBS USGSE US N 2 2032-11-25 Fixed 6 N N N N N N FANNIE MAE 2003-34 N/A 31393CEY5 6491.480000 PA USD 7411.440000 0.0000108 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 6 N N N N N N FANNIE MAE 2004-11 N/A 31393T7H3 30876.800000 PA USD 30761.400000 0.0000450 Long ABS-MBS USGSE US N 2 2034-03-25 Floating 2.13838 N N N N N N FANNIE MAE 2004-12 N/A 31393XBU0 1321468.730000 PA USD 1581309.260000 0.0023125 Long ABS-MBS USGSE US N 2 2034-03-25 Fixed 6 N N N N N N FANNIE MAE 2004-18 N/A 31393XSX6 233807.730000 PA USD 268460.210000 0.0003926 Long ABS-MBS USGSE US N 2 2034-04-25 Fixed 6 N N N N N N FANNIE MAE 2004-44 N/A 31393YZS7 48704.200000 PA USD 51064.970000 0.0000747 Long ABS-MBS USGSE US N 2 2024-06-25 Fixed 4.5 N N N N N N FANNIE MAE 2004-63 N/A 31394ANT9 24447.280000 PA USD 24211.600000 0.0000354 Long ABS-MBS USGSE US N 2 2034-08-25 Floating 2.16838 N N N N N N FANNIE MAE 2004-68 N/A 31394AZG4 16530.020000 PA USD 17823.560000 0.0000261 Long ABS-MBS USGSE US N 2 2029-09-25 Fixed 5 N N N N N N FANNIE MAE 2004-80 N/A 31394BKG8 1901.030000 PA USD 1897.240000 0.0000028 Long ABS-MBS USGSE US N 2 2019-11-25 Fixed 4 N N N N N N FANNIE MAE 2004-97 N/A 31394BS62 1244629.190000 PA USD 1326604.200000 0.0019400 Long ABS-MBS USGSE US N 2 2035-01-25 Fixed 4.5 N N N N N N FANNIE MAE 2005-22 N/A 31394DBN9 14603.870000 PA USD 14987.640000 0.0000219 Long ABS-MBS USGSE US N 2 2034-12-25 Fixed 5.5 N N N N N N FANNIE MAE 2005-24 N/A 31394CF98 476263.040000 PA USD 525793.300000 0.0007689 Long ABS-MBS USGSE US N 2 2035-04-25 Fixed 5 N N N N N N FANNIE MAE 2006-104 N/A 31396LLV0 4439.450000 PA USD 4447.610000 0.0000065 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 2.41838 N N N N N N FANNIE MAE 2006-116 N/A 31396LZE3 50486.740000 PA USD 9199.360000 0.0000135 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 4.58162 N N N N N N FANNIE MAE 2006-117 N/A 31396LE55 530961.600000 PA USD 586497.320000 0.0008577 Long ABS-MBS USGSE US N 2 2036-12-25 Fixed 6 N N N N N N FANNIE MAE 2006-117 N/A 31396LD56 231170.720000 PA USD 43038.600000 0.0000629 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 4.62162 N N N N N N FANNIE MAE 2006-15 N/A 31395BVE0 990291.810000 PA USD 985028.110000 0.0014405 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 2.35109 N N N N N N FANNIE MAE 2006-5 N/A 31394VL73 3339662.360000 PA USD 3517988.310000 0.0051447 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 4.41397 N N N N N N FANNIE MAE 2007-116 N/A 31396X7A6 48313.520000 PA USD 54793.630000 0.0000801 Long ABS-MBS USGSE US N 2 2035-08-25 Fixed 5.5 N N N N N N FANNIE MAE 2007-14 N/A 31396PZS3 8509.260000 PA USD 8551.840000 0.0000125 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 2.37838 N N N N N N FANNIE MAE 2007-15 N/A 31396PWK3 61507.250000 PA USD 11581.890000 0.0000169 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 4.36162 N N N N N N FANNIE MAE 2007-20 N/A 31396PZ95 594905.810000 PA USD 593587.920000 0.0008681 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 2.31838 N N N N N N FANNIE MAE 2007-29 N/A 31396VQE1 477.640000 PA USD 484.990000 0.0000007 Long ABS-MBS USGSE US N 2 2047-02-25 Fixed 6.5 N N N N N N FANNIE MAE 2007-3 N/A 31396PRU7 16813.190000 PA USD 2587.300000 0.0000038 Long ABS-MBS USGSE US N 2 2037-02-25 Floating 4.05162 N N N N N N FANNIE MAE 2007-39 N/A 31396VTF5 51119.900000 PA USD 9558.640000 0.0000140 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 4.74162 N N N N N N FANNIE MAE 2007-42 N/A 31396VN53 23085.650000 PA USD 22979.030000 0.0000336 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 2.26838 N N N N N N FANNIE MAE 2007-53 N/A 31396WCJ3 143015.000000 PA USD 15757.510000 0.0000230 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 4.08162 N N N N N N FANNIE MAE 2007-58 N/A 31396V4B1 133647.700000 PA USD 133256.620000 0.0001949 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 2.33838 N N N N N N FANNIE MAE 2007-65 N/A 31396WLX2 433647.720000 PA USD 434125.300000 0.0006349 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 2.39838 N N N N N N FANNIE MAE 2007-73 N/A 31396V4Q8 145435.180000 PA USD 143020.870000 0.0002092 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 2.27876 N N N N N N FANNIE MAE 2007-80 N/A 31396XEH3 4801316.430000 PA USD 4843095.570000 0.0070825 Long ABS-MBS USGSE US N 2 2037-08-25 Floating 2.59838 N N N N N N FANNIE MAE 2007-86 N/A 31396XNX8 65510.460000 PA USD 65775.080000 0.0000962 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 2.46838 N N N N N N FANNIE MAE 2007-96 N/A 31396XNT7 146782.700000 PA USD 149156.280000 0.0002181 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 2.73838 N N N N N N FANNIE MAE 2007-96 N/A 31396XXB5 102705.990000 PA USD 104205.350000 0.0001524 Long ABS-MBS USGSE US N 2 2037-10-25 Floating 2.71838 N N N N N N FANNIE MAE 2008-1 N/A 31396YCP5 410805.880000 PA USD 62971.860000 0.0000921 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 4.23162 N N N N N N FANNIE MAE 2008-1 N/A 31396YEW8 401018.160000 PA USD 51513.430000 0.0000753 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 4.23162 N N N N N N FANNIE MAE 2008-10 N/A 31396YLB6 166975.400000 PA USD 22262.180000 0.0000326 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 4.63162 N N N N N N FANNIE MAE 2008-12 N/A 31396YMD1 59032.470000 PA USD 59814.350000 0.0000875 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 2.68838 N N N N N N FANNIE MAE 2009-106 N/A 31398GUQ0 176757.080000 PA USD 24494.610000 0.0000358 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 4.23162 N N N N N N FANNIE MAE 2009-106 N/A 31398GUS6 142307.750000 PA USD 24341.900000 0.0000356 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 4.23162 N N N N N N FANNIE MAE 2009-111 N/A 31398GQS1 15214.800000 PA USD 15458.710000 0.0000226 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 2.76838 N N N N N N FANNIE MAE 2009-12 N/A 31397NKP9 1527.830000 PA USD 1648.840000 0.0000024 Long ABS-MBS USGSE US N 2 2039-03-25 Variable 10.1416 N N N N N N FANNIE MAE 2009-47 N/A 31396QHD4 54000.510000 PA USD 61917.480000 0.0000905 Long ABS-MBS USGSE US N 2 2039-07-25 Fixed 7 N N N N N N FANNIE MAE 2009-64 N/A 31396QUK3 50931.000000 PA USD 922.410000 0.0000013 Long ABS-MBS USGSE US N 2 2038-09-25 Floating 5.48162 N N N N N N FANNIE MAE 2009-87 N/A 31398FM57 202924.250000 PA USD 206164.500000 0.0003015 Long ABS-MBS USGSE US N 2 2039-11-25 Floating 2.76838 N N N N N N FANNIE MAE 2010-111 N/A 31398NWE0 38049.440000 PA USD 38265.420000 0.0000560 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 2.53838 N N N N N N FANNIE MAE 2010-123 N/A 31398NY24 1708610.320000 PA USD 1787505.740000 0.0026140 Long ABS-MBS USGSE US N 2 2040-07-25 Fixed 4 N N N N N N FANNIE MAE 2010-35 N/A 31398PHA0 6128774.400000 PA USD 6810648.360000 0.0099599 Long ABS-MBS USGSE US N 2 2040-04-25 Fixed 4.5 N N N N N N FANNIE MAE 2010-39 N/A 31398PW96 10586260.400000 PA USD 11550767.170000 0.0168918 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 4.5 N N N N N N FANNIE MAE G-26 N/A 31358JBU4 4356.600000 PA USD 4368.530000 0.0000064 Long ABS-MBS USGSE US N 2 2021-08-25 Floating 2.46838 N N N N N N FANNIE MAE G92-35 N/A 31358PHT7 1284.830000 PA USD 1343.370000 0.0000020 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 7.5 N N N N N N FANNIE MAE G92-51 N/A 31358PSB4 608.150000 PA USD 603.830000 0.0000009 Long ABS-MBS USGSE US N 2 2022-08-25 Floating 2.61838 N N N N N N FANNIE MAE G94-9 N/A 31359LAH8 510433.500000 PA USD 545479.860000 0.0007977 Long ABS-MBS USGSE US N 2 2024-08-17 Fixed 6.5 N N N N N N FANNIE MAE GRANTOR TR 2004-T1 N/A 31393XFS1 196540.500000 PA USD 222516.590000 0.0003254 Long ABS-MBS USGSE US N 2 2044-01-25 Fixed 6 N N N N N N FANNIE MAE GRANTOR TRUST 2001-T1 N/A 31358S4W8 42777.890000 PA USD 48934.830000 0.0000716 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 7.5 N N N N N N FANNIE MAE GRANTOR TRUST 2001-T5 N/A 31359SY20 10178.750000 PA USD 11872.840000 0.0000174 Long ABS-MBS USGSE US N 2 2041-06-19 Fixed 7.5 N N N N N N FANNIE MAE GRANTOR TRUST 2001-T8 N/A 313920UK4 31556.840000 PA USD 36743.380000 0.0000537 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 7.5 N N N N N N FANNIE MAE REMIC 1997-53 N/A 31359QFE9 1304.070000 PA USD 263.480000 0.0000004 Long ABS-MBS USGSE US N 2 2027-08-18 Fixed 8 N N N N N N FANNIE MAE REMIC 2000-26 N/A 31358SGW5 244749.000000 PA USD 246421.640000 0.0003604 Long ABS-MBS USGSE US N 2 2030-08-25 Floating 2.51838 N N N N N N FANNIE MAE REMIC TRUST 2007-W6 N/A 31396WKZ8 345175.440000 PA USD 56772.420000 0.0000830 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 4.58162 N N N N N N FANNIE MAE REMICS 2008-93 N/A 31397MR25 1631625.740000 PA USD 1553810.080000 0.0022723 Long ABS-MBS USGSE US N 2 2036-03-25 None 0 N N N N N N FANNIE MAE REMICS 2010-107 N/A 31398NKU7 18387309.200000 PA USD 1380631.340000 0.0020190 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 2.10896 N N N N N N FANNIE MAE REMICS 2010-109 N/A 31398NRZ9 13681623.920000 PA USD 14065879.170000 0.0205699 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2010-109 N/A 31398NSK1 23764908.200000 PA USD 24333768.810000 0.0355856 Long ABS-MBS USGSE US N 2 2040-08-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2010-112 N/A 31398NE42 19061085.020000 PA USD 19614062.350000 0.0286835 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2010-124 N/A 31398N4D3 34143506.590000 PA USD 40075333.110000 0.0586060 Long ABS-MBS USGSE US N 2 2040-11-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS 2010-142 N/A 31398SKM4 500000.000000 PA USD 548824.000000 0.0008026 Long ABS-MBS USGSE US N 2 2040-12-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS 2010-99 N/A 31398T4L2 38884323.340000 PA USD 39957293.470000 0.0584333 Long ABS-MBS USGSE US N 2 2040-09-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2011-40 N/A 31397SWJ9 1512.710000 PA USD 1909.850000 0.0000028 Long ABS-MBS USGSE US N 2 2040-11-25 Floating 4.84436 N N N N N N FANNIE MAE REMICS 2012-60 N/A 3136A6MF8 36713067.290000 PA USD 45809654.880000 0.0669918 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS 2012-87 N/A 3136A7YG1 20036148.600000 PA USD 3470290.990000 0.0050749 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 4.28162 N N N N N N FANNIE MAE REMICS 2012-89 N/A 3136A7X56 19839616.880000 PA USD 21348090.410000 0.0312193 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS 2013-101 N/A 3136AGZY1 42083603.560000 PA USD 49520087.730000 0.0724179 Long ABS-MBS USGSE US N 2 2043-10-25 Floating 6.29059 N N N N N N FANNIE MAE REMICS 2013-6 N/A 3136ABP49 999187.530000 PA USD 1002603.650000 0.0014662 Long ABS-MBS USGSE US N 2 2033-02-25 Floating 2.13162 N N N N N N FANNIE MAE REMICS 2013-67 N/A 3136AFEY6 11167147.670000 PA USD 506449.130000 0.0007406 Long ABS-MBS USGSE US N 2 2039-03-25 Floating 4.18162 N N N N N N FANNIE MAE REMICS 2013-81 N/A 3136AFH23 4511311.920000 PA USD 442041.350000 0.0006464 Long ABS-MBS USGSE US N 2 2042-12-25 Floating 4.13162 N N N N N N FANNIE MAE REMICS 2014-14 N/A 3136AJQT6 17411803.590000 PA USD 815300.740000 0.0011923 Long ABS-MBS USGSE US N 2 2038-12-25 Floating 2.03143 N N N N N N FANNIE MAE REMICS 2014-29 N/A 3136AJX27 14031087.580000 PA USD 786039.770000 0.0011495 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 1.90589 N N N N N N FANNIE MAE REMICS 2015-38 N/A 3136APAJ1 15627223.930000 PA USD 1137371.240000 0.0016633 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 2.04202 N N N N N N FANNIE MAE REMICS 2016-62 N/A 3136ATVF8 27403364.860000 PA USD 27424668.240000 0.0401057 Long ABS-MBS USGSE US N 2 2046-09-25 Floating 2.67975 N N N N N N FANNIE MAE REMICS 2019-25 N/A 3136B4ZA9 319507346.020000 PA USD 319350372.060000 0.4670163 Long ABS-MBS USGSE US N 2 2049-06-25 Floating 2.46838 N N N N N N FANNIE MAE SERIES 1999-19 N/A 31359VH97 19872.490000 PA USD 21960.670000 0.0000321 Long ABS-MBS USGSE US N 2 2029-05-25 Fixed 6 N N N N N N FANNIE MAE WHOLE LOAN N/A 31359UPD1 85850.470000 PA USD 93651.000000 0.0001370 Long ABS-MBS USGSE US N 2 2028-06-25 Fixed 6.5 N N N N N N FANNIE MAE WHOLE LOAN 2003-W4 N/A 31393AP68 5637826.100000 PA USD 6361319.870000 0.0093028 Long ABS-MBS USGSE US N 2 2042-10-25 Variable 5.79265 N N N N N N FANNIE MAE-1989-88 N/A 313603FW7 90.080000 PA USD 89.990000 0.0000001 Long ABS-MBS USGSE US N 2 2019-11-25 Fixed 9 N N N N N N FANNIE MAE-1989-94 N/A 313603LL4 1.150000 PA USD 1.150000 0.0000000 Long ABS-MBS USGSE US N 2 2019-12-25 Fixed 7.5 N N N N N N FANNIE MAE-1989-97 N/A 313603JS2 563.420000 PA USD 562.420000 0.0000008 Long ABS-MBS USGSE US N 2 2019-12-25 Fixed 9 N N N N N N FANNIE MAE-1990-107 N/A 31358E3K6 2909.840000 PA USD 2968.830000 0.0000043 Long ABS-MBS USGSE US N 2 2020-09-25 Fixed 9 N N N N N N FANNIE MAE-1990-20 N/A 313603B50 455.260000 PA USD 456.750000 0.0000007 Long ABS-MBS USGSE US N 2 2020-03-25 Fixed 7 N N N N N N FANNIE MAE-1990-49 N/A 31358ECU4 1139.630000 PA USD 1152.380000 0.0000017 Long ABS-MBS USGSE US N 2 2020-05-25 Fixed 9 N N N N N N FANNIE MAE-1990-51 N/A 31358ECT7 1609.200000 PA USD 1624.970000 0.0000024 Long ABS-MBS USGSE US N 2 2020-05-25 Fixed 7.5 N N N N N N FANNIE MAE-1991-125 N/A 31358JFN6 14450.900000 PA USD 15059.100000 0.0000220 Long ABS-MBS USGSE US N 2 2021-09-25 Fixed 8.5 N N N N N N FANNIE MAE-1991-134 N/A 31358J6H9 24611.000000 PA USD 25148.740000 0.0000368 Long ABS-MBS USGSE US N 2 2021-10-25 Fixed 7 N N N N N N FANNIE MAE-1991-5 N/A 31358FXM6 33.970000 PA USD 33.910000 0.0000000 Long ABS-MBS USGSE US N 2 2021-01-25 Fixed 8.75 N N N N N N FANNIE MAE-1991-6 N/A 31358FZB8 12302.860000 PA USD 12642.490000 0.0000185 Long ABS-MBS USGSE US N 2 2021-01-25 Fixed 9 N N N N N N FANNIE MAE-1991-65 N/A 31358G5J2 8438.800000 PA USD 8607.470000 0.0000126 Long ABS-MBS USGSE US N 2 2021-06-25 Fixed 6.5 N N N N N N FANNIE MAE-1991-74 N/A 31358HLK9 12.390000 PA USD 81.830000 0.0000001 Long ABS-MBS USGSE US N 2 2021-08-25 Fixed 903.213 N N N N N N FANNIE MAE-1991-80 N/A 31358HPJ8 38480.150000 PA USD 40080.490000 0.0000586 Long ABS-MBS USGSE US N 2 2021-07-25 Fixed 8 N N N N N N FANNIE MAE-1992-105 N/A 31358NUC4 1735.630000 PA USD 145.250000 0.0000002 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 9 N N N N N N FANNIE MAE-1992-113 N/A 31358NC91 6208.400000 PA USD 6514.460000 0.0000095 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 7.5 N N N N N N FANNIE MAE-1992-119 N/A 31358NM58 98063.770000 PA USD 103583.830000 0.0001515 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 8 N N N N N N FANNIE MAE-1992-49 N/A 31358MWZ3 100563.960000 PA USD 104350.780000 0.0001526 Long ABS-MBS USGSE US N 2 2022-04-25 Fixed 7 N N N N N N FANNIE MAE-1992-80 N/A 31358NBR2 58660.100000 PA USD 61378.280000 0.0000898 Long ABS-MBS USGSE US N 2 2022-05-25 Fixed 7.375 N N N N N N FANNIE MAE-1993-223 N/A 31359FTM0 13695.460000 PA USD 14500.640000 0.0000212 Long ABS-MBS USGSE US N 2 2023-12-25 Fixed 6.5 N N N N N N FANNIE MAE-1993-70 N/A 31358U7D2 3157.490000 PA USD 3337.870000 0.0000049 Long ABS-MBS USGSE US N 2 2023-05-25 Fixed 6.9 N N N N N N FANNIE MAE-1993-96 N/A 31359AUG2 26322.890000 PA USD 27919.850000 0.0000408 Long ABS-MBS USGSE US N 2 2023-06-25 Fixed 7 N N N N N N FANNIE MAE-1994-15 N/A 31359GPN0 77688.650000 PA USD 81118.570000 0.0001186 Long ABS-MBS USGSE US N 2 2024-02-25 Fixed 5.5 N N N N N N FANNIE MAE-1994-30 N/A 31359GB88 320347.050000 PA USD 340823.020000 0.0004984 Long ABS-MBS USGSE US N 2 2024-02-25 Fixed 6.5 N N N N N N FANNIE MAE-1997-38 N/A 31359PXL5 340385.570000 PA USD 366933.640000 0.0005366 Long ABS-MBS USGSE US N 2 2027-05-17 Fixed 6 N N N N N N FANNIE MAE-1997-42 N/A 31359PX84 3243.080000 PA USD 3576.390000 0.0000052 Long ABS-MBS USGSE US N 2 2027-07-18 Fixed 6.5 N N N N N N FANNIE MAE-2000-39 N/A 31358SUV1 310911.120000 PA USD 355835.170000 0.0005204 Long ABS-MBS USGSE US N 2 2030-11-25 Fixed 7 N N N N N N FANNIE MAE-2005-75 N/A 31394FAF2 1287553.250000 PA USD 1286999.220000 0.0018821 Long ABS-MBS USGSE US N 2 2035-09-25 Floating 2.41838 N N N N N N FANNIE MAE-2006-61 N/A 31395N3P0 582173.740000 PA USD 95943.980000 0.0001403 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 4.53162 N N N N N N FANNIE MAE-ACES 2013-M1 N/A 3136ABPZ0 46153589.520000 PA USD 571339.900000 0.0008355 Long ABS-MBS USGSE US N 2 2022-08-25 Variable 0.638743 N N N N N N FANNIE MAE-G-47 N/A 31358KNA2 1090.220000 PA USD 1094.220000 0.0000016 Long ABS-MBS USGSE US N 2 2021-12-25 Floating 2.86838 N N N N N N FANNIE MAE-G-6 N/A 31358F6B0 899.880000 PA USD 924.760000 0.0000014 Long ABS-MBS USGSE US N 2 2021-03-25 Fixed 9 N N N N N N FANNIE MAE-G92-1 N/A 31358LFL5 279.740000 PA USD 266.960000 0.0000004 Long ABS-MBS USGSE US N 2 2022-01-25 Floating 2.81838 N N N N N N FANNIE MAE-G92-10 N/A 31358LPD2 17517.900000 PA USD 18129.430000 0.0000265 Long ABS-MBS USGSE US N 2 2022-01-25 Fixed 7.75 N N N N N N FANNIE MAE-G92-18 N/A 31358L2E5 12.700000 PA USD 12.690000 0.0000000 Long ABS-MBS USGSE US N 2 2022-03-25 Floating 2.46838 N N N N N N FANNIE MAE-G92-26 N/A 31358MB60 3.610000 PA USD 13.080000 0.0000000 Long ABS-MBS USGSE US N 2 2022-04-25 Fixed 1000 N N N N N N FANNIE MAE-G92-30 N/A 31358NRT1 1350.800000 PA USD 1390.960000 0.0000020 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 7 N N N N N N FANNIE MAE-G92-31 N/A 31358NQB1 11413.780000 PA USD 11596.510000 0.0000170 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 8 N N N N N N FANNIE MAE-G92-36 N/A 31358NF64 8655.360000 PA USD 8881.690000 0.0000130 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 7 N N N N N N FANNIE MAE-G92-57 N/A 31358Q3L7 16785.020000 PA USD 17605.170000 0.0000257 Long ABS-MBS USGSE US N 2 2022-10-25 Fixed 7.8 N N N N N N FANNIE MAE-G92-8 N/A 31358LMS2 2284.020000 PA USD 2295.980000 0.0000034 Long ABS-MBS USGSE US N 2 2022-01-25 Floating 2.84838 N N N N N N FANNIE MAE-G93-17 N/A 31358UWD4 25241.480000 PA USD 25439.240000 0.0000372 Long ABS-MBS USGSE US N 2 2023-04-25 Floating 3.01838 N N N N N N FANNIE MAE-G93-30 N/A 31359DDD2 1230.250000 PA USD 1183.200000 0.0000017 Long ABS-MBS USGSE US N 2 2023-08-25 None 0 N N N N N N FANNIE MAE-G93-34 N/A 31359EZX2 25449.000000 PA USD 26940.050000 0.0000394 Long ABS-MBS USGSE US N 2 2023-10-25 Fixed 6.75 N N N N N N FANNIE MAE-G94-3 N/A 31359G3S3 2543.420000 PA USD 2557.120000 0.0000037 Long ABS-MBS USGSE US N 2 2024-03-25 Floating 2.66838 N N N N N N FANNIE MAE-G97-2 N/A 31359NSL6 60603.400000 PA USD 69887.430000 0.0001022 Long ABS-MBS USGSE US N 2 2027-02-17 Fixed 8.5 N N N N N N FANNIEMAE GRANTOR TRUST 2001-T10 N/A 3139216A1 3367.210000 PA USD 3922.630000 0.0000057 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 7 N N N N N N FANNIEMAE GRANTOR TRUST 2002-T10 N/A 31392DUM2 7750.200000 PA USD 7703.510000 0.0000113 Long ABS-O USGSE US N 2 2032-06-25 Floating 2.13838 N N N N N N FANNIEMAE GRANTOR TRUST 2002-T19 N/A 31392GVP7 37261.740000 PA USD 43716.050000 0.0000639 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 6.5 N N N N N N FANNIEMAE WHOLE LOAN 1999-W4 N/A 31359VA94 202750.280000 PA USD 219824.890000 0.0003215 Long ABS-MBS USGSE US N 2 2029-02-25 Fixed 6.25 N N N N N N FANNIEMAE WHOLE LOAN 2002-W7 N/A 31392DD74 16871.010000 PA USD 20148.300000 0.0000295 Long ABS-MBS USGSE US N 2 2029-02-25 Fixed 7.5 N N N N N N FANNIEMAE WHOLE LOAN 2003-W-8 N/A 31393CX40 837827.900000 PA USD 842449.270000 0.0012320 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 2.36838 N N N N N N FANNIEMAE WHOLE LOAN 2003-W1 N/A 31392GVX0 7613401.310000 PA USD 8329255.940000 0.0121807 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 5.31283 N N N N N N FANNIEMAE WHOLE LOAN 2003-W15 N/A 31393TB54 154638.530000 PA USD 176778.650000 0.0002585 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 6.5 N N N N N N FANNIEMAE WHOLE LOAN 2004-W10 N/A 31394ALV6 881911.240000 PA USD 983180.840000 0.0014378 Long ABS-MBS USGSE US N 2 2034-08-25 Fixed 5.75 N N N N N N FANNIEMAE WHOLE LOAN 2004-W2 N/A 31393XGV3 239762.710000 PA USD 239704.090000 0.0003505 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 2.36838 N N N N N N FANNIEMAE WHOLE LOAN 2004-W8 N/A 31394ALL8 2285265.770000 PA USD 2612379.630000 0.0038203 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 6.5 N N N N N N FANNIEMAE WHOLE LOAN 2005-W1 N/A 31394CB35 215482.950000 PA USD 248199.360000 0.0003630 Long ABS-MBS USGSE US N 2 2044-10-25 Fixed 6 N N N N N N FANNIEMAE WHOLE LOAN 2005-W2 N/A 31394DJP6 7658.430000 PA USD 7644.970000 0.0000112 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 2.21838 N N N N N N FANNIEMAE WHOLE LOAN 2006-W1 N/A 31395B5H2 39329.370000 PA USD 45790.710000 0.0000670 Long ABS-MBS USGSE US N 2 2045-12-25 Fixed 7 N N N N N N FANNIEMAE WHOLE LOAN 2007-W9 N/A 31396W6T8 32939.120000 PA USD 35637.180000 0.0000521 Long ABS-MBS USGSE US N 2 2037-08-25 Floating 6.90881 N N N N N N FANNIEMAE WHOLE LOAN-1996-W2 N/A 31359KGH4 1539.600000 PA USD 1744.360000 0.0000026 Long ABS-MBS USGSE US N 2 2026-06-25 Fixed 7.8 N N N N N N FCE BANK PLC TU5V87TL5Q0UV1EW4H93 ACI08P472 4800000.000000 PA 5348958.280000 0.0078223 Long DBT CORP GB N 2 2021-06-24 Fixed 1.875 N N N N N N FCE BANK PLC TU5V87TL5Q0UV1EW4H93 ACI0TCRM0 1900000.000000 PA 2066262.660000 0.0030217 Long DBT CORP GB N 2 2020-08-26 Floating 0.088 N N N N N N FCE BANK PLC TU5V87TL5Q0UV1EW4H93 ACI0RTLT6 3700000.000000 PA 4033945.410000 0.0058992 Long DBT CORP GB N 2 2021-09-13 Fixed 0.869 N N N N N N FDIC STRUCTURED SALE GUARANTEED NOTES 2010-S2 N/A 30250WAA1 1032003.020000 PA USD 1031320.450000 0.0015082 Long ABS-MBS USGA US N 2 2037-11-29 Floating 2.612 N N N N N N FEDERAL REALTY INVESTMENT TRUST 549300LI6XZ51GOCJ427 313747AY3 1200000.000000 PA USD 1251412.390000 0.0018301 Long DBT CORP US N 2 2027-07-15 Fixed 3.25 N N N N N N FHA REILLY 1997 N/A 3229929W0 212266.840000 PA USD 213119.370000 0.0003117 Long ABS-MBS USGA US N 2 2020-07-01 Fixed 6.896 N N N N N N FHA REILLY M129 N/A 30999C9J4 54399.190000 PA USD 54646.910000 0.0000799 Long ABS-MBS USGA US N 2 2024-02-01 Fixed 7.43 N N N N N N FHA-BANCO 5 N/A 3130049Y1 1507.820000 PA USD 1514.150000 0.0000022 Long ABS-MBS USGA US N 2 2021-02-01 Fixed 7.4 N N N N N N FHA-CITIBANK 99 N/A 3039959H9 56882.280000 PA USD 57141.310000 0.0000836 Long ABS-MBS USGA US N 2 2023-10-01 Fixed 7.43 N N N N N N FHA-GMAC 12 N/A 3709939J8 975.330000 PA USD 979.770000 0.0000014 Long ABS-MBS USGA US N 2 2021-12-01 Fixed 7.43 N N N N N N FHA-MERRILL 128 N/A 3229959K9 11842.460000 PA USD 11896.390000 0.0000174 Long ABS-MBS USGA US N 2 2021-05-01 Fixed 7.43 N N N N N N FHA-MERRILL LYNCH 16 N/A 30399C9G6 3607.650000 PA USD 3624.080000 0.0000053 Long ABS-MBS USGA US N 2 2020-10-01 Fixed 7.43 N N N N N N FHA-MERRILL LYNCH 91 N/A 3039959E6 36666.390000 PA USD 36833.360000 0.0000539 Long ABS-MBS USGA US N 2 2023-09-01 Fixed 7.43 N N N N N N FHA-REILY 5 N/A 36299K9G6 1137.980000 PA USD 1143.160000 0.0000017 Long ABS-MBS USGA US N 2 2022-10-01 Fixed 7.43 N N N N N N FHA-WEYERHAEUSER 84-A N/A 30399B9Q6 31620.500000 PA USD 31764.490000 0.0000465 Long ABS-MBS USGA US N 2 2024-01-01 Fixed 7.43 N N N N N N FHG-62-B N/A 3133TA5W8 801377.090000 PA USD 897372.850000 0.0013123 Long ABS-MBS USGSE US N 2 2027-06-20 Fixed 7.5 N N N N N N FHLMC MULTIFAM STRUC PASS THRU FHMS-K008 N/A 3137A1NA7 14145543.560000 PA USD 97967.790000 0.0001433 Long ABS-MBS USGSE US N 2 2020-06-25 Variable 1.64344 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K023 N/A 3137AWQJ7 143465943.040000 PA USD 4530970.110000 0.0066261 Long ABS-MBS USGSE US N 2 2022-08-25 Variable 1.3715 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF11 N/A 3137BLVR6 6403314.260000 PA USD 6404287.560000 0.0093656 Long ABS-MBS USGSE US N 2 2025-09-25 Floating 2.739 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF12 N/A 3137BM6D3 21582087.240000 PA USD 21594220.690000 0.0315793 Long ABS-MBS USGSE US N 2 2022-09-25 Floating 2.789 N N N N N N FHLMC PASS THRU POOLS N/A 31336R5J5 13905.950000 PA USD 14546.050000 0.0000213 Long ABS-MBS USGSE US N 2 2032-07-01 Floating 4.61 N N N N N N FHLMC PASS THRU POOLS N/A 31336SUE6 834.590000 PA USD 861.450000 0.0000013 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 4.405 N N N N N N FHLMC PASS THRU POOLS N/A 3128JMM79 1500706.400000 PA USD 1582089.720000 0.0023136 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 4.576 N N N N N N FHLMC PASS THRU POOLS N/A 3128JMN94 45380.270000 PA USD 47719.590000 0.0000698 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 4.105 N N N N N N FHLMC PASS THRU POOLS N/A 3128JMQR1 1178901.590000 PA USD 1237630.810000 0.0018099 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 4.36 N N N N N N FHLMC PASS THRU POOLS N/A 3128JMRL3 101618.330000 PA USD 103584.770000 0.0001515 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 4.64 N N N N N N FHLMC PASS THRU POOLS N/A 3128QPF56 76068.670000 PA USD 77627.430000 0.0001135 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 4.815 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCDS0 178799.850000 PA USD 187916.320000 0.0002748 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 4.347 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCE83 19050.500000 PA USD 19188.250000 0.0000281 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 4.75 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCMJ0 980232.320000 PA USD 1023642.350000 0.0014970 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 4.578 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCMR2 1529695.370000 PA USD 1612760.140000 0.0023585 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 4.702 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCMU5 1647070.700000 PA USD 1736755.480000 0.0025398 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.745 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCM76 2796943.290000 PA USD 2934230.610000 0.0042910 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 4.589 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCNJ9 153586.660000 PA USD 157056.480000 0.0002297 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.685 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCTB0 3560117.690000 PA USD 3730763.850000 0.0054558 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 4.654 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCVN1 63634.760000 PA USD 66226.450000 0.0000968 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 4.501 N N N N N N FHLMC PASS THRU POOLS N/A 3128NC5X8 208102.270000 PA USD 216092.890000 0.0003160 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.22 N N N N N N FHLMC PASS THRU POOLS N/A 3128NC6C3 5240.010000 PA USD 5509.090000 0.0000081 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.224 N N N N N N FHLMC PASS THRU POOLS N/A 3128NC6H2 5057.290000 PA USD 5255.930000 0.0000077 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.815 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJB47 55638.700000 PA USD 58773.280000 0.0000859 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 4.745 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJD94 1182.320000 PA USD 1250.490000 0.0000018 Long ABS-MBS USGSE US N 2 2036-07-01 Floating 4.569 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJWE2 16385.020000 PA USD 17122.810000 0.0000250 Long ABS-MBS USGSE US N 2 2037-01-01 Floating 4.672 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJ4L7 950242.370000 PA USD 999298.350000 0.0014614 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 4.489 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJ5D4 33759.960000 PA USD 35571.360000 0.0000520 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.585 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJ5N2 2702763.580000 PA USD 2837066.170000 0.0041489 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 4.374 N N N N N N FHLMC PASS THRU POOLS N/A 3128QSDS2 9312.540000 PA USD 9797.830000 0.0000143 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 4.618 N N N N N N FHLMC PASS THRU POOLS N/A 3128QLPH8 8558.150000 PA USD 9045.890000 0.0000132 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.81 N N N N N N FHLMC PASS THRU POOLS N/A 3128QLP62 2035049.530000 PA USD 2145910.200000 0.0031382 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.694 N N N N N N FHLMC PASS THRU POOLS N/A 3128LUBN5 709.470000 PA USD 742.930000 0.0000011 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 4.708 N N N N N N FHLMC PASS THRU POOLS N/A 3128LU7D2 2597.640000 PA USD 2712.330000 0.0000040 Long ABS-MBS USGSE US N 2 2038-02-01 Floating 4.75 N N N N N N FHLMC PASS THRU POOLS N/A 3128NHK36 17955.170000 PA USD 18606.050000 0.0000272 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.82 N N N N N N FHLMC PASS THRU POOLS N/A 3128NHK85 84673.400000 PA USD 88595.130000 0.0001296 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 4.353 N N N N N N FHLMC PASS THRU POOLS N/A 3128NHM42 176471.930000 PA USD 183701.430000 0.0002686 Long ABS-MBS USGSE US N 2 2036-04-01 Floating 4.597 N N N N N N FHLMC PASS THRU POOLS N/A 3128NHPA5 9573.470000 PA USD 10097.570000 0.0000148 Long ABS-MBS USGSE US N 2 2036-04-01 Floating 4.804 N N N N N N FHLMC PASS THRU POOLS N/A 3128Q2FP3 3356180.630000 PA USD 3551136.130000 0.0051932 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.518 N N N N N N FHLMC PASS THRU POOLS N/A 3128QHTC4 1955.310000 PA USD 2018.670000 0.0000030 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 4.07 N N N N N N FHLMC PASS THRU POOLS N/A 3128QHTU4 3285.020000 PA USD 3440.910000 0.0000050 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 4.845 N N N N N N FHLMC PASS THRU POOLS N/A 3128QHXK1 94588.260000 PA USD 97272.110000 0.0001423 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 4.077 N N N N N N FHLMC PASS THRU POOLS N/A 3128S4GH4 68985.080000 PA USD 72331.190000 0.0001058 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 4.493 N N N N N N FHLMC PASS THRU POOLS N/A 3128S4K22 1947.480000 PA USD 2044.860000 0.0000030 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 4.435 N N N N N N FHLMC PASS THRU POOLS N/A 3128S4MN4 4251.970000 PA USD 4418.520000 0.0000065 Long ABS-MBS USGSE US N 2 2037-06-01 Floating 4.748 N N N N N N FHLMC PASS THRU POOLS N/A 3128S4MS3 3595.110000 PA USD 3789.230000 0.0000055 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 4.794 N N N N N N FHLMC PASS THRU POOLS N/A 31354CY38 8.530000 PA USD 8.520000 0.0000000 Long ABS-MBS USGSE US N 2 2020-05-01 Fixed 11 N N N N N N FHLMC PASS THRU POOLS N/A 31290K3A5 5.850000 PA USD 5.880000 0.0000000 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 10 N N N N N N FHLMC PASS THRU POOLS N/A 31354PA68 5136.970000 PA USD 5158.220000 0.0000075 Long ABS-MBS USGSE US N 2 2022-07-01 Floating 4.485 N N N N N N FHLMC PASS THRU POOLS N/A 31354QYD5 45239.130000 PA USD 46025.310000 0.0000673 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 4.696 N N N N N N FHLMC PASS THRU POOLS N/A 31354Q5E5 20770.630000 PA USD 20992.120000 0.0000307 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 4.675 N N N N N N FHLMC PASS THRU POOLS N/A 31354Q5P0 29625.840000 PA USD 30127.080000 0.0000441 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 4.689 N N N N N N FHLMC PASS THRU POOLS N/A 31354RAL1 762.880000 PA USD 763.730000 0.0000011 Long ABS-MBS USGSE US N 2 2023-11-01 Floating 4.74 N N N N N N FHLMC PASS THRU POOLS N/A 31354RBF3 28935.200000 PA USD 29396.430000 0.0000430 Long ABS-MBS USGSE US N 2 2023-12-01 Floating 4.875 N N N N N N FHLMC PASS THRU POOLS N/A 31354RZY6 48404.040000 PA USD 49219.830000 0.0000720 Long ABS-MBS USGSE US N 2 2024-06-01 Floating 4.625 N N N N N N FHLMC PASS THRU POOLS N/A 31292CTD7 70331.810000 PA USD 72869.640000 0.0001066 Long ABS-MBS USGSE US N 2 2026-10-01 Floating 4.737 N N N N N N FHLMC PASS THRU POOLS N/A 31346SU61 6306.370000 PA USD 6335.400000 0.0000093 Long ABS-MBS USGSE US N 2 2022-01-01 Floating 4.055 N N N N N N FHLMC PASS THRU POOLS N/A 31348QD47 1549.640000 PA USD 1543.870000 0.0000023 Long ABS-MBS USGSE US N 2 2021-05-01 Floating 2.895 N N N N N N FHLMC PASS THRU POOLS N/A 31348QGL6 66207.610000 PA USD 65524.140000 0.0000958 Long ABS-MBS USGSE US N 2 2026-12-01 Floating 2.017 N N N N N N FHLMC PASS THRU POOLS N/A 31342AU64 71872.760000 PA USD 75510.210000 0.0001104 Long ABS-MBS USGSE US N 2 2033-06-01 Floating 4.581 N N N N N N FHLMC PASS THRU POOLS N/A 31348RXH4 4572.000000 PA USD 4588.960000 0.0000067 Long ABS-MBS USGSE US N 2 2020-07-01 Floating 4.501 N N N N N N FHLMC PASS THRU POOLS N/A 31348SAY0 1244.230000 PA USD 1249.180000 0.0000018 Long ABS-MBS USGSE US N 2 2025-04-01 Floating 4.811 N N N N N N FHLMC PASS THRU POOLS N/A 31348SFQ2 167357.980000 PA USD 172109.220000 0.0002517 Long ABS-MBS USGSE US N 2 2026-02-01 Floating 4.661 N N N N N N FHLMC PASS THRU POOLS N/A 31348SJX3 56059.420000 PA USD 56903.470000 0.0000832 Long ABS-MBS USGSE US N 2 2026-11-01 Floating 4.64 N N N N N N FHLMC PASS THRU POOLS N/A 31348S2X1 3701.440000 PA USD 3824.100000 0.0000056 Long ABS-MBS USGSE US N 2 2027-07-01 Floating 4.782 N N N N N N FHLMC PASS THRU POOLS N/A 31348S4G6 7627.800000 PA USD 7978.210000 0.0000117 Long ABS-MBS USGSE US N 2 2028-01-01 Floating 4.758 N N N N N N FHLMC PASS THRU POOLS N/A 31295KKR4 116946.210000 PA USD 119551.490000 0.0001748 Long ABS-MBS USGSE US N 2 2028-11-01 Floating 4.698 N N N N N N FHLMC PASS THRU POOLS N/A 31295KKV5 30354.590000 PA USD 31144.160000 0.0000455 Long ABS-MBS USGSE US N 2 2025-07-01 Floating 4.653 N N N N N N FHLMC PASS THRU POOLS N/A 31295KLE2 424.460000 PA USD 437.310000 0.0000006 Long ABS-MBS USGSE US N 2 2028-09-01 Floating 4.816 N N N N N N FHLMC PASS THRU POOLS N/A 31295LBG6 118265.790000 PA USD 123027.180000 0.0001799 Long ABS-MBS USGSE US N 2 2030-07-01 Floating 4.83 N N N N N N FHLMC PASS THRU POOLS N/A 31295MF70 121850.250000 PA USD 125191.840000 0.0001831 Long ABS-MBS USGSE US N 2 2030-06-01 Floating 5.045 N N N N N N FHLMC PASS THRU POOLS N/A 31295NUU0 504.180000 PA USD 518.120000 0.0000008 Long ABS-MBS USGSE US N 2 2032-07-01 Floating 4.472 N N N N N N FHLMC PASS THRU POOLS N/A 31288UU41 8459.800000 PA USD 8675.910000 0.0000127 Long ABS-MBS USGSE US N 2 2022-06-01 Floating 4.677 N N N N N N FHLMC PASS THRU POOLS N/A 31288UVR9 42459.280000 PA USD 43498.870000 0.0000636 Long ABS-MBS USGSE US N 2 2022-06-01 Floating 4.662 N N N N N N FHLMC PASS THRU POOLS N/A 31288UV65 82.740000 PA USD 83.200000 0.0000001 Long ABS-MBS USGSE US N 2 2022-06-01 Floating 4.25 N N N N N N FHLMC PASS THRU POOLS N/A 31288UX22 7769.590000 PA USD 7796.900000 0.0000114 Long ABS-MBS USGSE US N 2 2022-10-01 Floating 3.879 N N N N N N FHLMC PASS THRU POOLS N/A 31288UYW5 453.140000 PA USD 455.260000 0.0000007 Long ABS-MBS USGSE US N 2 2022-12-01 Floating 4.75 N N N N N N FHLMC PASS THRU POOLS N/A 31288U4Z1 849.270000 PA USD 854.550000 0.0000012 Long ABS-MBS USGSE US N 2 2023-04-01 Floating 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31288U5Q0 5059.360000 PA USD 5142.150000 0.0000075 Long ABS-MBS USGSE US N 2 2023-05-01 Floating 4.927 N N N N N N FHLMC PASS THRU POOLS N/A 31288U6M8 8788.970000 PA USD 8906.970000 0.0000130 Long ABS-MBS USGSE US N 2 2023-05-01 Floating 4.148 N N N N N N FHLMC PASS THRU POOLS N/A 31288U6S5 3703.500000 PA USD 3774.090000 0.0000055 Long ABS-MBS USGSE US N 2 2023-05-01 Floating 4.728 N N N N N N FHLMC PASS THRU POOLS N/A 31288VAA7 5407.020000 PA USD 5491.560000 0.0000080 Long ABS-MBS USGSE US N 2 2023-07-01 Floating 4.391 N N N N N N FHLMC PASS THRU POOLS N/A 31288VBR9 6910.440000 PA USD 7009.520000 0.0000103 Long ABS-MBS USGSE US N 2 2023-08-01 Floating 4.754 N N N N N N FHLMC PASS THRU POOLS N/A 31288VCQ0 6395.600000 PA USD 6419.520000 0.0000094 Long ABS-MBS USGSE US N 2 2023-09-01 Floating 4.73 N N N N N N FHLMC PASS THRU POOLS N/A 31288VC56 9917.820000 PA USD 10083.520000 0.0000147 Long ABS-MBS USGSE US N 2 2023-08-01 Floating 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31288VC80 81291.360000 PA USD 82523.580000 0.0001207 Long ABS-MBS USGSE US N 2 2023-09-01 Floating 4.528 N N N N N N FHLMC PASS THRU POOLS N/A 31288VEA3 13676.260000 PA USD 13681.650000 0.0000200 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 4.198 N N N N N N FHLMC PASS THRU POOLS N/A 31288VEE5 13016.590000 PA USD 13176.190000 0.0000193 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 5.003 N N N N N N FHLMC PASS THRU POOLS N/A 31288VFK0 27139.880000 PA USD 27624.300000 0.0000404 Long ABS-MBS USGSE US N 2 2023-11-01 Floating 4.527 N N N N N N FHLMC PASS THRU POOLS N/A 31288VGW3 1456.420000 PA USD 1474.690000 0.0000022 Long ABS-MBS USGSE US N 2 2024-01-01 Floating 5.122 N N N N N N FHLMC PASS THRU POOLS N/A 31288VHR3 24.840000 PA USD 25.340000 0.0000000 Long ABS-MBS USGSE US N 2 2023-08-01 Floating 4.665 N N N N N N FHLMC PASS THRU POOLS N/A 31288VHW2 26149.820000 PA USD 26612.130000 0.0000389 Long ABS-MBS USGSE US N 2 2029-04-01 Floating 4.756 N N N N N N FHLMC PASS THRU POOLS N/A 31288VNF2 34857.840000 PA USD 35793.710000 0.0000523 Long ABS-MBS USGSE US N 2 2024-04-01 Floating 4.658 N N N N N N FHLMC PASS THRU POOLS N/A 31288VPE3 125675.310000 PA USD 128320.500000 0.0001877 Long ABS-MBS USGSE US N 2 2023-08-01 Floating 4.81 N N N N N N FHLMC PASS THRU POOLS N/A 31288VRT8 29650.180000 PA USD 30958.260000 0.0000453 Long ABS-MBS USGSE US N 2 2024-06-01 Floating 4.616 N N N N N N FHLMC PASS THRU POOLS N/A 31288VRY7 37638.580000 PA USD 38626.350000 0.0000565 Long ABS-MBS USGSE US N 2 2023-08-01 Floating 4.669 N N N N N N FHLMC PASS THRU POOLS N/A 31288VS83 2249.620000 PA USD 2331.640000 0.0000034 Long ABS-MBS USGSE US N 2 2027-05-01 Floating 4.466 N N N N N N FHLMC PASS THRU POOLS N/A 31288VTZ2 8520.570000 PA USD 8649.560000 0.0000126 Long ABS-MBS USGSE US N 2 2024-10-01 Floating 4.872 N N N N N N FHLMC PASS THRU POOLS N/A 31288VXW4 2216.260000 PA USD 2299.180000 0.0000034 Long ABS-MBS USGSE US N 2 2024-10-01 Floating 4.947 N N N N N N FHLMC PASS THRU POOLS N/A 31288VYA1 264.670000 PA USD 267.030000 0.0000004 Long ABS-MBS USGSE US N 2 2025-04-01 Floating 4.705 N N N N N N FHLMC PASS THRU POOLS N/A 31288V2E8 5754.210000 PA USD 5799.790000 0.0000085 Long ABS-MBS USGSE US N 2 2024-07-01 Floating 4.663 N N N N N N FHLMC PASS THRU POOLS N/A 31288V3N7 37624.820000 PA USD 38996.320000 0.0000570 Long ABS-MBS USGSE US N 2 2023-09-01 Floating 4.763 N N N N N N FHLMC PASS THRU POOLS N/A 31288V5E5 2818.250000 PA USD 2887.950000 0.0000042 Long ABS-MBS USGSE US N 2 2025-02-01 Floating 4.691 N N N N N N FHLMC PASS THRU POOLS N/A 3128HDGT0 843.340000 PA USD 861.120000 0.0000013 Long ABS-MBS USGSE US N 2 2025-04-01 Floating 4.673 N N N N N N FHLMC PASS THRU POOLS N/A 3128JREM4 112434.710000 PA USD 118870.600000 0.0001738 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 4.537 N N N N N N FHLMC PASS THRU POOLS N/A 3128JRGY6 6167141.300000 PA USD 6493400.840000 0.0094959 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 4.579 N N N N N N FHLMC PASS THRU POOLS N/A 3128JRLP9 21504.410000 PA USD 22590.570000 0.0000330 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 4.789 N N N N N N FHLMC PASS THRU POOLS N/A 31348UAF6 1108.930000 PA USD 1139.740000 0.0000017 Long ABS-MBS USGSE US N 2 2023-05-01 Floating 3.375 N N N N N N FHLMC PASS THRU POOLS N/A 31348UF95 2472.040000 PA USD 2481.170000 0.0000036 Long ABS-MBS USGSE US N 2 2029-04-01 Floating 4.262 N N N N N N FHLMC PASS THRU POOLS N/A 31350KG91 19505.770000 PA USD 19641.690000 0.0000287 Long ABS-MBS USGSE US N 2 2023-07-01 Floating 4.775 N N N N N N FHLMC PASS THRU POOLS N/A 31295QJE2 10336.850000 PA USD 10341.250000 0.0000151 Long ABS-MBS USGSE US N 2 2024-03-01 Floating 4.233 N N N N N N FHLMC PASS THRU POOLS N/A 31336CLR2 1057467.430000 PA USD 1113979.350000 0.0016291 Long ABS-MBS USGSE US N 2 2034-01-01 Floating 4.765 N N N N N N FHLMC PASS THRU POOLS N/A 31336CMG5 7047.530000 PA USD 7435.700000 0.0000109 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 4.742 N N N N N N FHLMC PASS THRU POOLS N/A 31295V7F1 2.490000 PA USD 2.490000 0.0000000 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 9.5 N N N N N N FHLMC PASS THRU POOLS N/A 31295WPS1 3.290000 PA USD 3.300000 0.0000000 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 10 N N N N N N FHLMC PASS THRU POOLS N/A 31295WYM4 18.210000 PA USD 18.290000 0.0000000 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 9.5 N N N N N N FHLMC PASS THRU POOLS N/A 31296PGP1 11741.300000 PA USD 12244.700000 0.0000179 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 31296Q2G4 11898.400000 PA USD 13272.150000 0.0000194 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31296WDW4 10529.820000 PA USD 11328.990000 0.0000166 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31297FQY2 24691.730000 PA USD 28014.700000 0.0000410 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31297UVE7 16057.260000 PA USD 18903.790000 0.0000276 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K16K2 26976.000000 PA USD 30095.980000 0.0000440 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K9BA1 19125.230000 PA USD 19385.150000 0.0000283 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KFUJ7 12821.420000 PA USD 13078.720000 0.0000191 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L4E83 4244.430000 PA USD 4896.140000 0.0000072 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 3128L4M84 3395.220000 PA USD 3786.190000 0.0000055 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L7V53 14311.720000 PA USD 16619.830000 0.0000243 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 3129303S7 63859.570000 PA USD 67740.740000 0.0000991 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312931B64 10076.680000 PA USD 10771.170000 0.0000158 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312931EM6 38997.500000 PA USD 42244.000000 0.0000618 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312931E46 64072.740000 PA USD 69423.940000 0.0001015 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312931HG6 57074.870000 PA USD 61855.530000 0.0000905 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312931J74 8335.060000 PA USD 9029.720000 0.0000132 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312931K31 144719.270000 PA USD 156761.390000 0.0002292 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312931RU4 558232.370000 PA USD 604648.380000 0.0008842 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312932CX2 40281.630000 PA USD 43665.070000 0.0000639 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312932C20 10514.990000 PA USD 11365.320000 0.0000166 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312932RY4 45972.400000 PA USD 49827.630000 0.0000729 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312933AQ7 1735463.100000 PA USD 1882117.610000 0.0027524 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312933BM5 28535.880000 PA USD 31270.870000 0.0000457 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312933G65 170682.590000 PA USD 185067.660000 0.0002706 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312933QN7 252382.140000 PA USD 273777.890000 0.0004004 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312933SZ8 43127.020000 PA USD 46757.360000 0.0000684 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312933W42 129893.170000 PA USD 140831.910000 0.0002060 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312933W59 205013.850000 PA USD 222278.690000 0.0003251 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3129335G5 46388.460000 PA USD 50293.820000 0.0000735 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312934M41 34570.060000 PA USD 37491.570000 0.0000548 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312934SB9 14634.860000 PA USD 15654.980000 0.0000229 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 312935CR8 167411.110000 PA USD 176372.040000 0.0002579 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312935H69 98724.610000 PA USD 107091.450000 0.0001566 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312935MZ9 23375.260000 PA USD 25348.070000 0.0000371 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312935PE3 49092.460000 PA USD 53236.080000 0.0000779 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312936LY1 200743.590000 PA USD 211606.250000 0.0003095 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312936M95 390889.170000 PA USD 417693.330000 0.0006108 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 312936PB7 428156.610000 PA USD 464152.980000 0.0006788 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312938GG2 99768.390000 PA USD 108165.720000 0.0001582 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312938G72 1267550.340000 PA USD 1375018.300000 0.0020108 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312938KQ5 293701.710000 PA USD 320087.620000 0.0004681 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312938PW7 225309.240000 PA USD 239674.090000 0.0003505 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312938VU4 236734.340000 PA USD 256805.120000 0.0003756 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312939EA5 348052.580000 PA USD 377554.120000 0.0005521 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312940SX8 134559.540000 PA USD 146676.500000 0.0002145 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312941KU0 234906.270000 PA USD 254741.240000 0.0003725 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312941MP9 32025.170000 PA USD 34733.210000 0.0000508 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312941NS2 4409.770000 PA USD 4874.720000 0.0000071 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312942BY0 213409.320000 PA USD 230572.560000 0.0003372 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312942FC4 6879.250000 PA USD 7461.830000 0.0000109 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312942L52 40708.730000 PA USD 44151.520000 0.0000646 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312942YK5 47319.460000 PA USD 51321.350000 0.0000751 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312944QH7 44073.700000 PA USD 47131.390000 0.0000689 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 312945CR7 7840.070000 PA USD 8384.800000 0.0000123 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 312945CZ9 95422.890000 PA USD 103500.990000 0.0001514 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312945KW7 2088851.100000 PA USD 2265323.590000 0.0033128 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312945LP1 205471.420000 PA USD 222847.230000 0.0003259 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312945Q92 133118.820000 PA USD 144373.930000 0.0002111 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312945RN0 685462.230000 PA USD 743413.130000 0.0010872 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312945ZK7 4823.700000 PA USD 5231.350000 0.0000077 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312945ZL5 28947.080000 PA USD 31393.620000 0.0000459 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312946DE3 261471.960000 PA USD 283549.650000 0.0004147 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312946K39 387224.100000 PA USD 414057.820000 0.0006055 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 312946PB6 17146.050000 PA USD 18595.390000 0.0000272 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312946Q66 75991.590000 PA USD 81121.460000 0.0001186 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312967B68 817.220000 PA USD 843.630000 0.0000012 Long ABS-MBS USGSE US N 2 2020-01-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312971F58 1011.520000 PA USD 1044.210000 0.0000015 Long ABS-MBS USGSE US N 2 2020-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312971UM4 45.740000 PA USD 47.220000 0.0000001 Long ABS-MBS USGSE US N 2 2020-02-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312972G63 3031.870000 PA USD 3129.860000 0.0000046 Long ABS-MBS USGSE US N 2 2020-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31292GHE9 3619.710000 PA USD 3792.060000 0.0000055 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292GMF0 10763.040000 PA USD 11645.990000 0.0000170 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292GMW3 3703.120000 PA USD 4006.010000 0.0000059 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292G7G5 1076.470000 PA USD 1220.580000 0.0000018 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31292HAW4 1189.850000 PA USD 1378.510000 0.0000020 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292HD50 812.950000 PA USD 910.260000 0.0000013 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292HFU3 811.550000 PA USD 928.560000 0.0000014 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292HGC2 470.760000 PA USD 540.450000 0.0000008 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31292HKJ2 457.310000 PA USD 511.060000 0.0000007 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292HK94 7676.790000 PA USD 8885.590000 0.0000130 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292K2X4 2481.730000 PA USD 2691.510000 0.0000039 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292K4R5 3385.920000 PA USD 3671.930000 0.0000054 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292LAU9 9961.970000 PA USD 10803.820000 0.0000158 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292LAV7 18246.910000 PA USD 19794.070000 0.0000289 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292LST3 2133351.460000 PA USD 2319399.950000 0.0033919 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31293Q2Y8 1225.400000 PA USD 1366.860000 0.0000020 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31293YGV2 1675.360000 PA USD 1878.310000 0.0000027 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 31293YL61 754.250000 PA USD 774.570000 0.0000011 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 31294DES6 916.960000 PA USD 923.180000 0.0000014 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31294GLC6 328.860000 PA USD 350.190000 0.0000005 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31297XEW0 86.570000 PA USD 91.030000 0.0000001 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 9 N N N N N N FHLMC PASS THRU POOLS N/A 31298GCH1 14940.610000 PA USD 17165.460000 0.0000251 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31298SQU1 230.760000 PA USD 249.220000 0.0000004 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 31298SUX0 14762.060000 PA USD 16466.700000 0.0000241 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31298UXT1 22170.170000 PA USD 24723.130000 0.0000362 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31287LU83 17053.930000 PA USD 19078.890000 0.0000279 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31287MZE3 30280.060000 PA USD 33934.480000 0.0000496 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31287QGT2 2209.900000 PA USD 2488.430000 0.0000036 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31287RP37 4427.620000 PA USD 4920.260000 0.0000072 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31287VP95 1105.160000 PA USD 1149.150000 0.0000017 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 31288DJ34 271.310000 PA USD 292.270000 0.0000004 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 31288FDB7 32983.570000 PA USD 36795.410000 0.0000538 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31288FNQ3 10990.330000 PA USD 12260.940000 0.0000179 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335GGM1 183.170000 PA USD 194.060000 0.0000003 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335GJK2 44.610000 PA USD 47.870000 0.0000001 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335GKR5 1206.430000 PA USD 1305.900000 0.0000019 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335GNP6 941.870000 PA USD 1050.420000 0.0000015 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335HPM9 5658.450000 PA USD 6254.920000 0.0000091 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 31335HP98 449.190000 PA USD 496.540000 0.0000007 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 31335HQ48 2278.840000 PA USD 2519.060000 0.0000037 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 31335HW33 15955.010000 PA USD 16795.950000 0.0000246 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335HXD0 10024.020000 PA USD 10840.470000 0.0000159 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335HXF5 3774.540000 PA USD 4172.430000 0.0000061 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 31335HXM0 14963.570000 PA USD 15745.440000 0.0000230 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335HXP3 170469.080000 PA USD 179361.610000 0.0002623 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335HXR9 223892.880000 PA USD 235616.560000 0.0003446 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335HXS7 414565.270000 PA USD 436212.370000 0.0006379 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335HX32 7675893.500000 PA USD 8077538.540000 0.0118125 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335HYA5 4562434.460000 PA USD 4801188.250000 0.0070212 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335HYP2 674814.190000 PA USD 710131.120000 0.0010385 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335H3H4 12715.120000 PA USD 13379.870000 0.0000196 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335H4H3 45045.540000 PA USD 47409.460000 0.0000693 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335H4P5 26419.760000 PA USD 27811.550000 0.0000407 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335H4W0 27489.220000 PA USD 29744.460000 0.0000435 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335H5F6 2363.120000 PA USD 2557.670000 0.0000037 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335H6L2 19798.720000 PA USD 20842.770000 0.0000305 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335H6Q1 8110.820000 PA USD 8541.450000 0.0000125 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7AR4 7174.300000 PA USD 7549.160000 0.0000110 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7B69 5090.170000 PA USD 5356.800000 0.0000078 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7CM3 37886.060000 PA USD 40963.230000 0.0000599 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7CX9 8533.590000 PA USD 9114.090000 0.0000133 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7C76 102541.160000 PA USD 113421.480000 0.0001659 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7DV2 30068.540000 PA USD 32515.580000 0.0000476 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7DZ3 38036.830000 PA USD 41128.560000 0.0000601 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7D75 2956.160000 PA USD 3200.470000 0.0000047 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7EB5 75626.300000 PA USD 81796.680000 0.0001196 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7EF6 131198.500000 PA USD 145028.530000 0.0002121 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7FE8 14322.960000 PA USD 15844.410000 0.0000232 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7GA5 39594.230000 PA USD 43767.980000 0.0000640 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7GV9 25288.680000 PA USD 27954.440000 0.0000409 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7GX5 5217.110000 PA USD 5640.850000 0.0000082 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7GZ0 130989.190000 PA USD 144797.160000 0.0002118 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7HE6 6222.310000 PA USD 6878.220000 0.0000101 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7HZ9 18119.280000 PA USD 19618.720000 0.0000287 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7H22 2050.670000 PA USD 2266.840000 0.0000033 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7JM6 1101.120000 PA USD 1191.270000 0.0000017 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7JW4 144504.280000 PA USD 152444.920000 0.0002229 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7KH5 74392.190000 PA USD 79014.900000 0.0001156 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7KT9 778.560000 PA USD 842.020000 0.0000012 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7KV4 20878.850000 PA USD 23079.750000 0.0000338 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7KY8 35770.980000 PA USD 39548.990000 0.0000578 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7K28 34980.800000 PA USD 38668.230000 0.0000565 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7K77 13788.810000 PA USD 15242.330000 0.0000223 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7LR2 177788.410000 PA USD 189704.230000 0.0002774 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7LU5 123614.330000 PA USD 131889.920000 0.0001929 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7LV3 427868.800000 PA USD 455751.160000 0.0006665 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7LZ4 1373837.800000 PA USD 1466013.110000 0.0021439 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7L68 127658.970000 PA USD 136181.020000 0.0001992 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7MH3 86079.930000 PA USD 93216.890000 0.0001363 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7MJ9 41740.420000 PA USD 44539.630000 0.0000651 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7MT7 70353.000000 PA USD 75080.410000 0.0001098 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7M91 81732.200000 PA USD 87719.750000 0.0001283 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7ND1 37523.840000 PA USD 40271.480000 0.0000589 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7NT6 65238.940000 PA USD 70014.950000 0.0001024 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7QA4 31996.820000 PA USD 34419.660000 0.0000503 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7QX4 21492.700000 PA USD 23122.380000 0.0000338 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3139683F4 9123.490000 PA USD 9145.650000 0.0000134 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31356CQW1 1130.020000 PA USD 1260.170000 0.0000018 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128F6RT5 107.320000 PA USD 114.340000 0.0000002 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128F7TK0 226.320000 PA USD 228.110000 0.0000003 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128FLLV3 13105.220000 PA USD 13244.790000 0.0000194 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128FPRK2 641.440000 PA USD 696.510000 0.0000010 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128DYBZ9 293.520000 PA USD 324.460000 0.0000005 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128DYJM0 2348.650000 PA USD 2596.230000 0.0000038 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128DYPN1 806.290000 PA USD 891.280000 0.0000013 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128DYRY5 28835.950000 PA USD 31875.630000 0.0000466 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128E2CS3 12949.000000 PA USD 14313.990000 0.0000209 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128E2RS7 5006.930000 PA USD 5413.600000 0.0000079 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E22P0 61536.960000 PA USD 64759.720000 0.0000947 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E24A1 196331.150000 PA USD 206595.490000 0.0003021 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E24J2 41376.450000 PA USD 43534.600000 0.0000637 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E24K9 34953.250000 PA USD 36768.000000 0.0000538 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E24U7 506717.070000 PA USD 533233.070000 0.0007798 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E24V5 456625.140000 PA USD 480636.610000 0.0007029 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E24X1 366785.490000 PA USD 385949.840000 0.0005644 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E25E2 135186.670000 PA USD 142203.380000 0.0002080 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E3A20 2987.390000 PA USD 3230.030000 0.0000047 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E3A38 28068.060000 PA USD 29551.800000 0.0000432 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E3A46 195039.860000 PA USD 205244.060000 0.0003001 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E3ZP2 710506.920000 PA USD 785403.610000 0.0011486 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128E3Z64 111316.650000 PA USD 123050.880000 0.0001799 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128E35W0 33354.660000 PA USD 36870.680000 0.0000539 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128E4B35 19641.490000 PA USD 21243.340000 0.0000311 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E4DB5 14008.440000 PA USD 15149.960000 0.0000222 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E4GT3 59841.960000 PA USD 66155.670000 0.0000967 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128E4JS2 262082.000000 PA USD 289708.860000 0.0004237 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128E4KM3 38396.270000 PA USD 42469.640000 0.0000621 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128E4PS5 8270.640000 PA USD 8943.220000 0.0000131 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E4X31 29152.390000 PA USD 32225.430000 0.0000471 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128E43H3 1009.070000 PA USD 1061.700000 0.0000016 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E45G3 20448.190000 PA USD 22604.540000 0.0000331 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128E5A82 34677.490000 PA USD 36953.090000 0.0000540 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E5QL6 146564.540000 PA USD 154422.440000 0.0002258 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E5RB7 203011.890000 PA USD 214643.400000 0.0003139 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31294LUM3 35146.220000 PA USD 36640.670000 0.0000536 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 31283GBT3 146.200000 PA USD 150.800000 0.0000002 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283GER4 130.130000 PA USD 131.070000 0.0000002 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 10 N N N N N N FHLMC PASS THRU POOLS N/A 31283GE37 480.680000 PA USD 484.370000 0.0000007 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283GL21 1753.520000 PA USD 1905.260000 0.0000028 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283GMN4 110.210000 PA USD 118.560000 0.0000002 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 8 N N N N N N FHLMC PASS THRU POOLS N/A 31283GM46 4151.240000 PA USD 4490.820000 0.0000066 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283GR33 15.000000 PA USD 15.000000 0.0000000 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 9.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283GXL6 7205.700000 PA USD 7836.340000 0.0000115 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283GYU5 3688.970000 PA USD 4098.850000 0.0000060 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283G6X0 1149.470000 PA USD 1232.040000 0.0000018 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283HAW5 861.730000 PA USD 977.850000 0.0000014 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283HGS8 108.150000 PA USD 118.920000 0.0000002 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283HN43 7217.850000 PA USD 8294.690000 0.0000121 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31283H7G4 7425.760000 PA USD 8054.990000 0.0000118 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXAE0 122037.760000 PA USD 132316.670000 0.0001935 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXA42 1976.110000 PA USD 2143.110000 0.0000031 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXC32 5105.890000 PA USD 5534.760000 0.0000081 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXTX8 68601.340000 PA USD 78294.640000 0.0001145 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4B69 874.820000 PA USD 1001.830000 0.0000015 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4E33 4039.300000 PA USD 4506.360000 0.0000066 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M45J8 17005.330000 PA USD 19403.350000 0.0000284 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5K90 15267.950000 PA USD 17158.890000 0.0000251 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5VH0 8484.790000 PA USD 9768.620000 0.0000143 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5YS3 8839.380000 PA USD 10322.600000 0.0000151 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6N79 22504.570000 PA USD 25928.540000 0.0000379 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PK8 1401.840000 PA USD 1563.540000 0.0000023 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6RE0 48488.500000 PA USD 52273.430000 0.0000764 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7AU0 50362.250000 PA USD 57728.160000 0.0000844 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7KJ4 74610.150000 PA USD 80930.250000 0.0001184 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7L61 940452.800000 PA USD 1019855.230000 0.0014914 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7M94 514673.110000 PA USD 558258.170000 0.0008164 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7TA4 27236.040000 PA USD 29532.880000 0.0000432 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7T97 1058645.860000 PA USD 1132036.040000 0.0016555 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7VR4 20808.210000 PA USD 22565.590000 0.0000330 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7WA0 64600.940000 PA USD 70060.210000 0.0001025 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M74V5 10439.840000 PA USD 11164.650000 0.0000163 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128M75Y8 31677.370000 PA USD 34347.670000 0.0000502 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M76T8 102543.780000 PA USD 111212.610000 0.0001626 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M76V3 187146.860000 PA USD 202969.630000 0.0002968 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M82K9 130381.390000 PA USD 140861.790000 0.0002060 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M82N3 90325.020000 PA USD 96618.400000 0.0001413 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128M87G3 10244.500000 PA USD 11112.670000 0.0000163 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M9KC5 93687.290000 PA USD 101606.430000 0.0001486 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M9KQ4 34988.760000 PA USD 38425.750000 0.0000562 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M9UQ3 159627.230000 PA USD 173109.560000 0.0002532 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MABL2 383475.220000 PA USD 415840.790000 0.0006081 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MACH0 181861.250000 PA USD 196304.060000 0.0002871 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJAZ3 3503.610000 PA USD 4024.740000 0.0000059 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJCA6 1201.590000 PA USD 1392.410000 0.0000020 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJDC1 32296.300000 PA USD 34990.760000 0.0000512 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJLM0 228161.500000 PA USD 247402.330000 0.0003618 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJMB3 46818.700000 PA USD 50769.020000 0.0000742 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJMS6 142188.870000 PA USD 154203.930000 0.0002255 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJP95 147374.660000 PA USD 159871.900000 0.0002338 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJQW3 623162.150000 PA USD 676019.980000 0.0009886 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJTR1 68549.300000 PA USD 74018.160000 0.0001082 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJW71 16452.000000 PA USD 17377.800000 0.0000254 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJXC9 635018.620000 PA USD 682299.890000 0.0009978 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJX21 77705.710000 PA USD 83398.740000 0.0001220 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ3B4 5850641.500000 PA USD 6153013.070000 0.0089981 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ3T5 25908950.790000 PA USD 27183956.690000 0.0397537 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ4W7 220020419.340000 PA USD 228445186.010000 0.3340770 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ5C0 204085522.010000 PA USD 212447377.280000 0.3106819 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ5M8 3525466.880000 PA USD 3624436.500000 0.0053004 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283K4F2 58004.000000 PA USD 59878.740000 0.0000876 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31283K5B0 777.500000 PA USD 802.630000 0.0000012 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31283K6E3 8177.130000 PA USD 8468.790000 0.0000124 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31283K6J2 18599.440000 PA USD 19200.590000 0.0000281 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31283K6N3 1095.510000 PA USD 1130.920000 0.0000017 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31336WAM1 2629.450000 PA USD 2714.440000 0.0000040 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31336WAY5 10747.150000 PA USD 11094.510000 0.0000162 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31336WCP2 15169.630000 PA USD 15684.640000 0.0000229 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M1AL3 22457.320000 PA USD 23184.910000 0.0000339 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M1BA6 228173.740000 PA USD 235566.320000 0.0003445 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M1B99 10917.050000 PA USD 11270.750000 0.0000165 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M1CR8 158940.800000 PA USD 164090.310000 0.0002400 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M1CX5 1336.550000 PA USD 1379.850000 0.0000020 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M1N47 1782.970000 PA USD 1840.600000 0.0000027 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M1PT0 472.700000 PA USD 488.010000 0.0000007 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M1PU7 2570.940000 PA USD 2658.470000 0.0000039 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M1RU5 347.930000 PA USD 355.560000 0.0000005 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M1R76 987.460000 PA USD 1019.380000 0.0000015 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MBCR6 5480.880000 PA USD 5658.030000 0.0000083 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MBE29 8020.660000 PA USD 8280.520000 0.0000121 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MBGH4 11754.670000 PA USD 11995.690000 0.0000175 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128MBGT8 10405.580000 PA USD 10740.760000 0.0000157 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MBHU4 17381.750000 PA USD 17916.570000 0.0000262 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MBL96 157.070000 PA USD 162.150000 0.0000002 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MBMV6 2439.610000 PA USD 2518.460000 0.0000037 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MBP68 8292.650000 PA USD 8560.670000 0.0000125 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MBQ75 2973.550000 PA USD 3073.350000 0.0000045 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MBUB1 41207.750000 PA USD 42553.810000 0.0000622 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128MCCL7 496.190000 PA USD 511.160000 0.0000007 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128MCNY7 11051.600000 PA USD 11408.800000 0.0000167 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MDF99 616617.360000 PA USD 643300.590000 0.0009408 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128MMAS2 1395.110000 PA USD 1398.430000 0.0000020 Long ABS-MBS USGSE US N 2 2019-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MMAX1 267.190000 PA USD 275.830000 0.0000004 Long ABS-MBS USGSE US N 2 2019-11-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MMBP7 1167.810000 PA USD 1205.550000 0.0000018 Long ABS-MBS USGSE US N 2 2020-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MMB28 57130.010000 PA USD 58976.500000 0.0000862 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MMCF8 4324.680000 PA USD 4479.450000 0.0000066 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MMCK7 3105.390000 PA USD 3211.660000 0.0000047 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MMFR9 7001.090000 PA USD 7201.990000 0.0000105 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MMGV9 9569.740000 PA USD 9866.660000 0.0000144 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUHH2 1259.730000 PA USD 1296.030000 0.0000019 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUHJ8 67296.380000 PA USD 70818.110000 0.0001036 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUKB1 6094.450000 PA USD 6515.650000 0.0000095 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUKR6 12954.120000 PA USD 13634.530000 0.0000199 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUKU9 3138.200000 PA USD 3471.240000 0.0000051 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUK47 5886.000000 PA USD 6510.640000 0.0000095 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CULR5 9990.100000 PA USD 10807.330000 0.0000158 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUME3 2072258.230000 PA USD 2292418.880000 0.0033524 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUML7 22882.840000 PA USD 25313.660000 0.0000370 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUMZ6 18653.980000 PA USD 20636.290000 0.0000302 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUM29 2179.360000 PA USD 2410.550000 0.0000035 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUM60 63555.690000 PA USD 70310.830000 0.0001028 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUNG7 68057.820000 PA USD 71701.390000 0.0001049 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUNJ1 68725.760000 PA USD 75970.350000 0.0001111 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUNU6 42099.760000 PA USD 45583.310000 0.0000667 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUPX8 52598.810000 PA USD 58187.980000 0.0000851 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUQB5 54633.360000 PA USD 60442.760000 0.0000884 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CURB4 203578.400000 PA USD 218511.360000 0.0003195 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335AD70 73565.270000 PA USD 79786.300000 0.0001167 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335AE20 820556.540000 PA USD 885933.020000 0.0012956 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335A3G1 13379784.870000 PA USD 14017403.200000 0.0204990 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335BED4 17317898.640000 PA USD 18142665.640000 0.0265317 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128UNFP2 39008.160000 PA USD 42026.310000 0.0000615 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128UNGQ9 15741.630000 PA USD 17862.970000 0.0000261 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128PCYV8 1100.250000 PA USD 1113.150000 0.0000016 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128PDLZ1 42.840000 PA USD 44.220000 0.0000001 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128PDRR3 232.840000 PA USD 240.370000 0.0000004 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128PDUY4 239.530000 PA USD 247.270000 0.0000004 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128PEH76 375.170000 PA USD 380.790000 0.0000006 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128PEN95 645.340000 PA USD 647.360000 0.0000009 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128PE4Z8 12777.690000 PA USD 12987.680000 0.0000190 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128PFYY5 92.140000 PA USD 92.500000 0.0000001 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128PFZC2 4966.680000 PA USD 5039.150000 0.0000074 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128PG2C6 17374.170000 PA USD 17809.890000 0.0000260 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128PHPR6 973.080000 PA USD 1004.530000 0.0000015 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128PLBV3 64.270000 PA USD 66.350000 0.0000001 Long ABS-MBS USGSE US N 2 2020-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128PLJV5 5393.660000 PA USD 5570.140000 0.0000081 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128PTJ30 6936.750000 PA USD 7178.140000 0.0000105 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128PT7D1 6458.380000 PA USD 6737.940000 0.0000099 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 31288LBS9 6373.480000 PA USD 6723.030000 0.0000098 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128C6QB8 472674.000000 PA USD 510441.990000 0.0007465 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GDBE1 2798022.370000 PA USD 3034755.100000 0.0044380 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GDUD2 6669.610000 PA USD 7233.130000 0.0000106 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GEKZ2 129698.640000 PA USD 140699.170000 0.0002058 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GE7K0 54198.610000 PA USD 58783.840000 0.0000860 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GF5X1 31157.180000 PA USD 33799.220000 0.0000494 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GJAC3 249561.630000 PA USD 270729.020000 0.0003959 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GJDE6 185623.190000 PA USD 201365.740000 0.0002945 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GJEL9 15860.970000 PA USD 16967.030000 0.0000248 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132GJHF9 8880.250000 PA USD 9224.300000 0.0000135 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132GJKG3 306461.900000 PA USD 327789.080000 0.0004794 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132GJTS8 424110.680000 PA USD 453628.890000 0.0006634 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132GJYS2 51438.820000 PA USD 53437.650000 0.0000781 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132GKNZ5 91852.850000 PA USD 99644.020000 0.0001457 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GK4Q6 593695.350000 PA USD 645519.750000 0.0009440 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GLLR3 68555.480000 PA USD 71219.820000 0.0001042 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132GL3E2 505411.860000 PA USD 533915.510000 0.0007808 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GRDQ1 827587.560000 PA USD 897708.730000 0.0013128 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GRP96 851256.460000 PA USD 910614.340000 0.0013317 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132GRS51 92742.260000 PA USD 100317.140000 0.0001467 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GVK50 699821.490000 PA USD 748637.590000 0.0010948 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132JNVB0 1132690.910000 PA USD 1228697.730000 0.0017968 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132JN5Z6 445959.360000 PA USD 478209.870000 0.0006993 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132JPGP1 7817.530000 PA USD 8239.270000 0.0000120 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132JPK50 304036.030000 PA USD 323741.840000 0.0004734 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132JPL34 1553818.380000 PA USD 1681381.150000 0.0024588 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132JPYM8 434463.130000 PA USD 468102.830000 0.0006846 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132JPYS5 871251.260000 PA USD 938717.570000 0.0013728 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132JP4V1 207357.320000 PA USD 219035.130000 0.0003203 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132JP6G2 58407.730000 PA USD 62891.370000 0.0000920 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132JQDJ6 111706.020000 PA USD 118920.060000 0.0001739 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132JQGL8 8646.430000 PA USD 9333.260000 0.0000136 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132JQGY0 2028550.570000 PA USD 2191038.320000 0.0032042 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M3EE3 540830.680000 PA USD 575758.240000 0.0008420 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M3E60 212687.650000 PA USD 226730.960000 0.0003316 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M3GN1 1453937.510000 PA USD 1577186.410000 0.0023065 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M3HM2 79689.580000 PA USD 84443.580000 0.0001235 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M3JB4 414918.670000 PA USD 437303.670000 0.0006395 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M3MY0 19263.380000 PA USD 20742.110000 0.0000303 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M3N78 21577.630000 PA USD 23234.100000 0.0000340 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M3R74 363836.400000 PA USD 388504.010000 0.0005681 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M3TN7 43846.610000 PA USD 46550.780000 0.0000681 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M4NW1 723222.150000 PA USD 777739.270000 0.0011374 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M4U78 577172.920000 PA USD 613913.590000 0.0008978 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M4WR2 20719.950000 PA USD 22308.110000 0.0000326 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M45V3 40062.420000 PA USD 42322.300000 0.0000619 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M5LD2 338693.650000 PA USD 356533.150000 0.0005214 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132M5M90 557308.920000 PA USD 591520.590000 0.0008650 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M5PM8 125292.400000 PA USD 132360.150000 0.0001936 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M5RF1 1367817.130000 PA USD 1452965.630000 0.0021248 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M5TT9 973673.730000 PA USD 1040909.750000 0.0015222 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132M5YN6 292829.100000 PA USD 315303.530000 0.0004611 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M6EE6 116075.660000 PA USD 124960.980000 0.0001827 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M6EX4 147057.160000 PA USD 157003.080000 0.0002296 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M6EY2 26704.700000 PA USD 28258.030000 0.0000413 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M6JW1 159461.060000 PA USD 168063.480000 0.0002458 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M6N89 2043530.680000 PA USD 2185754.800000 0.0031964 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M6N97 1052952.640000 PA USD 1116932.530000 0.0016334 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M6XA3 5264302.740000 PA USD 5679722.610000 0.0083060 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M6YV6 1116872.050000 PA USD 1182104.700000 0.0017287 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M7A32 298392.990000 PA USD 320915.570000 0.0004693 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M8AX4 1219575.970000 PA USD 1312559.880000 0.0019195 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M8BH8 56970.750000 PA USD 60040.130000 0.0000878 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M8DT0 17628.840000 PA USD 18969.870000 0.0000277 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M8GQ3 647856.780000 PA USD 694741.030000 0.0010160 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M8RA6 805160.090000 PA USD 866503.840000 0.0012672 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M8SR8 500216.370000 PA USD 533031.500000 0.0007795 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M8SS6 277811.710000 PA USD 296574.640000 0.0004337 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M8ST4 1070552.190000 PA USD 1137334.770000 0.0016632 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M9KS2 236575.590000 PA USD 249837.700000 0.0003654 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M9NE0 11467.670000 PA USD 12330.430000 0.0000180 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M96Q2 117661.630000 PA USD 124420.340000 0.0001820 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132MAFS5 156312.410000 PA USD 165811.950000 0.0002425 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132MAWF4 455916.300000 PA USD 486401.360000 0.0007113 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132QLC68 912331.070000 PA USD 970808.830000 0.0014197 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132QLRG0 123518.620000 PA USD 133625.230000 0.0001954 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132QMAJ0 480124.380000 PA USD 505906.990000 0.0007398 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132QQFR8 50532.490000 PA USD 53249.330000 0.0000779 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132QQYU0 160242.170000 PA USD 168874.290000 0.0002470 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132WFWU9 1059214.770000 PA USD 1107464.300000 0.0016195 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132WLB70 2168525.830000 PA USD 2270813.420000 0.0033208 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132WLE51 8985670.720000 PA USD 9390460.630000 0.0137326 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132WLQ74 1813386.210000 PA USD 1899484.320000 0.0027778 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132WLRQ1 2053686.160000 PA USD 2151314.210000 0.0031461 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132WL2W5 1376657.080000 PA USD 1442283.340000 0.0021092 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132WMZW7 10640871.730000 PA USD 11142222.680000 0.0162943 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132XSBA7 41448046.790000 PA USD 43559732.760000 0.0637015 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132XSH37 13831905.970000 PA USD 14507634.270000 0.0212159 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132XTPN2 135836.970000 PA USD 140755.250000 0.0002058 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132XUXB6 1868211.750000 PA USD 1955777.600000 0.0028601 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132XYA72 172329.290000 PA USD 179331.680000 0.0002623 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132XYUX3 1190610.740000 PA USD 1243935.220000 0.0018191 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y05C0 6411080.320000 PA USD 6672022.440000 0.0097571 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y1A81 1179103.550000 PA USD 1229601.110000 0.0017982 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y1GY8 587687.840000 PA USD 612948.090000 0.0008964 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y1UW6 27687.590000 PA USD 28855.110000 0.0000422 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y1Y69 85133942.340000 PA USD 89972913.060000 0.1315759 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y2QG4 3260303.540000 PA USD 3394080.580000 0.0049635 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y22X3 2589769.030000 PA USD 2696209.550000 0.0039429 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y3B60 40626595.470000 PA USD 43073079.080000 0.0629898 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y3ZJ6 63694684.220000 PA USD 67522189.520000 0.0987441 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31334XEQ8 559206452.260000 PA USD 575759813.240000 0.8419880 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 31334YHW0 5234190.010000 PA USD 5465389.050000 0.0079926 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 31339SH81 7906557.000000 PA USD 8066087.840000 0.0117958 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132DVKN4 35928212.850000 PA USD 38338743.720000 0.0560664 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132GCCE2 13904.190000 PA USD 14233.130000 0.0000208 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132G5BJ7 91339.690000 PA USD 94730.070000 0.0001385 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132HBH73 212711.340000 PA USD 226702.870000 0.0003315 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132H7DU5 100900.680000 PA USD 105847.540000 0.0001548 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132L5H48 164897.110000 PA USD 174931.280000 0.0002558 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132L5UT8 724967.630000 PA USD 764080.930000 0.0011174 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132L5UV3 161081.190000 PA USD 174301.520000 0.0002549 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132L5WB5 806110.520000 PA USD 862471.240000 0.0012613 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132L6CK5 910440.010000 PA USD 966514.470000 0.0014134 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132L6CM1 418258.310000 PA USD 452504.540000 0.0006617 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128HJAH9 3760246.980000 PA USD 4260737.170000 0.0062309 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 7.645 N N N N N N FHLMC PASS THRU POOLS N/A 3132XGGJ9 99505000.000000 PA USD 100942495.000000 0.1476178 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 2.7 N N N N N N FHLMC PASS THRU POOLS N/A 3132A5J63 5650660.040000 PA USD 5865707.940000 0.0085780 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132A5KB0 70956704.640000 PA USD 73631469.420000 0.1076783 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132ACYH7 56170847.340000 PA USD 58438866.630000 0.0854607 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132ADPD4 109231408.560000 PA USD 113416966.070000 0.1658604 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132AD3K2 145280453.500000 PA USD 150965322.680000 0.2207709 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4 N N N N N N FHLMC STRUCTURED P/T SECURITIES -T-8 N/A 3133TBMY3 362048.580000 PA USD 406902.240000 0.0005951 Long ABS-MBS USGSE US N 2 2028-11-15 Fixed 7 N N N N N N FHLMC STRUCTURED P/T SECURITIES E3 N/A 3133TCE95 172554.310000 PA USD 173279.970000 0.0002534 Long ABS-MBS USGSE US N 2 2032-08-15 Floating 4.024 N N N N N N FHLMC STRUCTURED PASS THROUGH SEC T-63 N/A 31395M2F5 9776389.390000 PA USD 9864919.480000 0.0144264 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 3.49173 N N N N N N FHLMC STRUCTURED PASS THROUGH SECURITIES T-66 N/A 31396FQ22 1416292.500000 PA USD 1457267.260000 0.0021311 Long ABS-MBS USGSE US N 2 2036-01-25 Floating 4.31153 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-32 N/A 3133TSQG1 172099.850000 PA USD 171456.820000 0.0002507 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 2.14838 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-42 N/A 31392MGY2 3023851.860000 PA USD 3483358.810000 0.0050940 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 6.5 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-54 N/A 31393LFK4 1932840.900000 PA USD 2324508.690000 0.0033993 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.5 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-56 N/A 31393RG61 3995847.350000 PA USD 4086380.060000 0.0059759 Long ABS-MBS USGSE US N 2 2043-05-25 Floating 3.01838 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-57 N/A 31394JD87 4427.030000 PA USD 5272.030000 0.0000077 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 6.5 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-59 N/A 31394PPQ0 5372354.400000 PA USD 6449642.540000 0.0094319 Long ABS-MBS USGSE US N 2 2043-10-25 Fixed 6.5 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-59 N/A 31394PPR8 6989487.730000 PA USD 8420242.860000 0.0123137 Long ABS-MBS USGSE US N 2 2043-10-25 Fixed 7 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-61 N/A 31395A3J2 1603555.670000 PA USD 1655962.110000 0.0024217 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 3.84605 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-75 N/A 31397JME1 168516.100000 PA USD 169229.820000 0.0002475 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 2.18525 N N N N N N FHLMC-GNMA 31 N/A 3133T5ER0 8334.760000 PA USD 8899.770000 0.0000130 Long ABS-MBS USGSE US N 2 2024-04-25 Fixed 8 N N N N N N FHLMC-GNMA-19 N/A 3133T1KA9 123353.000000 PA USD 126875.990000 0.0001855 Long ABS-MBS USGSE US N 2 2023-10-25 Floating 4.45 N N N N N N FHLMC-GNMA-19 N/A 3133T1KB7 24670.600000 PA USD 25073.630000 0.0000367 Long ABS-MBS USGSE US N 2 2023-10-25 Floating 3.80029 N N N N N N FHLMC-GNMA-56 N/A 3133T7YG8 39540.000000 PA USD 44660.470000 0.0000653 Long ABS-MBS USGSE US N 2 2026-09-20 Fixed 7.5 N N N N N N FHR 2046 N/A 3133TDCL8 15287.680000 PA USD 17175.710000 0.0000251 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N FHR 2046 N/A 3133TDD37 1149523.500000 PA USD 1300548.360000 0.0019019 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MAS5 1200000.000000 PA USD 1201965.460000 0.0017577 Long DBT CORP US N 2 2021-08-15 Fixed 2.25 N N N N N N FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-1 N/A 31659TEY7 9748935.350000 PA USD 7539667.690000 0.0110260 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.20838 N N N N N N FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-3 N/A 316599AD1 10533204.330000 PA USD 7412634.060000 0.0108402 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.30525 N N N N N N FIGUEROA CLO LTD 2014-1A N/A 31683YAJ3 14895780.140000 PA USD 14886652.900000 0.0217702 Long ABS-CBDO CORP KY N 2 2027-01-15 Floating 3.20338 N N N N N N FINANCE AMERICA MTGE LOAN TRUST 2004-2 N/A 317350BE5 382905.470000 PA USD 384641.790000 0.0005625 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.91838 N N N N N N FIRST FRANKLIN MTG LN ASSET CERT2004-FF8 N/A 32027NNS6 1571773.300000 PA USD 1571062.070000 0.0022975 Long ABS-MBS CORP US N 2 2034-10-25 Floating 3.44338 N N N N N N FIRST FRANKLIN MTG LOAN 2004-FF11 N/A 32027NNA5 2689933.990000 PA USD 2718607.070000 0.0039757 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.21838 N N N N N N FIRST FRANKLIN MTG LOAN 2005-FF12 N/A 32027NXW6 5566672.600000 PA USD 5594893.400000 0.0081819 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.46838 N N N N N N FIRST FRANKLIN MTG LOAN 2005-FF7 N/A 32027NUM1 11299.810000 PA USD 11331.220000 0.0000166 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.48838 N N N N N N FIRST FRANKLIN MTG LOAN 2005-FF7 N/A 32027NUN9 2000000.000000 PA USD 2012538.000000 0.0029431 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.50838 N N N N N N FIRST FRANKLIN MTG LOAN 2006-FF5 N/A 32027EAE1 3675814.660000 PA USD 3595266.530000 0.0052577 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.17838 N N N N N N FIRST FRANKLIN MTG LOAN ABS 2005-FF1 N/A 32027NQL8 2759014.330000 PA USD 2906339.630000 0.0042502 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.75338 N N N N N N FIRST FRANKLIN MTG LOAN ABS 2006-FF11 N/A 32028PAF2 6207311.260000 PA USD 5611368.410000 0.0082060 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.25838 N N N N N N FIRST FRANKLIN MTG LOAN ABS 2006-FF13 N/A 30247DAE1 5666019.150000 PA USD 4518939.240000 0.0066085 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.25838 N N N N N N FIRST HORIZON ALT MTG SEC 2005-AA6 N/A 32051GQA6 2003588.840000 PA USD 1844035.050000 0.0026967 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.91841 Y N N N N N FIRST HORIZON ALT MTG SEC 2006-FA3 N/A 32051HAH6 1779062.900000 PA USD 1386228.020000 0.0020272 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6 Y N N N N N FIRST HORIZON ALT MTG SEC 2006-FA8 N/A 32052DAH4 23209.300000 PA USD 12875.330000 0.0000188 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.38838 Y N N N N N FIRST HORIZON ALT MTG SEC 2006-RE1 N/A 32051RAA9 2166281.430000 PA USD 1965191.590000 0.0028739 Long ABS-MBS CORP US N 2 2035-05-25 Fixed 5.5 Y N N N N N FIRST HORIZON ALT MTGE SEC 2004-AA2 N/A 32051D4S8 256323.680000 PA USD 259279.550000 0.0003792 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.42975 N N N N N N FIRST HORIZON ALT MTGE SEC 2005-AA1 N/A 32051GGD1 40360.860000 PA USD 33117.620000 0.0000484 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.89584 Y N N N N N FIRST HORIZON ALTER MTGE SEC 2007-FA4 N/A 32052WAH2 628027.270000 PA USD 476070.040000 0.0006962 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.25 Y N N N N N FIRST HORIZON MPT TRUST 2004-AR6 N/A 32051GBJ3 932344.780000 PA USD 945626.500000 0.0013829 Long ABS-MBS CORP US N 2 2034-11-25 Floating 4.4382 N N N N N N FIRST HORIZON MTGE PASS THRU TR 2005-7 N/A 32051GC37 102957.900000 PA USD 85697.790000 0.0001253 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.5 Y N N N N N FIRST HORIZON MTGE PASS THRU TR 2005-8 N/A 32051GP25 421675.160000 PA USD 358102.780000 0.0005237 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.75 Y N N N N N FIRST HORIZON MTGE PASS-THRU TR 2004-FL1 N/A 32051GDV4 16303.110000 PA USD 15590.690000 0.0000228 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.28838 N N N N N N FIRST HORIZON MTGE PASS-THRU TR 2005-AR3 N/A 32051GQL2 913217.810000 PA USD 767329.160000 0.0011221 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.60341 Y N N N N N FIRST HORIZON MTGE PASS-THRU TR 2005-AR4 N/A 32051GTX3 4365544.450000 PA USD 4272114.810000 0.0062475 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.07449 Y N N N N N FIRST HORIZON MTGE PASS-THRU TR 2005-AR4 N/A 32051GTZ8 559569.510000 PA USD 566404.760000 0.0008283 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.6973 N N N N N N FIRST HORIZON MTGE PASS-THRU TR 2005-AR4 N/A 32051GUA1 1932092.170000 PA USD 1926723.660000 0.0028176 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.62039 N N N N N N FIRST HORIZON MTGE PASS-THRU TR 2005-AR5 N/A 32051GXV2 972182.800000 PA USD 911771.560000 0.0013334 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.1147 Y N N N N N FIRST HORIZON MTGE PASS-THRU TR 2006-1 N/A 32051G2M6 302928.430000 PA USD 219735.260000 0.0003213 Long ABS-MBS CORP US N 2 2021-05-25 Fixed 5.25 N N N N N N FIRST HORIZON MTGE PT TR 2006-AR3 N/A 32052EAF6 507975.420000 PA USD 449653.190000 0.0006576 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.97786 N N N N N N FIRST HORIZON MTGE PT TR 2006-AR4 N/A 32053AAB2 35703.510000 PA USD 31641.580000 0.0000463 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.71082 Y N N N N N FIRST HORIZON MTGE PT TR 2007-AR3 N/A 32056JAA2 3144322.380000 PA USD 2813928.300000 0.0041151 Long ABS-MBS CORP US N 2 2037-11-25 Floating 4.2843 Y N N N N N FIRST NATIONWIDE TRUST 2001-3 N/A 22540A3S5 59927.280000 PA USD 62808.510000 0.0000919 Long ABS-MBS CORP US N 2 2031-08-21 Fixed 6.75 N N N N N N FIRST NLC TRUST 2005-1 N/A 32113JAA3 1389126.280000 PA USD 1365408.620000 0.0019968 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.09935 Y N N N N N FIRST NLC TRUST 2007-1 N/A 32115BAB6 3274654.900000 PA USD 2104459.590000 0.0030776 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.15838 N N N N N N FIRST NLC TRUST 2007-1 N/A 32115BAD2 1853578.250000 PA USD 1217804.060000 0.0017809 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.29838 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AH0 2000000.000000 PA USD 2133074.360000 0.0031194 Long DBT CORP US N 2 2027-07-15 Fixed 3.9 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FP7 1700000.000000 PA USD 1888963.160000 0.0027624 Long DBT CORP US N 2 2047-12-01 Fixed 3.7 N N N N N N FNMA PASS THRU POOLS N/A 31360FC29 4466.610000 PA USD 4421.570000 0.0000065 Long ABS-MBS USGSE US N 2 2024-03-01 Floating 5 N N N N N N FNMA PASS THRU POOLS N/A 3136142S7 10.630000 PA USD 10.640000 0.0000000 Long ABS-MBS USGSE US N 2 2020-03-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 3136142Z1 5.150000 PA USD 5.180000 0.0000000 Long ABS-MBS USGSE US N 2 2020-04-01 Fixed 9.5 N N N N N N FNMA PASS THRU POOLS N/A 3136145N5 38.670000 PA USD 39.450000 0.0000001 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 9.5 N N N N N N FNMA PASS THRU POOLS N/A 313615AC0 41.060000 PA USD 41.770000 0.0000001 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 9.5 N N N N N N FNMA PASS THRU POOLS N/A 313615A97 10.060000 PA USD 10.130000 0.0000000 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 313615D60 79.380000 PA USD 82.670000 0.0000001 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 313615E28 702.100000 PA USD 729.950000 0.0000011 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 313615K47 235.800000 PA USD 247.620000 0.0000004 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31362GM57 2122.340000 PA USD 2143.000000 0.0000031 Long ABS-MBS USGSE US N 2 2028-02-01 Floating 4.519 N N N N N N FNMA PASS THRU POOLS N/A 31362S5N1 75081.660000 PA USD 75548.450000 0.0001105 Long ABS-MBS USGSE US N 2 2027-08-01 Floating 4.149 N N N N N N FNMA PASS THRU POOLS N/A 31362TKL6 26657.510000 PA USD 26768.750000 0.0000391 Long ABS-MBS USGSE US N 2 2028-02-01 Floating 2.884 N N N N N N FNMA PASS THRU POOLS N/A 31362TRM7 2.510000 PA USD 2.530000 0.0000000 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 9.5 N N N N N N FNMA PASS THRU POOLS N/A 31362TXF5 3427.700000 PA USD 3439.190000 0.0000050 Long ABS-MBS USGSE US N 2 2021-07-01 Floating 4.766 N N N N N N FNMA PASS THRU POOLS N/A 31363EHU2 3697.270000 PA USD 3694.470000 0.0000054 Long ABS-MBS USGSE US N 2 2029-06-01 Floating 4.3 N N N N N N FNMA PASS THRU POOLS N/A 313630GN9 2411.080000 PA USD 2413.640000 0.0000035 Long ABS-MBS USGSE US N 2 2020-07-01 Floating 4.452 N N N N N N FNMA PASS THRU POOLS N/A 31364SQB2 489.140000 PA USD 487.770000 0.0000007 Long ABS-MBS USGSE US N 2 2020-10-01 Floating 2.405 N N N N N N FNMA PASS THRU POOLS N/A 31364TNH0 663.840000 PA USD 669.090000 0.0000010 Long ABS-MBS USGSE US N 2 2021-01-01 Floating 3.75 N N N N N N FNMA PASS THRU POOLS N/A 31365CXQ5 202.700000 PA USD 208.330000 0.0000003 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31365CY27 5.380000 PA USD 5.420000 0.0000000 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31365C2E6 4.230000 PA USD 4.250000 0.0000000 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 9.5 N N N N N N FNMA PASS THRU POOLS N/A 31365DE50 9722.400000 PA USD 9870.850000 0.0000144 Long ABS-MBS USGSE US N 2 2022-09-01 Floating 3.807 N N N N N N FNMA PASS THRU POOLS N/A 31365DJA4 9.820000 PA USD 9.900000 0.0000000 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 9.5 N N N N N N FNMA PASS THRU POOLS N/A 31365DJD8 199.170000 PA USD 208.350000 0.0000003 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31365DKK0 1473.200000 PA USD 1500.490000 0.0000022 Long ABS-MBS USGSE US N 2 2022-12-01 Floating 4.225 N N N N N N FNMA PASS THRU POOLS N/A 31365DQS7 14988.800000 PA USD 15108.490000 0.0000221 Long ABS-MBS USGSE US N 2 2023-02-01 Floating 3.7 N N N N N N FNMA PASS THRU POOLS N/A 31365DV69 26356.850000 PA USD 26480.560000 0.0000387 Long ABS-MBS USGSE US N 2 2023-06-01 Floating 4.074 N N N N N N FNMA PASS THRU POOLS N/A 31366RC84 11562.720000 PA USD 11647.550000 0.0000170 Long ABS-MBS USGSE US N 2 2022-02-01 Floating 4.125 N N N N N N FNMA PASS THRU POOLS N/A 31366SEC1 37.180000 PA USD 37.230000 0.0000001 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31366VGW8 1499.640000 PA USD 1501.790000 0.0000022 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31368HA94 42493.910000 PA USD 43137.070000 0.0000631 Long ABS-MBS USGSE US N 2 2023-09-01 Floating 4.105 N N N N N N FNMA PASS THRU POOLS N/A 31368HC27 4779.810000 PA USD 4867.340000 0.0000071 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 5 N N N N N N FNMA PASS THRU POOLS N/A 31368HE25 6476.100000 PA USD 6543.390000 0.0000096 Long ABS-MBS USGSE US N 2 2023-11-01 Floating 4.7 N N N N N N FNMA PASS THRU POOLS N/A 31368HFE8 49875.470000 PA USD 50178.500000 0.0000734 Long ABS-MBS USGSE US N 2 2023-11-01 Floating 4.69 N N N N N N FNMA PASS THRU POOLS N/A 31368HJT1 869.510000 PA USD 975.040000 0.0000014 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31368HKJ1 1530.260000 PA USD 1772.910000 0.0000026 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31368HKV4 426.380000 PA USD 502.670000 0.0000007 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31368HK36 77206.920000 PA USD 88686.550000 0.0001297 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31368HLB7 11094.050000 PA USD 12764.210000 0.0000187 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31368HMJ9 613133.380000 PA USD 706144.220000 0.0010327 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31368HMT7 111219.530000 PA USD 128096.450000 0.0001873 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31368HNQ2 98626.270000 PA USD 111304.520000 0.0001628 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31368HNW9 11625.940000 PA USD 12425.000000 0.0000182 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31368HR96 12188.190000 PA USD 12273.100000 0.0000179 Long ABS-MBS USGSE US N 2 2023-12-01 Floating 4.432 N N N N N N FNMA PASS THRU POOLS N/A 31368H4C4 1152.070000 PA USD 1157.010000 0.0000017 Long ABS-MBS USGSE US N 2 2024-05-01 Floating 4.61 N N N N N N FNMA PASS THRU POOLS N/A 31368JBL2 19580.000000 PA USD 19800.990000 0.0000290 Long ABS-MBS USGSE US N 2 2024-07-01 Floating 4.316 N N N N N N FNMA PASS THRU POOLS N/A 31368W2D1 9237.080000 PA USD 9274.810000 0.0000136 Long ABS-MBS USGSE US N 2 2021-11-01 Floating 3.17 N N N N N N FNMA PASS THRU POOLS N/A 31368XT40 25659.750000 PA USD 26020.240000 0.0000381 Long ABS-MBS USGSE US N 2 2023-05-01 Floating 3.754 N N N N N N FNMA PASS THRU POOLS N/A 31369DUU3 25273.520000 PA USD 25681.350000 0.0000376 Long ABS-MBS USGSE US N 2 2023-03-01 Floating 3.625 N N N N N N FNMA PASS THRU POOLS N/A 31369RTJ9 28601.850000 PA USD 28980.000000 0.0000424 Long ABS-MBS USGSE US N 2 2023-03-01 Floating 3.483 N N N N N N FNMA PASS THRU POOLS N/A 31370Q6L8 25377.560000 PA USD 25410.050000 0.0000372 Long ABS-MBS USGSE US N 2 2033-03-01 Floating 2.394 N N N N N N FNMA PASS THRU POOLS N/A 31371ALV3 4741.540000 PA USD 4764.340000 0.0000070 Long ABS-MBS USGSE US N 2 2023-08-01 Floating 4.677 N N N N N N FNMA PASS THRU POOLS N/A 31371ERZ0 7296.700000 PA USD 7323.400000 0.0000107 Long ABS-MBS USGSE US N 2 2024-02-01 Floating 5.125 N N N N N N FNMA PASS THRU POOLS N/A 31371ER64 37.130000 PA USD 37.650000 0.0000001 Long ABS-MBS USGSE US N 2 2024-03-01 Floating 4.875 N N N N N N FNMA PASS THRU POOLS N/A 31371EX75 113.600000 PA USD 122.460000 0.0000002 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31371EX83 308.440000 PA USD 334.900000 0.0000005 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31371EZT5 936.380000 PA USD 998.780000 0.0000015 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31371E2W4 651.950000 PA USD 708.450000 0.0000010 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31371E5Q4 326.470000 PA USD 352.380000 0.0000005 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31371FA77 728.800000 PA USD 798.970000 0.0000012 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31371FHY1 1938.990000 PA USD 2147.650000 0.0000031 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371FLW0 484.710000 PA USD 530.640000 0.0000008 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31371FMA7 1155.420000 PA USD 1260.060000 0.0000018 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31371GTH3 97.950000 PA USD 109.280000 0.0000002 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371HE38 6433.490000 PA USD 7234.740000 0.0000106 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371HHK7 3338.100000 PA USD 3719.650000 0.0000054 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371HKS6 3045.300000 PA USD 3344.500000 0.0000049 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371HKW7 7880.560000 PA USD 8788.430000 0.0000129 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371H2F4 14577.470000 PA USD 16977.630000 0.0000248 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31371JG57 85.700000 PA USD 86.050000 0.0000001 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31371JG65 86.160000 PA USD 86.600000 0.0000001 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31371JJL9 8845.970000 PA USD 10280.380000 0.0000150 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31371JL51 1082.750000 PA USD 1259.410000 0.0000018 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31371JNN0 500.060000 PA USD 569.170000 0.0000008 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31371JNP5 1953.470000 PA USD 2248.660000 0.0000033 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31371JNQ3 673.600000 PA USD 776.270000 0.0000011 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31371JPX6 2030.210000 PA USD 2347.320000 0.0000034 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31371JRA4 3058.420000 PA USD 3695.500000 0.0000054 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31371JWA8 594.820000 PA USD 685.680000 0.0000010 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31371JYJ7 4847.150000 PA USD 5598.390000 0.0000082 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31371JY81 3502.080000 PA USD 3548.280000 0.0000052 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31371J6H2 7872.390000 PA USD 8807.780000 0.0000129 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31371J6X7 257.960000 PA USD 287.480000 0.0000004 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371KBQ3 5627.390000 PA USD 6605.840000 0.0000097 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31371KCK5 8631.670000 PA USD 9452.730000 0.0000138 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31371KDV0 505.140000 PA USD 513.110000 0.0000008 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31371KER8 904.440000 PA USD 1007.960000 0.0000015 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371KF30 1990.940000 PA USD 2218.840000 0.0000032 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371KF89 60872.200000 PA USD 70089.390000 0.0001025 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371KGQ8 2926.910000 PA USD 3039.360000 0.0000044 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31371KKK6 2194.580000 PA USD 2526.930000 0.0000037 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371KLM1 157.660000 PA USD 175.710000 0.0000003 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371KMK4 335.150000 PA USD 385.730000 0.0000006 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371KQ61 563.210000 PA USD 639.880000 0.0000009 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371KUB5 294.790000 PA USD 339.440000 0.0000005 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371KUE9 9716.500000 PA USD 10500.740000 0.0000154 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371KXY2 33351.310000 PA USD 38396.500000 0.0000562 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371KZB0 402.230000 PA USD 462.970000 0.0000007 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371K2H3 874.540000 PA USD 1007.080000 0.0000015 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371K2X8 154913.290000 PA USD 167446.200000 0.0002449 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371K3B5 752.740000 PA USD 866.760000 0.0000013 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371K5Z0 17915.310000 PA USD 19366.660000 0.0000283 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371LCR8 45720.720000 PA USD 48101.030000 0.0000703 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371LDU0 42250.570000 PA USD 44447.410000 0.0000650 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371LE39 134963.260000 PA USD 141972.930000 0.0002076 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371LGF0 100485.470000 PA USD 105721.710000 0.0001546 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371LHT9 36411.400000 PA USD 38311.570000 0.0000560 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371LLM9 28229.880000 PA USD 29699.080000 0.0000434 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371LM71 42118.670000 PA USD 45547.020000 0.0000666 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371LNE5 15545.690000 PA USD 17172.570000 0.0000251 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371LPR4 49047.520000 PA USD 51613.050000 0.0000755 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371LU56 3605.320000 PA USD 3739.250000 0.0000055 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31371L2G3 3459.900000 PA USD 3742.280000 0.0000055 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371L2J7 7852.730000 PA USD 8258.680000 0.0000121 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371L4L0 682936.100000 PA USD 730652.090000 0.0010685 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371L4M8 63895.480000 PA USD 69113.180000 0.0001011 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371L4U0 37651.760000 PA USD 41601.550000 0.0000608 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371L6C8 272715.670000 PA USD 291806.950000 0.0004267 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371L6Q7 1730.230000 PA USD 1911.740000 0.0000028 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MAA5 278323.890000 PA USD 297780.700000 0.0004355 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MAN7 50871.330000 PA USD 53518.460000 0.0000783 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MBJ5 35169.730000 PA USD 40466.670000 0.0000592 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MCG0 62764.890000 PA USD 72211.260000 0.0001056 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MDP9 105683.230000 PA USD 113147.460000 0.0001655 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MEF0 78208.180000 PA USD 82252.420000 0.0001203 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MER4 171415.980000 PA USD 197220.850000 0.0002884 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MFN2 113815.710000 PA USD 119164.120000 0.0001743 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31371MFZ5 113467.140000 PA USD 119650.830000 0.0001750 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.463 N N N N N N FNMA PASS THRU POOLS N/A 31371MF93 839202.800000 PA USD 898159.260000 0.0013135 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MGB7 47472.930000 PA USD 50815.660000 0.0000743 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MGH4 74611.860000 PA USD 85850.540000 0.0001255 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MGV3 60966.410000 PA USD 64127.540000 0.0000938 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MHK6 17430.290000 PA USD 20050.710000 0.0000293 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MHL4 61967.330000 PA USD 66348.080000 0.0000970 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MH83 70137.480000 PA USD 73774.240000 0.0001079 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MJ57 32063.920000 PA USD 33728.980000 0.0000493 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MKF3 20813.860000 PA USD 22517.900000 0.0000329 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MLC9 10780.910000 PA USD 12405.630000 0.0000181 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MLK1 295546.480000 PA USD 312758.500000 0.0004574 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371ML21 54430.590000 PA USD 58279.380000 0.0000852 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MNA1 8034.450000 PA USD 8477.270000 0.0000124 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MNB9 24728.170000 PA USD 26462.290000 0.0000387 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MN94 169834.400000 PA USD 187735.740000 0.0002745 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MPJ0 143884.080000 PA USD 153888.140000 0.0002250 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MQW0 39882.860000 PA USD 41953.670000 0.0000614 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MQY6 4528910.720000 PA USD 5006266.700000 0.0073211 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MSA6 562242.080000 PA USD 621515.860000 0.0009089 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MTC1 664339.040000 PA USD 734375.590000 0.0010739 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MT80 1121955.670000 PA USD 1240258.630000 0.0018137 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MWL7 24809.620000 PA USD 27427.170000 0.0000401 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MXY8 828786.820000 PA USD 916247.190000 0.0013399 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MZ26 48192.870000 PA USD 51650.470000 0.0000755 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MZ59 11546.890000 PA USD 12153.310000 0.0000178 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371M2K2 1684626.520000 PA USD 1862482.990000 0.0027237 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371M4A2 928114.420000 PA USD 1026083.820000 0.0015005 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NAA3 2344584.070000 PA USD 2592184.930000 0.0037908 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NBG9 242409.530000 PA USD 259292.610000 0.0003792 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NBH7 109741.800000 PA USD 118749.630000 0.0001737 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NCL7 180085.660000 PA USD 192621.650000 0.0002817 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NCQ6 30896.200000 PA USD 31442.700000 0.0000460 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NDS1 81543.750000 PA USD 87205.320000 0.0001275 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NDU6 2259429.330000 PA USD 2498106.000000 0.0036532 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NEX9 85348.280000 PA USD 91281.400000 0.0001335 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NG58 97264.030000 PA USD 103995.740000 0.0001521 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NJ63 1254290.750000 PA USD 1386862.900000 0.0020281 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NLH6 1553937.280000 PA USD 1718206.740000 0.0025127 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NMK8 13303.670000 PA USD 14710.190000 0.0000215 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NM28 1966.720000 PA USD 2026.010000 0.0000030 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NNY7 43115.540000 PA USD 47675.000000 0.0000697 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NPJ8 1660.380000 PA USD 1855.240000 0.0000027 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NP25 119422.620000 PA USD 134031.980000 0.0001960 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NQ40 262650.200000 PA USD 286356.570000 0.0004188 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NRW7 91898.800000 PA USD 98251.640000 0.0001437 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NSN6 817113.380000 PA USD 884298.570000 0.0012932 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NUH6 1621.990000 PA USD 1792.140000 0.0000026 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NU52 408908.300000 PA USD 442540.930000 0.0006472 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NVH5 169729.380000 PA USD 187534.520000 0.0002742 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NV77 84652.040000 PA USD 90597.430000 0.0001325 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NWM3 49836.730000 PA USD 55064.760000 0.0000805 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NXE0 49009.270000 PA USD 50896.480000 0.0000744 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NYX7 183871.260000 PA USD 203159.930000 0.0002971 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371N2D6 102663.880000 PA USD 113495.340000 0.0001660 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371N4F9 437426.140000 PA USD 483313.500000 0.0007068 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371N4H5 136210.440000 PA USD 147255.540000 0.0002153 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371N5L5 284511.690000 PA USD 307519.970000 0.0004497 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371N7L3 212777.240000 PA USD 230009.780000 0.0003364 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371N7M1 28676.440000 PA USD 31684.690000 0.0000463 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371PBE9 240014.990000 PA USD 259483.040000 0.0003795 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371PCJ7 283745.030000 PA USD 319715.180000 0.0004675 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371PCM0 109991.120000 PA USD 118900.710000 0.0001739 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371PC81 29113.110000 PA USD 31141.410000 0.0000455 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371PGW4 9485.300000 PA USD 10488.870000 0.0000153 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371PSM3 47901.250000 PA USD 51245.280000 0.0000749 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371QPD4 40747.350000 PA USD 45156.410000 0.0000660 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371QU71 20088.820000 PA USD 22464.350000 0.0000329 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31371SST2 15593.440000 PA USD 15665.380000 0.0000229 Long ABS-MBS USGSE US N 2 2023-12-01 Floating 4.825 N N N N N N FNMA PASS THRU POOLS N/A 31371UUY3 17421.460000 PA USD 17582.420000 0.0000257 Long ABS-MBS USGSE US N 2 2023-12-01 Floating 4.825 N N N N N N FNMA PASS THRU POOLS N/A 31371XVR1 39621.800000 PA USD 40113.770000 0.0000587 Long ABS-MBS USGSE US N 2 2023-12-01 Floating 4.69 N N N N N N FNMA PASS THRU POOLS N/A 31372W5M2 2355.460000 PA USD 2381.720000 0.0000035 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31372YYW4 3830.350000 PA USD 3905.860000 0.0000057 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31373EXM0 2210.310000 PA USD 2338.390000 0.0000034 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31373FAV2 21103.090000 PA USD 21379.750000 0.0000313 Long ABS-MBS USGSE US N 2 2024-04-01 Floating 4.844 N N N N N N FNMA PASS THRU POOLS N/A 31373KGA1 34153.100000 PA USD 34546.860000 0.0000505 Long ABS-MBS USGSE US N 2 2024-09-01 Floating 4.58 N N N N N N FNMA PASS THRU POOLS N/A 31373KRK7 10636.710000 PA USD 10700.650000 0.0000156 Long ABS-MBS USGSE US N 2 2024-08-01 Floating 3 N N N N N N FNMA PASS THRU POOLS N/A 31373QR65 2397.410000 PA USD 2379.260000 0.0000035 Long ABS-MBS USGSE US N 2 2024-12-01 Floating 2.375 N N N N N N FNMA PASS THRU POOLS N/A 31373TSK7 1754.490000 PA USD 1887.120000 0.0000028 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31373TTT7 1684.230000 PA USD 1693.270000 0.0000025 Long ABS-MBS USGSE US N 2 2024-10-01 Floating 4.75 N N N N N N FNMA PASS THRU POOLS N/A 31373TWP1 2949.550000 PA USD 2965.320000 0.0000043 Long ABS-MBS USGSE US N 2 2022-08-01 Floating 3.782 N N N N N N FNMA PASS THRU POOLS N/A 31373TWS5 6.080000 PA USD 6.120000 0.0000000 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 10 N N N N N N FNMA PASS THRU POOLS N/A 31373TXD7 11304.000000 PA USD 11460.020000 0.0000168 Long ABS-MBS USGSE US N 2 2024-10-01 Floating 4.34 N N N N N N FNMA PASS THRU POOLS N/A 31373TXV7 2122.120000 PA USD 2293.600000 0.0000034 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31373T4Y3 27877.400000 PA USD 28397.860000 0.0000415 Long ABS-MBS USGSE US N 2 2025-05-01 Floating 4.667 N N N N N N FNMA PASS THRU POOLS N/A 31373UNK9 9946.830000 PA USD 10142.690000 0.0000148 Long ABS-MBS USGSE US N 2 2026-01-01 Floating 4.715 N N N N N N FNMA PASS THRU POOLS N/A 31373UTQ0 2533.680000 PA USD 2585.510000 0.0000038 Long ABS-MBS USGSE US N 2 2026-05-01 Floating 4.225 N N N N N N FNMA PASS THRU POOLS N/A 31373U3W5 8927.940000 PA USD 9047.940000 0.0000132 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31373YVH9 6831.680000 PA USD 6781.140000 0.0000099 Long ABS-MBS USGSE US N 2 2024-09-01 Floating 2.375 N N N N N N FNMA PASS THRU POOLS N/A 31374AUY4 9.140000 PA USD 9.160000 0.0000000 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31374CPN0 115636.780000 PA USD 120632.960000 0.0001764 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31374F2P3 35.850000 PA USD 38.840000 0.0000001 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31374F4C0 2046.390000 PA USD 2251.130000 0.0000033 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 9 N N N N N N FNMA PASS THRU POOLS N/A 31374GBL0 47448.450000 PA USD 48568.250000 0.0000710 Long ABS-MBS USGSE US N 2 2027-02-01 Floating 4.464 N N N N N N FNMA PASS THRU POOLS N/A 31374GEW3 10658.400000 PA USD 11085.200000 0.0000162 Long ABS-MBS USGSE US N 2 2027-04-01 Floating 4.771 N N N N N N FNMA PASS THRU POOLS N/A 31374GE37 1217.910000 PA USD 1225.770000 0.0000018 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31374GHV2 54.720000 PA USD 55.170000 0.0000001 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 10 N N N N N N FNMA PASS THRU POOLS N/A 31374GH59 89502.890000 PA USD 90823.550000 0.0001328 Long ABS-MBS USGSE US N 2 2023-03-01 Floating 4.313 N N N N N N FNMA PASS THRU POOLS N/A 31374GPE1 16381.800000 PA USD 16858.330000 0.0000247 Long ABS-MBS USGSE US N 2 2026-08-01 Floating 4.459 N N N N N N FNMA PASS THRU POOLS N/A 31374GW52 88285.660000 PA USD 91145.100000 0.0001333 Long ABS-MBS USGSE US N 2 2027-12-01 Floating 5.108 N N N N N N FNMA PASS THRU POOLS N/A 31374MAW4 10436.630000 PA USD 10543.690000 0.0000154 Long ABS-MBS USGSE US N 2 2025-06-01 Floating 4.2 N N N N N N FNMA PASS THRU POOLS N/A 31374SZZ7 339.370000 PA USD 347.860000 0.0000005 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31374S5U1 191.230000 PA USD 218.810000 0.0000003 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31374TBF5 6974.280000 PA USD 7069.470000 0.0000103 Long ABS-MBS USGSE US N 2 2028-02-01 Floating 4.308 N N N N N N FNMA PASS THRU POOLS N/A 31374TG94 510.960000 PA USD 571.840000 0.0000008 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31374TJJ9 1735.290000 PA USD 1883.750000 0.0000028 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 9 N N N N N N FNMA PASS THRU POOLS N/A 31374TRX9 1055.590000 PA USD 1187.250000 0.0000017 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31374TVD8 336.860000 PA USD 378.880000 0.0000006 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31374T2X6 3160.400000 PA USD 3554.730000 0.0000052 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31374T3C1 12347.540000 PA USD 13876.830000 0.0000203 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31375BUQ8 19842.460000 PA USD 20782.290000 0.0000304 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31375B6U6 1721.370000 PA USD 1723.930000 0.0000025 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31375DD83 24845.400000 PA USD 25362.300000 0.0000371 Long ABS-MBS USGSE US N 2 2025-11-01 Floating 4.564 N N N N N N FNMA PASS THRU POOLS N/A 31375DJD6 12767.200000 PA USD 12818.860000 0.0000187 Long ABS-MBS USGSE US N 2 2024-07-01 Floating 4.807 N N N N N N FNMA PASS THRU POOLS N/A 31375KSE8 14335.010000 PA USD 14355.140000 0.0000210 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31375LDM4 131297.200000 PA USD 137283.890000 0.0002008 Long ABS-MBS USGSE US N 2 2025-11-01 Floating 4.516 N N N N N N FNMA PASS THRU POOLS N/A 31375LZX6 5079.340000 PA USD 5215.800000 0.0000076 Long ABS-MBS USGSE US N 2 2025-11-01 Floating 4.426 N N N N N N FNMA PASS THRU POOLS N/A 31375TN46 97276.670000 PA USD 99461.350000 0.0001455 Long ABS-MBS USGSE US N 2 2025-03-01 Floating 4.541 N N N N N N FNMA PASS THRU POOLS N/A 31375TN61 9717.500000 PA USD 9887.280000 0.0000145 Long ABS-MBS USGSE US N 2 2025-11-01 Floating 4.663 N N N N N N FNMA PASS THRU POOLS N/A 31375TUF3 37766.150000 PA USD 38502.530000 0.0000563 Long ABS-MBS USGSE US N 2 2025-12-01 Floating 4.757 N N N N N N FNMA PASS THRU POOLS N/A 31375WPM7 203.560000 PA USD 204.320000 0.0000003 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31376CDW1 1772.010000 PA USD 1795.910000 0.0000026 Long ABS-MBS USGSE US N 2 2026-07-01 Floating 4.595 N N N N N N FNMA PASS THRU POOLS N/A 31376CTB0 798.110000 PA USD 804.910000 0.0000012 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31376DMZ2 5273.000000 PA USD 5333.320000 0.0000078 Long ABS-MBS USGSE US N 2 2026-07-01 Floating 4.47 N N N N N N FNMA PASS THRU POOLS N/A 31376HYP2 4507.830000 PA USD 4564.110000 0.0000067 Long ABS-MBS USGSE US N 2 2026-10-01 Floating 4.531 N N N N N N FNMA PASS THRU POOLS N/A 31376HZC0 6172.910000 PA USD 6236.920000 0.0000091 Long ABS-MBS USGSE US N 2 2026-12-01 Floating 5.225 N N N N N N FNMA PASS THRU POOLS N/A 31376JV97 1273.880000 PA USD 1382.390000 0.0000020 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31376KHD1 60933.040000 PA USD 68847.210000 0.0001007 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31376KLU8 198010.120000 PA USD 227897.010000 0.0003333 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31376KL38 1598.450000 PA USD 1838.570000 0.0000027 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31376KPE0 4012.130000 PA USD 4618.240000 0.0000068 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31376KPN0 2702.330000 PA USD 3070.440000 0.0000045 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31376KP34 11782.570000 PA USD 13555.390000 0.0000198 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31376KP42 16793.130000 PA USD 19315.860000 0.0000282 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31376KSX5 109800.600000 PA USD 121683.650000 0.0001779 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31376KS98 47259.470000 PA USD 54280.880000 0.0000794 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31376KTN6 239090.650000 PA USD 270264.570000 0.0003952 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31376MHL9 6124.050000 PA USD 6379.900000 0.0000093 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31376RFJ5 28328.960000 PA USD 28487.240000 0.0000417 Long ABS-MBS USGSE US N 2 2025-11-01 Floating 4.94 N N N N N N FNMA PASS THRU POOLS N/A 31376RFK2 85573.580000 PA USD 88261.310000 0.0001291 Long ABS-MBS USGSE US N 2 2025-06-01 Floating 4.547 N N N N N N FNMA PASS THRU POOLS N/A 31376S7G8 934.610000 PA USD 936.360000 0.0000014 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31376UYH1 34248.490000 PA USD 34817.120000 0.0000509 Long ABS-MBS USGSE US N 2 2025-12-01 Floating 4.125 N N N N N N FNMA PASS THRU POOLS N/A 31376WL99 3953.560000 PA USD 3962.380000 0.0000058 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 9.5 N N N N N N FNMA PASS THRU POOLS N/A 31377CWT6 2203.650000 PA USD 2381.200000 0.0000035 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31377H5E8 321.730000 PA USD 322.900000 0.0000005 Long ABS-MBS USGSE US N 2 2027-04-01 Floating 4.595 N N N N N N FNMA PASS THRU POOLS N/A 31377XSA6 15528.420000 PA USD 16867.040000 0.0000247 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31378CTK8 33997.200000 PA USD 37903.840000 0.0000554 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31378GE74 57972.310000 PA USD 62149.490000 0.0000909 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31378JGQ4 264479.950000 PA USD 276201.140000 0.0004039 Long ABS-MBS USGSE US N 2 2027-08-01 Floating 4.626 N N N N N N FNMA PASS THRU POOLS N/A 31378KMY7 56322.670000 PA USD 59244.810000 0.0000866 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31378QDR9 908.910000 PA USD 972.990000 0.0000014 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31378RU64 455.050000 PA USD 503.420000 0.0000007 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31378RU72 772.050000 PA USD 856.650000 0.0000013 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 6.25 N N N N N N FNMA PASS THRU POOLS N/A 31378TE50 22107.270000 PA USD 22336.550000 0.0000327 Long ABS-MBS USGSE US N 2 2027-10-01 Floating 4.7 N N N N N N FNMA PASS THRU POOLS N/A 31378YHU1 546.650000 PA USD 609.220000 0.0000009 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31379TWU4 27079.930000 PA USD 27165.630000 0.0000397 Long ABS-MBS USGSE US N 2 2027-10-01 Floating 3.607 N N N N N N FNMA PASS THRU POOLS N/A 31379UN64 153233.780000 PA USD 159913.040000 0.0002339 Long ABS-MBS USGSE US N 2 2025-08-01 Floating 4.375 N N N N N N FNMA PASS THRU POOLS N/A 31380HSG3 4724.560000 PA USD 5223.250000 0.0000076 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31380HS99 1153.400000 PA USD 1275.280000 0.0000019 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31380LGD4 1145.430000 PA USD 1267.100000 0.0000019 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31380LYV4 5744.220000 PA USD 5775.430000 0.0000084 Long ABS-MBS USGSE US N 2 2023-05-01 Floating 3.44 N N N N N N FNMA PASS THRU POOLS N/A 31380MZB5 404869.840000 PA USD 451952.620000 0.0006609 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31380NEX8 36711.500000 PA USD 37175.770000 0.0000544 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 9 N N N N N N FNMA PASS THRU POOLS N/A 31380RQK4 90.490000 PA USD 100.080000 0.0000001 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31380TWU1 5699.270000 PA USD 6297.140000 0.0000092 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31381FMX5 22235.020000 PA USD 24567.540000 0.0000359 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31381RQC1 125500000.000000 PA USD 129569317.420000 0.1894815 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 3.98 N N N N N N FNMA PASS THRU POOLS N/A 31381SQF2 11059230.550000 PA USD 11294205.360000 0.0165166 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31381SVH2 40250653.530000 PA USD 41330529.460000 0.0604415 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31381SVJ8 14367750.600000 PA USD 14694011.470000 0.0214884 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 3.33 N N N N N N FNMA PASS THRU POOLS N/A 31381SVK5 2501467.520000 PA USD 2571468.860000 0.0037605 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 3.57 N N N N N N FNMA PASS THRU POOLS N/A 31381SVL3 940748.060000 PA USD 964151.120000 0.0014100 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 3.38 N N N N N N FNMA PASS THRU POOLS N/A 31381SVM1 4815591.970000 PA USD 4938584.160000 0.0072222 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 3.42 N N N N N N FNMA PASS THRU POOLS N/A 31381T3P3 3605689.100000 PA USD 3598605.940000 0.0052626 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 2.92 N N N N N N FNMA PASS THRU POOLS N/A 31381UL62 4036916.060000 PA USD 4143709.320000 0.0060597 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 2.96 N N N N N N FNMA PASS THRU POOLS N/A 31381VAN5 90617.440000 PA USD 90441.740000 0.0001323 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 2.85 N N N N N N FNMA PASS THRU POOLS N/A 31381VEZ4 2450000.000000 PA USD 2515131.310000 0.0036781 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 2.96 N N N N N N FNMA PASS THRU POOLS N/A 31381VGC3 3731850.290000 PA USD 3822137.030000 0.0055895 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 2.75 N N N N N N FNMA PASS THRU POOLS N/A 31381VG33 7950801.730000 PA USD 8150536.290000 0.0119193 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 2.8 N N N N N N FNMA PASS THRU POOLS N/A 31381VHG3 3895408.580000 PA USD 3992212.020000 0.0058382 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 2.79 N N N N N N FNMA PASS THRU POOLS N/A 31382DKX1 1038.930000 PA USD 1150.340000 0.0000017 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31382FYN3 3834.260000 PA USD 4389.530000 0.0000064 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31382NP89 10766.400000 PA USD 10921.430000 0.0000160 Long ABS-MBS USGSE US N 2 2027-08-01 Floating 4.645 N N N N N N FNMA PASS THRU POOLS N/A 31382RB28 8176.550000 PA USD 9136.710000 0.0000134 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31383KD20 426.710000 PA USD 475.760000 0.0000007 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31383SY38 4917.910000 PA USD 5559.070000 0.0000081 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31383VHF3 2346.120000 PA USD 2378.220000 0.0000035 Long ABS-MBS USGSE US N 2 2029-09-01 Floating 4.515 N N N N N N FNMA PASS THRU POOLS N/A 31384DS86 42625.070000 PA USD 44491.070000 0.0000651 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31384LXF6 1475.460000 PA USD 1648.440000 0.0000024 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31384VPK2 165028.730000 PA USD 185588.620000 0.0002714 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31384VP63 145065.000000 PA USD 162745.180000 0.0002380 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31384VP97 31932.240000 PA USD 36653.190000 0.0000536 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31384VUE0 183999.500000 PA USD 209062.100000 0.0003057 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31384VVZ2 25771.050000 PA USD 31203.180000 0.0000456 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31384VWB4 4154.380000 PA USD 4222.270000 0.0000062 Long ABS-MBS USGSE US N 2 2030-05-01 Floating 4.911 N N N N N N FNMA PASS THRU POOLS N/A 31384VYH9 34798.810000 PA USD 35124.020000 0.0000514 Long ABS-MBS USGSE US N 2 2030-06-01 Floating 4.757 N N N N N N FNMA PASS THRU POOLS N/A 31384VYL0 2624.870000 PA USD 2714.930000 0.0000040 Long ABS-MBS USGSE US N 2 2030-05-01 Floating 4.663 N N N N N N FNMA PASS THRU POOLS N/A 31384VZE5 842.550000 PA USD 892.050000 0.0000013 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31384V2V3 5543.230000 PA USD 6394.990000 0.0000094 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31384V4S8 90882.350000 PA USD 107737.120000 0.0001576 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31384WKW9 1800.550000 PA USD 2063.660000 0.0000030 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31384WLB4 5327.400000 PA USD 5999.770000 0.0000088 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31384WVT4 29880.900000 PA USD 30681.270000 0.0000449 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385C3W1 371.200000 PA USD 413.770000 0.0000006 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31385EGH6 156.370000 PA USD 159.220000 0.0000002 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31385EK40 12.340000 PA USD 12.360000 0.0000000 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 9.5 N N N N N N FNMA PASS THRU POOLS N/A 31385FQY5 8804.470000 PA USD 10073.270000 0.0000147 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31385FVZ6 36909.100000 PA USD 37292.980000 0.0000545 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385GTR5 7991.070000 PA USD 8036.140000 0.0000118 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31385GZH0 387.270000 PA USD 396.160000 0.0000006 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385HJD5 47508.180000 PA USD 50340.910000 0.0000736 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 5.072 N N N N N N FNMA PASS THRU POOLS N/A 31385HJE3 83306.520000 PA USD 86361.030000 0.0001263 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 4.218 N N N N N N FNMA PASS THRU POOLS N/A 31385HUQ3 1287.210000 PA USD 1435.780000 0.0000021 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31385HU67 13500.330000 PA USD 13466.280000 0.0000197 Long ABS-MBS USGSE US N 2 2024-11-01 Floating 2.397 N N N N N N FNMA PASS THRU POOLS N/A 31385H2P6 2695.850000 PA USD 2922.180000 0.0000043 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385JRN0 5541.610000 PA USD 6325.750000 0.0000093 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385QRZ7 754.200000 PA USD 810.550000 0.0000012 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385RK82 1679.140000 PA USD 1703.540000 0.0000025 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385TF68 596.020000 PA USD 597.230000 0.0000009 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31385UQQ9 830.170000 PA USD 888.420000 0.0000013 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385WMP1 13923.200000 PA USD 15657.010000 0.0000229 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385WTG4 8703.680000 PA USD 9132.150000 0.0000134 Long ABS-MBS USGSE US N 2 2032-11-01 Floating 3.953 N N N N N N FNMA PASS THRU POOLS N/A 31385W2N8 4323.620000 PA USD 4978.630000 0.0000073 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385W2S7 137857.430000 PA USD 158693.460000 0.0002321 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385XBD8 6903.690000 PA USD 7948.880000 0.0000116 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385XEN3 15427.210000 PA USD 16283.760000 0.0000238 Long ABS-MBS USGSE US N 2 2033-04-01 Floating 4.859 N N N N N N FNMA PASS THRU POOLS N/A 31385XFK8 27836.440000 PA USD 32053.570000 0.0000469 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385XQR1 1404.440000 PA USD 1553.430000 0.0000023 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385XTH0 13763.890000 PA USD 15223.890000 0.0000223 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31386ABQ8 5651.790000 PA USD 5719.540000 0.0000084 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31386AH25 43201.360000 PA USD 48787.670000 0.0000713 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31386C3K6 329620.480000 PA USD 329204.870000 0.0004814 Long ABS-MBS USGSE US N 2 2040-09-01 Floating 3.847 N N N N N N FNMA PASS THRU POOLS N/A 31386C3L4 542483.930000 PA USD 538036.180000 0.0007868 Long ABS-MBS USGSE US N 2 2040-09-01 Floating 3.847 N N N N N N FNMA PASS THRU POOLS N/A 31386C3M2 97250.400000 PA USD 96678.300000 0.0001414 Long ABS-MBS USGSE US N 2 2040-10-01 Floating 3.847 N N N N N N FNMA PASS THRU POOLS N/A 31386C3N0 79618.970000 PA USD 77989.600000 0.0001141 Long ABS-MBS USGSE US N 2 2040-10-01 Floating 3.847 N N N N N N FNMA PASS THRU POOLS N/A 31386C3P5 349547.730000 PA USD 348753.920000 0.0005100 Long ABS-MBS USGSE US N 2 2030-10-01 Floating 3.847 N N N N N N FNMA PASS THRU POOLS N/A 31386C3V2 125045.380000 PA USD 124352.130000 0.0001819 Long ABS-MBS USGSE US N 2 2040-10-01 Floating 3.847 N N N N N N FNMA PASS THRU POOLS N/A 31386FBM6 1371.830000 PA USD 1388.050000 0.0000020 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31386MZG8 72749.880000 PA USD 76048.770000 0.0001112 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31386PGC1 158139.300000 PA USD 184490.700000 0.0002698 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31386WRK6 33243.080000 PA USD 38255.790000 0.0000559 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31386XQU3 784054.280000 PA USD 954954.290000 0.0013965 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31387ED61 40765.920000 PA USD 47426.590000 0.0000694 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31387NZV2 5075.590000 PA USD 5327.480000 0.0000078 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31387RBJ6 6690.100000 PA USD 6940.670000 0.0000101 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31387RCL0 40664.900000 PA USD 41263.830000 0.0000603 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31387SAW6 21552.930000 PA USD 21893.140000 0.0000320 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31387UEQ0 5851.380000 PA USD 5932.590000 0.0000087 Long ABS-MBS USGSE US N 2 2030-12-01 Floating 4.763 N N N N N N FNMA PASS THRU POOLS N/A 31387UTH4 58590.760000 PA USD 69798.250000 0.0001021 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31387UTJ0 11199.030000 PA USD 12212.170000 0.0000179 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31387UWB3 12095.510000 PA USD 12370.590000 0.0000181 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31387VTM1 12398.110000 PA USD 13112.300000 0.0000192 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31387W2Q9 977.470000 PA USD 1049.260000 0.0000015 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31388A5K6 4511.980000 PA USD 4626.570000 0.0000068 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31388DTM0 10936.930000 PA USD 10954.540000 0.0000160 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31388D5N4 26312.970000 PA USD 29130.170000 0.0000426 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31388EC20 17012.340000 PA USD 17286.230000 0.0000253 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31388JZ73 449.000000 PA USD 462.260000 0.0000007 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31388RDA2 45597.240000 PA USD 45686.040000 0.0000668 Long ABS-MBS USGSE US N 2 2031-11-01 Floating 4.27 N N N N N N FNMA PASS THRU POOLS N/A 31388UMS6 25912.600000 PA USD 27551.050000 0.0000403 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31388UZF0 630.450000 PA USD 702.980000 0.0000010 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31389BAK7 2371.920000 PA USD 2655.670000 0.0000039 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31389DV20 61759.240000 PA USD 68591.450000 0.0001003 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31389DV79 77236.660000 PA USD 83396.990000 0.0001220 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31389GUE8 1451.880000 PA USD 1604.830000 0.0000023 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31389J2Z6 15514.650000 PA USD 17176.140000 0.0000251 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31389TQT2 5154.710000 PA USD 5213.190000 0.0000076 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31389X5Q2 8698.090000 PA USD 9694.910000 0.0000142 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31389YA43 1339.490000 PA USD 1483.640000 0.0000022 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31390DSN5 966.270000 PA USD 1069.070000 0.0000016 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31390E6J6 1875.190000 PA USD 2074.190000 0.0000030 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31390JX89 10331.230000 PA USD 10513.410000 0.0000154 Long ABS-MBS USGSE US N 2 2027-04-01 Floating 3.74 N N N N N N FNMA PASS THRU POOLS N/A 31390NQU9 4307.810000 PA USD 4803.160000 0.0000070 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31390RK85 4335.900000 PA USD 4699.710000 0.0000069 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31390STH4 1481842.440000 PA USD 1512360.720000 0.0022117 Long ABS-MBS USGSE US N 2 2042-07-01 Floating 3.647 N N N N N N FNMA PASS THRU POOLS N/A 31390TSG5 9539.180000 PA USD 9757.930000 0.0000143 Long ABS-MBS USGSE US N 2 2032-08-01 Floating 4.145 N N N N N N FNMA PASS THRU POOLS N/A 31390UG83 1147.690000 PA USD 1279.650000 0.0000019 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31390WY55 17789.400000 PA USD 19688.370000 0.0000288 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31390WZH8 17776.600000 PA USD 19872.880000 0.0000291 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31390Y6F0 9172.830000 PA USD 10139.510000 0.0000148 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391AKC2 378.070000 PA USD 384.990000 0.0000006 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31391FN53 29119.910000 PA USD 31153.140000 0.0000456 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31391MHM8 33635.800000 PA USD 36350.610000 0.0000532 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31391QKH6 127.610000 PA USD 141.120000 0.0000002 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391RTV4 17642.740000 PA USD 19526.130000 0.0000286 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391SM64 239.490000 PA USD 239.310000 0.0000003 Long ABS-MBS USGSE US N 2 2033-02-01 Floating 5.669 N N N N N N FNMA PASS THRU POOLS N/A 31391TX45 11669.780000 PA USD 12901.260000 0.0000189 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391USU0 7620.270000 PA USD 8750.230000 0.0000128 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391WFU0 11021.920000 PA USD 12493.780000 0.0000183 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391XDM8 4367545.910000 PA USD 4453712.040000 0.0065131 Long ABS-MBS USGSE US N 2 2041-09-01 Floating 3.697 N N N N N N FNMA PASS THRU POOLS N/A 31400C4K7 212831.270000 PA USD 235463.590000 0.0003443 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400DDC3 150.930000 PA USD 167.160000 0.0000002 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400DDD1 1268.910000 PA USD 1403.230000 0.0000021 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400DMG4 10632.570000 PA USD 11520.650000 0.0000168 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 9.5 N N N N N N FNMA PASS THRU POOLS N/A 31400ELA6 2710.730000 PA USD 3119.250000 0.0000046 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400GRD9 1627.820000 PA USD 1821.310000 0.0000027 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400HAM5 22059.640000 PA USD 24596.780000 0.0000360 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31400HSW4 1010.510000 PA USD 1139.970000 0.0000017 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400JFM6 9909.640000 PA USD 11046.550000 0.0000162 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31400JNC9 98108.560000 PA USD 108467.740000 0.0001586 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400L2V5 14457.220000 PA USD 16043.800000 0.0000235 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400L4B7 315946.910000 PA USD 352068.530000 0.0005149 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400QMZ3 32401.740000 PA USD 33569.630000 0.0000491 Long ABS-MBS USGSE US N 2 2033-03-01 Floating 4.618 N N N N N N FNMA PASS THRU POOLS N/A 31400RRY9 535765.010000 PA USD 592389.010000 0.0008663 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31400SUJ6 5764.510000 PA USD 6374.610000 0.0000093 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400UGK4 100578.730000 PA USD 104930.370000 0.0001534 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31401A3J4 28567.520000 PA USD 32880.310000 0.0000481 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31401A3K1 25735.640000 PA USD 28397.350000 0.0000415 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31401BUS2 42038.140000 PA USD 45032.880000 0.0000659 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31401CTK9 29544.820000 PA USD 30831.250000 0.0000451 Long ABS-MBS USGSE US N 2 2033-05-01 Floating 4.55 N N N N N N FNMA PASS THRU POOLS N/A 31401JQ35 44484.560000 PA USD 48074.990000 0.0000703 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31401LNV1 35822.780000 PA USD 39692.760000 0.0000580 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31401V6F3 11250.560000 PA USD 12158.610000 0.0000178 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31401XBM8 12416.620000 PA USD 12953.470000 0.0000189 Long ABS-MBS USGSE US N 2 2033-06-01 Floating 4.857 N N N N N N FNMA PASS THRU POOLS N/A 31402AQK5 3132.190000 PA USD 3611.480000 0.0000053 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31402BTK0 3986.780000 PA USD 4216.620000 0.0000062 Long ABS-MBS USGSE US N 2 2033-08-01 Floating 4.516 N N N N N N FNMA PASS THRU POOLS N/A 31402CJN3 11835.900000 PA USD 12448.620000 0.0000182 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31402CQJ4 129457.530000 PA USD 149007.340000 0.0002179 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402CUL4 1760.380000 PA USD 1852.770000 0.0000027 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 4.559 N N N N N N FNMA PASS THRU POOLS N/A 31402DF70 9100.540000 PA USD 10480.370000 0.0000153 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402DGM6 8061.670000 PA USD 9283.760000 0.0000136 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402DQ45 2743412.810000 PA USD 2856247.160000 0.0041770 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 3.839 N N N N N N FNMA PASS THRU POOLS N/A 31402DQ86 917038.320000 PA USD 958761.500000 0.0014021 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 4.62 N N N N N N FNMA PASS THRU POOLS N/A 31402ER91 6841.110000 PA USD 7098.430000 0.0000104 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31402ETG3 27423.700000 PA USD 30292.770000 0.0000443 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31402FJQ9 28277.670000 PA USD 28305.880000 0.0000414 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31402GW58 269235.200000 PA USD 297502.880000 0.0004351 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31402HGD7 13592.560000 PA USD 15016.850000 0.0000220 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31402JTJ6 134623.360000 PA USD 148753.820000 0.0002175 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31402JW60 30264.290000 PA USD 33593.290000 0.0000491 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31402JYY7 1252.020000 PA USD 1383.150000 0.0000020 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31402LPB2 2877349.630000 PA USD 2938917.550000 0.0042979 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 3.647 N N N N N N FNMA PASS THRU POOLS N/A 31402QTR2 800.460000 PA USD 921.790000 0.0000013 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402QTS0 20501.780000 PA USD 23595.940000 0.0000345 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402QYC9 34678.980000 PA USD 40336.610000 0.0000590 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31402QYZ8 17272.810000 PA USD 19547.600000 0.0000286 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402Q2A8 71551.920000 PA USD 82405.130000 0.0001205 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402Q3W9 706161.950000 PA USD 722259.070000 0.0010562 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 4.157 N N N N N N FNMA PASS THRU POOLS N/A 31402Q5A5 5809.300000 PA USD 6087.140000 0.0000089 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 4.601 N N N N N N FNMA PASS THRU POOLS N/A 31402Q5H0 561414.820000 PA USD 585462.420000 0.0008562 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 4.66 N N N N N N FNMA PASS THRU POOLS N/A 31402Q5X5 11523.870000 PA USD 11880.460000 0.0000174 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 3.835 N N N N N N FNMA PASS THRU POOLS N/A 31402RB24 13766.160000 PA USD 14410.840000 0.0000211 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 4.695 N N N N N N FNMA PASS THRU POOLS N/A 31402RDE6 25360.100000 PA USD 29206.920000 0.0000427 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402RDG1 727.590000 PA USD 837.860000 0.0000012 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402RDH9 24683.940000 PA USD 28409.940000 0.0000415 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402RFV6 151741.770000 PA USD 167631.200000 0.0002451 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31402RH28 30770.640000 PA USD 35432.910000 0.0000518 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402RH69 23514.710000 PA USD 23992.100000 0.0000351 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 3.647 N N N N N N FNMA PASS THRU POOLS N/A 31402RH77 31210.190000 PA USD 31907.500000 0.0000467 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 3.647 N N N N N N FNMA PASS THRU POOLS N/A 31402RK73 1759.620000 PA USD 2025.310000 0.0000030 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402RRC5 143753.310000 PA USD 165530.540000 0.0002421 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402RRR2 124602.640000 PA USD 143506.590000 0.0002099 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402RSS9 206615.110000 PA USD 240575.440000 0.0003518 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31402RS83 1233494.120000 PA USD 1292186.720000 0.0018897 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 4.616 N N N N N N FNMA PASS THRU POOLS N/A 31402RTS8 28923.550000 PA USD 29873.680000 0.0000437 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.799 N N N N N N FNMA PASS THRU POOLS N/A 31402RTT6 244727.340000 PA USD 257444.140000 0.0003765 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 3.826 N N N N N N FNMA PASS THRU POOLS N/A 31402RW62 5080.660000 PA USD 5221.240000 0.0000076 Long ABS-MBS USGSE US N 2 2033-09-01 Floating 4.152 N N N N N N FNMA PASS THRU POOLS N/A 31402SX28 9250.500000 PA USD 10230.500000 0.0000150 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402T3G8 4129.600000 PA USD 4467.840000 0.0000065 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402UUB6 7724.050000 PA USD 8270.900000 0.0000121 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31403AK79 25856.620000 PA USD 27228.120000 0.0000398 Long ABS-MBS USGSE US N 2 2033-09-01 Floating 4.263 N N N N N N FNMA PASS THRU POOLS N/A 31403BM26 413729.650000 PA USD 476104.010000 0.0006963 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403CD24 185450.100000 PA USD 201920.830000 0.0002953 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31403CUZ2 115985.500000 PA USD 133415.160000 0.0001951 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403CYQ8 183.230000 PA USD 182.800000 0.0000003 Long ABS-MBS USGSE US N 2 2019-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403C2F7 1439281.500000 PA USD 1472099.710000 0.0021528 Long ABS-MBS USGSE US N 2 2044-12-01 Floating 3.649 N N N N N N FNMA PASS THRU POOLS N/A 31403C2Y6 60810.890000 PA USD 61553.690000 0.0000900 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403C5F4 58205.970000 PA USD 67021.760000 0.0000980 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403C6S5 160793.600000 PA USD 185186.260000 0.0002708 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403C7B1 19363.860000 PA USD 22280.800000 0.0000326 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403DA41 6452.390000 PA USD 7431.310000 0.0000109 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403DDX4 3467.660000 PA USD 3923.850000 0.0000057 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403DD48 81150.110000 PA USD 93463.010000 0.0001367 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403DFV6 84.420000 PA USD 87.540000 0.0000001 Long ABS-MBS USGSE US N 2 2036-04-01 Floating 4.924 N N N N N N FNMA PASS THRU POOLS N/A 31403DLV9 1625.660000 PA USD 1872.330000 0.0000027 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403DPN3 214734.870000 PA USD 247251.580000 0.0003616 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403DSK6 526647.690000 PA USD 606568.020000 0.0008870 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403DTE9 36597.370000 PA USD 38389.990000 0.0000561 Long ABS-MBS USGSE US N 2 2034-04-01 Floating 4.553 N N N N N N FNMA PASS THRU POOLS N/A 31403DV63 3703.660000 PA USD 4265.700000 0.0000062 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403FPV0 17371.030000 PA USD 19188.200000 0.0000281 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31403GW24 81130.710000 PA USD 84207.460000 0.0001231 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31403JWT9 4116.960000 PA USD 4454.080000 0.0000065 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403JZK5 16668.290000 PA USD 18838.140000 0.0000275 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403NDT1 9852.260000 PA USD 11025.540000 0.0000161 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403NUT2 4178.040000 PA USD 4792.100000 0.0000070 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403NVY0 262699.600000 PA USD 274200.410000 0.0004010 Long ABS-MBS USGSE US N 2 2033-12-01 Floating 4.666 N N N N N N FNMA PASS THRU POOLS N/A 31403N3L9 167603.910000 PA USD 176717.900000 0.0002584 Long ABS-MBS USGSE US N 2 2033-12-01 Floating 4.652 N N N N N N FNMA PASS THRU POOLS N/A 31403N4B0 5656.420000 PA USD 6381.280000 0.0000093 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403QRD4 18143.060000 PA USD 20475.590000 0.0000299 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403RRX8 101668.630000 PA USD 114942.120000 0.0001681 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403SBK1 1068.580000 PA USD 1171.540000 0.0000017 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31403SBL9 59082.530000 PA USD 67102.670000 0.0000981 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31403SEH5 2206.540000 PA USD 2539.550000 0.0000037 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403SEN2 54425.640000 PA USD 62437.760000 0.0000913 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403SMG8 20997.770000 PA USD 22479.150000 0.0000329 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31403VDD8 143298.620000 PA USD 150670.760000 0.0002203 Long ABS-MBS USGSE US N 2 2033-12-01 Floating 4.823 N N N N N N FNMA PASS THRU POOLS N/A 31403YLE1 13062.720000 PA USD 14098.290000 0.0000206 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31403YS87 1253.710000 PA USD 1355.860000 0.0000020 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404BNE8 18897.440000 PA USD 20522.230000 0.0000300 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31404CRN2 49235.170000 PA USD 54870.210000 0.0000802 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31404EA48 22121.040000 PA USD 24640.360000 0.0000360 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31404EMP8 6631.590000 PA USD 7176.990000 0.0000105 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404EU61 41921.710000 PA USD 45372.430000 0.0000664 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404FEQ2 29461.490000 PA USD 32577.350000 0.0000476 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31404F4K6 16170.450000 PA USD 17917.670000 0.0000262 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31404HSQ3 3258.570000 PA USD 3606.390000 0.0000053 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31404J4Y8 9063.140000 PA USD 10223.470000 0.0000150 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31404J6U4 4109.590000 PA USD 4542.020000 0.0000066 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31404KL34 2036.620000 PA USD 2122.590000 0.0000031 Long ABS-MBS USGSE US N 2 2034-04-01 Floating 4.737 N N N N N N FNMA PASS THRU POOLS N/A 31404KSG8 71456.330000 PA USD 78581.890000 0.0001149 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31404L5Q9 4137.370000 PA USD 4594.640000 0.0000067 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31404NF27 48373.720000 PA USD 54692.160000 0.0000800 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404P7C9 11293.610000 PA USD 12928.670000 0.0000189 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31404QCL1 13883.920000 PA USD 15944.320000 0.0000233 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31404QQD4 56934.510000 PA USD 60082.120000 0.0000879 Long ABS-MBS USGSE US N 2 2034-05-01 Floating 4.368 N N N N N N FNMA PASS THRU POOLS N/A 31404Q5M7 295257.250000 PA USD 301845.590000 0.0004414 Long ABS-MBS USGSE US N 2 2044-03-01 Floating 3.647 N N N N N N FNMA PASS THRU POOLS N/A 31404RUK1 3009.990000 PA USD 3109.640000 0.0000045 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 3.805 N N N N N N FNMA PASS THRU POOLS N/A 31404RUM7 1165228.060000 PA USD 1204931.750000 0.0017621 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 3.832 N N N N N N FNMA PASS THRU POOLS N/A 31404TBE2 3352.240000 PA USD 3702.310000 0.0000054 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31404UMJ6 1423.410000 PA USD 1495.140000 0.0000022 Long ABS-MBS USGSE US N 2 2034-06-01 Floating 4.56 N N N N N N FNMA PASS THRU POOLS N/A 31404W7B6 3887.860000 PA USD 4205.090000 0.0000061 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404XKQ6 635.200000 PA USD 704.400000 0.0000010 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404YG89 279709.390000 PA USD 294259.500000 0.0004303 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 4.527 N N N N N N FNMA PASS THRU POOLS N/A 31405AHP1 60155.520000 PA USD 66622.930000 0.0000974 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405AH89 28326.620000 PA USD 31334.940000 0.0000458 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405AJA2 2970.930000 PA USD 3286.080000 0.0000048 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405ASG9 1206920.530000 PA USD 1277067.290000 0.0018676 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 4.614 N N N N N N FNMA PASS THRU POOLS N/A 31405BEJ6 111640.170000 PA USD 118018.120000 0.0001726 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 5.27 N N N N N N FNMA PASS THRU POOLS N/A 31405DNT0 4245.410000 PA USD 4442.630000 0.0000065 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 4.319 N N N N N N FNMA PASS THRU POOLS N/A 31405HGP7 116077.710000 PA USD 133168.400000 0.0001947 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405KFJ5 23740.670000 PA USD 26240.550000 0.0000384 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405M3Z8 14091.350000 PA USD 15580.120000 0.0000228 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405PAH3 35632.010000 PA USD 36474.800000 0.0000533 Long ABS-MBS USGSE US N 2 2034-10-01 Floating 3.544 N N N N N N FNMA PASS THRU POOLS N/A 31405PCY4 100348.150000 PA USD 113400.870000 0.0001658 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405PLP3 401593.610000 PA USD 418419.290000 0.0006119 Long ABS-MBS USGSE US N 2 2034-10-01 Floating 4.034 N N N N N N FNMA PASS THRU POOLS N/A 31405PRS1 322765.650000 PA USD 329981.580000 0.0004826 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 3.647 N N N N N N FNMA PASS THRU POOLS N/A 31405QRC4 15216.550000 PA USD 16420.140000 0.0000240 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31405QT57 29357.110000 PA USD 32279.720000 0.0000472 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31405RG83 17239.560000 PA USD 19832.810000 0.0000290 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405R3A2 14858.280000 PA USD 15524.320000 0.0000227 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 4.532 N N N N N N FNMA PASS THRU POOLS N/A 31405SBM5 1978.010000 PA USD 2218.050000 0.0000032 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405SEW0 1375.500000 PA USD 1573.960000 0.0000023 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405SMW1 11997.540000 PA USD 13364.150000 0.0000195 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405UUY3 727.160000 PA USD 803.470000 0.0000012 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405UU49 289037.020000 PA USD 299229.120000 0.0004376 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 4.24 N N N N N N FNMA PASS THRU POOLS N/A 31405U2C2 50275.680000 PA USD 52042.470000 0.0000761 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 4.232 N N N N N N FNMA PASS THRU POOLS N/A 31405U5T2 6333.680000 PA USD 6622.940000 0.0000097 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 4.526 N N N N N N FNMA PASS THRU POOLS N/A 31405U6G9 24413.990000 PA USD 25302.650000 0.0000370 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 4.287 N N N N N N FNMA PASS THRU POOLS N/A 31405XAR4 9266.150000 PA USD 10239.250000 0.0000150 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405XM59 45819.730000 PA USD 50835.790000 0.0000743 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405XQU0 230554.600000 PA USD 242673.520000 0.0003549 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 4.48 N N N N N N FNMA PASS THRU POOLS N/A 31405XWH2 416016.360000 PA USD 432054.480000 0.0006318 Long ABS-MBS USGSE US N 2 2034-10-01 Floating 3.785 N N N N N N FNMA PASS THRU POOLS N/A 31405XYK3 158036.410000 PA USD 163963.180000 0.0002398 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 3.675 N N N N N N FNMA PASS THRU POOLS N/A 31405YPX3 2360218.160000 PA USD 2413002.460000 0.0035288 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 3.647 N N N N N N FNMA PASS THRU POOLS N/A 31405YX22 414697.720000 PA USD 436908.050000 0.0006389 Long ABS-MBS USGSE US N 2 2034-10-01 Floating 3.852 N N N N N N FNMA PASS THRU POOLS N/A 31405YZ46 17217.110000 PA USD 18624.740000 0.0000272 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406ALS9 9887.960000 PA USD 10929.620000 0.0000160 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406AV66 230084.120000 PA USD 243664.060000 0.0003563 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 4.575 N N N N N N FNMA PASS THRU POOLS N/A 31406AZ62 926468.800000 PA USD 957555.500000 0.0014003 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 4.33 N N N N N N FNMA PASS THRU POOLS N/A 31406A5A6 5053.760000 PA USD 5609.630000 0.0000082 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406BAA8 1238865.400000 PA USD 1286813.600000 0.0018818 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 4.407 N N N N N N FNMA PASS THRU POOLS N/A 31406BB74 3030879.420000 PA USD 3141492.120000 0.0045941 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 4.358 N N N N N N FNMA PASS THRU POOLS N/A 31406BEX4 27156.280000 PA USD 28186.030000 0.0000412 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 4.413 N N N N N N FNMA PASS THRU POOLS N/A 31406BJJ0 2224.350000 PA USD 2313.560000 0.0000034 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 4.545 N N N N N N FNMA PASS THRU POOLS N/A 31406B4P2 45886.980000 PA USD 50763.500000 0.0000742 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406B7F1 89495.730000 PA USD 99113.150000 0.0001449 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406DAF3 3686877.310000 PA USD 3768653.580000 0.0055113 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 3.647 N N N N N N FNMA PASS THRU POOLS N/A 31406DBJ4 288523.090000 PA USD 304208.340000 0.0004449 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 4.923 N N N N N N FNMA PASS THRU POOLS N/A 31406D7D2 3560.080000 PA USD 3994.170000 0.0000058 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31406ETU8 3092.300000 PA USD 3414.630000 0.0000050 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31406EZH0 258440.960000 PA USD 287871.040000 0.0004210 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406GD55 36801.240000 PA USD 37969.090000 0.0000555 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 4.429 N N N N N N FNMA PASS THRU POOLS N/A 31406GKD0 72619.900000 PA USD 80343.880000 0.0001175 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406GNG0 342129.020000 PA USD 358268.320000 0.0005239 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 4.702 N N N N N N FNMA PASS THRU POOLS N/A 31406GVH9 290647.960000 PA USD 303046.760000 0.0004432 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 4.587 N N N N N N FNMA PASS THRU POOLS N/A 31406GYN3 42276.730000 PA USD 46748.090000 0.0000684 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406HLF2 2381.260000 PA USD 2642.790000 0.0000039 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406HQC4 34.410000 PA USD 34.410000 0.0000001 Long ABS-MBS USGSE US N 2 2020-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406JUC5 21311.460000 PA USD 21631.270000 0.0000316 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406J2Q5 469690.640000 PA USD 528547.190000 0.0007729 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406J3J0 6337.250000 PA USD 6597.470000 0.0000096 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 4.8 N N N N N N FNMA PASS THRU POOLS N/A 31406J5V1 3915.940000 PA USD 4338.350000 0.0000063 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406KBE9 702986.590000 PA USD 746568.970000 0.0010918 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 4.894 N N N N N N FNMA PASS THRU POOLS N/A 31406L2T4 2047.310000 PA USD 2062.660000 0.0000030 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 4.8 N N N N N N FNMA PASS THRU POOLS N/A 31406L3D8 765267.520000 PA USD 806340.680000 0.0011792 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.451 N N N N N N FNMA PASS THRU POOLS N/A 31406L3G1 266010.810000 PA USD 281598.240000 0.0004118 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 4.795 N N N N N N FNMA PASS THRU POOLS N/A 31406L4N5 250857.140000 PA USD 263627.930000 0.0003855 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 4.585 N N N N N N FNMA PASS THRU POOLS N/A 31406L4P0 236501.770000 PA USD 246628.810000 0.0003607 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 4.595 N N N N N N FNMA PASS THRU POOLS N/A 31406MLQ7 2389.550000 PA USD 2558.050000 0.0000037 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31406M6N1 23672.530000 PA USD 26243.540000 0.0000384 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406NUU6 27609.990000 PA USD 28696.000000 0.0000420 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 4.394 N N N N N N FNMA PASS THRU POOLS N/A 31406NUW2 5384.340000 PA USD 5956.350000 0.0000087 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406PAB5 13753.670000 PA USD 15828.220000 0.0000231 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406PHW2 2213.050000 PA USD 2455.980000 0.0000036 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406PKL2 3080.980000 PA USD 3405.850000 0.0000050 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406PMG1 133045.980000 PA USD 150281.020000 0.0002198 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406P4X4 264302.540000 PA USD 276655.840000 0.0004046 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 4.094 N N N N N N FNMA PASS THRU POOLS N/A 31406QGB7 269476.270000 PA USD 278639.480000 0.0004075 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 3.958 N N N N N N FNMA PASS THRU POOLS N/A 31406QLT2 124388.790000 PA USD 140808.120000 0.0002059 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31406REZ4 107550.960000 PA USD 113116.130000 0.0001654 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 3.87 N N N N N N FNMA PASS THRU POOLS N/A 31406RFH3 404736.500000 PA USD 426908.670000 0.0006243 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.788 N N N N N N FNMA PASS THRU POOLS N/A 31406RHY4 99914.040000 PA USD 103209.850000 0.0001509 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 3.988 N N N N N N FNMA PASS THRU POOLS N/A 31406RQU2 17349.860000 PA USD 19290.660000 0.0000282 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406RQ65 13127.400000 PA USD 14594.240000 0.0000213 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406RR31 20593.140000 PA USD 22769.990000 0.0000333 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406RS48 12947.740000 PA USD 13338.040000 0.0000195 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31406RZ40 26081.850000 PA USD 28847.070000 0.0000422 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406TFS5 18625.240000 PA USD 20152.040000 0.0000295 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406UB31 49883.530000 PA USD 57390.960000 0.0000839 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406UGQ5 28963.530000 PA USD 32743.100000 0.0000479 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406UL55 33262.470000 PA USD 36757.580000 0.0000538 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31406UNS3 448083.990000 PA USD 473835.230000 0.0006929 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 4.68 N N N N N N FNMA PASS THRU POOLS N/A 31406UWK0 176621.550000 PA USD 188863.420000 0.0002762 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31406VFH4 4814.880000 PA USD 5342.200000 0.0000078 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406VK21 87834.910000 PA USD 97215.310000 0.0001422 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406VP91 31161.890000 PA USD 34514.800000 0.0000505 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406VQS8 20247.040000 PA USD 21085.220000 0.0000308 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 4.428 N N N N N N FNMA PASS THRU POOLS N/A 31406VSW7 9195.270000 PA USD 10289.390000 0.0000150 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406VXM3 19181.860000 PA USD 21214.500000 0.0000310 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406VZB5 19785.320000 PA USD 21883.370000 0.0000320 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406V2J4 1190.670000 PA USD 1322.360000 0.0000019 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406WEH3 112904.590000 PA USD 126363.620000 0.0001848 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406WL44 113773.840000 PA USD 118661.800000 0.0001735 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 4.028 N N N N N N FNMA PASS THRU POOLS N/A 31406WXC3 3212.420000 PA USD 3559.340000 0.0000052 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406WXX7 2654.520000 PA USD 2952.140000 0.0000043 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406XDV1 13206.670000 PA USD 14585.410000 0.0000213 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31406XWT5 924201.460000 PA USD 968298.840000 0.0014160 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 4.722 N N N N N N FNMA PASS THRU POOLS N/A 31406X6M9 3203.610000 PA USD 3551.030000 0.0000052 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406YCZ1 77150.290000 PA USD 80713.990000 0.0001180 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 4.41 N N N N N N FNMA PASS THRU POOLS N/A 31406YYV6 4356.950000 PA USD 4844.000000 0.0000071 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406YZA1 66625.620000 PA USD 73968.720000 0.0001082 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407AG62 986815.860000 PA USD 1036134.190000 0.0015152 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 4.617 N N N N N N FNMA PASS THRU POOLS N/A 31407AMX6 39561.230000 PA USD 44211.600000 0.0000647 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407BAE9 6244.440000 PA USD 6637.330000 0.0000097 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.258 N N N N N N FNMA PASS THRU POOLS N/A 31407BXK0 11101.810000 PA USD 11610.830000 0.0000170 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 4.077 N N N N N N FNMA PASS THRU POOLS N/A 31407BYL7 31653.900000 PA USD 33369.770000 0.0000488 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 4.735 N N N N N N FNMA PASS THRU POOLS N/A 31407BYZ6 128681.920000 PA USD 132643.410000 0.0001940 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 4.343 N N N N N N FNMA PASS THRU POOLS N/A 31407B7A1 12872.820000 PA USD 14250.230000 0.0000208 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407CF36 37278.540000 PA USD 42653.250000 0.0000624 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407CSF5 1143.440000 PA USD 1267.630000 0.0000019 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407DM77 414930.250000 PA USD 436664.020000 0.0006386 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 4.424 N N N N N N FNMA PASS THRU POOLS N/A 31407DTZ8 153010.310000 PA USD 159653.550000 0.0002335 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 4.662 N N N N N N FNMA PASS THRU POOLS N/A 31407D5Y7 480.850000 PA USD 532.090000 0.0000008 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407D5Z4 7921.600000 PA USD 9116.330000 0.0000133 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407EAE3 6716.380000 PA USD 7438.510000 0.0000109 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407EDV2 4267.840000 PA USD 4455.110000 0.0000065 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.557 N N N N N N FNMA PASS THRU POOLS N/A 31407EVN0 46811.060000 PA USD 48767.960000 0.0000713 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.162 N N N N N N FNMA PASS THRU POOLS N/A 31407E6T5 142260.170000 PA USD 149202.270000 0.0002182 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.195 N N N N N N FNMA PASS THRU POOLS N/A 31407FEL0 20346.470000 PA USD 22660.270000 0.0000331 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407FNP1 58381.710000 PA USD 65970.910000 0.0000965 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407FXT2 52474.200000 PA USD 58756.390000 0.0000859 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407FYD6 17559.600000 PA USD 18512.960000 0.0000271 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 4.592 N N N N N N FNMA PASS THRU POOLS N/A 31407F6D7 283237.440000 PA USD 294853.820000 0.0004312 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 4.422 N N N N N N FNMA PASS THRU POOLS N/A 31407F6J4 29476.220000 PA USD 30053.260000 0.0000439 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 4.662 N N N N N N FNMA PASS THRU POOLS N/A 31407GCY2 7652.660000 PA USD 8178.350000 0.0000120 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 5.186 N N N N N N FNMA PASS THRU POOLS N/A 31407GFY9 37682.430000 PA USD 41732.010000 0.0000610 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407GJ90 61631.970000 PA USD 70710.800000 0.0001034 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407GUR7 56986.480000 PA USD 58111.350000 0.0000850 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31407G2N7 6766.050000 PA USD 7516.970000 0.0000110 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407HF68 1419.380000 PA USD 1601.260000 0.0000023 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407HG42 25981.170000 PA USD 29894.560000 0.0000437 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407HL61 164900.090000 PA USD 186060.310000 0.0002721 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407HN85 69615.530000 PA USD 80096.350000 0.0001171 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407HTE6 1412480.020000 PA USD 1625710.500000 0.0023774 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407HW51 4912.610000 PA USD 5651.880000 0.0000083 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407HW69 28268.700000 PA USD 32532.810000 0.0000476 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407HZD1 1354.350000 PA USD 1558.180000 0.0000023 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407HZE9 74752.620000 PA USD 85999.000000 0.0001258 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407HZL3 1754.970000 PA USD 1977.240000 0.0000029 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407H3G9 1030203.010000 PA USD 1180371.410000 0.0017262 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JAJ1 20585.270000 PA USD 22744.730000 0.0000333 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JAK8 348535.230000 PA USD 385097.660000 0.0005632 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JBH4 78492.270000 PA USD 87477.200000 0.0001279 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JB43 322937.990000 PA USD 356815.190000 0.0005218 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JDM1 372079.610000 PA USD 431248.010000 0.0006307 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JDQ2 65921.740000 PA USD 75812.770000 0.0001109 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JE32 53375.090000 PA USD 59049.490000 0.0000864 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JHC9 720058.610000 PA USD 828371.860000 0.0012114 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JHK1 641815.170000 PA USD 733981.990000 0.0010734 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JHM7 89083.100000 PA USD 98999.460000 0.0001448 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JY89 27790.100000 PA USD 31745.650000 0.0000464 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407J4A7 70433.780000 PA USD 72918.970000 0.0001066 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31407KEN5 10531.040000 PA USD 11989.200000 0.0000175 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407KKB4 4607.290000 PA USD 5113.740000 0.0000075 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407KNG0 51212.810000 PA USD 56663.850000 0.0000829 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407KRD3 884053.810000 PA USD 906380.130000 0.0013255 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.675 N N N N N N FNMA PASS THRU POOLS N/A 31407KSH3 2085.600000 PA USD 2305.740000 0.0000034 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407KZA0 6067.610000 PA USD 6713.680000 0.0000098 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407LJM0 61205.430000 PA USD 64451.940000 0.0000943 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 4.22 N N N N N N FNMA PASS THRU POOLS N/A 31407L6S1 7223.170000 PA USD 8309.690000 0.0000122 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407MJD8 41287.220000 PA USD 41505.730000 0.0000607 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407MVV4 45202.870000 PA USD 48776.190000 0.0000713 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31407MWT8 169372.590000 PA USD 180160.150000 0.0002635 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 4.976 N N N N N N FNMA PASS THRU POOLS N/A 31407NBS1 38843.920000 PA USD 40559.970000 0.0000593 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 4.192 N N N N N N FNMA PASS THRU POOLS N/A 31407NGS6 215415.790000 PA USD 215998.460000 0.0003159 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 3.575 N N N N N N FNMA PASS THRU POOLS N/A 31407NP72 8087.330000 PA USD 8921.350000 0.0000130 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31407NSE4 4040.790000 PA USD 4655.760000 0.0000068 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407N4A8 38119.540000 PA USD 42118.400000 0.0000616 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407N4S9 2629.750000 PA USD 2718.360000 0.0000040 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.734 N N N N N N FNMA PASS THRU POOLS N/A 31407PAG3 5085.140000 PA USD 5228.410000 0.0000076 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.855 N N N N N N FNMA PASS THRU POOLS N/A 31407PD96 154898.950000 PA USD 159049.790000 0.0002326 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 4.015 N N N N N N FNMA PASS THRU POOLS N/A 31407PYD4 43848.570000 PA USD 44149.130000 0.0000646 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407PZR2 11113.530000 PA USD 11199.750000 0.0000164 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 4.545 N N N N N N FNMA PASS THRU POOLS N/A 31407P3Z9 687612.450000 PA USD 724665.470000 0.0010597 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.256 N N N N N N FNMA PASS THRU POOLS N/A 31407QG67 269340.890000 PA USD 283521.570000 0.0004146 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 4.258 N N N N N N FNMA PASS THRU POOLS N/A 31407QJP2 46917.330000 PA USD 52026.290000 0.0000761 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407Q4J2 859711.280000 PA USD 897710.640000 0.0013128 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.12 N N N N N N FNMA PASS THRU POOLS N/A 31407RGK4 8402.510000 PA USD 9295.860000 0.0000136 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407RUB8 42317.130000 PA USD 47537.410000 0.0000695 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407R2A1 31060.700000 PA USD 32064.770000 0.0000469 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.987 N N N N N N FNMA PASS THRU POOLS N/A 31407SAZ5 44214.770000 PA USD 44799.730000 0.0000655 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31407SA44 141660.960000 PA USD 163002.370000 0.0002384 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407SE65 50564.930000 PA USD 56241.640000 0.0000822 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407SF72 20982.120000 PA USD 23304.380000 0.0000341 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407SJU7 243298.350000 PA USD 255282.080000 0.0003733 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.787 N N N N N N FNMA PASS THRU POOLS N/A 31407SNY4 171993.110000 PA USD 180364.170000 0.0002638 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 4.02 N N N N N N FNMA PASS THRU POOLS N/A 31407TLC2 16416.160000 PA USD 18150.190000 0.0000265 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407TPD6 75206.120000 PA USD 83483.720000 0.0001221 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407TQU7 2038.500000 PA USD 2263.370000 0.0000033 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407T2R0 935699.140000 PA USD 970842.900000 0.0014198 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.845 N N N N N N FNMA PASS THRU POOLS N/A 31407T6E5 24211.240000 PA USD 25278.670000 0.0000370 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 4.268 N N N N N N FNMA PASS THRU POOLS N/A 31407UFY8 13983.170000 PA USD 15477.880000 0.0000226 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407UHC4 8491.630000 PA USD 9395.030000 0.0000137 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407ULE5 44454.610000 PA USD 46028.770000 0.0000673 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 4.085 N N N N N N FNMA PASS THRU POOLS N/A 31407ULG0 335963.710000 PA USD 354242.450000 0.0005180 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.267 N N N N N N FNMA PASS THRU POOLS N/A 31407ULQ8 1768425.830000 PA USD 1857012.490000 0.0027157 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.538 N N N N N N FNMA PASS THRU POOLS N/A 31407UMR5 599588.040000 PA USD 636351.940000 0.0009306 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 4.708 N N N N N N FNMA PASS THRU POOLS N/A 31407UPD3 19798.470000 PA USD 20588.120000 0.0000301 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 4.705 N N N N N N FNMA PASS THRU POOLS N/A 31407VFQ3 10119.410000 PA USD 10549.290000 0.0000154 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.921 N N N N N N FNMA PASS THRU POOLS N/A 31407VFX8 348244.560000 PA USD 362257.400000 0.0005298 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 4.01 N N N N N N FNMA PASS THRU POOLS N/A 31407VG25 206058.980000 PA USD 212445.860000 0.0003107 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 3.855 N N N N N N FNMA PASS THRU POOLS N/A 31407VXL4 63417.410000 PA USD 72774.140000 0.0001064 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407WV34 279335.490000 PA USD 321296.000000 0.0004699 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407XQG9 30746.810000 PA USD 34002.520000 0.0000497 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407XQQ7 71118.850000 PA USD 81724.650000 0.0001195 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407XTZ4 13867.520000 PA USD 15332.630000 0.0000224 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407XUZ2 47421.250000 PA USD 48736.190000 0.0000713 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 3.855 N N N N N N FNMA PASS THRU POOLS N/A 31407XU74 171701.550000 PA USD 191191.510000 0.0002796 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407XVX6 116047.560000 PA USD 128407.710000 0.0001878 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407X4N8 36911.470000 PA USD 40803.260000 0.0000597 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407X5N7 118042.790000 PA USD 130541.720000 0.0001909 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407X6F3 26955.450000 PA USD 29820.220000 0.0000436 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407YD89 359814.420000 PA USD 400667.480000 0.0005859 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407YEG0 31049.650000 PA USD 34611.760000 0.0000506 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407YFV6 121791.150000 PA USD 134693.520000 0.0001970 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407YHH5 697321.180000 PA USD 728205.760000 0.0010649 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.234 N N N N N N FNMA PASS THRU POOLS N/A 31407YH51 3326.270000 PA USD 3719.870000 0.0000054 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407YJ67 16438.280000 PA USD 18214.960000 0.0000266 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407YPC7 105676.300000 PA USD 121596.550000 0.0001778 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407YQ28 24667.580000 PA USD 25671.770000 0.0000375 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 4.554 N N N N N N FNMA PASS THRU POOLS N/A 31407YZR3 108743.280000 PA USD 114719.610000 0.0001678 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.003 N N N N N N FNMA PASS THRU POOLS N/A 31407Y2C2 204697.090000 PA USD 209055.080000 0.0003057 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 4.493 N N N N N N FNMA PASS THRU POOLS N/A 31407Y4Y2 29395.040000 PA USD 30281.140000 0.0000443 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31407Y6Z7 167534.870000 PA USD 186536.340000 0.0002728 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408AE48 54992.010000 PA USD 63277.040000 0.0000925 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408AG53 10242.960000 PA USD 11553.990000 0.0000169 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408BEA2 207896.380000 PA USD 212941.360000 0.0003114 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.032 N N N N N N FNMA PASS THRU POOLS N/A 31408BKL1 370700.350000 PA USD 413615.280000 0.0006049 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31408BQ50 1212.590000 PA USD 1230.580000 0.0000018 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 4.737 N N N N N N FNMA PASS THRU POOLS N/A 31408BRS9 111613.870000 PA USD 125137.390000 0.0001830 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31408BU55 64883.390000 PA USD 74482.010000 0.0001089 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408B4W5 170563.890000 PA USD 177679.070000 0.0002598 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 4.163 N N N N N N FNMA PASS THRU POOLS N/A 31408CA97 297173.840000 PA USD 332876.380000 0.0004868 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408C7D2 336.480000 PA USD 372.330000 0.0000005 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408DC85 26879.370000 PA USD 27661.970000 0.0000405 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.78 N N N N N N FNMA PASS THRU POOLS N/A 31408DC93 140866.560000 PA USD 143795.200000 0.0002103 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.78 N N N N N N FNMA PASS THRU POOLS N/A 31408DGG3 28632.150000 PA USD 31731.030000 0.0000464 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408DLC6 106802.750000 PA USD 119699.610000 0.0001750 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408DR55 2259.470000 PA USD 2600.040000 0.0000038 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408DWX8 8476.620000 PA USD 9757.860000 0.0000143 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408DXN9 115952.020000 PA USD 121197.530000 0.0001772 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 4.71 N N N N N N FNMA PASS THRU POOLS N/A 31408DZ23 67145.830000 PA USD 71885.420000 0.0001051 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31408EC83 20367.740000 PA USD 23223.000000 0.0000340 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408EQZ8 3009.740000 PA USD 3122.230000 0.0000046 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 4.444 N N N N N N FNMA PASS THRU POOLS N/A 31408FJR1 158780.380000 PA USD 173456.980000 0.0002537 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31408FX20 979.580000 PA USD 1083.590000 0.0000016 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408GAM9 132304.560000 PA USD 137966.170000 0.0002018 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 5.037 N N N N N N FNMA PASS THRU POOLS N/A 31408GAR8 146045.590000 PA USD 152771.830000 0.0002234 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 5.037 N N N N N N FNMA PASS THRU POOLS N/A 31408GBY2 66537.240000 PA USD 74192.230000 0.0001085 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31408GB71 70591.380000 PA USD 74035.370000 0.0001083 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 4.816 N N N N N N FNMA PASS THRU POOLS N/A 31408GFA0 2992.150000 PA USD 3437.460000 0.0000050 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408GGU5 42035.710000 PA USD 42414.080000 0.0000620 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31408GNA1 290712.490000 PA USD 314176.430000 0.0004594 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31408HX34 8392.630000 PA USD 9275.280000 0.0000136 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408HY74 106041.030000 PA USD 119877.110000 0.0001753 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31408H5G6 128895.140000 PA USD 148310.020000 0.0002169 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408JA43 27713.530000 PA USD 28976.650000 0.0000424 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 4.81 N N N N N N FNMA PASS THRU POOLS N/A 31408JCY5 24293.530000 PA USD 27860.240000 0.0000407 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408JC25 364312.200000 PA USD 403294.460000 0.0005898 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408JH53 20592.400000 PA USD 23684.980000 0.0000346 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408JJ51 15663.110000 PA USD 17325.750000 0.0000253 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409ADU0 55320.150000 PA USD 62510.350000 0.0000914 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31409AFP9 40355.830000 PA USD 46350.440000 0.0000678 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409A5L9 66814.270000 PA USD 67674.980000 0.0000990 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 4.545 N N N N N N FNMA PASS THRU POOLS N/A 31409BB48 184676.740000 PA USD 191766.420000 0.0002804 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 4.963 N N N N N N FNMA PASS THRU POOLS N/A 31409BE60 1558.370000 PA USD 1793.270000 0.0000026 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409BFF9 100927.170000 PA USD 106923.200000 0.0001564 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 4.863 N N N N N N FNMA PASS THRU POOLS N/A 31409BGK7 10343.380000 PA USD 10655.180000 0.0000156 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31409CCZ6 76225.030000 PA USD 79837.430000 0.0001168 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 4.523 N N N N N N FNMA PASS THRU POOLS N/A 31409CHT5 597.910000 PA USD 615.930000 0.0000009 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31409CZV0 1590.290000 PA USD 1830.100000 0.0000027 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409C5N1 8471.280000 PA USD 9554.570000 0.0000140 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409DBP7 26478.770000 PA USD 29284.860000 0.0000428 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409DXV0 36541.840000 PA USD 39496.790000 0.0000578 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31409ELR0 135445.830000 PA USD 155788.960000 0.0002278 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409FSN9 26639.360000 PA USD 29548.560000 0.0000432 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409FT81 191052.180000 PA USD 214126.460000 0.0003131 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409FV21 445.630000 PA USD 459.060000 0.0000007 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31409GKP0 257107.240000 PA USD 294012.350000 0.0004300 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409GK21 12718.070000 PA USD 14052.230000 0.0000205 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409GL46 26430.090000 PA USD 29573.630000 0.0000432 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409GTB2 7570.000000 PA USD 8380.480000 0.0000123 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409GTT3 164429.470000 PA USD 189112.400000 0.0002766 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409GTX4 69624.940000 PA USD 76928.810000 0.0001125 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409G4R4 148159.690000 PA USD 165798.220000 0.0002425 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409HAJ3 213524.250000 PA USD 245212.840000 0.0003586 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409HXD1 2660.670000 PA USD 2964.460000 0.0000043 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409H4S0 5949.350000 PA USD 6586.470000 0.0000096 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409JCN8 1359.980000 PA USD 1518.880000 0.0000022 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409JKA7 696.780000 PA USD 791.430000 0.0000012 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409JPM6 41093.870000 PA USD 41387.760000 0.0000605 Long ABS-MBS USGSE US N 2 2036-06-01 Floating 4.765 N N N N N N FNMA PASS THRU POOLS N/A 31409SKM1 333026.330000 PA USD 351325.750000 0.0005138 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 4.764 N N N N N N FNMA PASS THRU POOLS N/A 31409TVB1 23798.720000 PA USD 26372.360000 0.0000386 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409TZA9 174194.030000 PA USD 194274.650000 0.0002841 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409T6M5 134295.910000 PA USD 151148.980000 0.0002210 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409T7K8 11150.110000 PA USD 12804.120000 0.0000187 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409UBB0 5622.960000 PA USD 6282.730000 0.0000092 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409U6P5 1121.680000 PA USD 1243.110000 0.0000018 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409VDQ3 61509.890000 PA USD 68002.340000 0.0000994 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409VFK4 60402.880000 PA USD 66939.560000 0.0000979 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409VHQ9 13487.230000 PA USD 13687.330000 0.0000200 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409VHS5 7191.640000 PA USD 7296.840000 0.0000107 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409VJZ7 171765.490000 PA USD 181107.930000 0.0002649 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 4.646 N N N N N N FNMA PASS THRU POOLS N/A 31409VLA9 1236.660000 PA USD 1273.940000 0.0000019 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31409V4A8 140117.440000 PA USD 159378.730000 0.0002331 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31409WA76 2988.550000 PA USD 3387.990000 0.0000050 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409WFS5 21319.550000 PA USD 23888.700000 0.0000349 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409WGH8 17135.530000 PA USD 19277.840000 0.0000282 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409WVE8 207031.880000 PA USD 236733.130000 0.0003462 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409WWT4 21433.430000 PA USD 21746.990000 0.0000318 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409XVW6 24318.890000 PA USD 26892.930000 0.0000393 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409XZZ5 41941.230000 PA USD 44752.670000 0.0000654 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 4.824 N N N N N N FNMA PASS THRU POOLS N/A 31409X4Z9 5459.080000 PA USD 6140.810000 0.0000090 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409YGQ4 83209.150000 PA USD 92080.570000 0.0001347 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409YHQ3 16800.020000 PA USD 18562.390000 0.0000271 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409YHU4 74152.070000 PA USD 82018.940000 0.0001199 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409YQT7 11690.270000 PA USD 12916.620000 0.0000189 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409YQ59 45865.020000 PA USD 50697.640000 0.0000741 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410AFF8 10351.730000 PA USD 10663.780000 0.0000156 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31410AUT1 23876.660000 PA USD 26472.340000 0.0000387 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410BBQ6 14477.460000 PA USD 16557.650000 0.0000242 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410BCK8 14168.520000 PA USD 15654.840000 0.0000229 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410BF66 14631.410000 PA USD 16617.830000 0.0000243 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410BHW7 473.690000 PA USD 523.380000 0.0000008 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410B2M5 118421.340000 PA USD 131032.390000 0.0001916 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410CAY8 27938.760000 PA USD 31023.330000 0.0000454 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410CA36 7046.250000 PA USD 8105.930000 0.0000119 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410CC26 74673.060000 PA USD 82581.680000 0.0001208 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410CFS6 666.230000 PA USD 737.420000 0.0000011 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410CQ21 42062.760000 PA USD 48266.030000 0.0000706 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410CQ47 47985.850000 PA USD 53469.670000 0.0000782 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410CRC8 44424.960000 PA USD 50912.840000 0.0000745 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410CUU4 1089.540000 PA USD 1205.270000 0.0000018 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410CU59 14912.740000 PA USD 17260.050000 0.0000252 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410CVC3 3149.130000 PA USD 3379.250000 0.0000049 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31410CVE9 130734.260000 PA USD 150322.000000 0.0002198 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410CWY4 19205.140000 PA USD 20655.090000 0.0000302 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31410CX98 4214.650000 PA USD 4229.060000 0.0000062 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410C2A9 4633.760000 PA USD 5307.500000 0.0000078 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410C6B3 156270.260000 PA USD 179341.920000 0.0002623 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410C6K3 2776.020000 PA USD 3083.830000 0.0000045 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410C6R8 19626.910000 PA USD 21748.910000 0.0000318 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410C7H9 367192.280000 PA USD 408445.340000 0.0005973 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DAX8 43718.570000 PA USD 48358.130000 0.0000707 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DD49 4156.930000 PA USD 4611.380000 0.0000067 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DEN6 12839.930000 PA USD 14194.670000 0.0000208 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DFE5 11633.640000 PA USD 12909.530000 0.0000189 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DFF2 21832.370000 PA USD 24663.260000 0.0000361 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DKP4 65646.790000 PA USD 74046.960000 0.0001083 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DN55 120486.680000 PA USD 141017.470000 0.0002062 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410DP46 3451.910000 PA USD 3816.380000 0.0000056 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DQ52 37532.350000 PA USD 41601.890000 0.0000608 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DSH4 25059.510000 PA USD 28995.450000 0.0000424 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DUB4 71890.900000 PA USD 79473.050000 0.0001162 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DWZ9 16370.810000 PA USD 18113.010000 0.0000265 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DXX3 33526.560000 PA USD 38483.420000 0.0000563 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410D2U3 940.510000 PA USD 968.860000 0.0000014 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31410D3C2 22484.380000 PA USD 25252.280000 0.0000369 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410EA57 12341.790000 PA USD 13830.900000 0.0000202 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410EBW7 28170.060000 PA USD 32314.170000 0.0000473 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410EEJ3 3568.750000 PA USD 4102.860000 0.0000060 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410EWF1 63945.220000 PA USD 64620.990000 0.0000945 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410EWW4 3142.710000 PA USD 3171.820000 0.0000046 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410EW87 108318.240000 PA USD 119696.850000 0.0001750 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410EXX1 60424.350000 PA USD 61420.610000 0.0000898 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410E2K3 7645.920000 PA USD 8509.380000 0.0000124 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410E2L1 5815.780000 PA USD 6491.060000 0.0000095 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410FCN3 51083.370000 PA USD 56913.070000 0.0000832 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410FDB8 26877.210000 PA USD 29764.410000 0.0000435 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410FDR3 76429.340000 PA USD 86214.660000 0.0001261 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410FFQ3 353897.150000 PA USD 406896.640000 0.0005950 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410FFR1 27073.380000 PA USD 30212.500000 0.0000442 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410FGC3 34651.480000 PA USD 39871.870000 0.0000583 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410FSG1 42062.600000 PA USD 42620.870000 0.0000623 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410FSJ5 4695.530000 PA USD 5404.320000 0.0000079 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410FUK9 164477.750000 PA USD 189264.940000 0.0002768 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410FYA7 13063.120000 PA USD 15182.560000 0.0000222 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410FYT6 13434.710000 PA USD 15472.970000 0.0000226 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410F2H7 1390.550000 PA USD 1573.750000 0.0000023 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410F2N4 205166.440000 PA USD 226826.710000 0.0003317 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410F2Z7 19710.920000 PA USD 22702.870000 0.0000332 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410GE41 101664.470000 PA USD 102494.700000 0.0001499 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GLY7 135649.800000 PA USD 156227.920000 0.0002285 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410GME0 2639.390000 PA USD 2789.230000 0.0000041 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 4.145 N N N N N N FNMA PASS THRU POOLS N/A 31410GN82 16096.310000 PA USD 16605.390000 0.0000243 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GR96 11348.980000 PA USD 11614.240000 0.0000170 Long ABS-MBS USGSE US N 2 2037-11-01 Floating 3.515 N N N N N N FNMA PASS THRU POOLS N/A 31410GTY9 7665.770000 PA USD 8887.730000 0.0000130 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410GWS8 89797.540000 PA USD 99209.040000 0.0001451 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31410GW66 3726.510000 PA USD 3737.020000 0.0000055 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GYN7 15882.250000 PA USD 17545.310000 0.0000257 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31410GY80 19961.320000 PA USD 20019.170000 0.0000293 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410G3W1 54609.950000 PA USD 54805.010000 0.0000801 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410G7L1 2283.460000 PA USD 2625.310000 0.0000038 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410KCA0 747438.490000 PA USD 859216.200000 0.0012565 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410KCR3 3167.560000 PA USD 3332.370000 0.0000049 Long ABS-MBS USGSE US N 2 2038-04-01 Floating 4.497 N N N N N N FNMA PASS THRU POOLS N/A 31410KEN0 8756.980000 PA USD 9855.360000 0.0000144 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KEY6 1206219.600000 PA USD 1389367.070000 0.0020318 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410KEZ3 173147.820000 PA USD 195552.380000 0.0002860 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KFF6 504663.530000 PA USD 581285.930000 0.0008501 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410KGP3 1277.090000 PA USD 1470.890000 0.0000022 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410KHE7 71924.750000 PA USD 82829.580000 0.0001211 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410KHJ6 1940.150000 PA USD 2191.170000 0.0000032 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KJE5 268074.050000 PA USD 302479.010000 0.0004423 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KJV7 2189190.950000 PA USD 2521568.940000 0.0036875 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410KJ96 4961.060000 PA USD 5602.900000 0.0000082 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KKP8 15904.310000 PA USD 17956.870000 0.0000263 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KLY8 68859.790000 PA USD 79311.150000 0.0001160 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410KNA8 196357.680000 PA USD 221762.740000 0.0003243 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KNE0 54794.380000 PA USD 55170.000000 0.0000807 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KPC2 275012.880000 PA USD 310596.140000 0.0004542 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KSS4 7907.860000 PA USD 8734.900000 0.0000128 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31410KWQ3 223876.030000 PA USD 252765.450000 0.0003696 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KWU4 51151.490000 PA USD 58913.880000 0.0000862 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410KXK5 312443.420000 PA USD 352687.360000 0.0005158 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KZF4 2971.830000 PA USD 3054.120000 0.0000045 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410K4C5 711080.610000 PA USD 740928.060000 0.0010835 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31410K5Y6 65463.360000 PA USD 67315.790000 0.0000984 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410LAX0 320966.700000 PA USD 354888.230000 0.0005190 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410LC91 336054.510000 PA USD 378309.200000 0.0005532 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410LEJ7 201.880000 PA USD 210.380000 0.0000003 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31410LE65 1384.770000 PA USD 1427.020000 0.0000021 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31410LFA5 257810.180000 PA USD 291149.240000 0.0004258 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410LHX3 358200.480000 PA USD 373764.450000 0.0005466 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31410LKP6 17459.220000 PA USD 18189.030000 0.0000266 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31410LLK6 17089.020000 PA USD 19643.170000 0.0000287 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410LMP4 480643.980000 PA USD 494866.960000 0.0007237 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31410LQE5 25206.150000 PA USD 27040.430000 0.0000395 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31410MFL9 319284.660000 PA USD 366824.660000 0.0005364 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410MHH6 76157.400000 PA USD 79277.840000 0.0001159 Long ABS-MBS USGSE US N 2 2036-04-01 Floating 4.102 N N N N N N FNMA PASS THRU POOLS N/A 31410MLU2 23363.420000 PA USD 26040.760000 0.0000381 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410MQS2 1204.400000 PA USD 1331.700000 0.0000019 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410MYA2 7037.930000 PA USD 8093.010000 0.0000118 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410M4Q0 50690.440000 PA USD 56035.050000 0.0000819 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410NLM8 121165.190000 PA USD 133875.790000 0.0001958 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410NLN6 29218.900000 PA USD 32284.050000 0.0000472 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410NRA8 24264.680000 PA USD 26833.700000 0.0000392 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410NX29 95246.450000 PA USD 105245.490000 0.0001539 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410NZX9 29242.020000 PA USD 32448.330000 0.0000475 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410N3X4 13111.490000 PA USD 14500.210000 0.0000212 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410N4H8 10573.430000 PA USD 11697.730000 0.0000171 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410N6X1 30169.900000 PA USD 33334.820000 0.0000487 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410PAB9 17207.200000 PA USD 19025.370000 0.0000278 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410PAT0 43142.720000 PA USD 49449.540000 0.0000723 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410PBE2 44936.140000 PA USD 49798.590000 0.0000728 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410PCR2 89744.740000 PA USD 99733.210000 0.0001458 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410PCY7 14420.330000 PA USD 16014.380000 0.0000234 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410PD83 2174.940000 PA USD 2414.660000 0.0000035 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410PHU0 1014.780000 PA USD 1124.860000 0.0000016 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410PHZ9 5400.770000 PA USD 6206.140000 0.0000091 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410PPB3 1762.630000 PA USD 1992.480000 0.0000029 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410PQ22 16402.480000 PA USD 18875.530000 0.0000276 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410PTG8 48093.020000 PA USD 55325.320000 0.0000809 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410PTZ6 3608.010000 PA USD 3991.770000 0.0000058 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410PUC5 2180.130000 PA USD 2438.260000 0.0000036 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410PXS7 179271.030000 PA USD 198077.120000 0.0002897 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410QAE1 18239.580000 PA USD 20168.840000 0.0000295 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410QBK6 808.320000 PA USD 950.270000 0.0000014 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410QCP4 345819.660000 PA USD 389659.060000 0.0005698 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410QJR3 1165.540000 PA USD 1340.020000 0.0000020 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410Q4H1 43839.390000 PA USD 50426.190000 0.0000737 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RCT4 4463.270000 PA USD 4978.190000 0.0000073 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RDH9 88455.220000 PA USD 97835.160000 0.0001431 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RDL0 25159.090000 PA USD 28234.670000 0.0000413 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410REF2 8403.960000 PA USD 9293.800000 0.0000136 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410REQ8 80592.210000 PA USD 89249.080000 0.0001305 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410REW5 13250.250000 PA USD 14654.760000 0.0000214 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RFE4 228981.610000 PA USD 253606.060000 0.0003709 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RFW4 30987.600000 PA USD 34307.940000 0.0000502 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RGV5 74435.150000 PA USD 82243.630000 0.0001203 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RKL2 30769.360000 PA USD 33997.160000 0.0000497 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RKR9 78199.540000 PA USD 86500.260000 0.0001265 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RKS7 141844.220000 PA USD 157268.950000 0.0002300 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RKV0 22647.570000 PA USD 25068.720000 0.0000367 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RMS5 127743.180000 PA USD 141379.060000 0.0002068 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RN39 36011.220000 PA USD 40257.170000 0.0000589 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RN62 4512.420000 PA USD 4988.820000 0.0000073 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RPV5 3582.710000 PA USD 4039.130000 0.0000059 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RT58 16787.040000 PA USD 18666.520000 0.0000273 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RUU1 11511.110000 PA USD 12737.710000 0.0000186 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RU56 66050.930000 PA USD 74318.650000 0.0001087 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410R2N8 463.620000 PA USD 512.820000 0.0000007 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410R3G2 6975.880000 PA USD 7715.740000 0.0000113 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SBV8 425894.780000 PA USD 489679.180000 0.0007161 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SEG8 67839.910000 PA USD 74956.530000 0.0001096 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SEM5 1621.170000 PA USD 1794.930000 0.0000026 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SNT0 4166.320000 PA USD 4688.180000 0.0000069 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SNX1 56225.920000 PA USD 64475.770000 0.0000943 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SPR2 31305.850000 PA USD 34996.190000 0.0000512 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SRQ2 14445.980000 PA USD 15978.750000 0.0000234 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SWG8 3120.940000 PA USD 3449.350000 0.0000050 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SYK7 1897.690000 PA USD 2106.680000 0.0000031 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SYM3 169250.570000 PA USD 188560.930000 0.0002758 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SZH3 4630.270000 PA USD 5321.470000 0.0000078 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410S7F8 19878.200000 PA USD 21990.230000 0.0000322 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TAU9 49108.800000 PA USD 54292.340000 0.0000794 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TBJ3 7567.150000 PA USD 8647.030000 0.0000126 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TBK0 46496.230000 PA USD 53418.010000 0.0000781 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TCJ2 45008.200000 PA USD 49998.310000 0.0000731 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TGR0 17978.470000 PA USD 19874.810000 0.0000291 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TLD5 2629.750000 PA USD 2943.780000 0.0000043 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TLE3 16406.880000 PA USD 18135.880000 0.0000265 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TLP8 81984.680000 PA USD 90586.560000 0.0001325 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TV44 27941.190000 PA USD 30908.770000 0.0000452 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TWV3 16070.530000 PA USD 18086.980000 0.0000265 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TWW1 32693.980000 PA USD 36553.400000 0.0000535 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TYU3 5343.080000 PA USD 5909.610000 0.0000086 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TZS7 87825.730000 PA USD 100893.780000 0.0001475 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410T4B8 64799.000000 PA USD 71596.620000 0.0001047 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410UCH3 103420.800000 PA USD 114507.740000 0.0001675 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410UCV2 18411.930000 PA USD 20347.080000 0.0000298 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410UES7 2320.910000 PA USD 2568.870000 0.0000038 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410UKT8 17403.160000 PA USD 19228.810000 0.0000281 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410ULR1 599025.880000 PA USD 688618.950000 0.0010070 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410UMW9 3899.090000 PA USD 4308.120000 0.0000063 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410UUH3 6740.890000 PA USD 7448.030000 0.0000109 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410UX64 34113.010000 PA USD 37691.570000 0.0000551 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410VFS4 3680.020000 PA USD 4068.450000 0.0000059 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410VGA2 17678.590000 PA USD 19593.840000 0.0000287 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410VKP4 64900.880000 PA USD 71709.180000 0.0001049 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410VR77 286636.950000 PA USD 318073.210000 0.0004651 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410VTG5 14698.660000 PA USD 16275.630000 0.0000238 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410VX54 1015.120000 PA USD 1038.920000 0.0000015 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410WXV5 637261.720000 PA USD 731115.820000 0.0010692 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410XAM8 111004.410000 PA USD 123419.400000 0.0001805 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410XA71 107582.730000 PA USD 123225.580000 0.0001802 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410XNY8 4851.440000 PA USD 5362.890000 0.0000078 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410XN44 4667.620000 PA USD 5159.400000 0.0000075 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410XPB6 98903.820000 PA USD 110827.020000 0.0001621 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410XPK6 213377.820000 PA USD 238260.700000 0.0003484 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410XTH9 136539.690000 PA USD 151195.300000 0.0002211 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410XZ82 82633.040000 PA USD 91301.500000 0.0001335 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410X2B1 35147.420000 PA USD 38847.550000 0.0000568 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410X2Q8 125159.950000 PA USD 143372.920000 0.0002097 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410X4B9 75209.450000 PA USD 80497.210000 0.0001177 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31410YAF1 626.790000 PA USD 656.180000 0.0000010 Long ABS-MBS USGSE US N 2 2036-09-01 Floating 3.875 N N N N N N FNMA PASS THRU POOLS N/A 31410YA38 7332.810000 PA USD 8124.200000 0.0000119 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410YCY8 454988.010000 PA USD 530247.710000 0.0007754 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410YGA6 24311.620000 PA USD 26861.980000 0.0000393 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410YMJ0 15903.170000 PA USD 17574.930000 0.0000257 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410YNB6 21709.130000 PA USD 23988.740000 0.0000351 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410YRF3 61000.850000 PA USD 69790.580000 0.0001021 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410YTW4 1266.120000 PA USD 1398.940000 0.0000020 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410YU28 277717.710000 PA USD 315362.610000 0.0004612 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410YWZ3 40226.810000 PA USD 44734.200000 0.0000654 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410YYR9 240559.830000 PA USD 275617.500000 0.0004031 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410YY24 31231.710000 PA USD 34718.080000 0.0000508 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411ACY9 15944.090000 PA USD 17629.660000 0.0000258 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411AFG5 116358.390000 PA USD 128893.370000 0.0001885 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411AGZ2 43097.440000 PA USD 47926.180000 0.0000701 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411AKL8 24772.650000 PA USD 27383.440000 0.0000400 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411ALM5 168228.050000 PA USD 186067.560000 0.0002721 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411ALS2 73633.930000 PA USD 81443.870000 0.0001191 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411APV1 302704.670000 PA USD 348196.760000 0.0005092 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411AWL5 151228.430000 PA USD 173950.910000 0.0002544 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411AZB4 84226.410000 PA USD 93440.720000 0.0001366 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411A2Z7 138308.460000 PA USD 152969.090000 0.0002237 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411A6J9 21961.530000 PA USD 24321.630000 0.0000356 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411A6V2 45568.290000 PA USD 52420.060000 0.0000767 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BLM3 13770.990000 PA USD 15787.960000 0.0000231 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BM75 3090.900000 PA USD 3420.970000 0.0000050 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BP80 51003.320000 PA USD 58652.640000 0.0000858 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BQN6 44952.840000 PA USD 50603.350000 0.0000740 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BQQ9 127543.020000 PA USD 141056.400000 0.0002063 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BSA2 65654.940000 PA USD 72634.280000 0.0001062 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BY31 6029.750000 PA USD 6676.790000 0.0000098 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BZK2 47247.470000 PA USD 52282.670000 0.0000765 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411CCQ2 119992.800000 PA USD 136263.530000 0.0001993 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411CDV0 2300.230000 PA USD 2644.820000 0.0000039 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411CFP1 9677.170000 PA USD 10694.870000 0.0000156 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411CFS5 190314.160000 PA USD 214321.600000 0.0003134 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411CG88 64515.580000 PA USD 71350.760000 0.0001043 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411CPM7 41614.930000 PA USD 46857.660000 0.0000685 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411CUZ2 116718.070000 PA USD 129197.070000 0.0001889 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411CZS3 11661.280000 PA USD 12884.580000 0.0000188 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411DBY4 8129.950000 PA USD 9331.210000 0.0000136 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411DCK3 141749.810000 PA USD 157071.760000 0.0002297 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411DDD8 115160.410000 PA USD 129535.170000 0.0001894 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411DEW5 108633.690000 PA USD 120697.450000 0.0001765 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411DJH3 7696.800000 PA USD 8527.680000 0.0000125 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411DRS0 32011.320000 PA USD 35408.700000 0.0000518 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411DSD2 1258.750000 PA USD 1411.020000 0.0000021 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411DWZ8 41344.900000 PA USD 45682.110000 0.0000668 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411DYL7 1072.570000 PA USD 1188.550000 0.0000017 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411DYU7 81973.910000 PA USD 90841.120000 0.0001328 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411DYW3 28957.920000 PA USD 32021.730000 0.0000468 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411DY78 88365.300000 PA USD 99466.980000 0.0001455 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411EB63 295047.120000 PA USD 329104.060000 0.0004813 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411ECX3 2264.910000 PA USD 2294.690000 0.0000034 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411EJC2 11076.670000 PA USD 11580.030000 0.0000169 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 4.636 N N N N N N FNMA PASS THRU POOLS N/A 31411ELM7 7156.740000 PA USD 7907.500000 0.0000116 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411EMN4 254700.380000 PA USD 282675.300000 0.0004134 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411ET64 63904.320000 PA USD 70679.440000 0.0001034 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411EUB1 1421.710000 PA USD 1645.290000 0.0000024 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411EY92 23802.700000 PA USD 25063.520000 0.0000367 Long ABS-MBS USGSE US N 2 2037-01-01 Floating 4.752 N N N N N N FNMA PASS THRU POOLS N/A 31411FCH5 45583.690000 PA USD 51592.110000 0.0000754 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411FCM4 74.210000 PA USD 76.580000 0.0000001 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31411FGM0 158281.230000 PA USD 175195.940000 0.0002562 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411FHF4 30584.080000 PA USD 33987.890000 0.0000497 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411FQ31 29251.660000 PA USD 32419.040000 0.0000474 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411FRE6 104415.380000 PA USD 115476.040000 0.0001689 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411GBE1 10691.770000 PA USD 11830.860000 0.0000173 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411GBV3 37214.560000 PA USD 41136.880000 0.0000602 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411GCW0 137986.490000 PA USD 152919.130000 0.0002236 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411GGH9 9553.210000 PA USD 10592.020000 0.0000155 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411GNV0 15132.580000 PA USD 15399.400000 0.0000225 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411GTH5 514.070000 PA USD 515.820000 0.0000008 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411G3L4 174200.820000 PA USD 192947.870000 0.0002822 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411G7J5 1024.030000 PA USD 1134.730000 0.0000017 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411G7L0 4184.320000 PA USD 4624.780000 0.0000068 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411HBU3 9344.900000 PA USD 10457.420000 0.0000153 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411HB41 107840.660000 PA USD 119332.270000 0.0001745 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411HQT0 5237.660000 PA USD 5809.770000 0.0000085 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411HRL6 116275.540000 PA USD 128473.200000 0.0001879 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411HU99 23451.250000 PA USD 25960.090000 0.0000380 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411HZ37 63706.680000 PA USD 70510.940000 0.0001031 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411H7D6 1345065.620000 PA USD 1550111.030000 0.0022669 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411JMK9 76668.100000 PA USD 85717.080000 0.0001254 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411JZV1 6026.490000 PA USD 6697.420000 0.0000098 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411KCC5 42426.250000 PA USD 46876.900000 0.0000686 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411KCD3 7762.250000 PA USD 7996.270000 0.0000117 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31411KUN1 15596.560000 PA USD 17240.440000 0.0000252 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411KV83 16929.140000 PA USD 18747.710000 0.0000274 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411KWN9 1430.970000 PA USD 1582.190000 0.0000023 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411KXS7 4464.330000 PA USD 4934.230000 0.0000072 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411K5Q2 46421.120000 PA USD 51329.410000 0.0000751 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411LRX1 44507.890000 PA USD 49657.300000 0.0000726 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411LW56 188355.570000 PA USD 211961.520000 0.0003100 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411NJN8 56272.390000 PA USD 62175.540000 0.0000909 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411NQ59 6154.660000 PA USD 6811.760000 0.0000100 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411NQ67 236971.580000 PA USD 262996.290000 0.0003846 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411N2X4 148871.490000 PA USD 168413.850000 0.0002463 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411RJA7 5903.120000 PA USD 6522.770000 0.0000095 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411RPE2 89121.290000 PA USD 98487.940000 0.0001440 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411SP91 32642.610000 PA USD 36823.460000 0.0000539 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411S5T9 1081.990000 PA USD 1242.100000 0.0000018 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411UGH8 75225.660000 PA USD 84594.950000 0.0001237 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411UMR9 1352.980000 PA USD 1522.610000 0.0000022 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411UPY1 26347.260000 PA USD 30202.110000 0.0000442 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411URD5 1022705.600000 PA USD 1175482.640000 0.0017190 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411USD4 474858.190000 PA USD 535396.650000 0.0007830 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411UXH9 70539.780000 PA USD 78009.690000 0.0001141 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411UXM8 115533.960000 PA USD 127794.410000 0.0001869 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411VJH3 186223.850000 PA USD 206047.070000 0.0003013 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411VJR1 19276.100000 PA USD 21344.370000 0.0000312 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411VQ51 160604.550000 PA USD 184657.700000 0.0002700 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411WYS0 28912.030000 PA USD 32120.380000 0.0000470 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411WZ26 747246.310000 PA USD 836625.420000 0.0012235 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411W5X1 882.210000 PA USD 908.800000 0.0000013 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31411XMB8 15370.070000 PA USD 17014.280000 0.0000249 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411XNL5 30460.170000 PA USD 33881.410000 0.0000495 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411XZC2 6471.840000 PA USD 6785.640000 0.0000099 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 4.498 N N N N N N FNMA PASS THRU POOLS N/A 31411YGA5 46099.020000 PA USD 51568.710000 0.0000754 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411YKU6 268843.630000 PA USD 302698.890000 0.0004427 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411YP72 50638.120000 PA USD 56635.230000 0.0000828 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411YSK0 81383.630000 PA USD 93361.920000 0.0001365 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411YTJ2 7885.350000 PA USD 8723.460000 0.0000128 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411Y3F8 2445.940000 PA USD 2519.670000 0.0000037 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412AMV3 143095.380000 PA USD 158248.170000 0.0002314 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412BJZ6 119399.010000 PA USD 133531.110000 0.0001953 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412BJ52 52353.750000 PA USD 56038.180000 0.0000819 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31412BN32 24645.770000 PA USD 27267.730000 0.0000399 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412BPH9 72693.410000 PA USD 81386.010000 0.0001190 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412DMQ8 1867.390000 PA USD 2068.710000 0.0000030 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412DMT2 38929.380000 PA USD 43202.570000 0.0000632 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412DT81 33105.570000 PA USD 38078.970000 0.0000557 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412DUA4 16791.620000 PA USD 19302.040000 0.0000282 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412DUB2 59858.160000 PA USD 67556.410000 0.0000988 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412DUE6 7745.320000 PA USD 8566.020000 0.0000125 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412D3M8 168966.670000 PA USD 188574.940000 0.0002758 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412D6B9 191459.380000 PA USD 212536.090000 0.0003108 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412D6E3 252606.260000 PA USD 281531.210000 0.0004117 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412D6H6 116874.630000 PA USD 129242.830000 0.0001890 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412EAA4 12528.890000 PA USD 12906.570000 0.0000189 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412ECD6 71702.240000 PA USD 79251.590000 0.0001159 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412EGK6 53204.690000 PA USD 58842.220000 0.0000861 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412EHF6 110606.990000 PA USD 122355.130000 0.0001789 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412ENE2 11132.080000 PA USD 12318.790000 0.0000180 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412ER24 2203.810000 PA USD 2485.890000 0.0000036 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412ESY3 20122.250000 PA USD 22655.390000 0.0000331 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412ES64 74151.770000 PA USD 81992.000000 0.0001199 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412ES72 60823.890000 PA USD 67361.560000 0.0000985 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412FMY6 36421.820000 PA USD 41899.450000 0.0000613 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412FPU1 299679.570000 PA USD 333195.570000 0.0004873 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412GNF4 142562.150000 PA USD 158389.070000 0.0002316 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412GZL8 459828.900000 PA USD 518074.320000 0.0007576 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LA42 177834.300000 PA USD 204036.240000 0.0002984 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LCM0 13630.930000 PA USD 15419.220000 0.0000225 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LEB2 1611.750000 PA USD 1742.960000 0.0000025 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LEC0 1821.750000 PA USD 2014.200000 0.0000029 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LEN6 156215.910000 PA USD 180763.080000 0.0002643 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LGN4 18638.180000 PA USD 21429.280000 0.0000313 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LGT1 1308.740000 PA USD 1454.430000 0.0000021 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LG53 562388.560000 PA USD 633645.290000 0.0009266 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LJT8 67591.060000 PA USD 71096.120000 0.0001040 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LML1 232237.020000 PA USD 256599.400000 0.0003752 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LNS5 20760.900000 PA USD 24010.340000 0.0000351 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LN55 934656.680000 PA USD 1088324.660000 0.0015916 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LRA0 111721.030000 PA USD 127891.300000 0.0001870 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LRB8 254078.550000 PA USD 291931.810000 0.0004269 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LTS9 417070.350000 PA USD 482866.050000 0.0007061 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LVR8 141410.500000 PA USD 153020.310000 0.0002238 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MAD0 232940.500000 PA USD 267638.820000 0.0003914 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412MEF1 1052.710000 PA USD 1173.410000 0.0000017 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MN46 5314.710000 PA USD 5987.490000 0.0000088 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MRS9 728350.250000 PA USD 758379.260000 0.0011090 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MRT7 329586.720000 PA USD 342827.380000 0.0005013 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MSA7 738.950000 PA USD 832.870000 0.0000012 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MUA4 146998.580000 PA USD 159334.900000 0.0002330 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MVE5 34738.080000 PA USD 37572.240000 0.0000549 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MW61 34083.350000 PA USD 35491.910000 0.0000519 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412M2X5 89177.600000 PA USD 92787.650000 0.0001357 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412M2Y3 2606.980000 PA USD 2685.790000 0.0000039 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412NBF2 241029.170000 PA USD 277053.760000 0.0004052 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NBG0 113365.710000 PA USD 131406.990000 0.0001922 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NCH7 6088.600000 PA USD 6341.190000 0.0000093 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412NEM4 702747.980000 PA USD 815091.070000 0.0011920 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NFB7 2004.540000 PA USD 2304.540000 0.0000034 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NFC5 245737.420000 PA USD 282573.130000 0.0004132 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NKZ8 14040.250000 PA USD 15862.210000 0.0000232 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412N2M7 79455.840000 PA USD 87812.850000 0.0001284 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412N6P6 177983.740000 PA USD 196759.390000 0.0002877 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31412PG70 4207.240000 PA USD 4556.620000 0.0000067 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412PJJ1 324377.970000 PA USD 350559.120000 0.0005127 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412PN23 22665.200000 PA USD 25086.710000 0.0000367 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412PRQ6 3010.150000 PA USD 3136.200000 0.0000046 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412PZC8 856386.030000 PA USD 962564.820000 0.0014076 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412PZH7 33580.500000 PA USD 34592.770000 0.0000506 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412P4H1 6247.070000 PA USD 6754.540000 0.0000099 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QCA5 1824302.430000 PA USD 1900696.460000 0.0027796 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QC31 75862.920000 PA USD 78580.570000 0.0001149 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QDK2 329089.860000 PA USD 356140.120000 0.0005208 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QEQ8 2959.530000 PA USD 3083.550000 0.0000045 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QGK9 58653.280000 PA USD 64856.910000 0.0000948 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31412QJU4 6208.850000 PA USD 6579.980000 0.0000096 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QUX5 36958.520000 PA USD 38510.050000 0.0000563 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412RB63 2627995.630000 PA USD 2760638.900000 0.0040371 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412RB71 77991.920000 PA USD 81393.650000 0.0001190 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412REL7 91355.580000 PA USD 101025.330000 0.0001477 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31412RFA0 18402.230000 PA USD 18984.220000 0.0000278 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412SA96 3350.230000 PA USD 3608.240000 0.0000053 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412SDJ1 2779.190000 PA USD 2862.970000 0.0000042 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412SEC5 226964.350000 PA USD 245283.060000 0.0003587 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412SNA9 2110.170000 PA USD 2256.040000 0.0000033 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31412SP58 2494.660000 PA USD 2569.860000 0.0000038 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412STK1 21512.070000 PA USD 24908.970000 0.0000364 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412TBF9 15176.590000 PA USD 15634.080000 0.0000229 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412TM67 94797.070000 PA USD 106819.180000 0.0001562 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412TSW4 170171.520000 PA USD 195559.300000 0.0002860 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412TT94 95426.690000 PA USD 98303.280000 0.0001438 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412TXE8 7876.380000 PA USD 8856.300000 0.0000130 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412T4Y6 26700.680000 PA USD 29530.450000 0.0000432 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412UDF4 25436.400000 PA USD 26440.670000 0.0000387 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412UNJ5 14888.300000 PA USD 16601.930000 0.0000243 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412UNX4 55302.610000 PA USD 61133.960000 0.0000894 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412UV72 5846.040000 PA USD 6118.350000 0.0000089 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412U6S4 8755.640000 PA USD 9123.520000 0.0000133 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412VBJ6 84160.480000 PA USD 88545.360000 0.0001295 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412VQF8 899.590000 PA USD 993.960000 0.0000015 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412V4K1 67400.880000 PA USD 76389.960000 0.0001117 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412WMK9 76080.350000 PA USD 84127.490000 0.0001230 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XDR2 1073.410000 PA USD 1233.220000 0.0000018 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XES9 14491.010000 PA USD 16666.090000 0.0000244 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XFE9 110522.110000 PA USD 127920.290000 0.0001871 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XFF6 27559.290000 PA USD 31874.930000 0.0000466 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XGY4 250420.090000 PA USD 287925.370000 0.0004211 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XJC9 121017.950000 PA USD 139102.310000 0.0002034 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XLB8 7059.350000 PA USD 8162.950000 0.0000119 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XPW8 24512.730000 PA USD 27399.920000 0.0000401 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XRY2 6343.190000 PA USD 7008.610000 0.0000102 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XR97 132007.080000 PA USD 151761.080000 0.0002219 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XZK3 17448.950000 PA USD 19291.630000 0.0000282 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412YC42 146724.430000 PA USD 166554.590000 0.0002436 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412YFT4 6512.100000 PA USD 7447.450000 0.0000109 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412YNW8 71459.140000 PA USD 81851.910000 0.0001197 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412YPX4 63993.730000 PA USD 70875.550000 0.0001036 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413AF99 8780.200000 PA USD 9701.270000 0.0000142 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413ALQ4 31334.080000 PA USD 33513.450000 0.0000490 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31413A3K7 73427.870000 PA USD 81212.850000 0.0001188 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413BFS5 32406.840000 PA USD 33709.660000 0.0000493 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31413BPY1 53838.170000 PA USD 62277.120000 0.0000911 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413BP39 9186.290000 PA USD 10539.970000 0.0000154 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413BSE2 136122.490000 PA USD 156456.210000 0.0002288 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413BU58 17583.530000 PA USD 20203.720000 0.0000295 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413BXF3 115386.070000 PA USD 130041.880000 0.0001902 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413BY88 1939.480000 PA USD 1944.210000 0.0000028 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413CHS1 13376.630000 PA USD 14848.820000 0.0000217 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413CLH0 24218.990000 PA USD 27695.440000 0.0000405 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413CN54 897.830000 PA USD 911.650000 0.0000013 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413CQD4 1924.460000 PA USD 1987.700000 0.0000029 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31413CYR4 21808.130000 PA USD 22619.400000 0.0000331 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31413C3T4 50342.510000 PA USD 54506.900000 0.0000797 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413DBH9 33071.820000 PA USD 38026.120000 0.0000556 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413DJ40 8772.760000 PA USD 10085.240000 0.0000147 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413DK97 159862.360000 PA USD 183394.910000 0.0002682 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413DL88 348038.250000 PA USD 389414.530000 0.0005695 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413DPL5 4768.670000 PA USD 4912.420000 0.0000072 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31413DT23 924.820000 PA USD 1042.790000 0.0000015 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413D2T3 78208.590000 PA USD 89891.220000 0.0001315 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413D6C6 562235.320000 PA USD 646389.040000 0.0009453 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413D6E2 13297.320000 PA USD 14906.200000 0.0000218 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413EAM7 66117.840000 PA USD 73054.150000 0.0001068 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413ECR4 141622.500000 PA USD 160753.290000 0.0002351 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413FLF7 317371.280000 PA USD 362947.970000 0.0005308 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413F4J8 11953.590000 PA USD 13564.110000 0.0000198 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413GSM3 65.810000 PA USD 65.750000 0.0000001 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413HU71 104959.450000 PA USD 120692.240000 0.0001765 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413HW95 146119.980000 PA USD 161724.440000 0.0002365 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413HYF9 148449.490000 PA USD 164699.240000 0.0002409 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413H2P2 211744.160000 PA USD 243385.380000 0.0003559 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413JCR3 117521.870000 PA USD 134603.870000 0.0001968 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413JDK7 16419.010000 PA USD 17200.580000 0.0000252 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 3.981 N N N N N N FNMA PASS THRU POOLS N/A 31413JUL6 13015.210000 PA USD 15040.670000 0.0000220 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413JYN8 3119.310000 PA USD 3213.340000 0.0000047 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31413KEQ0 68389.180000 PA USD 75634.120000 0.0001106 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413KRN3 5338.870000 PA USD 6015.740000 0.0000088 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413LS83 11767.430000 PA USD 13522.730000 0.0000198 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413LVF3 32231.070000 PA USD 35779.430000 0.0000523 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413LXS3 170817.120000 PA USD 192302.170000 0.0002812 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413MHX8 4055.070000 PA USD 4191.730000 0.0000061 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413QEC8 15113.010000 PA USD 15568.580000 0.0000228 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31413QK49 2034.150000 PA USD 2256.370000 0.0000033 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413QXJ2 326811.750000 PA USD 361095.320000 0.0005281 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413QY69 110332.260000 PA USD 122041.290000 0.0001785 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413REC6 15783.060000 PA USD 17560.340000 0.0000257 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413RHU3 211992.450000 PA USD 220607.910000 0.0003226 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31413RSY3 37058.060000 PA USD 40947.080000 0.0000599 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413R2Y1 137686.530000 PA USD 155058.940000 0.0002268 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413SGF5 44430.990000 PA USD 49091.940000 0.0000718 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413TJP8 34233.780000 PA USD 38534.930000 0.0000564 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413TY63 15956.790000 PA USD 16457.740000 0.0000241 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31413VDW4 2985.080000 PA USD 3300.330000 0.0000048 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413XU27 1959881.640000 PA USD 2200356.770000 0.0032178 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 5.03 N N N N N N FNMA PASS THRU POOLS N/A 31413YSB8 34916.520000 PA USD 38620.750000 0.0000565 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413YUC3 22432.010000 PA USD 23022.880000 0.0000337 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413Y2L4 499833.110000 PA USD 561183.960000 0.0008207 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414ADT6 10183.740000 PA USD 11252.050000 0.0000165 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414AEX6 6313.910000 PA USD 7130.710000 0.0000104 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414AG89 8777.080000 PA USD 10095.000000 0.0000148 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414AHS4 101133.320000 PA USD 113998.770000 0.0001667 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414AT28 63309.310000 PA USD 71284.410000 0.0001042 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414A5F5 16591.550000 PA USD 17091.690000 0.0000250 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414BGG9 73166.020000 PA USD 78223.890000 0.0001144 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31414BJX9 6899.050000 PA USD 7107.020000 0.0000104 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414B2U3 338415.250000 PA USD 349046.030000 0.0005104 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414CGA0 730.410000 PA USD 753.400000 0.0000011 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414CGN2 28858.930000 PA USD 29937.120000 0.0000438 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414CJF6 2853.090000 PA USD 3149.010000 0.0000046 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31414CJS8 7022.240000 PA USD 7910.900000 0.0000116 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414CLJ5 841515.290000 PA USD 948192.920000 0.0013866 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414CQ76 20712.470000 PA USD 21444.150000 0.0000314 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414CT40 108355.460000 PA USD 122128.830000 0.0001786 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414CXU7 738.120000 PA USD 831.500000 0.0000012 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414CZB7 325718.000000 PA USD 366957.250000 0.0005366 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414C4X3 437440.280000 PA USD 451956.060000 0.0006609 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414DB70 12707.100000 PA USD 13227.340000 0.0000193 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414DDG8 49509.850000 PA USD 51517.270000 0.0000753 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414DES1 112534.450000 PA USD 117027.450000 0.0001711 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414DFL5 154684.320000 PA USD 161082.410000 0.0002356 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414DFQ4 21432.790000 PA USD 24150.390000 0.0000353 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414DJ80 57343.750000 PA USD 59238.600000 0.0000866 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414DLJ3 54308.930000 PA USD 56236.010000 0.0000822 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414DPM2 27626.740000 PA USD 28491.250000 0.0000417 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414EFW9 16963.150000 PA USD 17599.940000 0.0000257 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414EQZ0 39544.150000 PA USD 44535.170000 0.0000651 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414EQ64 3177.710000 PA USD 3289.630000 0.0000048 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414GBF5 21556.080000 PA USD 22037.380000 0.0000322 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414GDN6 127452.980000 PA USD 144404.170000 0.0002112 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414GJ34 4953.160000 PA USD 5575.350000 0.0000082 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414GSS9 32966.050000 PA USD 36461.940000 0.0000533 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414HM87 43878.300000 PA USD 45200.990000 0.0000661 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414JCX9 22487.510000 PA USD 24062.160000 0.0000352 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31414JJR5 8282.960000 PA USD 9323.160000 0.0000136 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414JKQ5 4560.770000 PA USD 5095.600000 0.0000075 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414LBY3 364949.100000 PA USD 378879.780000 0.0005541 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414MPD2 5155.500000 PA USD 5809.950000 0.0000085 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414MPP5 693.940000 PA USD 714.860000 0.0000010 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414MPX8 84869.180000 PA USD 94887.220000 0.0001388 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414MXM3 66771.800000 PA USD 73776.370000 0.0001079 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414M2D7 105776.390000 PA USD 118653.660000 0.0001735 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414NAG9 153938.050000 PA USD 178611.310000 0.0002612 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414NCB8 199504.410000 PA USD 224053.220000 0.0003277 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414PM22 4423.400000 PA USD 4573.930000 0.0000067 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414PUV9 6539.060000 PA USD 7354.740000 0.0000108 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414PYK9 80368.360000 PA USD 86855.040000 0.0001270 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414P5U9 46896.290000 PA USD 51920.790000 0.0000759 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414QAG2 53385.000000 PA USD 60162.160000 0.0000880 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414QES2 190.170000 PA USD 195.940000 0.0000003 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414QKM8 1544.930000 PA USD 1591.500000 0.0000023 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414QX28 13854.170000 PA USD 14359.390000 0.0000210 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414RG25 6864.980000 PA USD 7585.140000 0.0000111 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414RJQ9 112095.530000 PA USD 125796.700000 0.0001840 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414RMN2 3091.410000 PA USD 3205.870000 0.0000047 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414SNF6 17634.150000 PA USD 18349.200000 0.0000268 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414SXL2 49598.450000 PA USD 51639.210000 0.0000755 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414SYA5 18630.080000 PA USD 20965.560000 0.0000307 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414S3N1 12101.490000 PA USD 12466.280000 0.0000182 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414TA76 2537.380000 PA USD 2641.150000 0.0000039 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414TKN0 3959.750000 PA USD 4559.430000 0.0000067 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414TUG4 11991.430000 PA USD 12353.290000 0.0000181 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414TWB3 162784.210000 PA USD 180187.970000 0.0002635 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414TZ87 3949.860000 PA USD 4068.930000 0.0000060 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414T6H9 285964.890000 PA USD 309045.650000 0.0004519 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414UH50 43480.790000 PA USD 44792.060000 0.0000655 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414UUN6 1800.640000 PA USD 1854.920000 0.0000027 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414UZ84 5437301.090000 PA USD 6259417.860000 0.0091537 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414VB96 506547.850000 PA USD 567681.030000 0.0008302 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415ALT6 2929.090000 PA USD 3297.680000 0.0000048 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415AMF5 1725.190000 PA USD 1777.190000 0.0000026 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415AU33 60694.760000 PA USD 64993.490000 0.0000950 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31415AWT4 3015.140000 PA USD 3130.890000 0.0000046 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415AWU1 4787.830000 PA USD 4947.380000 0.0000072 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415AZH7 32450.880000 PA USD 36157.640000 0.0000529 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415BBM0 4085.330000 PA USD 4249.920000 0.0000062 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415BDY2 8324.460000 PA USD 8575.400000 0.0000125 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415BFV6 6438.720000 PA USD 6632.810000 0.0000097 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415BM71 32142.540000 PA USD 36032.600000 0.0000527 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415BYN3 3405.560000 PA USD 3763.980000 0.0000055 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415B6E4 12045.920000 PA USD 12409.040000 0.0000181 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415LA31 31140.090000 PA USD 32078.790000 0.0000469 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415LVW4 58131.520000 PA USD 60052.010000 0.0000878 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415L4U8 11370.360000 PA USD 12288.080000 0.0000180 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415MFQ3 181639.540000 PA USD 189055.990000 0.0002765 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415MZS7 1749.410000 PA USD 1802.150000 0.0000026 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415PA99 106347.890000 PA USD 119682.320000 0.0001750 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415PB98 13564.510000 PA USD 13974.050000 0.0000204 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415PF94 114593.310000 PA USD 128826.750000 0.0001884 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415PMA3 348260.020000 PA USD 394135.530000 0.0005764 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415PMH8 798.660000 PA USD 902.770000 0.0000013 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415PWA2 24786.070000 PA USD 25534.790000 0.0000373 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415PX45 118872.080000 PA USD 131395.160000 0.0001922 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415PYX0 15495.240000 PA USD 17454.870000 0.0000255 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415PZX9 103679.730000 PA USD 116712.750000 0.0001707 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415P4L9 79171.890000 PA USD 87525.280000 0.0001280 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415QAQ9 3014.330000 PA USD 3134.170000 0.0000046 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415QGD2 452.750000 PA USD 489.290000 0.0000007 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415RJE5 61246.260000 PA USD 70418.350000 0.0001030 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415RL36 2991.640000 PA USD 3316.790000 0.0000049 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415R3M4 16147.970000 PA USD 17574.490000 0.0000257 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415SK84 33289.860000 PA USD 37551.120000 0.0000549 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415SM41 61629.620000 PA USD 66603.860000 0.0000974 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415S6K3 76039.880000 PA USD 84169.710000 0.0001231 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415TAH3 18852.330000 PA USD 19420.620000 0.0000284 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415TB41 36083.010000 PA USD 40484.410000 0.0000592 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415TS84 14053.800000 PA USD 14479.020000 0.0000212 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415VGJ8 1650.020000 PA USD 1824.620000 0.0000027 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415VK61 2815.710000 PA USD 3231.920000 0.0000047 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415VLY9 71001.530000 PA USD 79369.050000 0.0001161 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415WPJ6 728052.520000 PA USD 833184.350000 0.0012184 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415WQ55 72380.950000 PA USD 80767.650000 0.0001181 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415WZT3 4006.780000 PA USD 4128.410000 0.0000060 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415XAE1 1886.470000 PA USD 1984.800000 0.0000029 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415XER8 15843.430000 PA USD 18186.540000 0.0000266 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415XK34 2985.680000 PA USD 3344.610000 0.0000049 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415YC98 3386.490000 PA USD 3489.520000 0.0000051 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416ADE7 3395.930000 PA USD 3752.170000 0.0000055 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416AD72 108925.460000 PA USD 113092.830000 0.0001654 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31416AGW4 116733.190000 PA USD 124802.790000 0.0001825 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31416BAU2 1342.710000 PA USD 1384.320000 0.0000020 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BGE2 119194.710000 PA USD 132772.010000 0.0001942 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BKP2 14344.950000 PA USD 15847.700000 0.0000232 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31416BKY3 288104.700000 PA USD 330308.150000 0.0004830 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416BL89 80523.380000 PA USD 92741.460000 0.0001356 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416BMS4 100746.660000 PA USD 116044.770000 0.0001697 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416BN53 1908.090000 PA USD 2158.500000 0.0000032 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BSW9 61967.050000 PA USD 62577.810000 0.0000915 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BTG3 71873.940000 PA USD 82684.680000 0.0001209 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416BUF3 62432.090000 PA USD 65027.870000 0.0000951 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BY28 9440.350000 PA USD 9753.790000 0.0000143 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BY36 9023.080000 PA USD 9336.420000 0.0000137 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BY51 6167.500000 PA USD 6381.370000 0.0000093 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416B3F3 293030.420000 PA USD 323948.380000 0.0004737 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416B3G1 41834.000000 PA USD 46248.710000 0.0000676 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416CC53 5753.110000 PA USD 5994.050000 0.0000088 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CC61 501622.490000 PA USD 522549.970000 0.0007642 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CDJ2 364643.950000 PA USD 411773.700000 0.0006022 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CE28 114758.520000 PA USD 119571.180000 0.0001749 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CJP2 59367.400000 PA USD 61835.440000 0.0000904 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CJ49 302746.390000 PA USD 348686.230000 0.0005099 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416CKQ8 6371.870000 PA USD 7194.310000 0.0000105 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CLT1 6601959.620000 PA USD 7604166.800000 0.0111203 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416H2G9 2614.150000 PA USD 2723.470000 0.0000040 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416H7F6 77506.480000 PA USD 83052.040000 0.0001215 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31416JPK1 76416.310000 PA USD 84492.320000 0.0001236 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416JPM7 19186.390000 PA USD 21244.500000 0.0000311 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416JZF1 164840.100000 PA USD 183532.810000 0.0002684 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416JZM6 119431.650000 PA USD 131912.250000 0.0001929 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31416J4Q1 13915.330000 PA USD 15606.000000 0.0000228 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416KA81 42501.940000 PA USD 45973.890000 0.0000672 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416LHY5 252042.690000 PA USD 260224.500000 0.0003806 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416LL79 35892.770000 PA USD 37361.990000 0.0000546 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416LQZ2 3746.680000 PA USD 3869.630000 0.0000057 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416MXC3 148930.010000 PA USD 153591.930000 0.0002246 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416MXK5 68658.350000 PA USD 76073.200000 0.0001112 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416M6W9 29963.700000 PA USD 33090.710000 0.0000484 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31416NBR2 2388.660000 PA USD 2494.020000 0.0000036 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416NDC3 337343.570000 PA USD 351398.190000 0.0005139 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416NKA9 4511.130000 PA USD 4649.470000 0.0000068 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416NSP8 527515.520000 PA USD 549640.200000 0.0008038 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416PPA9 9655.490000 PA USD 10888.730000 0.0000159 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416QME2 22038.560000 PA USD 22915.480000 0.0000335 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416QQ81 5346.740000 PA USD 5509.670000 0.0000081 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416QRU1 1253.640000 PA USD 1292.030000 0.0000019 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416QYE9 207099.240000 PA USD 216137.570000 0.0003161 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416RLD3 46950.430000 PA USD 48920.980000 0.0000715 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416RLJ0 5628.770000 PA USD 5800.040000 0.0000085 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416RXS7 179489.340000 PA USD 186998.040000 0.0002735 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416R6W8 74122.570000 PA USD 82172.340000 0.0001202 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416SCJ8 15937.040000 PA USD 17678.150000 0.0000259 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31416SED9 15153.600000 PA USD 16715.000000 0.0000244 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31416SMN8 36418.880000 PA USD 37952.160000 0.0000555 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416SMP3 10810.030000 PA USD 11155.830000 0.0000163 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416SQJ3 61719.220000 PA USD 64218.870000 0.0000939 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31416SWP2 189426.260000 PA USD 209301.690000 0.0003061 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31416TZM4 141193.120000 PA USD 147111.160000 0.0002151 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416T2P3 69848.910000 PA USD 72786.040000 0.0001064 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416VB37 179522.550000 PA USD 197953.580000 0.0002895 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31416VD68 21294.660000 PA USD 23520.660000 0.0000344 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31416VGC2 985883.750000 PA USD 1112736.050000 0.0016273 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416VJD7 153632.510000 PA USD 176650.910000 0.0002583 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416VJ47 9108474.870000 PA USD 10334490.890000 0.0151131 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416VSY1 15329.340000 PA USD 17314.500000 0.0000253 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416WHY1 70729.810000 PA USD 78218.150000 0.0001144 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31416W6N7 211022.230000 PA USD 218253.420000 0.0003192 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31416XEM8 13691.210000 PA USD 14160.470000 0.0000207 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31416XLK4 14580.100000 PA USD 15079.830000 0.0000221 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31416XMX5 792486.020000 PA USD 847276.510000 0.0012391 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31416XSX9 52455.980000 PA USD 56062.040000 0.0000820 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31416XUQ1 25375.760000 PA USD 26140.700000 0.0000382 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416XWG1 5157.530000 PA USD 5334.420000 0.0000078 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31416YBX5 79993.250000 PA USD 82736.350000 0.0001210 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31416YE87 5140.310000 PA USD 5779.400000 0.0000085 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416YNA2 777296.830000 PA USD 844311.510000 0.0012347 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31416YTK4 46662.870000 PA USD 48606.080000 0.0000711 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31416YTL2 13726.040000 PA USD 14276.950000 0.0000209 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31416YWR5 29998.490000 PA USD 33670.110000 0.0000492 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31416YYR3 595312.280000 PA USD 645197.910000 0.0009435 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416Y3D8 10452.560000 PA USD 10903.940000 0.0000159 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31417BK55 39607.790000 PA USD 41292.430000 0.0000604 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31417DU50 175896.410000 PA USD 181353.790000 0.0002652 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31417FR75 32185.600000 PA USD 33208.420000 0.0000486 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31417F3F3 1665894.870000 PA USD 1717589.340000 0.0025118 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31417GAV8 21017.580000 PA USD 21669.030000 0.0000317 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31417GJ23 136506.630000 PA USD 147958.310000 0.0002164 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417GPV2 16719.470000 PA USD 17237.370000 0.0000252 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31417GTQ9 181153.160000 PA USD 186845.630000 0.0002732 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31417GTS5 168925.830000 PA USD 173802.580000 0.0002542 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31417GWZ5 592392.020000 PA USD 610348.300000 0.0008926 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31417GZS8 54398.830000 PA USD 56084.090000 0.0000820 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31417G3T1 1290950.140000 PA USD 1329615.680000 0.0019444 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31417JJG6 3810.500000 PA USD 4008.220000 0.0000059 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417JS92 65489.420000 PA USD 67834.950000 0.0000992 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417JYM6 9147.870000 PA USD 9483.070000 0.0000139 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417JZW3 25146.750000 PA USD 26204.060000 0.0000383 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417J2B5 8532.900000 PA USD 9561.500000 0.0000140 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417KTX5 67375.090000 PA USD 70195.110000 0.0001027 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417KVX2 22591.020000 PA USD 23535.900000 0.0000344 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417LTE5 258.890000 PA USD 266.690000 0.0000004 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417MFB4 23422.890000 PA USD 25582.770000 0.0000374 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417MQT3 15360.580000 PA USD 17233.440000 0.0000252 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417MRW5 38773.370000 PA USD 39956.760000 0.0000584 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417MUQ4 101519.790000 PA USD 105774.930000 0.0001547 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417M5X7 360012.150000 PA USD 373175.720000 0.0005457 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417NBY6 26010.530000 PA USD 28596.370000 0.0000418 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417NKV2 30720.080000 PA USD 32068.730000 0.0000469 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417NNH0 61822.930000 PA USD 64420.550000 0.0000942 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417QKM5 10912.060000 PA USD 11367.950000 0.0000166 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417QMY7 291861.820000 PA USD 304121.650000 0.0004447 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417QNU4 2922.260000 PA USD 3010.350000 0.0000044 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417QTY0 257473.090000 PA USD 267521.090000 0.0003912 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417Q4S0 246546.820000 PA USD 262379.430000 0.0003837 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417Q7J7 61305.530000 PA USD 67850.920000 0.0000992 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31417SAP5 963554.970000 PA USD 1004118.890000 0.0014684 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417SBP4 8070.200000 PA USD 8923.070000 0.0000130 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417SCT5 23486.070000 PA USD 24472.080000 0.0000358 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417SDJ6 26467.720000 PA USD 29701.280000 0.0000434 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417SXE5 133332.990000 PA USD 137423.910000 0.0002010 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417S3V0 4524.210000 PA USD 5108.190000 0.0000075 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31417TNB0 118157.590000 PA USD 124117.250000 0.0001815 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417URB3 36227.030000 PA USD 37336.050000 0.0000546 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417URP2 30651.780000 PA USD 31820.490000 0.0000465 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417VD42 10762.030000 PA USD 11095.910000 0.0000162 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417VP23 99914.730000 PA USD 104116.090000 0.0001523 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417VRQ8 1884564.380000 PA USD 1964105.920000 0.0028723 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417VR62 133409.930000 PA USD 137478.030000 0.0002010 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417V2A0 393170.450000 PA USD 409694.280000 0.0005991 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417V4Y6 73579.050000 PA USD 77307.050000 0.0001131 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417V4Z3 16602.330000 PA USD 17441.970000 0.0000255 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417WLV1 52977.730000 PA USD 54948.330000 0.0000804 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417WPS4 114213.490000 PA USD 118292.190000 0.0001730 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417WXW6 60522.430000 PA USD 62355.480000 0.0000912 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MFH0 129965.130000 PA USD 131136.600000 0.0001918 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MLS9 12446.870000 PA USD 12865.130000 0.0000188 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418MMK5 484337.320000 PA USD 557870.180000 0.0008158 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31418MNB4 91433.900000 PA USD 103254.070000 0.0001510 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MP22 3542.600000 PA USD 4080.440000 0.0000060 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31418MSR4 207581.600000 PA USD 234406.910000 0.0003428 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MUB6 4872.950000 PA USD 5413.070000 0.0000079 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418MWK4 572235.850000 PA USD 647591.180000 0.0009470 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MXQ0 10997.900000 PA USD 11462.010000 0.0000168 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418M4X7 218.620000 PA USD 225.210000 0.0000003 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418M6M9 36135.690000 PA USD 36497.030000 0.0000534 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418NA42 122990.210000 PA USD 137297.620000 0.0002008 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418N2D1 372925.140000 PA USD 415042.040000 0.0006070 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31418PFN0 767147.960000 PA USD 805906.680000 0.0011786 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418PTE5 30056.970000 PA USD 31103.230000 0.0000455 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418PW84 179465.590000 PA USD 195002.250000 0.0002852 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418QAY9 174165.440000 PA USD 179500.840000 0.0002625 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418RFR7 35075.870000 PA USD 37023.590000 0.0000541 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418RGZ8 76385.590000 PA USD 85646.130000 0.0001252 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418RHH7 66012.740000 PA USD 69668.360000 0.0001019 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418SC56 3494.820000 PA USD 3873.780000 0.0000057 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31418SLM9 83792.450000 PA USD 88143.570000 0.0001289 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418TCL9 28064.450000 PA USD 30301.190000 0.0000443 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418TUE5 65256.750000 PA USD 70680.750000 0.0001034 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418UZM9 12392.540000 PA USD 13399.980000 0.0000196 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418U2D5 44234.540000 PA USD 46133.630000 0.0000675 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418VSA1 15421.890000 PA USD 16844.780000 0.0000246 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418VZ62 40749.070000 PA USD 41984.330000 0.0000614 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418WFK1 55935.130000 PA USD 59782.970000 0.0000874 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418WUV0 32936.930000 PA USD 36308.670000 0.0000531 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418XGS1 126508.770000 PA USD 133220.100000 0.0001948 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419ADH7 294413.350000 PA USD 338990.780000 0.0004957 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31419AE45 226407.390000 PA USD 255601.490000 0.0003738 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31419AG35 27181.980000 PA USD 29463.760000 0.0000431 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419AL70 1109185.290000 PA USD 1277598.320000 0.0018684 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31419AM46 3458.540000 PA USD 3524.540000 0.0000052 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31419ANJ2 232022.710000 PA USD 262033.650000 0.0003832 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31419AN29 14557.080000 PA USD 15143.160000 0.0000221 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419AN94 52819.710000 PA USD 54965.870000 0.0000804 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419AU54 265257.680000 PA USD 304394.670000 0.0004451 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31419AX93 212501.520000 PA USD 219779.990000 0.0003214 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31419AYG6 405289.890000 PA USD 419181.170000 0.0006130 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31419A4N4 35870.250000 PA USD 37693.770000 0.0000551 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31419BK20 214095.750000 PA USD 228897.470000 0.0003347 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419BMA0 236761.290000 PA USD 253132.560000 0.0003702 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419BMP7 189667.660000 PA USD 202780.270000 0.0002965 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419BSF3 7911.460000 PA USD 8182.430000 0.0000120 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31419C5E9 101277.150000 PA USD 105386.230000 0.0001541 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419DCH2 128940.830000 PA USD 134310.140000 0.0001964 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31419DMT5 79032.260000 PA USD 82403.280000 0.0001205 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419DRY9 56743.030000 PA USD 59041.220000 0.0000863 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419DSA0 6062.570000 PA USD 6322.120000 0.0000092 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419DXW6 73325.770000 PA USD 76314.830000 0.0001116 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419EGF0 509963.660000 PA USD 557551.870000 0.0008154 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31419FGN0 25777.790000 PA USD 27248.530000 0.0000398 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419FG42 72800.660000 PA USD 75747.980000 0.0001108 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419F2Y1 98883.290000 PA USD 104048.560000 0.0001522 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419F3B0 15175.590000 PA USD 16478.500000 0.0000241 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31419HPS5 102849.940000 PA USD 107013.890000 0.0001565 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419JBE7 8632.120000 PA USD 8930.020000 0.0000131 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31419JW87 3796.100000 PA USD 3926.420000 0.0000057 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31419KEV3 31272.140000 PA USD 32343.230000 0.0000473 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31419KH32 13637.660000 PA USD 15086.540000 0.0000221 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31419KK79 46922.780000 PA USD 48530.010000 0.0000710 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31419KLG8 203033.660000 PA USD 209984.700000 0.0003071 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31419LA86 22358.650000 PA USD 23270.780000 0.0000340 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419LF65 8465.270000 PA USD 8807.420000 0.0000129 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419LX32 215225.700000 PA USD 230571.310000 0.0003372 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419LZF3 37026.060000 PA USD 40816.070000 0.0000597 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31419L2Y8 143645.080000 PA USD 158453.330000 0.0002317 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31419MAQ4 33790.980000 PA USD 35158.150000 0.0000514 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A17K1 133278.340000 PA USD 144417.670000 0.0002112 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A2AX7 9786.290000 PA USD 10459.810000 0.0000153 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A2A82 650445.730000 PA USD 696701.500000 0.0010189 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A2E54 55199.710000 PA USD 57092.090000 0.0000835 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A2J59 47853.480000 PA USD 49492.920000 0.0000724 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A3K30 27010.200000 PA USD 28116.600000 0.0000411 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A4FC4 1769.100000 PA USD 1823.600000 0.0000027 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A4R23 205416.570000 PA USD 220005.370000 0.0003217 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A5CR1 28720.300000 PA USD 29709.730000 0.0000434 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A5F23 134301.840000 PA USD 143859.770000 0.0002104 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A6EB2 26957.030000 PA USD 27881.750000 0.0000408 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A6FA3 117684.150000 PA USD 127578.170000 0.0001866 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A6H37 46005.770000 PA USD 47882.370000 0.0000700 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A6JS0 11857.620000 PA USD 12853.770000 0.0000188 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A6ST8 259711.400000 PA USD 286564.000000 0.0004191 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A6U24 93624.750000 PA USD 97425.930000 0.0001425 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A6Y20 77498.340000 PA USD 80154.060000 0.0001172 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A7GN2 115759.310000 PA USD 121721.970000 0.0001780 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A7GY8 270149.540000 PA USD 279414.350000 0.0004086 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A8Q25 66677.980000 PA USD 71440.420000 0.0001045 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138A8ZD1 42651.760000 PA USD 47024.210000 0.0000688 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138AA4S7 63001.930000 PA USD 68301.070000 0.0000999 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ADUP8 28598.660000 PA USD 30964.930000 0.0000453 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138AGCK2 29924.780000 PA USD 31091.290000 0.0000455 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138AGL30 87215.820000 PA USD 91850.010000 0.0001343 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138AJNN8 40044.860000 PA USD 41676.650000 0.0000609 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AJ3A8 147103.650000 PA USD 152154.740000 0.0002225 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138AMUJ2 3021.800000 PA USD 3276.330000 0.0000048 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ANLY7 264872.710000 PA USD 287894.220000 0.0004210 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138ANRV7 43702.780000 PA USD 45484.460000 0.0000665 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138APW95 108978.730000 PA USD 112734.190000 0.0001649 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ASU26 30273.920000 PA USD 31493.030000 0.0000461 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AUQ75 101496.590000 PA USD 105725.910000 0.0001546 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138AVKK0 547148.850000 PA USD 587647.440000 0.0008594 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AVRM9 9132.370000 PA USD 9465.190000 0.0000138 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138AV6Q3 50365.300000 PA USD 52413.150000 0.0000766 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AWFT5 88886.300000 PA USD 95013.110000 0.0001389 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AWYU1 38549.030000 PA USD 39881.160000 0.0000583 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138AW4D2 11468.580000 PA USD 12257.470000 0.0000179 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AW5B5 201970.070000 PA USD 210107.180000 0.0003073 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138AXW31 19185.600000 PA USD 20666.030000 0.0000302 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AYWD7 30363.940000 PA USD 31712.300000 0.0000464 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138E0RK7 82604.070000 PA USD 88294.650000 0.0001291 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138E0U98 69451.410000 PA USD 71866.060000 0.0001051 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138E1BR7 11488.960000 PA USD 11985.360000 0.0000175 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138E1DW4 59124.030000 PA USD 61534.920000 0.0000900 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138E2MJ1 282555.760000 PA USD 293906.400000 0.0004298 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138E2TB1 226622.700000 PA USD 242232.200000 0.0003542 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138E4RU7 127063.260000 PA USD 132681.780000 0.0001940 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138E55D6 77560.890000 PA USD 83720.030000 0.0001224 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138E6VD5 228130.940000 PA USD 245655.230000 0.0003592 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138E8CG5 120754.590000 PA USD 129091.930000 0.0001888 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138E9PM6 389098.010000 PA USD 411891.900000 0.0006023 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138EAF44 170231.100000 PA USD 182410.210000 0.0002668 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138EBRJ6 28057.150000 PA USD 29226.940000 0.0000427 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EBXA8 11407.550000 PA USD 11882.990000 0.0000174 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EEQX0 22040.180000 PA USD 23023.690000 0.0000337 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EEVA4 71893.570000 PA USD 74830.530000 0.0001094 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138EGCU6 468980.110000 PA USD 529612.360000 0.0007745 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGC51 256573.670000 PA USD 274531.790000 0.0004015 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGFA7 18122.980000 PA USD 19643.770000 0.0000287 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGHG2 25971.340000 PA USD 26149.750000 0.0000382 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGP57 176956.180000 PA USD 189238.670000 0.0002767 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGQ49 138122.290000 PA USD 155858.850000 0.0002279 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGRE6 146812.330000 PA USD 165796.800000 0.0002425 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGSJ4 1358333.260000 PA USD 1531943.990000 0.0022403 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGTU8 25806.260000 PA USD 26649.190000 0.0000390 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGUL6 52328.890000 PA USD 54971.760000 0.0000804 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGXD1 867378.610000 PA USD 979407.390000 0.0014323 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EG2G8 231208.910000 PA USD 261119.220000 0.0003819 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EG3L6 12433.760000 PA USD 13078.020000 0.0000191 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EG7L2 75637.000000 PA USD 81052.180000 0.0001185 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138EHAQ5 10155.400000 PA USD 11697.050000 0.0000171 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EHN65 13030.160000 PA USD 15007.940000 0.0000219 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EHQ88 28891.760000 PA USD 29653.870000 0.0000434 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EHS78 26096.660000 PA USD 28850.560000 0.0000422 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EHWP3 1243.990000 PA USD 1281.830000 0.0000019 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EHX49 49122812.200000 PA USD 49044486.370000 0.0717224 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 3.43 N N N N N N FNMA PASS THRU POOLS N/A 3138EH3E0 473114.560000 PA USD 523013.530000 0.0007649 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EH5D0 16697.130000 PA USD 19231.390000 0.0000281 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EJE20 3176470.050000 PA USD 3269380.720000 0.0047811 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 3.044 N N N N N N FNMA PASS THRU POOLS N/A 3138EJFZ6 420901.910000 PA USD 432542.820000 0.0006325 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 3.155 N N N N N N FNMA PASS THRU POOLS N/A 3138EJPJ1 32164.500000 PA USD 33457.430000 0.0000489 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EJRP5 247818.980000 PA USD 255406.510000 0.0003735 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 4.381 N N N N N N FNMA PASS THRU POOLS N/A 3138EJ7A0 1953396.980000 PA USD 2249146.710000 0.0032891 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EKHS7 8793.730000 PA USD 9186.400000 0.0000134 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EKLV5 585751.540000 PA USD 613168.780000 0.0008967 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EKMM4 165036.080000 PA USD 172405.520000 0.0002521 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EKRM9 366640.140000 PA USD 382280.670000 0.0005590 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EKTD7 109539.610000 PA USD 114139.360000 0.0001669 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EK2C8 15408.060000 PA USD 15875.230000 0.0000232 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ELA52 286373.410000 PA USD 307875.330000 0.0004502 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ELCT8 19032326.960000 PA USD 21921953.970000 0.0320585 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138ELFD0 136984.740000 PA USD 143074.130000 0.0002092 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ELFL2 46086.980000 PA USD 47908.820000 0.0000701 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ELLU5 74981.240000 PA USD 78222.470000 0.0001144 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ELPB3 449248.650000 PA USD 478626.490000 0.0006999 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138EL3N1 1033253.680000 PA USD 1142211.200000 0.0016704 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138ENBT5 2608523.040000 PA USD 2773886.990000 0.0040565 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ENEN5 45781.170000 PA USD 49942.870000 0.0000730 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ENEW5 8213714.590000 PA USD 8626891.050000 0.0126159 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 4.491 N N N N N N FNMA PASS THRU POOLS N/A 3138EN4H9 492043.490000 PA USD 532369.530000 0.0007785 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EN7B9 669189.970000 PA USD 747037.430000 0.0010925 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EN7J2 15237164.100000 PA USD 16389998.490000 0.0239686 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EPLH5 1814929.000000 PA USD 1952473.850000 0.0028553 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EPN91 15669248.580000 PA USD 16562953.730000 0.0242216 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138EQAG7 113788.420000 PA USD 120153.250000 0.0001757 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138EQA77 306880.260000 PA USD 339275.780000 0.0004962 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EQL75 28514.000000 PA USD 30503.490000 0.0000446 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138EQMS8 208825.170000 PA USD 217509.730000 0.0003181 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EQSS2 41909.790000 PA USD 42202.290000 0.0000617 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EQ5Y4 28336.000000 PA USD 30635.660000 0.0000448 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ETDC7 513228.740000 PA USD 541381.880000 0.0007917 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ETH33 1259072.210000 PA USD 1327247.530000 0.0019410 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ETJ98 2308302.500000 PA USD 2438075.360000 0.0035654 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ETQP4 209275.330000 PA USD 219871.860000 0.0003215 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ERA59 13685941.490000 PA USD 14447483.800000 0.0211279 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ERBQ2 13148319.330000 PA USD 13836225.460000 0.0202340 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ERDP2 14426136.870000 PA USD 15173311.080000 0.0221894 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EREC0 7056199.830000 PA USD 7447096.790000 0.0108906 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ERM64 36540170.020000 PA USD 37720542.110000 0.0551623 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138ERM72 13453792.600000 PA USD 13888184.080000 0.0203100 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138ERNP1 155058.120000 PA USD 158909.910000 0.0002324 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138ERUK4 101522.890000 PA USD 106670.670000 0.0001560 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ESCV8 234417.460000 PA USD 264407.820000 0.0003867 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ESC22 1099843.940000 PA USD 1215867.240000 0.0017781 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138L0E64 4934722.100000 PA USD 5008378.700000 0.0073242 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 2.68 N N N N N N FNMA PASS THRU POOLS N/A 3138L0N80 98100000.000000 PA USD 103502000.110000 0.1513608 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.87 N N N N N N FNMA PASS THRU POOLS N/A 3138LNB59 47508000.000000 PA USD 51687445.040000 0.0755874 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 3.32 N N N N N N FNMA PASS THRU POOLS N/A 3138LR6H0 133440.980000 PA USD 144647.350000 0.0002115 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138LTDW5 5781.680000 PA USD 6017.810000 0.0000088 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138LVC92 2179080.600000 PA USD 2335164.530000 0.0034149 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138LXQK8 158172.200000 PA USD 168338.740000 0.0002462 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138LXRN1 35402.480000 PA USD 36842.280000 0.0000539 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138M1YN2 75566.290000 PA USD 78644.880000 0.0001150 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138M12B3 72168.410000 PA USD 75838.230000 0.0001109 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138M4GY2 156931.680000 PA USD 160620.730000 0.0002349 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138M53B3 211247.740000 PA USD 219336.270000 0.0003208 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138M7M85 637396.480000 PA USD 681421.650000 0.0009965 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138M8H48 41550.730000 PA USD 43503.820000 0.0000636 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138M8J38 45251.400000 PA USD 46683.250000 0.0000683 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138M9WW7 1577700.800000 PA USD 1626659.330000 0.0023788 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138M9YM7 756180.040000 PA USD 778827.360000 0.0011390 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138MAM70 857083.610000 PA USD 915566.040000 0.0013389 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138MCWG5 309598.040000 PA USD 319188.150000 0.0004668 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138MGQ40 12234.230000 PA USD 13046.530000 0.0000191 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138MJVC0 113563.530000 PA USD 121003.920000 0.0001770 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138MN2Q2 46624.270000 PA USD 49964.110000 0.0000731 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138MN7E4 147292.590000 PA USD 151794.870000 0.0002220 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138MQAE3 487461.400000 PA USD 501359.370000 0.0007332 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138MQAH6 20093.660000 PA USD 20717.180000 0.0000303 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138MQGN7 406712.070000 PA USD 434842.610000 0.0006359 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138MR2J9 1135858.550000 PA USD 1170968.010000 0.0017124 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138MR7E5 11069.650000 PA USD 11413.150000 0.0000167 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138MSCG2 15280.970000 PA USD 15920.190000 0.0000233 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138NWMD8 158327.080000 PA USD 163240.430000 0.0002387 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138NWXX2 628600.770000 PA USD 645079.050000 0.0009434 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138NYVN2 407168.630000 PA USD 422756.250000 0.0006182 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138W1ZQ3 734246.720000 PA USD 755179.780000 0.0011044 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138W14Q7 183171.630000 PA USD 188855.500000 0.0002762 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138W3UT8 28886.200000 PA USD 29778.500000 0.0000435 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138W4DU2 667697.490000 PA USD 688177.740000 0.0010064 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138W5GJ1 37892.840000 PA USD 39068.770000 0.0000571 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138W5HT8 814994.900000 PA USD 839992.590000 0.0012284 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138W5LW6 37694.570000 PA USD 40322.350000 0.0000590 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138W5MS4 30365.780000 PA USD 31275.320000 0.0000457 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138W6EN2 7420692.520000 PA USD 7649346.240000 0.0111864 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138W75S9 168543.750000 PA USD 173774.170000 0.0002541 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138W9BG4 17628.810000 PA USD 18163.170000 0.0000266 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138W9DM9 132311.400000 PA USD 135931.310000 0.0001988 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138W9HZ6 765881.760000 PA USD 801770.860000 0.0011725 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138W9H86 362973.060000 PA USD 392387.380000 0.0005738 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138W9KT6 123326.680000 PA USD 126976.030000 0.0001857 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138W9K74 18188.790000 PA USD 19370.810000 0.0000283 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138W9LL2 1453889.230000 PA USD 1499004.580000 0.0021921 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138W9M56 84913.010000 PA USD 90445.230000 0.0001323 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138W9PA2 1039671.100000 PA USD 1106751.220000 0.0016185 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138W9SF8 2968096.490000 PA USD 3058064.360000 0.0044721 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138W93D0 267916.240000 PA USD 285916.770000 0.0004181 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138W95Z9 31540.700000 PA USD 32469.490000 0.0000475 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WAF69 372399.920000 PA USD 391229.670000 0.0005721 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WAPR2 119810.650000 PA USD 129178.050000 0.0001889 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WAV87 617390.000000 PA USD 636101.430000 0.0009302 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WAWW3 127220.780000 PA USD 136004.560000 0.0001989 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WBHP3 79317.500000 PA USD 85465.220000 0.0001250 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WBK79 985081.090000 PA USD 1040629.420000 0.0015218 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WBQF5 537429.960000 PA USD 568050.890000 0.0008307 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WBQ65 37663.060000 PA USD 40511.160000 0.0000592 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WCGA5 332259.590000 PA USD 360128.000000 0.0005266 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WCQB2 108872.220000 PA USD 118004.050000 0.0001726 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WCQG1 139626.020000 PA USD 147614.570000 0.0002159 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WCUU5 298891.990000 PA USD 315907.850000 0.0004620 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WC2C6 1075197.280000 PA USD 1136517.360000 0.0016620 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WDDT5 1142113.180000 PA USD 1206682.000000 0.0017646 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WDE72 380595.120000 PA USD 394202.700000 0.0005765 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WDJP7 128515.420000 PA USD 135841.370000 0.0001987 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WDKE0 40551.910000 PA USD 42865.130000 0.0000627 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WDQ38 39960.570000 PA USD 42508.100000 0.0000622 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WDT27 835890.120000 PA USD 883356.840000 0.0012918 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WDT35 28160.590000 PA USD 29763.210000 0.0000435 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WDWD9 1726389.560000 PA USD 1775540.680000 0.0025965 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WDX71 892663.870000 PA USD 943101.160000 0.0013792 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WDX89 3612989.810000 PA USD 3816402.800000 0.0055811 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WEAR0 1462343.850000 PA USD 1545051.170000 0.0022595 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WEKJ7 9350095.930000 PA USD 9751204.290000 0.0142601 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WENR6 2989879.520000 PA USD 3156863.810000 0.0046166 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WESG5 1180605.300000 PA USD 1249590.970000 0.0018274 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WET33 3065518.000000 PA USD 3237384.270000 0.0047343 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WEYH6 510980.900000 PA USD 539659.680000 0.0007892 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WEZ28 16957257.640000 PA USD 17898034.590000 0.0261740 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WE6Y0 136965.340000 PA USD 144587.160000 0.0002114 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFGG5 19365519.310000 PA USD 20445882.900000 0.0298999 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFGH3 9032946.960000 PA USD 9539855.530000 0.0139510 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFGJ9 6924786.960000 PA USD 7309355.560000 0.0106892 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFJL1 160888.890000 PA USD 169865.150000 0.0002484 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFJN7 6076700.740000 PA USD 6413245.200000 0.0093787 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFMJ2 20122100.360000 PA USD 21237813.880000 0.0310581 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFMZ6 2962421.680000 PA USD 3127984.020000 0.0045743 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFM78 27183.350000 PA USD 28693.080000 0.0000420 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFPW0 115332.070000 PA USD 121752.160000 0.0001780 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFPY6 14068696.250000 PA USD 14851382.840000 0.0217186 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFPZ3 4030339.390000 PA USD 4254598.840000 0.0062219 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFRJ7 17262315.840000 PA USD 18215381.420000 0.0266381 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFS23 12709545.240000 PA USD 13411388.570000 0.0196127 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFS80 17688237.760000 PA USD 18669804.590000 0.0273026 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFS98 7889118.430000 PA USD 8324800.910000 0.0121741 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFTF3 186806.320000 PA USD 201207.140000 0.0002942 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFW28 435805.180000 PA USD 446591.110000 0.0006531 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WFXD3 1213157.490000 PA USD 1280252.520000 0.0018722 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFYH3 12447685.880000 PA USD 13134315.290000 0.0192076 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WFYT7 416645.460000 PA USD 439664.530000 0.0006430 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WGAE4 30630.500000 PA USD 32320.370000 0.0000473 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WGB29 63503.060000 PA USD 67026.870000 0.0000980 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WGCY8 346689.530000 PA USD 355272.610000 0.0005195 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WGDE1 3379463.790000 PA USD 3571606.280000 0.0052231 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WGDK7 9581412.370000 PA USD 10103000.120000 0.0147746 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WGDL5 111177.400000 PA USD 117227.340000 0.0001714 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WGF74 21948136.620000 PA USD 23156312.840000 0.0338637 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WGGZ1 158347.520000 PA USD 167089.660000 0.0002444 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WGG24 216320.840000 PA USD 228177.130000 0.0003337 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WGHD9 1097305.220000 PA USD 1157470.150000 0.0016927 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WGHE7 2597492.240000 PA USD 2739768.290000 0.0040066 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WGMW1 323733.620000 PA USD 341082.660000 0.0004988 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WGMX9 952217.850000 PA USD 1004151.910000 0.0014685 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WGRS5 122244.420000 PA USD 128926.500000 0.0001885 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WGY24 617637.450000 PA USD 651319.360000 0.0009525 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WG7A6 4622182.110000 PA USD 4873447.400000 0.0071269 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WHBR2 2148252.670000 PA USD 2263036.470000 0.0033095 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WHGJ5 2279024.690000 PA USD 2401931.060000 0.0035126 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WHKF8 24603499.880000 PA USD 25882495.600000 0.0378504 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WHMH2 339793.230000 PA USD 354830.690000 0.0005189 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WHNT5 364018.180000 PA USD 383229.400000 0.0005604 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WHV82 21289.150000 PA USD 21842.680000 0.0000319 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WHWE8 21144.050000 PA USD 21669.280000 0.0000317 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WHXL1 67886.090000 PA USD 69698.410000 0.0001019 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WJBL1 1251441.950000 PA USD 1316780.440000 0.0019257 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WJJD1 27562.100000 PA USD 28239.580000 0.0000413 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WJK56 30544.800000 PA USD 31335.070000 0.0000458 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WJMJ4 21956.040000 PA USD 22822.830000 0.0000334 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WJPS1 19430.200000 PA USD 20461.450000 0.0000299 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WJYV4 468784.000000 PA USD 492165.380000 0.0007197 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WJ6C7 101044.230000 PA USD 106312.960000 0.0001555 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WK4P7 28747.200000 PA USD 29735.910000 0.0000435 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WK4Q5 392490.380000 PA USD 412648.200000 0.0006035 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WLCJ0 136931.680000 PA USD 143928.100000 0.0002105 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WMEB3 771404.870000 PA USD 795343.220000 0.0011631 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WMFX4 31379.000000 PA USD 32369.000000 0.0000473 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WMXL0 123103.200000 PA USD 126923.240000 0.0001856 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WM5V9 873138.950000 PA USD 899832.450000 0.0013159 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WM5X5 42906.540000 PA USD 44222.650000 0.0000647 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WNNZ8 51044.330000 PA USD 52628.470000 0.0000770 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WNXA2 113614.410000 PA USD 117140.260000 0.0001713 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WPGY4 176318.930000 PA USD 181779.020000 0.0002658 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WPHP2 250663.350000 PA USD 258442.380000 0.0003779 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WPUX0 15543.500000 PA USD 15970.680000 0.0000234 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WPV50 24378.830000 PA USD 24927.860000 0.0000365 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WP3X0 295980.380000 PA USD 305165.070000 0.0004463 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WP4D3 16506.130000 PA USD 17018.380000 0.0000249 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WQA28 14902.020000 PA USD 15364.190000 0.0000225 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WQA36 27695.480000 PA USD 28554.260000 0.0000418 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WQQS4 23335.760000 PA USD 24059.850000 0.0000352 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WQQ96 526698.800000 PA USD 543042.610000 0.0007941 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WRZV5 19906.710000 PA USD 20524.380000 0.0000300 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WSXJ2 793227.000000 PA USD 817843.090000 0.0011960 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WSYK8 1338888.510000 PA USD 1379472.040000 0.0020173 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WTDZ6 976997.900000 PA USD 1006965.030000 0.0014726 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WTRT5 50520.870000 PA USD 52088.410000 0.0000762 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WTRU2 103091.400000 PA USD 106285.620000 0.0001554 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WTRW8 125403.000000 PA USD 129294.580000 0.0001891 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WTUT1 1572695.370000 PA USD 1621498.880000 0.0023713 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WUD67 1826425.490000 PA USD 1883097.230000 0.0027538 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WUQS5 15099.710000 PA USD 15568.300000 0.0000228 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WUZX4 75124.910000 PA USD 78183.420000 0.0001143 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WVDL2 714455.060000 PA USD 735826.570000 0.0010761 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WVEW7 627945.570000 PA USD 645825.860000 0.0009445 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WVPH8 462452.120000 PA USD 476749.750000 0.0006972 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WVSQ5 855052.410000 PA USD 880355.680000 0.0012874 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WV3S8 820363.240000 PA USD 844933.370000 0.0012356 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WV4N8 140149.100000 PA USD 144245.760000 0.0002109 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WV5D9 285960.750000 PA USD 294831.580000 0.0004312 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WWA58 37283.740000 PA USD 38378.230000 0.0000561 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WWBD0 1471317.090000 PA USD 1513794.570000 0.0022138 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WWK99 775896.900000 PA USD 799960.530000 0.0011699 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WWMH9 8422.750000 PA USD 8618.110000 0.0000126 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WWYM5 745487.970000 PA USD 768342.300000 0.0011236 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WWZ44 518338.630000 PA USD 534004.860000 0.0007809 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WXG76 153335.820000 PA USD 157652.230000 0.0002305 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WXJ40 15752.830000 PA USD 16196.260000 0.0000237 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WXL47 412639.310000 PA USD 425443.910000 0.0006222 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WXMU8 193299.530000 PA USD 199228.770000 0.0002914 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WXND5 782438.980000 PA USD 805027.590000 0.0011773 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WXN94 297246.420000 PA USD 309348.400000 0.0004524 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WX5C7 698750.310000 PA USD 745090.790000 0.0010896 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WZFD9 17601.890000 PA USD 18116.390000 0.0000265 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WZLS9 288224.090000 PA USD 295345.740000 0.0004319 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WZ3F7 23855.530000 PA USD 25761.120000 0.0000377 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WZ3T7 383959.720000 PA USD 414192.860000 0.0006057 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138WZ5E8 845176.670000 PA USD 871101.310000 0.0012739 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X0BM9 473280.570000 PA USD 487626.600000 0.0007131 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X0DH8 45272.140000 PA USD 46813.000000 0.0000685 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138X0Y28 905855.000000 PA USD 933965.790000 0.0013658 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X0Y36 806875.980000 PA USD 832314.880000 0.0012172 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X1ES1 625331.290000 PA USD 642322.950000 0.0009393 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X1FG6 123675.390000 PA USD 127290.520000 0.0001861 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X1FQ4 14960.830000 PA USD 15371.180000 0.0000225 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X1HJ8 1246275.970000 PA USD 1284950.330000 0.0018791 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X1QY5 169655.620000 PA USD 174798.200000 0.0002556 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X1X27 610661.290000 PA USD 629171.670000 0.0009201 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X2PB4 273008.100000 PA USD 282300.070000 0.0004128 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138X2TB0 695478.810000 PA USD 715992.780000 0.0010471 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X2VS0 823857.040000 PA USD 849422.510000 0.0012422 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X2WZ3 960106.360000 PA USD 988863.240000 0.0014461 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X2XC3 1346959.310000 PA USD 1388274.700000 0.0020302 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X2YL2 21348.380000 PA USD 22010.870000 0.0000322 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X3EH1 62925.290000 PA USD 64854.010000 0.0000948 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X3EJ7 1564314.310000 PA USD 1612294.020000 0.0023578 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X3TA0 163080.140000 PA USD 168140.900000 0.0002459 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X3XH0 70297.330000 PA USD 72428.180000 0.0001059 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X33P5 17959.690000 PA USD 18508.600000 0.0000271 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X36T4 46349.580000 PA USD 49123.310000 0.0000718 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138X4PE4 935279.990000 PA USD 963293.510000 0.0014087 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X44Z0 876354.140000 PA USD 903549.510000 0.0013213 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X45A4 25328.200000 PA USD 26114.210000 0.0000382 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X45B2 15691.290000 PA USD 16138.650000 0.0000236 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X46Z8 2330285.810000 PA USD 2401763.200000 0.0035123 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X5BV8 248874.610000 PA USD 257362.200000 0.0003764 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138X5GY7 351722.800000 PA USD 374077.240000 0.0005470 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138X5SG3 1151529.450000 PA USD 1185146.950000 0.0017332 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X6EX9 403012.980000 PA USD 433102.230000 0.0006334 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138X6HE8 120362.330000 PA USD 128605.000000 0.0001881 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138X6JL0 25531.440000 PA USD 26323.700000 0.0000385 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X6PA7 798479.770000 PA USD 851985.510000 0.0012459 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138X6QU2 20466.930000 PA USD 21102.080000 0.0000309 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X6WZ4 437372.830000 PA USD 457841.840000 0.0006695 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138X7MA8 36746.580000 PA USD 38311.250000 0.0000560 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138X84T5 489624.540000 PA USD 512038.460000 0.0007488 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138X9J75 345557.190000 PA USD 365971.810000 0.0005352 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138X9M22 262014.300000 PA USD 270932.090000 0.0003962 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138X9SX8 101012.570000 PA USD 106394.640000 0.0001556 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138X9WA3 52347.830000 PA USD 53741.940000 0.0000786 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138XBGH1 949611.420000 PA USD 992335.510000 0.0014512 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XBGJ7 1522258.250000 PA USD 1590326.620000 0.0023257 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XBJD7 1209690.310000 PA USD 1264174.690000 0.0018487 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XBQQ0 1005924.180000 PA USD 1052913.160000 0.0015398 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XBWZ3 39282.060000 PA USD 42344.550000 0.0000619 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XBW26 249421.150000 PA USD 270065.740000 0.0003949 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XBX90 7040892.170000 PA USD 7488317.840000 0.0109509 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138XCA44 451145.860000 PA USD 479378.710000 0.0007010 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138XCBU5 124615.490000 PA USD 133609.980000 0.0001954 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138XCNP3 34799.420000 PA USD 36657.090000 0.0000536 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XC4Z2 1009915.690000 PA USD 1059140.090000 0.0015489 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138XDAW0 76318.720000 PA USD 79890.020000 0.0001168 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XEEE4 11335.830000 PA USD 11840.740000 0.0000173 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XEFA1 488283.440000 PA USD 511117.770000 0.0007475 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XETG3 4058783.480000 PA USD 4310311.240000 0.0063034 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138XGCN1 14458.270000 PA USD 14962.620000 0.0000219 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XJ4C8 937157.860000 PA USD 983194.840000 0.0014378 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XJ5X1 117460.440000 PA USD 124463.960000 0.0001820 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138XJ7J0 31259.460000 PA USD 33758.890000 0.0000494 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XLXJ6 1508728.570000 PA USD 1651479.760000 0.0024151 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138XMJS0 855971.520000 PA USD 894058.370000 0.0013075 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XMJU5 1336153.160000 PA USD 1387469.740000 0.0020290 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XML73 3146702.450000 PA USD 3267773.710000 0.0047788 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XMU99 109656.300000 PA USD 115508.930000 0.0001689 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XNC22 162232.430000 PA USD 174412.030000 0.0002551 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XPVM2 508631.790000 PA USD 545931.240000 0.0007984 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XRHX0 25541.240000 PA USD 27478.660000 0.0000402 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XRXR5 44902.650000 PA USD 46936.280000 0.0000686 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XSFY8 53511.200000 PA USD 56712.340000 0.0000829 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138XSP84 20079143.580000 PA USD 21228179.600000 0.0310440 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138XS2T3 12209.730000 PA USD 12658.050000 0.0000185 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XTCA1 2692775.770000 PA USD 2799230.760000 0.0040936 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XTC86 97467.210000 PA USD 102015.370000 0.0001492 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XUHS4 259938.500000 PA USD 276887.940000 0.0004049 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XUKJ0 23383.300000 PA USD 24727.840000 0.0000362 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138XULM2 72064.850000 PA USD 76357.460000 0.0001117 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138XU2W1 87574.030000 PA USD 91129.300000 0.0001333 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XU2X9 619413.450000 PA USD 643989.920000 0.0009418 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XU5J7 147250.510000 PA USD 153823.770000 0.0002250 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XVMG2 428295.310000 PA USD 451001.750000 0.0006595 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XWY36 1780810.870000 PA USD 1852397.810000 0.0027089 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XX2K1 45733.840000 PA USD 48338.740000 0.0000707 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138XY5T7 1076774.750000 PA USD 1114608.280000 0.0016300 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XZAF8 1124611.710000 PA USD 1169370.320000 0.0017101 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XZAG6 1737583.140000 PA USD 1807704.940000 0.0026436 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XZBC4 1658164.260000 PA USD 1734765.860000 0.0025369 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138Y0CS4 608500.070000 PA USD 654137.160000 0.0009566 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138Y2QA4 85667.080000 PA USD 90520.330000 0.0001324 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138Y2ZK2 362567.870000 PA USD 383113.900000 0.0005603 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138Y3L58 188266.420000 PA USD 196941.500000 0.0002880 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138Y3XV8 158405.910000 PA USD 167775.320000 0.0002454 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138Y3XW6 405948.940000 PA USD 429196.020000 0.0006277 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138Y53V6 82879.360000 PA USD 87556.670000 0.0001280 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138Y6ND2 10113.700000 PA USD 10687.210000 0.0000156 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138Y6Q98 6860204.290000 PA USD 7248364.050000 0.0106000 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138Y7KD3 897599.840000 PA USD 943325.250000 0.0013795 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138Y8VR8 305140.120000 PA USD 322462.230000 0.0004716 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138Y87L8 13823.950000 PA USD 14602.020000 0.0000214 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138Y9AW8 1882400.050000 PA USD 1970206.930000 0.0028812 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138Y9BN7 1209117.140000 PA USD 1254434.420000 0.0018345 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138Y9JK5 178049.420000 PA USD 182064.310000 0.0002662 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138Y9JZ2 41928.710000 PA USD 44166.680000 0.0000646 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138Y9KK3 264746.780000 PA USD 273853.390000 0.0004005 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138Y9MH8 5991962.700000 PA USD 6329933.240000 0.0092569 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YAMA0 2637715.450000 PA USD 2795137.580000 0.0040876 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YAVF9 67310.390000 PA USD 72499.360000 0.0001060 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YBC76 3312764.400000 PA USD 3500584.260000 0.0051192 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YBGZ0 1460747.380000 PA USD 1531710.620000 0.0022400 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138YBKP7 37925.340000 PA USD 40049.560000 0.0000586 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YDBQ1 47883.070000 PA USD 51408.270000 0.0000752 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138YDJW0 446625.070000 PA USD 471504.740000 0.0006895 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YEQ75 1215551.450000 PA USD 1285104.720000 0.0018793 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YFEQ3 4941995.920000 PA USD 5223141.970000 0.0076383 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YFLA0 67805.130000 PA USD 72607.740000 0.0001062 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138YGJH6 93574.330000 PA USD 98847.340000 0.0001446 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YHJT8 102633.840000 PA USD 107433.380000 0.0001571 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YHUV0 826576.630000 PA USD 865702.170000 0.0012660 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YJFW1 341766.780000 PA USD 360048.810000 0.0005265 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YJGL4 1202334.620000 PA USD 1254618.900000 0.0018347 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YJR32 1597246.950000 PA USD 1676215.170000 0.0024513 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YLYA3 324461.930000 PA USD 335524.810000 0.0004907 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138YMT41 353090.540000 PA USD 372623.390000 0.0005449 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YNEK9 1933953.170000 PA USD 2028768.530000 0.0029669 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YRKG2 6532.900000 PA USD 6781.530000 0.0000099 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YRTN8 1353180.660000 PA USD 1428243.960000 0.0020887 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YRX78 13532.080000 PA USD 14280.170000 0.0000209 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YR4S4 273125.780000 PA USD 288471.340000 0.0004219 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YSCJ3 32140.430000 PA USD 33926.770000 0.0000496 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YSPY6 17097.720000 PA USD 18022.340000 0.0000264 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YTV68 324100.780000 PA USD 337828.380000 0.0004940 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YT6G4 36194.080000 PA USD 38198.440000 0.0000559 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YT6S8 375057.770000 PA USD 396019.530000 0.0005791 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YUMC2 162633.730000 PA USD 171072.620000 0.0002502 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YUUK5 1044539.780000 PA USD 1103530.500000 0.0016138 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YUUX7 281504.850000 PA USD 297179.640000 0.0004346 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YUWK3 83734.020000 PA USD 88451.720000 0.0001294 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YVXM6 3592524.660000 PA USD 3792415.430000 0.0055460 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YV4G1 54986.100000 PA USD 58040.350000 0.0000849 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YWKA4 125793.990000 PA USD 133052.820000 0.0001946 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YW2K2 1036938.090000 PA USD 1104598.830000 0.0016154 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YXJY2 236415.020000 PA USD 248007.310000 0.0003627 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YXWK7 97507.990000 PA USD 101217.450000 0.0001480 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YXWM3 86227.250000 PA USD 89522.850000 0.0001309 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YX5T8 172521.310000 PA USD 179102.460000 0.0002619 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YYJV6 1136027.160000 PA USD 1211324.570000 0.0017714 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YYMT7 83498.970000 PA USD 88267.870000 0.0001291 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138YYXV0 23308.170000 PA USD 24601.130000 0.0000360 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E0E35 2516595.190000 PA USD 2622379.990000 0.0038350 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140E0FC4 1880200.580000 PA USD 1984860.690000 0.0029026 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E1AH6 58203.430000 PA USD 61457.550000 0.0000899 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E1PV9 317304.270000 PA USD 334973.060000 0.0004899 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E1Q71 204874.450000 PA USD 216235.890000 0.0003162 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E12T9 557755.560000 PA USD 588635.400000 0.0008608 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E2F89 31989.370000 PA USD 33552.050000 0.0000491 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E2HW4 16852.340000 PA USD 18151.520000 0.0000265 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E26U0 202009.440000 PA USD 213179.760000 0.0003118 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E4DC8 574373.500000 PA USD 606332.720000 0.0008867 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E4XK8 3629596.880000 PA USD 3827442.540000 0.0055972 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E5DR2 477112.530000 PA USD 500928.920000 0.0007326 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E6DW9 232105.160000 PA USD 245164.840000 0.0003585 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E6GU0 1033678.300000 PA USD 1091184.710000 0.0015957 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E6HC9 3087696.280000 PA USD 3259371.510000 0.0047665 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E6HG0 1237384.220000 PA USD 1292405.940000 0.0018900 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E6HR6 3187110.000000 PA USD 3328548.560000 0.0048677 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140E6JW3 1128744.750000 PA USD 1194197.570000 0.0017464 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E6MN9 71270.410000 PA USD 73033.690000 0.0001068 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140E7DV9 148134.480000 PA USD 156545.790000 0.0002289 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E7FU9 16372.350000 PA USD 17634.590000 0.0000258 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E7GP9 76370.630000 PA USD 82258.290000 0.0001203 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E7G79 1139454.360000 PA USD 1202985.220000 0.0017592 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E7HA1 14056.860000 PA USD 15058.160000 0.0000220 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E7J35 9884.390000 PA USD 10432.630000 0.0000153 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E7K74 256495.530000 PA USD 270847.780000 0.0003961 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E74T4 4743851.620000 PA USD 5002598.550000 0.0073158 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E76S4 49594.490000 PA USD 51489.240000 0.0000753 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E8FV5 1325138.920000 PA USD 1396465.810000 0.0020422 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E8L30 2837348.710000 PA USD 2990017.190000 0.0043726 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E8SQ2 98264.710000 PA USD 103730.670000 0.0001517 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E8WE4 15648.310000 PA USD 16515.550000 0.0000242 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E8X86 188980.420000 PA USD 199450.350000 0.0002917 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E85Y0 3206714.310000 PA USD 3381532.960000 0.0049451 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E9AJ5 4725991.820000 PA USD 4992380.290000 0.0073008 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E9AL0 4320420.820000 PA USD 4560360.230000 0.0066690 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E9HD1 1045385.630000 PA USD 1103639.690000 0.0016140 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E9HP4 49210.690000 PA USD 53004.730000 0.0000775 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E9HS8 9173.470000 PA USD 9596.120000 0.0000140 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140E9JL1 2617229.890000 PA USD 2762428.470000 0.0040398 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EAKU6 343743.340000 PA USD 359027.820000 0.0005250 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EAN58 514086.280000 PA USD 533631.120000 0.0007804 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EAP80 520649.990000 PA USD 540374.870000 0.0007902 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EAQ48 190069.250000 PA USD 197309.480000 0.0002885 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EAWD1 2943889.230000 PA USD 3102747.880000 0.0045374 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EAXW8 358110.870000 PA USD 377516.170000 0.0005521 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EBDH1 346894.100000 PA USD 365485.860000 0.0005345 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EBHZ7 1548077.170000 PA USD 1616098.180000 0.0023634 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EBH87 45763.050000 PA USD 48226.670000 0.0000705 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EBLE9 51338.880000 PA USD 54096.930000 0.0000791 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EBUZ2 324307.010000 PA USD 336697.740000 0.0004924 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EBZB0 892769.450000 PA USD 939772.770000 0.0013743 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EB2C4 3778379.950000 PA USD 3940883.690000 0.0057631 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140ECAW9 53232.460000 PA USD 56096.220000 0.0000820 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140ECB40 135812.060000 PA USD 143368.050000 0.0002097 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EUGY9 3475348.070000 PA USD 3665670.330000 0.0053607 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EUKL2 160048.060000 PA USD 168826.280000 0.0002469 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EULL1 261915.260000 PA USD 268402.410000 0.0003925 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140EUS26 215441.660000 PA USD 227255.640000 0.0003323 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EUUY3 305205.990000 PA USD 321440.550000 0.0004701 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EUVD8 95895.230000 PA USD 100090.430000 0.0001464 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EU4V8 6319816.380000 PA USD 6664577.090000 0.0097462 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EVAH0 3378829.300000 PA USD 3559498.240000 0.0052054 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EVC62 35334.890000 PA USD 37227.640000 0.0000544 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EVJN8 226467.460000 PA USD 238636.090000 0.0003490 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EVQE0 2761064.670000 PA USD 2908357.010000 0.0042532 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EWCG8 1859745.240000 PA USD 1939995.160000 0.0028370 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EWFJ9 199109.410000 PA USD 207933.190000 0.0003041 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EWUN3 4631684.300000 PA USD 4824217.070000 0.0070549 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140EXAT0 2967698.790000 PA USD 3128425.140000 0.0045750 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EXAZ6 3279805.930000 PA USD 3453758.150000 0.0050508 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EXBC6 2632287.560000 PA USD 2749068.730000 0.0040202 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EXBU6 423880.020000 PA USD 440008.750000 0.0006435 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EXEL3 683238.810000 PA USD 718933.720000 0.0010514 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EXUY7 797165.440000 PA USD 841166.770000 0.0012301 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EYPP0 34793.670000 PA USD 36684.120000 0.0000536 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EYP54 109210.040000 PA USD 114042.410000 0.0001668 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EYQC8 27607.110000 PA USD 28907.660000 0.0000423 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EYVS7 4374403.950000 PA USD 4604545.150000 0.0067337 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EYWK3 2004914.070000 PA USD 2114767.500000 0.0030926 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EY3R0 4314348.490000 PA USD 4554805.730000 0.0066609 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EY4Z1 1156691.160000 PA USD 1220781.270000 0.0017853 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F0AB0 4729693.740000 PA USD 4985239.850000 0.0072904 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F0GY4 52157.710000 PA USD 53453.330000 0.0000782 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140F0HF4 102664.490000 PA USD 105209.640000 0.0001539 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140F0MF8 224862.760000 PA USD 236838.140000 0.0003464 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F0N67 246900.260000 PA USD 257603.900000 0.0003767 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F06S8 2388594.110000 PA USD 2491718.820000 0.0036439 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F1BU5 1111774.520000 PA USD 1171552.960000 0.0017133 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F1HS4 6103663.760000 PA USD 6429824.020000 0.0094029 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F1T77 337779.170000 PA USD 354160.150000 0.0005179 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F1U26 189188.180000 PA USD 199798.820000 0.0002922 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F1VH2 2992080.510000 PA USD 3124076.140000 0.0045686 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F1X56 4139372.940000 PA USD 4358619.300000 0.0063740 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F2BG4 60987.230000 PA USD 64219.000000 0.0000939 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F2B25 998907.060000 PA USD 1054351.060000 0.0015419 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F2GL8 2966575.650000 PA USD 3133045.220000 0.0045817 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F2G61 4399230.030000 PA USD 4638513.570000 0.0067833 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F23E8 190734.730000 PA USD 198138.210000 0.0002898 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140F3L97 209157.480000 PA USD 220864.850000 0.0003230 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F3NG9 329316.740000 PA USD 343645.460000 0.0005025 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F3N46 3165507.330000 PA USD 3323630.150000 0.0048605 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F3VZ8 55283.020000 PA USD 57673.990000 0.0000843 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F3WE4 1031333.150000 PA USD 1075434.540000 0.0015727 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F3XV5 232730.300000 PA USD 245964.460000 0.0003597 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F36M5 3850000.790000 PA USD 4058757.300000 0.0059355 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F4AF3 148886.470000 PA USD 156723.720000 0.0002292 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F4AM8 416971.440000 PA USD 434615.590000 0.0006356 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F4GZ3 120260.150000 PA USD 126706.760000 0.0001853 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F4UB0 17865.480000 PA USD 18808.890000 0.0000275 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F4VU7 356441.250000 PA USD 375245.280000 0.0005488 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F44V5 4376245.070000 PA USD 4603760.140000 0.0067325 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F45J1 3482569.010000 PA USD 3668178.760000 0.0053643 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F46B7 3691125.420000 PA USD 3883512.670000 0.0056792 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F47L4 46622.390000 PA USD 47780.510000 0.0000699 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140F5JF1 31308.600000 PA USD 33045.500000 0.0000483 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F5MP5 121979.660000 PA USD 128361.430000 0.0001877 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F5PE7 572624.960000 PA USD 614791.420000 0.0008991 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140F56Z1 934514.180000 PA USD 974605.490000 0.0014253 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F75L9 5266477.020000 PA USD 5546760.030000 0.0081116 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F75U9 1567523.510000 PA USD 1633813.800000 0.0023893 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F8AH0 471566.260000 PA USD 496760.930000 0.0007265 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F9PN9 4459913.590000 PA USD 4691852.820000 0.0068613 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F9UL7 166459.860000 PA USD 174872.230000 0.0002557 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F9WA9 93661.930000 PA USD 97111.710000 0.0001420 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140F96M2 6961066.040000 PA USD 7333905.260000 0.0107251 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F96N0 149846.080000 PA USD 157742.470000 0.0002307 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F97D1 1167833.260000 PA USD 1227655.570000 0.0017953 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FAAH5 6007102.240000 PA USD 6315309.420000 0.0092355 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FAUS9 3308806.390000 PA USD 3491618.900000 0.0051061 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FBC73 869760.170000 PA USD 910533.920000 0.0013316 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FBLN8 4520911.320000 PA USD 4753801.500000 0.0069519 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FBLR9 3258791.380000 PA USD 3424622.180000 0.0050081 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FCHQ4 3639168.770000 PA USD 3827765.710000 0.0055977 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FCP44 3501903.410000 PA USD 3680163.570000 0.0053819 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FDXY7 4472362.610000 PA USD 4702076.260000 0.0068763 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FEFB5 5316024.290000 PA USD 5601078.820000 0.0081910 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FEFM1 3457024.980000 PA USD 3633519.170000 0.0053136 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FEXB5 5167616.640000 PA USD 5433946.770000 0.0079466 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FFEY3 335267.320000 PA USD 353095.060000 0.0005164 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FG5E5 182665.940000 PA USD 191854.010000 0.0002806 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FHQS9 523207.380000 PA USD 549426.980000 0.0008035 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FKU32 798034.730000 PA USD 854862.100000 0.0012501 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FLBU1 797363.630000 PA USD 816966.660000 0.0011947 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140FMAZ9 478691.200000 PA USD 502891.950000 0.0007354 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FMD29 1676317.710000 PA USD 1760419.690000 0.0025744 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FMS72 4984532.700000 PA USD 5234183.770000 0.0076544 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FNGT5 847119.780000 PA USD 874438.830000 0.0012788 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FNJD7 96602.600000 PA USD 101009.580000 0.0001477 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FPDG1 851391.900000 PA USD 893440.490000 0.0013066 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FPPE3 354887.230000 PA USD 374261.370000 0.0005473 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FQEY9 712432.990000 PA USD 747953.620000 0.0010938 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FSP64 335195.850000 PA USD 349773.840000 0.0005115 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FS7B3 68857.240000 PA USD 72740.230000 0.0001064 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FTD99 280793.160000 PA USD 287763.650000 0.0004208 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140FTMB4 2671189.580000 PA USD 2736426.950000 0.0040017 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140FT6Z9 260099.260000 PA USD 273250.750000 0.0003996 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FUHU5 66871.880000 PA USD 70202.180000 0.0001027 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FU2H0 279350.480000 PA USD 294882.850000 0.0004312 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FWA53 366295.310000 PA USD 377108.430000 0.0005515 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FXG30 47447182.580000 PA USD 48536215.940000 0.0709791 Long ABS-MBS USGSE US N 2 2057-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140GPL30 406320.960000 PA USD 415710.160000 0.0006079 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140GQ3C8 154782.160000 PA USD 160411.150000 0.0002346 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GSRX2 39466.450000 PA USD 40787.530000 0.0000596 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GTYF1 62391.350000 PA USD 65252.630000 0.0000954 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GT2D1 788673.410000 PA USD 824448.680000 0.0012057 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GUJC2 891323.510000 PA USD 934213.420000 0.0013662 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GUMA2 386599.900000 PA USD 399306.290000 0.0005839 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GUZ75 66566.850000 PA USD 69989.750000 0.0001024 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GVHL2 603098.410000 PA USD 629779.470000 0.0009210 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GVMS1 656954.150000 PA USD 688597.580000 0.0010070 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GWFM0 479109.670000 PA USD 496918.740000 0.0007267 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GXKZ3 388836.620000 PA USD 409280.660000 0.0005985 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GYAJ8 2790394.030000 PA USD 2906761.720000 0.0042508 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GYBE8 12684664.650000 PA USD 13284970.460000 0.0194279 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GYGZ6 206685.560000 PA USD 213473.960000 0.0003122 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GYNF2 4745382.430000 PA USD 4872645.050000 0.0071257 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140GYPT0 822222.000000 PA USD 856911.100000 0.0012531 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GYV22 51246.590000 PA USD 52410.470000 0.0000766 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140H1V23 450712.230000 PA USD 471028.160000 0.0006888 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H1V98 1555561.290000 PA USD 1616782.520000 0.0023644 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H1WH9 498844.440000 PA USD 514959.380000 0.0007531 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H1WJ5 1226048.350000 PA USD 1266401.030000 0.0018520 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H1WY2 1632973.710000 PA USD 1685524.700000 0.0024649 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140H2CJ5 942430.180000 PA USD 973044.570000 0.0014230 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H2FK9 34725.980000 PA USD 36379.230000 0.0000532 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H2XS2 24297.850000 PA USD 25510.870000 0.0000373 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H2Z43 33438.560000 PA USD 34428.290000 0.0000503 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H3RS7 4052071.930000 PA USD 4242231.740000 0.0062038 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H36S0 882001.620000 PA USD 957384.770000 0.0014001 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H4AE4 3669725.510000 PA USD 3788036.650000 0.0055396 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140H4BF0 130164.120000 PA USD 135754.570000 0.0001985 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H4BV5 45778415.930000 PA USD 48494908.960000 0.0709187 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H4ZD9 1898714.570000 PA USD 1959927.950000 0.0028662 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140H44J0 2320272.220000 PA USD 2431205.180000 0.0035554 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H5JX0 810719.160000 PA USD 836545.950000 0.0012234 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H6CC1 133657.270000 PA USD 140806.890000 0.0002059 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H6CD9 157931.290000 PA USD 166011.010000 0.0002428 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H6C49 20973920.080000 PA USD 21585679.620000 0.0315668 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H6EF2 85364.110000 PA USD 87854.240000 0.0001285 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H6JJ9 477518.480000 PA USD 500383.710000 0.0007318 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H7DE4 1112725.080000 PA USD 1166316.870000 0.0017056 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H7HJ9 67677.370000 PA USD 70950.750000 0.0001038 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H7KT3 517992.860000 PA USD 530933.690000 0.0007764 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140H7K55 891593.360000 PA USD 913990.210000 0.0013366 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140H7LS4 46023.090000 PA USD 48078.500000 0.0000703 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H7LX3 1504374.920000 PA USD 1567066.070000 0.0022917 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H7L62 760286.540000 PA USD 789979.740000 0.0011553 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H7MB0 1151474.260000 PA USD 1178363.660000 0.0017232 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140H7SM0 781786.090000 PA USD 801646.720000 0.0011723 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140H7UM7 1852002.680000 PA USD 1898893.500000 0.0027769 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140H7ZH3 402246.280000 PA USD 416071.200000 0.0006085 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H8KK0 42359.620000 PA USD 43209.470000 0.0000632 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140H9KK8 1412385.010000 PA USD 1482781.080000 0.0021684 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HAQ86 1303353.930000 PA USD 1333402.790000 0.0019500 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140HARN2 589710.920000 PA USD 615669.610000 0.0009004 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HAR51 1213327.190000 PA USD 1241429.670000 0.0018155 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140HBFK9 39795.120000 PA USD 41537.130000 0.0000607 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HBFY9 912261.600000 PA USD 941520.280000 0.0013769 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140HBF29 9218620.380000 PA USD 9433266.830000 0.0137952 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140HBG44 1682955.760000 PA USD 1770002.990000 0.0025884 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HBHL5 3793206.650000 PA USD 3951869.320000 0.0057792 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HBH68 3990665.830000 PA USD 4153888.010000 0.0060746 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HBJA7 35513521.600000 PA USD 37006176.580000 0.0541176 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HBK56 567394.520000 PA USD 582773.600000 0.0008522 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140HBLF3 266849.960000 PA USD 274082.500000 0.0004008 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140HDH72 34593.010000 PA USD 36647.240000 0.0000536 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HDJF2 1217269.930000 PA USD 1270773.120000 0.0018584 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HDJ47 800671.940000 PA USD 835844.550000 0.0012223 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HDYV0 297186.220000 PA USD 310985.140000 0.0004548 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HDZG2 1776795.870000 PA USD 1821620.410000 0.0026639 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140HD3B8 1581395.070000 PA USD 1621366.030000 0.0023711 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140HD4R2 348947.740000 PA USD 364968.620000 0.0005337 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HEAK8 26127316.150000 PA USD 27186263.070000 0.0397570 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HEKG6 476519.430000 PA USD 492046.300000 0.0007196 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HET93 4916301.420000 PA USD 5130796.360000 0.0075032 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HEVZ2 4419911.930000 PA USD 4628907.240000 0.0067693 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HFEH8 939024.780000 PA USD 962758.600000 0.0014079 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140HFER6 1664904.720000 PA USD 1706915.590000 0.0024962 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140HFE88 907642.560000 PA USD 934141.210000 0.0013661 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HFHS1 1638670.410000 PA USD 1705393.500000 0.0024940 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HFJA8 172895.590000 PA USD 178364.410000 0.0002608 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HGRA7 902995.340000 PA USD 931961.250000 0.0013629 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HHAB1 81808.700000 PA USD 85995.310000 0.0001258 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HHDU6 934590.610000 PA USD 958140.330000 0.0014012 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140HHJD8 201861.990000 PA USD 208624.630000 0.0003051 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HHKA2 1044129.300000 PA USD 1088806.040000 0.0015923 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HHNB7 712165.490000 PA USD 747594.530000 0.0010933 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HHTC9 2644888.420000 PA USD 2711257.800000 0.0039649 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140HH2Y0 1793347.100000 PA USD 1838429.770000 0.0026885 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140HH3K9 2107442.720000 PA USD 2250948.210000 0.0032918 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HJLF6 871086.490000 PA USD 907553.710000 0.0013272 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HJWM9 2730653.680000 PA USD 2799364.870000 0.0040938 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140HJXW6 2323071.360000 PA USD 2429109.090000 0.0035523 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HJYJ4 2097921.110000 PA USD 2190864.680000 0.0032039 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HJZJ3 113029.180000 PA USD 119503.550000 0.0001748 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HJZU8 2854279.930000 PA USD 2971324.530000 0.0043452 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HJ2Q3 7373092.430000 PA USD 7662296.750000 0.0112053 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HKBG2 2502507.320000 PA USD 2605195.260000 0.0038098 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HK2M9 5130812.960000 PA USD 5337836.800000 0.0078060 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HK3A4 7165503.200000 PA USD 7456497.150000 0.0109043 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HLT71 67529.030000 PA USD 71003.520000 0.0001038 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HLVN3 1598317.820000 PA USD 1661014.670000 0.0024291 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HL2S4 5918710.000000 PA USD 6147312.660000 0.0089898 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HL2V7 3342409.110000 PA USD 3483492.600000 0.0050942 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HMZJ6 46799726.450000 PA USD 49585149.290000 0.0725131 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HM6A7 5599075.840000 PA USD 5842440.460000 0.0085440 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HNWD0 395892.530000 PA USD 436065.430000 0.0006377 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HN5G3 83587.380000 PA USD 87002.700000 0.0001272 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HPW60 574074.080000 PA USD 595764.260000 0.0008712 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HPXB8 3440501.130000 PA USD 3574118.260000 0.0052268 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HPXC6 4848227.770000 PA USD 5039784.500000 0.0073702 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HPYC5 14959111.390000 PA USD 15599327.700000 0.0228124 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HPZY6 536154.990000 PA USD 558085.890000 0.0008161 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HQAK1 123544.420000 PA USD 132539.460000 0.0001938 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HUHJ8 31375000.000000 PA USD 33808004.500000 0.0494406 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.16 N N N N N N FNMA PASS THRU POOLS N/A 3140HUHK5 23105000.000000 PA USD 24896699.410000 0.0364088 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.16 N N N N N N FNMA PASS THRU POOLS N/A 3140J6CP0 4419360.040000 PA USD 4630912.460000 0.0067722 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J6E78 407910.540000 PA USD 421296.730000 0.0006161 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140J6GM3 5714225.350000 PA USD 5992623.090000 0.0087636 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J6GR2 322647757.780000 PA USD 335889570.220000 0.4912031 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J7W76 481930.810000 PA USD 504892.570000 0.0007384 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J8LT8 2276853.920000 PA USD 2331857.910000 0.0034101 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3140J8NG4 351700.000000 PA USD 368132.150000 0.0005384 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J8TJ2 1319926.180000 PA USD 1344081.150000 0.0019656 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3140J8W90 870295.790000 PA USD 886642.620000 0.0012966 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3140J8ZM8 414917.880000 PA USD 420311.410000 0.0006147 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3140J83X9 45170268.260000 PA USD 47834647.830000 0.0699531 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140J9RM5 5908336.370000 PA USD 6152369.450000 0.0089972 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J9R29 276397401.060000 PA USD 295220793.760000 0.4317293 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J9UQ2 56957289.570000 PA USD 61596453.970000 0.0900783 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3140J9WN7 26240722.740000 PA USD 28391808.610000 0.0415200 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3140J9WP2 1570224.790000 PA USD 1698433.470000 0.0024838 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JAH27 6495696.050000 PA USD 7025858.200000 0.0102746 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JGR80 5876111.000000 PA USD 6112492.840000 0.0089389 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JGTB1 130149.420000 PA USD 135213.510000 0.0001977 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JGTQ8 7618511.520000 PA USD 7938324.440000 0.0116090 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JGV69 1556069.070000 PA USD 1619645.680000 0.0023686 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JGV77 223146.120000 PA USD 231697.910000 0.0003388 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JGV85 10818824.990000 PA USD 11403309.200000 0.0166761 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JGWB7 521088.760000 PA USD 542135.660000 0.0007928 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JGWC5 12923735.380000 PA USD 13463804.320000 0.0196894 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JGWD3 818498.360000 PA USD 850345.180000 0.0012435 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JG6P5 5000095.980000 PA USD 5263519.440000 0.0076973 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JHKQ5 2192357.040000 PA USD 2283487.340000 0.0033394 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JHK69 2317371.060000 PA USD 2413685.030000 0.0035298 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JHMH3 6001967.570000 PA USD 6246009.130000 0.0091341 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JHMX8 2136527.190000 PA USD 2227631.490000 0.0032577 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JHYQ0 6297115.290000 PA USD 6551909.550000 0.0095815 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JHY56 935702.950000 PA USD 1013861.870000 0.0014827 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JJC72 954147.760000 PA USD 996148.900000 0.0014568 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JJEB1 112701.920000 PA USD 117258.930000 0.0001715 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JJED7 6920367.300000 PA USD 7198726.960000 0.0105274 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JJNG0 1046397.530000 PA USD 1089137.720000 0.0015927 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JJWB1 4202115.960000 PA USD 4370574.670000 0.0063915 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JKET9 3322867.640000 PA USD 3455293.550000 0.0050530 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JK6G6 441560.520000 PA USD 480713.690000 0.0007030 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JR3L3 4453948.720000 PA USD 4650676.610000 0.0068011 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JVQC9 13837232.190000 PA USD 14525866.540000 0.0212425 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JWB82 40655845.900000 PA USD 41758730.850000 0.0610677 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140JXJV1 8514920.000000 PA USD 8686731.670000 0.0127034 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140Q7RG4 221586.590000 PA USD 229474.460000 0.0003356 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q7VM6 351938.820000 PA USD 368504.120000 0.0005389 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140Q72C0 2272584.130000 PA USD 2345662.100000 0.0034303 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q75Y9 324042.280000 PA USD 334748.580000 0.0004895 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q8E35 1107349.190000 PA USD 1142683.130000 0.0016711 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q8JU0 26146.780000 PA USD 26855.370000 0.0000393 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140Q8S71 1387365.070000 PA USD 1422497.050000 0.0020803 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140Q8S89 904147.590000 PA USD 933002.110000 0.0013644 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140Q8WM3 925971.760000 PA USD 969425.260000 0.0014177 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140Q82U8 234568.960000 PA USD 242015.780000 0.0003539 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q9E25 56223317.780000 PA USD 59542911.690000 0.0870752 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q9LP6 2670132.600000 PA USD 2736951.570000 0.0040025 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140Q9UT8 1740126.690000 PA USD 1784545.370000 0.0026097 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140Q9ZK2 1679470.570000 PA USD 1719146.370000 0.0025141 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140Q92H5 104498581.100000 PA USD 110744331.710000 0.1619519 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q96S7 196934.820000 PA USD 201878.870000 0.0002952 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QAG46 522759.550000 PA USD 535029.410000 0.0007824 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QAG79 987185.620000 PA USD 1002775.840000 0.0014665 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QBCD8 8206539.040000 PA USD 8762124.110000 0.0128137 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X4GR1 69511852.980000 PA USD 72764541.270000 0.1064105 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X4WK8 35420454.000000 PA USD 37184493.910000 0.0543784 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138NJAE8 128366.040000 PA USD 128247.820000 0.0001875 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 3.632 N N N N N N FNMA PASS THRU POOLS N/A 3138NJAK4 109030.410000 PA USD 110522.220000 0.0001616 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 3.416 N N N N N N FNMA PASS THRU POOLS N/A 31417YB48 7823.480000 PA USD 8460.110000 0.0000124 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YCK1 67642.480000 PA USD 72051.170000 0.0001054 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YEC7 327826.140000 PA USD 350980.700000 0.0005133 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YE37 5087.290000 PA USD 5301.440000 0.0000078 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YFM4 77773.240000 PA USD 82910.070000 0.0001212 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YF28 172480.980000 PA USD 184740.420000 0.0002702 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YGA9 153190.240000 PA USD 166821.690000 0.0002440 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YGY7 142217.810000 PA USD 152967.760000 0.0002237 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YJN8 133986.200000 PA USD 143494.770000 0.0002098 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YLB1 8986.630000 PA USD 9754.270000 0.0000143 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YLK1 56541.020000 PA USD 58685.910000 0.0000858 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YNA1 189409.870000 PA USD 202994.220000 0.0002969 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YRQ2 398427.690000 PA USD 426787.390000 0.0006241 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YS40 44639.520000 PA USD 47891.000000 0.0000700 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YTR8 156937.790000 PA USD 168199.700000 0.0002460 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YVE4 9435.220000 PA USD 10152.340000 0.0000148 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YV87 992.960000 PA USD 1022.890000 0.0000015 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YWE3 5152.520000 PA USD 5361.150000 0.0000078 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YZX8 76840.470000 PA USD 83403.530000 0.0001220 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31417Y2K2 46960.090000 PA USD 50307.230000 0.0000736 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417Y3R6 95062.350000 PA USD 101882.340000 0.0001490 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417Y6C6 30599.490000 PA USD 32795.470000 0.0000480 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418ATQ1 583410.230000 PA USD 601464.900000 0.0008796 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418A4P0 13894.130000 PA USD 14572.540000 0.0000213 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418BAA4 122611.300000 PA USD 130623.010000 0.0001910 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418BA55 2143575.880000 PA USD 2284413.040000 0.0033407 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418BLH7 457931.630000 PA USD 483997.760000 0.0007078 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418BL38 1098035.450000 PA USD 1161275.430000 0.0016982 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418BPB6 444717.790000 PA USD 469853.780000 0.0006871 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418BPJ9 179897.190000 PA USD 193458.750000 0.0002829 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418BQ90 202268.560000 PA USD 213631.650000 0.0003124 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418BSG2 103998.750000 PA USD 110638.740000 0.0001618 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418BT55 23276.100000 PA USD 24576.050000 0.0000359 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418BU79 5896328.140000 PA USD 6225282.220000 0.0091038 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418BVE3 19151.490000 PA USD 20573.470000 0.0000301 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418BVH6 574730.110000 PA USD 606669.990000 0.0008872 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418BWU6 9975157.130000 PA USD 10528389.020000 0.0153967 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418BXN1 949411.460000 PA USD 1001943.300000 0.0014652 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418BYJ9 29501.680000 PA USD 31135.670000 0.0000455 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418BZY5 2563668.880000 PA USD 2703348.510000 0.0039534 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418B4J2 324480.240000 PA USD 342833.810000 0.0005014 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CAY0 593515.520000 PA USD 624589.170000 0.0009134 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CBZ6 151797.830000 PA USD 159688.970000 0.0002335 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CCW2 334420.780000 PA USD 351804.500000 0.0005145 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CDN1 360859.880000 PA USD 379371.500000 0.0005548 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CEH3 184901.940000 PA USD 194317.410000 0.0002842 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CFV1 110331.990000 PA USD 115919.770000 0.0001695 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CGE8 89861.640000 PA USD 93153.300000 0.0001362 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CGM0 439337.330000 PA USD 450556.420000 0.0006589 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418CGR9 65120.110000 PA USD 68390.230000 0.0001000 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CHG2 42048.100000 PA USD 44137.340000 0.0000645 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CJE5 16761365.030000 PA USD 17592082.080000 0.0257266 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CKG8 167005.800000 PA USD 172943.700000 0.0002529 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CKH6 34937.530000 PA USD 36660.920000 0.0000536 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CLH5 197703.520000 PA USD 207388.000000 0.0003033 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CLK8 1770900.280000 PA USD 1814020.870000 0.0026528 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418CMF8 132742.070000 PA USD 137373.860000 0.0002009 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CMG6 358030.020000 PA USD 374221.390000 0.0005473 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CNE0 61531.040000 PA USD 64648.810000 0.0000945 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CPF5 1850323.730000 PA USD 1939006.820000 0.0028356 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CQA5 105079.930000 PA USD 108591.090000 0.0001588 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CQB3 533937.530000 PA USD 558985.790000 0.0008175 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CRC0 631987.830000 PA USD 654100.690000 0.0009566 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CRD8 384089.820000 PA USD 402357.770000 0.0005884 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CR89 1024361.670000 PA USD 1062168.960000 0.0015533 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CR97 86222.580000 PA USD 90269.470000 0.0001320 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CSG0 6430826.540000 PA USD 6593199.640000 0.0096419 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418CS47 1064642.060000 PA USD 1102052.960000 0.0016116 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CS54 805691.510000 PA USD 843431.660000 0.0012334 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CTD6 1580901.480000 PA USD 1620825.080000 0.0023703 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418CUA0 35138248.440000 PA USD 36297063.950000 0.0530806 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CUB8 142359.790000 PA USD 148853.930000 0.0002177 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CUH5 1672062.530000 PA USD 1713745.460000 0.0025062 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418CU77 15333240.470000 PA USD 15883059.810000 0.0232273 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CU85 74297.180000 PA USD 77816.550000 0.0001138 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CVE1 865925.150000 PA USD 887775.970000 0.0012983 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418CV35 114701.940000 PA USD 119973.570000 0.0001754 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CWZ3 900470.570000 PA USD 923112.890000 0.0013500 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418CXN9 642552107.880000 PA USD 670360683.620000 0.9803318 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CYM0 22662379.670000 PA USD 23631575.770000 0.0345587 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CZH0 260620164.020000 PA USD 270604827.430000 0.3957310 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CZJ6 21095446.940000 PA USD 22199233.710000 0.0324640 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CZ98 169899860.130000 PA USD 176905949.300000 0.2587063 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418C3D4 1362358431.050000 PA USD 1418442286.370000 2.0743223 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418C3E2 3680926.650000 PA USD 3876126.120000 0.0056684 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418C4F8 835886865.570000 PA USD 869410793.740000 1.2714216 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418C4G6 6065514.540000 PA USD 6403459.170000 0.0093644 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418C4W1 655401643.650000 PA USD 681558133.390000 0.9967069 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418C6G4 689889.340000 PA USD 747504.210000 0.0010931 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DBT8 159206.370000 PA USD 172588.870000 0.0002524 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DCN0 256346.080000 PA USD 278446.320000 0.0004072 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DDL3 314600.800000 PA USD 341065.200000 0.0004988 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5.5 N N N N N N FNR-2005-13 N/A 31394CDB5 1377815.000000 PA USD 1382404.230000 0.0020216 Long ABS-MBS USGSE US N 2 2035-03-25 Floating 2.46838 N N N N N N FORD CREDIT AUTO LEASE TRUST 2018-A N/A 34531JAB1 48222952.350000 PA USD 48256206.900000 0.0705696 Long ABS-O CORP US N 2 2020-12-15 Fixed 2.71 N N N N N N FORD CREDIT AUTO LEASE TRUST 2018-B N/A 34531LAB6 26237767.210000 PA USD 26276284.250000 0.0384263 Long ABS-O CORP US N 2 2021-04-15 Fixed 2.93 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2016-5 N/A 34528QFE9 8930000.000000 PA USD 8933620.220000 0.0130645 Long ABS-O CORP US N 2 2021-11-15 Floating 2.4875 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2019-1 N/A 34528QGS7 53200000.000000 PA USD 54229515.760000 0.0793050 Long ABS-O CORP US N 2 2024-03-15 Fixed 2.84 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397VM2 2600000.000000 PA USD 2643189.300000 0.0038654 Long DBT CORP US N 2 2020-01-15 Fixed 8.125 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XQ1 45537000.000000 PA USD 45609303.190000 0.0666988 Long DBT CORP US N 2 2021-01-15 Fixed 3.2 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZL0 35580000.000000 PA USD 36130965.200000 0.0528377 Long DBT CORP US N 2 2021-01-07 Floating 4.85263 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZM8 129300000.000000 PA USD 135894492.660000 0.1987314 Long DBT CORP US N 2 2022-01-07 Fixed 5.596 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZN6 24200000.000000 PA USD 24881416.820000 0.0363864 Long DBT CORP US N 2 2022-01-07 Floating 5.44263 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZC0 21000000.000000 PA USD 20375050.500000 0.0297964 Long DBT CORP US N 2 2023-02-15 Floating 3.39313 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XF5 3200000.000000 PA USD 3196707.330000 0.0046748 Long DBT CORP US N 2 2020-03-27 Fixed 2.459 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XW8 46600000.000000 PA USD 46829603.330000 0.0684834 Long DBT CORP US N 2 2021-03-18 Fixed 3.336 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YJ6 14057000.000000 PA USD 13869330.760000 0.0202824 Long DBT CORP US N 2 2022-03-28 Floating 3.37438 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI1989B3 11000000.000000 PA 12617221.430000 0.0184514 Long DBT CORP US N 2 2024-03-06 Fixed 3.021 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZQ9 59700000.000000 PA USD 63538050.320000 0.0929177 Long DBT CORP US N 2 2024-03-18 Fixed 5.584 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YZ0 900000.000000 PA USD 904754.250000 0.0013231 Long DBT CORP US N 2 2021-04-05 Fixed 3.47 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI12NHY8 9400000.000000 PA 10171447.660000 0.0148747 Long DBT CORP US N 2 2021-05-14 Floating 0.03 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XZ1 15800000.000000 PA USD 15519243.480000 0.0226953 Long DBT CORP US N 2 2023-05-04 Fixed 3.096 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XK4 26715000.000000 PA USD 26785473.100000 0.0391709 Long DBT CORP US N 2 2020-08-04 Fixed 3.157 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YP2 700000.000000 PA USD 685263.750000 0.0010021 Long DBT CORP US N 2 2022-08-03 Floating 3.36675 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540RAC0 27490000.000000 PA USD 27493889.290000 0.0402069 Long DBT CORP US N 2 2020-09-24 Floating 3.06463 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZG1 1932000.000000 PA USD 1899697.890000 0.0027781 Long DBT CORP US N 2 2021-10-12 Floating 3.2195 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540XAB9 78200000.000000 PA USD 78258128.410000 0.1144443 Long DBT CORP US N 2 2022-10-07 Fixed 3.55 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397WY5 5500000.000000 PA USD 5499876.750000 0.0080430 Long DBT CORP US N 2 2019-11-04 Fixed 2.597 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YS6 14445000.000000 PA USD 14362490.590000 0.0210036 Long DBT CORP US N 2 2020-11-02 Fixed 2.343 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YR8 1100000.000000 PA USD 1090665.410000 0.0015950 Long DBT CORP US N 2 2020-11-02 Floating 2.69563 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZU0 16800000.000000 PA USD 16830360.960000 0.0246126 Long DBT CORP US N 2 2022-11-01 Fixed 3.35 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI0Z5583 6300000.000000 PA 6746094.330000 0.0098655 Long DBT CORP US N 2 2021-12-01 Floating 0.000001 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI10JHM5 16800000.000000 PA 17678423.230000 0.0258528 Long DBT CORP US N 2 2022-12-07 Floating 0.000001 N N N N N N FORTUNE BRANDS HOME & SECURITY INC 54930032LHW54PQUJD44 34964CAE6 15900000.000000 PA USD 15864126.580000 0.0231996 Long DBT CORP US N 2 2029-09-15 Fixed 3.25 N N N N N N FRANKLIN COUNTY CONVENTION FACILITIES AUTHORITY N/A 353174FW0 2980000.000000 PA USD 4255708.200000 0.0062235 Long DBT MUN US N 2 2036-12-01 Fixed 6.54 N N N N N N FREDDIE MAC 1073 N/A 312905UN0 243.320000 PA USD 249.590000 0.0000004 Long ABS-MBS USGSE US N 2 2021-05-15 Fixed 7 N N N N N N FREDDIE MAC 1122 N/A 312906VS6 410.540000 PA USD 421.790000 0.0000006 Long ABS-MBS USGSE US N 2 2021-08-15 Fixed 7 N N N N N N FREDDIE MAC 1133 N/A 312906R93 324.660000 PA USD 333.560000 0.0000005 Long ABS-MBS USGSE US N 2 2021-09-15 Fixed 7 N N N N N N FREDDIE MAC 1152 N/A 312907MT2 561.940000 PA USD 578.280000 0.0000008 Long ABS-MBS USGSE US N 2 2021-10-15 Fixed 7 N N N N N N FREDDIE MAC 1737 N/A 3133T5QV8 134146.210000 PA USD 143492.820000 0.0002098 Long ABS-MBS USGSE US N 2 2024-06-15 Fixed 6 N N N N N N FREDDIE MAC 1944 N/A 3133T9LJ2 255083.000000 PA USD 282652.800000 0.0004133 Long ABS-MBS USGSE US N 2 2027-03-17 Fixed 7.5 N N N N N N FREDDIE MAC 1966 N/A 3133TABZ4 165503.960000 PA USD 182594.960000 0.0002670 Long ABS-MBS USGSE US N 2 2027-06-15 Fixed 6.5 N N N N N N FREDDIE MAC 1982 N/A 3133TAZT2 853408.060000 PA USD 933820.260000 0.0013656 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 6.5 N N N N N N FREDDIE MAC 2058 N/A 3133TDTV8 482787.360000 PA USD 534480.270000 0.0007816 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 6.5 N N N N N N FREDDIE MAC 2061 N/A 3133TEJX3 1531545.400000 PA USD 1704956.770000 0.0024933 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 6.5 N N N N N N FREDDIE MAC 2061 N/A 3133TEJY1 901013.870000 PA USD 975863.800000 0.0014271 Long ABS-MBS USGSE US N 2 2028-06-20 Fixed 6.5 N N N N N N FREDDIE MAC 2073 N/A 3133TERT3 402204.340000 PA USD 455400.250000 0.0006660 Long ABS-MBS USGSE US N 2 2028-07-15 Fixed 6.5 N N N N N N FREDDIE MAC 2074 N/A 3133TENQ3 479178.860000 PA USD 543121.300000 0.0007943 Long ABS-MBS USGSE US N 2 2028-07-15 Fixed 6.5 N N N N N N FREDDIE MAC 2075 N/A 3133TGCZ0 464569.540000 PA USD 514744.630000 0.0007528 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.5 N N N N N N FREDDIE MAC 2080 N/A 3133TG2F5 235887.750000 PA USD 262014.390000 0.0003832 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.5 N N N N N N FREDDIE MAC 2080 N/A 3133TG3U1 337791.800000 PA USD 374242.370000 0.0005473 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.5 N N N N N N FREDDIE MAC 2083 N/A 3133TEWF7 359725.860000 PA USD 399740.900000 0.0005846 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.5 N N N N N N FREDDIE MAC 2083 N/A 3133TEWH3 399967.600000 PA USD 444459.040000 0.0006500 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.5 N N N N N N FREDDIE MAC 2084 N/A 3133TG5U9 662077.080000 PA USD 728788.230000 0.0010658 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.5 N N N N N N FREDDIE MAC 2091 N/A 3133TGU56 464569.220000 PA USD 509227.790000 0.0007447 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.5 N N N N N N FREDDIE MAC 2091 N/A 3133TGU64 1895307.670000 PA USD 2111969.390000 0.0030885 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.5 N N N N N N FREDDIE MAC 2104 N/A 3133THB89 307475.700000 PA USD 344595.030000 0.0005039 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6 N N N N N N FREDDIE MAC 2106 N/A 3133THDB0 131368.650000 PA USD 144142.960000 0.0002108 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6.25 N N N N N N FREDDIE MAC 2107 N/A 3133TGZG7 355259.630000 PA USD 384852.760000 0.0005628 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6 N N N N N N FREDDIE MAC 2118 N/A 3133THS81 650580.890000 PA USD 739623.680000 0.0010816 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.5 N N N N N N FREDDIE MAC 2129 N/A 3133TJGW7 274359.280000 PA USD 302845.570000 0.0004429 Long ABS-MBS USGSE US N 2 2029-02-15 Fixed 6 N N N N N N FREDDIE MAC 2135 N/A 3133TJWT6 282042.040000 PA USD 312322.130000 0.0004567 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.5 N N N N N N FREDDIE MAC 2135 N/A 3133TJX40 411715.320000 PA USD 468991.550000 0.0006859 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.5 N N N N N N FREDDIE MAC 2137 N/A 3133TJRX3 1194944.420000 PA USD 1330548.860000 0.0019458 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.5 N N N N N N FREDDIE MAC 2138 N/A 3133TJUD3 144852.480000 PA USD 164542.030000 0.0002406 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.5 N N N N N N FREDDIE MAC 2165 N/A 3133TLEK0 8034.610000 PA USD 8931.620000 0.0000131 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 6 N N N N N N FREDDIE MAC 2178 N/A 3133TLUH9 12864.610000 PA USD 14661.800000 0.0000214 Long ABS-MBS USGSE US N 2 2029-08-15 Fixed 7 N N N N N N FREDDIE MAC 2234 N/A 3133TNXR0 40693.780000 PA USD 47614.210000 0.0000696 Long ABS-MBS USGSE US N 2 2030-05-15 Fixed 7.5 N N N N N N FREDDIE MAC 2241 N/A 3133TPF87 10790.770000 PA USD 12668.830000 0.0000185 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 7.5 N N N N N N FREDDIE MAC 2243 N/A 3133TPJU4 515071.600000 PA USD 597167.420000 0.0008733 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 7.5 N N N N N N FREDDIE MAC 2246 N/A 3133TPLV9 30704.260000 PA USD 35630.490000 0.0000521 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 7.5 N N N N N N FREDDIE MAC 2248 N/A 3133TPV48 31553.580000 PA USD 31770.040000 0.0000465 Long ABS-MBS USGSE US N 2 2030-09-15 Floating 2.5275 N N N N N N FREDDIE MAC 2248 N/A 3133TPVV8 145632.710000 PA USD 167655.930000 0.0002452 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 7 N N N N N N FREDDIE MAC 2249 N/A 3133TPH51 86418.620000 PA USD 99785.410000 0.0001459 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 7 N N N N N N FREDDIE MAC 2253 N/A 3133TPP45 365426.690000 PA USD 413961.710000 0.0006054 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 7 N N N N N N FREDDIE MAC 2259 N/A 3133TQC54 244713.800000 PA USD 282626.970000 0.0004133 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 7 N N N N N N FREDDIE MAC 2264 N/A 3133TPWN5 34139.230000 PA USD 39891.970000 0.0000583 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 7 N N N N N N FREDDIE MAC 2266 N/A 3133TQFM4 28920.540000 PA USD 28948.610000 0.0000423 Long ABS-MBS USGSE US N 2 2030-11-15 Floating 2.4775 N N N N N N FREDDIE MAC 2273 N/A 3133TQPC5 7755598.670000 PA USD 8461097.560000 0.0123735 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 5.95 N N N N N N FREDDIE MAC 2343 N/A 313399K48 279276.330000 PA USD 325119.600000 0.0004755 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 7 N N N N N N FREDDIE MAC 2343 N/A 313399MW4 878558.770000 PA USD 990595.920000 0.0014486 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.5 N N N N N N FREDDIE MAC 2349 N/A 313398XY0 845402.700000 PA USD 983359.230000 0.0014381 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.5 N N N N N N FREDDIE MAC 2374 N/A 31339G5N7 89433.000000 PA USD 89732.430000 0.0001312 Long ABS-MBS USGSE US N 2 2031-06-15 Floating 2.4275 N N N N N N FREDDIE MAC 2395 N/A 31339LMA5 1588.670000 PA USD 1581.220000 0.0000023 Long ABS-MBS USGSE US N 2 2031-12-15 Floating 2.4775 N N N N N N FREDDIE MAC 2400 N/A 31339NC79 3008.210000 PA USD 3023.360000 0.0000044 Long ABS-MBS USGSE US N 2 2032-01-15 Floating 2.5275 N N N N N N FREDDIE MAC 2411 N/A 31339D4L9 25271.570000 PA USD 24855.050000 0.0000363 Long ABS-MBS USGSE US N 2 2029-12-15 Floating 2.3775 N N N N N N FREDDIE MAC 2461 N/A 31392MK43 129379.960000 PA USD 150861.040000 0.0002206 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.5 N N N N N N FREDDIE MAC 2463 N/A 31392MU59 561082.800000 PA USD 645678.770000 0.0009442 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.5 N N N N N N FREDDIE MAC 2469 N/A 31392RDQ1 6385.740000 PA USD 6276.530000 0.0000092 Long ABS-MBS USGSE US N 2 2030-06-15 Floating 2.5275 N N N N N N FREDDIE MAC 2480 N/A 31392TEK9 684117.720000 PA USD 784373.120000 0.0011471 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 6 N N N N N N FREDDIE MAC 2481 N/A 31392TUQ8 1937977.500000 PA USD 2243521.750000 0.0032809 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 6 N N N N N N FREDDIE MAC 2484 N/A 31392R3H2 1164856.400000 PA USD 1363231.210000 0.0019936 Long ABS-MBS USGSE US N 2 2032-07-15 Fixed 6.5 N N N N N N FREDDIE MAC 2503 N/A 31392UMD3 1540416.440000 PA USD 1767594.900000 0.0025849 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 6 N N N N N N FREDDIE MAC 2551 N/A 31393JAZ1 5060.790000 PA USD 5079.410000 0.0000074 Long ABS-MBS USGSE US N 2 2033-01-15 Floating 2.4275 N N N N N N FREDDIE MAC 2559 N/A 31393HM41 304.510000 PA USD 305.450000 0.0000004 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 5.5 N N N N N N FREDDIE MAC 2585 N/A 31393MH61 5165.480000 PA USD 5204.230000 0.0000076 Long ABS-MBS USGSE US N 2 2032-12-15 Floating 2.5275 N N N N N N FREDDIE MAC 2611 N/A 31393QY89 173339.820000 PA USD 229090.150000 0.0003350 Long ABS-MBS USGSE US N 2 2033-05-15 Floating 13.1716 N N N N N N FREDDIE MAC 2662 N/A 31394H4A6 278691.770000 PA USD 293791.740000 0.0004296 Long ABS-MBS USGSE US N 2 2033-08-15 Fixed 4.5 N N N N N N FREDDIE MAC 2684 N/A 31394L5S7 171521.360000 PA USD 182829.130000 0.0002674 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 4 N N N N N N FREDDIE MAC 2725 N/A 31394MWC0 360339.060000 PA USD 377382.630000 0.0005519 Long ABS-MBS USGSE US N 2 2033-11-15 Floating 5.92462 N N N N N N FREDDIE MAC 2764 N/A 31394TUG8 456450.860000 PA USD 483939.290000 0.0007077 Long ABS-MBS USGSE US N 2 2034-03-15 Fixed 4.5 N N N N N N FREDDIE MAC 2770 N/A 31394TYN9 173925.340000 PA USD 180934.320000 0.0002646 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 4.5 N N N N N N FREDDIE MAC 2773 N/A 31394WCK2 5603.760000 PA USD 5811.910000 0.0000085 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 4.5 N N N N N N FREDDIE MAC 2820 N/A 31395CEC1 64108.900000 PA USD 64007.970000 0.0000936 Long ABS-MBS USGSE US N 2 2034-07-15 Floating 2.2775 N N N N N N FREDDIE MAC 2934 N/A 31395MCV9 936250.830000 PA USD 1052830.720000 0.0015397 Long ABS-MBS USGSE US N 2 2034-09-15 Fixed 5 N N N N N N FREDDIE MAC 3010 N/A 31395WDM6 22466.040000 PA USD 22490.430000 0.0000329 Long ABS-MBS USGSE US N 2 2020-07-15 Fixed 4.5 N N N N N N FREDDIE MAC 3013 N/A 31395XRF4 1523002.350000 PA USD 1689585.450000 0.0024708 Long ABS-MBS USGSE US N 2 2035-08-15 Fixed 5 N N N N N N FREDDIE MAC 3115 N/A 31396HL64 903479.000000 PA USD 995142.730000 0.0014553 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5 N N N N N N FREDDIE MAC 3204 N/A 31397AL50 1206887.120000 PA USD 1343471.260000 0.0019647 Long ABS-MBS USGSE US N 2 2034-08-15 Fixed 5 N N N N N N FREDDIE MAC 3221 N/A 31397BBL4 209201.220000 PA USD 41084.250000 0.0000601 Long ABS-MBS USGSE US N 2 2036-09-15 Floating 4.5525 N N N N N N FREDDIE MAC 3236 N/A 31397CB73 7485456.100000 PA USD 1502804.120000 0.0021977 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 4.6225 N N N N N N FREDDIE MAC 3284 N/A 31397FL34 236969.370000 PA USD 45783.150000 0.0000670 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 4.4225 N N N N N N FREDDIE MAC 3322 N/A 31397HLQ9 1440054.280000 PA USD 1440918.310000 0.0021072 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 2.4275 N N N N N N FREDDIE MAC 3360 N/A 31397KE23 3235327.010000 PA USD 3277006.760000 0.0047923 Long ABS-MBS USGSE US N 2 2037-08-15 Floating 2.6975 N N N N N N FREDDIE MAC 3360 N/A 31397KE31 922934.590000 PA USD 937123.510000 0.0013704 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 2.7475 N N N N N N FREDDIE MAC 3360 N/A 31397KE56 563651.920000 PA USD 1062773.250000 0.0015542 Long ABS-MBS USGSE US N 2 2037-08-15 Floating 26.475 N N N N N N FREDDIE MAC 3411 N/A 31397RFJ0 313915.860000 PA USD 43353.480000 0.0000634 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 4.2225 N N N N N N FREDDIE MAC 3530 N/A 31398CYE2 124879.270000 PA USD 131728.010000 0.0001926 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 4.5 N N N N N N FREDDIE MAC 3532 N/A 31398CSA7 320369.640000 PA USD 63584.280000 0.0000930 Long ABS-MBS USGSE US N 2 2039-05-15 Floating 4.2725 N N N N N N FREDDIE MAC 3597 N/A 31398L5U8 16653.030000 PA USD 17005.670000 0.0000249 Long ABS-MBS USGSE US N 2 2039-11-15 Floating 2.8775 N N N N N N FREDDIE MAC 3609 N/A 31398LN38 23332.660000 PA USD 23708.820000 0.0000347 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 2.7775 N N N N N N FREDDIE MAC 3666 N/A 31398QGG6 16751.450000 PA USD 16755.930000 0.0000245 Long ABS-MBS USGSE US N 2 2040-05-15 Floating 2.7575 N N N N N N FREDDIE MAC 3822 N/A 3137A8KF4 14041534.420000 PA USD 15698091.460000 0.0229568 Long ABS-MBS USGSE US N 2 2041-02-15 Fixed 4 N N N N N N FREDDIE MAC MTG 2142 N/A 3133TKDP2 995355.910000 PA USD 1097091.040000 0.0016044 Long ABS-MBS USGSE US N 2 2029-04-15 Fixed 6.5 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG01 N/A 3137FMCZ3 2600000.000000 PA USD 2789756.840000 0.0040797 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 2.939 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG01 N/A 3137FMD25 13600000.000000 PA USD 14340487.360000 0.0209715 Long ABS-MBS USGSE US N 2 2026-04-25 Fixed 2.875 N N N N N N FREDDIE MAC REFERENCE REMIC R006 N/A 31396JT21 4769955.340000 PA USD 5531638.030000 0.0080894 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 6 N N N N N N FREDDIE MAC REMIC 2082 N/A 3133TG7D5 1289728.940000 PA USD 1466820.460000 0.0021451 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.5 N N N N N N FREDDIE MAC REMIC 2102 N/A 3133THHD2 1100607.390000 PA USD 1216588.300000 0.0017791 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6 N N N N N N FREDDIE MAC REMIC-1058 N/A 312905JP8 107.670000 PA USD 110.720000 0.0000002 Long ABS-MBS USGSE US N 2 2021-04-15 Fixed 8 N N N N N N FREDDIE MAC REMIC-1113 N/A 312906PV6 1.150000 PA USD 1.150000 0.0000000 Long ABS-MBS USGSE US N 2 2021-06-15 Fixed 8.5 N N N N N N FREDDIE MAC REMICS 2064 N/A 3133TEMJ0 314464.160000 PA USD 346758.940000 0.0005071 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 6.5 N N N N N N FREDDIE MAC REMICS 2825 N/A 31395CQX2 2532980.310000 PA USD 2863928.880000 0.0041882 Long ABS-MBS USGSE US N 2 2034-07-15 Fixed 5.5 N N N N N N FREDDIE MAC REMICS 3233 N/A 31397BYP0 5980.850000 PA USD 6934.660000 0.0000101 Long ABS-MBS USGSE US N 2 2036-10-15 Fixed 6 N N N N N N FREDDIE MAC REMICS 3376 N/A 31397KZG9 1321877.990000 PA USD 1342602.530000 0.0019634 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.7375 N N N N N N FREDDIE MAC REMICS 3817 N/A 3137A7RM4 271767.850000 PA USD 277793.160000 0.0004062 Long ABS-MBS USGSE US N 2 2037-10-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS 3828 N/A 3137A7VH0 8956.200000 PA USD 13785.380000 0.0000202 Long ABS-MBS USGSE US N 2 2041-02-15 Floating 7.1175 N N N N N N FREDDIE MAC REMICS 3838 N/A 3137A9YV2 5038158.530000 PA USD 5687338.360000 0.0083171 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 4 N N N N N N FREDDIE MAC REMICS 3868 N/A 3137AAED1 16561.310000 PA USD 16378.830000 0.0000240 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 2.4275 N N N N N N FREDDIE MAC REMICS 3975 N/A 3137AK4J7 14655029.400000 PA USD 2751415.820000 0.0040237 Long ABS-MBS USGSE US N 2 2041-12-15 Floating 4.4825 N N N N N N FREDDIE MAC REMICS 3979 N/A 3137AKPF2 653636.160000 PA USD 696919.550000 0.0010192 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS 3984 N/A 3137AKEE7 127876.000000 PA USD 128061.750000 0.0001873 Long ABS-MBS USGSE US N 2 2042-01-15 Floating 2.5775 N N N N N N FREDDIE MAC REMICS 4006 N/A 3137ALRU5 4873347.510000 PA USD 5441475.540000 0.0079576 Long ABS-MBS USGSE US N 2 2042-02-15 Fixed 4 N N N N N N FREDDIE MAC REMICS 4062 N/A 3137ARFP6 15937759.840000 PA USD 2506179.270000 0.0036650 Long ABS-MBS USGSE US N 2 2042-06-15 Floating 3.9725 N N N N N N FREDDIE MAC REMICS 4066 N/A 3137ARFG6 1666449.310000 PA USD 81800.330000 0.0001196 Long ABS-MBS USGSE US N 2 2038-05-15 Floating 2.2975 N N N N N N FREDDIE MAC REMICS 4093 N/A 3137ASTB0 23726832.900000 PA USD 25564086.990000 0.0373848 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS 4100 N/A 3137ASXX7 7929882.710000 PA USD 558558.730000 0.0008168 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4305 N/A 3137B8A64 8963907.570000 PA USD 509201.940000 0.0007447 Long ABS-MBS USGSE US N 2 2039-06-15 Floating 1.91117 N N N N N N FREDDIE MAC REMICS 4338 N/A 3137BB7D6 4589246.120000 PA USD 271737.980000 0.0003974 Long ABS-MBS USGSE US N 2 2041-10-15 Floating 2.07098 N N N N N N FREDDIE MAC REMICS 4429 N/A 3137BGA25 25249958.030000 PA USD 1521436.220000 0.0022249 Long ABS-MBS USGSE US N 2 2038-11-15 Floating 2.12825 N N N N N N FREDDIE MAC REMICS 4620 N/A 3137BSAE3 13262025.020000 PA USD 13226950.940000 0.0193430 Long ABS-MBS USGSE US N 2 2042-11-15 Floating 2.66975 N N N N N N FREDDIE MAC STRIPS 267 N/A 31325TN96 34931113.970000 PA USD 5520377.020000 0.0080730 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 3.9725 N N N N N N FREDDIE MAC STRIPS 321 N/A 3132HTZX7 10373287.350000 PA USD 12075956.560000 0.0176598 Long ABS-MBS USGSE US N 2 2043-12-15 Floating 6.276 N N N N N N FREDDIE MAC STRUCTURED P/T CERT T-11 N/A 3133TDPX8 917612.330000 PA USD 996061.760000 0.0014566 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 6.5 N N N N N N FREDDIE MAC-1015 N/A 312904SN6 248.670000 PA USD 252.230000 0.0000004 Long ABS-MBS USGSE US N 2 2020-11-15 Fixed 7 N N N N N N FREDDIE MAC-1024 N/A 312904ZD0 2047.280000 PA USD 2106.690000 0.0000031 Long ABS-MBS USGSE US N 2 2020-12-15 Fixed 9 N N N N N N FREDDIE MAC-1029 N/A 312904M28 6051.500000 PA USD 6256.510000 0.0000091 Long ABS-MBS USGSE US N 2 2020-12-15 Fixed 9 N N N N N N FREDDIE MAC-1032 N/A 312904R72 3732.330000 PA USD 3827.580000 0.0000056 Long ABS-MBS USGSE US N 2 2020-12-15 Fixed 8.75 N N N N N N FREDDIE MAC-1043 N/A 3129044T9 660.450000 PA USD 663.020000 0.0000010 Long ABS-MBS USGSE US N 2 2021-02-15 Floating 3.19513 N N N N N N FREDDIE MAC-1090 N/A 312905U42 35745.200000 PA USD 37138.640000 0.0000543 Long ABS-MBS USGSE US N 2 2021-06-15 Fixed 8.5 N N N N N N FREDDIE MAC-1100 N/A 312906CR9 12178.320000 PA USD 12570.160000 0.0000184 Long ABS-MBS USGSE US N 2 2021-06-15 Fixed 8.5 N N N N N N FREDDIE MAC-1121 N/A 312906WP1 12936.640000 PA USD 13506.820000 0.0000198 Long ABS-MBS USGSE US N 2 2021-07-15 Fixed 9 N N N N N N FREDDIE MAC-1130 N/A 312906P95 2279.800000 PA USD 2322.750000 0.0000034 Long ABS-MBS USGSE US N 2 2021-09-15 Fixed 5.5 N N N N N N FREDDIE MAC-119 N/A 312903MA2 25.440000 PA USD 25.490000 0.0000000 Long ABS-MBS USGSE US N 2 2021-01-15 Fixed 7.5 N N N N N N FREDDIE MAC-1208 N/A 312908TC0 2.210000 PA USD 18.740000 0.0000000 Long ABS-MBS USGSE US N 2 2022-02-15 Fixed 1007.5 N N N N N N FREDDIE MAC-1303 N/A 312910UP5 14199.800000 PA USD 15060.870000 0.0000220 Long ABS-MBS USGSE US N 2 2022-06-15 Fixed 8.25 N N N N N N FREDDIE MAC-1315 N/A 312910G89 5956.020000 PA USD 6238.510000 0.0000091 Long ABS-MBS USGSE US N 2 2022-07-15 Fixed 7 N N N N N N FREDDIE MAC-1324 N/A 312910T85 63136.060000 PA USD 65590.610000 0.0000959 Long ABS-MBS USGSE US N 2 2022-07-15 Fixed 7 N N N N N N FREDDIE MAC-1379 N/A 312912HV3 3204.480000 PA USD 3344.430000 0.0000049 Long ABS-MBS USGSE US N 2 2022-10-15 Fixed 7 N N N N N N FREDDIE MAC-1462 N/A 312914JL9 183201.900000 PA USD 192978.760000 0.0002822 Long ABS-MBS USGSE US N 2 2023-01-15 Fixed 7.5 N N N N N N FREDDIE MAC-1507 N/A 312915VY4 169184.400000 PA USD 180659.320000 0.0002642 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N FREDDIE MAC-1548 N/A 312916XQ7 36875.790000 PA USD 38896.310000 0.0000569 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N FREDDIE MAC-1579 N/A 3133T0C36 1586.970000 PA USD 152.110000 0.0000002 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N FREDDIE MAC-159 N/A 312903L54 247.600000 PA USD 248.060000 0.0000004 Long ABS-MBS USGSE US N 2 2021-09-15 Fixed 4.5 N N N N N N FREDDIE MAC-165 N/A 312903Z34 191.880000 PA USD 192.860000 0.0000003 Long ABS-MBS USGSE US N 2 2021-09-15 Fixed 6.5 N N N N N N FREDDIE MAC-1650 N/A 3133T3WY0 3326.000000 PA USD 3544.330000 0.0000052 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 6.5 N N N N N N FREDDIE MAC-1686 N/A 3133T4EL6 712.720000 PA USD 733.200000 0.0000011 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 5 N N N N N N FREDDIE MAC-1694 N/A 3133T4NZ5 15605.760000 PA USD 16748.610000 0.0000245 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N FREDDIE MAC-1747 N/A 3133T5F40 294482.520000 PA USD 322994.440000 0.0004723 Long ABS-MBS USGSE US N 2 2024-09-15 Fixed 8 N N N N N N FREDDIE MAC-1748 N/A 3133T57K3 16012.690000 PA USD 17253.880000 0.0000252 Long ABS-MBS USGSE US N 2 2024-09-15 Fixed 8 N N N N N N FREDDIE MAC-199 N/A 312906V56 2563.250000 PA USD 2580.190000 0.0000038 Long ABS-MBS USGSE US N 2 2022-10-15 Fixed 8.5 N N N N N N FREDDIE MAC-2004 N/A 3133TBGP9 269544.790000 PA USD 296658.300000 0.0004338 Long ABS-MBS USGSE US N 2 2027-10-15 Fixed 6.5 N N N N N N FREDDIE MAC-2053 N/A 3133TDE69 410980.210000 PA USD 463175.110000 0.0006773 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N FREDDIE MAC-2077 N/A 3133TEPM0 1120702.000000 PA USD 1262339.910000 0.0018460 Long ABS-MBS USGSE US N 2 2028-07-15 Fixed 6.5 N N N N N N FREDDIE MAC-2100 N/A 3133TH3Z8 469019.750000 PA USD 520285.480000 0.0007609 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6.5 N N N N N N FREDDIE MAC-2116 N/A 3133THTS6 978117.520000 PA USD 1112672.060000 0.0016272 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.5 N N N N N N FREDDIE MAC-2130 N/A 3133TJQ55 2092183.110000 PA USD 2374139.930000 0.0034719 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.5 N N N N N N FREDDIE MAC-2204 N/A 3133TMY83 192616.800000 PA USD 221630.240000 0.0003241 Long ABS-MBS USGSE US N 2 2029-12-20 Fixed 7.5 N N N N N N FREDDIE MAC-2206 N/A 3133TN4S0 271049.390000 PA USD 319995.730000 0.0004680 Long ABS-MBS USGSE US N 2 2030-01-15 Fixed 7.5 N N N N N N FREDDIE MAC-2304 N/A 3133TSMD2 941742.060000 PA USD 1096299.260000 0.0016032 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 6.5 N N N N N N FREDDIE MAC-2325 N/A 3133TU4W5 458421.590000 PA USD 513643.790000 0.0007511 Long ABS-MBS USGSE US N 2 2031-06-15 Fixed 6 N N N N N N FREDDIE MAC-2434 N/A 3133TVUQ7 469480.570000 PA USD 528380.050000 0.0007727 Long ABS-MBS USGSE US N 2 2031-12-15 Fixed 6 N N N N N N FREDDIE MAC-2530 N/A 31393F7B6 9429.630000 PA USD 9500.780000 0.0000139 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 2.5275 N N N N N N FREDDIE MAC-2980 N/A 31395UEH0 12387.670000 PA USD 14553.420000 0.0000213 Long ABS-MBS USGSE US N 2 2035-05-15 Fixed 6.5 N N N N N N FREDDIE MAC-3021 N/A 31395XEJ0 9500.460000 PA USD 10552.650000 0.0000154 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 5.5 N N N N N N FREDDIE MAC-3145 N/A 31396NCK0 356048.640000 PA USD 397377.450000 0.0005811 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 5.5 N N N N N N FREDDIE MAC-3156 N/A 31396R6F9 507156.970000 PA USD 563523.920000 0.0008241 Long ABS-MBS USGSE US N 2 2036-05-15 Fixed 5.5 N N N N N N FREDDIE MAC-3185 N/A 31396UBX7 64592.570000 PA USD 70049.450000 0.0001024 Long ABS-MBS USGSE US N 2 2026-07-15 Fixed 6 N N N N N N FREDDIE MAC-3187 N/A 31396UT42 538016.220000 PA USD 593159.760000 0.0008674 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 5 N N N N N N FREDDIE MAC-3201 N/A 31397APC1 144455.340000 PA USD 26959.610000 0.0000394 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 4.4725 N N N N N N FREDDIE MAC-3271 N/A 31397FFJ6 12151.030000 PA USD 12070.350000 0.0000177 Long ABS-MBS USGSE US N 2 2037-02-15 Floating 2.3675 N N N N N N FREDDIE MAC-3271 N/A 31397FFP2 4594.590000 PA USD 4510.480000 0.0000066 Long ABS-MBS USGSE US N 2 2037-02-15 Floating 2.3275 N N N N N N FREDDIE MAC-3339 N/A 31397JYP3 645993.770000 PA USD 646368.700000 0.0009452 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 2.6075 N N N N N N FREDDIE MAC-3364 N/A 31397KKX8 1995557.310000 PA USD 2015291.380000 0.0029472 Long ABS-MBS USGSE US N 2 2032-05-15 Floating 2.6075 N N N N N N FREDDIEMAC STRIP-149 N/A 31282YAZ2 126.500000 PA USD 8.460000 0.0000000 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 9 N N N N N N FREDDIEMAC STRIP-312 N/A 3132HTRR9 12269874.890000 PA USD 14440241.890000 0.0211173 Long ABS-MBS USGSE US N 2 2043-09-15 Floating 6.276 N N N N N N FREMF MORTGAGE TRUST 2010-K8 N/A 30261VAC6 857269448.250000 PA USD 822121.400000 0.0012023 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 0.2 N N N N N N FREMONT HOME LOAN TRUST 2004-2 N/A 35729PEE6 143601.200000 PA USD 144248.170000 0.0002109 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.94838 N N N N N N FREMONT HOME LOAN TRUST 2005-1 N/A 35729PJF8 6400000.000000 PA USD 6421111.040000 0.0093902 Long ABS-MBS CORP US N 2 2035-06-25 Floating 3.08338 N N N N N N FREMONT HOME LOAN TRUST 2005-C N/A 35729PKS8 1398933.520000 PA USD 1404877.590000 0.0020545 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.75338 N N N N N N FREMONT HOME LOAN TRUST 2005-E N/A 35729PNC0 16026850.720000 PA USD 15696231.210000 0.0229541 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.34838 N N N N N N FREMONT HOME LOAN TRUST 2006-1 N/A 35729PPB0 3100000.000000 PA USD 1967353.000000 0.0028770 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.28838 N N N N N N FREMONT HOME LOAN TRUST 2006-3 N/A 35729MAD9 55414472.510000 PA USD 28159013.830000 0.0411796 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.18838 N N N N N N FREMONT HOME LOAN TRUST 2006-3 N/A 35729MAE7 21043570.160000 PA USD 10909860.080000 0.0159545 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.25838 N N N N N N FREMONT HOME LOAN TRUST 2006-A N/A 35729RAF3 12626321.230000 PA USD 8830292.250000 0.0129134 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.26838 N N N N N N FREMONT HOME LOAN TRUST 2006-B N/A 35729QAC2 423826.720000 PA USD 180113.300000 0.0002634 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.11838 N N N N N N FREMONT HOME LOAN TRUST 2006-B N/A 35729QAD0 8683033.640000 PA USD 3744339.440000 0.0054757 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.17838 N N N N N N FREMONT HOME LOAN TRUST 2006-D N/A 35729VAC1 45863785.350000 PA USD 20975494.940000 0.0306745 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.14838 N N N N N N FREMONT HOME LOAN TRUST 2006-E N/A 35729NAB1 33510.670000 PA USD 19291.520000 0.0000282 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.07838 N N N N N N FREMONT HOME LOAN TRUST 2006-E N/A 35729NAD7 14886205.300000 PA USD 8723483.030000 0.0127572 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.16838 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AB5 3125000.000000 PA USD 3075767.190000 0.0044980 Long DBT CORP US N 2 2024-02-02 Floating 9.7375 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AA7 37042000.000000 PA USD 36458421.810000 0.0533166 Long DBT CORP US N 2 2024-01-31 Floating 9.13175 N N N N N N GAIF BOND ISSUER PTY LIMITED 2138007UNQRHCRSBNZ86 361435AA8 5400000.000000 PA USD 5511959.980000 0.0080607 Long DBT CORP AU N 2 2026-09-30 Fixed 3.4 N N N N N N GATEWAY CREDIT TENANT LEASE N/A 963SPPII4 102632433.310000 PA 82451589.070000 0.1205768 Long ABS-O CORP CA N 3 2038-03-12 Fixed 5 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448BB8 14200000.000000 PA USD 14242668.020000 0.0208284 Long DBT CORP US N 2 2021-11-05 Floating 3.00675 N N N N N N GE CAPITAL EUROPEAN FUNDING UNLIMITED COMPANY YHZHHIVHTKEV7XROHS46 99YNKBII1 300000.000000 PA 324958.770000 0.0004752 Long DBT CORP IE N 2 2021-05-17 Floating 0.000001 N N N N N N GE CAPITAL EUROPEAN FUNDING UNLIMITED COMPANY YHZHHIVHTKEV7XROHS46 ACI0BGYK6 2800000.000000 PA 3049254.640000 0.0044592 Long DBT CORP IE N 2 2020-01-21 Floating 0.01 N N N N N N GE CAPITAL EUROPEAN FUNDING UNLIMITED COMPANY YHZHHIVHTKEV7XROHS46 BVC3TBII8 21300000.000000 PA 23414252.630000 0.0342409 Long DBT CORP IE N 2 2022-01-21 Fixed 0.8 N N N N N N GE CAPITAL EUROPEAN FUNDING UNLIMITED COMPANY YHZHHIVHTKEV7XROHS46 ACI04MYK1 3400000.000000 PA 3951490.670000 0.0057786 Long DBT CORP IE N 2 2023-03-15 Fixed 2.625 N N N N N N GE CAPITAL EUROPEAN FUNDING UNLIMITED COMPANY YHZHHIVHTKEV7XROHS46 BCBVJ3II8 4400000.000000 PA 4874806.340000 0.0071289 Long DBT CORP IE N 2 2020-07-20 Fixed 2.25 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY 549300G6UZOB126GBY72 36164QMS4 28100000.000000 PA USD 28039137.090000 0.0410043 Long DBT CORP IE N 2 2020-11-15 Fixed 2.342 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY 549300G6UZOB126GBY72 36164Q6M5 1541000.000000 PA USD 1573615.910000 0.0023012 Long DBT CORP IE N 2 2025-11-15 Fixed 3.373 N N N N N N GE CAPITAL UK FUNDING UNLIMITED COMPANY BR7Z6BPTFF652NNO9651 B151HKII9 2445000.000000 PA 3328111.790000 0.0048670 Long DBT CORP IE N 2 2023-05-24 Fixed 5.125 N N N N N N GE CAPITAL UK FUNDING UNLIMITED COMPANY BR7Z6BPTFF652NNO9651 ACI06R9L4 800000.000000 PA 1061257.630000 0.0015520 Long DBT CORP IE N 2 2023-09-13 Fixed 4.125 N N N N N N GE-WMC MORTGAGE SECURITIES LLC 2006-1 N/A 36829JAA9 6596.510000 PA USD 3843.620000 0.0000056 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.05838 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G4J0 4000000.000000 PA USD 4031329.920000 0.0058954 Long DBT CORP US N 2 2020-01-08 Fixed 5.5 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G6S8 800000.000000 PA USD 811163.360000 0.0011862 Long DBT CORP US N 2 2023-01-09 Fixed 3.1 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GT95 48400000.000000 PA USD 54784833.140000 0.0801170 Long DBT CORP US N 2 2026-01-05 Fixed 5.55 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36966THT2 5100000.000000 PA USD 5025822.290000 0.0073497 Long DBT CORP US N 2 2023-03-15 Floating 3.1185 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BJ1 1000000.000000 PA 1086466.170000 0.0015888 Long DBT CORP US N 2 2020-05-28 Floating 0.000001 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BR3 17400000.000000 PA 18894471.660000 0.0276312 Long DBT CORP US N 2 2022-05-17 Fixed 0.375 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 BWVG16II7 1335000.000000 PA 1486564.430000 0.0021739 Long DBT CORP US N 2 2023-05-26 Fixed 1.25 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G4R2 17090000.000000 PA USD 17387864.860000 0.0254279 Long DBT CORP US N 2 2020-09-16 Fixed 4.375 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G5J9 2500000.000000 PA USD 2600937.300000 0.0038036 Long DBT CORP US N 2 2021-10-17 Fixed 4.65 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BD4 4100000.000000 PA USD 4112094.470000 0.0060135 Long DBT CORP US N 2 2022-10-09 Fixed 2.7 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 556977II9 8700000.000000 PA 11337312.220000 0.0165796 Long DBT CORP US N 2 2021-06-07 Fixed 5.5 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 U3698END5 3000000.000000 PA 3857334.140000 0.0056409 Long DBT CORP US N 2 2020-09-29 Fixed 6.25 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36959CAA6 2100000.000000 PA USD 2733363.550000 0.0039973 Long DBT CORP US N 2 2035-08-21 Fixed 7.5 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 37033LGC4 13700000.000000 PA USD 14310493.650000 0.0209276 Long DBT CORP US N 2 2022-10-15 Fixed 6.61 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAM2 1700000.000000 PA USD 1703445.800000 0.0024911 Long DBT CORP US N 2 2020-08-07 Floating 3.009 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 U37044AR2 20000000.000000 PA 0.220000 0.0000000 Long DBT CORP US N 3 2033-07-05 Fixed 8.375 Y Y N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XAR7 14100000.000000 PA USD 14121688.900000 0.0206515 Long DBT CORP US N 2 2020-01-15 Fixed 3.15 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBF2 11902000.000000 PA USD 12161632.610000 0.0177851 Long DBT CORP US N 2 2021-03-01 Fixed 4.2 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBU9 39300000.000000 PA USD 39399573.620000 0.0576177 Long DBT CORP US N 2 2020-04-13 Floating 3.23338 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XAY2 55121000.000000 PA USD 55431783.220000 0.0810631 Long DBT CORP US N 2 2020-07-13 Fixed 3.2 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCB0 202800000.000000 PA USD 202733443.070000 0.2964763 Long DBT CORP US N 2 2020-11-06 Fixed 2.45 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCC8 202800000.000000 PA USD 202256461.520000 0.2957788 Long DBT CORP US N 2 2020-11-06 Floating 2.77925 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 ACI11L997 42000000.000000 PA 45490153.930000 0.0665246 Long DBT CORP US N 2 2022-03-26 Floating 0.147 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCR5 33080000.000000 PA USD 35591094.860000 0.0520482 Long DBT CORP US N 2 2024-01-17 Fixed 5.1 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCU8 81500000.000000 PA USD 83281223.250000 0.1217900 Long DBT CORP US N 2 2022-07-08 Fixed 3.55 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCP9 24800000.000000 PA USD 25592444.820000 0.0374263 Long DBT CORP US N 2 2021-11-06 Fixed 4.2 N N N N N N GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP N/A 37185LAH5 32334000.000000 PA USD 32927328.900000 0.0481527 Long DBT CORP US N 2 2022-08-01 Fixed 6.75 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAB7 1700000.000000 PA USD 1758768.680000 0.0025720 Long DBT CORP US N 2 2020-11-01 Fixed 5.4 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAF8 1500000.000000 PA USD 1500274.370000 0.0021940 Long DBT CORP US N 2 2019-11-15 Fixed 2.539 N N N N N N GLAXOSMITHKLINE CAPITAL PLC 549300U0LV41VX7LEP38 377373AE5 66000000.000000 PA USD 67325125.560000 0.0984559 Long DBT CORP GB N 2 2021-05-14 Fixed 3.125 N N N N N N GLAXOSMITHKLINE CAPITAL PLC 549300U0LV41VX7LEP38 377373AF2 73900000.000000 PA USD 74022723.510000 0.1082504 Long DBT CORP GB N 2 2021-05-14 Floating 2.52525 N N N N N N GLITNIR HOLDCO EHF N/A 962LJPII7 26686.000000 PA 727.160000 0.0000011 Long DBT CORP IS N 3 2030-12-31 None 0 N N N Y N GLITNIR HOLDCO EHF EUR XXXX N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AL3 2500000.000000 PA USD 2764900.000000 0.0040434 Long DBT CORP US N 2 2029-01-15 Fixed 5.3 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AP4 18400000.000000 PA USD 18583448.000000 0.0271763 Long DBT CORP US N 2 2030-01-15 Fixed 4 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AJ8 2390000.000000 PA USD 2638631.700000 0.0038587 Long DBT CORP US N 2 2025-06-01 Fixed 5.25 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AN9 4800000.000000 PA USD 4851360.000000 0.0070946 Long DBT CORP US N 2 2024-09-01 Fixed 3.35 N N N N N N GMAC MORTGAGE CORP LOAN TRUST 2005-AR2 N/A 36185N6Q8 1485016.860000 PA USD 1461694.670000 0.0021376 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.06746 N N N N N N GMAC MORTGAGE CORP LOAN TRUST 2005-AR3 N/A 36185N6Y1 146320.470000 PA USD 145866.860000 0.0002133 Long ABS-MBS CORP US N 2 2035-06-19 Floating 4.5028 N N N N N N GMAC MORTGAGE CORP LOAN TRUST 2006-AR1 N/A 36185MDQ2 2980450.110000 PA USD 2858903.180000 0.0041808 Long ABS-MBS CORP US N 2 2036-04-19 Floating 4.38122 Y N N N N N GMAC MTGE CORPORATION LN TRUST 2007-HE3 N/A 36186MAA9 3024.020000 PA USD 3064.790000 0.0000045 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 7 N N N N N N GMAC MTGE CORPORATION LN TRUST 2007-HE3 N/A 36186MAC5 33237.920000 PA USD 33776.590000 0.0000494 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 01N0306A2 12000000.000000 PA USD 12324037.200000 0.0180226 Long ABS-MBS USGSE US N 2 2049-10-21 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 01N0406B9 164000000.000000 PA USD 171600429.120000 0.2509475 Long ABS-MBS USGSE US N 2 2049-11-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36202AB30 34.160000 PA USD 35.850000 0.0000001 Long ABS-MBS USGSE US N 2 2022-07-20 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36202BQR9 2.590000 PA USD 2.600000 0.0000000 Long ABS-MBS USGSE US N 2 2020-03-20 Fixed 10 N N N N N N GNMA PASS THRU POOLS N/A 36202BRU1 3.820000 PA USD 3.830000 0.0000000 Long ABS-MBS USGSE US N 2 2020-05-20 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36202BUN3 77.820000 PA USD 78.000000 0.0000001 Long ABS-MBS USGSE US N 2 2020-10-20 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36202BU86 2.480000 PA USD 2.490000 0.0000000 Long ABS-MBS USGSE US N 2 2020-11-20 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36202BWD3 124.860000 PA USD 126.150000 0.0000002 Long ABS-MBS USGSE US N 2 2021-01-20 Fixed 10 N N N N N N GNMA PASS THRU POOLS N/A 36202BYL3 4.080000 PA USD 4.110000 0.0000000 Long ABS-MBS USGSE US N 2 2021-05-20 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36202BY58 3.080000 PA USD 3.110000 0.0000000 Long ABS-MBS USGSE US N 2 2021-06-20 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36202BZQ1 1.040000 PA USD 1.040000 0.0000000 Long ABS-MBS USGSE US N 2 2021-07-20 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36202B5T8 8.820000 PA USD 8.910000 0.0000000 Long ABS-MBS USGSE US N 2 2022-01-20 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36202CAM5 40.050000 PA USD 41.750000 0.0000001 Long ABS-MBS USGSE US N 2 2022-04-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202CBP7 265.080000 PA USD 277.220000 0.0000004 Long ABS-MBS USGSE US N 2 2022-06-20 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36202CE58 903.560000 PA USD 915.160000 0.0000013 Long ABS-MBS USGSE US N 2 2025-02-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202CJA2 1201.050000 PA USD 1203.280000 0.0000018 Long ABS-MBS USGSE US N 2 2025-08-20 Fixed 7.75 N N N N N N GNMA PASS THRU POOLS N/A 36202CJC8 827.080000 PA USD 899.130000 0.0000013 Long ABS-MBS USGSE US N 2 2025-08-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202CKJ1 18956.100000 PA USD 20877.940000 0.0000305 Long ABS-MBS USGSE US N 2 2025-10-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202CK77 17692.780000 PA USD 19691.790000 0.0000288 Long ABS-MBS USGSE US N 2 2025-11-20 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36202CLR2 14865.500000 PA USD 16438.770000 0.0000240 Long ABS-MBS USGSE US N 2 2025-12-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202CMA8 13256.550000 PA USD 14667.820000 0.0000215 Long ABS-MBS USGSE US N 2 2026-01-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202CNT6 84.660000 PA USD 94.400000 0.0000001 Long ABS-MBS USGSE US N 2 2026-04-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202CPB3 2176.540000 PA USD 2394.950000 0.0000035 Long ABS-MBS USGSE US N 2 2026-05-20 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36202CQT3 2590.690000 PA USD 2771.930000 0.0000041 Long ABS-MBS USGSE US N 2 2026-08-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202CSP9 6337.210000 PA USD 7019.670000 0.0000103 Long ABS-MBS USGSE US N 2 2026-11-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202CUC5 482.130000 PA USD 532.970000 0.0000008 Long ABS-MBS USGSE US N 2 2027-02-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202CW82 17917.450000 PA USD 20155.750000 0.0000295 Long ABS-MBS USGSE US N 2 2027-08-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202CYF4 23385.300000 PA USD 26504.780000 0.0000388 Long ABS-MBS USGSE US N 2 2027-11-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202C3L5 21285.100000 PA USD 23942.830000 0.0000350 Long ABS-MBS USGSE US N 2 2028-06-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202C5V1 3494.880000 PA USD 3857.130000 0.0000056 Long ABS-MBS USGSE US N 2 2028-10-20 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36202C6L2 35157.200000 PA USD 40315.480000 0.0000590 Long ABS-MBS USGSE US N 2 2028-11-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202DA76 5511.240000 PA USD 6299.520000 0.0000092 Long ABS-MBS USGSE US N 2 2029-03-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202DBK6 2123.330000 PA USD 2425.310000 0.0000035 Long ABS-MBS USGSE US N 2 2029-04-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202DBX8 15770.630000 PA USD 17985.360000 0.0000263 Long ABS-MBS USGSE US N 2 2029-05-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DBY6 13462.060000 PA USD 15558.380000 0.0000228 Long ABS-MBS USGSE US N 2 2029-05-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202DCW9 740.100000 PA USD 741.690000 0.0000011 Long ABS-MBS USGSE US N 2 2029-07-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202DC90 31903.040000 PA USD 36812.900000 0.0000538 Long ABS-MBS USGSE US N 2 2029-08-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202DFZ9 5262.550000 PA USD 6260.070000 0.0000092 Long ABS-MBS USGSE US N 2 2030-02-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202DGT2 407.290000 PA USD 472.610000 0.0000007 Long ABS-MBS USGSE US N 2 2030-04-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DG70 4021.380000 PA USD 4804.290000 0.0000070 Long ABS-MBS USGSE US N 2 2030-05-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202DHL8 182.950000 PA USD 222.170000 0.0000003 Long ABS-MBS USGSE US N 2 2030-06-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202DHY0 718.060000 PA USD 824.560000 0.0000012 Long ABS-MBS USGSE US N 2 2030-07-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DKA8 14110.390000 PA USD 16543.210000 0.0000242 Long ABS-MBS USGSE US N 2 2030-10-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DKY6 120.040000 PA USD 141.890000 0.0000002 Long ABS-MBS USGSE US N 2 2030-12-20 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DLH2 109.640000 PA USD 133.180000 0.0000002 Long ABS-MBS USGSE US N 2 2031-01-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202DLJ8 1405.090000 PA USD 1644.460000 0.0000024 Long ABS-MBS USGSE US N 2 2031-01-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DLX7 36035.000000 PA USD 44152.870000 0.0000646 Long ABS-MBS USGSE US N 2 2031-02-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202DMA6 19615.300000 PA USD 22662.480000 0.0000331 Long ABS-MBS USGSE US N 2 2031-03-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DMR9 211.860000 PA USD 245.520000 0.0000004 Long ABS-MBS USGSE US N 2 2031-04-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DMU2 3194.840000 PA USD 3545.350000 0.0000052 Long ABS-MBS USGSE US N 2 2031-04-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202DM81 9323.110000 PA USD 10615.280000 0.0000155 Long ABS-MBS USGSE US N 2 2031-05-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202DN31 2512.720000 PA USD 2822.920000 0.0000041 Long ABS-MBS USGSE US N 2 2031-07-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202DPG0 985.690000 PA USD 994.900000 0.0000015 Long ABS-MBS USGSE US N 2 2031-08-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202DQE4 124.670000 PA USD 124.940000 0.0000002 Long ABS-MBS USGSE US N 2 2031-10-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202DRH6 382.880000 PA USD 438.310000 0.0000006 Long ABS-MBS USGSE US N 2 2032-01-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DSC6 2001.760000 PA USD 2319.630000 0.0000034 Long ABS-MBS USGSE US N 2 2032-03-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DWH0 4939.840000 PA USD 5756.380000 0.0000084 Long ABS-MBS USGSE US N 2 2033-02-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EQA0 4498.290000 PA USD 5184.180000 0.0000076 Long ABS-MBS USGSE US N 2 2037-11-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EV89 427.440000 PA USD 463.800000 0.0000007 Long ABS-MBS USGSE US N 2 2038-09-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EV97 2133.950000 PA USD 2345.830000 0.0000034 Long ABS-MBS USGSE US N 2 2038-09-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EWE5 140369.210000 PA USD 161490.080000 0.0002362 Long ABS-MBS USGSE US N 2 2038-09-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202FJR8 224483.900000 PA USD 248295.000000 0.0003631 Long ABS-MBS USGSE US N 2 2040-08-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202FLS3 120259.730000 PA USD 139158.730000 0.0002035 Long ABS-MBS USGSE US N 2 2040-10-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202FMC7 161939.870000 PA USD 179298.880000 0.0002622 Long ABS-MBS USGSE US N 2 2040-11-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202FPM2 54981.730000 PA USD 63542.050000 0.0000929 Long ABS-MBS USGSE US N 2 2041-01-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202FZD1 239772.850000 PA USD 264749.110000 0.0003872 Long ABS-MBS USGSE US N 2 2041-11-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202F2A3 136492.370000 PA USD 157364.900000 0.0002301 Long ABS-MBS USGSE US N 2 2041-12-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202J3M8 1840.890000 PA USD 1857.440000 0.0000027 Long ABS-MBS USGSE US N 2 2022-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202J3R7 11145.660000 PA USD 11211.670000 0.0000164 Long ABS-MBS USGSE US N 2 2022-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202J4F2 39094.850000 PA USD 39360.700000 0.0000576 Long ABS-MBS USGSE US N 2 2022-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202J4V7 38864.080000 PA USD 39069.130000 0.0000571 Long ABS-MBS USGSE US N 2 2022-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202J4X3 16053.520000 PA USD 16282.830000 0.0000238 Long ABS-MBS USGSE US N 2 2022-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202J5A2 83077.080000 PA USD 83713.640000 0.0001224 Long ABS-MBS USGSE US N 2 2022-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202J5G9 10304.750000 PA USD 10374.480000 0.0000152 Long ABS-MBS USGSE US N 2 2022-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202J5J3 39400.770000 PA USD 39796.700000 0.0000582 Long ABS-MBS USGSE US N 2 2022-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202J5M6 14785.280000 PA USD 14901.480000 0.0000218 Long ABS-MBS USGSE US N 2 2022-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202J6G8 7399.920000 PA USD 7524.750000 0.0000110 Long ABS-MBS USGSE US N 2 2022-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202J7A0 39579.980000 PA USD 39843.110000 0.0000583 Long ABS-MBS USGSE US N 2 2022-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202J7K8 30327.210000 PA USD 30743.310000 0.0000450 Long ABS-MBS USGSE US N 2 2022-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KAY1 109220.710000 PA USD 110894.770000 0.0001622 Long ABS-MBS USGSE US N 2 2023-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KBC8 67238.910000 PA USD 67596.370000 0.0000989 Long ABS-MBS USGSE US N 2 2023-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KBM6 3722.130000 PA USD 3792.300000 0.0000055 Long ABS-MBS USGSE US N 2 2023-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KBP9 62589.660000 PA USD 63769.070000 0.0000933 Long ABS-MBS USGSE US N 2 2023-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KB20 16194.580000 PA USD 16298.320000 0.0000238 Long ABS-MBS USGSE US N 2 2023-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KB87 8065.300000 PA USD 8104.410000 0.0000119 Long ABS-MBS USGSE US N 2 2023-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KCJ2 38090.430000 PA USD 38230.270000 0.0000559 Long ABS-MBS USGSE US N 2 2023-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KCL7 25303.800000 PA USD 25815.740000 0.0000378 Long ABS-MBS USGSE US N 2 2023-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KCR4 311176.710000 PA USD 315015.130000 0.0004607 Long ABS-MBS USGSE US N 2 2023-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KC45 37281.320000 PA USD 38048.860000 0.0000556 Long ABS-MBS USGSE US N 2 2023-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KDB8 301409.300000 PA USD 305279.810000 0.0004464 Long ABS-MBS USGSE US N 2 2023-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KDM4 16639.610000 PA USD 16653.430000 0.0000244 Long ABS-MBS USGSE US N 2 2023-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KDV4 66299.960000 PA USD 67687.460000 0.0000990 Long ABS-MBS USGSE US N 2 2023-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KDW2 60946.170000 PA USD 62221.730000 0.0000910 Long ABS-MBS USGSE US N 2 2023-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KDX0 139990.260000 PA USD 140619.210000 0.0002056 Long ABS-MBS USGSE US N 2 2023-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KD85 8941.920000 PA USD 8986.890000 0.0000131 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KD93 157601.570000 PA USD 160947.750000 0.0002354 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KEK7 142953.170000 PA USD 146001.230000 0.0002135 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KEU5 39634.000000 PA USD 40102.540000 0.0000586 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KE84 453080.750000 PA USD 462891.840000 0.0006769 Long ABS-MBS USGSE US N 2 2023-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KE92 165440.350000 PA USD 169029.130000 0.0002472 Long ABS-MBS USGSE US N 2 2023-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KFJ9 32467.400000 PA USD 32862.870000 0.0000481 Long ABS-MBS USGSE US N 2 2023-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KFV2 213023.310000 PA USD 217714.560000 0.0003184 Long ABS-MBS USGSE US N 2 2023-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KF59 78284.280000 PA USD 79831.100000 0.0001167 Long ABS-MBS USGSE US N 2 2023-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KGK5 581902.960000 PA USD 593833.660000 0.0008684 Long ABS-MBS USGSE US N 2 2023-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KGL3 235415.920000 PA USD 240263.880000 0.0003514 Long ABS-MBS USGSE US N 2 2023-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KG90 4652.460000 PA USD 4749.580000 0.0000069 Long ABS-MBS USGSE US N 2 2023-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KHB4 106043.860000 PA USD 107941.740000 0.0001579 Long ABS-MBS USGSE US N 2 2023-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KHC2 16768.020000 PA USD 17129.710000 0.0000251 Long ABS-MBS USGSE US N 2 2023-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KHR9 73767.020000 PA USD 75331.260000 0.0001102 Long ABS-MBS USGSE US N 2 2023-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KHX6 68769.570000 PA USD 68976.800000 0.0001009 Long ABS-MBS USGSE US N 2 2023-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KH40 301773.260000 PA USD 308533.360000 0.0004512 Long ABS-MBS USGSE US N 2 2024-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KJB2 284952.180000 PA USD 291342.280000 0.0004261 Long ABS-MBS USGSE US N 2 2024-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KJC0 5739.740000 PA USD 5868.830000 0.0000086 Long ABS-MBS USGSE US N 2 2024-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KJD8 8420.560000 PA USD 8471.260000 0.0000124 Long ABS-MBS USGSE US N 2 2024-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KJS5 110491.080000 PA USD 112998.220000 0.0001652 Long ABS-MBS USGSE US N 2 2024-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KJU0 31198.620000 PA USD 31911.290000 0.0000467 Long ABS-MBS USGSE US N 2 2024-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KJ48 26247.480000 PA USD 26401.550000 0.0000386 Long ABS-MBS USGSE US N 2 2024-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KJ89 22698.120000 PA USD 23221.520000 0.0000340 Long ABS-MBS USGSE US N 2 2024-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KKL8 273392.830000 PA USD 279996.010000 0.0004095 Long ABS-MBS USGSE US N 2 2024-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KKV6 56269.440000 PA USD 57634.140000 0.0000843 Long ABS-MBS USGSE US N 2 2024-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KKX2 35371.880000 PA USD 35511.330000 0.0000519 Long ABS-MBS USGSE US N 2 2024-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KK95 86886.150000 PA USD 89016.860000 0.0001302 Long ABS-MBS USGSE US N 2 2024-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KLK9 52652.800000 PA USD 53151.080000 0.0000777 Long ABS-MBS USGSE US N 2 2024-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KLY9 163577.710000 PA USD 167639.590000 0.0002452 Long ABS-MBS USGSE US N 2 2024-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KMP7 34240.630000 PA USD 35109.490000 0.0000513 Long ABS-MBS USGSE US N 2 2024-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KMR3 9690.740000 PA USD 9794.870000 0.0000143 Long ABS-MBS USGSE US N 2 2024-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KM51 95646.420000 PA USD 98110.060000 0.0001435 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KM77 206879.680000 PA USD 212197.970000 0.0003103 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KM93 138625.110000 PA USD 142194.700000 0.0002079 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KNT8 105882.600000 PA USD 108646.940000 0.0001589 Long ABS-MBS USGSE US N 2 2024-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KNW1 268873.240000 PA USD 275872.280000 0.0004034 Long ABS-MBS USGSE US N 2 2024-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KPB5 57393.950000 PA USD 57835.720000 0.0000846 Long ABS-MBS USGSE US N 2 2024-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KPM1 103419.850000 PA USD 105919.710000 0.0001549 Long ABS-MBS USGSE US N 2 2024-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KPP4 468933.140000 PA USD 480236.420000 0.0007023 Long ABS-MBS USGSE US N 2 2024-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KPY5 4025.270000 PA USD 4056.210000 0.0000059 Long ABS-MBS USGSE US N 2 2024-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KPZ2 15013.350000 PA USD 15098.360000 0.0000221 Long ABS-MBS USGSE US N 2 2024-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KP33 5651.530000 PA USD 5790.100000 0.0000085 Long ABS-MBS USGSE US N 2 2024-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KQJ7 8559.360000 PA USD 8613.350000 0.0000126 Long ABS-MBS USGSE US N 2 2024-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KQ57 9867.940000 PA USD 9912.350000 0.0000145 Long ABS-MBS USGSE US N 2 2025-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KQ73 30897.740000 PA USD 31095.130000 0.0000455 Long ABS-MBS USGSE US N 2 2025-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KQ99 162629.130000 PA USD 166877.650000 0.0002440 Long ABS-MBS USGSE US N 2 2025-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KRA5 4365.880000 PA USD 4406.980000 0.0000064 Long ABS-MBS USGSE US N 2 2025-01-20 Floating 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36202KRE7 7106.300000 PA USD 7291.770000 0.0000107 Long ABS-MBS USGSE US N 2 2025-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KRM9 3223.530000 PA USD 3228.280000 0.0000047 Long ABS-MBS USGSE US N 2 2025-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KRQ0 55817.530000 PA USD 57295.770000 0.0000838 Long ABS-MBS USGSE US N 2 2025-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KRS6 2416.000000 PA USD 2479.920000 0.0000036 Long ABS-MBS USGSE US N 2 2025-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KR56 8034.190000 PA USD 8249.160000 0.0000121 Long ABS-MBS USGSE US N 2 2025-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KR80 6609.270000 PA USD 6673.210000 0.0000098 Long ABS-MBS USGSE US N 2 2025-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KSA4 1969.070000 PA USD 1989.270000 0.0000029 Long ABS-MBS USGSE US N 2 2025-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KSG1 323.370000 PA USD 327.240000 0.0000005 Long ABS-MBS USGSE US N 2 2025-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KSJ5 3369.970000 PA USD 3463.910000 0.0000051 Long ABS-MBS USGSE US N 2 2025-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KSL0 4434.980000 PA USD 4462.330000 0.0000065 Long ABS-MBS USGSE US N 2 2025-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KSR7 639.360000 PA USD 642.910000 0.0000009 Long ABS-MBS USGSE US N 2 2025-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KSU0 77792.440000 PA USD 79989.220000 0.0001170 Long ABS-MBS USGSE US N 2 2025-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KSW6 558.010000 PA USD 567.180000 0.0000008 Long ABS-MBS USGSE US N 2 2025-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KS30 62616.600000 PA USD 62865.780000 0.0000919 Long ABS-MBS USGSE US N 2 2025-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KS48 362141.670000 PA USD 372449.520000 0.0005447 Long ABS-MBS USGSE US N 2 2025-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KS89 19764.820000 PA USD 20130.730000 0.0000294 Long ABS-MBS USGSE US N 2 2025-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KS97 468.730000 PA USD 476.220000 0.0000007 Long ABS-MBS USGSE US N 2 2025-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KTB1 1029.460000 PA USD 1037.900000 0.0000015 Long ABS-MBS USGSE US N 2 2025-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KTG0 105300.180000 PA USD 108368.050000 0.0001585 Long ABS-MBS USGSE US N 2 2025-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KTR6 162922.390000 PA USD 167671.830000 0.0002452 Long ABS-MBS USGSE US N 2 2025-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KTU9 4269.580000 PA USD 4393.990000 0.0000064 Long ABS-MBS USGSE US N 2 2025-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KTV7 1389.930000 PA USD 1417.910000 0.0000021 Long ABS-MBS USGSE US N 2 2025-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KUB9 6697.160000 PA USD 6703.960000 0.0000098 Long ABS-MBS USGSE US N 2 2020-08-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KUD5 272.630000 PA USD 272.130000 0.0000004 Long ABS-MBS USGSE US N 2 2020-08-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KUF0 19288.000000 PA USD 19750.320000 0.0000289 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KUH6 178978.630000 PA USD 184256.000000 0.0002695 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KUJ2 69135.750000 PA USD 70002.050000 0.0001024 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KUY9 42036.260000 PA USD 43284.910000 0.0000633 Long ABS-MBS USGSE US N 2 2025-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KU45 3551.820000 PA USD 3579.630000 0.0000052 Long ABS-MBS USGSE US N 2 2025-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KVA0 12112.700000 PA USD 12226.830000 0.0000179 Long ABS-MBS USGSE US N 2 2025-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KVB8 4189.350000 PA USD 4304.970000 0.0000063 Long ABS-MBS USGSE US N 2 2025-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KVJ1 99863.270000 PA USD 102620.940000 0.0001501 Long ABS-MBS USGSE US N 2 2025-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KVM4 293243.590000 PA USD 294252.860000 0.0004303 Long ABS-MBS USGSE US N 2 2025-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KVV4 346.430000 PA USD 344.730000 0.0000005 Long ABS-MBS USGSE US N 2 2020-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KVX0 6727.510000 PA USD 6800.740000 0.0000099 Long ABS-MBS USGSE US N 2 2025-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KWD3 29404.650000 PA USD 30223.750000 0.0000442 Long ABS-MBS USGSE US N 2 2025-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KWF8 125623.980000 PA USD 129118.030000 0.0001888 Long ABS-MBS USGSE US N 2 2025-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KWG6 90595.300000 PA USD 91076.990000 0.0001332 Long ABS-MBS USGSE US N 2 2025-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KW27 54914.830000 PA USD 55388.430000 0.0000810 Long ABS-MBS USGSE US N 2 2025-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KW43 24622.990000 PA USD 25162.610000 0.0000368 Long ABS-MBS USGSE US N 2 2025-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KW76 67524.530000 PA USD 68125.240000 0.0000996 Long ABS-MBS USGSE US N 2 2025-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KXE0 121313.140000 PA USD 121852.330000 0.0001782 Long ABS-MBS USGSE US N 2 2025-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KXJ9 107185.260000 PA USD 108232.610000 0.0001583 Long ABS-MBS USGSE US N 2 2026-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KXR1 132971.630000 PA USD 136887.570000 0.0002002 Long ABS-MBS USGSE US N 2 2026-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KXT7 191855.620000 PA USD 197512.990000 0.0002888 Long ABS-MBS USGSE US N 2 2026-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KXW0 97658.440000 PA USD 97961.690000 0.0001433 Long ABS-MBS USGSE US N 2 2026-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KXZ3 6854.940000 PA USD 6891.410000 0.0000101 Long ABS-MBS USGSE US N 2 2021-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KX26 364.580000 PA USD 366.000000 0.0000005 Long ABS-MBS USGSE US N 2 2021-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KYK5 38525.200000 PA USD 38895.840000 0.0000569 Long ABS-MBS USGSE US N 2 2026-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KYL3 21333.610000 PA USD 21480.770000 0.0000314 Long ABS-MBS USGSE US N 2 2026-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KYN9 57617.330000 PA USD 57884.790000 0.0000847 Long ABS-MBS USGSE US N 2 2026-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KYP4 17595.480000 PA USD 17685.270000 0.0000259 Long ABS-MBS USGSE US N 2 2026-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KYX7 3382.600000 PA USD 3401.300000 0.0000050 Long ABS-MBS USGSE US N 2 2021-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KY33 17140.060000 PA USD 17652.970000 0.0000258 Long ABS-MBS USGSE US N 2 2026-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KY66 59308.670000 PA USD 59753.140000 0.0000874 Long ABS-MBS USGSE US N 2 2026-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KZA6 1265.190000 PA USD 1270.630000 0.0000019 Long ABS-MBS USGSE US N 2 2021-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KZF5 239978.170000 PA USD 241809.590000 0.0003536 Long ABS-MBS USGSE US N 2 2026-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KZH1 8986.520000 PA USD 9077.520000 0.0000133 Long ABS-MBS USGSE US N 2 2026-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202KZL2 22123.390000 PA USD 22813.210000 0.0000334 Long ABS-MBS USGSE US N 2 2026-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KZ65 46159.280000 PA USD 47611.950000 0.0000696 Long ABS-MBS USGSE US N 2 2026-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K2A2 32283.270000 PA USD 32565.430000 0.0000476 Long ABS-MBS USGSE US N 2 2021-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202K2F1 23710.920000 PA USD 24457.060000 0.0000358 Long ABS-MBS USGSE US N 2 2026-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K2J3 2948.000000 PA USD 2978.480000 0.0000044 Long ABS-MBS USGSE US N 2 2026-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K2K0 72180.390000 PA USD 73013.200000 0.0001068 Long ABS-MBS USGSE US N 2 2026-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K2M6 10152.410000 PA USD 10186.310000 0.0000149 Long ABS-MBS USGSE US N 2 2026-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K2Y0 8680.050000 PA USD 8700.600000 0.0000127 Long ABS-MBS USGSE US N 2 2026-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K2Z7 77252.560000 PA USD 79704.710000 0.0001166 Long ABS-MBS USGSE US N 2 2026-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K3B9 157752.690000 PA USD 162757.270000 0.0002380 Long ABS-MBS USGSE US N 2 2026-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K3C7 2858.180000 PA USD 2904.110000 0.0000042 Long ABS-MBS USGSE US N 2 2026-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K3H6 1375.060000 PA USD 1381.820000 0.0000020 Long ABS-MBS USGSE US N 2 2022-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202K3S2 701.060000 PA USD 709.450000 0.0000010 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202K3U7 6646.150000 PA USD 6862.760000 0.0000100 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202K3W3 46970.620000 PA USD 48493.420000 0.0000709 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202K3Y9 115.030000 PA USD 115.550000 0.0000002 Long ABS-MBS USGSE US N 2 2022-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202K4L6 24740.560000 PA USD 25543.160000 0.0000374 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202K4M4 81489.540000 PA USD 82821.210000 0.0001211 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202K4Q5 1168.270000 PA USD 1183.070000 0.0000017 Long ABS-MBS USGSE US N 2 2022-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202K4R3 3989.250000 PA USD 4031.950000 0.0000059 Long ABS-MBS USGSE US N 2 2022-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36202K5E1 18488.290000 PA USD 18853.370000 0.0000276 Long ABS-MBS USGSE US N 2 2026-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202K5G6 34714.260000 PA USD 35848.000000 0.0000524 Long ABS-MBS USGSE US N 2 2026-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202K5M3 1777.380000 PA USD 1792.090000 0.0000026 Long ABS-MBS USGSE US N 2 2022-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K5P6 35574.910000 PA USD 35909.350000 0.0000525 Long ABS-MBS USGSE US N 2 2022-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K6B6 190.980000 PA USD 191.370000 0.0000003 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202K6C4 919.540000 PA USD 927.590000 0.0000014 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202K6D2 146724.660000 PA USD 151555.260000 0.0002216 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202K6G5 67034.500000 PA USD 68910.950000 0.0001008 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202K6H3 24082.770000 PA USD 24152.180000 0.0000353 Long ABS-MBS USGSE US N 2 2022-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K6K6 1994.870000 PA USD 2014.110000 0.0000029 Long ABS-MBS USGSE US N 2 2022-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K6V2 3484.800000 PA USD 3493.410000 0.0000051 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36202K7A7 72191.920000 PA USD 74385.420000 0.0001088 Long ABS-MBS USGSE US N 2 2026-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202K7C3 32573.420000 PA USD 33567.010000 0.0000491 Long ABS-MBS USGSE US N 2 2026-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36202K7D1 2772.790000 PA USD 2780.040000 0.0000041 Long ABS-MBS USGSE US N 2 2022-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K7F6 13464.850000 PA USD 13530.060000 0.0000198 Long ABS-MBS USGSE US N 2 2022-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K7K5 8185.950000 PA USD 8223.930000 0.0000120 Long ABS-MBS USGSE US N 2 2022-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CAA4 155956.950000 PA USD 160706.110000 0.0002350 Long ABS-MBS USGSE US N 2 2026-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CAL0 80310.220000 PA USD 80607.050000 0.0001179 Long ABS-MBS USGSE US N 2 2026-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CAM8 216173.830000 PA USD 222802.760000 0.0003258 Long ABS-MBS USGSE US N 2 2026-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CAN6 74561.360000 PA USD 76849.340000 0.0001124 Long ABS-MBS USGSE US N 2 2026-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CAP1 114504.380000 PA USD 115768.070000 0.0001693 Long ABS-MBS USGSE US N 2 2026-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CAX4 104976.230000 PA USD 105978.380000 0.0001550 Long ABS-MBS USGSE US N 2 2026-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CAY2 59376.120000 PA USD 61209.420000 0.0000895 Long ABS-MBS USGSE US N 2 2026-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CAZ9 91723.350000 PA USD 94552.410000 0.0001383 Long ABS-MBS USGSE US N 2 2026-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CA89 251704.170000 PA USD 259764.040000 0.0003799 Long ABS-MBS USGSE US N 2 2027-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CA97 60889.600000 PA USD 62847.340000 0.0000919 Long ABS-MBS USGSE US N 2 2027-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CBA3 260.710000 PA USD 262.870000 0.0000004 Long ABS-MBS USGSE US N 2 2027-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CBP0 144036.780000 PA USD 148689.010000 0.0002174 Long ABS-MBS USGSE US N 2 2027-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CBQ8 36529.000000 PA USD 36941.870000 0.0000540 Long ABS-MBS USGSE US N 2 2027-02-20 Floating 4 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 515550526.990000 PA USD 5131274395.170000 7.5039479 Long STIV RF US N 1 N N N GNMA PASS THRU POOLS N/A 36225CBY1 110821.660000 PA USD 111719.090000 0.0001634 Long ABS-MBS USGSE US N 2 2027-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CB62 125908.110000 PA USD 130157.940000 0.0001903 Long ABS-MBS USGSE US N 2 2027-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CB70 173513.190000 PA USD 174179.320000 0.0002547 Long ABS-MBS USGSE US N 2 2027-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCJ3 31706.630000 PA USD 32786.180000 0.0000479 Long ABS-MBS USGSE US N 2 2027-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCL8 142198.970000 PA USD 147050.470000 0.0002150 Long ABS-MBS USGSE US N 2 2027-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCN4 61841.520000 PA USD 63942.340000 0.0000935 Long ABS-MBS USGSE US N 2 2027-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCQ7 15388.720000 PA USD 15672.750000 0.0000229 Long ABS-MBS USGSE US N 2 2027-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCU8 1882.460000 PA USD 1887.760000 0.0000028 Long ABS-MBS USGSE US N 2 2027-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCX2 101715.390000 PA USD 105193.730000 0.0001538 Long ABS-MBS USGSE US N 2 2027-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCY0 468535.900000 PA USD 484533.340000 0.0007086 Long ABS-MBS USGSE US N 2 2027-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CC20 51703.790000 PA USD 52232.570000 0.0000764 Long ABS-MBS USGSE US N 2 2027-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CC61 101641.900000 PA USD 103578.090000 0.0001515 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CC87 78918.830000 PA USD 81663.540000 0.0001194 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CC95 436281.180000 PA USD 451530.690000 0.0006603 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CDA1 80392.410000 PA USD 80821.630000 0.0001182 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CDL7 9458.710000 PA USD 9790.390000 0.0000143 Long ABS-MBS USGSE US N 2 2027-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CDM5 216728.440000 PA USD 224357.280000 0.0003281 Long ABS-MBS USGSE US N 2 2027-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CDP8 190349.460000 PA USD 192698.280000 0.0002818 Long ABS-MBS USGSE US N 2 2027-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CDV5 92314.100000 PA USD 94869.790000 0.0001387 Long ABS-MBS USGSE US N 2 2027-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CDW3 73268.130000 PA USD 74092.320000 0.0001084 Long ABS-MBS USGSE US N 2 2027-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CDZ6 8249.670000 PA USD 8519.090000 0.0000125 Long ABS-MBS USGSE US N 2 2027-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CD29 2374.560000 PA USD 2451.940000 0.0000036 Long ABS-MBS USGSE US N 2 2027-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CD52 1069.880000 PA USD 1092.510000 0.0000016 Long ABS-MBS USGSE US N 2 2027-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CD60 54879.360000 PA USD 55044.580000 0.0000805 Long ABS-MBS USGSE US N 2 2027-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CEK8 1241.810000 PA USD 1256.560000 0.0000018 Long ABS-MBS USGSE US N 2 2027-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CEP7 9752.080000 PA USD 10075.530000 0.0000147 Long ABS-MBS USGSE US N 2 2027-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CEQ5 20753.730000 PA USD 21440.940000 0.0000314 Long ABS-MBS USGSE US N 2 2027-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CET9 27403.850000 PA USD 27621.180000 0.0000404 Long ABS-MBS USGSE US N 2 2027-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CEV4 37752.490000 PA USD 38053.600000 0.0000556 Long ABS-MBS USGSE US N 2 2027-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CEX0 475444.350000 PA USD 478835.310000 0.0007002 Long ABS-MBS USGSE US N 2 2028-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CE28 419691.580000 PA USD 434008.430000 0.0006347 Long ABS-MBS USGSE US N 2 2028-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CE44 127318.030000 PA USD 131673.480000 0.0001926 Long ABS-MBS USGSE US N 2 2028-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CE69 39574.450000 PA USD 40931.240000 0.0000599 Long ABS-MBS USGSE US N 2 2028-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CFK7 189675.950000 PA USD 196194.720000 0.0002869 Long ABS-MBS USGSE US N 2 2028-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CFQ4 303653.930000 PA USD 306276.180000 0.0004479 Long ABS-MBS USGSE US N 2 2028-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CFU5 336087.790000 PA USD 347734.650000 0.0005085 Long ABS-MBS USGSE US N 2 2028-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CF35 20240.360000 PA USD 20967.030000 0.0000307 Long ABS-MBS USGSE US N 2 2028-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CGE0 79098.950000 PA USD 81962.080000 0.0001199 Long ABS-MBS USGSE US N 2 2028-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CGF7 131833.890000 PA USD 136582.850000 0.0001997 Long ABS-MBS USGSE US N 2 2028-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CGG5 31701.640000 PA USD 32848.830000 0.0000480 Long ABS-MBS USGSE US N 2 2028-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CGN0 239966.100000 PA USD 240660.780000 0.0003519 Long ABS-MBS USGSE US N 2 2028-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CGP5 51156.220000 PA USD 51391.360000 0.0000752 Long ABS-MBS USGSE US N 2 2028-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CGW0 124563.980000 PA USD 125573.690000 0.0001836 Long ABS-MBS USGSE US N 2 2028-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CG75 73633.480000 PA USD 74101.730000 0.0001084 Long ABS-MBS USGSE US N 2 2028-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CH33 129144.810000 PA USD 130590.390000 0.0001910 Long ABS-MBS USGSE US N 2 2029-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CJC1 67279.050000 PA USD 67756.780000 0.0000991 Long ABS-MBS USGSE US N 2 2029-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CJH0 255648.240000 PA USD 257562.640000 0.0003767 Long ABS-MBS USGSE US N 2 2029-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CKL9 5584.560000 PA USD 5800.890000 0.0000085 Long ABS-MBS USGSE US N 2 2029-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CKZ8 259124.230000 PA USD 269211.840000 0.0003937 Long ABS-MBS USGSE US N 2 2029-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CK21 3446.590000 PA USD 3581.490000 0.0000052 Long ABS-MBS USGSE US N 2 2029-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CK88 36049.150000 PA USD 37463.210000 0.0000548 Long ABS-MBS USGSE US N 2 2029-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CK96 901.620000 PA USD 936.950000 0.0000014 Long ABS-MBS USGSE US N 2 2029-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CLH7 194162.990000 PA USD 201169.400000 0.0002942 Long ABS-MBS USGSE US N 2 2029-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CLK0 245600.820000 PA USD 254468.020000 0.0003721 Long ABS-MBS USGSE US N 2 2029-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CLM6 16214.320000 PA USD 16798.090000 0.0000246 Long ABS-MBS USGSE US N 2 2029-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CLY0 170911.320000 PA USD 177111.720000 0.0002590 Long ABS-MBS USGSE US N 2 2029-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CL20 167839.200000 PA USD 173906.160000 0.0002543 Long ABS-MBS USGSE US N 2 2029-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CL46 84510.030000 PA USD 86303.540000 0.0001262 Long ABS-MBS USGSE US N 2 2029-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CL53 22567.730000 PA USD 22654.750000 0.0000331 Long ABS-MBS USGSE US N 2 2029-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CMC7 131533.120000 PA USD 136301.960000 0.0001993 Long ABS-MBS USGSE US N 2 2029-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CME3 37213.920000 PA USD 37311.610000 0.0000546 Long ABS-MBS USGSE US N 2 2029-12-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CMN3 14565.380000 PA USD 15111.680000 0.0000221 Long ABS-MBS USGSE US N 2 2030-01-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CM29 2703.570000 PA USD 2805.820000 0.0000041 Long ABS-MBS USGSE US N 2 2030-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CM45 3575.310000 PA USD 3709.120000 0.0000054 Long ABS-MBS USGSE US N 2 2030-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CNA0 165309.590000 PA USD 166914.780000 0.0002441 Long ABS-MBS USGSE US N 2 2030-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CND4 60292.390000 PA USD 62570.260000 0.0000915 Long ABS-MBS USGSE US N 2 2030-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CNE2 56832.640000 PA USD 57144.950000 0.0000836 Long ABS-MBS USGSE US N 2 2030-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CNP7 563860.870000 PA USD 585679.680000 0.0008565 Long ABS-MBS USGSE US N 2 2030-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CN28 95651.790000 PA USD 99385.840000 0.0001453 Long ABS-MBS USGSE US N 2 2030-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CN36 81016.580000 PA USD 84205.890000 0.0001231 Long ABS-MBS USGSE US N 2 2030-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CPA8 43751.310000 PA USD 45473.250000 0.0000665 Long ABS-MBS USGSE US N 2 2030-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CPL4 5871.580000 PA USD 6107.860000 0.0000089 Long ABS-MBS USGSE US N 2 2030-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CPN0 55259.750000 PA USD 57494.050000 0.0000841 Long ABS-MBS USGSE US N 2 2030-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CP67 170968.950000 PA USD 177911.890000 0.0002602 Long ABS-MBS USGSE US N 2 2030-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CQF6 5215.000000 PA USD 5329.880000 0.0000078 Long ABS-MBS USGSE US N 2 2030-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CUC8 259712.160000 PA USD 270012.570000 0.0003949 Long ABS-MBS USGSE US N 2 2032-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CU61 12472.880000 PA USD 12999.110000 0.0000190 Long ABS-MBS USGSE US N 2 2032-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CWM4 61976.060000 PA USD 64400.410000 0.0000942 Long ABS-MBS USGSE US N 2 2032-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CYX8 38740.310000 PA USD 40449.130000 0.0000592 Long ABS-MBS USGSE US N 2 2033-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CZA7 85604.440000 PA USD 89380.560000 0.0001307 Long ABS-MBS USGSE US N 2 2033-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CZM1 81421.440000 PA USD 84698.090000 0.0001239 Long ABS-MBS USGSE US N 2 2033-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CZW9 39648.980000 PA USD 40239.060000 0.0000588 Long ABS-MBS USGSE US N 2 2033-09-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225C4L7 35335.040000 PA USD 36816.350000 0.0000538 Long ABS-MBS USGSE US N 2 2034-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225DCE2 46188.660000 PA USD 48250.900000 0.0000706 Long ABS-MBS USGSE US N 2 2034-07-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36225EPM8 17370.540000 PA USD 17523.700000 0.0000256 Long ABS-MBS USGSE US N 2 2038-10-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36225FC72 2476056.420000 PA USD 2585599.090000 0.0037812 Long ABS-MBS USGSE US N 2 2041-04-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225FFA2 1944.080000 PA USD 1934.710000 0.0000028 Long ABS-MBS USGSE US N 2 2041-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36202V5K3 99497.780000 PA USD 101589.200000 0.0001486 Long ABS-MBS USGSE US N 2 2033-12-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36295TBH6 3370076.010000 PA USD 3626810.930000 0.0053038 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36295TB60 4350452.110000 PA USD 4684776.920000 0.0068510 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36225A4Z0 4246.660000 PA USD 4908.540000 0.0000072 Long ABS-MBS USGSE US N 2 2028-07-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BK64 5810.100000 PA USD 5867.770000 0.0000086 Long ABS-MBS USGSE US N 2 2030-04-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36208ADF5 21911.280000 PA USD 22086.640000 0.0000323 Long ABS-MBS USGSE US N 2 2024-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36208ADR9 22572.300000 PA USD 22781.470000 0.0000333 Long ABS-MBS USGSE US N 2 2025-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36208ADG3 40545.830000 PA USD 40713.740000 0.0000595 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36208ACV1 67457.590000 PA USD 67692.710000 0.0000990 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36208ACW9 31766.450000 PA USD 31792.340000 0.0000465 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36208ACX7 18786.330000 PA USD 18784.220000 0.0000275 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36208ACY5 66083.200000 PA USD 66280.690000 0.0000969 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36208ACH2 127865.690000 PA USD 128474.050000 0.0001879 Long ABS-MBS USGSE US N 2 2024-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36208ACN9 135496.120000 PA USD 136204.360000 0.0001992 Long ABS-MBS USGSE US N 2 2024-05-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36208ADH1 12310.690000 PA USD 12392.000000 0.0000181 Long ABS-MBS USGSE US N 2 2024-11-20 Floating 4.125 N N N N N N GNMA PASS THRU POOLS N/A 36208A7J4 25860442.270000 PA USD 26273505.940000 0.0384222 Long ABS-MBS USGSE US N 2 2060-02-20 Floating 2.919 N N N N N N GNMA PASS THRU POOLS N/A 36196EWU7 12595017.410000 PA USD 13566551.840000 0.0198397 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617BKK83 11167133.800000 PA USD 11966657.360000 0.0175000 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617BXXD0 14204594.620000 PA USD 15047860.320000 0.0220059 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617G1S41 20305815.680000 PA USD 21528285.480000 0.0314828 Long ABS-MBS USGSE US N 2 2048-03-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617G9M81 3491068.500000 PA USD 3698881.680000 0.0054092 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GMM25 6702698.500000 PA USD 7219153.750000 0.0105573 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GS2G3 4595508.110000 PA USD 4946680.940000 0.0072340 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GUHG2 863576.680000 PA USD 936674.080000 0.0013698 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617H1J99 4312059.080000 PA USD 4640883.420000 0.0067868 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617H2JP1 4666776.330000 PA USD 5025945.110000 0.0073499 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617H4DR9 4742660.850000 PA USD 5116067.190000 0.0074817 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617H4NH0 13550315.350000 PA USD 14592408.310000 0.0213399 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617H7NB6 4273353.660000 PA USD 4602926.530000 0.0067313 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617HA3R6 2329309.560000 PA USD 2524869.840000 0.0036924 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179QRZ6 11573133.870000 PA USD 12325196.270000 0.0180243 Long ABS-MBS USGSE US N 2 2044-10-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179QYT2 18354788.310000 PA USD 19531885.660000 0.0285633 Long ABS-MBS USGSE US N 2 2045-01-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179RJF7 45896.380000 PA USD 48795.170000 0.0000714 Long ABS-MBS USGSE US N 2 2045-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179RLQ0 36572011.080000 PA USD 38881924.530000 0.0568607 Long ABS-MBS USGSE US N 2 2045-08-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179RQ36 566331.010000 PA USD 600195.100000 0.0008777 Long ABS-MBS USGSE US N 2 2045-10-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179RTA7 560958.250000 PA USD 593985.030000 0.0008686 Long ABS-MBS USGSE US N 2 2045-11-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179SGM3 1200818.920000 PA USD 1270244.490000 0.0018576 Long ABS-MBS USGSE US N 2 2046-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179SJU2 1254993.170000 PA USD 1325055.420000 0.0019378 Long ABS-MBS USGSE US N 2 2046-08-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179SYT8 251526752.060000 PA USD 264004445.900000 0.3860787 Long ABS-MBS USGSE US N 2 2047-03-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179S2Q9 82035740.340000 PA USD 85969926.700000 0.1257220 Long ABS-MBS USGSE US N 2 2047-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179S5M5 20657802.440000 PA USD 21651564.410000 0.0316631 Long ABS-MBS USGSE US N 2 2047-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TAL9 329144896.330000 PA USD 344810613.500000 0.5042492 Long ABS-MBS USGSE US N 2 2047-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TCY9 172019751.150000 PA USD 179488540.830000 0.2624831 Long ABS-MBS USGSE US N 2 2047-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TG58 25432514.980000 PA USD 26580916.630000 0.0388718 Long ABS-MBS USGSE US N 2 2047-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TQQ1 39274821.740000 PA USD 40965512.090000 0.0599077 Long ABS-MBS USGSE US N 2 2048-01-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TSG1 642660.030000 PA USD 666514.110000 0.0009747 Long ABS-MBS USGSE US N 2 2048-02-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TUB9 92539713.030000 PA USD 96795052.720000 0.1415526 Long ABS-MBS USGSE US N 2 2048-03-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TV69 24657413.400000 PA USD 25655718.840000 0.0375188 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TV77 25934122.440000 PA USD 27376428.690000 0.0400351 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TXW0 77419593.420000 PA USD 81037373.860000 0.1185086 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TZ40 146484.660000 PA USD 152021.090000 0.0002223 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TZ57 122651838.080000 PA USD 127610458.100000 0.1866168 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TZ65 360216011.230000 PA USD 377970946.760000 0.5527427 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TZ73 816749.700000 PA USD 867342.240000 0.0012684 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179T4P7 48659020.050000 PA USD 50670996.080000 0.0741010 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179T4R3 71814511.690000 PA USD 76084209.730000 0.1112651 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179T7J8 667854.580000 PA USD 692812.030000 0.0010132 Long ABS-MBS USGSE US N 2 2048-08-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179T7K5 59930777.460000 PA USD 62443888.310000 0.0913176 Long ABS-MBS USGSE US N 2 2048-08-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179T7L3 44773127.980000 PA USD 46978556.900000 0.0687012 Long ABS-MBS USGSE US N 2 2048-08-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179T7M1 128915135.080000 PA USD 136985445.560000 0.2003268 Long ABS-MBS USGSE US N 2 2048-08-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UCA8 841112.030000 PA USD 872473.560000 0.0012759 Long ABS-MBS USGSE US N 2 2048-09-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UCC4 10341506.700000 PA USD 10871644.190000 0.0158986 Long ABS-MBS USGSE US N 2 2048-09-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UGE6 4647510.260000 PA USD 4919666.000000 0.0071945 Long ABS-MBS USGSE US N 2 2048-11-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UH54 952408837.090000 PA USD 998759127.470000 1.4605799 Long ABS-MBS USGSE US N 2 2048-12-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UKY7 25715061.560000 PA USD 26914171.080000 0.0393591 Long ABS-MBS USGSE US N 2 2049-01-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UKZ4 1371683851.210000 PA USD 1448403267.510000 2.1181371 Long ABS-MBS USGSE US N 2 2049-01-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UMN9 189931243.310000 PA USD 200554255.390000 0.2932895 Long ABS-MBS USGSE US N 2 2049-02-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UPC0 28087438.370000 PA USD 29705230.720000 0.0434408 Long ABS-MBS USGSE US N 2 2049-03-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UQ62 179758320.830000 PA USD 188140564.580000 0.2751357 Long ABS-MBS USGSE US N 2 2049-04-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UQ70 190572807.670000 PA USD 201607135.220000 0.2948292 Long ABS-MBS USGSE US N 2 2049-04-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179USW3 202336136.410000 PA USD 214822752.620000 0.3141556 Long ABS-MBS USGSE US N 2 2049-05-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UUK6 371281468.990000 PA USD 387135161.730000 0.5661444 Long ABS-MBS USGSE US N 2 2049-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179UUL4 5361853.030000 PA USD 5633336.680000 0.0082382 Long ABS-MBS USGSE US N 2 2049-06-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UUM2 158475981.930000 PA USD 168261083.020000 0.2460641 Long ABS-MBS USGSE US N 2 2049-06-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UV90 263785614.670000 PA USD 275220921.540000 0.4024816 Long ABS-MBS USGSE US N 2 2049-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179UWA6 87646392.190000 PA USD 92340791.680000 0.1350387 Long ABS-MBS USGSE US N 2 2049-07-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UWB4 2679302.500000 PA USD 2843930.340000 0.0041589 Long ABS-MBS USGSE US N 2 2049-07-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UXU1 26342098.200000 PA USD 27555118.630000 0.0402965 Long ABS-MBS USGSE US N 2 2049-08-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179UXV9 13544887.390000 PA USD 14316643.650000 0.0209366 Long ABS-MBS USGSE US N 2 2049-08-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UZU9 351809807.000000 PA USD 368627740.600000 0.5390792 Long ABS-MBS USGSE US N 2 2049-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179UZV7 4214699.000000 PA USD 4443728.230000 0.0064985 Long ABS-MBS USGSE US N 2 2049-09-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 21H0306B5 554400000.000000 PA USD 568498214.590000 0.8313687 Long ABS-MBS USGSE US N 2 2049-11-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 21H0326A3 958000.000000 PA USD 992690.070000 0.0014517 Long ABS-MBS USGSE US N 2 2049-10-21 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 21H0326B1 2240342000.000000 PA USD 2320329221.670000 3.3932369 Long ABS-MBS USGSE US N 2 2049-11-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 21H0406A6 2366312000.000000 PA USD 2461103145.880000 3.5991039 Long ABS-MBS USGSE US N 2 2049-10-21 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H0406B4 668820000.000000 PA USD 695416048.660000 1.0169727 Long ABS-MBS USGSE US N 2 2049-11-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H0426A2 334550000.000000 PA USD 349709300.220000 0.5114130 Long ABS-MBS USGSE US N 2 2049-10-21 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 21H0426B0 787150000.000000 PA USD 822079789.120000 1.2022050 Long ABS-MBS USGSE US N 2 2049-11-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 21H0506A5 109310000.000000 PA USD 115253731.250000 0.1685464 Long ABS-MBS USGSE US N 2 2049-10-21 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 21H0506B3 33300000.000000 PA USD 35072964.930000 0.0512905 Long ABS-MBS USGSE US N 2 2049-11-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3621673D8 292.230000 PA USD 292.680000 0.0000004 Long ABS-MBS USGSE US N 2 2020-01-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36217MZA5 1297.910000 PA USD 1309.830000 0.0000019 Long ABS-MBS USGSE US N 2 2022-12-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36218KSW8 487.610000 PA USD 488.570000 0.0000007 Long ABS-MBS USGSE US N 2 2022-12-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36220N5M5 409.470000 PA USD 409.920000 0.0000006 Long ABS-MBS USGSE US N 2 2020-03-15 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36220WQ26 341.390000 PA USD 344.010000 0.0000005 Long ABS-MBS USGSE US N 2 2020-09-15 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36223B3Z1 5512.140000 PA USD 5528.230000 0.0000081 Long ABS-MBS USGSE US N 2 2021-04-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36223NUV4 58.260000 PA USD 60.060000 0.0000001 Long ABS-MBS USGSE US N 2 2022-02-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36223QN45 105.450000 PA USD 106.300000 0.0000002 Long ABS-MBS USGSE US N 2 2022-03-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36223QXS1 919.300000 PA USD 921.160000 0.0000013 Long ABS-MBS USGSE US N 2 2022-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36223RC37 105.420000 PA USD 106.430000 0.0000002 Long ABS-MBS USGSE US N 2 2022-08-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36223RE76 2325.600000 PA USD 2330.370000 0.0000034 Long ABS-MBS USGSE US N 2 2022-11-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224BJQ3 129.090000 PA USD 129.350000 0.0000002 Long ABS-MBS USGSE US N 2 2022-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224YM22 130.820000 PA USD 136.100000 0.0000002 Long ABS-MBS USGSE US N 2 2022-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203DQU7 331.610000 PA USD 335.420000 0.0000005 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36203MD49 221.230000 PA USD 234.730000 0.0000003 Long ABS-MBS USGSE US N 2 2024-06-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203PD34 14008.620000 PA USD 14943.160000 0.0000219 Long ABS-MBS USGSE US N 2 2024-05-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36203XG67 225.900000 PA USD 238.850000 0.0000003 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36204BFP3 7689.630000 PA USD 8514.070000 0.0000125 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204GPT3 182.370000 PA USD 182.810000 0.0000003 Long ABS-MBS USGSE US N 2 2024-09-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36204MDU0 595.310000 PA USD 658.940000 0.0000010 Long ABS-MBS USGSE US N 2 2026-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204QGT1 1747.420000 PA USD 1834.210000 0.0000027 Long ABS-MBS USGSE US N 2 2024-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36205BPJ5 161.730000 PA USD 172.520000 0.0000003 Long ABS-MBS USGSE US N 2 2024-06-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36205JZN8 2361.080000 PA USD 2366.880000 0.0000035 Long ABS-MBS USGSE US N 2 2024-07-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36205KXF4 1261.160000 PA USD 1274.870000 0.0000019 Long ABS-MBS USGSE US N 2 2024-08-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36205MQL5 1172.520000 PA USD 1186.610000 0.0000017 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36205N3V6 203.020000 PA USD 203.520000 0.0000003 Long ABS-MBS USGSE US N 2 2024-05-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36205RXZ5 393.230000 PA USD 435.460000 0.0000006 Long ABS-MBS USGSE US N 2 2026-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36205SMV4 2114.190000 PA USD 2181.950000 0.0000032 Long ABS-MBS USGSE US N 2 2027-03-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36206APL1 2131.420000 PA USD 2284.030000 0.0000033 Long ABS-MBS USGSE US N 2 2025-11-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36206FWG3 3259.220000 PA USD 3513.320000 0.0000051 Long ABS-MBS USGSE US N 2 2025-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36206HEP9 6250.160000 PA USD 6699.550000 0.0000098 Long ABS-MBS USGSE US N 2 2025-12-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36206JXZ2 478.810000 PA USD 491.670000 0.0000007 Long ABS-MBS USGSE US N 2 2025-08-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36206XP56 1849.830000 PA USD 1870.430000 0.0000027 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36207H2F3 54.470000 PA USD 54.630000 0.0000001 Long ABS-MBS USGSE US N 2 2026-06-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36207KYQ7 1073.710000 PA USD 1081.490000 0.0000016 Long ABS-MBS USGSE US N 2 2029-11-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36207KZ78 7161.640000 PA USD 8117.880000 0.0000119 Long ABS-MBS USGSE US N 2 2030-01-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36207K6H8 11350.750000 PA USD 11921.440000 0.0000174 Long ABS-MBS USGSE US N 2 2030-06-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36207LAS7 1644.900000 PA USD 1866.990000 0.0000027 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36207LGU6 1108.880000 PA USD 1111.790000 0.0000016 Long ABS-MBS USGSE US N 2 2031-01-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36207LJ33 5313.400000 PA USD 5919.210000 0.0000087 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36207RGF6 94.230000 PA USD 94.960000 0.0000001 Long ABS-MBS USGSE US N 2 2027-02-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36207UEK0 3768.180000 PA USD 4078.030000 0.0000060 Long ABS-MBS USGSE US N 2 2026-11-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36207XQS4 13081.590000 PA USD 13109.640000 0.0000192 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36208TVU1 4235.120000 PA USD 4285.780000 0.0000063 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36208VFS9 1540.090000 PA USD 1548.110000 0.0000023 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36208VVP7 186.520000 PA USD 203.800000 0.0000003 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36208WDX8 1503.650000 PA USD 1665.270000 0.0000024 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209FDS5 476.040000 PA USD 516.450000 0.0000008 Long ABS-MBS USGSE US N 2 2029-02-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36209MGD0 7911.490000 PA USD 8762.040000 0.0000128 Long ABS-MBS USGSE US N 2 2028-07-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209RLS0 1625.320000 PA USD 1706.290000 0.0000025 Long ABS-MBS USGSE US N 2 2030-03-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36209RPR8 1086.030000 PA USD 1099.100000 0.0000016 Long ABS-MBS USGSE US N 2 2030-05-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36209RPT4 3598.450000 PA USD 3780.590000 0.0000055 Long ABS-MBS USGSE US N 2 2030-05-15 Fixed 8.5 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 48877740.800000 PA USD 483547489.730000 0.7071372 Long STIV RF US N 1 N N N GNMA PASS THRU POOLS N/A 36209RXU2 1196.780000 PA USD 1213.150000 0.0000018 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36209SAV3 10250.050000 PA USD 11298.680000 0.0000165 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36209UBR6 1764.380000 PA USD 1809.900000 0.0000026 Long ABS-MBS USGSE US N 2 2029-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36209YYE2 1227.540000 PA USD 1338.230000 0.0000020 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36209Y6W3 13006.900000 PA USD 13753.560000 0.0000201 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36210AMQ7 430.740000 PA USD 482.270000 0.0000007 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36210AZK6 433.330000 PA USD 486.890000 0.0000007 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36210BMR3 13284.510000 PA USD 14695.630000 0.0000215 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36210BUF0 551.800000 PA USD 611.150000 0.0000009 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36210QY48 104.500000 PA USD 104.730000 0.0000002 Long ABS-MBS USGSE US N 2 2029-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36210RFA3 8548.140000 PA USD 8753.560000 0.0000128 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36210RVE7 19013.500000 PA USD 19062.820000 0.0000279 Long ABS-MBS USGSE US N 2 2030-02-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36210SRQ3 370.660000 PA USD 379.300000 0.0000006 Long ABS-MBS USGSE US N 2 2030-03-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36210XLP0 1687.070000 PA USD 1704.830000 0.0000025 Long ABS-MBS USGSE US N 2 2030-01-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36210YJG1 2818.750000 PA USD 2858.210000 0.0000042 Long ABS-MBS USGSE US N 2 2030-01-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36211CZX3 1608.830000 PA USD 1627.230000 0.0000024 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36211JW29 1372806.030000 PA USD 1377171.360000 0.0020140 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 7.75 N N N N N N GNMA PASS THRU POOLS N/A 36211K6M1 9849.150000 PA USD 10120.340000 0.0000148 Long ABS-MBS USGSE US N 2 2030-06-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36211MAP5 4968.700000 PA USD 5047.790000 0.0000074 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36211NBV9 2268.620000 PA USD 2274.130000 0.0000033 Long ABS-MBS USGSE US N 2 2029-11-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36211QGD7 2080.540000 PA USD 2113.390000 0.0000031 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36211RQ44 10714.060000 PA USD 11111.790000 0.0000162 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36211TCU7 12459.050000 PA USD 12755.780000 0.0000187 Long ABS-MBS USGSE US N 2 2030-03-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36211TQ65 731.470000 PA USD 745.520000 0.0000011 Long ABS-MBS USGSE US N 2 2030-01-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36211UA36 2675.320000 PA USD 2732.310000 0.0000040 Long ABS-MBS USGSE US N 2 2030-02-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36211UGR7 1350.930000 PA USD 1354.930000 0.0000020 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36211WZW1 2888.700000 PA USD 2953.520000 0.0000043 Long ABS-MBS USGSE US N 2 2030-01-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36211XKV7 17002.710000 PA USD 17280.030000 0.0000253 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36211YSR6 13321.560000 PA USD 13536.130000 0.0000198 Long ABS-MBS USGSE US N 2 2030-02-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36211YTF1 1163.670000 PA USD 1191.990000 0.0000017 Long ABS-MBS USGSE US N 2 2030-02-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36211YYS7 7602.000000 PA USD 7621.850000 0.0000111 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36212BZJ5 2132.060000 PA USD 2312.900000 0.0000034 Long ABS-MBS USGSE US N 2 2030-04-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36212CFW6 6772.490000 PA USD 6848.380000 0.0000100 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212CGF2 206.730000 PA USD 207.140000 0.0000003 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212CPE5 1126.100000 PA USD 1129.380000 0.0000017 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212C2C4 871.390000 PA USD 873.990000 0.0000013 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212C2Q3 230.720000 PA USD 239.090000 0.0000003 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212C6X4 164.990000 PA USD 165.540000 0.0000002 Long ABS-MBS USGSE US N 2 2030-11-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36212DAY5 29921.460000 PA USD 31740.540000 0.0000464 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36212DKL2 2621.430000 PA USD 2651.010000 0.0000039 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36212EDA2 240.490000 PA USD 241.200000 0.0000004 Long ABS-MBS USGSE US N 2 2030-06-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212EEU7 2577.060000 PA USD 3011.620000 0.0000044 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36212EGF8 163.680000 PA USD 170.300000 0.0000002 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212EUB1 5815.950000 PA USD 6116.550000 0.0000089 Long ABS-MBS USGSE US N 2 2030-06-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212EWA1 20882.190000 PA USD 21323.370000 0.0000312 Long ABS-MBS USGSE US N 2 2030-05-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36212FYB4 53.110000 PA USD 61.460000 0.0000001 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212FZK3 2118.180000 PA USD 2234.140000 0.0000033 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212FZP2 1324.640000 PA USD 1360.680000 0.0000020 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212GWQ1 5255.450000 PA USD 5951.500000 0.0000087 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36212KXU2 21688.550000 PA USD 21752.570000 0.0000318 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212MH51 2632.440000 PA USD 2681.890000 0.0000039 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212MVC0 3029.580000 PA USD 3038.550000 0.0000044 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212M5P0 1613.760000 PA USD 1617.420000 0.0000024 Long ABS-MBS USGSE US N 2 2031-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36212NJ40 1708.640000 PA USD 1768.450000 0.0000026 Long ABS-MBS USGSE US N 2 2030-11-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212NK22 877.560000 PA USD 879.620000 0.0000013 Long ABS-MBS USGSE US N 2 2030-11-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212P5G3 580.860000 PA USD 580.840000 0.0000008 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212S4V5 4794.300000 PA USD 5324.980000 0.0000078 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36212TUH5 15776.990000 PA USD 15821.970000 0.0000231 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212TWV2 3933.310000 PA USD 4004.310000 0.0000059 Long ABS-MBS USGSE US N 2 2030-11-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36212TW42 875.480000 PA USD 985.850000 0.0000014 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36212U4U2 1126.670000 PA USD 1164.730000 0.0000017 Long ABS-MBS USGSE US N 2 2031-05-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36212VVW6 1510.290000 PA USD 1664.820000 0.0000024 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36213CE22 11329.320000 PA USD 13019.020000 0.0000190 Long ABS-MBS USGSE US N 2 2031-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36213EK39 3359.680000 PA USD 3811.100000 0.0000056 Long ABS-MBS USGSE US N 2 2031-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36213HVA4 1686.200000 PA USD 1699.980000 0.0000025 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36200QQJ6 3962.610000 PA USD 4564.440000 0.0000067 Long ABS-MBS USGSE US N 2 2032-04-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36201ELH1 8901.160000 PA USD 9931.210000 0.0000145 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36201LHH0 401327.390000 PA USD 459329.270000 0.0006717 Long ABS-MBS USGSE US N 2 2034-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200MTD5 6691.050000 PA USD 7199.570000 0.0000105 Long ABS-MBS USGSE US N 2 2033-08-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36290RT94 10409.800000 PA USD 11542.340000 0.0000169 Long ABS-MBS USGSE US N 2 2033-07-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36290VFK5 30113.350000 PA USD 30850.600000 0.0000451 Long ABS-MBS USGSE US N 2 2034-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36291K6G7 30557.790000 PA USD 34064.300000 0.0000498 Long ABS-MBS USGSE US N 2 2034-08-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291N4C2 49056.980000 PA USD 54269.480000 0.0000794 Long ABS-MBS USGSE US N 2 2034-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291US63 214974.880000 PA USD 239591.060000 0.0003504 Long ABS-MBS USGSE US N 2 2037-04-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36292DXR8 3419.410000 PA USD 3691.840000 0.0000054 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295GSG8 10629.930000 PA USD 11948.480000 0.0000175 Long ABS-MBS USGSE US N 2 2038-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295HY46 23171.450000 PA USD 25603.080000 0.0000374 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295LF89 18181.670000 PA USD 19461.080000 0.0000285 Long ABS-MBS USGSE US N 2 2038-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295PQM7 8256.440000 PA USD 9119.970000 0.0000133 Long ABS-MBS USGSE US N 2 2037-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295QVP2 2931.170000 PA USD 3137.990000 0.0000046 Long ABS-MBS USGSE US N 2 2037-10-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296LSU5 7118.480000 PA USD 7996.680000 0.0000117 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296YTN2 42498.330000 PA USD 48887.830000 0.0000715 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36297GKW9 145869.620000 PA USD 163286.040000 0.0002388 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620A7CB9 12705.230000 PA USD 13599.270000 0.0000199 Long ABS-MBS USGSE US N 2 2039-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620AB2P0 7207.210000 PA USD 7714.370000 0.0000113 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620C56W2 88705.860000 PA USD 93387.670000 0.0001366 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36230MEP8 61392.360000 PA USD 63415.450000 0.0000927 Long ABS-MBS USGSE US N 2 2025-07-15 Fixed 3.95 N N N N N N GNMA PASS THRU POOLS N/A 36176WZS3 47547.060000 PA USD 49425.370000 0.0000723 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36176W5N7 108552.560000 PA USD 113125.460000 0.0001654 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36176XN21 27238.230000 PA USD 28378.950000 0.0000415 Long ABS-MBS USGSE US N 2 2042-05-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36176XP29 258982.890000 PA USD 272639.870000 0.0003987 Long ABS-MBS USGSE US N 2 2042-05-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36225AAK6 95.310000 PA USD 95.600000 0.0000001 Long ABS-MBS USGSE US N 2 2023-03-15 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36225ACS7 12.470000 PA USD 12.510000 0.0000000 Long ABS-MBS USGSE US N 2 2025-02-15 Fixed 10 N N N N N N GNMA PASS THRU POOLS N/A 36225AEJ5 172.910000 PA USD 174.650000 0.0000003 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36225AEN6 124.710000 PA USD 125.550000 0.0000002 Long ABS-MBS USGSE US N 2 2020-12-15 Fixed 10 N N N N N N GNMA PASS THRU POOLS N/A 36225AET3 17.790000 PA USD 17.810000 0.0000000 Long ABS-MBS USGSE US N 2 2021-06-15 Fixed 10 N N N N N N GNMA PASS THRU POOLS N/A 36225AF70 4928.900000 PA USD 5396.230000 0.0000079 Long ABS-MBS USGSE US N 2 2025-07-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36225AKY5 228.800000 PA USD 229.500000 0.0000003 Long ABS-MBS USGSE US N 2 2021-12-15 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36225ALU2 1418.250000 PA USD 1510.730000 0.0000022 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225AM23 5.080000 PA USD 5.070000 0.0000000 Long ABS-MBS USGSE US N 2 2019-12-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36225APY0 107.890000 PA USD 108.220000 0.0000002 Long ABS-MBS USGSE US N 2 2021-12-15 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36225ARH5 79.010000 PA USD 79.660000 0.0000001 Long ABS-MBS USGSE US N 2 2021-10-15 Fixed 10 N N N N N N GNMA PASS THRU POOLS N/A 36225ASJ0 6728.800000 PA USD 7626.140000 0.0000112 Long ABS-MBS USGSE US N 2 2026-02-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36225AT75 154.770000 PA USD 155.320000 0.0000002 Long ABS-MBS USGSE US N 2 2021-12-15 Fixed 10 N N N N N N GNMA PASS THRU POOLS N/A 36225AWL0 698.510000 PA USD 781.940000 0.0000011 Long ABS-MBS USGSE US N 2 2027-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36225AWS5 2037.340000 PA USD 2180.640000 0.0000032 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225AWX4 3883.330000 PA USD 3895.440000 0.0000057 Long ABS-MBS USGSE US N 2 2026-12-15 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36225AXJ4 3574.300000 PA USD 3614.200000 0.0000053 Long ABS-MBS USGSE US N 2 2025-06-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36225AXN5 4262.340000 PA USD 4720.540000 0.0000069 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36225A2B5 3332.040000 PA USD 3768.910000 0.0000055 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36225A3J7 1555.220000 PA USD 1668.300000 0.0000024 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225A3M0 107.950000 PA USD 108.250000 0.0000002 Long ABS-MBS USGSE US N 2 2020-12-15 Fixed 10 N N N N N N GNMA PASS THRU POOLS N/A 36225A4L1 5162.010000 PA USD 5723.450000 0.0000084 Long ABS-MBS USGSE US N 2 2028-07-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BCN6 8197.150000 PA USD 9367.430000 0.0000137 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BEV6 1505.430000 PA USD 1712.660000 0.0000025 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BFT0 11324.000000 PA USD 12751.270000 0.0000186 Long ABS-MBS USGSE US N 2 2029-08-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BF78 539.500000 PA USD 546.890000 0.0000008 Long ABS-MBS USGSE US N 2 2025-07-15 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BJG4 14878.900000 PA USD 17692.970000 0.0000259 Long ABS-MBS USGSE US N 2 2030-04-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BKS6 3464.710000 PA USD 4202.420000 0.0000061 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BL97 744.150000 PA USD 896.230000 0.0000013 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225BMN5 17731.600000 PA USD 20192.100000 0.0000295 Long ABS-MBS USGSE US N 2 2029-12-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BMZ8 76413.190000 PA USD 87632.440000 0.0001282 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BNC8 3098.230000 PA USD 3581.510000 0.0000052 Long ABS-MBS USGSE US N 2 2031-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36225BNE4 7233.160000 PA USD 8885.120000 0.0000130 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BPM4 13718.640000 PA USD 16085.380000 0.0000235 Long ABS-MBS USGSE US N 2 2031-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36225BPT9 5533.330000 PA USD 6727.250000 0.0000098 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225BST6 5283.180000 PA USD 6366.470000 0.0000093 Long ABS-MBS USGSE US N 2 2031-09-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225BUB2 638.550000 PA USD 761.300000 0.0000011 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BWH7 404.810000 PA USD 479.290000 0.0000007 Long ABS-MBS USGSE US N 2 2032-11-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36225B3L0 10346.290000 PA USD 11473.550000 0.0000168 Long ABS-MBS USGSE US N 2 2034-02-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241KT40 147211.200000 PA USD 165470.460000 0.0002420 Long ABS-MBS USGSE US N 2 2038-08-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241KUL0 540597.000000 PA USD 608195.770000 0.0008894 Long ABS-MBS USGSE US N 2 2038-08-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241KXQ6 641194.420000 PA USD 720970.440000 0.0010543 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241KZL5 89327.360000 PA USD 106983.530000 0.0001565 Long ABS-MBS USGSE US N 2 2035-02-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LDB9 11522.990000 PA USD 13245.550000 0.0000194 Long ABS-MBS USGSE US N 2 2039-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241LTU0 7233.280000 PA USD 8021.450000 0.0000117 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241LXP6 12640.560000 PA USD 14214.110000 0.0000208 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241LZV1 43287.170000 PA USD 45569.670000 0.0000666 Long ABS-MBS USGSE US N 2 2041-10-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36241L6Y7 270537.830000 PA USD 284736.500000 0.0004164 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2D58 2656084.970000 PA USD 2986843.110000 0.0043679 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2EV0 317630.190000 PA USD 334316.160000 0.0004889 Long ABS-MBS USGSE US N 2 2043-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2KQ4 1456403.810000 PA USD 1531305.460000 0.0022394 Long ABS-MBS USGSE US N 2 2044-06-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36177Q6F5 376005.350000 PA USD 395721.070000 0.0005787 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178EDX4 44531.470000 PA USD 46869.600000 0.0000685 Long ABS-MBS USGSE US N 2 2043-05-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178UUR2 39887.770000 PA USD 41908.500000 0.0000613 Long ABS-MBS USGSE US N 2 2042-11-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179JVJ3 11834.390000 PA USD 12431.570000 0.0000182 Long ABS-MBS USGSE US N 2 2043-03-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36180B3Y5 33696.960000 PA USD 34041.210000 0.0000498 Long ABS-MBS USGSE US N 2 2043-03-15 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36180DRU3 37121.730000 PA USD 38826.590000 0.0000568 Long ABS-MBS USGSE US N 2 2043-03-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36180WGF6 54969.110000 PA USD 58199.170000 0.0000851 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36181FM65 226306.610000 PA USD 229741.110000 0.0003360 Long ABS-MBS USGSE US N 2 2043-07-15 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36182D3J2 24317.480000 PA USD 25279.730000 0.0000370 Long ABS-MBS USGSE US N 2 2044-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36198RXW1 103421.110000 PA USD 107628.430000 0.0001574 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36198W7H2 11271552.690000 PA USD 11863192.320000 0.0173487 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36198XCP6 19902.370000 PA USD 20827.370000 0.0000305 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36182WBC6 398813.920000 PA USD 416069.510000 0.0006085 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36182WNH2 122908.460000 PA USD 127844.020000 0.0001870 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36182XJS1 1591546.520000 PA USD 1656288.420000 0.0024221 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36182XU66 757546.760000 PA USD 797368.600000 0.0011661 Long ABS-MBS USGSE US N 2 2044-11-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183GBH9 71303.980000 PA USD 74117.300000 0.0001084 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183PL70 149485.850000 PA USD 156459.930000 0.0002288 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183REK5 1008669.500000 PA USD 1055427.860000 0.0015435 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183T4E6 907952.890000 PA USD 946326.460000 0.0013839 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183UC53 731477.960000 PA USD 765549.120000 0.0011195 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183WU59 1200810.860000 PA USD 1256712.560000 0.0018378 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183XNB2 918720.080000 PA USD 960635.950000 0.0014048 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184AHW2 2299916.820000 PA USD 2393578.860000 0.0035004 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184AVY2 700037.210000 PA USD 732600.810000 0.0010714 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184BG43 8992.510000 PA USD 9346.880000 0.0000137 Long ABS-MBS USGSE US N 2 2045-01-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184BNK9 3237598.650000 PA USD 3388184.150000 0.0049549 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184BZF7 101012.140000 PA USD 105710.680000 0.0001546 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184B4Q7 314141.770000 PA USD 328809.450000 0.0004808 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184KHY6 168609.340000 PA USD 175488.750000 0.0002566 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184KHZ3 121193.700000 PA USD 126143.450000 0.0001845 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184K6K8 362978.340000 PA USD 377780.270000 0.0005525 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184NEP2 490757.670000 PA USD 513009.920000 0.0007502 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184QYB4 190243.070000 PA USD 197969.500000 0.0002895 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184S5B2 1213514.270000 PA USD 1263828.230000 0.0018482 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184YHV2 620611.880000 PA USD 645776.900000 0.0009444 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36186SM21 323923.280000 PA USD 338240.320000 0.0004946 Long ABS-MBS USGSE US N 2 2045-08-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36195GX24 2617107.510000 PA USD 2721738.160000 0.0039803 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36196H5J5 545806.210000 PA USD 588433.000000 0.0008605 Long ABS-MBS USGSE US N 2 2047-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3617AEZL3 586604.120000 PA USD 627882.400000 0.0009182 Long ABS-MBS USGSE US N 2 2047-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3617AE6B7 351468.110000 PA USD 378396.880000 0.0005534 Long ABS-MBS USGSE US N 2 2047-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3617AT2J1 613238.110000 PA USD 659605.560000 0.0009646 Long ABS-MBS USGSE US N 2 2047-09-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3617AU6S4 1246888.410000 PA USD 1339012.230000 0.0019582 Long ABS-MBS USGSE US N 2 2047-07-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3617AYAY8 1083315.760000 PA USD 1167595.850000 0.0017075 Long ABS-MBS USGSE US N 2 2047-08-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3617AYA69 302553.880000 PA USD 324021.350000 0.0004738 Long ABS-MBS USGSE US N 2 2047-09-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3617B7GB0 1438348.220000 PA USD 1495646.190000 0.0021872 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617B7GE4 237057.760000 PA USD 246399.610000 0.0003603 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617B7HB9 3469015.500000 PA USD 3606466.570000 0.0052741 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617B9DB9 3422908.770000 PA USD 3560312.470000 0.0052066 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617BBFA4 4030137.540000 PA USD 4191152.780000 0.0061291 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617BFAQ5 891842.260000 PA USD 931180.250000 0.0013618 Long ABS-MBS USGSE US N 2 2047-09-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617BGEN6 2171783.110000 PA USD 2257918.980000 0.0033020 Long ABS-MBS USGSE US N 2 2047-09-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617BGPU8 1299854.450000 PA USD 1351078.440000 0.0019758 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAC0 1300000.000000 PA USD 1357208.700000 0.0019848 Long DBT CORP US N 2 2025-01-23 Fixed 3.5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143U8G9 99000000.000000 PA USD 100944648.090000 0.1476209 Long DBT CORP US N 2 2021-02-25 Floating 3.90225 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWT7 36600000.000000 PA USD 37614012.520000 0.0550065 Long DBT CORP US N 2 2023-02-23 Fixed 3.2 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWU4 83600000.000000 PA USD 83580557.980000 0.1222278 Long DBT CORP US N 2 2023-02-23 Floating 2.89763 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVM3 8961000.000000 PA USD 9567772.700000 0.0139919 Long DBT CORP US N 2 2024-03-03 Fixed 4 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAB2 31164000.000000 PA USD 31303207.090000 0.0457776 Long DBT CORP US N 2 2020-04-23 Floating 3.41938 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWD2 12700000.000000 PA USD 12811861.850000 0.0187360 Long DBT CORP US N 2 2022-04-26 Floating 3.37663 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAE6 1000000.000000 PA USD 1059820.390000 0.0015499 Long DBT CORP US N 2 2025-05-22 Fixed 3.75 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EA66 5740000.000000 PA USD 5892898.220000 0.0086177 Long DBT CORP US N 2 2020-06-15 Fixed 6 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GGQ1 1100000.000000 PA USD 1159414.370000 0.0016955 Long DBT CORP US N 2 2021-07-27 Fixed 5.25 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWN0 4800000.000000 PA USD 4823217.890000 0.0070534 Long DBT CORP US N 2 2023-07-24 Floating 3.28275 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EC23 16113000.000000 PA USD 17082559.490000 0.0249814 Long DBT CORP US N 2 2024-07-08 Fixed 3.85 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVP6 25999000.000000 PA USD 26143181.090000 0.0382316 Long DBT CORP US N 2 2020-09-15 Fixed 2.75 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVQ4 24000000.000000 PA USD 24188760.000000 0.0353735 Long DBT CORP US N 2 2020-09-15 Floating 3.3185 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAB4 31900000.000000 PA USD 32001650.310000 0.0467990 Long DBT CORP US N 2 2022-10-31 Floating 3.0355 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAC2 73700000.000000 PA USD 74571425.850000 0.1090528 Long DBT CORP US N 2 2022-10-31 Floating 2.876 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWF7 5000000.000000 PA USD 5005117.000000 0.0073195 Long DBT CORP US N 2 2020-12-27 Floating 2.82963 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239JAA9 10100000.000000 PA USD 10497321.480000 0.0153512 Long DBT CORP US N 2 2028-03-15 Fixed 3.7 N N N N N N GOVERNMENT NATIONAL MORT ASSOC 2000-35 N/A 383739AA7 13631.830000 PA USD 13635.050000 0.0000199 Long ABS-MBS USGSE US N 2 2025-12-16 Floating 2.5775 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H03 N/A 38375BJS2 3362390.360000 PA USD 3365002.260000 0.0049210 Long ABS-MBS USGSE US N 2 2061-01-20 Floating 2.7285 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-2 N/A 38378BCQ0 67459207.590000 PA USD 1371843.700000 0.0020062 Long ABS-MBS USGSE US N 2 2043-11-16 Variable 0.54501 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-5 N/A 38378CZZ3 5414162.730000 PA USD 5958577.910000 0.0087138 Long ABS-MBS USGSE US N 2 2041-05-20 Fixed 4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H08 N/A 38375BQN5 5626426.190000 PA USD 5641405.420000 0.0082500 Long ABS-MBS USGSE US N 2 2062-03-20 Floating 2.8285 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H08 N/A 38375BQS4 1492824.330000 PA USD 1496089.440000 0.0021879 Long ABS-MBS USGSE US N 2 2062-04-20 Floating 2.7985 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H10 N/A 38375BU26 2104093.950000 PA USD 2102495.050000 0.0030747 Long ABS-MBS USGSE US N 2 2063-04-20 Floating 2.39 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H13 N/A 38375B2L5 6625740.550000 PA USD 6620719.560000 0.0096821 Long ABS-MBS USGSE US N 2 2063-05-20 Floating 2.39 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H15 N/A 38375B4J8 5877021.550000 PA USD 5880922.720000 0.0086002 Long ABS-MBS USGSE US N 2 2063-07-20 Floating 2.7285 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-21 N/A 38378Y3A5 38115381.190000 PA USD 5770074.110000 0.0084381 Long ABS-MBS USGSE US N 2 2044-02-20 Fixed 4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H11 N/A 38376RBB1 6511802.060000 PA USD 6496528.630000 0.0095005 Long ABS-MBS USGSE US N 2 2065-05-20 Floating 2.7785 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H12 N/A 38376RBH8 2033827.110000 PA USD 2032888.910000 0.0029729 Long ABS-MBS USGSE US N 2 2065-05-20 Floating 2.8285 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H14 N/A 38376RCB0 13719997.050000 PA USD 13698947.830000 0.0200333 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 2.7985 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H14 N/A 38376RCF1 8422892.340000 PA USD 8415100.320000 0.0123062 Long ABS-MBS USGSE US N 2 2065-05-20 Floating 2.6585 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H15 N/A 38376RCZ7 2577396.520000 PA USD 2576086.430000 0.0037673 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 2.8285 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H15 N/A 38376RDB9 5385102.300000 PA USD 5377865.800000 0.0078646 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 2.8085 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H16 N/A 38376REA0 5861279.130000 PA USD 5858029.640000 0.0085668 Long ABS-MBS USGSE US N 2 2065-07-20 Floating 2.8285 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H17 N/A 38376REV4 35514732.790000 PA USD 35506564.400000 0.0519246 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 2.8395 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H19 N/A 38376RGB6 4100636.090000 PA USD 4098520.980000 0.0059937 Long ABS-MBS USGSE US N 2 2065-08-20 Floating 2.8285 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20 N/A 38376RFL5 48849885.660000 PA USD 48860955.040000 0.0714540 Long ABS-MBS USGSE US N 2 2065-08-20 Floating 2.8485 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H22 N/A 38376RHB5 27648229.630000 PA USD 27647986.330000 0.0404323 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 2.8495 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H28 N/A 38376RKP0 25216.830000 PA USD 25219.060000 0.0000369 Long ABS-MBS USGSE US N 2 2065-03-20 Floating 2.7285 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H32 N/A 38376RMP8 29097850.200000 PA USD 29255994.110000 0.0427838 Long ABS-MBS USGSE US N 2 2065-12-20 Floating 2.9785 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H02 N/A 38376RPV2 3921435.700000 PA USD 3981646.990000 0.0058227 Long ABS-MBS USGSE US N 2 2066-01-20 Floating 3.2285 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04 N/A 38376RQN9 36483520.120000 PA USD 37124367.740000 0.0542905 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 3.2785 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06 N/A 38376RSG2 2304554.550000 PA USD 2330446.220000 0.0034080 Long ABS-MBS USGSE US N 2 2065-07-20 Floating 3.1485 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A 38376RRG3 11741347.200000 PA USD 11988767.910000 0.0175323 Long ABS-MBS USGSE US N 2 2066-03-20 Floating 3.3785 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A 38376RRL2 45561078.470000 PA USD 46255283.510000 0.0676435 Long ABS-MBS USGSE US N 2 2066-03-20 Floating 3.2285 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UWT3 7853344.370000 PA USD 7928130.200000 0.0115941 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 3.0785 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H18 N/A 38376RXY7 7113511.330000 PA USD 7152236.570000 0.0104594 Long ABS-MBS USGSE US N 2 2066-08-20 Floating 2.9785 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H24 N/A 38376RJ72 25933487.360000 PA USD 26190223.700000 0.0383004 Long ABS-MBS USGSE US N 2 2066-11-20 Floating 3.0785 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H33 N/A 38376RNF9 23707245.380000 PA USD 23749100.520000 0.0347306 Long ABS-MBS USGSE US N 2 2065-12-20 Floating 2.8885 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-182 N/A 38380UAY9 2271064.570000 PA USD 2277040.880000 0.0033299 Long ABS-MBS USGSE US N 2 2047-05-20 Floating 2.45025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07 N/A 38376RY26 14804124.760000 PA USD 14800924.110000 0.0216448 Long ABS-MBS USGSE US N 2 2067-02-20 Floating 2.6885 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H09 N/A 38375UYW4 9513789.500000 PA USD 9694150.020000 0.0141767 Long ABS-MBS USGSE US N 2 2067-04-20 Floating 3.629 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10 N/A 38375UZZ6 3238776.730000 PA USD 3296188.580000 0.0048203 Long ABS-MBS USGSE US N 2 2067-04-20 Floating 3.629 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R5D4 3943596.770000 PA USD 3943288.780000 0.0057666 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 2.6985 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R4U7 18809597.110000 PA USD 19164827.640000 0.0280265 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 3.48688 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25 N/A 38375UZ78 4280592.600000 PA USD 4352105.040000 0.0063645 Long ABS-MBS USGSE US N 2 2067-11-20 Floating 3.84613 N N N N N N GOVERNMENT NATIONAL MTG ASSOC 2001-16 N/A 38373MAK6 415282.740000 PA USD 452487.800000 0.0006617 Long ABS-MBS USGSE US N 2 2040-10-16 Fixed 6.75 N N N N N N GOVERNMENT NATIONAL MTG ASSOC 2004-17 N/A 38374FYS7 1066171.780000 PA USD 1172373.150000 0.0017145 Long ABS-MBS USGSE US N 2 2034-03-16 Fixed 5.5 N N N N N N GOVERNMENT NATIONAL MTG ASSOC 2005-55 N/A 38374LZW4 1057176.540000 PA USD 1166840.850000 0.0017064 Long ABS-MBS USGSE US N 2 2035-07-20 Fixed 4.75 N N N N N N GOVERNMENT NATL MTGE ASSOC 2002-76 N/A 38373V5F3 321024.760000 PA USD 320653.880000 0.0004689 Long ABS-MBS USGSE US N 2 2028-11-16 Fixed 4.5 N N N N N N GOVERNMENT NATL MTGE ASSOC 2002-76 N/A 38373V5K2 277636.470000 PA USD 277226.930000 0.0004054 Long ABS-MBS USGSE US N 2 2028-12-20 Fixed 4.5 N N N N N N GOVERNMENT NATL MTGE ASSOC 2003-42 N/A 38373QTX9 73022.240000 PA USD 7464.570000 0.0000109 Long ABS-MBS USGSE US N 2 2031-07-16 Floating 4.5725 N N N N N N GOVERNMENT NATL MTGE ASSOC 2003-65 N/A 38374BQT3 2141.130000 PA USD 2157.800000 0.0000032 Long ABS-MBS USGSE US N 2 2033-03-20 Fixed 5.5 N N N N N N GOVERNMENT NATL MTGE ASSOC 2003-65 N/A 38374BRG0 359853.310000 PA USD 403767.000000 0.0005905 Long ABS-MBS USGSE US N 2 2033-08-20 Fixed 6 N N N N N N GOVERNMENT NATL MTGE ASSOC 2003-69 N/A 38374BYY3 715691.250000 PA USD 64130.370000 0.0000938 Long ABS-MBS USGSE US N 2 2033-08-16 Floating 4.5725 N N N N N N GOVERNMENT NATL MTGE ASSOC 2010-H02 N/A 38375BAM4 1721850.190000 PA USD 1728918.210000 0.0025284 Long ABS-MBS USGSE US N 2 2060-02-20 Floating 2.8195 N N N N N N GOVERNMENTAL NATL MTGE ASSOC 1999-14 N/A 3837H2CP2 2007048.800000 PA USD 2005085.910000 0.0029322 Long ABS-MBS USGSE US N 2 2029-05-20 Fixed 6 N N N N N N GPT 2018-GPP MORTGAGE TRUST N/A 3622LPAA7 430229.230000 PA USD 429575.450000 0.0006282 Long ABS-MBS CORP US N 2 2035-06-15 Floating 3.0401 N N N N N N GRACECHURCH CARD FUNDING PLC 2018-1A N/A 38406EAG4 39500000.000000 PA USD 39519592.000000 0.0577932 Long ABS-MBS CORP GB N 2 2022-07-15 Floating 2.4275 N N N N N N GREAT HALL MORTGAGES PLC 2007-1 N/A B1S83ZII1 35142567.070000 PA 42402342.190000 0.0620090 Long ABS-MBS CORP GB N 2 2039-03-18 Floating 0.90563 N N N N N N GREAT HALL MORTGAGES PLC 2007-1 N/A B1S70QII6 1206175.370000 PA 1299552.650000 0.0019005 Long ABS-MBS CORP GB N 2 2039-03-18 Floating 0 N N N N N N GREAT HALL MORTGAGES PLC 2007-2X N/A 997DXGII8 10427943.170000 PA 12514167.750000 0.0183007 Long ABS-MBS CORP GB N 2 2039-06-18 Floating 0.91563 N N N N N N GREAT HALL MORTGAGES PLC 2007-2X N/A B1Z97QII7 16064669.090000 PA USD 15623967.020000 0.0228484 Long ABS-MBS CORP GB N 2 2039-06-18 Floating 2.27513 N N N N N N GREEN TREE FINANCIAL CORP 1998-4 N/A 393505F98 100623.100000 PA USD 105258.660000 0.0001539 Long ABS-O CORP US N 2 2030-04-01 Fixed 6.87 N N N N N N GREENKO SOLAR (MAURITIUS) LIMITED 2138007S1PL541B3KP92 39530VAA6 19400000.000000 PA USD 19443233.480000 0.0284337 Long DBT CORP MU N 2 2025-01-29 Fixed 5.55 N N N N N N GREENPOINT MANUFACTURED HOUSING 1999-5 N/A 395383AF9 479078.840000 PA USD 506748.130000 0.0007411 Long ABS-O CORP US N 2 2026-10-15 Fixed 8.3 N N N N N N GREENPOINT MTGE FUNDING TR 2005-AR1 N/A 39538RAB5 498090.550000 PA USD 476239.920000 0.0006965 Long ABS-MBS CORP US N 2 2045-06-25 Floating 2.45838 N N N N N N GREENPOINT MTGE FUNDING TR 2005-AR5 N/A 39538WEA2 331329.990000 PA USD 295158.860000 0.0004316 Long ABS-MBS CORP US N 2 2045-11-25 Floating 2.55838 N N N N N N GREENPOINT MTGE FUNDING TR 2006-AR3 N/A 39538WHG6 38729.310000 PA USD 126934.110000 0.0001856 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.28838 Y N N N N N GREENPOINT MTGE FUNDING TR 2006-AR6 N/A 39538BAG9 678346.540000 PA USD 546165.290000 0.0007987 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.35838 Y N N N N N GREENPOINT MTGE FUNDING TRUST 2006-AR5 N/A 39538AAJ5 585659.350000 PA USD 521841.630000 0.0007631 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.21838 Y N N N N N GREENTREE FINANCIAL CORP 1998-2 N/A 393505A69 12137.630000 PA USD 12232.760000 0.0000179 Long ABS-O CORP US N 2 2028-12-01 Fixed 6.24 N N N N N N GS MORTGAGE SECURITIES CORP II 2012-GCJ9 N/A 36192PAQ9 38174039.710000 PA USD 1914302.120000 0.0027995 Long ABS-MBS CORP US N 2 2045-11-10 Variable 2.10856 N N N N N N GS MORTGAGE SECURITIES CORP TRUST 2017-GPTX N/A 36257CAA5 18300000.000000 PA USD 18384774.750000 0.0268858 Long ABS-MBS CORP US N 2 2034-05-10 Fixed 2.85555 N N N N N N GS MORTGAGE SECURITIES TRUST 2016-GS4 N/A 36251XBB2 8510000.000000 PA USD 8587126.130000 0.0125578 Long ABS-MBS CORP US N 2 2031-10-10 Fixed 3.19942 N N N N N N GSAA HOME EQUITY TRUST 2004-5 N/A 36228F5F9 476.860000 PA USD 478.140000 0.0000007 Long ABS-MBS CORP US N 2 2034-06-25 Variable 4.3005 Y N N N N N GSAA HOME EQUITY TRUST 2005-6 N/A 36242D3W1 534382.140000 PA USD 536204.120000 0.0007841 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.38838 N N N N N N GSAA HOME EQUITY TRUST 2006-14 N/A 36298YAB6 10802397.210000 PA USD 4601859.020000 0.0067297 Long ABS-MBS CORP US N 2 2036-09-25 Floating 2.18838 N N N N N N GSAA HOME EQUITY TRUST 2006-4 N/A 362334FG4 7253108.730000 PA USD 4728582.280000 0.0069151 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.01254 N N N N N N GSAA HOME EQUITY TRUST 2006-5 N/A 362334GR9 53274.230000 PA USD 26119.370000 0.0000382 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.08838 N N N N N N GSAA HOME EQUITY TRUST 2006-8 N/A 362348AS3 16701958.960000 PA USD 7227604.050000 0.0105696 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.19838 N N N N N N GSAA HOME EQUITY TRUST 2007-4 N/A 3622EBAA6 658888.130000 PA USD 312657.640000 0.0004572 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.11838 N N N N N N GSAA HOME EQUITY TRUST 2007-4 N/A 3622EBAC2 2600585.110000 PA USD 1586350.940000 0.0023199 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.31838 N N N N N N GSAA HOME EQUITY TRUST 2007-5 N/A 3622ECAB2 3768087.500000 PA USD 3599169.040000 0.0052634 Long ABS-MBS CORP US N 2 2047-04-25 Floating 2.13838 N N N N N N GSAA HOME EQUITY TRUST 2007-6 N/A 36245RAA7 5337502.610000 PA USD 4152381.680000 0.0060724 Long ABS-MBS CORP US N 2 2047-05-25 Floating 2.13838 N N N N N N GSAA HOME EQUITY TRUST 2007-6 N/A 36245RAF6 312413.620000 PA USD 252615.900000 0.0003694 Long ABS-MBS CORP US N 2 2047-05-25 Floating 2.31838 N N N N N N GSAA HOME EQUITY TRUST 2007-7 N/A 36249BAB6 2212662.370000 PA USD 2157461.980000 0.0031551 Long ABS-MBS CORP US N 2 2037-07-25 Floating 2.19838 N N N N N N GSAA HOME EQUITY TRUST 2007-8 N/A 38144RAC1 3747164.590000 PA USD 3669351.340000 0.0053660 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.46838 N N N N N N GSAMP TRUST 2004-AR1 N/A 36228F6Q4 453191.300000 PA USD 445582.630000 0.0006516 Long ABS-MBS CORP US N 2 2034-06-25 Floating 3.06838 N N N N N N GSAMP TRUST 2004-SEA2 N/A 36228F6A9 3741820.160000 PA USD 3147408.830000 0.0046028 Long ABS-MBS CORP US N 2 2034-03-25 Floating 3.26838 Y N N N N N GSAMP TRUST 2004-WF N/A 36242DKL6 394027.080000 PA USD 382032.460000 0.0005587 Long ABS-MBS CORP US N 2 2034-10-25 Floating 3.66838 N N N N N N GSAMP TRUST 2005-HE1 N/A 36242DRX3 1451201.260000 PA USD 1189532.110000 0.0017396 Long ABS-MBS CORP US N 2 2034-12-25 Floating 3.33838 Y N N N N N GSAMP TRUST 2005-HE3 N/A 362341BR9 108771.220000 PA USD 109084.080000 0.0001595 Long ABS-MBS CORP US N 2 2035-06-25 Floating 3.02338 N N N N N N GSAMP TRUST 2006-FM1 N/A 362334PK4 4805845.600000 PA USD 3640874.990000 0.0053244 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.28838 N N N N N N GSAMP TRUST 2006-HE3 N/A 36244KAD7 831383.540000 PA USD 824414.720000 0.0012056 Long ABS-MBS CORP US N 2 2046-05-25 Floating 2.17838 N N N N N N GSAMP TRUST 2006-HE6 N/A 36245AAD8 2252478.180000 PA USD 1995179.400000 0.0029177 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.25838 N N N N N N GSAMP TRUST 2006-NC2 N/A 362463AE1 5131700.830000 PA USD 3530284.820000 0.0051627 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.25838 N N N N N N GSAMP TRUST 2006-S1 N/A 3623413A5 394772.070000 PA USD 80159.220000 0.0001172 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.19838 N N N N N N GSAMP TRUST 2007-FM1 N/A 3622MAAC5 7064294.030000 PA USD 4158942.040000 0.0060820 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.13838 N N N N N N GSAMP TRUST 2007-FM2 N/A 3622MHAC0 3779789.090000 PA USD 2558784.920000 0.0037420 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.10838 N N N N N N GSAMP TRUST-2005-SEA2 N/A 362341TP4 28925.190000 PA USD 28996.390000 0.0000424 Long ABS-MBS CORP US N 2 2045-01-25 Floating 2.53838 N N N N N N GSC CAPITAL CORP MORTGAGE TRUST 2006-2 N/A 362480AD7 183353.700000 PA USD 173641.750000 0.0002539 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.19838 Y N N N N N GSMPS MORTGAGE LOAN TRUST 2003-3 N/A 36290PAT4 2346238.230000 PA USD 2618151.290000 0.0038288 Long ABS-MBS CORP US N 2 2043-06-25 Fixed 7.5 N N N N N N GSMPS MORTGAGE LOAN TRUST 2005-RP3 N/A 362341LL1 4858841.580000 PA USD 4325739.690000 0.0063259 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.36838 N N N N N N GSPA MONETIZATION TRUST N/A 36298GAA7 15907381.930000 PA USD 18599567.770000 0.0271999 Long DBT CORP US N 2 2029-10-09 Fixed 6.422 N N N N N N GSR MORTGAGE LOAN TRUST 2003-1 N/A 36229RJJ9 15273.780000 PA USD 15548.520000 0.0000227 Long ABS-MBS CORP US N 2 2033-03-25 Floating 4.3 N N N N N N GSR MORTGAGE LOAN TRUST 2004-2F N/A 36229RLL1 32703.770000 PA USD 31608.510000 0.0000462 Long ABS-MBS CORP US N 2 2034-01-25 Floating 2.36838 N N N N N N GSR MORTGAGE LOAN TRUST 2004-4 N/A 36228FD45 79374.270000 PA USD 72622.370000 0.0001062 Long ABS-MBS CORP US N 2 2032-04-25 Floating 4.04 N N N N N N GSR MORTGAGE LOAN TRUST 2005-5F N/A 36242D6P3 2192967.560000 PA USD 2331724.070000 0.0034099 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.5 N N N N N N GSR MORTGAGE LOAN TRUST 2005-6F N/A 362341DS5 140297.110000 PA USD 127737.750000 0.0001868 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.31838 N N N N N N GSR MORTGAGE LOAN TRUST 2005-8F N/A 362341WA3 10265033.660000 PA USD 7656540.790000 0.0111969 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 6 Y N N N N N GSR MORTGAGE LOAN TRUST 2005-8F N/A 362341WE5 1082747.890000 PA USD 885255.000000 0.0012946 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 6 Y N N N N N GSR MORTGAGE LOAN TRUST 2005-AR2 N/A 36242DH55 242942.980000 PA USD 248662.340000 0.0003636 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.42413 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR2 N/A 36242DH89 1180990.500000 PA USD 1208864.360000 0.0017678 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.73861 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR3 N/A 36242D4W0 21313.450000 PA USD 20942.910000 0.0000306 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.42722 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR3 N/A 36242D4Z3 862529.760000 PA USD 851202.670000 0.0012448 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.37099 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR4 N/A 362341FR5 28999.200000 PA USD 29757.090000 0.0000435 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.64294 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341SF7 37687.550000 PA USD 38744.270000 0.0000567 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.54688 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341WZ8 12513.440000 PA USD 12639.720000 0.0000185 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.68168 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341XC8 2313729.060000 PA USD 1913630.240000 0.0027985 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.87304 Y N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341XG9 12707755.840000 PA USD 13074755.830000 0.0191205 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.28749 N N N N N N GSR MORTGAGE LOAN TRUST 2006-1F N/A 3623417L7 4724962.560000 PA USD 3994430.430000 0.0058414 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 6 Y N N N N N GSR MORTGAGE LOAN TRUST 2006-4F N/A 362650AA1 199710.750000 PA USD 461946.380000 0.0006755 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 5 Y N N N N N GSR MORTGAGE LOAN TRUST 2006-5F N/A 36297XAA1 913728.260000 PA USD 890084.080000 0.0013017 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 5.5 Y N N N N N GSR MORTGAGE LOAN TRUST 2006-8F N/A 362611AL9 541882.160000 PA USD 527190.920000 0.0007710 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.25 Y N N N N N GSR MORTGAGE LOAN TRUST 2006-8F N/A 362611AA3 3051610.340000 PA USD 2370839.410000 0.0034671 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.5 Y N N N N N GSR MORTGAGE LOAN TRUST 2006-9F N/A 3622X7AS5 34200.060000 PA USD 32810.440000 0.0000480 Long ABS-MBS CORP US N 2 2021-08-25 Fixed 6 Y N N N N N GSR MORTGAGE LOAN TRUST 2006-AR1 N/A 3623414A4 108488.500000 PA USD 110780.710000 0.0001620 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.38446 Y N N N N N GSR MORTGAGE LOAN TRUST 2006-AR2 N/A 36297TAB8 51311.750000 PA USD 46046.290000 0.0000673 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.14952 N N N N N N GSR MORTGAGE LOAN TRUST 2007-1F N/A 3622MPBC1 1028536.430000 PA USD 949008.350000 0.0013878 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6 Y N N N N N GSR MORTGAGE LOAN TRUST 2007-2F N/A 362636AT9 27821.620000 PA USD 24178.010000 0.0000354 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6 Y N N N N N GSR MORTGAGE LOAN TRUST 2007-3F N/A 3622MWBF9 5873.230000 PA USD 6341.010000 0.0000093 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 5 Y N N N N N GSR MORTGAGE LOAN TRUST 2007-4F N/A 362669AL7 240264.150000 PA USD 213546.820000 0.0003123 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 Y N N N N N GSR MORTGAGE LOAN TRUST 2007-AR1 N/A 362290AA6 4780067.090000 PA USD 4254560.850000 0.0062218 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.26791 Y N N N N N GSR MTGE LOAN TRUST 2003-2F N/A 36228FNB8 5928.490000 PA USD 6337.340000 0.0000093 Long ABS-MBS CORP US N 2 2032-03-25 Fixed 6 N N N N N N GSR MTGE LOAN TRUST 2004-7 N/A 36228F4P8 245954.570000 PA USD 246060.480000 0.0003598 Long ABS-MBS CORP US N 2 2034-06-25 Floating 3.91572 N N N N N N HALCYON LOAN ADVISORS FUNDING 2014-3 LTD N/A 40538FAQ6 30433550.580000 PA USD 30440771.850000 0.0445164 Long ABS-CBDO CORP KY N 2 2025-10-22 Floating 3.37763 N N N N N N HAMILTON COLLEGE N/A 40728TAA1 29370000.000000 PA USD 35320286.520000 0.0516522 Long DBT CORP US N 2 2113-07-01 Fixed 4.75 N N N N N N HANWHA ENERGY USA HOLDINGS CORPORATION 549300VVIE7XDIYNIT55 41135WAA9 6000000.000000 PA USD 6010724.460000 0.0087901 Long DBT CORP US N 2 2022-07-30 Fixed 2.375 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2004-11 N/A 41161PKA0 1252664.530000 PA USD 1219116.420000 0.0017828 Long ABS-MBS CORP US N 2 2035-01-19 Floating 2.697 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2004-11 N/A 41161PKD4 2082370.760000 PA USD 1930709.200000 0.0028235 Long ABS-MBS CORP US N 2 2035-01-19 Floating 2.757 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2004-8 N/A 41161PHF3 210642.240000 PA USD 198695.920000 0.0002906 Long ABS-MBS CORP US N 2 2034-11-19 Floating 2.857 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-14 N/A 41161PWU3 1262774.490000 PA USD 1256283.960000 0.0018372 Long ABS-MBS CORP US N 2 2035-12-19 Floating 4.66882 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-2 N/A 41161PLR2 10341309.440000 PA USD 10077255.480000 0.0147369 Long ABS-MBS CORP US N 2 2035-05-19 Floating 2.497 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-3 N/A 41161PMG5 1469405.240000 PA USD 1482837.370000 0.0021685 Long ABS-MBS CORP US N 2 2035-06-19 Floating 2.537 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-4 N/A 41161PMX8 308555.910000 PA USD 294262.430000 0.0004303 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.39419 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-7 N/A 41161PPN7 11634315.800000 PA USD 7672263.520000 0.0112199 Long ABS-MBS CORP US N 2 2045-06-19 Floating 3.005 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-3 N/A 41161QAM3 3171389.690000 PA USD 2089174.520000 0.0030552 Long ABS-MBS CORP US N 2 2036-06-19 Floating 3.91349 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-3 N/A 41161QAB7 5662557.070000 PA USD 3764164.430000 0.0055047 Long ABS-MBS CORP US N 2 2036-06-19 Floating 4.26226 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-6 N/A 41161UAJ1 601830.850000 PA USD 579464.590000 0.0008474 Long ABS-MBS CORP US N 2 2036-08-19 Floating 4.48989 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2007-7 N/A 411640AB1 1279041.700000 PA USD 1314820.970000 0.0019228 Long ABS-MBS CORP US N 2 2037-10-25 Floating 3.01838 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2004-1 N/A 41161PCX9 587606.930000 PA USD 570800.200000 0.0008347 Long ABS-MBS CORP US N 2 2034-04-19 Floating 2.657 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2004-1 N/A 41161PCY7 14692.130000 PA USD 14974.320000 0.0000219 Long ABS-MBS CORP US N 2 2034-04-19 Floating 4.2955 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2004-4 N/A 41161PDW0 517087.110000 PA USD 512168.470000 0.0007490 Long ABS-MBS CORP US N 2 2034-06-19 Floating 2.617 N N N N N N HARBORVIEW MTGE LOAN TRUST 2004-10 N/A 41161PJH7 132895.590000 PA USD 132016.750000 0.0001931 Long ABS-MBS CORP US N 2 2035-01-19 Floating 2.777 N N N N N N HARBORVIEW MTGE LOAN TRUST 2006-7 N/A 41161VAC4 3501628.740000 PA USD 3275609.460000 0.0047902 Long ABS-MBS CORP US N 2 2046-09-19 Floating 2.257 Y N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 41283LAK1 12100000.000000 PA USD 12142043.020000 0.0177565 Long DBT CORP US N 2 2021-01-15 Fixed 2.85 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 41283LAT2 18900000.000000 PA USD 18925811.730000 0.0276770 Long DBT CORP US N 2 2021-03-02 Floating 3.07763 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 41284VAB8 32500000.000000 PA USD 33007472.880000 0.0482699 Long DBT CORP US N 2 2021-05-21 Fixed 3.55 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BW8 1700000.000000 PA USD 1904000.000000 0.0027844 Long DBT CORP US N 2 2029-02-01 Fixed 5.875 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AH8 24300000.000000 PA USD 26759160.000000 0.0391325 Long DBT CORP US N 2 2026-09-01 Fixed 5.375 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 933XFBII2 2922416.400000 PA USD 2935809.830000 0.0042933 Long LON CORP US N 2 2025-03-13 Floating 4.0435 N N N N N N HCP INC PZ9HF5U52KPF0MH0QN75 40414LAQ2 1090000.000000 PA USD 1122279.250000 0.0016412 Long DBT CORP US N 2 2026-07-15 Fixed 3.25 N N N N N N HCP INC PZ9HF5U52KPF0MH0QN75 40414LAP4 9939000.000000 PA USD 10413341.960000 0.0152284 Long DBT CORP US N 2 2022-12-01 Fixed 4 N N N N N N HEALTHCARE TRUST OF AMERICA HOLDINGS LP 549300IYGAS4GE6VDL07 42225UAG9 2800000.000000 PA USD 2795652.610000 0.0040883 Long DBT CORP US N 2 2030-02-15 Fixed 3.1 N N N N N N HEALTHCARE TRUST OF AMERICA HOLDINGS LP 549300IYGAS4GE6VDL07 42225UAD6 8200000.000000 PA USD 8459946.720000 0.0123718 Long DBT CORP US N 2 2026-08-01 Fixed 3.5 N N N N N N HEATHROW FUNDING LIMITED 7TI96JO3DYEIQWZ7Z726 05607MAA5 6000000.000000 PA USD 6263373.180000 0.0091595 Long DBT CORP JE N 2 2023-07-15 Fixed 4.875 N N N N N N HEINEKEN NV 724500K5PTPSST86UQ23 423012AA1 4730000.000000 PA USD 4870065.230000 0.0071220 Long DBT CORP NL N 2 2022-04-01 Fixed 3.4 N N N N N N HEINEKEN NV 724500K5PTPSST86UQ23 423012AD5 6550000.000000 PA USD 6665138.520000 0.0097471 Long DBT CORP NL N 2 2023-04-01 Fixed 2.75 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824CBB4 44100000.000000 PA USD 44104259.180000 0.0644978 Long DBT CORP US N 2 2021-10-05 Floating 3.0085 N N N N N N HILTON USA TRUST 2016-SFP N/A 43289VAA1 33800000.000000 PA USD 33758520.640000 0.0493683 Long ABS-MBS CORP US N 2 2035-11-05 Fixed 2.82844 N N N N N N HOLMES MASTER ISSUER PLC 18-1A N/A 43641NBY9 44357143.820000 PA USD 44328001.180000 0.0648250 Long ABS-MBS CORP GB N 2 2054-10-15 Floating 2.66338 N N N N N N HOME EQUITY ASSET TRUST 2005-1 N/A 437084HU3 3300000.000000 PA USD 3315668.400000 0.0048488 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.11338 N N N N N N HOME EQUITY LOAN TRUST 2007-FRE1 N/A 43710XAD0 10800000.000000 PA USD 10017167.400000 0.0146491 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.24838 N N N N N N HOME EQUITY PASS-THRU CERTS 2002-1 N/A 22541NAD1 154214.270000 PA USD 151254.130000 0.0002212 Long ABS-MBS CORP US N 2 2032-11-25 Floating 2.61838 N N N N N N HOMEBANC MORTGAGE TRUST 2004-1 N/A 43739EAB3 959238.310000 PA USD 931961.310000 0.0013629 Long ABS-MBS CORP US N 2 2029-08-25 Floating 2.87838 N N N N N N HOMEBANC MORTGAGE TRUST 2004-2 N/A 43739EAJ6 1871449.360000 PA USD 1896051.810000 0.0027728 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.75838 N N N N N N HOMEBANC MORTGAGE TRUST 2005-5 N/A 43739ECB1 1488548.460000 PA USD 1501475.910000 0.0021958 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.27838 N N N N N N HOMEBANC MORTGAGE TRUST 2006-1 N/A 43739ECT2 1017033.210000 PA USD 973004.320000 0.0014229 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.61984 Y N N N N N HONG KONG GOVT 549300DSMAD69T7GGN13 43858AAB6 1000000.000000 PA USD 1026725.110000 0.0015015 Long DBT NUSS HK N 2 2024-05-28 Fixed 2.5 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAU0 40000.000000 PA USD 41647.540000 0.0000609 Long DBT CORP US N 2 2023-10-15 Fixed 3.75 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAY2 10000000.000000 PA USD 9990412.100000 0.0146099 Long DBT CORP US N 2 2029-12-15 Fixed 3.375 N N N N N N HSBC BANK CANADA DMB80L5QKUQ124HSYW98 40427HTF0 95700000.000000 PA USD 98432012.980000 0.1439464 Long DBT CORP CA N 2 2021-11-28 Fixed 3.3 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 BFM4XMII1 24600000.000000 PA 32031123.340000 0.0468421 Long DBT CORP GB N 2 2026-09-28 Floating 5.875 N N N N Y HSBC Holdings plc GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 BYXL2ZII5 22600000.000000 PA 26157036.770000 0.0382519 Long DBT CORP GB N 2 2029-07-04 Floating 4.75 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BF5 1500000.000000 PA USD 1511291.750000 0.0022101 Long DBT CORP GB N 2 2022-01-05 Fixed 2.65 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BG3 51900000.000000 PA USD 52889579.380000 0.0773454 Long DBT CORP GB N 2 2022-01-05 Floating 3.7885 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AV1 32700000.000000 PA USD 33209579.140000 0.0485655 Long DBT CORP GB N 2 2021-03-08 Fixed 3.4 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AX7 49699000.000000 PA USD 50959164.370000 0.0745224 Long DBT CORP GB N 2 2021-03-08 Floating 4.34213 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BJ7 2000000.000000 PA USD 2035654.880000 0.0029769 Long DBT CORP GB N 2 2023-03-13 Floating 3.262 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BQ1 31900000.000000 PA USD 31936528.370000 0.0467038 Long DBT CORP GB N 2 2021-05-18 Floating 2.72375 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BV0 132700000.000000 PA USD 132901137.370000 0.1943539 Long DBT CORP GB N 2 2021-09-11 Floating 2.78163 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BM0 5900000.000000 PA USD 5990440.570000 0.0087604 Long DBT CORP GB N 2 2023-11-22 Floating 3.033 N N N N N N HSI ASSET LOAN OBLIGATION 2007-WF1 N/A 40431KAA8 113551.980000 PA USD 50506.830000 0.0000739 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.20525 N N N N N N HSI ASSET SEC CORP TRUST 2006-HE1 N/A 44328AAB6 193579.190000 PA USD 100777.400000 0.0001474 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.06838 N N N N N N HSI ASSET SEC CORP TRUST 2006-HE2 N/A 44328BAD0 578090.550000 PA USD 227761.550000 0.0003331 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.12838 N N N N N N HSI ASSET SEC CORP TRUST 2006-HE2 N/A 44328BAE8 5266540.340000 PA USD 2083252.180000 0.0030465 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.18838 N N N N N N HSI ASSET SECURI CORP TRUS 2005-I1 N/A 40430HCN6 5167297.870000 PA USD 5105383.310000 0.0074661 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.40838 N N N N N N HSI ASSET SECURITIZATION CORP TRUST 2006-NC1 2006-NC1 N/A 40430HER5 13664422.000000 PA USD 12515577.520000 0.0183027 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.23838 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAC0 12700000.000000 PA USD 12573243.210000 0.0183870 Long DBT CORP US N 2 2030-01-15 Fixed 3.25 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBD3 1200000.000000 PA USD 1280293.750000 0.0018723 Long DBT CORP US N 2 2022-11-15 Fixed 5.125 N N N N N N ICG US CLO LTD 2015-2A N/A 44931CAU9 12600000.000000 PA USD 12551101.040000 0.0183547 Long ABS-CBDO CORP KY N 2 2028-01-16 Floating 3.17225 N N N N N N IMC HOME EQ LN TR 1996-2 N/A 449670BC1 17048.560000 PA USD 16830.000000 0.0000246 Long ABS-MBS CORP US N 2 2026-07-25 Variable 5.75494 N N N N N N IMC HOME EQ LN TR 1997-5 N/A 449670DD7 13660.920000 PA USD 13656.320000 0.0000200 Long ABS-MBS CORP US N 2 2028-11-20 Fixed 7.31 N N N N N N IMC HOME EQUITY LN TR 1997-3 N/A 449670CP1 14617.050000 PA USD 15515.950000 0.0000227 Long ABS-MBS CORP US N 2 2028-08-20 Fixed 7.52 N N N N N N IMPAC CMB TR 2003-11 N/A 45254NFY8 13445.170000 PA USD 13316.140000 0.0000195 Long ABS-MBS CORP US N 2 2033-10-25 Floating 2.77838 N N N N N N IMPAC CMB TR 2004-4 N/A 45254NJF5 166889.130000 PA USD 178318.630000 0.0002608 Long ABS-MBS CORP US N 2 2034-09-25 Variable 4.83584 N N N N N N IMPAC CMB TR 2004-6 N/A 45254NKD8 395437.860000 PA USD 395502.000000 0.0005784 Long ABS-MBS CORP US N 2 2034-10-25 Floating 2.79838 N N N N N N IMPAC CMB TR 2004-7 N/A 45254NKF3 942267.830000 PA USD 960941.320000 0.0014053 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.75838 N N N N N N IMPAC SECURED ASSETS CMN OWNER TRUST 2005-1 N/A 45254TRR7 610767.580000 PA USD 547518.810000 0.0008007 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.70611 N N N N N N IMPAC SECURED ASSETS CORP. 2006-4 N/A 45257BAC4 1371047.930000 PA USD 1366294.780000 0.0019981 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.18838 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AB1 700000.000000 PA USD 714697.340000 0.0010452 Long DBT CORP GB N 2 2023-02-11 Fixed 3.5 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AD7 43150000.000000 PA USD 43313283.920000 0.0633411 Long DBT CORP GB N 2 2020-07-21 Fixed 2.95 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AE5 54770000.000000 PA USD 56404346.660000 0.0824854 Long DBT CORP GB N 2 2022-07-21 Fixed 3.75 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAA1 25430000.000000 PA USD 25511918.930000 0.0373085 Long DBT CORP GB N 2 2024-07-26 Fixed 3.125 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAB9 20100000.000000 PA USD 20119802.720000 0.0294231 Long DBT CORP GB N 2 2026-07-26 Fixed 3.5 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAC7 25000000.000000 PA USD 25249384.250000 0.0369246 Long DBT CORP GB N 2 2029-07-26 Fixed 3.875 N N N N N N INDONESIA ASAHAN ALUMINIUM (PERSERO) PT 2549008P48EB9SN2OI80 74445PAA0 7200000.000000 PA USD 7565829.050000 0.0110642 Long DBT CORP ID N 2 2021-11-15 Fixed 5.23 N N N N N N INDONESIA ASAHAN ALUMINIUM (PERSERO) PT 2549008P48EB9SN2OI80 74445PAB8 6400000.000000 PA USD 7049600.000000 0.0103093 Long DBT CORP ID N 2 2023-11-15 Fixed 5.71 N N N N N N INDYMAC ARM TRUST 2001-H1 N/A 45660UAB5 276488.890000 PA USD 283382.420000 0.0004144 Long ABS-MBS CORP US N 2 2031-08-25 Floating 4.447 N N N N N N INDYMAC ARM TRUST 2001-H2 N/A 45660UAQ2 57723.800000 PA USD 55956.350000 0.0000818 Long ABS-MBS CORP US N 2 2032-01-25 Floating 3.90161 N N N N N N INDYMAC ARM TRUST 2001-H2 N/A 45660UAT6 168245.360000 PA USD 168843.540000 0.0002469 Long ABS-MBS CORP US N 2 2032-01-25 Floating 3.6713 N N N N N N INDYMAC HOME EQUITY LOAN 2003-A N/A 456606EB4 518103.190000 PA USD 517516.330000 0.0007568 Long ABS-MBS CORP US N 2 2033-10-25 Floating 2.87838 N N N N N N INDYMAC IMJA MORTGAGE LN TR 2007-A3 N/A 456669AA8 1158497.810000 PA USD 838748.940000 0.0012266 Long ABS-MBS CORP US N 2 2037-11-25 Fixed 6.25 Y N N N N N INDYMAC INDA MORTGAGE LOAN TR 2005-AR2 N/A 45660LY86 4641430.510000 PA USD 4661032.200000 0.0068163 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.53179 N N N N N N INDYMAC INDA MTGE LOAN TRUST 2006-AR1 N/A 45662BAD1 1301173.900000 PA USD 1266359.300000 0.0018519 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.86754 N N N N N N INDYMAC INDB MTGE LOAN TRUST 2005-1 N/A 45660LYW3 477108.050000 PA USD 370709.520000 0.0005421 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.31838 Y N N N N N INDYMAC INDEX MORTGAGE LOAN TRUST 2007-AR13 N/A 456681AE5 1299869.770000 PA USD 1093998.480000 0.0015999 Long ABS-MBS CORP US N 2 2037-07-25 Floating 3.55406 N N N N N N INDYMAC INDEX MORTGAGE LOAN TRUST 2007-FLX2 N/A 45668RAB4 1666335.120000 PA USD 1665247.500000 0.0024352 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.15838 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-16IP N/A 45660LUD9 47540.500000 PA USD 44973.710000 0.0000658 Long ABS-MBS CORP US N 2 2045-07-25 Floating 2.65838 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR13 N/A 45660LRE1 33804.270000 PA USD 31400.660000 0.0000459 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.07338 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR15 N/A 45660LVM8 10300303.160000 PA USD 9709270.730000 0.0141988 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.81864 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR31 N/A 45660LV97 3924992.710000 PA USD 3669803.420000 0.0053667 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.92667 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR31 N/A 45660LW70 376016.590000 PA USD 338867.470000 0.0004956 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.74042 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR8 N/A 45660LJJ9 161763.480000 PA USD 153768.950000 0.0002249 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.47838 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR3 N/A 45660L5T2 2405055.920000 PA USD 2210289.680000 0.0032323 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.87413 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR4 N/A 45661EAV6 99087.120000 PA USD 97794.400000 0.0001430 Long ABS-MBS CORP US N 2 2046-05-25 Floating 2.22838 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR41 N/A 45668NAC1 14537794.710000 PA USD 13505721.770000 0.0197507 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.19838 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR7 N/A 45661ECW2 2431388.590000 PA USD 2268798.960000 0.0033179 Long ABS-MBS CORP US N 2 2036-05-25 Floating 3.73247 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-R1 N/A 45662JAC6 3058353.270000 PA USD 2889144.370000 0.0042251 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.73596 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2007-AR1 N/A 45669BAD4 6130066.880000 PA USD 5835765.430000 0.0085342 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.79934 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2007-AR1 N/A 45669BAF9 8792965.060000 PA USD 7786175.840000 0.0113865 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.71377 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2007-AR11 N/A 45669FAC7 6104948.190000 PA USD 4459838.640000 0.0065220 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.13197 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2007-AR7 N/A 45670CAA5 958348.300000 PA USD 611245.470000 0.0008939 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.31838 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2007-AR7 N/A 45670CAC1 2228131.220000 PA USD 2093567.470000 0.0030616 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.39732 Y N N N N N INDYMAC INDX MTGE LOAN TR 2004-AR6 N/A 45660NX83 1736815.640000 PA USD 1812852.390000 0.0026511 Long ABS-MBS CORP US N 2 2034-10-25 Floating 4.28942 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR10 N/A 45660N2Y0 3777.240000 PA USD 3664.190000 0.0000054 Long ABS-MBS CORP US N 2 2034-05-25 Floating 2.79838 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR11 N/A 45660N6S9 72101.360000 PA USD 72852.190000 0.0001065 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.24482 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR13 N/A 45660N7J8 90890.710000 PA USD 87974.280000 0.0001287 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.42205 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR15 N/A 45660LBE8 362124.590000 PA USD 350579.410000 0.0005127 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.86481 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR8 N/A 45660N2L8 1057469.830000 PA USD 946602.160000 0.0013843 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.83838 Y N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR8 N/A 45660N2J3 38892.920000 PA USD 37767.930000 0.0000552 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.81838 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR11 N/A 45660LQJ1 473929.750000 PA USD 432452.270000 0.0006324 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.88857 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR11 N/A 45660LQL6 402255.990000 PA USD 367225.770000 0.0005370 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.88857 Y N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR12 N/A 45660LMG1 1622482.980000 PA USD 1620683.320000 0.0023701 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.49838 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR19 N/A 45660LXA2 379568.240000 PA USD 345190.970000 0.0005048 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.59429 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2006-AR14 N/A 45668GAD4 523804.820000 PA USD 497716.090000 0.0007279 Long ABS-MBS CORP US N 2 2046-11-25 Floating 2.21838 Y N N N N N INDYMAC INDX MTGE LOAN TRUST 2006-AR39 N/A 45660KAA9 2499502.810000 PA USD 2450152.130000 0.0035831 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.19838 Y N N N N N INDYMAC RESIDENTIAL ASSET BACKED 2006-E N/A 43709XAD3 1357760.280000 PA USD 1003752.120000 0.0014679 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.13838 N N N N N N INDYMAC RESIDENTIAL ASSET BACKED 2006-E N/A 43709XAF8 4365916.770000 PA USD 3271861.250000 0.0047848 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.22838 N N N N N N ING BANK NV/AMSTERDAM BRANCH 3TK20IVIUJ8J3ZU0QE75 44986L2A6 48200000.000000 PA USD 49354042.000000 0.0721751 Long DBT CORP NL N 2 2022-12-05 Fixed 2.625 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AG8 2300000.000000 PA USD 2352712.800000 0.0034406 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AJ2 12100000.000000 PA USD 12258282.160000 0.0179264 Long DBT CORP NL N 2 2022-03-29 Floating 3.25438 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AK9 35500000.000000 PA USD 37711135.250000 0.0551486 Long DBT CORP NL N 2 2023-10-02 Fixed 4.1 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAE4 2600000.000000 PA USD 2623353.200000 0.0038364 Long DBT CORP US N 2 2022-09-15 Fixed 2.35 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GK5 5700000.000000 PA USD 6471574.860000 0.0094640 Long DBT CORP US N 2 2022-01-15 Fixed 8.625 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GN9 1000000.000000 PA USD 1096013.260000 0.0016028 Long DBT CORP US N 2 2022-08-15 Fixed 5.875 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AL8 9870000.000000 PA USD 10302509.910000 0.0150663 Long DBT CORP US N 2 2024-12-01 Fixed 3.25 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBJ5 48900000.000000 PA USD 48828842.680000 0.0714070 Long DBT CORP IT N 2 2024-09-23 Fixed 3.25 N N N N N N IOWA TOBACCO SETTLEMENT AUTHORITY N/A 888805AP3 20905000.000000 PA USD 21227564.150000 0.0310431 Long DBT MUN US N 2 2023-06-01 Fixed 6.5 N N N N N N IRVINE UNIFIED SCHOOL DISTRICT 549300BNIP4XNVC0X742 463612GA3 1000000.000000 PA USD 1035930.000000 0.0015149 Long DBT MUN US N 2 2020-09-01 Fixed 6.578 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513YJH2 8300000.000000 PA USD 9008421.600000 0.0131739 Long DBT NUSS IL N 2 2028-01-17 Fixed 3.25 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513YJJ8 4000000.000000 PA USD 4708760.000000 0.0068861 Long DBT NUSS IL N 2 2048-01-17 Fixed 4.125 N N N N N N ITALY GOVT 815600DE60799F5A9309 ACI184JM8 6000000.000000 PA 9448136.350000 0.0138169 Long DBT NUSS IT N 2 2049-09-01 Fixed 3.85 N N N N N N ITALY GOVT 815600DE60799F5A9309 ACI19Z2M6 89000000.000000 PA 104077674.220000 0.1522026 Long DBT NUSS IT N 2 2024-07-01 Fixed 1.75 N N N N N N ITALY GOVT 815600DE60799F5A9309 ACI1CLXQ0 9200000.000000 PA 12530147.050000 0.0183240 Long DBT NUSS IT N 2 2040-03-01 Fixed 3.1 N N N N N N IXIS REAL ESTATE CAPITAL TRUST 2005-HE4 N/A 45071KCN2 5126804.990000 PA USD 5164497.260000 0.0075525 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.64838 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-LAQ N/A 46649VAA9 5087574.250000 PA USD 5090910.680000 0.0074449 Long ABS-MBS CORP US N 2 2032-06-15 Floating 3.0275 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LTM3 44700000.000000 PA USD 44967216.150000 0.0657598 Long DBT CORP US N 2 2022-09-15 Fixed 2.375 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LTB7 15000000.000000 PA USD 15295956.300000 0.0223687 Long DBT CORP US N 2 2021-06-11 Fixed 3.3 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LTD3 9300000.000000 PA USD 9312227.640000 0.0136182 Long DBT CORP US N 2 2020-10-15 Floating 2.60338 N N N N N N JAMESTOWN CLO IV LTD 2014-4A N/A 470474AU1 14135047.430000 PA USD 14114708.090000 0.0206413 Long ABS-CBDO CORP KY N 2 2026-07-15 Floating 2.99338 N N N N N N JAMESTOWN CLO V LTD 2014-5A N/A 470473AF6 14384501.210000 PA USD 14434846.960000 0.0211094 Long ABS-CBDO CORP KY N 2 2027-01-17 Floating 3.52325 N N N N N N JAMESTOWN CLO VIII LTD 2015-8A N/A 47048CAK4 26100000.000000 PA USD 26114313.760000 0.0381894 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 3.17338 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 471068AK2 79300000.000000 PA USD 80643828.110000 0.1179331 Long DBT NUSS JP N 2 2022-04-20 Fixed 2.625 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 471068AN6 55800000.000000 PA USD 58722204.150000 0.0858750 Long DBT NUSS JP N 2 2023-09-27 Fixed 3.375 N N N N N N JAPAN GOVT N/A ACI1DBS53 10324000000.000000 PA 97385038.800000 0.1424154 Long DBT NUSS JP N 2 2039-06-20 Fixed 0.3 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 BYQRRPII5 7900000.000000 PA USD 7855941.380000 0.0114885 Long DBT CORP JP N 2 2021-04-13 Fixed 2 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EUG2 15490000.000000 PA USD 15546571.960000 0.0227352 Long DBT CORP US N 2 2023-06-07 Floating 2.65213 N N N N N N JP MORGAN ALTERNATIVE LN TRUST 2006-A6 N/A 466285AP8 570984.910000 PA USD 572937.390000 0.0008379 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.83516 Y N N N N N JP MORGAN ALTERNATIVE LN TRUST 2006-A7 N/A 466286AT8 7889287.220000 PA USD 7691827.040000 0.0112485 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.84378 N N N N N N JP MORGAN ALTERNATIVE LN TRUST 2006-A7 N/A 466286AV3 723365.650000 PA USD 706181.590000 0.0010327 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.84378 N N N N N N JP MORGAN ALTERNATIVE LN TRUST 2006-S2 N/A 46628CAG3 137241.290000 PA USD 133384.410000 0.0001951 Long ABS-MBS CORP US N 2 2036-05-25 Variable 6.05 N N N N N N JP MORGAN ALTERNATIVE LN TRUST 2007-A1 N/A 466287AA7 1446266.250000 PA USD 1440548.870000 0.0021067 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.15838 Y N N N N N JP MORGAN ALTERNATIVE LN TRUST 2007-A2 N/A 466278AR9 5220995.610000 PA USD 4801722.510000 0.0070220 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.17261 Y N N N N N JP MORGAN ALTERNATIVE LOAN TRUST 2008-R3 N/A 466308AE3 28312025.350000 PA USD 24699057.020000 0.0361198 Long ABS-MBS CORP US N 2 2037-05-26 Variable 5.6486 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HQJ2 7400000.000000 PA USD 7449863.570000 0.0108946 Long DBT CORP US N 2 2021-03-01 Fixed 2.55 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HQK9 17900000.000000 PA USD 18176121.820000 0.0265807 Long DBT CORP US N 2 2021-03-01 Floating 3.61763 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAD8 66300000.000000 PA USD 66716590.750000 0.0975660 Long DBT CORP US N 2 2023-04-25 Floating 3.1755 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAE6 8500000.000000 PA USD 8626122.830000 0.0126148 Long DBT CORP US N 2 2023-04-25 Floating 2.776 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJX9 1700000.000000 PA USD 1802598.720000 0.0026361 Long DBT CORP US N 2 2024-05-13 Fixed 3.625 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRT9 14000000.000000 PA USD 14084177.100000 0.0205966 Long DBT CORP US N 2 2021-06-07 Fixed 2.4 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAS5 40700000.000000 PA USD 41663613.610000 0.0609286 Long DBT CORP US N 2 2022-06-18 Floating 3.514 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAT3 87480000.000000 PA USD 87776345.500000 0.1283637 Long DBT CORP US N 2 2022-06-18 Floating 2.75513 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAU0 25490000.000000 PA USD 26916712.010000 0.0393629 Long DBT CORP US N 2 2024-07-23 Floating 3.797 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAW6 99100000.000000 PA USD 99519837.150000 0.1455373 Long DBT CORP US N 2 2024-07-23 Floating 3.14938 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJE1 5000.000000 PA USD 5171.080000 0.0000076 Long DBT CORP US N 2 2022-09-23 Fixed 3.25 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HNX4 13300000.000000 PA USD 13370631.510000 0.0195531 Long DBT CORP US N 2 2020-10-29 Fixed 2.55 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRW2 1100000.000000 PA USD 1118154.330000 0.0016352 Long DBT CORP US N 2 2023-10-24 Floating 3.51275 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2016-JP4 N/A 46645UAU1 6700000.000000 PA USD 7066727.180000 0.0103343 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.4743 N N N N N N JP MORGAN MORTGAGE ACQ CORP 2005-RM1 N/A 46629NAC7 246315.320000 PA USD 140094.720000 0.0002049 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.09838 N N N N N N JP MORGAN MORTGAGE ACQ CORP 2007-HE1 N/A 46630KAT3 25811599.000000 PA USD 25361788.010000 0.0370889 Long ABS-MBS CORP US N 2 2047-03-25 Floating 2.20838 N N N N N N JP MORGAN MORTGAGE ACQI CORP 2006-CW2 N/A 46629BAE9 2186961.220000 PA USD 1629984.410000 0.0023837 Long ABS-MBS CORP US N 2 2036-08-25 Variable 6.337 Y N N N N N JP MORGAN MORTGAGE ACQI CORP 2006-CW2 N/A 46629BAR0 43697.830000 PA USD 43686.790000 0.0000639 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.16838 N N N N N N JP MORGAN MORTGAGE ACQI CORP 2006-CW2 N/A 46629BAS8 3000000.000000 PA USD 2966188.800000 0.0043377 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.25838 N N N N N N JP MORGAN MORTGAGE TRUST 2003-A2 N/A 466247AZ6 8658.160000 PA USD 8970.660000 0.0000131 Long ABS-MBS CORP US N 2 2033-11-25 Floating 4.2465 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A3 N/A 466247PV9 1684615.600000 PA USD 1716663.050000 0.0025104 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.33373 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A3 N/A 466247PW7 3223375.520000 PA USD 3259252.980000 0.0047663 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.49674 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A3 N/A 466247QP1 319588.420000 PA USD 295502.000000 0.0004321 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.62381 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A4 N/A 466247RN5 192028.840000 PA USD 194898.370000 0.0002850 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.41986 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A8 N/A 466247YH0 2018634.370000 PA USD 1899343.170000 0.0027776 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.22225 Y N N N N N JP MORGAN MORTGAGE TRUST 2005-A8 N/A 466247YP2 1140349.390000 PA USD 1109901.150000 0.0016231 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.16113 Y N N N N N JP MORGAN MORTGAGE TRUST 2005-S3 N/A 466247ZP1 23330.780000 PA USD 18382.830000 0.0000269 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.75 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A1 N/A 466247E33 57802.560000 PA USD 54128.530000 0.0000792 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.63495 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A1 N/A 466247E74 10301.410000 PA USD 9667.780000 0.0000141 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.53627 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A1 N/A 466247E90 11097704.650000 PA USD 10415100.370000 0.0152310 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.53627 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A2 N/A 466247J46 1294654.170000 PA USD 1279655.990000 0.0018714 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.21149 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A2 N/A 466247J53 2888677.990000 PA USD 2913120.830000 0.0042601 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.21149 N N N N N N JP MORGAN MORTGAGE TRUST 2006-A2 N/A 466247J95 1466323.420000 PA USD 1358130.600000 0.0019861 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.36751 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A2 N/A 466247K28 1770368.560000 PA USD 1639741.740000 0.0023979 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.36751 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A3 N/A 46628KAK6 2825797.570000 PA USD 2815800.750000 0.0041178 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.19069 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A5 N/A 46629CAH0 1206041.710000 PA USD 1128269.630000 0.0016500 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.20647 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A5 N/A 46629CAK3 497761.250000 PA USD 465688.550000 0.0006810 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.20647 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A5 N/A 46629CAL1 616633.010000 PA USD 576914.200000 0.0008437 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.20647 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A6 N/A 46628BAD2 1150056.330000 PA USD 1017254.610000 0.0014876 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.1204 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A6 N/A 46628BAE0 1552845.070000 PA USD 1415332.250000 0.0020698 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.1204 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A6 N/A 46628BAW0 18999217.070000 PA USD 17836846.870000 0.0260845 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.25639 N N N N N N JP MORGAN MORTGAGE TRUST 2006-A6 N/A 46628BAX8 34822.610000 PA USD 32571.260000 0.0000476 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.27908 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A6 N/A 46628BBC3 101357.900000 PA USD 90403.490000 0.0001322 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.00871 N N N N N N JP MORGAN MORTGAGE TRUST 2006-S2 N/A 46628YAC4 782991.140000 PA USD 682498.380000 0.0009981 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 5.5 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-S2 N/A 46628YBN9 3556575.640000 PA USD 2571466.430000 0.0037605 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.5 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-S3 N/A 46629AAK7 528052.480000 PA USD 375506.730000 0.0005491 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.5 Y N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAA3 24693.810000 PA USD 25633.870000 0.0000375 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.48375 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAH8 134080.680000 PA USD 138018.820000 0.0002018 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.50792 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAJ4 4205899.110000 PA USD 4369413.530000 0.0063898 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.50792 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAM7 378137.380000 PA USD 389979.660000 0.0005703 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.66003 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAN5 7562.750000 PA USD 7887.610000 0.0000115 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.66003 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAW5 104025.800000 PA USD 104817.790000 0.0001533 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.62724 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAX3 908901.140000 PA USD 927786.380000 0.0013568 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.57672 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GBB0 1157092.680000 PA USD 1177528.790000 0.0017220 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.6415 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A2 N/A 46630PAZ8 348279.830000 PA USD 323559.940000 0.0004732 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.23519 Y N N N N N JP MORGAN MORTGAGE TRUST 2007-S1 N/A 46630RAB7 87816.880000 PA USD 85843.180000 0.0001255 Long ABS-MBS CORP US N 2 2022-03-25 Fixed 5.5 Y N N N N N JP MORGAN MORTGAGE TRUST 2008-R2 N/A 46632TAA3 9076109.420000 PA USD 9354755.960000 0.0136803 Long ABS-MBS CORP US N 2 2037-07-27 Floating 3.71621 N N N N N N JP MORGAN MORTGAGE TRUST-2004-A1 N/A 466247BL6 289586.690000 PA USD 293256.680000 0.0004289 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.27236 N N N N N N JP MORGAN MORTGAGE TRUST-2005-A2 N/A 466247NZ2 114046.590000 PA USD 116624.660000 0.0001706 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.43293 N N N N N N JP MORGAN MORTGAGE TRUST-2005-A6 N/A 466247TQ6 938150.680000 PA USD 957382.390000 0.0014001 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.57649 N N N N N N JP MORGAN MORTGAGE TRUST-2005-A6 N/A 466247TZ6 241624.360000 PA USD 240709.260000 0.0003520 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.26372 N N N N N N JP MORGAN MORTGAGE TRUST-2005-A6 N/A 466247UG6 1478930.120000 PA USD 1461853.950000 0.0021378 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.2558 Y N N N N N JP MORGAN MORTGAGE TRUST-2005-S2 N/A 466247UP6 150466.570000 PA USD 145053.780000 0.0002121 Long ABS-MBS CORP US N 2 2020-08-25 Fixed 5 N N N N N N JP MORGAN MTGE ACQUIS CORP 2006-HE2 N/A 46625SAE6 7108848.680000 PA USD 7039168.460000 0.0102940 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.27838 N N N N N N JP MORGAN MTGE ACQUIS CORP 2006-NC1 N/A 46626LJL5 2116275.410000 PA USD 2119023.180000 0.0030988 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.18838 N N N N N N JP MORGAN MTGE ACQUIS CORP 2006-NC1 N/A 46626LJQ4 5593270.260000 PA USD 5562948.580000 0.0081352 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.28838 N N N N N N JP MORGAN MTGE ACQUIS CORP 2006-WF1 N/A 46628SAF0 6744360.180000 PA USD 2830847.390000 0.0041398 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.17838 Y N N N N N JP MORGAN MTGE ACQUIS CORP 2006-WMC3 N/A 46629KAD1 31765.530000 PA USD 23618.420000 0.0000345 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.12838 N N N N N N JP MORGAN MTGE ACQUIS CORP 2007-CH3 N/A 46630XAE8 2142271.520000 PA USD 2144651.160000 0.0031363 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.22838 N N N N N N JP MORGAN MTGE ACQUIS CORP 2007-CH3 N/A 46630XAF5 5600000.000000 PA USD 5558246.400000 0.0081283 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.27838 N N N N N N JP MORGAN MTGE ACQUIS CORP 2007-CH4 N/A 46630CAD6 1178619.700000 PA USD 1176690.180000 0.0017208 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.17838 N N N N N N JP MORGAN MTGE ACQUIS CORP 2007-CH5 N/A 46631KAD7 597550.620000 PA USD 598717.340000 0.0008756 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.17838 N N N N N N JP MORGAN MTGE TRUST 2005-A5 N/A 466247SL8 2886465.500000 PA USD 2974641.830000 0.0043501 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.45679 N N N N N N JP MORGAN MTGE TRUST 2005-A7 N/A 466247WK5 53018.800000 PA USD 54622.140000 0.0000799 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.13632 N N N N N N JP MORGAN MTGE TRUST 2005-A7 N/A 466247WL3 7120668.750000 PA USD 7360266.440000 0.0107636 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.13632 N N N N N N JP MORGAN MTGE TRUST 2005-A7 N/A 466247WQ2 959831.780000 PA USD 924582.630000 0.0013521 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.16837 N N N N N N JP MORGAN MTGE TRUST 2005-A7 N/A 466247WS8 6635102.980000 PA USD 6376926.480000 0.0093256 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.44203 N N N N N N JP MORGAN MTGE TRUST 2005-ALT1 N/A 466247XG3 1373957.480000 PA USD 1274157.880000 0.0018633 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.12653 Y N N N N N JP MORGAN MTGE TRUST 2005-ALT1 N/A 466247XK4 549266.710000 PA USD 488142.330000 0.0007139 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.88613 Y N N N N N JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 48125LRN4 238625000.000000 PA USD 239908270.370000 0.3508406 Long DBT CORP US N 2 2021-04-26 Floating 3.086 N N N N N N JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 48125LRP9 174500000.000000 PA USD 174611639.870000 0.2553511 Long DBT CORP US N 2 2021-04-26 Floating 2.60663 N N N N N N JT INTERNATIONAL FINANCIAL SERVICES BV 549300U2F0PG10VZUN93 ACI155428 4500000.000000 PA USD 4685617.220000 0.0068522 Long DBT CORP NL N 2 2023-09-28 Fixed 3.5 N N N N N N KANSAS CITY POWER & LIGHT COMPANY 1128SIJQ26096WL7IO82 485134BN9 425000.000000 PA USD 439270.910000 0.0006424 Long DBT CORP US N 2 2023-03-15 Fixed 3.15 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 482466AD1 18400000.000000 PA USD 18791265.330000 0.0274802 Long DBT CORP KR N 2 2022-01-30 Fixed 3.375 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAE0 28940000.000000 PA USD 29588241.820000 0.0432697 Long DBT CORP US N 2 2021-05-25 Fixed 3.551 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAG5 10600000.000000 PA USD 11223127.570000 0.0164126 Long DBT CORP US N 2 2023-05-25 Fixed 4.057 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAL6 2900000.000000 PA USD 3123760.380000 0.0045682 Long DBT CORP US N 2 2025-10-01 Fixed 4.375 N N N N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446RAU3 9200000.000000 PA USD 9495642.370000 0.0138864 Long DBT CORP US N 2 2025-02-01 Fixed 3.3 N N N N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446RAR0 10400000.000000 PA USD 10490391.290000 0.0153411 Long DBT CORP US N 2 2024-03-01 Fixed 2.7 N N N N N N KIRKBY RMBS PLC 1A N/A ACI12K1K1 123755015.750000 PA 149430819.480000 0.2185268 Long ABS-MBS CORP GB N 2 2045-02-22 Floating 1.56088 N N N N N N KIRKBY RMBS PLC 1A N/A ACI12K022 29232000.000000 PA 34950086.380000 0.0511108 Long ABS-MBS CORP GB N 2 2045-02-22 Floating 2.76088 N N N N N N KIRKBY RMBS PLC 1A N/A ACI12K0V8 9470000.000000 PA 8792643.250000 0.0128583 Long ABS-MBS CORP GB N 2 2045-02-22 Fixed 2.25 N N N N N N KIRKBY RMBS PLC 1A N/A ACI12JZ43 2223.000000 PA 9887659.520000 0.0144597 Long ABS-MBS CORP GB N 2 2045-02-22 Variable 0 N N N N N N KOMATSU FINANCE AMERICA INC 549300SRAAFEEQ8Z4D68 ACI0XJX92 3900000.000000 PA USD 3889367.350000 0.0056878 Long DBT CORP US N 2 2020-09-11 Fixed 2.118 N N N N N N KOMATSU FINANCE AMERICA INC 549300SRAAFEEQ8Z4D68 ACI0XK426 4500000.000000 PA USD 4509957.690000 0.0065953 Long DBT CORP US N 2 2022-09-11 Fixed 2.437 N N N N N N KOREA HOUSING FINANCE CORP (KHFC) 9884002AAOBT56QW9B80 ACI15YFX5 32600000.000000 PA 36877849.920000 0.0539300 Long DBT CORP KR N 2 2023-10-30 Fixed 0.75 N N N N N N KOREA HYDRO & NUCLEAR POWER CO LTD 9884008CRY5MLCN8OQ43 50064YAN3 25100000.000000 PA USD 26473034.760000 0.0387140 Long DBT CORP KR N 2 2023-07-25 Fixed 3.75 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAP1 2000000.000000 PA USD 1996236.320000 0.0029193 Long DBT CORP US N 2 2021-02-10 Floating 2.751 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAR7 5900000.000000 PA USD 5978077.830000 0.0087423 Long DBT CORP US N 2 2021-06-15 Fixed 3.375 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 42307TAH1 25200000.000000 PA USD 31917023.710000 0.0466753 Long DBT CORP US N 2 2039-08-01 Fixed 7.125 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 423074AS2 14637000.000000 PA USD 15069363.510000 0.0220374 Long DBT CORP US N 2 2025-02-15 Fixed 4.875 N N N N N N KUWAIT GOVT 549300FSC1YD0D9XX589 000000000 21700000.000000 PA USD 22017991.800000 0.0321990 Long DBT NUSS KW N 2 2022-03-20 Fixed 2.75 N N N N N N L.A. ARENA FUNDING LLC 1 N/A 501673AA5 47187.860000 PA USD 49430.050000 0.0000723 Long ABS-MBS CORP US N 2 2026-12-15 Fixed 7.656 N N N N N N L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP) 549300UTE50ZMDBG8A20 413875AQ8 1500000.000000 PA USD 1503148.430000 0.0021982 Long DBT CORP US N 2 2020-04-27 Fixed 2.7 N N N N N N LATAM AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 51817TAB8 41016138.740000 PA USD 42105117.220000 0.0615743 Long DBT CORP CL N 2 2029-08-15 Fixed 4.2 N N N N N N LATAM AIRLINES 2015-1 CLASS B PASS THROUGH TRUST N/A 51817UAB5 3633460.290000 PA USD 3648357.480000 0.0053353 Long DBT CORP CL N 2 2025-08-15 Fixed 4.5 N N N N N N LAVENDER TRUST SERIES 2010-RR2A N/A 519440AD3 5476964.140000 PA USD 4357691.750000 0.0063727 Long ABS-MBS CORP US N 2 2036-10-26 Fixed 6.25 N N N N N N LAZARD GROUP LLC FI94J2CJ1D7BIGVMS874 52107QAK1 3700000.000000 PA USD 4021098.030000 0.0058804 Long DBT CORP US N 2 2029-03-11 Fixed 4.375 N N N N N N LEGACY MORTGAGE ASSET TRUST 2017-RPL2 N/A 52473LAK8 605652429.190000 PA USD 559261572.900000 0.8178611 Long ABS-MBS CORP US N 2 2056-12-25 Fixed 3.15741 N N N N N N LEGACY MORTGAGE ASSET TRUST 2018-RPL1 N/A 52474BAJ2 590579241.680000 PA USD 606514900.420000 0.8869641 Long ABS-MBS CORP US N 2 2057-12-26 Variable 4.40873 N N N N N N LEGACY MORTGAGE ASSET TRUST 2018-RPL2 N/A 52474EAL1 173983751.260000 PA USD 174732507.730000 0.2555279 Long ABS-MBS CORP US N 2 2057-07-25 Fixed 3.31 N N N N N N LEGACY MORTGAGE ASSET TRUST 2018-RPL2 N/A 52474EAB3 620301.750000 PA USD 614328.240000 0.0008984 Long ABS-MBS CORP US N 2 2057-07-25 Fixed 0 N N N N N N LEGACY MORTGAGE ASSET TRUST 2018-RPL3 N/A 52474AAK1 135602423.740000 PA USD 137739409.460000 0.2014294 Long ABS-MBS CORP US N 2 2058-02-25 Variable 4.13364 N N N N N N LEGACY MORTGAGE ASSET TRUST 2018-RPL4 N/A 52472GAL8 44762738.210000 PA USD 45756166.610000 0.0669136 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.97692 N N N N N N LEGACY MORTGAGE ASSET TRUST 2018-RPL4 N/A 52472GAE4 191156.430000 PA USD 189002.100000 0.0002764 Long ABS-MBS CORP US N 2 2058-01-25 Fixed 0 N N N N N N LEHMAN ABS MTGE LN TR 2007-1 N/A 52521MAB8 7166702.640000 PA USD 5221789.980000 0.0076363 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.10838 N N N N N N LEHMAN ABS MTGE LN TR 2007-1 N/A 52521MAC6 3868774.690000 PA USD 2864239.220000 0.0041886 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.21838 N N N N N N LEHMAN MORTGAGE TRUST 2005-2 N/A 52520MCF8 4569748.550000 PA USD 2407903.790000 0.0035213 Long ABS-MBS CORP US N 2 2035-12-25 Variable 5.32475 N N N N N N LEHMAN MORTGAGE TRUST 2005-3 N/A 52520MDP5 862134.840000 PA USD 730765.580000 0.0010687 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.5 Y N N N N N LEHMAN MORTGAGE TRUST 2005-3 N/A 52520MEK5 3128467.340000 PA USD 3164713.140000 0.0046281 Long ABS-MBS CORP US N 2 2036-01-25 Variable 5.19146 Y N N N N N LEHMAN MORTGAGE TRUST 2006-2 N/A 52520MGG2 763853.600000 PA USD 678473.560000 0.0009922 Long ABS-MBS CORP US N 2 2036-04-25 Variable 5.72553 Y N N N N N LEHMAN MORTGAGE TRUST 2006-3 2006-3 N/A 52520CAD7 3664328.490000 PA USD 2807355.280000 0.0041055 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6 Y N N N N N LEHMAN MORTGAGE TRUST 2006-3 2006-3 N/A 52520CAG0 1792850.960000 PA USD 1373010.270000 0.0020079 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6 Y N N N N N LEHMAN MORTGAGE TRUST 2007-5 N/A 52521RAC5 527812.650000 PA USD 461638.400000 0.0006751 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.66838 Y N N N N N LEHMAN MORTGAGE TRUST 2007-5 N/A 52521RAX9 131548.430000 PA USD 120737.610000 0.0001766 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5 Y N N N N N LEHMAN MORTGAGE TRUST 2007-5 N/A 52521RBH3 6090351.110000 PA USD 4707572.820000 0.0068843 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.33838 Y N N N N N LEHMAN XS TRUST 2006-12N N/A 525226AG1 1234832.970000 PA USD 1178409.250000 0.0017233 Long ABS-MBS CORP US N 2 2046-08-25 Floating 2.21838 Y N N N N N LEHMAN XS TRUST 2006-12N N/A 525226AJ5 10994702.760000 PA USD 10652414.570000 0.0155780 Long ABS-MBS CORP US N 2 2046-08-25 Floating 2.21838 N N N N N N LEHMAN XS TRUST 2006-15 N/A 52523MAB6 953454.320000 PA USD 959438.390000 0.0014031 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.18838 N N N N N N LEHMAN XS TRUST 2006-16N N/A 52522DAM3 252062.680000 PA USD 241324.100000 0.0003529 Long ABS-MBS CORP US N 2 2046-11-25 Floating 2.20838 N N N N N N LEHMAN XS TRUST 2006-20 N/A 52523QAB7 1211328.210000 PA USD 1187853.880000 0.0017371 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.18838 N N N N N N LEHMAN XS TRUST 2007-10H N/A 525237BF9 1077603.570000 PA USD 1069135.980000 0.0015635 Long ABS-MBS CORP US N 2 2037-07-25 Floating 2.13838 Y N N N N N LEHMAN XS TRUST 2007-4N N/A 52524HAB6 2991164.790000 PA USD 3013628.440000 0.0044071 Long ABS-MBS CORP US N 2 2047-03-25 Floating 2.17838 Y N N N N N LG&E AND KU ENERGY LLC N/A 50188FAE5 4120000.000000 PA USD 4255631.510000 0.0062234 Long DBT CORP US N 2 2021-10-01 Fixed 4.375 N N N N N N LG&E AND KU ENERGY LLC N/A 50188FAD7 3100000.000000 PA USD 3140665.770000 0.0045929 Long DBT CORP US N 2 2020-11-15 Fixed 3.75 N N N N N N LIBERTY PROPERTY LP 549300N6GNCW2Y4RH795 53117CAM4 75000.000000 PA USD 76914.650000 0.0001125 Long DBT CORP US N 2 2020-10-01 Fixed 4.75 N N N N N N LIFESTORAGE LP N/A 84610WAB1 8900000.000000 PA USD 9146475.980000 0.0133758 Long DBT CORP US N 2 2026-07-01 Fixed 3.5 N N N N N N LIMA METRO LINE 2 FINANCE LIMITED 5493009BVQNQT1UKQ352 532522AA7 23500000.000000 PA USD 25930487.500000 0.0379206 Long DBT CORP KY N 2 2034-07-05 Fixed 5.875 N N N N N N LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK BRANCH 213800MBWEIJDM5CU638 53947BAE0 36890000.000000 PA USD 36981691.570000 0.0540818 Long DBT CORP GB N 2 2020-10-26 Floating 2.81138 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53944VAE9 1500000.000000 PA USD 1502727.110000 0.0021976 Long DBT CORP GB N 2 2020-03-17 Fixed 2.4 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53947NAA2 100000.000000 PA USD 103536.490000 0.0001514 Long DBT CORP GB N 2 2020-09-14 Fixed 6.5 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 539473AE8 140800000.000000 PA USD 169471104.000000 0.2478336 Long DBT CORP GB N 2 2024-12-16 Floating 12 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53944VAS8 95900000.000000 PA USD 95840783.670000 0.1401570 Long DBT CORP GB N 2 2022-08-14 Fixed 2.25 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 ACI14DZD4 43800000.000000 PA USD 36314200.250000 0.0531057 Long DBT CORP GB N 2 2032-04-02 Variable 7.5 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI0808F5 50000000.000000 PA 67053052.600000 0.0980580 Long DBT CORP GB N 2 2023-06-27 Floating 7.625 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAK9 67900000.000000 PA USD 68143189.280000 0.0996522 Long DBT CORP GB N 2 2023-03-17 Floating 2.858 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAH6 10900000.000000 PA USD 11414659.410000 0.0166927 Long DBT CORP GB N 2 2024-03-12 Fixed 3.9 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI115ML0 22100000.000000 PA 15939734.200000 0.0233102 Long DBT CORP GB N 2 2025-03-07 Fixed 4 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 BF4TF2II0 9990000.000000 PA 6601245.660000 0.0096536 Long DBT CORP GB N 2 2025-03-07 Floating 2.4079 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAG8 41100000.000000 PA USD 41205253.810000 0.0602583 Long DBT CORP GB N 2 2021-06-21 Floating 2.95888 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AS8 9600000.000000 PA USD 10094899.100000 0.0147627 Long DBT CORP GB N 2 2023-08-16 Fixed 4.05 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 5300000.000000 PA USD 5313244.010000 0.0077701 Long DBT CORP GB N 2 2023-11-07 Floating 2.907 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI0QT6S6 23500000.000000 PA 26234020.510000 0.0383645 Long DBT CORP GB N 2 2023-11-09 Fixed 1 N N N N N N LOANCORE ISSUER LTD 2018-CRE1 N/A 53946MAA5 24000000.000000 PA USD 24029400.000000 0.0351405 Long ABS-CBDO CORP KY N 2 2028-05-15 Floating 3.1575 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BG3 2700000.000000 PA USD 2786215.020000 0.0040745 Long DBT CORP US N 2 2023-01-15 Fixed 3.1 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 ACI167G38 41100000.000000 PA 48301515.160000 0.0706359 Long DBT CORP LU N 2 2025-05-13 Fixed 2.25 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 ACI167FK1 5900000.000000 PA 6654889.050000 0.0097321 Long DBT CORP LU N 2 2022-11-14 Fixed 1.5 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 ACI167F39 10900000.000000 PA 13464217.840000 0.0196900 Long DBT CORP LU N 2 2028-11-13 Fixed 3.25 N N N N N N LONG BEACH MORTGAGE LOAD TR 2005-WL1 N/A 542514LL6 8900000.000000 PA USD 8938324.290000 0.0130714 Long ABS-MBS CORP US N 2 2035-06-25 Floating 3.06838 N N N N N N LONG BEACH MORTGAGE LOAN TR 2005-3 N/A 542514NT7 7225921.170000 PA USD 7098752.180000 0.0103812 Long ABS-MBS CORP US N 2 2045-08-25 Floating 2.53838 N N N N N N LONG BEACH MORTGAGE LOAN TR 2005-3 N/A 542514NW0 1739260.150000 PA USD 1753668.880000 0.0025646 Long ABS-MBS CORP US N 2 2045-08-25 Floating 2.77838 N N N N N N LONG BEACH MORTGAGE LOAN TRUST 2006-11 N/A 542512AA6 28468486.590000 PA USD 21434882.940000 0.0313463 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.17838 N N N N N N LONG BEACH MTGE LOAN TR 2005-1 N/A 542514KC7 4500000.000000 PA USD 4542232.500000 0.0066425 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.29338 N N N N N N LONG BEACH MTGE LOAN TRUST 2004-4 N/A 542514HN7 10822.940000 PA USD 10634.860000 0.0000156 Long ABS-MBS CORP US N 2 2034-10-25 Floating 2.57838 N N N N N N LONG BEACH REDEVELOPMENT AGENCY N/A 542430FW8 4000000.000000 PA USD 4167040.000000 0.0060939 Long DBT MUN US N 2 2030-08-01 Fixed 8.11 N N N N N N LONG BEACH REDEVELOPMENT AGENCY N/A 542430FX6 9525000.000000 PA USD 9938575.500000 0.0145341 Long DBT MUN US N 2 2040-08-01 Fixed 8.36 N N N N N N LOOMIS SAYLES CLO II LTD 2015-2A N/A 54347LAN2 10500000.000000 PA USD 10417137.470000 0.0152340 Long ABS-CBDO CORP KY N 2 2028-04-15 Floating 3.20338 N N N N N N LUMINENT MORTGAGE TRUST 2006-1 N/A 550279AM5 10872489.530000 PA USD 9388474.080000 0.0137297 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.25838 Y N N N N N LUMINENT MORTGAGE TRUST 2006-2 N/A 550279BA0 65961.620000 PA USD 58570.420000 0.0000857 Long ABS-MBS CORP US N 2 2046-02-25 Floating 2.21838 Y N N N N N LUMINENT MORTGAGE TRUST 2006-7 N/A 55028BAA5 3529972.840000 PA USD 3337581.550000 0.0048809 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.37838 Y N N N N N LUMINENT MORTGAGE TRUST 2007-1 N/A 55028CAA3 230416.430000 PA USD 215363.900000 0.0003149 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.17838 Y N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571900BB4 16600000.000000 PA USD 17433830.780000 0.0254951 Long DBT CORP US N 2 2024-04-15 Fixed 3.6 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903AZ6 12700000.000000 PA USD 12744467.400000 0.0186374 Long DBT CORP US N 2 2020-12-01 Floating 2.73763 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BA0 56700000.000000 PA USD 60396772.530000 0.0883239 Long DBT CORP US N 2 2023-12-01 Fixed 4.15 N N N N N N MARRIOTT OWNERSHIP RESORTS INC BW4532OH033VURR0IT68 57163KAG3 2779000.000000 PA USD 2797502.580000 0.0040911 Long LON CORP US N 2 2025-08-29 Floating 4.2935 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748AX0 4000000.000000 PA USD 4231503.240000 0.0061881 Long DBT CORP US N 2 2025-03-10 Fixed 3.5 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599BH8 1300000.000000 PA USD 1398648.330000 0.0020454 Long DBT CORP US N 2 2022-03-15 Fixed 5.95 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599BK1 1500000.000000 PA USD 1520975.760000 0.0022243 Long DBT CORP US N 2 2021-04-01 Fixed 3.5 N N N N N N MASSACHUSETTS EDUC FINANCING AUTH 2008-1 N/A 57563NAA6 1449223.080000 PA USD 1457193.810000 0.0021310 Long ABS-O CORP US N 2 2038-04-25 Floating 3.2255 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629WCK4 32800000.000000 PA USD 32910498.940000 0.0481281 Long DBT CORP US N 2 2022-07-01 Fixed 2.25 N N N N N N MASTER ADJUSTABLE RATE MTGE TR 2003-6 N/A 576433GC4 29367.650000 PA USD 29115.090000 0.0000426 Long ABS-MBS CORP US N 2 2033-12-25 Floating 4.15331 N N N N N N MASTER ADJUSTABLE RATE MTGE TR 2003-6 N/A 576433GF7 78118.990000 PA USD 80140.320000 0.0001172 Long ABS-MBS CORP US N 2 2033-12-25 Floating 4.5981 N N N N N N MASTR ADJ RATE MTGE TRUST 2007-HF1 N/A 57645RAA9 923701.590000 PA USD 581395.240000 0.0008502 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.25838 N N N N N N MASTR ADJUSTABLE RATE MORTGAGES TRUST N/A 576433BM7 146073.540000 PA USD 149569.930000 0.0002187 Long ABS-MBS CORP US N 2 2032-10-25 Floating 4.98464 N N N N N N MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1 N/A 576433G42 5248696.440000 PA USD 4879693.140000 0.0071360 Long ABS-MBS CORP US N 2 2046-04-25 Floating 2.22838 N N N N N N MASTR ADJUSTABLE RATE MTGES TRU 2004-10 N/A 576433SU1 1370241.200000 PA USD 1363604.030000 0.0019941 Long ABS-MBS CORP US N 2 2034-10-25 Floating 4.78432 N N N N N N MASTR ADJUSTABLE RATE MTGES TRU 2004-15 N/A 576433VN3 2367983.010000 PA USD 2394119.390000 0.0035011 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.21035 N N N N N N MASTR ADJUSTABLE RT MTGE TRUST 2004-4 N/A 576433ME3 109807.810000 PA USD 111051.080000 0.0001624 Long ABS-MBS CORP US N 2 2034-05-25 Floating 4.06137 N N N N N N MASTR ADJUSTABLE RT MTGE TRUST 2005-2 N/A 576433XW1 350683.360000 PA USD 342071.660000 0.0005002 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.94506 N N N N N N MASTR ADJUSTABLE RT MTGE TRUST 2005-6 N/A 576433C53 580445.530000 PA USD 550207.630000 0.0008046 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.24124 Y N N N N N MASTR ALT LN TR 2006-2 N/A 5764342H6 6888412.790000 PA USD 1257349.560000 0.0018387 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.41838 Y N N N N N MASTR ASSET BACKED SEC TR 2006-AB1 N/A 57643LNX0 870407.030000 PA USD 852794.170000 0.0012471 Long ABS-MBS CORP US N 2 2036-02-25 Variable 5.719 N N N N N N MASTR ASSET BACKED SEC TR 2006-AM3 N/A 57645EAM2 5034280.000000 PA USD 4739400.070000 0.0069309 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.25838 N N N N N N MASTR ASSET BACKED SEC TR 2006-FRE2 N/A 57643GAE7 8187842.100000 PA USD 6154725.580000 0.0090006 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.25838 N N N N N N MASTR ASSET BACKED SEC TR 2006-NC2 N/A 55275BAD9 5320500.370000 PA USD 2804091.510000 0.0041007 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.16838 N N N N N N MASTR ASSET BACKED SEC TR 2007-WMC1 N/A 55275TAB4 97305.800000 PA USD 39214.320000 0.0000573 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.06838 N N N N N N MASTR ASSET BACKED SEC TRUST 2005-AB1 N/A 57643LLF1 417538.560000 PA USD 397403.260000 0.0005812 Long ABS-MBS CORP US N 2 2035-11-25 Variable 5.471 Y N N N N N MASTR ASSET BACKED SECUR TR 2005-FRE1 N/A 57643LMA1 10604322.420000 PA USD 10178199.390000 0.0148845 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.51838 Y N N N N N MASTR ASSET BACKED TR 2005-WF1 N/A 57643LKA3 8620000.000000 PA USD 8637706.340000 0.0126317 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.94838 N N N N N N MASTR ASSET SECURITIZATION TRUST 2006-2 N/A 55274QAD7 427560.030000 PA USD 414079.060000 0.0006055 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6 Y N N N N N MASTR ASSET SECURIZATION TR 2007-3 N/A 57645NAC4 401901.170000 PA USD 444649.990000 0.0006503 Long ABS-MBS CORP US N 2 2047-05-25 Floating 2.21838 Y N N N N N MASTR ASSET SECURIZATION TR 2007-3 N/A 57645NAQ3 26989.160000 PA USD 855705.620000 0.0012514 Long ABS-MBS CORP US N 2 2047-05-25 Floating 2.43838 Y N N N N N MASTR ASSET SECURIZATION TR 2007-3 N/A 57645NAS9 627818.080000 PA USD 913019.640000 0.0013352 Long ABS-MBS CORP US N 2 2047-05-25 Floating 2.61838 Y N N N N N MASTR REPERFORMING LOAN TR 2006-1 N/A 57643QBL8 3096756.120000 PA USD 2367396.040000 0.0034621 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.37838 Y N N N N N MASTR REPERFORMING LOAN TRUST 2005-1 N/A 576436AT6 2003282.640000 PA USD 2086406.450000 0.0030511 Long ABS-MBS CORP US N 2 2034-08-25 Fixed 7 Y N N N N N MASTR REPERFORMING LOAN TRUST 2005-2 N/A 57643QAG0 562734.070000 PA USD 549362.330000 0.0008034 Long ABS-MBS CORP US N 2 2035-05-25 Fixed 7 Y N N N N N MASTR SEASONED SECURITIES TRUST 2004-2 N/A 55265WCA9 2544776.720000 PA USD 2665919.800000 0.0038986 Long ABS-MBS CORP US N 2 2032-08-25 Fixed 6.5 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MEY6 2700000.000000 PA USD 2900817.600000 0.0042421 Long DBT CORP US N 2 2026-01-30 Fixed 3.7 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MFE9 3200000.000000 PA USD 3342075.040000 0.0048874 Long DBT CORP US N 2 2023-04-01 Fixed 3.35 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MFG4 32790000.000000 PA USD 32806401.230000 0.0479759 Long DBT CORP US N 2 2021-10-28 Floating 2.68575 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BR6 3064000.000000 PA USD 3160196.950000 0.0046215 Long DBT CORP US N 2 2022-03-15 Fixed 3.15 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAA7 18000000.000000 PA USD 18253831.500000 0.0266943 Long DBT CORP KY N 2 2025-06-06 Fixed 4.875 N N N N N N MELLON RES FUND CORP 1999-TBC3 N/A 585525DF2 1359574.660000 PA USD 1362706.850000 0.0019928 Long ABS-MBS CORP US N 2 2029-10-20 Floating 2.891 N N N N N N MELLON RESIDENTIAL FUND CORP 2002-TBC1 N/A 585525FN3 572753.770000 PA USD 574688.880000 0.0008404 Long ABS-MBS CORP US N 2 2030-09-15 Floating 2.7675 N N N N N N MELLON RESIDENTIAL FUND CORP 2002-TBC2 N/A 585525FX1 76938.850000 PA USD 75987.520000 0.0001111 Long ABS-MBS CORP US N 2 2032-08-15 Floating 2.8875 N N N N N N MELLON RESIDENTIAL FUNDING CO 2001-TBC1 N/A 585525FC7 1751884.250000 PA USD 1773682.420000 0.0025938 Long ABS-MBS CORP US N 2 2031-11-15 Floating 2.7275 N N N N N N MELLON RESIDENTIAL FUNDING CO 2001-TBC1 N/A 585525FE3 34099.530000 PA USD 34094.820000 0.0000499 Long ABS-MBS CORP US N 2 2031-11-15 Floating 2.9075 N N N N N N MERRILL LYNCH 1ST FRANKLIN MTG LN 2007-1 N/A 59023LAC6 3067989.580000 PA USD 1728990.380000 0.0025285 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.18838 N N N N N N MERRILL LYNCH ALTERNATIVE NOTE ASSET 2007-F1 N/A 59023YAZ7 1141900.100000 PA USD 376475.330000 0.0005506 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6 Y N N N N N MERRILL LYNCH ALTERNATIVE NOTE ASSET 2007-OAR1 N/A 59023TAA3 418723.990000 PA USD 419845.330000 0.0006140 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.31525 N N N N N N MERRILL LYNCH ALTERNATIVE NT 2007-A2 N/A 59024FAD6 906794.200000 PA USD 379377.760000 0.0005548 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.12838 N N N N N N MERRILL LYNCH ALTERNATIVE NT 2007-A2 N/A 59024FAF1 2399776.170000 PA USD 1030706.740000 0.0015073 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.31838 N N N N N N MERRILL LYNCH ALTERNATIVE NT 2007-AF1 N/A 59024KAX1 1281875.310000 PA USD 975970.380000 0.0014273 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.17777 Y N N N N N MERRILL LYNCH MORTGAGE INV 2006-MLN1 N/A 59023AAD8 5770232.610000 PA USD 3229641.310000 0.0047230 Long ABS-MBS CORP US N 2 2037-07-25 Floating 2.18838 N N N N N N MERRILL LYNCH MORTGAGE INV 2007-HE2 N/A 59024LAB7 1069725.670000 PA USD 458182.220000 0.0006700 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.13838 N N N N N N MERRILL LYNCH MORTGAGE INVEST TR 2005-A7 N/A 59020UE35 2118631.120000 PA USD 2173815.950000 0.0031790 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.61563 N N N N N N MERRILL LYNCH MORTGAGE INVEST TR 2005-A7 N/A 59020UH32 8145081.100000 PA USD 7498136.040000 0.0109652 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.37362 Y N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A1 N/A 589929F37 195936.580000 PA USD 199684.220000 0.0002920 Long ABS-MBS CORP US N 2 2032-12-25 Floating 3.53138 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A2 N/A 589929M70 14918.380000 PA USD 14597.140000 0.0000213 Long ABS-MBS CORP US N 2 2033-02-25 Floating 4.43654 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A3 N/A 589929R26 2516300.510000 PA USD 2573392.100000 0.0037633 Long ABS-MBS CORP US N 2 2033-05-25 Floating 4.24499 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A4 N/A 589929W87 9067.940000 PA USD 9199.930000 0.0000135 Long ABS-MBS CORP US N 2 2033-05-25 Floating 4.87988 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1 N/A 59021AAD0 3426245.830000 PA USD 2120882.490000 0.0031016 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.27838 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A2 N/A 59020USJ5 3620676.880000 PA USD 3682925.010000 0.0053859 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.44811 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A3 N/A 59020UVQ5 215314.330000 PA USD 215926.120000 0.0003158 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.28838 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A5 N/A 59020UYP4 1966092.100000 PA USD 1989513.370000 0.0029095 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.33155 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A5 N/A 59020UYU3 3101248.140000 PA USD 3144729.500000 0.0045988 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.33155 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A9 N/A 59020UV77 587414.260000 PA USD 565100.680000 0.0008264 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.6013 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A9 N/A 59020U2H7 827508.050000 PA USD 817954.970000 0.0011962 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.34271 Y N N N N N MERRILL LYNCH MORTGAGE INVS 2006-HE5 N/A 59022QAC6 10400057.900000 PA USD 6696218.720000 0.0097925 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.12838 N N N N N N MERRILL LYNCH MORTGAGE INVS 2006-HE5 N/A 59022QAD4 43553727.790000 PA USD 28257462.600000 0.0413236 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.16838 N N N N N N MERRILL LYNCH MORTGAGE INVS 2006-HE5 N/A 59022QAE2 2177686.390000 PA USD 1437050.240000 0.0021015 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.25838 N N N N N N MERRILL LYNCH MORTGAGE INVS 2006-HE6 N/A 59023XAB2 1886380.260000 PA USD 964410.590000 0.0014103 Long ABS-MBS CORP US N 2 2037-11-25 Floating 2.07838 N N N N N N MERRILL LYNCH MORTGAGE INVS 2006-HE6 N/A 59023XAC0 13436944.680000 PA USD 7074833.550000 0.0103462 Long ABS-MBS CORP US N 2 2037-11-25 Floating 2.16838 N N N N N N MERRILL LYNCH MTGE INV TRUST 2005-A4 N/A 59020UXK6 300770.560000 PA USD 297579.620000 0.0004352 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.57639 Y N N N N N MERRILL LYNCH MTGE INV TRUST 2007-MLN1 N/A 59024UAD3 51118298.750000 PA USD 46971541.460000 0.0686909 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.27838 N N N N N N MERRILL LYNCH MTGE INV TRUST 2007-MLN1 N/A 59024UAE1 13707742.050000 PA USD 12645870.440000 0.0184933 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.33838 N N N N N N MERRILL LYNCH MTGE INV TRUST 2007-SD1 N/A 590232AA2 20573975.610000 PA USD 15125225.630000 0.0221190 Long ABS-MBS CORP US N 2 2047-02-25 Floating 2.46838 N N N N N N MERRILL LYNCH MTGE INVEST INC 2005-A1 N/A 59020UQD0 28632.610000 PA USD 29848.780000 0.0000437 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.5403 N N N N N N MERRILL LYNCH MTGE INVESTORS 2004-A1 N/A 59020UAC9 6674.920000 PA USD 6783.540000 0.0000099 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.44761 N N N N N N MERRILL LYNCH MTGE INVESTORS 2004-A4 N/A 59020ULQ6 530283.960000 PA USD 538358.430000 0.0007873 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.37998 N N N N N N MESA TRUST ASSET BK CERT 2001-5 N/A 68400XAA8 465469.510000 PA USD 462306.040000 0.0006761 Long ABS-MBS CORP US N 2 2031-12-25 Floating 2.81838 N N N N N N METROPOLIS OF TOKYO JAPAN 353800FABE4GGB1BMO18 59173LAA8 400000.000000 PA USD 399267.930000 0.0005839 Long DBT NUSS JP N 2 2021-05-17 Fixed 2 N N N N N N METROPOLIS OF TOKYO JAPAN 353800FABE4GGB1BMO18 889124AK9 4500000.000000 PA USD 4559847.350000 0.0066683 Long DBT NUSS JP N 2 2022-06-08 Fixed 2.5 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894BY5 2355000.000000 PA USD 2447400.070000 0.0035791 Long DBT CORP US N 2 2023-03-15 Fixed 3.5 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GCS6 12800000.000000 PA USD 13172954.110000 0.0192641 Long DBT CORP US N 2 2022-01-11 Fixed 3.375 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GCT4 13000000.000000 PA USD 13753641.200000 0.0201133 Long DBT CORP US N 2 2024-01-11 Fixed 3.6 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GDB2 4700000.000000 PA USD 4741562.520000 0.0069340 Long DBT CORP US N 2 2022-06-17 Fixed 2.4 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GBY4 16000000.000000 PA USD 17209794.720000 0.0251675 Long DBT CORP US N 2 2026-12-18 Fixed 3.45 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP 549300U6G4UOCMLQK204 55303KAC7 23642500.000000 PA USD 23727471.150000 0.0346989 Long LON CORP US N 2 2025-03-21 Floating 4.0435 N N N N N N MICHIGAN TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 594751AB5 250000.000000 PA USD 253347.500000 0.0003705 Long DBT MUN US N 2 2034-06-01 Fixed 7.309 N N N N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017AN4 10270000.000000 PA USD 10493349.500000 0.0153454 Long DBT CORP US N 2 2021-06-01 Fixed 3.922 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BC6 7300000.000000 PA USD 7503551.960000 0.0109732 Long DBT CORP US N 2 2025-02-01 Fixed 5.5 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BM4 13300000.000000 PA USD 14337608.940000 0.0209672 Long DBT CORP US N 2 2026-02-06 Fixed 4.975 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BN2 10000000.000000 PA USD 11004231.400000 0.0160925 Long DBT CORP US N 2 2029-02-06 Fixed 5.327 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAQ0 13900000.000000 PA USD 15184869.300000 0.0222063 Long DBT CORP US N 2 2029-03-15 Fixed 3.95 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAP2 1300000.000000 PA USD 1434979.770000 0.0020985 Long DBT CORP US N 2 2028-06-15 Fixed 4.2 N N N N N N MID-STATE TRUST 2004-1 N/A 59560UAA9 196797.490000 PA USD 212912.450000 0.0003114 Long ABS-O CORP US N 2 2037-08-15 Fixed 6.005 N N N N N N MID-STATE TRUST 8 N/A 595497AA6 1556552.350000 PA USD 1733610.800000 0.0025352 Long ABS-O CORP US N 2 2038-03-15 Fixed 7.791 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AA2 1093000.000000 PA USD 1103790.510000 0.0016142 Long DBT CORP JP N 2 2021-03-01 Fixed 2.95 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AB0 6710000.000000 PA USD 6852514.630000 0.0100211 Long DBT CORP JP N 2 2021-03-01 Floating 4.01763 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AT1 109100000.000000 PA USD 112992823.280000 0.1652401 Long DBT CORP JP N 2 2023-03-02 Fixed 3.455 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AS3 97700000.000000 PA USD 97731943.990000 0.1429227 Long DBT CORP JP N 2 2023-03-02 Floating 2.87763 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BD5 1338000.000000 PA USD 1393110.530000 0.0020373 Long DBT CORP JP N 2 2024-03-07 Fixed 3.407 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AW4 16800000.000000 PA USD 17181978.070000 0.0251268 Long DBT CORP JP N 2 2021-07-26 Fixed 3.535 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AX2 4700000.000000 PA USD 4717308.130000 0.0068986 Long DBT CORP JP N 2 2021-07-26 Floating 2.91663 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BL7 38000000.000000 PA USD 38320751.920000 0.0560401 Long DBT CORP JP N 2 2022-07-18 Fixed 2.623 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BJ2 76800000.000000 PA USD 78181198.080000 0.1143318 Long DBT CORP JP N 2 2024-07-18 Fixed 2.801 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AH7 6800000.000000 PA USD 6862160.980000 0.0100352 Long DBT CORP JP N 2 2023-09-13 Fixed 2.527 N N N N N N MITSUBISHI UFJ LEASE & FINANCE COMPANY LIMITED 353800MZ3QX9RLMH7B09 60682LAD4 4800000.000000 PA USD 4898502.860000 0.0071635 Long DBT CORP JP N 2 2022-02-28 Fixed 3.406 N N N N N N MITSUBISHI UFJ LEASE & FINANCE COMPANY LIMITED 353800MZ3QX9RLMH7B09 60682LAA0 5380000.000000 PA USD 5404285.750000 0.0079032 Long DBT CORP JP N 2 2022-09-19 Fixed 2.652 N N N N N N MITSUBISHI UFJ LEASE & FINANCE COMPANY LIMITED 353800MZ3QX9RLMH7B09 ACI0PLHS2 2600000.000000 PA USD 2590284.450000 0.0037880 Long DBT CORP JP N 2 2021-09-07 Fixed 2.25 N N N N N N MIZUHO BANK LTD (AKA: MIZUHO CORPORATE BANK LTD) RB0PEZSDGCO3JS6CEU02 60688XAS9 1300000.000000 PA USD 1301818.560000 0.0019038 Long DBT CORP JP N 2 2020-03-26 Fixed 2.4 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAP4 103000000.000000 PA USD 107180347.700000 0.1567400 Long DBT CORP JP N 2 2023-03-05 Fixed 3.549 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAQ2 111100000.000000 PA USD 111505813.860000 0.1630655 Long DBT CORP JP N 2 2023-03-05 Floating 2.91663 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAS8 70600000.000000 PA USD 74303135.910000 0.1086605 Long DBT CORP JP N 2 2024-09-11 Floating 3.922 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAZ2 40700000.000000 PA USD 40620974.030000 0.0594039 Long DBT CORP JP N 2 2025-09-13 Floating 2.555 N N N N N N MLCC MORTGAGE INVESTORS INC 2004-A N/A 59020UAS4 359731.590000 PA USD 357687.990000 0.0005231 Long ABS-MBS CORP US N 2 2029-04-25 Floating 2.5585 N N N N N N MLCC MORTGAGE INVESTORS INC 2004-D N/A 59020UGF6 42547.850000 PA USD 42861.760000 0.0000627 Long ABS-MBS CORP US N 2 2029-09-25 Floating 2.67838 N N N N N N MLCC MORTGAGE INVESTORS INC 2004-E N/A 59020UJP1 154740.750000 PA USD 153671.920000 0.0002247 Long ABS-MBS CORP US N 2 2029-11-25 Floating 2.67838 N N N N N N MLCC MORTGAGE INVESTORS INC 2004-E N/A 59020UJR7 162162.340000 PA USD 164107.540000 0.0002400 Long ABS-MBS CORP US N 2 2029-11-25 Floating 2.7785 N N N N N N MLCC MORTGAGE INVESTORS INC 2005-3 N/A 59020UL37 2897690.760000 PA USD 2985571.350000 0.0043661 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.65435 N N N N N N MLCC MORTGAGE INVESTORS INC 2005-3 N/A 59020UL78 15338.210000 PA USD 14727.730000 0.0000215 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.26838 N N N N N N MLCC MORTGAGE INVESTORS INC 2006-2 N/A 590219AD3 2628585.160000 PA USD 2690063.040000 0.0039339 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.48345 N N N N N N MLCC MORTGAGE INVESTORS INC 2007-2 N/A 59024WAB3 622931.870000 PA USD 621016.350000 0.0009082 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.61825 N N N N N N MLCC MORTGAGE INVESTORS INC. 2003-A N/A 589929F94 26158.070000 PA USD 26092.310000 0.0000382 Long ABS-MBS CORP US N 2 2028-03-25 Floating 2.75838 N N N N N N MLCC MORTGAGE INVESTORS INC. 2003-A N/A 589929G28 11129.250000 PA USD 11212.780000 0.0000164 Long ABS-MBS CORP US N 2 2028-03-25 Floating 2.79838 N N N N N N MLCC MORTGAGE INVESTORS INC. 2003-C N/A 589929S41 635025.380000 PA USD 637892.650000 0.0009329 Long ABS-MBS CORP US N 2 2028-06-25 Floating 2.67838 N N N N N N MLCC MORTGAGE INVESTORS INC. 2003-E N/A 589929Y36 39815.450000 PA USD 40232.330000 0.0000588 Long ABS-MBS CORP US N 2 2028-10-25 Floating 2.63838 N N N N N N MLCC MORTGAGE INVESTORS INC. 2003-E N/A 589929Y44 27206.490000 PA USD 26993.310000 0.0000395 Long ABS-MBS CORP US N 2 2028-10-25 Floating 2.7025 N N N N N N MOLSON COORS BREWING COMPANY 54930073LBBH6ZCBE225 60871RAF7 4200000.000000 PA USD 4200919.130000 0.0061434 Long DBT CORP US N 2 2021-07-15 Fixed 2.1 N N N N N N MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 549300CW356R8I7N8D33 60920LAC8 33936000.000000 PA USD 33878369.550000 0.0495435 Long DBT CORP NL N 2 2021-10-28 Fixed 2 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207AN5 6500000.000000 PA USD 6534031.470000 0.0095553 Long DBT CORP US N 2 2020-05-07 Fixed 3 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207AQ8 48200000.000000 PA USD 50465667.990000 0.0738007 Long DBT CORP US N 2 2023-05-07 Fixed 3.625 N N N N N N MONONGAHELA POWER COMPANY N/A 610202BR3 4000000.000000 PA USD 4237454.000000 0.0061968 Long DBT CORP US N 2 2027-05-15 Fixed 3.55 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YCM5 100000.000000 PA USD 101082.600000 0.0001478 Long DBT CORP US N 2 2020-01-26 Fixed 5.5 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEE2 70825000.000000 PA USD 71525294.940000 0.1045982 Long DBT CORP US N 2 2022-01-20 Floating 3.45763 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAM0 149400000.000000 PA USD 149542530.590000 0.2186902 Long DBT CORP US N 2 2021-02-10 Floating 2.731 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDJ2 1000000.000000 PA USD 1046996.770000 0.0015311 Long DBT CORP US N 2 2023-02-25 Fixed 3.75 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEA0 21200000.000000 PA USD 21342068.200000 0.0312105 Long DBT CORP US N 2 2021-04-21 Fixed 2.5 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEB8 1788000.000000 PA USD 1815257.080000 0.0026546 Long DBT CORP US N 2 2021-04-21 Floating 3.67763 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAQ1 90780000.000000 PA USD 94851541.100000 0.1387104 Long DBT CORP US N 2 2024-04-24 Floating 3.737 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468J1 45890000.000000 PA USD 46450726.700000 0.0679293 Long DBT CORP US N 2 2025-07-22 Floating 2.72 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761J3R8 300000.000000 PA USD 309220.320000 0.0004522 Long DBT CORP US N 2 2026-07-27 Fixed 3.125 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEC6 5600000.000000 PA USD 5703803.840000 0.0083412 Long DBT CORP US N 2 2023-10-24 Floating 3.68275 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BED4 3000000.000000 PA USD 3028370.790000 0.0044287 Long DBT CORP US N 2 2021-11-17 Fixed 2.625 N N N N N N MORGAN STANLEY ABS CAP I 2003-SD1 N/A 61746RCE9 895051.980000 PA USD 895221.140000 0.0013092 Long ABS-MBS CORP US N 2 2033-03-25 Floating 3.01838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2004-HE5 N/A 61746RHE4 1595776.630000 PA USD 1606124.920000 0.0023488 Long ABS-MBS CORP US N 2 2034-06-25 Floating 2.96338 N N N N N N MORGAN STANLEY ABS CAPITAL I 2004-HE7 N/A 61744CGF7 162275.870000 PA USD 163408.620000 0.0002390 Long ABS-MBS CORP US N 2 2034-08-25 Floating 3.03838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2004-HE9 N/A 61744CJU1 10597298.750000 PA USD 10577382.190000 0.0154683 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.94838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2005-HE5 N/A 61744CUT1 1943190.250000 PA USD 1950723.800000 0.0028527 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.66338 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-HE4 N/A 61748BAC8 8762787.670000 PA USD 6156625.080000 0.0090034 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.16838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-HE5 N/A 61749NAE7 18489178.350000 PA USD 11564901.550000 0.0169124 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.26838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-HE7 N/A 61750MAE5 4455640.140000 PA USD 2506846.510000 0.0036660 Long ABS-MBS CORP US N 2 2036-09-25 Floating 2.17838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-NC5 N/A 61749BAE3 15852875.140000 PA USD 10388293.960000 0.0151918 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.16838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-NC5 N/A 61749BAF0 1896276.930000 PA USD 1257095.450000 0.0018384 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.24838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-WMC2 N/A 61749KAB9 168670.410000 PA USD 81859.020000 0.0001197 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.06838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE1 N/A 617526AD0 1776420.680000 PA USD 1236460.210000 0.0018082 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.11838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE1 N/A 617526AE8 19653469.390000 PA USD 13768416.830000 0.0201349 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.16838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE1 N/A 617526AF5 17685459.480000 PA USD 12517580.750000 0.0183056 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.24838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE2 N/A 61753EAB6 6563126.100000 PA USD 4025822.860000 0.0058873 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.10838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE3 N/A 617538AA1 3073091.720000 PA USD 1892521.430000 0.0027676 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.07838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE3 N/A 617538AC7 2478119.180000 PA USD 1543135.720000 0.0022567 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.16838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE3 N/A 617538AD5 10750452.760000 PA USD 6776393.090000 0.0099098 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.26838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE4 N/A 61753VAE2 4444983.090000 PA USD 2112035.050000 0.0030886 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.37838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE5 N/A 61753KAB2 7572781.920000 PA USD 4091468.810000 0.0059833 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.12838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE5 N/A 61753KAC0 29176396.950000 PA USD 15936749.050000 0.0233058 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.19838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE5 N/A 61753KAE6 3763663.310000 PA USD 2106852.050000 0.0030810 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.35838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE6 N/A 61755CAA0 1400789.700000 PA USD 1279275.960000 0.0018708 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.07838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE6 N/A 61755CAD4 2510022.680000 PA USD 2321931.120000 0.0033956 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.26838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC1 N/A 617505AD4 17098164.560000 PA USD 11030667.140000 0.0161312 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.15838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC2 N/A 61753NAD2 2504577.900000 PA USD 1506070.570000 0.0022025 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.21838 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC3 N/A 61755AAC0 5570676.990000 PA USD 4370487.450000 0.0063914 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.15838 N N N N N N MORGAN STANLEY ABS CAPITAL-2006-HE6 N/A 61750FAE0 18527238.430000 PA USD 9051984.420000 0.0132376 Long ABS-MBS CORP US N 2 2036-09-25 Floating 2.16838 N N N N N N MORGAN STANLEY CAPITAL INC 2005-HE4 N/A 61744CTM8 6100000.000000 PA USD 6076040.420000 0.0088856 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.75338 N N N N N N MORGAN STANLEY DEAN WITT CAP I 2003-NC2 N/A 61746WA75 827241.460000 PA USD 831991.650000 0.0012167 Long ABS-MBS CORP US N 2 2033-02-25 Floating 3.36838 N N N N N N MORGAN STANLEY DEAN WITTER 2002-NC4 N/A 61746WVS6 1335586.710000 PA USD 1340776.930000 0.0019607 Long ABS-MBS CORP US N 2 2032-09-25 Floating 3.29338 N N N N N N MORGAN STANLEY HOME EQUITY LN 2006-3 N/A 61749GAC6 6591133.210000 PA USD 5228069.730000 0.0076455 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.17838 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-1 N/A 61751QAB1 18280994.930000 PA USD 10589920.770000 0.0154866 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.24525 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AA2 6085.790000 PA USD 3029.860000 0.0000044 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.06838 N N N N N N MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-1 N/A 61749QAD2 10249820.790000 PA USD 5351752.250000 0.0078264 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.16838 N N N N N N MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-1 N/A 61749QAE0 31431461.130000 PA USD 16767191.520000 0.0245203 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.24838 N N N N N N MORGAN STANLEY MORTGAGE LN TR 2007-5AX N/A 61751GAD9 596341.560000 PA USD 277161.550000 0.0004053 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.24838 N N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-3AR N/A 61748HWP2 1290953.850000 PA USD 1057420.560000 0.0015464 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.27838 N N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-8AR N/A 61749LAH4 10649846.030000 PA USD 9506877.930000 0.0139028 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.03432 Y N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-8AR N/A 61749LAL5 158445.410000 PA USD 163459.760000 0.0002390 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.36453 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-11AR N/A 61748HGR6 2425359.330000 PA USD 2428561.050000 0.0035515 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.33838 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-11AR N/A 61748HHB0 4981.920000 PA USD 4993.750000 0.0000073 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.32838 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-11AR N/A 61748HTG6 10544663.190000 PA USD 8065825.880000 0.0117954 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.29838 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4P5 329282.570000 PA USD 310677.380000 0.0004543 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.60802 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4R1 6961509.000000 PA USD 6534030.580000 0.0095553 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.16483 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4S9 155094.040000 PA USD 147024.780000 0.0002150 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.41287 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-5AR N/A 61748HLA7 2248316.230000 PA USD 1439207.470000 0.0021047 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.51455 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-9AR N/A 61748HQW4 33206.130000 PA USD 29090.770000 0.0000425 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.30838 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2006-12XS N/A 61749EAH0 1368169.400000 PA USD 675260.280000 0.0009875 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.72629 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2006-16AX N/A 617487AB9 3941396.070000 PA USD 1609900.270000 0.0023543 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.09838 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2006-16AX N/A 617487AF0 1984939.610000 PA USD 975794.720000 0.0014270 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.28138 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2006-17XS N/A 61751DAJ3 2923693.630000 PA USD 1209841.670000 0.0017693 Long ABS-MBS CORP US N 2 2046-10-25 Variable 5.57709 Y N N N N N MORGAN STANLEY MTGE LN TR 2006-2 N/A 61748HVQ1 396933.050000 PA USD 411242.960000 0.0006014 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 6 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-10XS N/A 61751MAA2 655647.400000 PA USD 521516.960000 0.0007627 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-13 N/A 61756HBN9 1630519.360000 PA USD 1349143.240000 0.0019730 Long ABS-MBS CORP US N 2 2037-10-25 Fixed 6 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-6XS N/A 61751JAM3 1744507.680000 PA USD 1117717.580000 0.0016345 Long ABS-MBS CORP US N 2 2047-02-25 Variable 5.70097 N N N N N N MORGAN STANLEY MTGE LN TR 2007-7AX N/A 61754HAB8 6319006.950000 PA USD 2917335.120000 0.0042663 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.13838 N N N N N N MORGAN STANLEY MTGE LN TR 2007-7AX N/A 61754HAD4 3061676.370000 PA USD 1449942.270000 0.0021204 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.37838 N N N N N N MORGAN STANLEY MTGE LN TR 2007-8XS N/A 61754PAA2 818404.310000 PA USD 560790.190000 0.0008201 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.75 Y N N N N N MORGAN STANLEY MTGE LN TRUST 2007-11AR N/A 61754VAE1 3496668.630000 PA USD 2284129.550000 0.0033403 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.27786 Y N N N N N MORGAN STANLEY MTGE LN TRUST 2007-15AR N/A 61756XAG0 11156239.290000 PA USD 9991367.260000 0.0146113 Long ABS-MBS CORP US N 2 2037-11-25 Floating 3.62872 N N N N N N MORTGAGEIT TRUST 2005-1 N/A 61913PAQ5 455252.950000 PA USD 459615.000000 0.0006721 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.79838 N N N N N N MORTGAGEIT TRUST 2006-1 N/A 61915RBY1 8086081.380000 PA USD 7838255.920000 0.0114626 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.24838 N N N N N N MOUNTAIN HAWK III CLO LTD 2014-3A N/A 62405CAN4 36753963.740000 PA USD 36777076.840000 0.0537826 Long ABS-CBDO CORP KY N 2 2025-04-18 Floating 3.49963 N N N N N N MOUNTAIN VIEW CLO LTD 2014-1A N/A 62431XAU0 9072572.680000 PA USD 9046252.970000 0.0132292 Long ABS-CBDO CORP KY N 2 2026-10-15 Floating 3.10338 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 7200000.000000 PA USD 7533202.250000 0.0110165 Long DBT CORP US N 2 2048-04-15 Fixed 4.7 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBG4 6800000.000000 PA USD 6823523.920000 0.0099787 Long DBT CORP US N 2 2021-09-09 Floating 3.00213 N N N N N N MUFG BANK LTD (AKA: BANK OF TOKYO-MITSUBISHI UFJ LTD) C3GTMMZIHMY46P4OIX74 064255BP6 2500000.000000 PA USD 2501974.800000 0.0036589 Long DBT CORP JP N 2 2020-03-05 Fixed 2.3 N N N N N N MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA JA0WNILDDF2KUPS83B16 626207YM0 50505000.000000 PA USD 72132756.150000 0.1054866 Long DBT MUN US N 2 2057-04-01 Fixed 6.655 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530AV9 1500000.000000 PA USD 1516644.530000 0.0022179 Long DBT CORP US N 2 2023-01-15 Fixed 3.125 N N N N N N MYLAN NV 549300A0CD4KNFGIIS89 62854AAM6 11130000.000000 PA USD 11275121.730000 0.0164887 Long DBT CORP NL N 2 2021-06-15 Fixed 3.15 N N N N N N MYLAN NV 549300A0CD4KNFGIIS89 62854AAN4 2600000.000000 PA USD 2692836.930000 0.0039380 Long DBT CORP NL N 2 2026-06-15 Fixed 3.95 N N N N N N MYLAN NV 549300A0CD4KNFGIIS89 ACI0QY614 6100000.000000 PA 7075018.120000 0.0103465 Long DBT CORP NL N 2 2024-11-22 Fixed 2.25 N N N N N N NAPA VALLEY UNIFIED SCHOOL DISTRICT N/A 6303614J9 200000.000000 PA USD 302164.000000 0.0004419 Long DBT MUN US N 2 2043-08-01 Fixed 6.507 N N N N N N NATIONAL AUSTRALIA BANK LIMITED F8SB4JFBSYQFRQEH3Z21 63253WAK7 19000000.000000 PA USD 20160350.520000 0.0294824 Long DBT CORP AU N 2 2023-12-04 Fixed 3.45 N N N N N N NATIONAL AUSTRALIA BANK LTD/NEW YORK BRANCH F8SB4JFBSYQFRQEH3Z21 63254ABA5 25600000.000000 PA USD 26962145.020000 0.0394293 Long DBT CORP AU N 2 2023-06-20 Fixed 3.625 N N N N N N NATIONAL COLLEGIATE STUDENT LN TR 2006-3 N/A 63543VAD5 1151881.370000 PA USD 1149267.980000 0.0016807 Long ABS-O CORP US N 2 2029-03-26 Floating 2.28838 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432NL5 3250000.000000 PA USD 3363914.090000 0.0049194 Long DBT CORP US N 2 2024-02-07 Fixed 2.95 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432CT0 165000.000000 PA USD 246287.890000 0.0003602 Long DBT CORP US N 2 2032-03-01 Fixed 8 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 63743HEQ1 2800000.000000 PA USD 2814546.560000 0.0041160 Long DBT CORP US N 2 2022-09-15 Fixed 2.3 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAA5 140400000.000000 PA USD 144258718.500000 0.2109632 Long DBT CORP GB N 2 2024-03-08 Floating 3.766 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAE7 35300000.000000 PA USD 36913184.940000 0.0539816 Long DBT CORP GB N 2 2030-07-18 Floating 3.96 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAC1 19720000.000000 PA USD 20723377.260000 0.0303058 Long DBT CORP GB N 2 2024-08-01 Floating 4.363 N N N N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COVE N/A 63874VAA0 51300000.000000 PA USD 51394708.010000 0.0751593 Long ABS-MBS CORP US N 3 2024-05-18 Floating 3.51338 N N N N N N NATWEST MARKETS PLC (AKA: ROYAL BANK OF SCOTLAND PLC) RR3QWICWWIPCS8A4S074 ACI1153G2 10600000.000000 PA 11564229.790000 0.0169115 Long DBT CORP GB N 2 2020-03-02 Floating 0.000001 N N N N N N NATWEST MARKETS PLC (AKA: ROYAL BANK OF SCOTLAND PLC) RR3QWICWWIPCS8A4S074 ACI115315 6200000.000000 PA 6837680.220000 0.0099994 Long DBT CORP GB N 2 2022-03-02 Fixed 0.625 N N N N N N NAUGATUCK CONN N/A 639064TC8 165000.000000 PA USD 206251.650000 0.0003016 Long DBT MUN US N 2 2033-06-01 Fixed 5.91 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 78442FEJ3 1000000.000000 PA USD 1022500.000000 0.0014953 Long DBT CORP US N 2 2020-03-25 Fixed 8 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 78442FDV7 2200000.000000 PA USD 2181777.750000 0.0031906 Long DBT CORP US N 2 2021-03-10 Fixed 6.15 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-BA N/A 63940QAA1 4961357.310000 PA USD 4960135.330000 0.0072537 Long ABS-O CORP US N 2 2059-12-15 Floating 2.3775 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-BA N/A 63940QAB9 11900000.000000 PA USD 12479099.220000 0.0182494 Long ABS-O CORP US N 2 2059-12-15 Fixed 3.82 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-CA N/A 63940VAA0 26319429.720000 PA USD 26506634.560000 0.0387632 Long ABS-O CORP US N 2 2042-06-16 Fixed 3.01 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-EA N/A 63890BAA4 27780912.510000 PA USD 28103154.430000 0.0410979 Long ABS-O CORP US N 2 2059-12-15 Fixed 3.43 N N N N N N NELNET STUDENT LOAN TRUST 2014-2A N/A 64033LAB6 6668023.930000 PA USD 6673587.730000 0.0097594 Long ABS-O CORP US N 2 2030-03-25 Floating 2.61838 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAE4 1800000.000000 PA USD 1832347.660000 0.0026796 Long DBT CORP US N 2 2021-06-15 Fixed 3.375 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 BFY25CII5 15319000.000000 PA 18610653.250000 0.0272161 Long DBT CORP US N 2 2029-05-15 Fixed 4.625 N N N N N N NEW CENTURY HOME EQUITY LOAN TR 2004-1 N/A 64352VFQ9 1218460.370000 PA USD 1223980.480000 0.0017899 Long ABS-MBS CORP US N 2 2034-05-25 Floating 2.90338 N N N N N N NEW CENTURY HOME EQUITY LOAN TR 2005-1 N/A 64352VKA8 2812931.530000 PA USD 2826248.230000 0.0041331 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.69338 N N N N N N NEW CENTURY HOME EQUITY LOAN TR 2005-B N/A 64352VNK3 2299000.000000 PA USD 2249304.360000 0.0032894 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.49838 N N N N N N NEW CENTURY HOME EQUITY LOAN TRUST 2003-2 N/A 64352VCS8 2712359.490000 PA USD 2494728.440000 0.0036483 Long ABS-MBS CORP US N 2 2033-01-25 Floating 5.01838 Y N N N N N NEW SOUTH WALES TREASURY CORPORATION TC7LRO17HPNPLTAV0H77 ACI00T621 165000.000000 PA 124890.480000 0.0001826 Long DBT NUSS AU N 2 2022-03-01 Fixed 6 N N N N N N NEW SOUTH WALES TREASURY CORPORATION TC7LRO17HPNPLTAV0H77 B29HRSII0 1314400.000000 PA 1033267.620000 0.0015110 Long DBT NUSS AU N 2 2025-11-20 Fixed 2.75 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WCN1 1800000.000000 PA USD 1857257.480000 0.0027160 Long DBT CORP US N 2 2024-01-17 Fixed 2.9 N N N N N N NEW YORK MORTGAGE TRUST 2006-1 N/A 649603AQ0 7735283.400000 PA USD 7596524.020000 0.0111091 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.65521 Y N N N N N NEWELL BRANDS INC (AKA: NEWELL RUBBERMAID INC) 549300LWGYFM1TVO1Z12 651229AW6 2400000.000000 PA USD 2509172.540000 0.0036694 Long DBT CORP US N 2 2026-04-01 Fixed 4.2 N N N N N N NEWGATE FUNDING PLC 2007-3X N/A B2NDQDII7 66579154.240000 PA 70335845.720000 0.1028588 Long ABS-MBS CORP GB N 2 2050-12-15 Floating 0.206 N N N N N N NEWGATE FUNDING PLC-2007-1X N/A 994BNLII5 659412.460000 PA 764971.190000 0.0011187 Long ABS-MBS CORP GB N 2 2050-12-01 Floating 0.92675 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KAW0 2400000.000000 PA USD 2442063.720000 0.0035713 Long DBT CORP US N 2 2023-01-15 Fixed 2.8 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBB5 155450000.000000 PA USD 159026439.700000 0.2325594 Long DBT CORP US N 2 2022-02-25 Fixed 3.2 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBC3 92550000.000000 PA USD 93420952.880000 0.1366183 Long DBT CORP US N 2 2022-02-25 Floating 2.85225 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBF6 4000000.000000 PA USD 4076072.960000 0.0059608 Long DBT CORP US N 2 2022-04-01 Fixed 2.9 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KAG5 5175000.000000 PA USD 5394826.700000 0.0078894 Long DBT CORP US N 2 2023-06-15 Fixed 3.625 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KAZ3 30880000.000000 PA USD 30882043.330000 0.0451617 Long DBT CORP US N 2 2020-08-21 Floating 2.54438 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KAQ3 15900000.000000 PA USD 16081600.900000 0.0235176 Long DBT CORP US N 2 2020-09-01 Fixed 3.342 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KAS9 33700000.000000 PA USD 33922459.770000 0.0496080 Long DBT CORP US N 2 2021-09-01 Fixed 2.403 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAK2 1000000.000000 PA USD 1055607.450000 0.0015437 Long DBT CORP US N 2 2024-10-01 Fixed 3.508 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAL0 14300000.000000 PA USD 16197779.600000 0.0236875 Long DBT CORP US N 2 2028-12-15 Fixed 4.278 N N N N N N NISSAN AUTO LEASE TRUST 2019-A N/A 65479PAB5 15700000.000000 PA USD 15764352.730000 0.0230537 Long ABS-O CORP US N 2 2021-07-15 Fixed 2.71 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AW9 9805000.000000 PA USD 9851179.290000 0.0144063 Long DBT CORP US N 2 2022-01-13 Floating 3.19338 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BF5 5200000.000000 PA USD 5251386.710000 0.0076796 Long DBT CORP US N 2 2021-03-15 Fixed 3.15 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BH1 200000.000000 PA USD 205484.470000 0.0003005 Long DBT CORP US N 2 2023-03-15 Fixed 3.45 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AX7 2400000.000000 PA USD 2397756.000000 0.0035065 Long DBT CORP US N 2 2020-07-13 Fixed 2.15 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AZ2 6400000.000000 PA USD 6435780.610000 0.0094117 Long DBT CORP US N 2 2022-07-13 Fixed 2.65 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BB4 600000.000000 PA USD 599197.910000 0.0008763 Long DBT CORP US N 2 2020-09-28 Fixed 2.15 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AS8 2500000.000000 PA USD 2471255.650000 0.0036140 Long DBT CORP US N 2 2021-09-14 Fixed 1.9 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BJ7 3302000.000000 PA USD 3378748.550000 0.0049411 Long DBT CORP US N 2 2021-09-21 Fixed 3.65 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BD0 3422000.000000 PA USD 3434663.490000 0.0050228 Long DBT CORP US N 2 2022-09-28 Fixed 2.6 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BE8 600000.000000 PA USD 599181.220000 0.0008762 Long DBT CORP US N 2 2022-09-28 Floating 2.79438 N N N N N N NOMURA ASSET ACCEP CORP 2001-R1A N/A 65535VAA6 733147.970000 PA USD 755105.460000 0.0011043 Long ABS-MBS CORP US N 2 2030-02-19 Fixed 6.90036 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2004-R1 N/A 62951MAB6 625870.510000 PA USD 643000.710000 0.0009403 Long ABS-MBS CORP US N 2 2034-03-25 Fixed 7.5 Y N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AR2 N/A 65535VKK3 3261262.350000 PA USD 2641057.980000 0.0038623 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.01838 Y N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AR5 N/A 65535VPU6 66445.020000 PA USD 66291.670000 0.0000969 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.72592 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2006-AR1 N/A 65535VSE9 391825.550000 PA USD 351344.290000 0.0005138 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.01968 Y N N N N N NOMURA ASSET ACCEPTANCE CORP 2007-1 N/A 65538PAG3 927876.940000 PA USD 986391.550000 0.0014425 Long ABS-MBS CORP US N 2 2047-03-25 Variable 5.82 N N N N N N NOMURA HOME EQUITY LOAN INC 2005-FM1 N/A 65536HAG3 2127964.170000 PA USD 2140780.470000 0.0031307 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.50838 N N N N N N NOMURA HOME EQUITY LOAN INC 2006-AF1 N/A 65535AAA2 3059524.210000 PA USD 1194394.500000 0.0017467 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6.032 Y N N N N N NOMURA HOME EQUITY LOAN INC 2006-AF1 N/A 65535AAD6 23660109.710000 PA USD 7919670.440000 0.0115817 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.34838 Y N N N N N NOMURA HOME EQUITY LOAN INC 2007-1 N/A 65537KAY6 2183771.690000 PA USD 856621.790000 0.0012527 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.41838 Y N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65557CAS2 5400000.000000 PA USD 5411960.890000 0.0079144 Long DBT CORP FI N 2 2021-05-27 Fixed 2.25 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65557CAR4 2100000.000000 PA USD 2110700.890000 0.0030867 Long DBT CORP FI N 2 2020-09-17 Fixed 2.5 N N N N N N NORTHROP GRUMMAN CORPORATION RIMU48P07456QXSO0R61 666807BE1 388000.000000 PA USD 395304.910000 0.0005781 Long DBT CORP US N 2 2021-03-15 Fixed 3.5 N N N N N N NORTHROP GRUMMAN CORPORATION RIMU48P07456QXSO0R61 666807BQ4 7400000.000000 PA USD 7505669.190000 0.0109762 Long DBT CORP US N 2 2022-10-15 Fixed 2.55 N N N N N N NORTHWEST AIRLINES 2000-1 CLASS G PASS THROUGH TRUST N/A 667294AT9 690585.260000 PA USD 690658.810000 0.0010100 Long DBT CORP US N 2 2021-04-01 Variable 7.15 N N N N N N NORTHWEST AIRLINES 2001-1 CLASS A-1 PASS THROUGH TRUST N/A 667294AW2 7377289.740000 PA USD 7992382.340000 0.0116880 Long DBT CORP US N 2 2023-10-01 Fixed 7.041 N N N N N N NORTHWEST AIRLINES 2002-1 CLASS G-2 PASS THROUGH TRUST N/A 667294BB7 1048813.260000 PA USD 1079700.810000 0.0015789 Long DBT CORP US N 2 2023-05-20 Fixed 6.264 N N N N N N NOVASTAR HOME EQUITY LOAN 2003-3 N/A 66987XCQ6 456762.660000 PA USD 455843.380000 0.0006666 Long ABS-MBS CORP US N 2 2033-12-25 Floating 2.72838 N N N N N N NOVASTAR HOME EQUITY LOAN 2004-1 N/A 66987XEC5 71343.200000 PA USD 71308.060000 0.0001043 Long ABS-MBS CORP US N 2 2034-06-25 Floating 2.84338 N N N N N N NOVASTAR HOME EQUITY LOAN 2004-4 N/A 66987WBY2 9200000.000000 PA USD 9251402.240000 0.0135292 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.89338 N N N N N N NOVASTAR HOME EQUITY LOAN 2006-3 N/A 66988WAE6 5604361.610000 PA USD 3339451.340000 0.0048836 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.39525 N N N N N N NOVASTAR HOME EQUITY LOAN 2006-4 N/A 66988XAC8 17351988.640000 PA USD 9503083.800000 0.0138973 Long ABS-MBS CORP US N 2 2036-09-25 Floating 2.16838 N N N N N N NOVASTAR HOME EQUITY LOAN 2006-5 N/A 66988YAD4 10459279.700000 PA USD 4600139.730000 0.0067272 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.18838 N N N N N N NOVASTAR HOME EQUITY LOAN 2006-6 N/A 66988RAC1 4365403.720000 PA USD 2102536.020000 0.0030747 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.11838 N N N N N N NOVASTAR HOME EQUITY LOAN 2006-6 N/A 66988RAE7 19636976.070000 PA USD 9664090.350000 0.0141327 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.22838 N N N N N N NOVASTAR HOME EQUITY LOAN 2007-1 N/A 669971AC7 4760747.060000 PA USD 2459537.140000 0.0035968 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.16838 N N N N N N NOVASTAR HOME EQUITY LOAN 2007-1 N/A 669971AD5 3941218.470000 PA USD 2048684.380000 0.0029960 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.19838 N N N N N N NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-2 N/A 66988VAD0 2607261.480000 PA USD 2219691.540000 0.0032461 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.31838 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 ACI0NPCG6 10700000.000000 PA USD 10642282.270000 0.0155632 Long DBT CORP JP N 2 2021-07-21 Fixed 1.9 N N N N N N NUVEEN FINANCE LLC N/A 87246YAC0 5475000.000000 PA USD 5920762.020000 0.0086585 Long DBT CORP US N 2 2024-11-01 Fixed 4.125 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAX6 12800000.000000 PA USD 14369745.660000 0.0210142 Long DBT CORP NL N 2 2026-03-01 Fixed 5.35 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAU2 14702000.000000 PA USD 15090244.390000 0.0220679 Long DBT CORP NL N 2 2021-06-01 Fixed 4.125 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAT5 2800000.000000 PA USD 2934620.190000 0.0042916 Long DBT CORP NL N 2 2022-06-15 Fixed 4.625 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAV0 7000000.000000 PA USD 7463927.800000 0.0109152 Long DBT CORP NL N 2 2023-06-01 Fixed 4.625 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAW8 4935000.000000 PA USD 5100869.350000 0.0074595 Long DBT CORP NL N 2 2022-09-01 Fixed 3.875 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CT0 7800000.000000 PA USD 7851765.950000 0.0114824 Long DBT CORP US N 2 2021-02-08 Floating 3.137 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DB8 2163000.000000 PA USD 2539275.870000 0.0037134 Long DBT CORP US N 2 2024-07-01 Fixed 6.95 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CU7 6600000.000000 PA USD 6645156.870000 0.0097178 Long DBT CORP US N 2 2021-08-13 Fixed 2.6 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CV5 4000000.000000 PA USD 4024491.880000 0.0058854 Long DBT CORP US N 2 2021-08-13 Floating 3.437 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CP8 15600000.000000 PA USD 15743003.480000 0.0230225 Long DBT CORP US N 2 2022-08-15 Fixed 2.7 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CQ6 68900000.000000 PA USD 69363659.110000 0.1014370 Long DBT CORP US N 2 2022-08-15 Floating 3.637 N N N N N N OCP CLO LTD 2015-8A N/A 67091RAK5 7884473.890000 PA USD 7893029.250000 0.0115427 Long ABS-CBDO CORP KY N 2 2027-04-17 Floating 3.15325 N N N N N N OCTAGON INVESTMENT PARTNERS XIX LTD 2014-1A N/A 67590LAN8 2845056.980000 PA USD 2846212.670000 0.0041623 Long ABS-CBDO CORP KY N 2 2026-04-15 Floating 3.40338 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AB4 21620586.850000 PA USD 21512700.120000 0.0314601 Long DBT CORP KY N 2 2021-12-01 Fixed 6.35 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AC2 65557976.000000 PA USD 39498680.540000 0.0577627 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 G67106AB3 242794.270000 PA USD 241582.730000 0.0003533 Long DBT CORP KY N 2 2021-12-01 Fixed 6.35 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 G67106AC1 713853.000000 PA USD 430096.430000 0.0006290 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 G6711KAC9 4263455.100000 PA USD 4188887.270000 0.0061258 Long DBT CORP KY N 2 2022-12-01 Fixed 6.72 N N N N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 G6711KAD7 20241574.000000 PA USD 5396808.460000 0.0078923 Long DBT CORP KY N 2 2026-12-01 Fixed 7.72 N N Y N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 67576JAB7 37881776.000000 PA USD 473522.200000 0.0006925 Long DBT CORP KY N 2 2019-11-04 None 0 N N N N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 000000000 368000.000000 PA USD 4600.000000 0.0000067 Long DBT CORP KY N 2 2019-11-04 None 0 N N N N N N OHA CREDIT PARTNERS IX LTD 2013-9A N/A 67105VAS3 9575316.640000 PA USD 9581755.270000 0.0140123 Long ABS-CBDO CORP KY N 2 2025-10-20 Floating 3.28763 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CP4 950000.000000 PA USD 1008684.590000 0.0014751 Long DBT CORP US N 2 2021-10-01 Fixed 5.375 N N N N N N OLD REPUBLIC INTERNATIONAL CORPORATION N/A 680223AK0 2850000.000000 PA USD 3002796.790000 0.0043913 Long DBT CORP US N 2 2026-08-26 Fixed 3.875 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BH2 33200000.000000 PA USD 36415568.400000 0.0532539 Long DBT CORP US N 2 2026-01-15 Fixed 5.25 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BL3 14300000.000000 PA USD 14231143.500000 0.0208115 Long DBT CORP US N 2 2029-10-01 Fixed 3.625 N N N N N N OMX TIMBER FINANCE INVESTMENTS I LLC N/A 670877AA7 88600000.000000 PA USD 88772637.100000 0.1298206 Long DBT CORP US N 2 2020-01-29 Floating 5.42 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAR5 690000.000000 PA USD 724825.680000 0.0010600 Long DBT CORP US N 2 2022-06-01 Fixed 4.1 N N N N N N ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2017-2A N/A 68267CAA6 2688561.540000 PA USD 2686583.300000 0.0039288 Long ABS-O CORP US N 2 2021-12-14 Fixed 2.31 N N N N N N ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2018-1A N/A 68268XAA9 64800000.000000 PA USD 65906777.520000 0.0963817 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.43 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST 2017-1 N/A 68267LAA6 44800000.000000 PA USD 44773688.960000 0.0654768 Long ABS-O CORP US N 2 2032-09-14 Fixed 2.37 N N N N N N ONTARIO TEACHERS CADILLAC FAIRVIEW PROPERTIES TRUST N/A 68327LAC0 4700000.000000 PA USD 5275235.210000 0.0077145 Long DBT CORP CA N 2 2029-02-01 Fixed 4.125 N N N N N N ONTARIO TEACHERS CADILLAC FAIRVIEW PROPERTIES TRUST N/A 68327LAA4 1400000.000000 PA USD 1432849.240000 0.0020954 Long DBT CORP CA N 2 2022-03-20 Fixed 3.125 N N N N N N OPTION ONE MORTGAGE LOAN TR 2002-5 N/A 68389FCT9 2676030.900000 PA USD 2677228.160000 0.0039152 Long ABS-MBS CORP US N 2 2032-10-25 Floating 2.87338 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2005-4 N/A 68389FJJ4 21800000.000000 PA USD 21392669.180000 0.0312845 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.47838 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2006-1 N/A 68389FKR4 6600000.000000 PA USD 6119868.480000 0.0089497 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.37838 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-1 N/A 68400DAD6 12130053.520000 PA USD 8214604.460000 0.0120130 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.11838 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-1 N/A 68400DAE4 27305295.920000 PA USD 18605645.690000 0.0272088 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.15838 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-1 N/A 68400DAF1 10267480.360000 PA USD 7082078.770000 0.0103568 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.23838 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-2 N/A 68401TAE8 1636284.770000 PA USD 970466.590000 0.0014192 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.26838 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-3 N/A 68402BAA4 12719966.080000 PA USD 9703768.290000 0.0141907 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.23838 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-3 N/A 68402BAC0 6909738.480000 PA USD 4515011.070000 0.0066027 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.19838 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-3 N/A 68402BAE6 2654223.440000 PA USD 1773062.930000 0.0025929 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.34838 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-4 N/A 68403FAA4 11310221.500000 PA USD 9328985.120000 0.0136427 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.23838 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-4 N/A 68403FAC0 1338666.230000 PA USD 950474.840000 0.0013900 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.19838 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-4 N/A 68403FAD8 3500232.630000 PA USD 2508170.100000 0.0036679 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.25838 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-5 N/A 68403HAC6 4742311.630000 PA USD 2992587.380000 0.0043763 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.18838 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-6 N/A 68403KAD7 3611902.620000 PA USD 2650701.650000 0.0038764 Long ABS-MBS CORP US N 2 2037-07-25 Floating 2.26838 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBA2 700000.000000 PA USD 710746.200000 0.0010394 Long DBT CORP US N 2 2021-07-08 Fixed 2.8 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAU9 5000000.000000 PA USD 5280237.950000 0.0077218 Long DBT CORP US N 2 2024-07-08 Fixed 3.4 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBK0 24100000.000000 PA USD 24098884.650000 0.0352421 Long DBT CORP US N 2 2021-09-15 Fixed 1.9 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 ACI0LVT02 1000000.000000 PA USD 1004208.820000 0.0014685 Long DBT CORP JP N 2 2021-04-13 Fixed 2.65 N N N N N N OSCAR US FUNDING TRUST VIII LLC 2018-1A N/A 68784CAC6 2353480.000000 PA USD 2354821.410000 0.0034437 Long ABS-O CORP JP N 2 2021-04-12 Floating 2.539 N N N N N N OVERSEA-CHINESE BANKING CORP 5493007O3QFXCPOGWK22 ACI12PFS8 53400000.000000 PA USD 53490614.990000 0.0782244 Long DBT CORP SG N 2 2021-05-17 Floating 2.57375 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AE1 1700000.000000 PA USD 1790921.050000 0.0026190 Long DBT CORP US N 2 2024-12-01 Fixed 4.2 N N N N N N OWNIT MORTGAGE LN ASSET-BCK CERT 2005-5 N/A 69121PBU6 3323637.790000 PA USD 3012591.160000 0.0044056 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.61838 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 69431EBK8 24225000.000000 PA USD 24378344.250000 0.0356508 Long LON CORP US N 2 2020-12-31 Floating 4.32 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 69431EBL6 8075000.000000 PA USD 8126114.750000 0.0118836 Long LON CORP US N 2 2020-12-31 Floating 2.25 N N N N N N URBI DESARROLLOS URBANOS SA DE CV (AKA: URBIMM) N/A B0126X906 184993.000000 NS 14061.490000 0.0000206 Long EC CORP MX N 1 N N N PACIFIC NATIONAL FINANCE PTY LTD 213800SSTRDXLWWVF948 04363UAB2 30000.000000 PA USD 30583.580000 0.0000447 Long DBT CORP AU N 2 2020-09-23 Fixed 4.625 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2018-2A N/A 69700HAA8 34081606.210000 PA USD 34070867.440000 0.0498251 Long ABS-CBDO CORP KY N 2 2026-07-15 Floating 2.95338 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2018-3A N/A 69700LAA9 24016069.180000 PA USD 24046021.780000 0.0351648 Long ABS-CBDO CORP KY N 2 2026-08-15 Floating 3.00813 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2019-2A N/A 69689PAA5 8300000.000000 PA USD 8301994.740000 0.0121408 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 3.49338 N N N N N N PANASONIC CORPORATION 254900GE1G59KGWPHX32 69832AAA4 11100000.000000 PA USD 11174928.110000 0.0163422 Long DBT CORP JP N 2 2022-07-19 Fixed 2.536 N N N N N N PANHANDLE-PLAINS HIGHER EDU AUTH 2010-2 N/A 698475AM2 10159224.810000 PA USD 10202978.560000 0.0149208 Long ABS-O CORP US N 2 2035-10-01 Floating 3.22863 N N N N N N PARAGON MORTGAGES PLC 11X N/A B11Z56II2 1574917.000000 PA 1836267.440000 0.0026853 Long ABS-MBS CORP GB N 2 2041-10-15 Floating 1.00713 N N N N N N PARAGON MORTGAGES PLC 9X N/A B0DVWVII5 18068708.000000 PA 21656851.900000 0.0316709 Long ABS-MBS CORP GB N 2 2041-05-15 Floating 1.12813 N N N N N N PARK PLACE SECURITIES INC 2004-WWF1 N/A 70069FDN4 13858801.350000 PA USD 14369791.990000 0.0210143 Long ABS-MBS CORP US N 2 2034-12-25 Floating 3.81838 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAC7 7900000.000000 PA USD 7935383.860000 0.0116047 Long DBT CORP US N 2 2024-10-01 Fixed 2.4 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAD5 22200000.000000 PA USD 22330726.920000 0.0326563 Long DBT CORP US N 2 2026-10-01 Fixed 2.65 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAE3 41400000.000000 PA USD 41621121.540000 0.0608665 Long DBT CORP US N 2 2029-10-01 Fixed 2.85 N N N N N N PELABUHAN INDONESIA III PT (AKA: PELINDO III) 254900Y6SH3NRN1A8R64 Y7140DAB6 2700000.000000 PA USD 2855770.800000 0.0041763 Long DBT CORP ID N 2 2023-05-02 Fixed 4.5 N N N N N N PENARTH MASTER ISSUER PLC 18-2A N/A 70659PAK7 46000000.000000 PA USD 46004738.000000 0.0672771 Long ABS-MBS CORP GB N 2 2022-09-18 Floating 2.49088 N N N N N N PENARTH MASTER ISSUER PLC 2018-1A N/A 70659PAJ0 11500000.000000 PA USD 11503944.500000 0.0168233 Long ABS-MBS CORP GB N 2 2022-03-18 Floating 2.42088 N N N N N N PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY N/A 70869PFP7 2100000.000000 PA USD 2193240.000000 0.0032074 Long DBT MUN US N 2 2021-06-15 Fixed 5.301 N N N N N N PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY N/A 70869PFQ5 3500000.000000 PA USD 3746050.000000 0.0054782 Long DBT MUN US N 2 2022-06-15 Fixed 5.401 N N N N N N PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY N/A 70869PFR3 3500000.000000 PA USD 3844015.000000 0.0056215 Long DBT MUN US N 2 2023-06-15 Fixed 5.501 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599AS3 13694000.000000 PA USD 13981154.550000 0.0204460 Long DBT CORP US N 2 2022-02-01 Fixed 3.375 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599AU8 1000000.000000 PA USD 1006060.920000 0.0014713 Long DBT CORP US N 2 2020-07-15 Fixed 3.2 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BD5 2910000.000000 PA USD 2978187.530000 0.0043553 Long DBT CORP US N 2 2021-07-29 Fixed 3.65 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BF0 34800000.000000 PA USD 36211099.630000 0.0529549 Long DBT CORP US N 2 2024-07-01 Fixed 3.45 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BC7 11800000.000000 PA USD 12496137.580000 0.0182743 Long DBT CORP US N 2 2023-08-01 Fixed 4.125 N N N N N N PEOPLE'S CHOICE HOME LN SEC TR 2005-2 N/A 71085PCC5 1154239.220000 PA USD 1143083.270000 0.0016716 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.73838 N N N N N N PEOPLE'S CHOICE HOME LN SEC TR 2005-2 N/A 71085PCD3 7000000.000000 PA USD 6422453.100000 0.0093922 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.96338 Y N N N N N PEOPLE'S FINANCE REALTY MTGE SEC 2006-1 N/A 71103XAS3 20931251.370000 PA USD 8089744.460000 0.0118304 Long ABS-MBS CORP US N 2 2036-09-25 Floating 2.15838 N N N N N N PEOPLES CHOICE HOME LOAN SECURITIES TRUST 2005-1 N/A 71085PBN2 4682159.770000 PA USD 4600016.900000 0.0067270 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.36838 N N N N N N PERNOD RICARD 52990097YFPX9J0H5D87 714264AD0 32300000.000000 PA USD 33898124.220000 0.0495724 Long DBT CORP FR N 2 2022-01-15 Fixed 4.45 N N N N N N PERNOD RICARD 52990097YFPX9J0H5D87 714264AA6 6750000.000000 PA USD 7104905.620000 0.0103902 Long DBT CORP FR N 2 2021-04-07 Fixed 5.75 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BX9 106000000.000000 PA 35606036.260000 0.0520701 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAR0 2274000.000000 PA USD 2446824.000000 0.0035782 Long DBT CORP NL N 2 2022-01-17 Fixed 6.125 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBF5 3954000.000000 PA USD 4129557.600000 0.0060390 Long DBT CORP NL N 2 2030-01-15 Fixed 5.093 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCW0 5400000.000000 PA USD 5644620.000000 0.0082547 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172BS7 1500000.000000 PA USD 1497395.090000 0.0021898 Long DBT CORP US N 2 2021-02-25 Fixed 1.875 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CA5 13300000.000000 PA USD 13397927.370000 0.0195931 Long DBT CORP US N 2 2022-08-17 Fixed 2.375 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CD9 5800000.000000 PA USD 5862660.760000 0.0085735 Long DBT CORP US N 2 2022-11-02 Fixed 2.5 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172BM0 3817000.000000 PA USD 3982542.760000 0.0058240 Long DBT CORP US N 2 2024-11-10 Fixed 3.25 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AS3 2300000.000000 PA USD 2300119.920000 0.0033637 Long DBT CORP US N 2 2021-02-26 Floating 2.73225 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAB8 3900000.000000 PA USD 4088937.490000 0.0059796 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N PINNACOL ASSURANCE 549300D37RE2C54DGD62 000000000 15000000.000000 PA USD 16128132.900000 0.0235857 Long DBT CORP US Y 3 2034-06-25 Fixed 8.625 N N N N N N PIPER JAFFRAY COMPANIES INC QUQDBTUSOAKFEVMRMF78 935MJPII9 14000000.000000 PA USD 14054463.360000 0.0205532 Long DBT CORP US Y 3 2023-10-15 Fixed 5.2 N N N N N N PIPER JAFFRAY COMPANIES INC QUQDBTUSOAKFEVMRMF78 935REMII0 8900000.000000 PA USD 8925007.840000 0.0130519 Long DBT CORP US Y 3 2021-10-15 Fixed 4.74 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RBG6 4167000.000000 PA USD 4167544.500000 0.0060946 Long DBT CORP US N 2 2019-12-15 Fixed 2.6 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFP8 9700000.000000 PA USD 9711973.100000 0.0142027 Long DBT CORP US N 2 2022-07-22 Floating 2.232 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFQ6 40100000.000000 PA USD 40103795.470000 0.0586476 Long DBT CORP US N 2 2022-07-22 Floating 2.709 N N N N N N POLAND GOVT 259400R9L8QEP0TPXS31 857524AC6 15000.000000 PA USD 16268.960000 0.0000238 Long DBT NUSS PL N 2 2024-01-22 Fixed 4 N N N N N N POPULAR ABS MTGE PASS THRU TRUST 2005-A N/A 73316PDB3 3675883.850000 PA USD 3688881.040000 0.0053946 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.64838 N N N N N N POPULAR ABS MTGE PASS THRU TRUST 2006-E N/A 73316TAC6 7000000.000000 PA USD 6813278.500000 0.0099637 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.22838 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 73744GAJ1 2559477.270000 PA USD 2569674.230000 0.0037579 Long LON CORP US N 2 2024-05-24 Floating 4.04 N N N N N N PRIME MORTGAGE TRUST 2004-CL1 N/A 74160MDL3 1113565.810000 PA USD 1056377.640000 0.0015448 Long ABS-MBS CORP US N 2 2034-02-25 Floating 2.41838 N N N N N N PROGRESS ENERGY INC 549300FBMTW0JYWMNB26 743263AS4 1200000.000000 PA USD 1225212.340000 0.0017917 Long DBT CORP US N 2 2022-04-01 Fixed 3.15 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CAP9 30100000.000000 PA USD 31057200.170000 0.0454179 Long DBT CORP US N 2 2024-04-15 Fixed 3.104 N N N N N N PROTEUS RMBS DAC 1A N/A ACI1746Q4 257594684.810000 PA 280614163.630000 0.4103686 Long ABS-MBS CORP IE N 2 2054-10-29 Floating 0.138 N N N N N N PROTEUS RMBS DAC 1A N/A ACI1746S0 20861000.000000 PA 22699298.140000 0.0331953 Long ABS-MBS CORP IE N 2 2054-10-29 Floating 0.588 N N N N N N PROTEUS RMBS DAC 1A N/A ACI1745T9 15172000.000000 PA 16509070.400000 0.0241428 Long ABS-MBS CORP IE N 2 2054-10-29 Floating 0.788 N N N N N N PROTEUS RMBS DAC 1A N/A ACI1745Z5 11379000.000000 PA 12361594.100000 0.0180775 Long ABS-MBS CORP IE N 2 2054-10-29 Floating 1.438 N N N N N N PROTEUS RMBS DAC 1A N/A ACI1747N0 9482000.000000 PA 10235179.240000 0.0149679 Long ABS-MBS CORP IE N 2 2054-10-29 Floating 2.688 N N N N N N PROTEUS RMBS DAC 1A N/A ACI1747D2 33620000.000000 PA 20068297.120000 0.0293478 Long ABS-MBS CORP IE N 2 2054-10-29 None 0 N N N N N N PROTEUS RMBS DAC 1A N/A ACI1746Z4 481000.000000 PA 8210449.260000 0.0120069 Long ABS-MBS CORP IE N 3 2054-10-29 Variable 0 N N N N N N PROVIDENT FUNDING MTGE LOAN TRUST 2004-1 N/A 743873AK7 294819.930000 PA USD 297772.910000 0.0004355 Long ABS-MBS CORP US N 2 2034-04-25 Floating 4.86856 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 01306GAC7 6000000.000000 PA USD 6056010.300000 0.0088563 Long DBT NUSS CA N 2 2026-08-17 Fixed 2.05 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA N/A P1910WRC5 440953000.000000 PA 3913435.870000 0.0057230 Long DBT NUSS AR N 2 2025-04-12 Floating 54.5011 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZEL3 68053000.000000 PA 54067643.890000 0.0790682 Long DBT NUSS CA N 2 2022-12-01 Fixed 3.5 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC (AKA: PSEG INC) PUSS41EMO3E6XXNV3U28 744573AL0 9281000.000000 PA USD 9417064.100000 0.0137715 Long DBT CORP US N 2 2022-11-15 Fixed 2.65 N N N N N N PUBLIC STORAGE, INC. 549300LMZF40TKJ6DM64 74460DAB5 14900000.000000 PA USD 15050945.200000 0.0220104 Long DBT CORP US N 2 2022-09-15 Fixed 2.37 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CQH2 32500000.000000 PA USD 34064062.500000 0.0498151 Long DBT NUSS QA N 2 2024-03-14 Fixed 3.375 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CPF7 21100000.000000 PA USD 23409141.800000 0.0342334 Long DBT NUSS QA N 2 2029-03-14 Fixed 4 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI122SK2 42900000.000000 PA USD 45431100.000000 0.0664382 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.875 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 M8489SAH0 12200000.000000 PA USD 13929520.800000 0.0203705 Long DBT NUSS QA N 2 2028-04-23 Fixed 4.5 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 963TAKII9 73000000.000000 PA USD 72817500.000000 0.1064879 Long LON NUSS QA N 3 2020-12-21 Floating 2.9827 N N N N N N QATAR NATIONAL BANK (QPSC) 549300FFSRVBS0SQXY75 963ZXGII9 68100000.000000 PA USD 68048925.000000 0.0995144 Long LON CORP QA N 3 2020-12-22 Floating 3.0359 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 ACI150049 26200000.000000 PA USD 26271082.700000 0.0384187 Long DBT CORP KY N 2 2021-08-11 Floating 3.631 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525AS2 5000000.000000 PA USD 5029111.400000 0.0073545 Long DBT CORP US N 2 2023-01-30 Floating 2.99575 N N N N N N QUEENSLAND TREASURY CORPORATION 98INKCEEHOU5YJS0HQ88 ACI02GUD6 455000.000000 PA 343983.440000 0.0005030 Long DBT CORP AU N 2 2023-07-21 Fixed 4.25 N N N N N N QUICKEN LOANS INC 549300FGXN1K3HLB1R50 74840LAB8 14600000.000000 PA USD 15121950.000000 0.0221143 Long DBT CORP US N 2 2028-01-15 Fixed 5.25 N N N N N N RAAC 2004-SP3 N/A 76112BES5 308309.280000 PA USD 312154.510000 0.0004565 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.38838 N N N N N N RAAC SERIES 2005-SP2 N/A 76112BF54 2169564.770000 PA USD 1991542.430000 0.0029124 Long ABS-MBS CORP US N 2 2044-06-25 Floating 2.31838 N N N N N N RAAC SERIES 2006-RP3 N/A 74919RAA3 886117.900000 PA USD 877668.590000 0.0012835 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.28838 N N N N N N RAAC SERIES 2006-SP2 N/A 74919PAD1 2871175.140000 PA USD 2881172.570000 0.0042134 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.35838 N N N N N N RAAC SERIES 2007-RP4 N/A 74919LAD0 11492387.560000 PA USD 11051037.360000 0.0161610 Long ABS-MBS CORP US N 2 2046-11-25 Floating 2.36838 N N N N N N RAAC SERIES 2007-SP2 N/A 74919XAE2 1078182.160000 PA USD 1080577.450000 0.0015802 Long ABS-MBS CORP US N 2 2047-06-25 Floating 2.41838 N N N N N N RALI SERIES 2005-QO1 TRUST N/A 761118EN4 407019.230000 PA USD 371028.110000 0.0005426 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.31838 N N N N N N RALI TRUST 2006-QA10 N/A 74922NAA7 34070.260000 PA USD 32393.310000 0.0000474 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.20338 N N N N N N RBSGC MORTGAGE PASS THROUGH CERTIFICATES 2005-RP1 N/A 74927UAA6 22989076.740000 PA USD 20129872.390000 0.0294378 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.39838 N N N N N N RBSSP RESECURITIZATION TRUST 2011-4 N/A 74930PAC8 3214369.180000 PA USD 2816660.750000 0.0041191 Long ABS-MBS CORP US N 2 2037-02-27 Floating 2.47525 N N N N N N RBSSP RESECURITIZATION TRUST 2011-4 N/A 74930PAE4 2704608.640000 PA USD 2307990.490000 0.0033752 Long ABS-MBS CORP US N 2 2036-10-27 Floating 2.23838 N N N N N N RBSSP RESECURITIZATION TRUST 2011-4 N/A 74930PAG9 2962614.820000 PA USD 2917789.870000 0.0042670 Long ABS-MBS CORP US N 2 2037-08-27 Floating 2.38525 N N N N N N RBSSP RESECURITIZATION TRUST 2011-4 N/A 74930PAJ3 9300500.000000 PA USD 7573762.660000 0.0110758 Long ABS-MBS CORP US N 2 2037-09-27 Floating 2.41525 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109AV6 2800000.000000 PA USD 3009934.930000 0.0044017 Long DBT CORP US N 2 2025-04-15 Fixed 3.875 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109AN4 4600000.000000 PA USD 4748652.910000 0.0069444 Long DBT CORP US N 2 2022-10-15 Fixed 3.25 N N N N N N RECKITT BENCKISER TREASURY SERVICES PLC 213800LAXWIUOOBZ3908 75625QAC3 8850000.000000 PA USD 8907935.910000 0.0130269 Long DBT CORP GB N 2 2022-06-24 Fixed 2.375 N N N N N N RECKITT BENCKISER TREASURY SERVICES PLC 213800LAXWIUOOBZ3908 75625QAF6 5200000.000000 PA USD 5183825.040000 0.0075808 Long DBT CORP GB N 2 2022-06-24 Floating 2.69463 N N N N N N RECKSON OPERATING PARTNERSHIP LP 549300Z8X84XIDB6JE13 75625AAB0 400000.000000 PA USD 409372.780000 0.0005987 Long DBT CORP US N 2 2020-03-15 Fixed 7.75 N N N N N N REGAL TRUST IV 1999-1 N/A 758842AA6 14342.440000 PA USD 14153.500000 0.0000207 Long ABS-MBS CORP US N 2 2031-09-29 Floating 2.595 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAZ6 5400000.000000 PA USD 5395732.000000 0.0078907 Long DBT CORP US N 2 2029-09-15 Fixed 2.95 N N N N N N REGIONS BANK EQTWLK1G7ODGC2MGLV11 759187CD7 5600000.000000 PA USD 5649656.100000 0.0082620 Long DBT CORP US N 2 2021-08-13 Floating 3.374 N N N N N N RELIANCE STANDARD LIFE GLOBAL FUNDING II N/A 75951AAK4 12100000.000000 PA USD 12206460.400000 0.0178507 Long DBT CORP US N 2 2022-07-22 Fixed 2.625 N N N N N N RENAISSANCE HOME EQUITY LN TR 2003-2 N/A 759950AW8 54586.610000 PA USD 54769.910000 0.0000801 Long ABS-MBS CORP US N 2 2033-08-25 Floating 2.89838 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2004-3 N/A 759950DY1 286822.300000 PA USD 273406.560000 0.0003998 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.37838 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2007-2 N/A 75970QAD2 8029538.330000 PA USD 3604654.870000 0.0052714 Long ABS-MBS CORP US N 2 2037-06-25 Variable 5.893 Y N N N N N RENAISSANCE HOME EQUITY LOAN TR 2007-2 N/A 75970QAG5 8996797.570000 PA USD 4047926.430000 0.0059197 Long ABS-MBS CORP US N 2 2037-06-25 Variable 5.906 Y N N N N N RENAISSANCE HOME EQUITY LOAN TRUST 2002-2 N/A 759950AG3 103749.880000 PA USD 100270.990000 0.0001466 Long ABS-MBS CORP US N 2 2032-08-25 Floating 2.71838 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AP5 1100000.000000 PA USD 1139265.420000 0.0016661 Long DBT CORP US N 2 2022-06-01 Fixed 3.55 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760761AD8 3575000.000000 PA USD 3806468.490000 0.0055666 Long DBT CORP US N 2 2021-11-15 Fixed 5.25 N N N N N N RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4 N/A 74923HAD3 1488636.850000 PA USD 1341667.750000 0.0019620 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.25 Y N N N N N RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4 N/A 74923HAE1 1272595.790000 PA USD 291178.320000 0.0004258 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.34838 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2005-QA4 N/A 76110H4L0 1449355.610000 PA USD 1349179.770000 0.0019730 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.50907 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA4 N/A 748939AA3 13347754.730000 PA USD 12888351.710000 0.0188479 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.19838 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA6 N/A 74922MAA9 3421739.340000 PA USD 3252803.960000 0.0047569 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.20838 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA7 N/A 751152AA7 5869464.050000 PA USD 5565515.030000 0.0081390 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.20838 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA8 N/A 74922QAA0 55697.980000 PA USD 53125.740000 0.0000777 Long ABS-MBS CORP US N 2 2036-09-25 Floating 2.20838 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA8 N/A 74922QAB8 2656988.420000 PA USD 2536619.140000 0.0037095 Long ABS-MBS CORP US N 2 2036-09-25 Floating 2.19838 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QO1 N/A 761118RJ9 1675904.190000 PA USD 1283133.750000 0.0018764 Long ABS-MBS CORP US N 2 2046-02-25 Floating 2.28838 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS13 N/A 75115DAK1 1662314.210000 PA USD 1523474.740000 0.0022279 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS13 N/A 75115DAJ4 1899787.670000 PA USD 1741113.980000 0.0025462 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS14 N/A 761118JG4 1411650.680000 PA USD 1372678.110000 0.0020074 Long ABS-MBS CORP US N 2 2020-09-25 Fixed 5.25 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS16 N/A 74922LAA1 1579939.290000 PA USD 1196962.950000 0.0017504 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.41838 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS16 N/A 74922LAK9 2105132.150000 PA USD 1943400.320000 0.0028420 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS8 N/A 75115AAA9 1867187.310000 PA USD 1787385.030000 0.0026139 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QA1 N/A 74923GAA1 5335396.700000 PA USD 5216255.160000 0.0076282 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.15838 N N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QA2 N/A 74922PAA2 5884479.690000 PA USD 5759960.570000 0.0084233 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.14838 N N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QA2 N/A 74922PAC8 2457431.160000 PA USD 2322324.300000 0.0033962 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.16838 N N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QA4 N/A 74923YAB0 1844385.280000 PA USD 1632642.290000 0.0023876 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.22838 N N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QS1 N/A 74922KAA3 10493.620000 PA USD 10022.980000 0.0000147 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QS10 N/A 74924DAA7 1905969.270000 PA USD 1875452.990000 0.0027427 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.5 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2005-QA10 N/A 761118GE2 302907.130000 PA USD 274231.700000 0.0004010 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.11691 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2005-QA9 N/A 761118FJ2 1528989.490000 PA USD 951174.270000 0.0013910 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.06605 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2005-QO2 N/A 761118HU5 331029.280000 PA USD 313738.230000 0.0004588 Long ABS-MBS CORP US N 2 2045-09-25 Floating 3.80605 N N N N N N RESIDENTIAL ACCREDIT LOANS INC 2006-QA2 N/A 761118TR9 894404.660000 PA USD 806622.240000 0.0011796 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.4829 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2007-QS9 N/A 75116FBH1 520746.850000 PA USD 499815.170000 0.0007309 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.5 Y N N N N N RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1 N/A 76112BQ94 65356.480000 PA USD 65356.510000 0.0000956 Long ABS-MBS CORP US N 2 2034-10-25 Floating 2.23838 N N N N N N RESIDENTIAL ASSET MORTGAGE PROD 2006-NC2 N/A 75156TAC4 3707815.860000 PA USD 3714760.600000 0.0054324 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.30838 N N N N N N RESIDENTIAL ASSET MORTGAGE PROD 2006-RS2 N/A 76112B2D1 19016628.290000 PA USD 18765951.100000 0.0274432 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.31838 N N N N N N RESIDENTIAL ASSET MTGE PROD 2004-RS12 N/A 76112BGF1 2000000.000000 PA USD 2035057.200000 0.0029761 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.56838 N N N N N N RESIDENTIAL ASSET MTGE PROD INC 2004-SL2 N/A 7609856D8 180027.190000 PA USD 202514.100000 0.0002962 Long ABS-MBS CORP US N 2 2031-10-25 Fixed 8.5 N N N N N N RESIDENTIAL ASSET SEC CORP 2003-KS4 N/A 76110WRS7 1186954.460000 PA USD 1111538.340000 0.0016255 Long ABS-MBS CORP US N 2 2033-06-25 Floating 2.59838 N N N N N N RESIDENTIAL ASSET SEC CORP 2004-KS6 N/A 76110WZX7 843011.080000 PA USD 839524.130000 0.0012277 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.84338 N N N N N N RESIDENTIAL ASSET SEC CORP 2006-EMX3 N/A 76113ABZ3 538497.070000 PA USD 539619.510000 0.0007891 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.19838 N N N N N N RESIDENTIAL ASSET SEC CORP 2006-EMX3 N/A 76113ACA7 4200000.000000 PA USD 4105051.440000 0.0060032 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.29838 N N N N N N RESIDENTIAL ASSET SEC CORP 2006-EMX7 N/A 74924TAC8 803073.700000 PA USD 766066.780000 0.0011203 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.16838 N N N N N N RESIDENTIAL ASSET SEC CORP 2006-EMX9 N/A 74924VAC3 3725927.690000 PA USD 3356125.640000 0.0049080 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.18838 N N N N N N RESIDENTIAL ASSET SEC CORP 2006-EMX9 N/A 74924VAE9 9583607.390000 PA USD 8348768.200000 0.0122092 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.14838 N N N N N N RESIDENTIAL ASSET SEC CORP 2007-KS4 N/A 74924NAC1 1661038.920000 PA USD 1660953.210000 0.0024290 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.28838 N N N N N N RESIDENTIAL ASSET SEC TR 2004-R2 N/A 45660NW68 86646.730000 PA USD 90515.130000 0.0001324 Long ABS-MBS CORP US N 2 2034-08-25 Fixed 5.5 Y N N N N N RESIDENTIAL ASSET SEC TRUST 2005-A7 N/A 45660LNS4 494049.370000 PA USD 419254.490000 0.0006131 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.5 Y N N N N N RESIDENTIAL ASSET SEC TRUST 2006-A10 N/A 76113LAE7 1349214.500000 PA USD 939218.570000 0.0013735 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.5 Y N N N N N RESIDENTIAL ASSET SEC TRUST 2006-A11 N/A 76113TAD2 337346.940000 PA USD 339497.160000 0.0004965 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6.25 Y N N N N N RESIDENTIAL ASSET SEC TRUST 2006-A12 N/A 76113XAA9 2012787.400000 PA USD 1302204.810000 0.0019043 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.25 Y N N N N N RESIDENTIAL ASSET SEC TRUST 2006-A8 N/A 761119AE6 114436.570000 PA USD 102517.680000 0.0001499 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.25 N N N N N N RESIDENTIAL ASSET SEC TRUST 2006-A8 N/A 761119AN6 1359148.550000 PA USD 718405.690000 0.0010506 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.5 N N N N N N RESIDENTIAL ASSET SEC TRUST 2007-A2 N/A 761120AC8 291639.720000 PA USD 256638.050000 0.0003753 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6 Y N N N N N RESIDENTIAL ASSET SEC TRUST 2007-A9 N/A 761143AE6 2051921.840000 PA USD 1252451.230000 0.0018316 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.25 Y N N N N N RESIDENTIAL ASSET SECUR TR 2007-A5 N/A 76114HAK1 162995.900000 PA USD 139744.290000 0.0002044 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6 Y N N N N N RESIDENTIAL ASSET SECUR TR 2007-A7 N/A 76114QAJ4 1193967.230000 PA USD 748216.880000 0.0010942 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 Y N N N N N RESIDENTIAL ASSET SECUR TRUST 2005-A15 N/A 45660L4G1 692261.040000 PA USD 478942.390000 0.0007004 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.75 Y N N N N N RESIDENTIAL ASSET SECURITIES 2005-EMX1 N/A 76110WQ66 2803071.700000 PA USD 2805533.920000 0.0041028 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.11338 N N N N N N RESIDENTIAL ASSET SECURITIES 2005-EMX3 N/A 75405MAJ3 5000000.000000 PA USD 5017865.000000 0.0073381 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.60838 N N N N N N RESIDENTIAL ASSET SECURITIES 2005-EMX4 N/A 76110W6A9 2258176.780000 PA USD 2267807.900000 0.0033164 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.67838 N N N N N N RESIDENTIAL ASSET SECURITIES 2006-EMX1 N/A 75405KAD0 1489950.170000 PA USD 1491063.010000 0.0021805 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.42838 N N N N N N RESIDENTIAL ASSET SECURITIES 2006-KS8 N/A 74924RAD0 2596901.560000 PA USD 2559065.220000 0.0037424 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.25838 N N N N N N RESIDENTIAL FUNDING MORTGAGE SECURITIES 2005-S9 N/A 76111XE33 1193986.280000 PA USD 1218990.740000 0.0017826 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.75 Y N N N N N RESIDENTIAL FUNDING MORTGAGE SECURITIES 2006-S6 N/A 74957VAQ2 1452939.490000 PA USD 1474264.140000 0.0021560 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6 Y N N N N N RESIDENTIAL FUNDING MTG SEC I 2003-S9 N/A 76111JZ72 73846.580000 PA USD 76855.990000 0.0001124 Long ABS-MBS CORP US N 2 2032-03-25 Fixed 6.5 N N N N N N RESIDENTIAL FUNDING MTG SEC I 2004-S9 N/A 76111XRB1 378123.880000 PA USD 398242.110000 0.0005824 Long ABS-MBS CORP US N 2 2034-12-25 Fixed 5.5 N N N N N N RESIDENTIAL FUNDING MTG SEC I 2006-S10 N/A 74958DAA6 6261965.510000 PA USD 5969505.420000 0.0087298 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6 Y N N N N N RESIDENTIAL FUNDING MTG SEC I 2006-S5 N/A 74957EAN7 1235660.030000 PA USD 1222934.340000 0.0017884 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6 Y N N N N N RESIDENTIAL FUNDING MTG SEC I 2006-SA1 N/A 76111XG72 2115782.590000 PA USD 1980967.670000 0.0028970 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.7814 Y N N N N N RESIDENTIAL FUNDING MTGE SEC 2005-SA2 N/A 76111XVL4 152016.860000 PA USD 155027.920000 0.0002267 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.63744 N N N N N N RESIDENTIAL FUNDING MTGE SEC 2005-SA5 N/A 76111XZC0 85086.440000 PA USD 77222.900000 0.0001129 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.57371 Y N N N N N RESIDENTIAL FUNDING MTGE SEC 2007-S6 N/A 762009BA5 636064.140000 PA USD 599404.200000 0.0008766 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 Y N N N N N RESIDENTIAL FUNDING MTGE SEC 2007-SA1 N/A 74958WAC0 2833703.810000 PA USD 2394343.990000 0.0035015 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.67488 Y N N N N N RESIDENTIAL FUNDING MTGE SEC 2007-SA3 N/A 74958TAB9 7697740.220000 PA USD 6919821.990000 0.0101195 Long ABS-MBS CORP US N 2 2037-07-27 Floating 5.22563 Y N N N N N RESIDENTIAL MORTGAGE LOAN TRUST 1998-1 N/A 76110NAA4 4760.380000 PA USD 4750.940000 0.0000069 Long ABS-MBS CORP US N 2 2029-09-25 Floating 3.51838 N N N N N N RESIMAC BASTILLE TRUST SERIES 2018-1NC N/A 76118VAA8 280714.320000 PA USD 281256.810000 0.0004113 Long ABS-MBS CORP AU N 2 2059-12-05 Floating 2.91688 N N N N N N RESLOC UK PLC 2007-1X N/A B1XCHGII3 2726152.990000 PA 3103561.330000 0.0045386 Long ABS-MBS CORP GB N 2 2043-12-15 Floating 1.00138 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BF2 15956000.000000 PA USD 16628792.880000 0.0243179 Long DBT CORP US N 2 2022-06-12 Fixed 4 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 76716XAA0 10223963.970000 PA USD 11450941.890000 0.0167458 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 U76673AA7 1520181.430000 PA USD 1702618.400000 0.0024899 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-3 N/A 76716XAB8 26290673.450000 PA USD 30826077.530000 0.0450799 Long DBT CORP US N 2 2027-01-06 Variable 9.75 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-3 N/A U76673AB5 5130750.640000 PA USD 6015856.430000 0.0087976 Long DBT CORP US N 2 2027-01-06 Variable 9.75 N N N N N N RIO OIL FINANCE TRUST SERIES 2018-1 N/A 76716XAC6 2200000.000000 PA USD 2524500.000000 0.0036918 Long DBT CORP US N 2 2028-04-06 Fixed 8.2 N N N N N N RMAC SECURITIES PLC 2006-NS1X N/A 990HDQII6 10634910.670000 PA 12443263.650000 0.0181970 Long ABS-MBS CORP GB N 2 2044-06-12 Floating 0.933 N N N N N N RMAC SECURITIES PLC 2006-NS1X N/A B11W7VII2 2045175.250000 PA 2135069.750000 0.0031223 Long ABS-MBS CORP GB N 2 2044-06-12 Floating 0 N N N N N N RMAC SECURITIES PLC 2007-NS1X N/A B1ZPGKII4 18879880.920000 PA 21785329.930000 0.0318587 Long ABS-MBS CORP GB N 2 2044-06-12 Floating 0.92988 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAK3 8889000.000000 PA USD 9033446.250000 0.0132105 Long DBT CORP US N 2 2020-04-15 Fixed 5.625 N N N N N N ROCKWELL COLLINS INC XO75O7GICH1NPWLBRL05 774341AH4 4015000.000000 PA USD 4082550.250000 0.0059703 Long DBT CORP US N 2 2022-03-15 Fixed 2.8 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAA6 200000.000000 PA USD 200254.000000 0.0002929 Long DBT CORP GB N 2 2020-10-14 Fixed 2.375 N N N N N N ROUNDSTONE SECURITIES NO 1 DAC 1A N/A ACI15B5G3 800873354.830000 PA 859246999.880000 1.2565582 Long ABS-MBS CORP IE N 2 2055-09-28 Floating 0.187 N N N N N N ROUNDSTONE SECURITIES NO 1 DAC 1A N/A ACI15B359 62548000.000000 PA 65908763.750000 0.0963846 Long ABS-MBS CORP IE N 2 2055-09-28 Floating 0.337 N N N N N N ROUNDSTONE SECURITIES NO 1 DAC 1A N/A ACI15B3W0 42646000.000000 PA 44286717.760000 0.0647647 Long ABS-MBS CORP IE N 2 2055-09-28 Floating 0.587 N N N N N N ROUNDSTONE SECURITIES NO 1 DAC 1A N/A ACI15B367 25587000.000000 PA 26446109.850000 0.0386746 Long ABS-MBS CORP IE N 2 2055-09-28 Floating 1.087 N N N N N N ROUNDSTONE SECURITIES NO 1 DAC 1A N/A ACI15B326 42646000.000000 PA 43172948.090000 0.0631359 Long ABS-MBS CORP IE N 2 2055-09-28 Floating 1.837 N N N N N N ROUNDSTONE SECURITIES NO 1 DAC 1A N/A ACI15B573 15864000.000000 PA 12078850.600000 0.0176640 Long ABS-MBS CORP IE N 2 2055-09-28 Variable 1 N N N N N N ROUNDSTONE SECURITIES NO 1 DAC 1A N/A ACI15B5D0 1972.500000 PA 106.590000 0.0000002 Long ABS-MBS CORP IE N 2 2055-09-28 Variable 0 N N N N N N ROUNDSTONE SECURITIES NO 1 DAC 1A N/A ACI15B417 79605000.000000 PA 40920777.100000 0.0598423 Long ABS-MBS CORP IE N 2 2055-09-28 Variable 0 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 780082AA1 15000.000000 PA USD 14985.160000 0.0000219 Long DBT CORP CA N 2 2020-02-05 Fixed 1.875 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 780082AE3 62900000.000000 PA USD 63237817.030000 0.0924786 Long DBT CORP CA N 2 2021-03-22 Fixed 2.3 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 780082AF0 3500000.000000 PA USD 3603023.270000 0.0052690 Long DBT CORP CA N 2 2021-10-22 Fixed 3.35 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097AH4 14690000.000000 PA USD 20345650.000000 0.0297534 Long DBT CORP GB N 2 2031-09-30 Floating 7.648 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BB6 26100000.000000 PA USD 28014435.000000 0.0409682 Long DBT CORP GB N 2 2021-08-15 Floating 8.625 N N N N Y Royal Bank of Scotland Group plc GBP XXXX N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780099CJ4 29300000.000000 PA USD 29995875.000000 0.0438658 Long DBT CORP GB N 2 2020-08-10 Floating 7.5 N N N N Y Royal Bank of Scotland Group plc GBP XXXX N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BE0 8500000.000000 PA USD 8617606.850000 0.0126023 Long DBT CORP GB N 2 2023-05-15 Floating 3.498 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BF7 900000.000000 PA USD 901253.270000 0.0013180 Long DBT CORP GB N 2 2023-05-15 Floating 3.62813 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 20300000.000000 PA USD 22352047.630000 0.0326875 Long DBT CORP GB N 2 2029-05-18 Floating 4.892 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BH3 42300000.000000 PA USD 42411425.810000 0.0620222 Long DBT CORP GB N 2 2024-06-25 Floating 3.65625 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BJ9 37900000.000000 PA USD 39881504.100000 0.0583225 Long DBT CORP GB N 2 2024-06-25 Floating 4.519 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BD2 69750000.000000 PA USD 72029308.640000 0.1053353 Long DBT CORP GB N 2 2023-09-12 Fixed 3.875 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 ACI0LCK78 26500000.000000 PA 30951838.430000 0.0452638 Long DBT CORP GB N 2 2023-03-22 Fixed 2.5 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 ACI0STF96 7100000.000000 PA 8035648.900000 0.0117513 Long DBT CORP GB N 2 2023-03-08 Floating 2 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AE6 34235000.000000 PA USD 35373584.550000 0.0517301 Long DBT CORP US N 2 2021-02-01 Variable 5.625 N N N N N N SACO I TRUST 2006-4 N/A 785778RV5 20697.660000 PA USD 20471.250000 0.0000299 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.43838 Y N N N N N SALOMON BROTHERS MTGE SEC VII 2002-1 N/A 79549AQP7 49688.870000 PA USD 49533.140000 0.0000724 Long ABS-MBS CORP US N 2 2032-05-25 Floating 2.51838 N N N N N N SALOMON BROTHERS MTGE SEC VII 2003-UP2 N/A 79549AXP9 1832.590000 PA USD 1906.170000 0.0000028 Long ABS-MBS CORP US N 2 2033-06-25 Variable 7 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAS5 3400000.000000 PA USD 3481674.260000 0.0050916 Long DBT CORP US N 2 2023-01-18 Fixed 3.4 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST 2018-A N/A 80285DAB5 9024729.150000 PA USD 9028929.260000 0.0132039 Long ABS-O CORP US N 2 2020-10-20 Fixed 2.71 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST 2018-A N/A 80285DAC3 10016299.710000 PA USD 10017727.030000 0.0146499 Long ABS-O CORP US N 2 2020-10-20 Floating 2.31425 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST 2019-A N/A 80285JAC0 36600000.000000 PA USD 36853433.040000 0.0538943 Long ABS-O CORP US N 2 2022-01-20 Fixed 2.72 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAD7 7900000.000000 PA USD 7965621.270000 0.0116489 Long DBT CORP GB N 2 2021-01-08 Fixed 3.125 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAE5 70339000.000000 PA USD 70665093.010000 0.1033402 Long DBT CORP GB N 2 2021-08-05 Fixed 2.875 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAC9 10800000.000000 PA USD 10844020.800000 0.0158582 Long DBT CORP GB N 2 2020-10-16 Fixed 2.875 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAT0 43600000.000000 PA USD 44367852.680000 0.0648833 Long DBT CORP GB N 2 2021-06-01 Fixed 3.4 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAP8 200000.000000 PA USD 199924.970000 0.0002924 Long DBT CORP GB N 2 2020-11-03 Fixed 2.125 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAV5 32400000.000000 PA USD 33459257.740000 0.0489306 Long DBT CORP GB N 2 2021-11-15 Fixed 3.75 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAA3 17100000.000000 PA USD 18486435.340000 0.0270345 Long DBT CORP US N 2 2024-03-27 Fixed 5.875 N N N N N N AAMES MORTGAGE INVESTMENT TRUST 2005-4 N/A 00252FCV1 3100000.000000 PA USD 3097506.670000 0.0045298 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.79838 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2A2 10800000.000000 PA USD 10895514.230000 0.0159335 Long DBT CORP SA N 2 2022-04-16 Fixed 2.75 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BD1 7521000.000000 PA USD 7659214.170000 0.0112008 Long DBT CORP US N 2 2021-11-30 Fixed 2.9 N N N N N N SAXON ASSET SECURITIES TRUST 2006-3 N/A 80556AAC1 11178943.250000 PA USD 11012664.290000 0.0161049 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.18838 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAT6 800000.000000 PA USD 801906.860000 0.0011727 Long DBT CORP US N 2 2020-05-14 Fixed 2.5 N N N N N N SBA PASS THRU POOLS N/A 83164FNB6 141.900000 PA USD 142.580000 0.0000002 Long ABS-MBS CORP US N 2 2025-03-25 Floating 3.25 N N N N N N SBA PASS THRU POOLS N/A 83164FSE5 9807.430000 PA USD 9847.220000 0.0000144 Long ABS-MBS CORP US N 2 2025-05-25 Floating 3 N N N N N N SBA TOWER TRUST N/A 78403DAK6 14900000.000000 PA USD 14969514.460000 0.0218913 Long DBT CORP US N 2 2046-07-15 Fixed 2.877 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAU3 6284000.000000 PA USD 6297711.370000 0.0092097 Long DBT CORP US N 2 2021-05-14 Fixed 2.3 N N N N N N SBA TOWER TRUST N/A 78403DAJ9 2400000.000000 PA USD 2404591.680000 0.0035165 Long DBT CORP US N 2 2045-10-10 Fixed 3.156 N N N N N N SCENTRE MANAGEMENT LTD (SCENTRE GROUP TRUST 1/SCENTRE GROUP TRUST 2) N/A 806213AB0 1000000.000000 PA USD 1037529.790000 0.0015173 Long DBT CORP AU N 2 2025-02-12 Fixed 3.5 N N N N N N SCHLUMBERGER OILFIELD UK PLC 529900TJX1R4UVNKM296 80685QAA4 1345000.000000 PA USD 1372390.210000 0.0020070 Long DBT CORP GB N 2 2021-01-15 Fixed 4.2 N N N N N N SEC ASSET BACKED REC LLC 2006-FR3 N/A 813765AC8 13065370.220000 PA USD 8410347.350000 0.0122992 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.26838 N N N N N N SECURITIZED ASSET BACKED REC 2006-HE1 N/A 81376YAD3 2813854.080000 PA USD 1497863.210000 0.0021905 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.17838 N N N N N N SECURITIZED ASSET BACKED REC 2006-HE1 N/A 81376YAE1 3617812.390000 PA USD 1967692.700000 0.0028775 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.25838 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4 N/A 81375WFJ0 3555121.150000 PA USD 2845132.170000 0.0041607 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.97838 Y N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-FR2 N/A 81376VAC1 11859771.510000 PA USD 8492133.650000 0.0124189 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.26838 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-BR5 N/A 81379EAA0 711676.170000 PA USD 547608.340000 0.0008008 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.14838 Y N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 N/A 81377JAB9 263547.670000 PA USD 86179.190000 0.0001260 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.07838 Y N N N N N SECURITIZED ASSET SALES,INC.-1993-6 N/A 81375FDN0 39358.040000 PA USD 36310.690000 0.0000531 Long ABS-MBS CORP US N 2 2023-11-26 Floating 4.36144 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST 2018-2A N/A 81378TAB6 5250661.820000 PA USD 5264231.630000 0.0076984 Long ABS-O CORP CA N 2 2021-02-25 Fixed 3.06 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAL3 45724000.000000 PA USD 46632699.570000 0.0681954 Long DBT CORP US N 2 2022-11-06 Fixed 2.9 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BB4 30290000.000000 PA USD 30199737.310000 0.0441639 Long DBT CORP US N 2 2021-03-15 Floating 2.5685 N N N N N N SENECA PARK CLO LTD 2014-1 N/A 817176AL4 14585341.060000 PA USD 14625450.750000 0.0213882 Long ABS-CBDO CORP KY N 2 2026-07-17 Floating 3.42325 N N N N N N SEQUOIA MORTGAGE TRUST 10 N/A 81743VAA1 557914.850000 PA USD 557225.830000 0.0008149 Long ABS-MBS CORP US N 2 2027-10-20 Floating 2.84425 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBC2 3400000.000000 PA USD 3576464.590000 0.0052302 Long DBT CORP US N 2 2023-11-14 Fixed 3.75 N N N N N N SEQUOIA MORTGAGE TRUST 10 N/A 81743VAB9 38369.170000 PA USD 37482.780000 0.0000548 Long ABS-MBS CORP US N 2 2027-10-20 Floating 2.80425 N N N N N N SEQUOIA MORTGAGE TRUST 2003-2 N/A 81743PAP1 7339.700000 PA USD 7482.450000 0.0000109 Long ABS-MBS CORP US N 2 2033-06-20 Floating 2.70425 N N N N N N SEQUOIA MORTGAGE TRUST 2003-4 N/A 81743PBW5 139152.140000 PA USD 137423.660000 0.0002010 Long ABS-MBS CORP US N 2 2033-07-20 Floating 2.39425 N N N N N N SEQUOIA MORTGAGE TRUST 2003-5 2003-5 N/A 81743PCK0 207616.400000 PA USD 207688.260000 0.0003037 Long ABS-MBS CORP US N 2 2033-09-20 Floating 2.67675 N N N N N N SEQUOIA MORTGAGE TRUST 2004-3 N/A 81744FAZ0 1097963.490000 PA USD 1086384.040000 0.0015887 Long ABS-MBS CORP US N 2 2034-05-20 Floating 3.13363 N N N N N N SEQUOIA MORTGAGE TRUST 2004-4 N/A 81744FBF3 352633.160000 PA USD 357594.640000 0.0005229 Long ABS-MBS CORP US N 2 2034-05-20 Floating 3.15363 N N N N N N SEQUOIA MORTGAGE TRUST 2007-1 N/A 81744HAA1 1645073.840000 PA USD 1337556.400000 0.0019560 Long ABS-MBS CORP US N 2 2047-01-20 Floating 3.65874 Y N N N N N SEQUOIA MORTGAGE TRUST 2007-1 N/A 81744HAF0 2282647.440000 PA USD 2031891.090000 0.0029714 Long ABS-MBS CORP US N 2 2047-01-20 Floating 4.22769 Y N N N N N SEQUOIA MORTGAGE TRUST 2007-1 N/A 81744HAH6 3402162.880000 PA USD 2797622.690000 0.0040912 Long ABS-MBS CORP US N 2 2046-09-20 Floating 3.78626 Y N N N N N SEQUOIA MORTGAGE TRUST 2007-2 N/A 81744LAA2 1159643.710000 PA USD 1128833.370000 0.0016508 Long ABS-MBS CORP US N 2 2036-06-20 Floating 2.25425 N N N N N N SEQUOIA MORTGAGE TRUST 2007-3 N/A 81744MAA0 45353.830000 PA USD 44310.510000 0.0000648 Long ABS-MBS CORP US N 2 2036-07-20 Floating 2.24425 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAU6 55600000.000000 PA USD 56366855.770000 0.0824306 Long DBT CORP US N 2 2021-02-15 Fixed 4.25 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAZ5 11200000.000000 PA USD 11347112.450000 0.0165940 Long DBT CORP US N 2 2024-10-01 Fixed 4.35 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MBA9 31200000.000000 PA USD 31387763.470000 0.0459013 Long DBT CORP US N 2 2026-10-01 Fixed 4.75 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MBB7 12800000.000000 PA USD 12680289.150000 0.0185436 Long DBT CORP US N 2 2029-10-01 Fixed 4.95 N N N N N N SG MORTGAGE SECURITIES TRUST 2006-OPT2 N/A 78420MAE9 20988000.000000 PA USD 19549631.490000 0.0285893 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.16838 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAJ9 2100000.000000 PA USD 2103462.420000 0.0030761 Long DBT CORP NL N 2 2020-06-04 Fixed 2.45 N N N N N N SHINHAN BANK CO LTD 5493003P813VL21KG928 82460CAN4 18500000.000000 PA USD 19746778.090000 0.0288776 Long DBT CORP KR N 2 2029-04-23 Fixed 4 N N N N N N SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY 549300XK5HGW68R8K327 82481LAB5 11500000.000000 PA USD 11556718.120000 0.0169005 Long DBT CORP IE N 2 2021-09-23 Fixed 2.4 N N N N N N SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY 549300XK5HGW68R8K327 82481LAC3 800000.000000 PA USD 816584.010000 0.0011942 Long DBT CORP IE N 2 2023-09-23 Fixed 2.875 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ NV TAFO772JB70PDRN5VS48 82620KAK9 800000.000000 PA USD 798052.560000 0.0011671 Long DBT CORP NL N 2 2023-09-15 Fixed 2 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DD6 8100000.000000 PA USD 8280533.290000 0.0121094 Long DBT CORP US N 2 2023-06-01 Fixed 2.75 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DG9 35200000.000000 PA USD 34864520.420000 0.0509857 Long DBT CORP US N 2 2024-09-13 Fixed 2 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DF1 43400000.000000 PA USD 42527981.590000 0.0621927 Long DBT CORP US N 2 2029-09-13 Fixed 2.45 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DE4 4600000.000000 PA USD 4871255.380000 0.0071237 Long DBT CORP US N 2 2027-12-01 Fixed 3.375 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAS9 5400000.000000 PA USD 5418819.000000 0.0079245 Long DBT CORP NL N 2 2021-08-27 Floating 2.70225 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 83051GAJ7 126500000.000000 PA USD 128696519.440000 0.1882051 Long DBT CORP SE N 2 2021-05-17 Fixed 3.25 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 83051GAH1 152100000.000000 PA USD 152550216.000000 0.2230886 Long DBT CORP SE N 2 2021-05-17 Floating 2.55375 N N N N N N SL GREEN OPERATING PARTNERSHIP LP 2K1OXW4LY7IS2U150Y32 78444FAG1 2100000.000000 PA USD 2100364.690000 0.0030716 Long DBT CORP US N 2 2021-08-16 Floating 3.14838 N N N N N N SL GREEN REALTY CORP 549300VQZPJU97H3GT17 75625AAD6 850000.000000 PA USD 895349.570000 0.0013094 Long DBT CORP US N 2 2022-12-01 Fixed 4.5 N N N N N N SLC STUDENT LOAN TRUST 2004-1 N/A 784423AF2 424375.530000 PA USD 424039.340000 0.0006201 Long ABS-O CORP US N 2 2023-05-15 Floating 2.31813 N N N N N N SLC STUDENT LOAN TRUST 2006-1 N/A 784427AE6 9411825.680000 PA USD 9371101.650000 0.0137042 Long ABS-O CORP US N 2 2027-03-15 Floating 2.2285 N N N N N N SLC STUDENT LOAN TRUST 2008-2 N/A 78444NAD1 3694860.400000 PA USD 3647473.080000 0.0053340 Long ABS-O CORP US N 2 2021-06-15 Floating 3.0185 N N N N N N SLM STUDENT LOAN TR 2003-2 N/A 99PFQNII6 12690.360000 PA 13840.780000 0.0000202 Long ABS-O CORP US N 2 2023-12-15 Floating 0 N N N N N N SLM STUDENT LOAN TRUST 2003-10A N/A 78442GJG2 41853162.190000 PA USD 41872741.100000 0.0612345 Long ABS-O CORP US N 2 2027-12-15 Floating 2.5885 N N N N N N SLM STUDENT LOAN TRUST 2003-11 N/A 78442GJS6 24991521.010000 PA USD 25009309.970000 0.0365735 Long ABS-O CORP US N 2 2025-12-15 Floating 2.6685 N N N N N N SLM STUDENT LOAN TRUST 2003-5 N/A B010CSII5 3142988.870000 PA 3428996.770000 0.0050145 Long ABS-O CORP US N 2 2024-06-17 Floating 0 N N N N N N SLM STUDENT LOAN TRUST 2005-4 N/A 78442GPG5 48167285.360000 PA USD 48138625.830000 0.0703977 Long ABS-O CORP US N 2 2027-01-25 Floating 2.3955 N N N N N N SLM STUDENT LOAN TRUST 2005-7 N/A 78442GQJ8 12985803.610000 PA USD 12898092.300000 0.0188621 Long ABS-O CORP US N 2 2029-10-25 Floating 2.4255 N N N N N N SLM STUDENT LOAN TRUST 2005-A N/A 78443CBU7 9379203.780000 PA USD 9361004.370000 0.0136895 Long ABS-O CORP US N 2 2023-06-15 Floating 2.3185 N N N N N N SLM STUDENT LOAN TRUST 2006-6 N/A 83149FAC8 600087.000000 PA USD 599868.990000 0.0008772 Long ABS-O CORP US N 2 2025-10-27 Floating 2.3855 N N N N N N SLM STUDENT LOAN TRUST 2007-7 N/A 78444EAD1 7097336.350000 PA USD 6921757.480000 0.0101223 Long ABS-O CORP US N 2 2022-01-25 Floating 2.6055 N N N N N N SLM STUDENT LOAN TRUST 2008-5 N/A 78444YAD7 976781.390000 PA USD 986738.210000 0.0014430 Long ABS-O CORP US N 2 2023-07-25 Floating 3.9755 N N N N N N SLM STUDENT LOAN TRUST 2008-7 N/A 78445FAD7 563550.800000 PA USD 561625.770000 0.0008213 Long ABS-O CORP US N 2 2023-07-25 Floating 3.1755 N N N N N N SLM STUDENT LOAN TRUST 2010-A N/A 78445MAA8 46384.950000 PA USD 46422.230000 0.0000679 Long ABS-O CORP US N 2 2044-05-16 Floating 5.2 N N N N N N SLM STUDENT LOAN TRUST 2010-A N/A 78445MAB6 1583216.880000 PA USD 1588621.030000 0.0023232 Long ABS-O CORP US N 2 2044-05-16 Floating 5.2775 N N N N N N SLM STUDENT LOAN TRUST 2011-B N/A 83149UAC5 14711662.110000 PA USD 14843485.960000 0.0217070 Long ABS-O CORP US N 2 2042-06-16 Floating 4.2775 N N N N N N SLM STUDENT LOAN TRUST 2013-B N/A 78447VAB4 236892.490000 PA USD 236844.920000 0.0003464 Long ABS-O CORP US N 2 2030-06-17 Fixed 1.85 N N N N N N SLOVENIA BROADBAND SARL (UNITED GROUP BV) 213800PC85O8BJ7DU398 ACI0W9828 20228000.000000 PA 22554740.430000 0.0329839 Long DBT CORP NL N 2 2022-07-01 Fixed 4.375 N N N N N N SLOVENIA BROADBAND SARL (UNITED GROUP BV) 213800PC85O8BJ7DU398 ACI0W96J3 5700000.000000 PA 6486449.190000 0.0094857 Long DBT CORP NL N 2 2024-07-01 Fixed 4.875 N N N N N N SMALL BUS ADMINISTRATION SERIES 1999-20K N/A 83162CKJ1 14119.510000 PA USD 14136.200000 0.0000207 Long ABS-O CORP US N 2 2019-11-01 Fixed 7.06 N N N N N N SMALL BUS ADMINISTRATION SERIES 1999-20L N/A 83162CKK8 3461.870000 PA USD 3472.170000 0.0000051 Long ABS-O CORP US N 2 2019-12-01 Fixed 7.19 N N N N N N SMALL BUSINESS ADMIN PART CERT 1999-20J N/A 83162CKG7 4590.430000 PA USD 4590.670000 0.0000067 Long ABS-O CORP US N 2 2019-10-01 Fixed 7.2 N N N N N N SMALL BUSINESS ADMIN PART CERT 2000-20F N/A 83162CKU6 45806.160000 PA USD 46233.710000 0.0000676 Long ABS-O CORP US N 2 2020-06-01 Fixed 7.63 N N N N N N SMALL BUSINESS ADMIN PART CERT 2003-20G N/A 83162CNC3 36854.020000 PA USD 38102.840000 0.0000557 Long ABS-O CORP US N 2 2023-07-01 Fixed 4.35 N N N N N N SMALL BUSINESS ADMIN PART CERT 2004-20C N/A 83162CNQ2 17793.840000 PA USD 18384.670000 0.0000269 Long ABS-O CORP US N 2 2024-03-01 Fixed 4.34 N N N N N N SMALL BUSINESS ADMIN PART CERT 2004-20D N/A 83162CNR0 81233.880000 PA USD 84584.640000 0.0001237 Long ABS-O CORP US N 2 2024-04-01 Fixed 4.77 N N N N N N SMALL BUSINESS ADMIN PART CERT 2004-20F N/A 83162CNU3 461297.130000 PA USD 486064.400000 0.0007108 Long ABS-O CORP US N 2 2024-06-01 Fixed 5.52 N N N N N N SMALL BUSINESS ADMIN PART CERT 2004-20G N/A 83162CNW9 17771.630000 PA USD 18550.300000 0.0000271 Long ABS-O CORP US N 2 2024-07-01 Fixed 5.19 N N N N N N SMALL BUSINESS ADMIN PART CERT 2004-20L N/A 83162CPE7 138909.230000 PA USD 145703.710000 0.0002131 Long ABS-O CORP US N 2 2024-12-01 Fixed 4.87 N N N N N N SMALL BUSINESS ADMIN PART CERT 2005-20B N/A 83162CPH0 123897.210000 PA USD 129943.340000 0.0001900 Long ABS-O CORP US N 2 2025-02-01 Fixed 4.625 N N N N N N SMALL BUSINESS ADMIN PART CERT 2005-20C N/A 83162CPK3 165112.120000 PA USD 172724.980000 0.0002526 Long ABS-O CORP US N 2 2025-03-01 Fixed 4.95 N N N N N N SMALL BUSINESS ADMIN PART CERT 2005-20H N/A 83162CPS6 44754.920000 PA USD 47307.670000 0.0000692 Long ABS-O CORP US N 2 2025-08-01 Fixed 5.11 N N N N N N SMALL BUSINESS ADMIN PART CERT 2007-20D N/A 83162CQY2 62016.510000 PA USD 65904.470000 0.0000964 Long ABS-O CORP US N 2 2027-04-01 Fixed 5.32 N N N N N N SMALL BUSINESS ADMIN PART CERT 2007-20E N/A 83162CRA3 46438.660000 PA USD 49774.300000 0.0000728 Long ABS-O CORP US N 2 2027-05-01 Fixed 5.31 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2000-20L N/A 83162CLD3 40209.930000 PA USD 40640.260000 0.0000594 Long ABS-O CORP US N 2 2020-12-01 Fixed 6.9 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2001-20A N/A 83162CLF8 15909.960000 PA USD 16128.410000 0.0000236 Long ABS-O CORP US N 2 2021-01-01 Fixed 6.29 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2001-20B N/A 83162CLG6 40047.100000 PA USD 40896.750000 0.0000598 Long ABS-O CORP US N 2 2021-02-01 Fixed 6.44 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2001-20C N/A 83162CLJ0 91649.540000 PA USD 93042.810000 0.0001361 Long ABS-O CORP US N 2 2021-03-01 Fixed 6.34 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2003-20B N/A 83162CMU4 33247.540000 PA USD 34395.630000 0.0000503 Long ABS-O CORP US N 2 2023-02-01 Fixed 4.84 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2003-20H N/A 83162CND1 35318.980000 PA USD 37062.590000 0.0000542 Long ABS-O CORP US N 2 2023-08-01 Fixed 5.24 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2003-20I N/A 83162CNF6 359846.010000 PA USD 374586.130000 0.0005478 Long ABS-O CORP US N 2 2023-09-01 Fixed 5.13 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2003-20L N/A 83162CNK5 77941.460000 PA USD 81330.850000 0.0001189 Long ABS-O CORP US N 2 2023-12-01 Fixed 4.89 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2004-20A N/A 83162CNM1 118355.240000 PA USD 123306.900000 0.0001803 Long ABS-O CORP US N 2 2024-01-01 Fixed 4.93 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2007-20G N/A 83162CRD7 385776.220000 PA USD 413359.030000 0.0006045 Long ABS-O CORP US N 2 2027-07-01 Fixed 5.82 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2007-20K N/A 83162CRK1 79296.640000 PA USD 86267.690000 0.0001262 Long ABS-O CORP US N 2 2027-11-01 Fixed 5.51 N N N N N N ACCREDITED MORTGAGE LN TR 2004-4 N/A 004375CG4 754344.460000 PA USD 757311.150000 0.0011075 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.88838 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20G N/A 83162CRX3 119108.760000 PA USD 129800.940000 0.0001898 Long ABS-O CORP US N 2 2028-07-01 Fixed 5.87 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20H N/A 83162CRY1 101588.770000 PA USD 110939.840000 0.0001622 Long ABS-O CORP US N 2 2028-08-01 Fixed 6.02 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20I N/A 83162CSA2 233354.040000 PA USD 254485.790000 0.0003722 Long ABS-O CORP US N 2 2028-09-01 Fixed 5.6 N N N N N N SMALL BUSINESS ADMIN PASS THRU 2001-20K N/A 83162CLW1 263930.830000 PA USD 269082.310000 0.0003935 Long ABS-O CORP US N 2 2021-11-01 Fixed 5.34 N N N N N N SMALL BUSINESS ADMINISTRATION PARTICIPATION CERTIFICATES 2006-20G N/A 83162CQK2 111566.160000 PA USD 119405.900000 0.0001746 Long ABS-O CORP US N 2 2026-07-01 Fixed 6.07 N N N N N N SMALL BUSINESS ADMINISTRATION PARTICIPATION CERTIFICATES 2007-20H N/A 83162CRE5 8128.930000 PA USD 8781.130000 0.0000128 Long ABS-O CORP US N 2 2027-08-01 Fixed 5.78 N N N N N N ACCREDITED MORTGAGE LOAN TRUST 2003-1 N/A 004375AK7 1422680.850000 PA USD 1401559.020000 0.0020496 Long ABS-MBS CORP US N 2 2033-06-25 Variable 4.33 N N N N N N ACCREDITED MORTGAGE LOAN TRUST 2003-2 N/A 004375AN1 1209376.640000 PA USD 1270238.520000 0.0018576 Long ABS-MBS CORP US N 2 2033-10-25 Variable 4.98 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2018-A N/A 78449PAA7 6659362.310000 PA USD 6662155.250000 0.0097427 Long ABS-O CORP US N 2 2026-03-16 Floating 2.3775 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAA0 5700000.000000 PA USD 5703808.680000 0.0083412 Long DBT CORP IE N 2 2021-07-15 Fixed 2.65 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAD4 1300000.000000 PA USD 1367352.320000 0.0019996 Long DBT CORP IE N 2 2023-07-15 Fixed 4.125 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAL6 70250000.000000 PA USD 74590146.160000 0.1090802 Long DBT CORP FR N 2 2023-09-14 Fixed 4.25 N N N N N N SOCIETY OF LLOYDS 213800O2FTUPFGPH3J11 963WJMII9 3242000.000000 PA USD 3249609.980000 0.0047522 Long DBT CORP US Y 2 2020-09-02 Floating 3.21615 N N N N N N SOCIETY OF LLOYDS 213800O2FTUPFGPH3J11 963WJBII3 8758000.000000 PA USD 8778557.740000 0.0128377 Long DBT CORP US Y 2 2020-09-02 Floating 3.21615 N N N N N N SOCIETY OF LLOYDS 213800O2FTUPFGPH3J11 963WJNII7 2161000.000000 PA USD 2166072.540000 0.0031677 Long DBT CORP US Y 2 2020-09-02 Floating 3.21615 N N N N N N SOCIETY OF LLOYDS 213800O2FTUPFGPH3J11 963WJPII2 3242000.000000 PA USD 3256818.240000 0.0047628 Long DBT CORP US Y 2 2021-09-02 Floating 3.21615 N N N N N N ACCREDITED MORTGAGE LOAN TRUST 2005-4 N/A 004375EJ6 390651.400000 PA USD 390828.050000 0.0005715 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.33838 N N N N N N SOCIETY OF LLOYDS 213800O2FTUPFGPH3J11 963WJCII1 8758000.000000 PA USD 8798030.280000 0.0128662 Long DBT CORP US Y 2 2021-09-02 Floating 3.21615 N N N N N N SOCIETY OF LLOYDS 213800O2FTUPFGPH3J11 963WJQII0 2161000.000000 PA USD 2170877.300000 0.0031747 Long DBT CORP US Y 2 2021-09-02 Floating 3.21615 N N N N N N SOFI ALTERNATIVE TRUST 2018-A N/A 834012AA4 288967815.520000 PA USD 303757130.520000 0.4442128 Long ABS-O CORP US N 2 2050-05-16 Variable 4.56483 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC 2016-3 N/A 78471FAA0 3519830.990000 PA USD 3533946.920000 0.0051680 Long ABS-O CORP US N 2 2025-12-26 Fixed 3.05 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC 2019-2 N/A 83406CAA7 16504537.920000 PA USD 16646671.700000 0.0243440 Long ABS-O CORP US N 2 2028-04-25 Fixed 3.01 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM 2016-F LLC N/A 78471AAA1 3559533.180000 PA USD 3611374.930000 0.0052813 Long ABS-O CORP US N 2 2040-02-25 Floating 3.31838 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM 2016-F LLC N/A 78471AAB9 6270327.050000 PA USD 6403102.480000 0.0093639 Long ABS-O CORP US N 2 2040-02-25 Fixed 3.02 N N N N N N ACCREDITED MORTGAGE LOAN TRUST 2007-1 N/A 00438QAC8 65664.830000 PA USD 65811.370000 0.0000962 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.14838 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2018-B N/A 83404RAA6 10916139.510000 PA USD 10944340.260000 0.0160049 Long ABS-O CORP US N 2 2047-08-25 Fixed 2.64 N N N N N N SOUNDVIEW HOME EQUITY LN TR 2006-3 N/A 83612HAC2 3744634.750000 PA USD 3696816.510000 0.0054062 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.17838 N N N N N N ACE SECURITIES CORP 2002-HE3 N/A 004421BH5 968913.860000 PA USD 980435.990000 0.0014338 Long ABS-MBS CORP US N 2 2032-10-25 Floating 3.81838 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ2 N/A 83611XAB0 4003464.460000 PA USD 3218476.360000 0.0047067 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.12838 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ2 N/A 83611XAC8 3821702.870000 PA USD 3092597.250000 0.0045226 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.17838 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2 N/A 83611MML9 5000000.000000 PA USD 4928748.000000 0.0072078 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.29838 N N N N N N ACE SECURITIES CORP 2003-HE1 N/A 004421DA8 1787445.390000 PA USD 1779089.260000 0.0026017 Long ABS-MBS CORP US N 2 2033-11-25 Floating 2.99338 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1 N/A 83612NAD7 9271635.890000 PA USD 3531948.100000 0.0051651 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.19838 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1 N/A 83612NAE5 11963401.110000 PA USD 4661555.990000 0.0068170 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.27838 N N N N N N SOUNDVIEW HOME EQUITY LOAN TRUST 2007-OPT3 N/A 83612KAD3 2651559.430000 PA USD 2571026.530000 0.0037599 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.19838 N N N N N N SOUNDVIEW HOME LOAN TRUST 2005-3 N/A 83611MFP8 1287054.150000 PA USD 1287444.000000 0.0018828 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.84338 N N N N N N SOUTH CAROLINA STUDENT LOAN CORP 2008-1 N/A 83715AAH2 325370.750000 PA USD 327209.090000 0.0004785 Long ABS-O CORP US N 2 2024-09-03 Floating 3.13763 N N N N N N ACE SECURITIES CORP 2004-HE4 N/A 004421JJ3 291965.560000 PA USD 290681.610000 0.0004251 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.99338 N N N N N N SOUTHBRIDGE ASSOCS LLC MASS FED LEASE BK N/A 841238AB4 10300000.000000 PA USD 10859496.000000 0.0158809 Long DBT MUN US N 2 2022-02-01 Fixed 7.59 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CP5 2500000.000000 PA USD 2588617.930000 0.0037856 Long DBT CORP US N 2 2025-06-15 Fixed 3.2 N N N N N N ACE SECURITIES CORP 2005-HE4 N/A 004421PT4 3118000.000000 PA USD 3156095.720000 0.0046155 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.99338 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FR9 2800000.000000 PA USD 2864151.110000 0.0041885 Long DBT CORP US N 2 2021-06-01 Fixed 3.875 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CM7 1000000.000000 PA USD 1003764.790000 0.0014679 Long DBT CORP US N 2 2020-06-15 Fixed 2.75 N N N N N N ACE SECURITIES CORP 2005-HE7 N/A 004421UC5 10287506.330000 PA USD 10359214.360000 0.0151493 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.67838 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CS4 13975000.000000 PA USD 14020978.310000 0.0205042 Long DBT CORP US N 2 2021-07-01 Fixed 2.35 N N N N N N ACE SECURITIES CORP 2005-SD3 N/A 004421TQ6 2867726.090000 PA USD 2835860.780000 0.0041471 Long ABS-MBS CORP US N 2 2045-08-25 Floating 2.71838 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AV2 4800000.000000 PA USD 4800489.700000 0.0070202 Long DBT CORP US N 2 2020-12-20 Floating 2.70588 N N N N N N SOUTHWEST AIRLINES CO 2007-1 PASS THROUGH TRUST N/A 84474YAB2 1724097.970000 PA USD 1832754.420000 0.0026802 Long DBT CORP US N 2 2022-08-01 Fixed 6.65 N N N N N N SPAIN GOVT 9598007A56S18711AH60 ACI1CLSY9 253948000.000000 PA 289579544.460000 0.4234796 Long DBT NUSS ES N 2 2029-10-31 Fixed 0.6 N N N N N N SPAIN GOVT 9598007A56S18711AH60 ACI17SZK2 397900000.000000 PA 489000313.800000 0.7151114 Long DBT NUSS ES N 2 2029-04-30 Fixed 1.45 N N N N N N SPAIN GOVT 9598007A56S18711AH60 BD35VZII7 97900000.000000 PA 119331500.870000 0.1745097 Long DBT NUSS ES N 2 2028-07-30 Fixed 1.4 N N N N N N SPAIN GOVT 9598007A56S18711AH60 BJRJGGII7 139000000.000000 PA 180944389.640000 0.2646121 Long DBT NUSS ES N 2 2035-07-30 Fixed 1.85 N N N N N N SPAIN GOVT 9598007A56S18711AH60 BFX170II2 42800000.000000 PA 66005700.000000 0.0965264 Long DBT NUSS ES N 2 2048-10-31 Fixed 2.7 N N N N N N SPECIALTY UNDERWRITING & RESID 2005-BC2 N/A 84751PFW4 2500248.830000 PA USD 2508798.180000 0.0036689 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.99338 N N N N N N ACE SECURITIES CORP 2006-FM2 N/A 00442CAD1 5212098.040000 PA USD 1848304.300000 0.0027030 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.17838 Y N N N N N SPECIALTY UNDERWRITING & RESID 2005-BC3 N/A 84751PGZ6 535837.730000 PA USD 539184.300000 0.0007885 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.76838 N N N N N N SPECIALTY UNDERWRITING & RESID 2005-BC3 N/A 84751PHA0 18300000.000000 PA USD 17484702.060000 0.0255695 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.91838 N N N N N N SPECIALTY UNDERWRITING & RESID 2006-AB1 N/A 84751PKW8 4404231.200000 PA USD 4346232.760000 0.0063559 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.61838 N N N N N N SPECIALTY UNDERWRITING & RESID 2006-BC2 N/A 84751PLM9 31736699.350000 PA USD 17547931.970000 0.0256620 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.9786 Y N N N N N SPECIALTY UNDERWRITING & RESID 2006-BC2 N/A 84751PLP2 6774707.830000 PA USD 3744372.890000 0.0054758 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.9786 Y N N N N N SPECIALTY UNDERWRITING & RESID 2007-AB1 N/A 84752CAE7 3869666.300000 PA USD 2063884.970000 0.0030182 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.36838 N N N N N N ACE SECURITIES CORP 2006-FM2 N/A 00442CAE9 6697545.980000 PA USD 2415373.510000 0.0035322 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.23838 Y N N N N N SPECIALTY UNDERWRNG & RES FIN 2006-BC5 N/A 84751NAD6 542514.660000 PA USD 384619.400000 0.0005625 Long ABS-MBS CORP US N 2 2037-11-25 Floating 2.11838 N N N N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAJ8 5900000.000000 PA USD 5911725.660000 0.0086453 Long DBT CORP US N 2 2020-06-05 Floating 2.82663 N N N N N N ACE SECURITIES CORP 2006-HE4 N/A 00442BAB7 11803.670000 PA USD 6129.280000 0.0000090 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.07838 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAJ9 13963000.000000 PA USD 14490588.320000 0.0211910 Long DBT CORP US N 2 2023-06-15 Fixed 3.95 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAK6 6800000.000000 PA USD 7330418.020000 0.0107200 Long DBT CORP US N 2 2028-06-15 Fixed 4.6 N N N N N N SPIRIT AIRLINES 2015-1 PASS THROUGH TRUST A N/A 84858DAA6 4628849.290000 PA USD 4885056.100000 0.0071439 Long DBT CORP US N 2 2029-10-01 Fixed 4.1 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAF5 8800000.000000 PA USD 8742791.640000 0.0127854 Long DBT CORP US N 2 2030-01-15 Fixed 3.4 N N N N N N ACE SECURITIES CORP 2006-NC3 N/A 00442EAF2 6111431.350000 PA USD 2194595.440000 0.0032094 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.12838 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAM1 41090000.000000 PA USD 45378768.750000 0.0663617 Long DBT CORP US N 2 2025-03-15 Fixed 6.875 N N N N N N ACE SECURITIES CORP 2006-NC3 N/A 00442EAH8 23562474.020000 PA USD 8680832.480000 0.0126948 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.21838 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAK5 35520000.000000 PA USD 38184000.000000 0.0558401 Long DBT CORP US N 2 2022-05-15 Fixed 6.125 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAJ8 83699000.000000 PA USD 89139435.000000 0.1303570 Long DBT CORP US N 2 2020-12-15 Fixed 8.25 N N N N N N SPRINT CORP (SPRINT COMMUNICATIONS INC) 549300JKU50UT08ZWD77 852061AQ3 4000000.000000 PA USD 4075000.000000 0.0059593 Long DBT CORP US N 2 2020-03-01 Fixed 7 N N N N N N ACE SECURITIES CORP 2006-SD1 N/A 004421XW8 2627704.570000 PA USD 2611867.390000 0.0038196 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.63838 Y N N N N N ACE SECURITIES CORP 2006-SD2 N/A 00442MAB3 5151444.180000 PA USD 3691401.780000 0.0053983 Long ABS-MBS CORP US N 2 2045-12-25 Floating 2.56838 Y N N N N N SPRINT CORP (SPRINT COMMUNICATIONS INC) 549300JKU50UT08ZWD77 852061AS9 2000000.000000 PA USD 2130000.000000 0.0031149 Long DBT CORP US N 2 2022-11-15 Fixed 6 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAE5 700000.000000 PA USD 748720.000000 0.0010949 Long DBT CORP US N 2 2021-09-15 Fixed 7.25 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAA8 3325000.000000 PA USD 3345781.250000 0.0048929 Long DBT CORP US N 2 2023-03-20 Variable 3.36 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAD2 19300000.000000 PA USD 20564343.000000 0.0300732 Long DBT CORP US N 2 2029-09-20 Fixed 4.738 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAE0 54600000.000000 PA USD 59377500.000000 0.0868333 Long DBT CORP US N 2 2029-09-20 Fixed 5.152 N N N N N N ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC) 549300TPQQDBP9GNOF40 00507VAL3 6400000.000000 PA USD 6467819.840000 0.0094585 Long DBT CORP US N 2 2022-06-15 Fixed 2.6 N N N N N N STADSHYPOTEK AB 549300UOX05QGUJJ5707 85235XAF2 1200000.000000 PA USD 1219083.970000 0.0017828 Long DBT CORP SE N 2 2022-04-05 Fixed 2.5 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BN9 3543000.000000 PA USD 3663626.960000 0.0053577 Long DBT CORP GB N 2 2025-05-21 Floating 3.785 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BQ2 78300000.000000 PA USD 78413128.620000 0.1146709 Long DBT CORP GB N 2 2022-09-10 Floating 2.744 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BR0 74000000.000000 PA USD 74416620.000000 0.1088265 Long DBT CORP GB N 2 2022-09-10 Floating 3.33413 N N N N N N STANIFORD STREET CLO LTD 2014-1A N/A 854432AE1 1401022.930000 PA USD 1404938.750000 0.0020546 Long ABS-CBDO CORP KY N 2 2025-06-15 Floating 3.2985 N N N N N N ADANI PORTS AND SPECIAL ECONOMIC ZONE 335800QOAXP5TM7OYP69 00652MAF9 57800000.000000 PA USD 58192462.000000 0.0851003 Long DBT CORP IN N 2 2024-07-24 Fixed 3.375 N N N N N N STATE OF RIO DE JANEIRO N/A 932RBYII0 19200000.000000 PA USD 19416728.640000 0.0283949 Long LON NUSS BR N 3 2020-12-20 Fixed 6.0244 N N N N N N STOCKTON PUBLIC FINANCING AUTHORITY N/A 861398AY1 1000000.000000 PA USD 1000000.000000 0.0014624 Long DBT MUN US N 2 2038-10-01 Fixed 7.942 N N N N N N STRUCTURED ADJ RATE MTG LN 2004-19 N/A 863579JG4 164378.500000 PA USD 161152.950000 0.0002357 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.84605 Y N N N N N STRUCTURED ADJ RATE MTG LN 2006-3 N/A 863579Y69 3505279.780000 PA USD 2956033.640000 0.0043229 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.0319 Y N N N N N STRUCTURED ADJ RATE MTG LN 2006-7 N/A 86361BAF4 4340964.960000 PA USD 3458619.990000 0.0050579 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.31838 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2005-21 N/A 863579B49 284356.450000 PA USD 270494.700000 0.0003956 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.79008 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-1 N/A 863579P93 3093703.010000 PA USD 2934060.200000 0.0042908 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.41315 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-1 N/A 863579Q43 1716128.830000 PA USD 1608108.990000 0.0023517 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.12178 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-1 N/A 863579R42 2243516.620000 PA USD 1755373.400000 0.0025670 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.29307 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-2 N/A 863579V47 561928.730000 PA USD 525269.010000 0.0007682 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.4497 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-4 N/A 86360BAC2 3682963.000000 PA USD 3508126.850000 0.0051303 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.22682 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-4 N/A 86360BAP3 804835.810000 PA USD 779142.310000 0.0011394 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.5581 Y N N N N N STRUCTURED ADJUST RATE MTG LN 2004-13 N/A 863579BM9 1488389.440000 PA USD 1435641.960000 0.0020995 Long ABS-MBS CORP US N 2 2034-09-25 Floating 0.49003 N N N N N N STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2006-5 N/A 86360NAJ1 168556.020000 PA USD 168489.340000 0.0002464 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.06017 Y N N N N N STRUCTURED ADJUSTABLE RATE MTG LN 2004-1 N/A 86359BGG0 879545.920000 PA USD 898403.740000 0.0013138 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.45757 N N N N N N STRUCTURED ADJUSTABLE RT MTG LN 2004-18 N/A 863579FW3 34076.780000 PA USD 34436.020000 0.0000504 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.44745 N N N N N N STRUCTURED ADJUSTABLE RT MTG LN 2004-20 N/A 863579HD3 419070.930000 PA USD 424074.130000 0.0006202 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.03888 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2004-4 N/A 007036DM5 1281335.350000 PA USD 1303570.110000 0.0019063 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.10925 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-17 N/A 863579VM7 48487.290000 PA USD 49439.570000 0.0000723 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.15942 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2004-4 N/A 007036DW3 4134003.760000 PA USD 3952384.570000 0.0057799 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.16838 Y N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-18 N/A 863579XK9 1156232.500000 PA USD 1131644.980000 0.0016549 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.39615 Y N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-22 N/A 863579J90 2763777.080000 PA USD 2664514.640000 0.0038966 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.29139 Y N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2007-9 N/A 86364JAA5 632541.460000 PA USD 591173.750000 0.0008645 Long ABS-MBS CORP US N 2 2037-10-25 Floating 3.53138 Y N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-10 N/A 007036TE6 455333.220000 PA USD 441036.900000 0.0006450 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.68499 Y N N N N N STRUCTURED ARM LOAN TRUST 2004-12 N/A 863579AQ1 10520.440000 PA USD 10785.940000 0.0000158 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.22486 N N N N N N STRUCTURED ARM LOAN TRUST 2004-12 N/A 863579AU2 373584.240000 PA USD 377494.020000 0.0005520 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.77154 N N N N N N STRUCTURED ARM LOAN TRUST 2005-19XS N/A 863579YU6 762823.620000 PA USD 769003.250000 0.0011246 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.31838 N N N N N N STRUCTURED ASSEET MTGE INV INC 2002-AR3 N/A 86358HNX3 1574670.450000 PA USD 1561689.180000 0.0022838 Long ABS-MBS CORP US N 2 2032-09-19 Floating 2.717 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-10 N/A 007036TH9 1978426.640000 PA USD 1916308.990000 0.0028024 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.68499 Y N N N N N STRUCTURED ASSET INVEST LN TR 2003-BC2 N/A 86358EAL0 798998.090000 PA USD 787431.870000 0.0011515 Long ABS-MBS CORP US N 2 2033-04-25 Floating 2.71838 N N N N N N STRUCTURED ASSET INVEST LN TR 2003-BC2 N/A 86358EAN6 128940.230000 PA USD 130911.130000 0.0001914 Long ABS-MBS CORP US N 2 2033-04-25 Floating 3.39838 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-10 N/A 007036TK2 1674439.570000 PA USD 1453221.990000 0.0021252 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.40792 Y N N N N N STRUCTURED ASSET INVEST LN TR 2004-BNC2 N/A 86358ENH5 6671739.170000 PA USD 6706224.720000 0.0098071 Long ABS-MBS CORP US N 2 2034-12-25 Floating 3.21838 N N N N N N STRUCTURED ASSET INVEST LN TR 2006-BNC3 N/A 86361KAC1 17152038.240000 PA USD 16721515.220000 0.0244535 Long ABS-MBS CORP US N 2 2036-09-25 Floating 2.16838 N N N N N N STRUCTURED ASSET INVEST LN TRUST-2005-11 N/A 86358EZP4 6279905.860000 PA USD 6293945.220000 0.0092042 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.61838 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11 N/A 86358EPQ3 36480767.590000 PA USD 36560492.660000 0.0534659 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.94838 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11 N/A 86358EPS9 3957396.950000 PA USD 3516950.150000 0.0051432 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.14338 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11 N/A 86358EPT7 4313436.240000 PA USD 2280637.970000 0.0033352 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.59338 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11 N/A 86358EPU4 3083818.070000 PA USD 454748.760000 0.0006650 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.74338 Y N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-BNC1 N/A 86358EKV7 284754.530000 PA USD 286077.040000 0.0004184 Long ABS-MBS CORP US N 2 2034-09-25 Floating 3.01838 N N N N N N STRUCTURED ASSET INVST LN TR 2004-8 N/A 86358EMA1 365079.340000 PA USD 364072.160000 0.0005324 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.94838 N N N N N N STRUCTURED ASSET INVST LN TR 2005-4 N/A 86358ESN7 9400000.000000 PA USD 9549610.400000 0.0139653 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.91838 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-3 N/A 007036HW9 1259722.170000 PA USD 1273458.180000 0.0018623 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.94613 N N N N N N STRUCTURED ASSET INVST LN TR 2006-3 N/A 863587AE1 1464687.450000 PA USD 1436177.160000 0.0021003 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.16838 N N N N N N STRUCTURED ASSET MORTGAGE INV 2005-AR4 N/A 86359LLZ0 2714110.260000 PA USD 2733839.670000 0.0039980 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.32838 Y N N N N N STRUCTURED ASSET MORTGAGE INV 2005-AR4 N/A 86359LMB2 2066523.530000 PA USD 2164763.990000 0.0031657 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.84605 Y N N N N N STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2003-AR4 N/A 86359LAA7 203576.420000 PA USD 201928.510000 0.0002953 Long ABS-MBS CORP US N 2 2034-01-19 Floating 2.757 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-3 N/A 007036JA5 679935.880000 PA USD 667203.540000 0.0009757 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.4715 N N N N N N STRUCTURED ASSET MTG INV INC 2003-AR1 N/A 86358HRX9 384471.020000 PA USD 370097.570000 0.0005412 Long ABS-MBS CORP US N 2 2033-10-19 Floating 2.897 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-5 N/A 007036LG9 1576759.120000 PA USD 1334690.010000 0.0019518 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.12556 Y N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-5 N/A 007036LJ3 146301.310000 PA USD 141425.500000 0.0002068 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.60243 Y N N N N N STRUCTURED ASSET MTG INV INC 2005-AR4 N/A 86360QAB1 1655277.220000 PA USD 1668769.050000 0.0024404 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.20838 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPD5 1792259.340000 PA USD 1785596.970000 0.0026112 Long ABS-MBS CORP US N 2 2035-07-19 Floating 2.307 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPF0 1386712.260000 PA USD 1382632.830000 0.0020220 Long ABS-MBS CORP US N 2 2035-07-19 Floating 2.307 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR8 N/A 86359LRY7 10529735.160000 PA USD 10493240.150000 0.0153453 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.73224 Y N N N N N STRUCTURED ASSET MTG INV INC 2006-AR2 N/A 86359LSM2 207581.570000 PA USD 205412.360000 0.0003004 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.24838 Y N N N N N STRUCTURED ASSET MTG INV INC 2006-AR3 N/A 86360KAA6 754141.610000 PA USD 750943.520000 0.0010982 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.22838 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-6A N/A 007036PA8 18438.960000 PA USD 17537.810000 0.0000256 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.55838 Y N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-7 N/A 007036MX1 3243079.940000 PA USD 3122642.000000 0.0045665 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.30557 Y N N N N N STRUCTURED ASSET MTG INV INC 2007-AR2 N/A 86363DAH4 1960279.390000 PA USD 1327088.760000 0.0019407 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.27838 N N N N N N STRUCTURED ASSET MTG INV INC 2007-AR2 N/A 86363DAJ0 135816.210000 PA USD 81672.150000 0.0001194 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.35838 Y N N N N N STRUCTURED ASSET MTGE INV 1998-2 N/A 073914C27 368.690000 PA USD 37.010000 0.0000001 Long ABS-MBS CORP US N 2 2030-05-02 Fixed 6.75 N N N N N N STRUCTURED ASSET MTGE INV 1999-1 N/A 86358HGW3 13413.530000 PA USD 13050.370000 0.0000191 Long ABS-MBS CORP US N 2 2029-06-25 Floating 6.24162 N N N N N N STRUCTURED ASSET MTGE INV INC 1998-6 N/A 86358HAH2 199.270000 PA USD 200.070000 0.0000003 Long ABS-MBS CORP US N 2 2022-05-25 Floating 3.23875 N N N N N N STRUCTURED ASSET MTGE INVEST 2006-AR5 N/A 86360JAA9 120422.710000 PA USD 114808.650000 0.0001679 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.22838 N N N N N N STRUCTURED ASSET MTGE INVEST 2006-AR5 N/A 86360JAB7 11523.930000 PA USD 21602.920000 0.0000316 Long ABS-MBS CORP US N 2 2046-05-25 Floating 2.27838 Y N N N N N STRUCTURED ASSET MTGE INVEST 2006-AR5 N/A 86360JAN1 10691993.500000 PA USD 5978368.290000 0.0087427 Long ABS-MBS CORP US N 2 2046-05-25 Floating 2.23838 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-8 N/A 007036QB5 1964485.270000 PA USD 1892217.160000 0.0027672 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.65958 Y N N N N N STRUCTURED ASSET SEC CORP 1998-RF1 N/A 863572SK0 10117.910000 PA USD 10120.630000 0.0000148 Long ABS-MBS CORP US N 2 2027-04-15 Floating 5.14041 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-8 N/A 007036QH2 303336.570000 PA USD 276899.300000 0.0004049 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.47494 Y N N N N N STRUCTURED ASSET SEC CORP 2003-24A N/A 86359AG98 25229.970000 PA USD 26084.790000 0.0000381 Long ABS-MBS CORP US N 2 2033-07-25 Floating 4.6354 N N N N N N STRUCTURED ASSET SEC CORP 2003-34A N/A 86359A5V1 91763.770000 PA USD 93861.860000 0.0001373 Long ABS-MBS CORP US N 2 2033-11-25 Floating 4.6217 N N N N N N STRUCTURED ASSET SEC CORP 2003-40A N/A 86359BEK3 1884972.510000 PA USD 1932772.020000 0.0028265 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.37908 N N N N N N STRUCTURED ASSET SEC CORP 2003-6A N/A 86359AMR1 1154457.690000 PA USD 1183314.510000 0.0017305 Long ABS-MBS CORP US N 2 2033-03-25 Floating 4.57392 N N N N N N STRUCTURED ASSET SEC CORP 2005-9XS N/A 86359DDS3 1037999.490000 PA USD 1030336.980000 0.0015068 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.31838 N N N N N N STRUCTURED ASSET SEC CORP 2006-RF3 N/A 863592AD3 2833257.790000 PA USD 2421171.210000 0.0035407 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 7.5 Y N N N N N STRUCTURED ASSET SEC CORP 2006-W3 N/A 86361EAF8 4500000.000000 PA USD 4467632.400000 0.0065334 Long ABS-MBS CORP US N 2 2036-09-25 Floating 2.26838 N N N N N N STRUCTURED ASSET SEC CORP 2007-GEL2 N/A 86363MAC5 3486000.000000 PA USD 3366655.400000 0.0049234 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.46838 N N N N N N STRUCTURED ASSET SEC CORP 2007-WF2 N/A 86364LAA0 10470829.440000 PA USD 10538931.710000 0.0154121 Long ABS-MBS CORP US N 2 2037-08-25 Floating 3.01838 N N N N N N STRUCTURED ASSET SECUR CORP 2005-GEL1 N/A 86359BX30 838480.520000 PA USD 839774.380000 0.0012281 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.56838 N N N N N N STRUCTURED ASSET SECURITIES CORP 2004-11 N/A 86359BUE9 123960.720000 PA USD 124590.320000 0.0001822 Long ABS-MBS CORP US N 2 2034-06-25 Variable 5.23998 N N N N N N STRUCTURED ASSET SECURITIES CORP 2005-11H N/A 86359DDX2 1276689.740000 PA USD 1357071.150000 0.0019846 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.5 N N N N N N STRUCTURED ASSET SECURITIES CORP 2006-ZA N/A 86362GAB1 2981480.290000 PA USD 1608932.280000 0.0023529 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.19838 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION 2006-AM1 N/A 86359XAE3 12913000.000000 PA USD 12498998.890000 0.0182785 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.28838 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2006-3 N/A 00703QAE2 4961459.480000 PA USD 2780707.520000 0.0040665 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.13838 N N N N N N STRUCTURED ASSET SECURITIES CP 2002-14A N/A 86358RR66 27199.020000 PA USD 26108.000000 0.0000382 Long ABS-MBS CORP US N 2 2032-07-25 Floating 4.30947 N N N N N N SUDBURY MILL CLO LTD 2013-1A N/A 864662AM3 7705347.610000 PA USD 7710543.710000 0.0112759 Long ABS-CBDO CORP KY N 2 2026-01-17 Floating 3.45325 N N N N N N SUMITOMO MITSUI BANKING CORPORATION 5U0XI89JRFVHWIBS4F54 865622CJ1 4100000.000000 PA USD 4104502.780000 0.0060024 Long DBT CORP JP N 2 2020-01-17 Fixed 2.514 N N N N N N SUMITOMO MITSUI BANKING CORPORATION 5U0XI89JRFVHWIBS4F54 865622BR4 5500000.000000 PA USD 5504134.520000 0.0080492 Long DBT CORP JP N 2 2020-01-16 Fixed 2.45 N N N N N N SUMITOMO MITSUI BANKING CORPORATION 5U0XI89JRFVHWIBS4F54 865622CN2 9000000.000000 PA USD 9020703.330000 0.0131918 Long DBT CORP JP N 2 2020-10-16 Floating 2.69225 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAB6 2299000.000000 PA USD 2320180.780000 0.0033930 Long DBT CORP JP N 2 2021-03-09 Fixed 2.934 N N N N N N ADJUSTABLE RATE MORTGAGE TR 2005-4 N/A 007036KD7 568617.180000 PA USD 570756.770000 0.0008347 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.95973 Y N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAD2 7000000.000000 PA USD 7129184.440000 0.0104257 Long DBT CORP JP N 2 2021-03-09 Floating 3.78213 N N N N N N ADJUSTABLE RATE MORTGAGE TRUST 2006-1 N/A 225470A94 181434.400000 PA USD 144957.940000 0.0002120 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.52309 Y N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBM1 52300000.000000 PA USD 52929510.520000 0.0774038 Long DBT CORP JP N 2 2024-07-16 Fixed 2.696 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBT6 56200000.000000 PA USD 56202356.470000 0.0821900 Long DBT CORP JP N 2 2024-09-27 Fixed 2.448 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAJ9 10400000.000000 PA USD 10533786.740000 0.0154046 Long DBT CORP JP N 2 2021-10-19 Floating 3.4425 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAT7 4300000.000000 PA USD 4313056.090000 0.0063074 Long DBT CORP JP N 2 2022-10-18 Floating 3.03963 N N N N N N SUNTORY HOLDINGS LIMITED 54930074QUY8RD0UZM08 86803UAC5 8000000.000000 PA USD 8025585.440000 0.0117366 Long DBT CORP JP N 2 2022-06-28 Fixed 2.55 N N N N N N SUNTRUST ADJR MRTG LN TR 2007-1 N/A 78473NAC7 486841.350000 PA USD 465141.760000 0.0006802 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.66613 Y N N N N N SUNTRUST ADJR MRTG LN TR 2007-2 N/A 78473TAG5 493694.980000 PA USD 414751.620000 0.0006065 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.68756 Y N N N N N SUNTRUST ADJR MRTG LN TR 2007-4 N/A 78473WAC7 738192.640000 PA USD 699045.470000 0.0010223 Long ABS-MBS CORP US N 2 2037-10-25 Floating 4.14301 N N N N N N SUNTRUST ADJR MRTG LN TR 2007-S1 N/A 855541AA6 3739451.290000 PA USD 3526252.830000 0.0051568 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.79847 Y N N N N N SUNTRUST ALTERNATIVE LN TRUST 2005-1F N/A 86789MAA5 4322031.030000 PA USD 3654213.700000 0.0053439 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.66838 Y N N N N N SUNTRUST ALTERNATIVE LN TRUST 2005-1F N/A 86789MAF4 2841199.140000 PA USD 2775041.530000 0.0040582 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.75 Y N N N N N SUNTRUST ALTERNATIVE LN TRUST 2006-1F N/A 86800RAC5 671314.480000 PA USD 591166.240000 0.0008645 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6 Y N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86960BAT9 99150000.000000 PA USD 101172043.290000 0.1479534 Long DBT CORP SE N 2 2021-05-24 Fixed 3.35 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86960BAX0 34700000.000000 PA USD 37106983.890000 0.0542651 Long DBT CORP SE N 2 2023-11-20 Fixed 3.9 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86960BAU6 45500000.000000 PA USD 45671284.300000 0.0667894 Long DBT CORP SE N 2 2021-05-24 Floating 2.60225 N N N N N N SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED 549300MJAANHLHOVTO40 87124VAD1 2900000.000000 PA USD 3040078.850000 0.0044458 Long DBT CORP AU N 2 2023-03-22 Fixed 3.9 N N N N N N SYMPHONY CLO XII LTD 2013-12A N/A 13080BAA9 24239279.100000 PA USD 24251398.740000 0.0354651 Long ABS-CBDO CORP KY N 2 2025-10-15 Floating 3.33338 N N N N N N SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK) 549300UATVPGSLE43Z27 87166FAC7 17900000.000000 PA USD 18248315.030000 0.0266862 Long DBT CORP US N 2 2021-05-24 Fixed 3.65 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAP8 4850000.000000 PA USD 5384423.880000 0.0078742 Long DBT CORP US N 2 2029-03-19 Fixed 5.15 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAQ6 4500000.000000 PA USD 4541444.910000 0.0066414 Long DBT CORP US N 2 2022-07-25 Fixed 2.85 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAL7 2800000.000000 PA USD 2860614.260000 0.0041833 Long DBT CORP US N 2 2026-08-04 Fixed 3.7 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAE4 1200000.000000 PA USD 1222295.260000 0.0017875 Long DBT CORP NL N 2 2021-04-23 Fixed 3.933 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAH7 14600000.000000 PA USD 15267987.520000 0.0223278 Long DBT CORP NL N 2 2023-04-24 Fixed 4.441 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAG9 4700000.000000 PA USD 4981913.290000 0.0072855 Long DBT CORP NL N 2 2025-04-24 Fixed 4.892 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAC8 12000000.000000 PA USD 12768721.680000 0.0186729 Long DBT CORP NL N 2 2028-04-24 Fixed 5.182 N N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 874060AN6 21100000.000000 PA USD 21852867.830000 0.0319575 Long DBT CORP JP N 2 2021-11-26 Fixed 4 N N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 874060AR7 58300000.000000 PA USD 62831893.950000 0.0918850 Long DBT CORP JP N 2 2023-11-26 Fixed 4.4 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BB7 8535000.000000 PA USD 8612226.730000 0.0125945 Long DBT CORP US N 2 2022-09-15 Fixed 2.6 N N N N N N TAURUS 2015-1 IT SRL N/A ACI0BNBG5 686567.170000 PA 749622.450000 0.0010962 Long ABS-MBS CORP IT N 2 2027-02-18 Floating 1.094 N N N N N N TBW MTGE BACKED P/T CERT 2007-2 N/A 872227AK9 1164136.930000 PA USD 800384.070000 0.0011705 Long ABS-MBS CORP US N 2 2037-07-25 Variable 6.0145 Y N N N N N TBW MTGE BACKED PASS THRU CERT 2006-2 N/A 878048AJ6 4925585.810000 PA USD 2419069.460000 0.0035376 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.5 Y N N N N N TBW MTGE BACKED PASS THRU CERT 2006-4 N/A 872224AG5 5583477.770000 PA USD 442042.820000 0.0006464 Long ABS-MBS CORP US N 2 2036-09-25 Variable 5.97 Y N N N N N TBW MTGE BACKED PASS THRU CERT 2006-6 N/A 87222PAV5 667544.530000 PA USD 358245.450000 0.0005239 Long ABS-MBS CORP US N 2 2037-01-25 Variable 5.63 Y N N N N N TECH DATA CORPORATION 549300EK847TAWPJWF34 878237AG1 2565000.000000 PA USD 2623455.320000 0.0038365 Long DBT CORP US N 2 2022-02-15 Fixed 3.7 N N N N N N TELEFONICA EMISIONES SA 549300Y5MFC4SW5Z3K71 87938WAP8 2600000.000000 PA USD 2714764.290000 0.0039701 Long DBT CORP ES N 2 2021-02-16 Fixed 5.462 N N N N N N TELOS CLO LTD 2014-6A N/A 87970UAU0 17505079.620000 PA USD 17512738.090000 0.0256105 Long ABS-CBDO CORP KY N 2 2027-01-17 Floating 3.57325 N N N N N N TELSTRA CORPORATION LIMITED PCTXNQGRJVR3OG33JG65 87969NAC9 2900000.000000 PA USD 3040131.020000 0.0044459 Long DBT CORP AU N 2 2021-10-12 Fixed 4.8 N N N N N N TESCO PLC 2138002P5RNKC5W2JZ46 B1VVW5II0 8300000.000000 PA 13214685.450000 0.0193251 Long DBT CORP GB N 2 2047-04-10 Fixed 5.125 N N N N N N TESCO PROPERTY FIN 4 PLC 213800UCE6O94DGHWT77 B3LSHBII8 23100869.550000 PA 37379044.980000 0.0546629 Long DBT CORP GB N 2 2040-10-13 Fixed 5.8006 N N N N N N TESCO PROPERTY FINANCE 3 PLC 213800HCQGDQGFP75D78 989XYDII0 8930117.280000 PA 14291212.200000 0.0208994 Long DBT CORP GB N 2 2040-04-13 Fixed 5.744 N N N N N N TESCO PROPERTY FINANCE 5 PLC 213800BN1HYPUZMXAF92 ACI01EQ39 8346228.960000 PA 13262785.610000 0.0193954 Long DBT CORP GB N 2 2041-10-13 Fixed 5.6611 N N N N N N TESCO PROPERTY FINANCE 6 PLC 213800FORYFOB97FHO66 B9JST3II3 16654357.500000 PA 26102560.160000 0.0381722 Long DBT CORP GB N 2 2044-07-13 Fixed 5.4111 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV 549300HSQCIKJAOYIT23 ACI1285W8 20900000.000000 PA 19427503.260000 0.0284107 Long DBT CORP NL N 2 2025-03-01 Fixed 4.5 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV 549300HSQCIKJAOYIT23 933THVII5 23200000.000000 PA 23572247.680000 0.0344719 Long DBT CORP NL N 2 2022-04-15 Fixed 3.25 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV 549300HSQCIKJAOYIT23 BWK1Q1II6 14400000.000000 PA 13207801.860000 0.0193150 Long DBT CORP NL N 2 2023-03-31 Fixed 1.25 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV 549300HSQCIKJAOYIT23 ACI0NSTB3 64894000.000000 PA 68978516.730000 0.1008738 Long DBT CORP NL N 2 2020-07-25 Fixed 0.375 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAL5 9100000.000000 PA USD 7877187.500000 0.0115196 Long DBT CORP NL N 2 2024-04-15 Fixed 6 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAC5 6400000.000000 PA USD 5872000.000000 0.0085872 Long DBT CORP NL N 2 2021-07-21 Fixed 2.2 N N N N N N AEGIS ASSET BACKED SECURITIES TR 2005-5 N/A 00764MHE0 3300000.000000 PA USD 3224184.150000 0.0047150 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.44838 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAD3 900000.000000 PA USD 730125.000000 0.0010677 Long DBT CORP NL N 2 2023-07-21 Fixed 2.8 N N N N N N AEGIS ASSET BACKED SECURITIES TRUST 2005-2 N/A 00764MFD4 3500000.000000 PA USD 3216034.500000 0.0047031 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.49838 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203BZ3 13300000.000000 PA USD 13296337.180000 0.0194445 Long DBT CORP US N 2 2020-11-10 Floating 2.731 N N N N N N AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP) N/A 00108WAH3 7800000.000000 PA USD 8619683.670000 0.0126054 Long DBT CORP US N 2 2028-06-01 Fixed 3.95 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06416CAC2 4100000.000000 PA USD 4100470.840000 0.0059965 Long DBT CORP CA N 2 2021-04-26 Fixed 1.875 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159QD1 17500000.000000 PA USD 17661420.530000 0.0258280 Long DBT CORP CA N 2 2023-01-18 Fixed 2.375 N N N N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348AU0 765000.000000 PA USD 776694.650000 0.0011358 Long DBT CORP US N 2 2022-06-01 Fixed 2.75 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2003-5 N/A 885220EB5 274476.550000 PA USD 274236.360000 0.0004010 Long ABS-MBS CORP US N 2 2043-10-25 Floating 3.94826 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2003-6 N/A 885220EP4 445961.320000 PA USD 444062.150000 0.0006494 Long ABS-MBS CORP US N 2 2033-12-25 Floating 2.36838 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2006-4 N/A 88522AAC5 58977040.930000 PA USD 57462970.540000 0.0840335 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.46949 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2006-5 N/A 88522RAA2 80574862.140000 PA USD 82035829.430000 0.1199688 Long ABS-MBS CORP US N 2 2046-10-25 Floating 4.2866 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-1 N/A 88522EAC7 14289874.680000 PA USD 13326012.630000 0.0194879 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.33338 Y N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-3 N/A 88522XAC5 15372611.510000 PA USD 14757790.060000 0.0215817 Long ABS-MBS CORP US N 2 2047-06-25 Floating 3.28338 Y N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-3 N/A 88522XAE1 17126532.870000 PA USD 15981266.200000 0.0233709 Long ABS-MBS CORP US N 2 2047-06-25 Floating 3.28338 Y N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-3 N/A 88522XAG6 3152.660000 PA USD 2916.880000 0.0000043 Long ABS-MBS CORP US N 2 2047-06-25 Floating 3.28338 Y N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-4 N/A 88522YAB5 4256449.230000 PA USD 4317495.220000 0.0063139 Long ABS-MBS CORP US N 2 2037-09-25 Floating 4.03087 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-5 N/A 88522TAA8 38983338.050000 PA USD 35130482.210000 0.0513746 Long ABS-MBS CORP US N 2 2047-09-25 Floating 4.07628 Y N N N N N TICP CLO II LTD 2018-IIA N/A 87249TAC8 18000000.000000 PA USD 17905366.800000 0.0261847 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 3.11763 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAK1 36100000.000000 PA USD 39008573.390000 0.0570459 Long DBT CORP IE N 2 2024-01-16 Fixed 4.875 N N N N N N TICP CLO III-2 LTD 2018-3R N/A 87249FAC8 11400000.000000 PA USD 11399312.920000 0.0166703 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 3.11763 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAW8 3500000.000000 PA USD 3528595.140000 0.0051602 Long DBT CORP US N 2 2020-02-01 Fixed 5 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAC9 13250000.000000 PA USD 13532250.440000 0.0197895 Long DBT CORP IE N 2 2025-01-15 Fixed 3.5 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAA1 125350000.000000 PA USD 129827502.000000 0.1898590 Long DBT MUN US N 2 2047-06-01 Fixed 7.467 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAR2 200000.000000 PA USD 206651.440000 0.0003022 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAL9 3900000.000000 PA USD 4171033.350000 0.0060997 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 891160NR0 40900000.000000 PA USD 41471440.080000 0.0606476 Long DBT CORP CA N 2 2022-01-18 Fixed 2.5 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 8911457V0 40100000.000000 PA USD 40312592.960000 0.0589529 Long DBT CORP CA N 2 2021-03-15 Fixed 2.25 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117FJB6 44300000.000000 PA USD 45606442.000000 0.0666946 Long DBT CORP CA N 2 2021-10-22 Fixed 3.35 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAF8 3700000.000000 PA USD 3820751.980000 0.0055874 Long DBT CORP IE N 2 2021-05-15 Fixed 4.5 N N N N N N TOTAL CAPITAL INTERNATIONAL 549300U37G2I8G4RUG09 89153VAL3 5000000.000000 PA USD 5359924.400000 0.0078383 Long DBT CORP FR N 2 2024-04-10 Fixed 3.75 N N N N N N TOYOTA INDUSTRIES CORPORATION 35380000WKGEAHEMW830 892330AD3 15700000.000000 PA USD 15994605.320000 0.0233904 Long DBT CORP JP N 2 2022-03-12 Fixed 3.11 N N N N N N TOYOTA MOTOR CORPORATION 5493006W3QUS5LMH6R84 892331AE9 21800000.000000 PA USD 21960105.740000 0.0321143 Long DBT CORP JP N 2 2022-07-02 Fixed 2.157 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 935YHEII0 59800000.000000 PA USD 59808736.780000 0.0874640 Long LON CORP US N 3 2021-03-29 Floating 2.9344 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TFD2 54000000.000000 PA USD 54061217.640000 0.0790588 Long DBT CORP US N 2 2022-05-17 Floating 2.52375 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 891930DF3 23800000.000000 PA USD 23785220.440000 0.0347834 Long LON CORP US N 3 2019-11-08 Floating 2.6796 N N N N N N TOYOTA MOTOR FINANCE (NETHERLANDS) BV 724500OPA8GZSQUNSR96 ACI1CWN95 46200000.000000 PA USD 46652201.440000 0.0682239 Long DBT CORP NL N 2 2021-04-26 Fixed 2.764 N N N N N N TOYOTA TSUSHO CORPORATION 549300CEE2ENIUJNXB84 ACI14XK12 1700000.000000 PA USD 1775639.720000 0.0025967 Long DBT CORP JP N 2 2023-09-13 Fixed 3.625 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 893526BY8 1200000.000000 PA USD 1308670.820000 0.0019138 Long DBT CORP CA N 2 2021-01-01 Fixed 9.875 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAK5 1800000.000000 PA USD 1899029.050000 0.0027771 Long DBT CORP CA N 2 2023-10-16 Fixed 3.75 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAN1 18500000.000000 PA USD 18756893.040000 0.0274300 Long DBT CORP IE N 2 2020-07-01 Fixed 4.25 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAP6 1115000.000000 PA USD 1177810.220000 0.0017224 Long DBT CORP IE N 2 2022-07-01 Fixed 4.625 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAF2 4000000.000000 PA USD 4198317.040000 0.0061396 Long DBT CORP IE N 2 2023-07-03 Fixed 4.125 N N N N N N TRIAXX PRIME CDO 2007-1A N/A 896006AB9 4674337.280000 PA USD 2451689.900000 0.0035853 Long ABS-CBDO CORP KY N 2 2039-10-02 Floating 2.27563 N N N N N N TRIAXX PRIME CDO 2007-1A N/A 896006AA1 23897424.460000 PA USD 12534199.130000 0.0183299 Long ABS-CBDO CORP KY N 2 2039-10-02 Floating 2.27563 N N N N N N TRINITY SQUARE 2015-1A N/A ACI0JGC63 9521235.000000 PA 11752501.750000 0.0171868 Long ABS-MBS CORP GB N 2 2051-07-15 Floating 1.91713 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAM7 29000000.000000 PA USD 29015066.950000 0.0424315 Long DBT CORP IE N 2 2024-08-14 Fixed 2.875 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAQ4 16418000.000000 PA USD 16809254.240000 0.0245818 Long DBT CORP IE N 2 2020-10-30 Fixed 4.625 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 300000.000000 PA USD 323677.800000 0.0004733 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N UBS AG/LONDON BRANCH BFM8T61CT2L1QCEMIK50 902674XJ4 67800000.000000 PA USD 67994322.260000 0.0994345 Long DBT CORP CH N 2 2020-12-01 Floating 2.61763 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAM3 400000.000000 PA USD 420680.810000 0.0006152 Long DBT CORP IE N 2 2021-10-01 Fixed 5 N N N N N N UBS AG/STAMFORD CT BRANCH BFM8T61CT2L1QCEMIK50 90261AAB8 35249000.000000 PA USD 39799469.660000 0.0582025 Long DBT CORP CH N 2 2022-08-17 Fixed 7.625 N N N N N N UBS GROUP FUNDING (SWITZERLAND) AG 506700Q800G1L95S7805 90351DAH0 11200000.000000 PA USD 11303910.690000 0.0165308 Long DBT CORP CH N 2 2022-02-01 Fixed 2.65 N N N N N N UBS GROUP FUNDING (SWITZERLAND) AG 506700Q800G1L95S7805 90351DAG2 17300000.000000 PA USD 17697270.800000 0.0258804 Long DBT CORP CH N 2 2022-02-01 Floating 3.78313 N N N N N N UBS GROUP FUNDING (SWITZERLAND) AG 506700Q800G1L95S7805 90352JAC7 6200000.000000 PA USD 6769316.980000 0.0098994 Long DBT CORP CH N 2 2028-03-23 Fixed 4.253 N N N N N N UBS GROUP FUNDING (SWITZERLAND) AG 506700Q800G1L95S7805 90351DAD9 113155000.000000 PA USD 114542929.810000 0.1675070 Long DBT CORP CH N 2 2021-04-15 Fixed 3 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAG0 23000000.000000 PA USD 24557249.730000 0.0359124 Long DBT CORP IE N 2 2025-10-01 Fixed 4.45 N N N N N N UBS GROUP FUNDING (SWITZERLAND) AG 506700Q800G1L95S7805 90351DAE7 184300000.000000 PA USD 188202613.320000 0.2752265 Long DBT CORP CH N 2 2021-04-14 Floating 4.08338 N N N N N N UBS GROUP FUNDING (SWITZERLAND) AG 506700Q800G1L95S7805 90351DAF4 39400000.000000 PA USD 42896317.390000 0.0627313 Long DBT CORP CH N 2 2026-04-15 Fixed 4.125 N N N N N N UBS GROUP FUNDING (SWITZERLAND) AG 506700Q800G1L95S7805 90351DAA5 19999000.000000 PA USD 20174636.620000 0.0295033 Long DBT CORP CH N 2 2020-09-24 Fixed 2.95 N N N N N N UBS GROUP FUNDING (SWITZERLAND) AG 506700Q800G1L95S7805 90351DAB3 9800000.000000 PA USD 10597147.780000 0.0154972 Long DBT CORP CH N 2 2025-09-24 Fixed 4.125 N N N N N N UBS GROUP FUNDING (SWITZERLAND) AG 506700Q800G1L95S7805 G91703AB7 15000000.000000 PA USD 16220124.150000 0.0237202 Long DBT CORP CH N 2 2025-09-24 Fixed 4.125 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAP5 5000000.000000 PA USD 5635686.250000 0.0082416 Long DBT CORP US N 2 2029-01-26 Fixed 4.4 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAR1 1500000.000000 PA USD 1504777.380000 0.0022006 Long DBT CORP US N 2 2031-08-15 Fixed 3 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAK6 3200000.000000 PA USD 3463161.340000 0.0050645 Long DBT CORP US N 2 2025-10-01 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F0304A3 673900000.000000 PA USD 688983782.400000 1.0075662 Long ABS-MBS USGSE US N 2 2034-10-17 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F0304B1 72900000.000000 PA USD 74520316.950000 0.1089781 Long ABS-MBS USGSE US N 2 2034-11-18 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F0324A9 1295800000.000000 PA USD 1340343112.040000 1.9601105 Long ABS-MBS USGSE US N 2 2034-10-17 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0404A2 -8000000.000000 PA USD -8323671.600000 0.0121725 Short ABS-MBS USGSE US N 2 2034-10-17 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F0404B0 -11000000.000000 PA USD -11445048.450000 0.0167372 Short ABS-MBS USGSE US N 2 2034-11-18 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F0424A8 5500000.000000 PA USD 5666235.190000 0.0082863 Long ABS-MBS USGSE US N 2 2034-10-17 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0306B9 3386830000.000000 PA USD 3436574031.760000 5.0256273 Long ABS-MBS USGSE US N 2 2049-11-13 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F0306C7 606400000.000000 PA USD 614717679.540000 0.8989598 Long ABS-MBS USGSE US N 2 2049-12-12 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F0326B5 1902650000.000000 PA USD 1952557384.720000 2.8554093 Long ABS-MBS USGSE US N 2 2049-11-13 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0406A0 3195450000.000000 PA USD 3316527613.630000 4.8500720 Long ABS-MBS USGSE US N 2 2049-10-10 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F0406A0 -3755080000.000000 PA USD -3897362346.900000 5.6994816 Short ABS-MBS USGSE US N 2 2049-10-10 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F0406B8 -4053550000.000000 PA USD -4209199955.930000 6.1555112 Short ABS-MBS USGSE US N 2 2049-11-13 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F0426B4 -1069955000.000000 PA USD -1127548676.830000 1.6489211 Short ABS-MBS USGSE US N 2 2049-11-13 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0526A5 313600000.000000 PA USD 339557750.780000 0.4965674 Long ABS-MBS USGSE US N 2 2049-10-10 Fixed 5.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0606A8 70500000.000000 PA USD 78020918.150000 0.1140974 Long ABS-MBS USGSE US N 2 2049-10-10 Fixed 6 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AJ8 21050000.000000 PA USD 22587866.690000 0.0330324 Long DBT CORP IT N 2 2022-01-14 Fixed 6.572 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AL3 47200000.000000 PA USD 49474186.150000 0.0723508 Long DBT CORP IT N 2 2022-01-14 Floating 6.20338 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 341750000.000000 PA USD 400959486.150000 0.5863610 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N AGL CAPITAL CORP E8CD46SWUD2TSN8PA636 001192AJ2 3100000.000000 PA USD 3166909.560000 0.0046313 Long DBT CORP US N 2 2021-09-15 Fixed 3.5 N N N N N N UNIGEL LUXEMBOURG SA N/A L9467UAA5 30600000.000000 PA USD 33698250.000000 0.0492801 Long DBT CORP LU N 2 2024-01-22 Fixed 10.5 N N N N N N UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST N/A 90931LAA6 1699484.900000 PA USD 1745852.630000 0.0025531 Long DBT CORP US N 2 2030-01-07 Fixed 3.1 N N N N N N UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 90931CAA6 7500000.000000 PA USD 8204134.500000 0.0119977 Long DBT CORP US N 2 2033-02-25 Fixed 4.15 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 00131LAG0 9800000.000000 PA USD 9800000.000000 0.0143315 Long DBT CORP HK N 2 2021-09-20 Floating 2.67588 N N N N N N UNITED OVERSEAS BANK LIMITED IO66REGK3RCBAMA8HR66 91127KAA0 14200000.000000 PA USD 14423748.260000 0.0210932 Long DBT CORP SG N 2 2021-04-23 Fixed 3.2 N N N N N N UNITED OVERSEAS BANK LIMITED IO66REGK3RCBAMA8HR66 91127KAB8 26200000.000000 PA USD 26270201.590000 0.0384174 Long DBT CORP SG N 2 2021-04-23 Floating 2.73938 N N N N N N AIB GROUP PLC (AKA: ALLIED IRISH BANKS) 635400AKJBGNS5WNQL34 00135TAA2 1100000.000000 PA USD 1164090.550000 0.0017024 Long DBT CORP IE N 2 2023-10-12 Fixed 4.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796RM3 1503000.000000 PA USD 1500353.330000 0.0021941 Long DBT UST US N 2 2019-11-07 Fixed 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796ST7 755000.000000 PA USD 753082.770000 0.0011013 Long DBT UST US N 2 2019-11-21 Fixed 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796RN1 2420000.000000 PA USD 2412238.770000 0.0035276 Long DBT UST US N 2 2019-12-05 Fixed 0 N N N N N N AIG GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAK4 10800000.000000 PA USD 10832279.360000 0.0158411 Long DBT CORP US N 2 2022-07-01 Fixed 2.3 N N N N N N AIG GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAG3 13000000.000000 PA USD 13250899.610000 0.0193780 Long DBT CORP US N 2 2021-06-25 Fixed 3.35 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828B25 82795362.000000 PA USD 84160494.410000 0.1230759 Long DBT UST US N 2 2024-01-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828H45 77014098.000000 PA USD 77295991.160000 0.1130372 Long DBT UST US N 2 2025-01-15 Fixed 0.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810FR4 34026750.000000 PA USD 37915990.170000 0.0554481 Long DBT UST US N 2 2025-01-15 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828N71 625131278.100000 PA USD 641845156.780000 0.9386309 Long DBT UST US N 2 2026-01-15 Fixed 0.625 N N N N N N AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST N/A 009090AA9 1794092.190000 PA USD 1881285.070000 0.0027512 Long DBT CORP CA N 2 2028-09-15 Fixed 3.6 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828V49 161437680.000000 PA USD 163508739.780000 0.2391143 Long DBT UST US N 2 2027-01-15 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128285W6 1526548865.200000 PA USD 1623610505.770000 2.3743592 Long DBT UST US N 2 2029-01-15 Fixed 0.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810PZ5 3429535.200000 PA USD 4150093.470000 0.0060691 Long DBT UST US N 2 2029-01-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QF8 29675000.000000 PA USD 39564514.830000 0.0578589 Long DBT UST US N 2 2040-02-15 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QP6 23430800.000000 PA USD 31522716.990000 0.0460987 Long DBT UST US N 2 2041-02-15 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QV3 118308680.000000 PA USD 125398320.550000 0.1833818 Long DBT UST US N 2 2042-02-15 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RF7 159497809.800000 PA USD 191505806.350000 0.2800571 Long DBT UST US N 2 2044-02-15 Fixed 1.375 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBE3 3900000.000000 PA USD 4001445.550000 0.0058517 Long DBT CORP US N 2 2022-01-15 Fixed 3.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RL4 35190850.000000 PA USD 37069584.260000 0.0542104 Long DBT UST US N 2 2045-02-15 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RR1 92187037.800000 PA USD 102971977.230000 0.1505857 Long DBT UST US N 2 2046-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RW0 171762340.200000 PA USD 186988243.760000 0.2734506 Long DBT UST US N 2 2047-02-15 Fixed 0.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SB5 468466809.200000 PA USD 526957869.780000 0.7706203 Long DBT UST US N 2 2048-02-15 Fixed 1 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAQ7 5164000.000000 PA USD 5309813.440000 0.0077650 Long DBT CORP US N 2 2022-02-01 Fixed 3.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SG4 111284974.000000 PA USD 126072541.380000 0.1843678 Long DBT UST US N 2 2049-02-15 Fixed 1 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAA0 28400000.000000 PA USD 30106851.080000 0.0440281 Long DBT CORP US N 2 2024-02-01 Fixed 4.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828Q60 372051813.000000 PA USD 368218325.060000 0.5384805 Long DBT UST US N 2 2021-04-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828X39 200016624.000000 PA USD 198097064.460000 0.2896961 Long DBT UST US N 2 2022-04-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128284H0 68200406.100000 PA USD 68807887.580000 0.1006243 Long DBT UST US N 2 2023-04-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128286N5 88977982.800000 PA USD 90164927.740000 0.1318567 Long DBT UST US N 2 2024-04-15 Fixed 0.5 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAZ7 13350000.000000 PA USD 13392764.060000 0.0195855 Long DBT CORP US N 2 2021-03-01 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828TE0 42505884.000000 PA USD 42351611.020000 0.0619348 Long DBT UST US N 2 2022-07-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828VM9 61957128.000000 PA USD 62374952.620000 0.0912168 Long DBT UST US N 2 2023-07-15 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828XL9 41002494.000000 PA USD 41601647.860000 0.0608380 Long DBT UST US N 2 2025-07-15 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828S50 48699560.000000 PA USD 48664239.670000 0.0711663 Long DBT UST US N 2 2026-07-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128282L3 198223200.000000 PA USD 201698756.390000 0.2949632 Long DBT UST US N 2 2027-07-15 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828Y38 822888998.400000 PA USD 865601907.670000 1.2658515 Long DBT UST US N 2 2028-07-15 Fixed 0.75 N N N N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAN1 2500000.000000 PA USD 2661111.080000 0.0038916 Long DBT CORP BM N 2 2022-02-15 Fixed 5.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QZ4 79700000.000000 PA USD 95144988.080000 0.1391395 Long DBT UST US N 2 2043-02-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RK6 101300000.000000 PA USD 109117115.360000 0.1595723 Long DBT UST US N 2 2045-02-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QW1 41700000.000000 PA USD 48810175.680000 0.0713797 Long DBT UST US N 2 2042-05-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RB6 2100000.000000 PA USD 2410037.110000 0.0035244 Long DBT UST US N 2 2043-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RG5 523000000.000000 PA USD 652074768.240000 0.9535906 Long DBT UST US N 2 2044-05-15 Fixed 3.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SH2 325100000.000000 PA USD 379554250.000000 0.5550581 Long DBT UST US N 2 2049-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128286Z8 402300000.000000 PA USD 405812268.080000 0.5934577 Long DBT UST US N 2 2024-06-30 Fixed 1.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QS0 271600000.000000 PA USD 354294774.460000 0.5181188 Long DBT UST US N 2 2041-08-15 Fixed 3.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RH3 193160000.000000 PA USD 231663730.170000 0.3387838 Long DBT UST US N 2 2044-08-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QT8 208400000.000000 PA USD 248606547.400000 0.3635609 Long DBT UST US N 2 2041-11-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QY7 86800000.000000 PA USD 97499117.300000 0.1425822 Long DBT UST US N 2 2042-11-15 Fixed 2.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RJ9 1050900000.000000 PA USD 1235525884.730000 1.8068264 Long DBT UST US N 2 2044-11-15 Fixed 3 N N N N N N ALBA PLC 2015-1 N/A ACI0CCZX5 350855.350000 PA 432235.760000 0.0006321 Long ABS-MBS CORP GB N 2 2049-04-24 Floating 1.96375 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017DA4 3170000.000000 PA USD 3252693.320000 0.0047567 Long DBT CORP US N 2 2021-08-16 Fixed 3.35 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CZ0 2900000.000000 PA USD 2900276.340000 0.0042413 Long DBT CORP US N 2 2021-08-16 Floating 2.81838 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017DB2 21700000.000000 PA USD 22968259.320000 0.0335887 Long DBT CORP US N 2 2023-08-16 Fixed 3.65 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GHA6 4770000.000000 PA USD 6272931.600000 0.0091735 Long DBT MUN US N 2 2112-05-15 Fixed 4.858 N N N N N N US AIRWAYS 2012-2 CLASS A PASS THROUGH TRUST N/A 90345WAD6 1741678.810000 PA USD 1885812.310000 0.0027578 Long DBT CORP US N 2 2026-12-03 Fixed 4.625 N N N N N N US BANK NA/CINCINNATI BRANCH 6BYL5QZYBDK8S7L73M02 90331HNP4 38500000.000000 PA USD 39139200.490000 0.0572370 Long DBT CORP US N 2 2021-04-26 Fixed 3.15 N N N N N N US BANK NA/CINCINNATI BRANCH 6BYL5QZYBDK8S7L73M02 90331HNQ2 58500000.000000 PA USD 58611064.590000 0.0857125 Long DBT CORP US N 2 2021-04-26 Floating 2.58663 N N N N N N US BANK NA/CINCINNATI BRANCH 6BYL5QZYBDK8S7L73M02 90331HNV1 76500000.000000 PA USD 80228935.890000 0.1173264 Long DBT CORP US N 2 2023-07-24 Fixed 3.4 N N N N N N UTAH STATE BOARD OF REGENTS 2017-1 N/A 91754RZF7 54971419.800000 PA USD 54981314.660000 0.0804044 Long ABS-O MUN US N 2 2057-01-25 Floating 2.76838 N N N N N N VB-S1 ISSUER LLC 2016-1A N/A 91823AAA9 9600000.000000 PA USD 9609402.240000 0.0140527 Long ABS-O CORP US N 2 2046-06-15 Fixed 3.065 N N N N N N VENDEE MORTGAGE TRUST 2000-1 N/A 911760NH5 581281.450000 PA USD 663266.900000 0.0009700 Long ABS-MBS CORP US N 2 2030-01-15 Variable 6.3118 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AM1 1500000.000000 PA USD 1601652.660000 0.0023422 Long DBT CORP US N 2 2024-01-15 Fixed 4 N N N N N N VENDEE MORTGAGE TRUST-1993-2 N/A 911760CM6 2424085.260000 PA USD 4.610000 0.0000000 Long ABS-MBS CORP US N 2 2023-06-15 Variable 0 N N N N N N VENDEE MORTGAGE TRUST-1994-3A N/A 911760ET9 2216828.120000 PA USD 2406862.830000 0.0035198 Long ABS-MBS CORP US N 2 2024-09-15 Fixed 6.5 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AK5 600000.000000 PA USD 647625.440000 0.0009471 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAG2 5000000.000000 PA USD 5412033.900000 0.0079145 Long DBT CORP US N 2 2026-01-15 Fixed 4.125 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAU1 33600000.000000 PA USD 33399036.380000 0.0488426 Long DBT CORP US N 2 2030-01-15 Fixed 3 N N N N N N VENTURE CDO LTD 2012-12A N/A 92329JAY5 34484434.170000 PA USD 34388621.240000 0.0502897 Long ABS-CBDO CORP KY N 2 2026-02-28 Floating 2.94438 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAA7 4500000.000000 PA USD 4988703.780000 0.0072955 Long DBT CORP US N 2 2026-06-01 Fixed 4.875 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAC3 900000.000000 PA USD 950756.250000 0.0013904 Long DBT CORP US N 2 2027-08-15 Fixed 3.95 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AD1 26300000.000000 PA USD 27788644.960000 0.0406380 Long DBT CORP US N 2 2023-06-15 Fixed 3.9 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAD1 6600000.000000 PA USD 7211018.830000 0.0105454 Long DBT CORP US N 2 2025-11-01 Fixed 4.625 N N N N N N VERIFONE SYSTEMS INC N/A 92346NAB5 9329500.000000 PA USD 8944658.130000 0.0130806 Long LON CORP US N 2 2025-08-20 Floating 6.1359 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEN0 246447000.000000 PA USD 260463867.820000 0.3809010 Long DBT CORP US N 2 2025-02-15 Fixed 3.376 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDZ4 4600000.000000 PA USD 4612938.420000 0.0067459 Long DBT CORP US N 2 2020-05-22 Floating 2.6995 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 931FXZII0 9700000.000000 PA 12591241.800000 0.0184134 Long DBT CORP GB N 2 2027-04-15 Fixed 5 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 ACI1BWKH1 8000000.000000 PA 10576584.950000 0.0154671 Long DBT CORP GB N 2 2029-05-15 Fixed 5.25 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804FR0 10000.000000 PA USD 11768.090000 0.0000172 Long DBT CORP US N 2 2044-02-15 Fixed 4.45 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AA3 4820000.000000 PA USD 4823262.420000 0.0070535 Long DBT CORP US N 2 2020-08-21 Fixed 2.3 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AB1 5100000.000000 PA USD 5174257.170000 0.0075668 Long DBT CORP US N 2 2022-08-21 Fixed 2.95 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBH2 26800000.000000 PA USD 28275132.840000 0.0413494 Long DBT CORP GB N 2 2024-01-16 Fixed 3.75 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBN9 18100000.000000 PA USD 18267719.850000 0.0267146 Long DBT CORP GB N 2 2024-01-16 Floating 3.31225 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2018-2 N/A 92869BAB8 13794013.020000 PA USD 13835880.610000 0.0202335 Long ABS-O CORP US N 2 2021-08-20 Fixed 3.05 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 ACI17W013 32000000.000000 PA 36803210.560000 0.0538208 Long DBT CORP DE N 2 2024-01-31 Fixed 1.875 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 ACI0ZCCR8 9300000.000000 PA 10144454.710000 0.0148352 Long DBT CORP DE N 2 2021-06-15 Floating 0.000001 N N N N N N ALLEGRO CLO I LTD 2013-1A N/A 01749GAJ7 6397148.090000 PA USD 6400985.290000 0.0093608 Long ABS-CBDO CORP KY N 2 2026-01-30 Floating 3.48575 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 ACI17VZN9 14000000.000000 PA 16777475.280000 0.0245353 Long DBT CORP DE N 2 2026-07-31 Fixed 2.5 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 ACI17VW51 35600000.000000 PA 39900464.160000 0.0583502 Long DBT CORP DE N 2 2022-08-01 Fixed 1.25 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 ACI17VW28 5000000.000000 PA 5581368.610000 0.0081622 Long DBT CORP DE N 2 2022-08-01 Floating 1.096 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 ACI134XC9 17800000.000000 PA 19620833.530000 0.0286934 Long DBT CORP DE N 2 2021-09-08 Fixed 0.625 N N N N N N VOLKSWAGEN FINANCIAL SERVICES AG 529900USFSZYPS075O24 ACI18D1P0 12900000.000000 PA 14142696.730000 0.0206822 Long DBT CORP DE N 2 2021-02-15 Floating 0.398 N N N N N N VOLKSWAGEN FINANCIAL SERVICES AG 529900USFSZYPS075O24 ACI15KHJ4 5900000.000000 PA 6454674.200000 0.0094393 Long DBT CORP DE N 2 2020-10-16 Fixed 0.25 N N N N N N VOLKSWAGEN FINANCIAL SERVICES NV 529900ZTQC8D1TW6BL41 BG0CZQII4 9100000.000000 PA 11292688.850000 0.0165144 Long DBT CORP NL N 2 2021-09-07 Fixed 1.875 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AX0 14500000.000000 PA USD 14542362.480000 0.0212667 Long DBT CORP US N 2 2021-09-24 Fixed 2.5 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AW2 11800000.000000 PA USD 11822676.890000 0.0172894 Long DBT CORP US N 2 2021-09-24 Floating 2.97231 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AZ5 18600000.000000 PA USD 18693249.610000 0.0273369 Long DBT CORP US N 2 2022-09-26 Fixed 2.7 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BA9 40800000.000000 PA USD 41062779.740000 0.0600500 Long DBT CORP US N 2 2024-09-26 Fixed 2.85 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BB7 6500000.000000 PA USD 6560363.490000 0.0095938 Long DBT CORP US N 2 2026-09-26 Fixed 3.2 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AH5 8700000.000000 PA USD 8700468.150000 0.0127235 Long DBT CORP US N 2 2019-11-20 Fixed 2.45 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AN2 2700000.000000 PA USD 2744418.560000 0.0040134 Long DBT CORP US N 2 2020-11-13 Fixed 3.875 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AV4 123500000.000000 PA USD 123938042.150000 0.1812463 Long DBT CORP US N 2 2020-11-13 Floating 2.94563 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AP7 63000000.000000 PA USD 65129722.560000 0.0952454 Long DBT CORP US N 2 2021-11-12 Fixed 4 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AQ5 97100000.000000 PA USD 97670419.780000 0.1428327 Long DBT CORP US N 2 2021-11-12 Floating 3.121 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AR3 123600000.000000 PA USD 131780928.260000 0.1927157 Long DBT CORP US N 2 2023-11-13 Fixed 4.25 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AU6 34700000.000000 PA USD 38644122.060000 0.0565130 Long DBT CORP US N 2 2028-11-13 Fixed 4.75 N N N N N N ALLERGAN FINANCE LLC 2549006TBOV0H6GV7T12 942683AF0 10751000.000000 PA USD 10987462.980000 0.0160680 Long DBT CORP US N 2 2022-10-01 Fixed 3.25 N N N N N N VOLKSWAGEN INTERNATIONAL FINANCE NV 5299004PWNHKYTR23649 928670AB4 2012000.000000 PA USD 2040798.020000 0.0029845 Long DBT CORP NL N 2 2020-08-12 Fixed 4 N N N N N N VOLKSWAGEN INTERNATIONAL FINANCE NV 5299004PWNHKYTR23649 ACI16BV24 18700000.000000 PA 20985788.140000 0.0306895 Long DBT CORP NL N 2 2024-11-16 Floating 1.144 N N N N N N VOLKSWAGEN LEASING GESELLSCHAFT MIT BESCHRAENKTER HAFTUNG 5299004GLEUX88BSNB74 ACI07KK35 6700000.000000 PA 7947232.830000 0.0116220 Long DBT CORP DE N 2 2024-01-15 Fixed 2.625 N N N N N N VOLKSWAGEN LEASING GESELLSCHAFT MIT BESCHRAENKTER HAFTUNG 5299004GLEUX88BSNB74 ACI14DR84 20900000.000000 PA 22872380.220000 0.0334484 Long DBT CORP DE N 2 2021-02-16 Fixed 0.25 N N N N N N VOLKSWAGEN LEASING GESELLSCHAFT MIT BESCHRAENKTER HAFTUNG 5299004GLEUX88BSNB74 ACI14DQT9 8750000.000000 PA 9736237.470000 0.0142382 Long DBT CORP DE N 2 2023-02-16 Fixed 1 N N N N N N VOLKSWAGEN LEASING GESELLSCHAFT MIT BESCHRAENKTER HAFTUNG 5299004GLEUX88BSNB74 ACI0W22X1 29300000.000000 PA 31955344.730000 0.0467313 Long DBT CORP DE N 2 2021-07-06 Floating 0.096 N N N N N N VOLT LXII LLC 2017-NPL9 N/A 92872FAA6 19878283.560000 PA USD 19939027.620000 0.0291587 Long ABS-MBS CORP US N 2 2047-09-25 Fixed 3.125 N N N N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160AX7 600000.000000 PA USD 600666.550000 0.0008784 Long DBT CORP US N 2 2021-03-01 Floating 2.78175 N N N N N N WACHOVIA LOAN TRUST 2005-SD1 N/A 92977XAA1 10958.110000 PA USD 10986.190000 0.0000161 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.37838 N N N N N N WACHOVIA MORTGAGE LN TRUST LLC 2005-A N/A 92977YAC5 2439991.830000 PA USD 2332939.140000 0.0034117 Long ABS-MBS CORP US N 2 2035-08-20 Floating 4.26528 Y N N N N N WACHOVIA MORTGAGE LN TRUST LLC 2005-A N/A 92977YAD3 1285533.700000 PA USD 1262373.270000 0.0018461 Long ABS-MBS CORP US N 2 2035-08-20 Floating 4.63974 Y N N N N N WACHOVIA MORTGAGE LN TRUST LLC 2005-B N/A 92977YBQ3 15002.630000 PA USD 15544.850000 0.0000227 Long ABS-MBS CORP US N 2 2035-10-20 Floating 4.53584 N N N N N N WACHOVIA MORTGAGE LN TRUST LLC 2005-B N/A 92977YBR1 492753.350000 PA USD 462331.600000 0.0006761 Long ABS-MBS CORP US N 2 2035-10-20 Floating 4.50535 Y N N N N N WACHOVIA MORTGAGE LN TRUST LLC 2007-A N/A 92979DAE5 1383503.230000 PA USD 1364780.560000 0.0019958 Long ABS-MBS CORP US N 2 2037-03-20 Floating 4.57306 Y N N N N N WAMU ASSET-BACKED CERTIFICATES 2007-HE2 N/A 92926SAD8 12563060.420000 PA USD 6704328.700000 0.0098044 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.26838 N N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A 92925VAA8 5609493.920000 PA USD 5258455.160000 0.0076899 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.88557 Y N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A 92925VAF7 7117145.940000 PA USD 7073446.660000 0.0103442 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.98161 Y N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A 92925VAH3 550067.820000 PA USD 529327.620000 0.0007741 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.94082 Y N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A 92925VAM2 12799785.520000 PA USD 12657522.300000 0.0185103 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.05306 Y N N N N N WAMU MTGE P/T CERT 2007-HY2 N/A 92926UAA9 8042814.440000 PA USD 8070924.880000 0.0118029 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.82261 Y N N N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 00507UAR2 35672000.000000 PA USD 36572279.950000 0.0534831 Long DBT CORP LU N 2 2022-03-15 Fixed 3.45 N N N N N N WAMU MTGE P/T CERT 2007-HY3 N/A 933634AJ6 19825574.240000 PA USD 20026605.560000 0.0292868 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.24118 Y N N N N N WAMU MTGE P/T CERT 2007-HY5 N/A 92990GAD5 128568.570000 PA USD 116257.830000 0.0001700 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.69283 Y N N N N N WAMU MTGE P/T CERT 2007-HY5 N/A 92990GAJ2 1806900.500000 PA USD 1774835.970000 0.0025955 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.95652 Y N N N N N WAMU MTGE P/T CERT 2007-HY7 N/A 93364FAL5 311599.970000 PA USD 295880.900000 0.0004327 Long ABS-MBS CORP US N 2 2037-07-25 Floating 3.99009 Y N N N N N WAMU MTGE P/T CERTIFICATES 2007-HY4 N/A 933636AA0 2360779.650000 PA USD 2176427.550000 0.0031828 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.53629 Y N N N N N WAMU MTGE P/T CERTIFICATES 2007-HY4 N/A 933636AG7 1094347.350000 PA USD 1071635.160000 0.0015672 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.0639 Y N N N N N WARWICK FINANCE RESIDENTIAL MORTGAGES 3A N/A ACI0Y9KL0 209929178.290000 PA 258132206.670000 0.3774911 Long ABS-MBS CORP GB N 2 2049-12-21 Floating 1.565 N N N N N N WARWICK FINANCE RESIDENTIAL MORTGAGES 3A N/A ACI0Y9KJ5 23296000.000000 PA 28690185.810000 0.0419564 Long ABS-MBS CORP GB N 2 2049-12-21 Floating 2.265 N N N N N N WARWICK FINANCE RESIDENTIAL MORTGAGES 3A N/A ACI0Y9KH9 11648000.000000 PA 14411425.720000 0.0210752 Long ABS-MBS CORP GB N 2 2049-12-21 Floating 2.765 N N N N N N WARWICK FINANCE RESIDENTIAL MORTGAGES 3A N/A ACI0Y9JX6 6656000.000000 PA 8259936.040000 0.0120793 Long ABS-MBS CORP GB N 2 2049-12-21 Floating 3.265 N N N N N N WARWICK FINANCE RESIDENTIAL MORTGAGES 3A N/A ACI0Y9JP3 6656000.000000 PA 8147755.480000 0.0119152 Long ABS-MBS CORP GB N 2 2049-12-21 Floating 3.765 N N N N N N WARWICK FINANCE RESIDENTIAL MORTGAGES 3A N/A ACI0YB0Q6 1812.000000 PA 3041724.760000 0.0044482 Long ABS-MBS CORP GB N 2 2049-12-21 Variable 0 N N N N N N WARWICK FINANCE RESIDENTIAL MORTGAGES 3A N/A ACI0YB0R4 1812.000000 PA 11534633.000000 0.0168682 Long ABS-MBS CORP GB N 2 2049-12-21 Fixed 0 N N N N N N WASHING MUTUAL MTGE P/T 2006-5 N/A 93935BAG5 2392230.020000 PA USD 1020712.160000 0.0014927 Long ABS-MBS CORP US N 2 2036-07-25 Variable 6.449 Y N N N N N WASHING MUTUAL MTGE P/T 2006-5 N/A 93935BAH3 1400336.540000 PA USD 597698.500000 0.0008741 Long ABS-MBS CORP US N 2 2036-07-25 Variable 6.268 Y N N N N N WASHING MUTUAL MTGE P/T 2006-7 N/A 93935HAF4 3559781.550000 PA USD 1696784.470000 0.0024814 Long ABS-MBS CORP US N 2 2036-09-25 Variable 4.26179 Y N N N N N ALLERGAN INC 6T6CAG8O6TSUTMO6BA21 018490AN2 1000000.000000 PA USD 1011205.050000 0.0014788 Long DBT CORP US N 2 2020-09-15 Fixed 3.375 N N N N N N WASHINGTON MUTUAL 2002-AR18 N/A 929227ZC3 100315.970000 PA USD 105087.480000 0.0001537 Long ABS-MBS CORP US N 2 2033-01-25 Floating 4.73336 N N N N N N ALLERGAN SALES LLC 254900TUPGX2F5Y3AU71 345838AE6 1100000.000000 PA USD 1130906.130000 0.0016538 Long DBT CORP US N 2 2021-02-15 Fixed 4.875 N N N N N N WASHINGTON MUTUAL 2002-AR6 N/A 929227QB5 444917.690000 PA USD 444149.630000 0.0006495 Long ABS-MBS CORP US N 2 2042-06-25 Floating 3.84605 N N N N N N WASHINGTON MUTUAL 2003-AR9 N/A 92922FBV9 539096.910000 PA USD 562742.350000 0.0008230 Long ABS-MBS CORP US N 2 2033-09-25 Floating 4.31927 N N N N N N WASHINGTON MUTUAL 2003-AR9 N/A 92922FBX5 60381.410000 PA USD 62327.500000 0.0000911 Long ABS-MBS CORP US N 2 2033-09-25 Floating 4.40118 N N N N N N WASHINGTON MUTUAL 2004-AR13 N/A 92922FB64 345363.890000 PA USD 350473.890000 0.0005125 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.99838 N N N N N N WASHINGTON MUTUAL 2004-AR13 N/A 92922FB72 711017.930000 PA USD 718306.500000 0.0010504 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.75838 N N N N N N WASHINGTON MUTUAL 2004-AR9 N/A 92922FWE4 233978.030000 PA USD 238436.930000 0.0003487 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.41339 N N N N N N WASHINGTON MUTUAL 2005-AR10 N/A 92922FW46 12990319.990000 PA USD 13231308.610000 0.0193494 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.17593 N N N N N N WASHINGTON MUTUAL 2005-AR10 N/A 92922FW53 419437.030000 PA USD 427637.700000 0.0006254 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.17593 N N N N N N WASHINGTON MUTUAL 2005-AR10 N/A 92922FW87 360196.900000 PA USD 354394.200000 0.0005183 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.87751 N N N N N N WASHINGTON MUTUAL 2005-AR12 N/A 92922F3J5 577194.600000 PA USD 574933.730000 0.0008408 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.87561 N N N N N N WASHINGTON MUTUAL 2005-AR12 N/A 92922F3L0 66961.450000 PA USD 66698.520000 0.0000975 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.87561 N N N N N N ALLERGAN SALES LLC 254900TUPGX2F5Y3AU71 345838AA4 9000000.000000 PA USD 9457763.490000 0.0138310 Long DBT CORP US N 2 2021-12-15 Fixed 5 N N N N N N WASHINGTON MUTUAL 2005-AR14 N/A 92922F4F2 1667444.030000 PA USD 1642707.330000 0.0024023 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.03157 N N N N N N WASHINGTON MUTUAL 2005-AR15 N/A 92922F5W4 294812.110000 PA USD 295077.770000 0.0004315 Long ABS-MBS CORP US N 2 2045-11-25 Floating 2.42838 N N N N N N WASHINGTON MUTUAL 2005-AR16 N/A 92922F6Y9 10389775.810000 PA USD 10420213.700000 0.0152385 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.21773 N N N N N N WASHINGTON MUTUAL 2005-AR17 N/A 92922F7S1 252838.540000 PA USD 249762.000000 0.0003653 Long ABS-MBS CORP US N 2 2045-12-25 Floating 2.42838 N N N N N N WASHINGTON MUTUAL 2005-AR18 N/A 92922F8T8 5137031.540000 PA USD 5093222.420000 0.0074483 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.95295 Y N N N N N WASHINGTON MUTUAL 2005-AR19 N/A 92925CBA9 478916.780000 PA USD 477414.030000 0.0006982 Long ABS-MBS CORP US N 2 2045-12-25 Floating 2.28838 N N N N N N WASHINGTON MUTUAL 2005-AR3 N/A 939336Z30 1431915.830000 PA USD 1427738.360000 0.0020879 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.42253 N N N N N N WASHINGTON MUTUAL 2005-AR4 N/A 92922FG77 3826749.540000 PA USD 3965472.650000 0.0057991 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.20919 N N N N N N WASHINGTON MUTUAL 2005-AR5 N/A 92922FM21 21974724.460000 PA USD 22611934.340000 0.0330676 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.36689 N N N N N N WASHINGTON MUTUAL 2005-AR8 N/A 92922FR75 227142.250000 PA USD 226635.950000 0.0003314 Long ABS-MBS CORP US N 2 2045-07-25 Floating 2.59838 N N N N N N WASHINGTON MUTUAL 2006-AR10 N/A 93363EAA3 5018188.000000 PA USD 4864383.050000 0.0071136 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.72037 Y N N N N N WASHINGTON MUTUAL 2006-AR10 N/A 93363EAK1 7891543.040000 PA USD 7736987.960000 0.0113145 Long ABS-MBS CORP US N 2 2046-08-25 Floating 3.81405 Y N N N N N WASHINGTON MUTUAL 2006-AR13 N/A 93363RAB2 9696196.250000 PA USD 9450076.730000 0.0138197 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.655 N N N N N N WASHINGTON MUTUAL 2006-AR14 N/A 93363PAA8 23227.370000 PA USD 22508.940000 0.0000329 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.6006 Y N N N N N WASHINGTON MUTUAL 2006-AR16 N/A 92925GAA1 63716.590000 PA USD 61021.840000 0.0000892 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.67451 Y N N N N N WASHINGTON MUTUAL 2006-AR16 N/A 92925GAJ2 10307985.980000 PA USD 9952493.440000 0.0145545 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.71942 Y N N N N N WASHINGTON MUTUAL 2006-AR17 N/A 92925DAD2 7774214.130000 PA USD 7887809.390000 0.0115351 Long ABS-MBS CORP US N 2 2046-12-25 Floating 2.641 N N N N N N WASHINGTON MUTUAL 2006-AR2 N/A 92925CDS8 14274649.220000 PA USD 13499490.090000 0.0197416 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.69635 Y N N N N N WASHINGTON MUTUAL 2006-AR4 N/A 93934FPT3 269539.110000 PA USD 260131.580000 0.0003804 Long ABS-MBS CORP US N 2 2046-05-25 Floating 2.641 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BE0 5200000.000000 PA USD 5206635.560000 0.0076142 Long DBT CORP US N 2 2021-03-29 Floating 2.53438 N N N N N N WASHINGTON MUTUAL 2006-AR6 N/A 93363BAB7 10046782.460000 PA USD 9270184.260000 0.0135567 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.86811 Y N N N N N WASHINGTON MUTUAL 2006-AR8 N/A 93362FAF0 161616.910000 PA USD 158923.290000 0.0002324 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.88431 Y N N N N N WASHINGTON MUTUAL 2006-AR8 N/A 93362FAJ2 1201188.740000 PA USD 1141678.970000 0.0016696 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.77332 Y N N N N N WASHINGTON MUTUAL 2006-AR9 N/A 93363DAA5 149491.230000 PA USD 140727.250000 0.0002058 Long ABS-MBS CORP US N 2 2046-08-25 Floating 3.44605 N N N N N N WASHINGTON MUTUAL 2007-OA3 N/A 93364AAC6 11623044.760000 PA USD 11721812.750000 0.0171419 Long ABS-MBS CORP US N 2 2047-04-25 Floating 3.20605 N N N N N N WASHINGTON MUTUAL 2007-OA4 N/A 93364CAA6 12664981.970000 PA USD 12154649.050000 0.0177749 Long ABS-MBS CORP US N 2 2047-05-25 Floating 3.21605 N N N N N N WASHINGTON MUTUAL 2007-OA6 N/A 92927BAC6 3429932.400000 PA USD 2911669.960000 0.0042580 Long ABS-MBS CORP US N 2 2047-07-25 Floating 2.405 Y N N N N N WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2007-4 N/A 93936NAA1 1375197.000000 PA USD 1410281.030000 0.0020624 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 5.5 Y N N N N N WASHINGTON MUTUAL ASSET BACKED 2006-HE5 N/A 93934XAB9 1772250.280000 PA USD 897213.400000 0.0013121 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.07838 N N N N N N WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1 N/A 939336PM9 10306.030000 PA USD 10153.120000 0.0000148 Long ABS-MBS CORP US N 2 2033-02-25 Floating 3.82584 N N N N N N WASHINGTON MUTUAL MSC MTG CTFS 2003-AR2 N/A 939336D59 107968.270000 PA USD 107140.710000 0.0001567 Long ABS-MBS CORP US N 2 2033-05-25 Floating 3.32805 N N N N N N WASHINGTON MUTUAL MSC MTG CTFS 2003-AR3 N/A 939336G49 2169421.290000 PA USD 2187888.050000 0.0031996 Long ABS-MBS CORP US N 2 2033-06-25 Floating 4.26838 N N N N N N WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1 N/A 939335N84 1005.060000 PA USD 1023.430000 0.0000015 Long ABS-MBS CORP US N 2 2031-02-25 Floating 4.395 N N N N N N WASHINGTON MUTUAL MTGE P/T 2005-2 N/A 9393363K7 7359562.570000 PA USD 5980451.200000 0.0087458 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.46838 Y N N N N N WASHINGTON MUTUAL MTGE P/T 2006-3 N/A 93934FNR9 1474666.240000 PA USD 1383802.620000 0.0020237 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6 Y N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NAE0 22806000.000000 PA USD 23346274.140000 0.0341415 Long DBT CORP US N 2 2020-03-15 Fixed 8 N N N N N N WASHINGTON MUTUAL MTGE P/T 2006-AR3 N/A 93934FQP0 4284257.290000 PA USD 3748883.650000 0.0054823 Long ABS-MBS CORP US N 2 2046-05-25 Floating 3.41605 Y N N N N N WASHINGTON MUTUAL MTGE P/T 2007-HY1 N/A 93936AAB7 14822175.810000 PA USD 11927219.600000 0.0174423 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.17838 Y N N N N N WASHINGTON PRIME GROUP LP 549300K4BNOIQ154O537 939648AE1 115866000.000000 PA USD 113873104.800000 0.1665274 Long DBT CORP US N 2 2024-08-15 Fixed 5.95 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBD0 1250000.000000 PA USD 1264228.110000 0.0018488 Long DBT CORP US N 2 2023-05-15 Fixed 2.4 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAC2 10600000.000000 PA USD 10818666.980000 0.0158212 Long DBT CORP US N 2 2022-04-05 Fixed 3.15 N N N N N N WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC N/A 92890HAC6 12300000.000000 PA USD 13043692.190000 0.0190750 Long DBT CORP US N 2 2024-09-17 Fixed 3.75 N N N N N N WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC N/A 92890HAE2 26000000.000000 PA USD 26268204.820000 0.0384145 Long DBT CORP US N 2 2020-10-05 Fixed 3.25 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746PM7 68843000.000000 PA USD 69789591.250000 0.1020599 Long DBT CORP US N 2 2019-12-15 Floating 5.8885 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGF1 1500000.000000 PA USD 1499624.210000 0.0021930 Long DBT CORP US N 2 2020-01-30 Fixed 2.15 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SK8 4000000.000000 PA USD 4076538.400000 0.0059615 Long DBT CORP US N 2 2023-01-24 Fixed 3.069 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 37300000.000000 PA USD 39527277.000000 0.0578045 Long DBT CORP US N 2 2024-01-24 Fixed 3.75 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGH7 4800000.000000 PA USD 4932095.900000 0.0072127 Long DBT CORP US N 2 2025-02-19 Fixed 3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RT0 100000.000000 PA USD 101457.880000 0.0001484 Long DBT CORP US N 2 2021-03-04 Floating 3.47275 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFC9 2000000.000000 PA USD 2063289.160000 0.0030173 Long DBT CORP US N 2 2022-03-08 Fixed 3.5 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RW3 5000000.000000 PA USD 5132059.950000 0.0075051 Long DBT CORP US N 2 2026-04-22 Fixed 3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SJ1 53900000.000000 PA USD 54742281.290000 0.0800548 Long DBT CORP US N 2 2023-10-31 Floating 3.4855 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGR5 200000.000000 PA USD 201123.440000 0.0002941 Long DBT CORP US N 2 2020-12-07 Fixed 2.55 N N N N N N WELLS FARGO ALTERNATIVE LOAN 2007-PA4 N/A 94984UAE6 1148293.170000 PA USD 1099421.120000 0.0016078 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.90819 Y N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5W3 61600000.000000 PA USD 61767725.100000 0.0903288 Long DBT CORP US N 2 2022-05-27 Floating 2.75225 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5X1 62600000.000000 PA USD 63318195.400000 0.0925962 Long DBT CORP US N 2 2022-05-27 Floating 2.897 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5P8 32000000.000000 PA USD 32294691.200000 0.0472276 Long DBT CORP US N 2 2021-07-23 Floating 3.325 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5Q6 12850000.000000 PA USD 12883385.840000 0.0188406 Long DBT CORP US N 2 2021-07-23 Floating 2.75938 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5R4 38500000.000000 PA USD 40477762.710000 0.0591945 Long DBT CORP US N 2 2023-08-14 Fixed 3.55 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J6A0 86000000.000000 PA USD 85819247.780000 0.1255016 Long DBT CORP US N 2 2022-09-09 Floating 2.082 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5T0 97500000.000000 PA USD 100346322.380000 0.1467459 Long DBT CORP US N 2 2021-10-22 Fixed 3.625 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5U7 60900000.000000 PA USD 61110773.070000 0.0893681 Long DBT CORP US N 2 2021-10-22 Floating 2.78763 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C37 N/A 95000PAF1 11561000.000000 PA USD 12265289.180000 0.0179367 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.615 N N N N N N WELLS FARGO MORT BACKED SEC TR 2004-AA N/A 94981XAA1 5976.710000 PA USD 6194.870000 0.0000091 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.97686 N N N N N N WELLS FARGO MORT BACKED SEC TR 2004-BB N/A 94981YAA9 1320079.510000 PA USD 1351837.720000 0.0019769 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.94613 N N N N N N WELLS FARGO MORT BACKED SEC TR 2004-DD N/A 94982CAA6 309689.340000 PA USD 328189.690000 0.0004799 Long ABS-MBS CORP US N 2 2035-01-25 Floating 5.01304 N N N N N N WELLS FARGO MORT BACKED SEC TR 2004-EE N/A 949779AB8 282261.780000 PA USD 293920.260000 0.0004298 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.94516 N N N N N N WELLS FARGO MORTGAGE BACKED SEC 2003-N N/A 94980XAA2 23838.650000 PA USD 24784.720000 0.0000362 Long ABS-MBS CORP US N 2 2033-12-25 Floating 4.82655 N N N N N N WELLS FARGO MORTGAGE BACKED SEC 2003-N N/A 94980XAF1 388762.170000 PA USD 407629.030000 0.0005961 Long ABS-MBS CORP US N 2 2033-12-25 Floating 4.82655 N N N N N N WELLS FARGO MTG BACKED SEC TRUST 2005-12 N/A 94983NAA1 104282.250000 PA USD 105227.750000 0.0001539 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 N N N N N N WELLS FARGO MTG BACKED SEC TRUST 2005-18 N/A 949772AA5 1113065.090000 PA USD 1122339.590000 0.0016413 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.5 Y N N N N N WELLS FARGO MTG BACKED SEC TRUST 2006-2 N/A 94983LAA5 570522.890000 PA USD 562835.090000 0.0008231 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 5 Y N N N N N WELLS FARGO MTG BKD SEC 2007-10 N/A 949837AA6 3954004.400000 PA USD 3994758.320000 0.0058419 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 Y N N N N N WELLS FARGO MTG BKD SEC 2007-10 N/A 949837AX6 630771.750000 PA USD 560989.280000 0.0008204 Long ABS-MBS CORP US N 2 2037-07-25 Floating 2.51838 Y N N N N N WELLS FARGO MTG BKD SEC 2007-10 N/A 949837AC2 705414.400000 PA USD 712685.110000 0.0010422 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 Y N N N N N WELLS FARGO MTG BKD SEC 2007-10 N/A 949837AD0 1719105.520000 PA USD 1736824.340000 0.0025399 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 Y N N N N N WELLS FARGO MTG BKD SEC 2007-10 N/A 949837CA4 108989.430000 PA USD 107581.760000 0.0001573 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.25 Y N N N N N WELLS FARGO MTGE BACKED SEC 2004-K N/A 94981VAH0 8064.800000 PA USD 8142.020000 0.0000119 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.97517 N N N N N N WELLS FARGO MTGE BACKED SEC 2004-W N/A 94980QAA7 317984.810000 PA USD 327758.390000 0.0004793 Long ABS-MBS CORP US N 2 2034-11-25 Floating 4.84273 N N N N N N WELLS FARGO MTGE BACKED SEC 2004-Y N/A 94982AAB8 52921.660000 PA USD 55302.150000 0.0000809 Long ABS-MBS CORP US N 2 2034-11-25 Floating 4.89714 N N N N N N WELLS FARGO MTGE BACKED SEC 2006-AR8 N/A 94983VAF2 676.070000 PA USD 675.870000 0.0000010 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.39162 Y N N N N N WELLS FARGO MTGE BACKED SEC 2006-AR8 N/A 94983VAN5 11025.360000 PA USD 11040.010000 0.0000161 Long ABS-MBS CORP US N 2 2036-04-25 Floating 3.77632 Y N N N N N WELLS FARGO MTGE BACKED SEC 2006-AR8 N/A 94983VAP0 258202.290000 PA USD 252525.870000 0.0003693 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.00108 Y N N N N N WELLS FARGO MTGE BACKED SEC 2007-1 N/A 94984WAF9 58697.910000 PA USD 56659.540000 0.0000829 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 5.5 Y N N N N N WELLS FARGO MTGE BACKED SEC 2007-1 N/A 94984WAH5 33857.710000 PA USD 32203.200000 0.0000471 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 5.75 Y N N N N N WELLS FARGO MTGE BACKED SEC 2007-11 N/A 94985WBM2 4436702.770000 PA USD 4528879.260000 0.0066230 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6 Y N N N N N WELLS FARGO MTGE BACKED SEC 2007-11 N/A 94985WDZ1 302475.700000 PA USD 308759.940000 0.0004515 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6 Y N N N N N WELLS FARGO MTGE BACKED SEC 2007-2 N/A 94984XAJ9 86384.990000 PA USD 85915.690000 0.0001256 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6 Y N N N N N WELLS FARGO MTGE BACKED SEC 2007-3 N/A 94985TAH1 26482.530000 PA USD 26948.000000 0.0000394 Long ABS-MBS CORP US N 3 2037-04-25 Fixed 5.75 Y N N N N N WELLS FARGO MTGE BACKED SEC 2007-4 N/A 94985RAQ5 25707.070000 PA USD 25571.830000 0.0000374 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6 Y N N N N N WELLS FARGO MTGE BACKED SEC 2007-4 N/A 94985RAD4 48819.410000 PA USD 48796.750000 0.0000714 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6 Y N N N N N WELLS FARGO MTGE BACKED SEC 2007-8 N/A 94986AAR9 31160.930000 PA USD 31745.950000 0.0000464 Long ABS-MBS CORP US N 3 2037-07-25 Fixed 6 Y N N N N N WELLS FARGO MTGE BACKED SEC 2007-8 N/A 94986ABB3 66485.110000 PA USD 67639.480000 0.0000989 Long ABS-MBS CORP US N 3 2037-07-25 Fixed 6 Y N N N N N WELLS FARGO MTGE BACKED SEC TR 2005-AR16 N/A 94981QAA6 55034.090000 PA USD 55591.500000 0.0000813 Long ABS-MBS CORP US N 2 2033-08-25 Floating 4.96972 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NAZ3 2900000.000000 PA USD 2925375.000000 0.0042781 Long DBT CORP US N 2 2020-03-30 Fixed 4.125 N N N N N N WELLS FARGO MTGE BACKED SEC TR 2005-AR16 N/A 94981QAS7 2602307.380000 PA USD 2656402.060000 0.0038847 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.91472 N N N N N N WELLS FARGO MTGE BACKED SEC TR 2005-AR16 N/A 94981QAV0 6677103.550000 PA USD 6757320.940000 0.0098819 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.60621 Y N N N N N WELLS FARGO MTGE BACKED SEC TR 2005-AR7 N/A 94982PAF6 15926.580000 PA USD 15900.810000 0.0000233 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.08503 N N N N N N WELLS FARGO MTGE BACKED SEC TR 2005-AR8 N/A 94982BAC4 155544.440000 PA USD 158017.660000 0.0002311 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.99185 N N N N N N WELLS FARGO MTGE BACKED SEC TR 2006-AR10 N/A 94983YAH2 626165.720000 PA USD 619744.200000 0.0009063 Long ABS-MBS CORP US N 2 2036-07-25 Floating 3.9074 Y N N N N N WELLS FARGO MTGE BACKED SEC TR 2006-AR10 N/A 94983YAP4 9712488.340000 PA USD 9694690.210000 0.0141775 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.02351 Y N N N N N WELLS FARGO MTGE BACKED SEC TR 2006-AR3 N/A 94983GAC2 1267267.960000 PA USD 1288639.420000 0.0018845 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.2212 Y N N N N N WELLS FARGO MTGE BACKED SEC TR 2006-AR6 N/A 94983TAA8 981813.240000 PA USD 983597.690000 0.0014384 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.99 N N N N N N WELLS FARGO MTGE BACKED SEC TR 2006-AR6 N/A 94983TAE0 2558898.300000 PA USD 2586152.360000 0.0037820 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.91202 Y N N N N N WELLS FARGO MTGE BACKED SEC TR 2006-AR6 N/A 94983TAN0 4597645.030000 PA USD 4740195.930000 0.0069320 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.81874 N N N N N N WELLS FARGO MTGE BK SEC TR 2006-9 N/A 94980SAJ4 113435.250000 PA USD 114272.950000 0.0001671 Long ABS-MBS CORP US N 3 2036-08-25 Fixed 6 Y N N N N N WELLS FARGO MTGE BK SEC TR 2006-AR1 N/A 94983JAG7 86579.440000 PA USD 86499.930000 0.0001265 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.15374 Y N N N N N WELLS FARGO MTGE BK SEC TR 2006-AR17 N/A 94984LAA4 474082.170000 PA USD 471017.320000 0.0006888 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.5599 Y N N N N N WELLS FARGO MTGE BK SEC TR 2006-AR4 N/A 94983PAF5 2044106.070000 PA USD 2031999.030000 0.0029716 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.21988 Y N N N N N WELLS FARGO MTGE BK SEC TRUST 2003-E N/A 949783AA2 148073.620000 PA USD 152631.030000 0.0002232 Long ABS-MBS CORP US N 2 2033-06-25 Floating 4.94079 N N N N N N WELLS FARGO MTGE BK SEC TRUST 2003-H N/A 94979XAA5 45652.900000 PA USD 47056.430000 0.0000688 Long ABS-MBS CORP US N 2 2033-09-25 Floating 4.76373 N N N N N N WELLS FARGO MTGE BK SEC TRUST 2003-M N/A 94980DAA6 73632.210000 PA USD 76908.310000 0.0001125 Long ABS-MBS CORP US N 2 2033-12-25 Floating 4.88653 N N N N N N WELLS FARGO MTGE BKD SEC TR 2005-AR10 N/A 94983CAD9 1378601.990000 PA USD 1444003.140000 0.0021117 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.96832 N N N N N N WELLS FARGO MTGE BKD SEC TR 2005-AR9 N/A 94982HAG2 1135771.750000 PA USD 1194181.420000 0.0017464 Long ABS-MBS CORP US N 2 2034-06-25 Floating 5.02459 N N N N N N WELLS FARGO MTGE BKD SEC TR 2005-AR9 N/A 94982HAJ6 933239.360000 PA USD 955217.890000 0.0013969 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.00218 N N N N N N WELLS FARGO MTGE BKD SEC TR 2006-AR2 N/A 94983KAC3 23232466.930000 PA USD 23980217.820000 0.0350685 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.99081 N N N N N N WELLS FARGO MTGE BKD SEC TR 2006-AR2 N/A 94983KAE9 831394.920000 PA USD 853356.470000 0.0012479 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.99081 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAJ3 26000000.000000 PA USD 26052547.560000 0.0380991 Long DBT CORP US N 2 2030-01-15 Fixed 3.1 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAG9 20450000.000000 PA USD 21486544.240000 0.0314218 Long DBT CORP US N 2 2024-03-15 Fixed 3.625 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAC8 800000.000000 PA USD 871464.260000 0.0012744 Long DBT CORP US N 2 2026-04-01 Fixed 4.25 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 958254AA2 5300000.000000 PA USD 5451612.440000 0.0079724 Long DBT CORP US N 2 2021-06-01 Fixed 5.375 N N N N N N WESTJET AIRLINES LTD N/A 960410AC2 29100000.000000 PA USD 29599939.460000 0.0432868 Long DBT CORP CA N 2 2021-06-16 Fixed 3.5 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2018-2A N/A 96042FAB0 9961192.720000 PA USD 9971542.400000 0.0145823 Long ABS-O CORP US N 2 2021-09-15 Fixed 2.84 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 96122WAL4 8500000.000000 PA USD 8519244.170000 0.0124585 Long DBT CORP AU N 2 2021-02-25 Fixed 2.1 N N N N N N WESTROCK RKT LLC (AKA: ROCK-TENN COMPANY) PQQ60KVT5SJX0ETQT497 772739AL2 5280000.000000 PA USD 5587925.530000 0.0081718 Long DBT CORP US N 2 2022-03-01 Fixed 4.9 N N N N N N WHLN - 1330 BROADWAY N/A 933UGCII5 100000000.000000 PA USD 100135000.000000 0.1464369 Long LON CORP US N 3 2023-08-10 Floating 3.749 N N N N N N WHLN LOAN N/A 933PYVII4 50000000.000000 PA 61554322.730000 0.0900167 Long LON CORP GB Y 3 2024-12-04 Floating 2.6126 N N N N N N WHLN LOAN N/A 933LYPII6 36000000.000000 PA 44319112.360000 0.0648120 Long LON CORP GB Y 3 2023-02-07 Floating 2.6671 N N N N N N WHLN LOAN N/A 933UPRII2 122000000.000000 PA USD 122347944.000000 0.1789210 Long LON CORP US Y 3 2021-12-09 Floating 3.9036 N N N N N N WHLN LOAN N/A 963VSKII5 100209918.050000 PA USD 100365243.420000 0.1467736 Long LON CORP US N 3 2020-03-10 Floating 4.05 N N N N N N WHLN LOAN N/A 964BXZII9 184348727.320000 PA 200328163.490000 0.2929588 Long LON CORP LU Y 3 2023-03-16 Floating 3.15 N N N N N N WMALT MTGE PASS-THRU CERT 2005-9 N/A 93934FEN8 667236.480000 PA USD 668358.440000 0.0009774 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AM5 100000.000000 PA USD 103146.780000 0.0001508 Long DBT CORP AU N 2 2025-03-05 Fixed 3.65 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2018-A N/A 98161YAB0 4380193.440000 PA USD 4383372.580000 0.0064102 Long ABS-O CORP US N 2 2020-11-16 Fixed 2.59 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAC3 13550000.000000 PA USD 14223761.420000 0.0208008 Long DBT CORP US N 2 2025-02-01 Fixed 4 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAA7 7500000.000000 PA USD 8025032.550000 0.0117358 Long DBT CORP US N 2 2024-04-01 Fixed 4.6 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAE9 900000.000000 PA USD 962395.130000 0.0014074 Long DBT CORP US N 2 2026-10-01 Fixed 4.25 N N N N N N WPP FINANCE 2010 549300OJB3S151W7KN44 92936MAB3 9613000.000000 PA USD 10068232.070000 0.0147237 Long DBT CORP GB N 2 2021-11-21 Fixed 4.75 N N N N N N WYNDHAM HOTELS & RESORTS INC 549300FE3MQ4RVXXC673 98310CAC6 1485000.000000 PA USD 1493972.370000 0.0021848 Long LON CORP US N 2 2025-05-30 Floating 3.7935 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AV7 17000000.000000 PA USD 17892500.000000 0.0261659 Long DBT CORP US N 2 2025-03-01 Fixed 5.5 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AF2 6200000.000000 PA USD 6761828.070000 0.0098885 Long DBT CORP NO N 2 2028-06-01 Fixed 4.75 N N N N N N Z CAPITAL CREDIT PARTNERS CLO LTD 2015-1 N/A 98877EAG8 16900000.000000 PA USD 16868312.500000 0.0246681 Long ABS-CBDO CORP KY N 2 2027-07-16 Floating 3.27225 N N N N N N ALLY MASTER OWNER TRUST 2018-3 N/A 02005AGZ5 15300000.000000 PA USD 15309686.430000 0.0223888 Long ABS-O CORP US N 2 2022-07-15 Floating 2.3475 N N N N N N ZF NORTH AMERICA CAPITAL INC 529900JYGMS9CW9IQX78 98877DAB1 800000.000000 PA USD 818940.590000 0.0011976 Long DBT CORP US N 2 2022-04-29 Fixed 4.5 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAP7 1300000.000000 PA USD 1300032.190000 0.0019012 Long DBT CORP US N 2 2021-03-19 Floating 2.91413 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAK8 10436000.000000 PA USD 10454633.060000 0.0152888 Long DBT CORP US N 2 2020-04-01 Fixed 2.7 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAC6 1700000.000000 PA USD 1735287.800000 0.0025377 Long DBT CORP US N 2 2021-11-30 Fixed 3.375 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAB9 5000000.000000 PA USD 5135673.200000 0.0075104 Long DBT CORP US N 2 2023-02-01 Fixed 3.25 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAQ6 1900000.000000 PA USD 1933942.910000 0.0028282 Long DBT CORP US N 2 2021-08-20 Fixed 3.25 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAR4 6000000.000000 PA USD 5989675.140000 0.0087593 Long DBT CORP US N 2 2021-08-20 Floating 2.57588 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAD5 2000000.000000 PA USD 2057500.000000 0.0030089 Long DBT CORP LU N 2 2023-02-15 Fixed 6.625 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAE3 66000000.000000 PA USD 70289340.000000 0.1027908 Long DBT CORP LU N 2 2026-05-15 Fixed 7.5 N N N N N N N/A N/A 000000000 -901299000.030000 PA USD -901636987.140000 1.3185490 Short RA US N 2 Reverse repurchase N 2.2500000 2019-10-04 894241583.070000 USD 938532257.620000 USD AMBS N N N N/A N/A 000000000 -1685438000.010000 PA USD -1686730169.320000 2.4666651 Short RA US N 2 Reverse repurchase N 2.3000000 2019-10-21 1666925821.870000 USD 1756933028.140000 USD AMBS N N N N/A N/A 000000000 -305037000.030000 PA USD -305249509.170000 0.4463952 Short RA US N 2 Reverse repurchase N 2.2800000 2019-12-20 302294300.000000 USD 316957544.510000 USD AMBS N N N N/A N/A 000000000 -480785999.990000 PA USD -481356933.360000 0.7039338 Short RA US N 2 Reverse repurchase N 2.2500000 2019-10-10 472054001.120000 USD 496035341.200000 USD AMBS N N N N/A N/A 000000000 -1549000.000000 PA USD -1549671.230000 0.0022662 Short RA US N 2 Reverse repurchase N 1.9500000 2021-09-20 1500000.000000 USD 1592259.210000 USD CDS N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 67054LAC1 584000.000000 PA USD 604878.000000 0.0008846 Long DBT CORP FR N 2 2024-05-15 Fixed 6.25 N N N N N N N/A N/A 000000000 -275803363.900000 PA -300585538.020000 0.4395747 Short RA LU N 2 Reverse repurchase N -0.4500000 2019-10-08 236900000.000000 EUR 275495022.100000 EUR N N N N/A N/A 000000000 -708140423.500000 PA -771758551.600000 1.1286155 Short RA LU N 2 Reverse repurchase N -0.4600000 2019-10-23 650000000.000000 EUR 712319419.000000 EUR N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 67054KAA7 49700000.000000 PA USD 53475212.000000 0.0782019 Long DBT CORP FR N 2 2026-05-01 Fixed 7.375 N N N N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 F6628DAM6 11810750.000000 PA USD 11793470.870000 0.0172467 Long LON CORP FR N 2 2026-08-14 Floating 6.0275 N N N N N N N/A N/A 000000000 -41225000.000000 PA USD -41236451.390000 0.0603040 Short RA US N 2 Reverse repurchase N 1.2500000 2021-09-20 44000000.000000 USD 43243200.000000 USD CDS N N N N/A N/A 000000000 -17438000.000000 PA USD -17444975.200000 0.0255114 Short RA US N 2 Reverse repurchase N 1.8000000 2021-09-20 15556000.000000 USD 18219490.390000 USD CDS N N N N/A N/A 000000000 -15928000.000000 PA USD -15934902.130000 0.0233031 Short RA US N 2 Reverse repurchase N 1.9500000 2021-09-20 17000000.000000 USD 16707600.000000 USD CDS N N N N/A N/A 000000000 -13335000.000000 PA USD -13337518.830000 0.0195047 Short RA US N 2 Reverse repurchase N 0.8500000 2021-09-20 15300000.000000 USD 15036840.000000 USD CDS N N N N/A N/A 000000000 -1030000.000000 PA USD -1030434.890000 0.0015069 Short RA US N 2 Reverse repurchase N 1.9000000 2021-09-20 930000.000000 USD 1045766.400000 USD CDS N N N ALTICE LUXEMBOURG SA 2221006ZDZREFLFIFQ42 02154VAA9 944000.000000 PA USD 966420.000000 0.0014133 Long DBT CORP LU N 2 2022-05-15 Fixed 7.75 N N N N N N ALTICE LUXEMBOURG SA 2221006ZDZREFLFIFQ42 ACI08B325 1117754.210000 PA 1244221.920000 0.0018195 Long DBT CORP LU N 2 2022-05-15 Fixed 7.25 N N N N N N N/A N/A 000000000 -91246000.000000 PA USD -91586955.900000 0.1339363 Short RA US N 2 Reverse repurchase N 2.3600000 2019-10-02 90679000.000000 USD 94298775.100000 USD AMBS N N N N/A N/A 000000000 -412603750.000000 PA USD -413916119.020000 0.6053087 Short RA US N 2 Reverse repurchase N 2.2900000 2019-10-15 384396700.000000 USD 416617358.330000 USD UST N N N N/A N/A 000000000 -17981250.000000 PA USD -18026917.380000 0.0263625 Short RA US N 2 Reverse repurchase N 2.2300000 2019-10-17 15000000.000000 USD 17623242.150000 USD UST N N N N/A N/A 000000000 -905282000.040000 PA USD -905966996.880000 1.3248812 Short RA US N 2 Reverse repurchase N 2.2700000 2019-11-19 906895000.000000 USD 944059421.070000 USD AMBS N N N N/A N/A 000000000 -2331609999.990000 PA USD -2334329563.940000 3.4137109 Short RA US N 2 Reverse repurchase N 2.2100000 2019-11-12 2303461106.370000 USD 2404028159.540000 USD AMBS N N N N/A N/A 000000000 -1196250.000000 PA USD -1197745.310000 0.0017516 Short RA US N 2 Reverse repurchase N 2.2500000 2019-10-01 1116423.000000 USD 1184831.170000 USD UST N N N N/A N/A 000000000 -17583625.000000 PA USD -17605604.530000 0.0257463 Short RA US N 2 Reverse repurchase N 2.2500000 2019-10-02 16642137.000000 USD 17471651.670000 USD UST N N N N/A N/A 000000000 -870000.000000 PA USD -871106.830000 0.0012739 Short RA US N 2 Reverse repurchase N 2.2900000 2019-10-07 811944.000000 USD 861695.400000 USD UST N N N N/A N/A 000000000 -435000.000000 PA USD -435553.410000 0.0006370 Short RA US N 2 Reverse repurchase N 2.2900000 2019-10-08 405972.000000 USD 430847.700000 USD UST N N N N/A N/A 000000000 -1740000.000000 PA USD -1742194.340000 0.0025478 Short RA US N 2 Reverse repurchase N 2.2700000 2019-10-15 1623888.000000 USD 1723390.800000 USD UST N N N N/A N/A 000000000 -1305000.000000 PA USD -1306645.750000 0.0019108 Short RA US N 2 Reverse repurchase N 2.2700000 2019-10-18 1217916.000000 USD 1292543.100000 USD UST N N N N/A N/A 000000000 -269375000.000000 PA USD -269572541.650000 0.3942214 Short RA US N 2 Reverse repurchase N 2.4000000 2019-10-18 253957500.000000 USD 269518598.520000 USD UST N N N N/A N/A 000000000 -978750.000000 PA USD -979995.190000 0.0014331 Short RA US N 2 Reverse repurchase N 2.2900000 2019-10-02 913437.000000 USD 969407.320000 USD UST N N N N/A N/A 000000000 -8808750.000000 PA USD -8820054.560000 0.0128984 Short RA US N 2 Reverse repurchase N 2.3100000 2019-10-03 8220933.000000 USD 8724665.900000 USD UST N N N N/A N/A 000000000 -3045000.000000 PA USD -3048806.250000 0.0044586 Short RA US N 2 Reverse repurchase N 2.2500000 2019-10-11 2841804.000000 USD 3015933.890000 USD UST N N N N/A N/A 000000000 -211878800.000000 PA USD -212070785.740000 0.3101312 Short RA US N 2 Reverse repurchase N 2.3300000 2019-10-08 203089247.200000 USD 226603722.440000 USD UST N N N N/A N/A 000000000 -867000.000000 PA USD -867231.200000 0.0012682 Short RA US N 2 Reverse repurchase N 2.4000000 2019-10-03 812664.000000 USD 862459.520000 USD UST N N N N/A N/A 000000000 -144532250.000000 PA USD -144917669.340000 0.2119268 Short RA US N 2 Reverse repurchase N 2.0000000 2019-10-15 123400000.000000 USD 143948992.500000 USD UST N N N N/A N/A 000000000 -1300500.000000 PA USD -1300817.900000 0.0019023 Short RA US N 2 Reverse repurchase N 2.2000000 2019-10-16 1218996.000000 USD 1293689.270000 USD UST N N N N/A N/A 000000000 -251860250.000000 PA USD -252629683.810000 0.3694443 Short RA US N 2 Reverse repurchase N 2.3100000 2019-10-10 232346250.000000 USD 259588048.720000 USD UST N N N N/A N/A 000000000 -350625000.000000 PA USD -351037666.140000 0.5133556 Short RA US N 2 Reverse repurchase N 2.2300000 2019-10-11 300000000.000000 USD 352464843.000000 USD UST N N N N/A N/A 000000000 -510000000.000000 PA USD -511312683.280000 0.7477409 Short RA US N 2 Reverse repurchase N 2.2600000 2019-10-15 400000000.000000 USD 498351564.000000 USD UST N N N N/A N/A 000000000 -305750000.000000 PA USD -306505627.160000 0.4482322 Short RA US N 2 Reverse repurchase N 2.1700000 2019-11-15 250000000.000000 USD 299625976.500000 USD UST N N N N/A N/A 000000000 -82130750.000000 PA USD -82341210.040000 0.1204153 Short RA US N 2 Reverse repurchase N 2.2500000 2019-10-07 68300000.000000 USD 80244495.920000 USD UST N N N N/A N/A 000000000 -2188000.000000 PA USD -2188455.830000 0.0032004 Short RA US N 2 Reverse repurchase N 1.5000000 2019-10-04 9100000.000000 USD 7877187.500000 USD CDS N N N N/A N/A 000000000 -28470000.000000 PA USD -28537758.600000 0.0417335 Short RA US N 2 Reverse repurchase N 2.0400000 2019-10-15 24000000.000000 USD 27996562.560000 USD UST N N N N/A N/A 000000000 -5510586.940000 PA USD -5552528.630000 0.0081200 Short RA US N 2 Reverse repurchase N 2.0000000 2021-05-16 5000000.000000 USD 5856097.450000 USD CDS N N N N/A N/A 000000000 -5502924.720000 PA USD -5543585.220000 0.0081069 Short RA US N 2 Reverse repurchase N 2.0000000 2021-05-20 5000000.000000 USD 5856097.450000 USD CDS N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135AW6 8000000.000000 PA USD 8143296.000000 0.0119087 Long DBT CORP US N 2 2023-02-22 Fixed 2.4 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135AZ9 1000000.000000 PA USD 1041159.840000 0.0015226 Long DBT CORP US N 2 2024-08-22 Fixed 2.8 N N N N N N N/A N/A 000000000 -250260125.000000 PA USD -250685000.470000 0.3666004 Short RA US N 2 Reverse repurchase N 2.2700000 2019-10-04 202101405.000000 USD 240652150.700000 USD UST N N N N/A N/A 000000000 -1664250.000000 PA USD -1666155.570000 0.0024366 Short RA US N 2 Reverse repurchase N 2.2900000 2019-10-08 1587978.000000 USD 1672135.340000 USD UST N N N N/A N/A 000000000 -51227625.000000 PA USD -51314624.900000 0.0750422 Short RA US N 2 Reverse repurchase N 2.2800000 2019-10-11 46401324.000000 USD 50265229.470000 USD UST N N N N/A N/A 000000000 -218392200.000000 PA USD -218392200.000000 0.3193756 Short RA US N 2 Reverse repurchase N 2.3700000 2019-10-15 215696000.000000 USD 217553850.040000 USD UST N N N N/A N/A 000000000 -54386875.000000 PA USD -54414431.020000 0.0795754 Short RA US N 2 Reverse repurchase N 2.2800000 2019-10-18 51079147.000000 USD 54208992.110000 USD UST N N N N/A N/A 000000000 1.000000 NC USD -935244.370000 0.0013677 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ABX.HE.AAA.06-2 N/A N/A Y Single Leg Swap 2046-05-25 0.000000 USD -2894875.480000 USD 12903235.630000 USD 1959631.110000 N N N AMBAC ASSURANCE CORPORATION 549300RYYRVPPB8NC636 023138AA8 238.280000 PA USD 347.290000 0.0000005 Long DBT CORP US N 2 2020-06-07 Fixed 5.1 N N N N N N N/A 213800J6B7JSBDETCB42 000000000 -16928.000000 NC -19590592.130000 0.0286492 N/A DIR AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED N/A Short N/A AUSTRALIA GOVT 2019-12-16 -1683547585.260000 AUD -19590592.130000 N N N N/A 213800J6B7JSBDETCB42 000000000 -1858.000000 NC -610362.230000 0.0008926 N/A DIR AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED N/A Short N/A AUSTRALIA GOVT 2019-12-16 -145082966.810000 AUD -610362.230000 N N N N/A 549300FIBAKMNHPZ4009 000000000 1.000000 NC USD -100707.940000 0.0001473 N/A DCR US N 2 Citibank International Limited 31OGKFG0Y1795OV0AK56 AXA EQUITABLE HOLDINGS INC AXA EQUITABLE HOLDINGS I SR UNSEC 144A Y Single Leg Swap 2023-06-21 0.000000 USD -261110.540000 USD 9600000.000000 USD 160402.600000 N N N N/A N/A 000000000 1.000000 NC 15338328.550000 0.0224307 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 1177700000.000000 BRL 297226358.420000 USD 2020-01-03 15338328.550000 N N N N/A N/A 000000000 1.000000 NC 32857448.230000 0.0480506 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 4130000000.000000 BRL 1021392358.110000 USD 2020-01-03 32857448.230000 N N N N/A N/A 000000000 1.000000 NC -315290.800000 0.0004611 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 1669000000.000000 BRL 399167703.050000 USD 2020-01-03 -315290.800000 N N N N/A N/A 000000000 1.000000 NC 16219583.930000 0.0237194 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 1705000000.000000 BRL 424319346.970000 USD 2020-01-03 16219583.930000 N N N N/A 9DJT3UXIJIZJI4WXO774 000000000 1.000000 NC USD 386576.950000 0.0005653 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BANK OF AMERICA CORPORATION BANK OF AMERICA CORP GLBL NT Y Single Leg Swap 2020-12-21 800676.230000 USD 0.000000 USD 40000000.000000 USD -414099.280000 N N N N/A N/A 000000000 1.000000 NC USD -18372.390000 0.0000269 N/A DFE AU N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 17248498.650000 USD 25528000.000000 AUD 2019-10-02 -18372.390000 N N N N/A N/A 000000000 1.000000 NC USD -16226.970000 0.0000237 N/A DFE CA N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 2287466.670000 USD 3009000.000000 CAD 2019-10-02 -16226.970000 N N N N/A N/A 000000000 1.000000 NC USD -268961.340000 0.0003933 N/A DFE DK N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 5437612.210000 USD 35405000.000000 DKK 2019-10-01 -268961.340000 N N N AMBAC LSNI LLC N/A 02315QAA6 35670520.910000 PA USD 36116402.420000 0.0528164 Long DBT CORP KY N 2 2023-02-12 Floating 7.10438 N N N N N N N/A N/A 000000000 1.000000 NC USD -15778.280000 0.0000231 N/A DFE GB N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 4556504.650000 USD 3693000.000000 GBP 2019-10-02 -15778.280000 N N N N/A N/A 000000000 1.000000 NC 25875.070000 0.0000378 N/A DFE AU N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 25528000.000000 AUD 17256001.330000 USD 2019-10-02 25875.070000 N N N N/A N/A 000000000 1.000000 NC 17611.660000 0.0000258 N/A DFE AU N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 25528000.000000 AUD 17267649.760000 USD 2019-11-04 17611.660000 N N N N/A N/A 000000000 1.000000 NC -20108.010000 0.0000294 N/A DFE CA N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 10597000.000000 CAD 7978671.340000 USD 2019-10-02 -20108.010000 N N N N/A N/A 000000000 1.000000 NC -264366.470000 0.0003866 N/A DFE GB N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 43108961.050000 GBP 52740235.800000 USD 2019-10-02 -264366.470000 N N N N/A N/A 000000000 1.000000 NC USD -508690.320000 0.0007439 N/A DFE AR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1334000.000000 USD 79039500.000000 ARS 2020-06-03 -508690.320000 N N N N/A N/A 000000000 1.000000 NC USD 13254.070000 0.0000194 N/A DFE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 8357477.120000 USD 12402000.000000 AUD 2019-10-02 13254.070000 N N N N/A N/A 000000000 1.000000 NC USD -25172.420000 0.0000368 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1897776.340000 USD 1523000.000000 GBP 2019-10-02 -25172.420000 N N N N/A N/A 000000000 1.000000 NC USD -350312.300000 0.0005123 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 29769965.480000 USD 3181000000.000000 JPY 2019-10-02 -350312.300000 N N N N/A N/A 000000000 1.000000 NC USD -63786.680000 0.0000933 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 12182168.180000 USD 1310300000.000000 JPY 2019-10-02 -63786.680000 N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 023770AA8 3532239.130000 PA USD 3658869.900000 0.0053507 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N AMERICAN AIRLINES 2016-3 CLASS A PASS THROUGH TRUST N/A 023771S25 7984001.020000 PA USD 8163728.870000 0.0119386 Long DBT CORP US N 2 2030-04-15 Fixed 3.25 N N N N N N AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST N/A 023771R91 12019505.710000 PA USD 12278576.540000 0.0179561 Long DBT CORP US N 2 2030-04-15 Fixed 3 N N N N N N N/A 5493000C01ZX7D35SD85 000000000 1.000000 NC USD 317929.130000 0.0004649 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2021-09-21 177191.400000 USD 0.000000 USD 20000000.000000 USD 140737.730000 N N N N/A 5493000C01ZX7D35SD85 000000000 1.000000 NC USD 248955.450000 0.0003641 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2023-12-21 0.000000 USD -110849.090000 USD 10100000.000000 USD 359804.540000 N N N N/A 5493000C01ZX7D35SD85 000000000 1.000000 NC USD 123245.280000 0.0001802 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2023-12-21 77291.110000 USD 0.000000 USD 5000000.000000 USD 45954.170000 N N N AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST N/A 023761AA7 1402000.000000 PA USD 1494387.590000 0.0021854 Long DBT CORP US N 2 2029-02-15 Fixed 3.65 N N N N N N N/A N/A 000000000 1.000000 NC USD -15049092.250000 0.0220077 N/A DFE BR N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 167039326.580000 USD 635000000.000000 BRL 2020-01-03 -15049092.250000 N N N N/A N/A 000000000 1.000000 NC USD -20440753.680000 0.0298924 N/A DFE BR N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 237286537.450000 USD 905960000.000000 BRL 2020-01-03 -20440753.680000 N N N N/A N/A 000000000 1.000000 NC USD -18902.120000 0.0000276 N/A DFE N/A N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 1507774.270000 USD 1366000.000000 EUR 2019-10-02 -18902.120000 N N N N/A N/A 000000000 1.000000 NC USD -76682.550000 0.0001121 N/A DFE N/A N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 6484500.550000 USD 5879000.000000 EUR 2019-10-02 -76682.550000 N N N N/A N/A 000000000 1.000000 NC USD -10875737.990000 0.0159046 N/A DFE N/A N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 748218417.280000 USD 676492000.000000 EUR 2019-10-02 -10875737.990000 N N N N/A N/A 000000000 1.000000 NC USD -32910.930000 0.0000481 N/A DFE N/A N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 3437915.760000 USD 3124000.000000 EUR 2019-10-02 -32910.930000 N N N AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A 02378MAA9 1950000.000000 PA USD 2026412.130000 0.0029634 Long DBT CORP US N 2 2033-08-15 Fixed 3.5 N N N N N N AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 02377LAA2 13900000.000000 PA USD 14284451.480000 0.0208895 Long DBT CORP US N 2 2033-08-15 Fixed 3.15 N N N N N N N/A N/A 000000000 1.000000 NC USD -18129.130000 0.0000265 N/A DFE GB N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 1288253.780000 USD 1033000.000000 GBP 2019-10-02 -18129.130000 N N N N/A N/A 000000000 1.000000 NC USD 5688.240000 0.0000083 N/A DFE ID N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 820998.470000 USD 11836335000.000000 IDR 2019-12-18 5688.240000 N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 024836AE8 1600000.000000 PA USD 1643223.440000 0.0024030 Long DBT CORP US N 2 2026-07-15 Fixed 3.3 N N N N N N N/A N/A 000000000 1.000000 NC USD 88023.600000 0.0001287 N/A DFE RU N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 12188000.000000 USD 797003790.000000 RUB 2019-10-11 88023.600000 N N N N/A N/A 000000000 1.000000 NC USD -154045.380000 0.0002253 N/A DFE SE N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 16342007.230000 USD 159355105.820000 SEK 2019-10-02 -154045.380000 N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537AL5 3695000.000000 PA USD 3812909.740000 0.0055760 Long DBT CORP US N 2 2021-12-01 Fixed 3.65 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BS7 67600000.000000 PA USD 70242171.690000 0.1027218 Long DBT CORP US N 2 2023-02-27 Fixed 3.4 N N N N N N N/A N/A 000000000 1.000000 NC 119761.040000 0.0001751 N/A DFE AU N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 26613000.000000 AUD 18082208.170000 USD 2019-10-02 119761.040000 N N N N/A N/A 000000000 1.000000 NC 17952217.760000 0.0262532 N/A DFE BR N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 801261000.000000 BRL 210797137.670000 USD 2019-10-02 17952217.760000 N N N N/A N/A 000000000 1.000000 NC 385765.860000 0.0005641 N/A DFE BR N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 17900000.000000 BRL 4670214.990000 USD 2020-01-03 385765.860000 N N N N/A N/A 000000000 1.000000 NC 9710062.700000 0.0141999 N/A DFE BR N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 777818000.000000 BRL 195884456.530000 USD 2020-01-03 9710062.700000 N N N N/A N/A 000000000 1.000000 NC 180556.070000 0.0002640 N/A DFE BR N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 38281000.000000 BRL 9294211.910000 USD 2020-04-02 180556.070000 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BU2 65590000.000000 PA USD 66919865.450000 0.0978632 Long DBT CORP US N 2 2021-05-17 Fixed 3.375 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BV0 5900000.000000 PA USD 5917091.000000 0.0086531 Long DBT CORP US N 2 2021-05-17 Floating 2.64875 N N N N N N N/A N/A 000000000 1.000000 NC 1041096.450000 0.0015225 N/A DFE N/A N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 71025000.000000 EUR 78454818.710000 USD 2019-10-02 1041096.450000 N N N N/A N/A 000000000 1.000000 NC 15622702.540000 0.0228466 N/A DFE N/A N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 717966000.000000 EUR 798169981.860000 USD 2019-10-02 15622702.540000 N N N N/A N/A 000000000 1.000000 NC 207895.500000 0.0003040 N/A DFE N/A N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 12981000.000000 EUR 14356540.750000 USD 2019-10-02 207895.500000 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CE7 52000000.000000 PA USD 52184485.080000 0.0763143 Long DBT CORP US N 2 2022-05-20 Floating 2.75588 N N N N N N N/A N/A 000000000 1.000000 NC 11398452.890000 0.0166690 N/A DFE JP N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 64134400000.000000 JPY 604548973.120000 USD 2019-10-02 11398452.890000 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CG2 27200000.000000 PA USD 27440024.220000 0.0401281 Long DBT CORP US N 2 2024-07-30 Fixed 2.5 N N N N N N N/A N/A 000000000 1.000000 NC 138002.690000 0.0002018 N/A DFE MX N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 376110000.000000 MXN 19174318.010000 USD 2019-10-09 138002.690000 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BW8 11700000.000000 PA USD 12335541.780000 0.0180394 Long DBT CORP US N 2 2023-08-03 Fixed 3.7 N N N N N N N/A N/A 000000000 1.000000 NC 155011.130000 0.0002267 N/A DFE SE N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 159355105.820000 SEK 16377910.370000 USD 2019-11-04 155011.130000 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BY4 55000000.000000 PA USD 56803270.150000 0.0830688 Long DBT CORP US N 2 2021-11-05 Fixed 3.7 N N N N N N N/A N/A 000000000 1.000000 NC -38899.710000 0.0000569 N/A DFE TH N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 372859917.000000 THB 12170248.950000 USD 2019-12-18 -38899.710000 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BZ1 65550000.000000 PA USD 65951630.090000 0.0964473 Long DBT CORP US N 2 2021-11-05 Floating 2.88675 N N N N N N N/A 254900ZFY40OYEADAP90 000000000 1.000000 NC USD 941811.200000 0.0013773 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2020-03-21 848171.490000 USD 0.000000 USD 319400000.000000 USD 93639.710000 N N N N/A N/A 000000000 1.000000 NC USD 340084.200000 0.0004973 N/A DCR US N 2 Citibank International Limited 31OGKFG0Y1795OV0AK56 CALIFORNIA STATE CA ST Y Single Leg Swap 2024-06-21 23141.440000 USD 0.000000 USD 10000000.000000 USD 316942.760000 N N N N/A N/A 000000000 1.000000 NC USD 340084.200000 0.0004973 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CALIFORNIA STATE CA ST Y Single Leg Swap 2024-06-21 30911.440000 USD 0.000000 USD 10000000.000000 USD 309172.760000 N N N N/A N/A 000000000 1.000000 NC USD 1700421.000000 0.0024867 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CALIFORNIA STATE CA ST Y Single Leg Swap 2024-06-21 154063.330000 USD 0.000000 USD 50000000.000000 USD 1546357.670000 N N N N/A N/A 000000000 1.000000 NC USD 850210.500000 0.0012433 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CALIFORNIA STATE CA ST Y Single Leg Swap 2024-06-21 76275.560000 USD 0.000000 USD 25000000.000000 USD 773934.940000 N N N N/A N/A 000000000 1.000000 NC USD 340084.200000 0.0004973 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 CALIFORNIA STATE CA ST Y Single Leg Swap 2024-06-21 15399.440000 USD 0.000000 USD 10000000.000000 USD 324684.760000 N N N N/A N/A 000000000 1.000000 NC USD 21582.970000 0.0000316 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.IG.26 N/A N/A Y Single Leg Swap 2021-06-21 28380.800000 USD 0.000000 USD 1600000.000000 USD -6797.830000 N N N N/A N/A 000000000 1.000000 NC USD 46757.090000 0.0000684 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.IG.27 N/A N/A Y Single Leg Swap 2021-12-21 53324.920000 USD 0.000000 USD 2900000.000000 USD -6567.830000 N N N N/A N/A 000000000 1.000000 NC USD 144974.980000 0.0002120 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.IG.28 N/A N/A Y Single Leg Swap 2022-06-21 147579.670000 USD 0.000000 USD 8200000.000000 USD -2604.690000 N N N N/A N/A 000000000 1.000000 NC USD 1431069.180000 0.0020928 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.IG.31 N/A N/A Y Single Leg Swap 2023-12-21 547724.150000 USD 0.000000 USD 65000000.000000 USD 883345.030000 N N N AMERICAN HOME MORTGAGE INVT TR 2006-1 N/A 02660TJG9 1452662.000000 PA USD 846169.800000 0.0012374 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.78138 N N N N N N AMERICAN HOME MTGE ASSETS 2005-1 N/A 02660VAC2 4857754.570000 PA USD 4565416.360000 0.0066764 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.44659 Y N N N N N N/A N/A 000000000 1.000000 NC USD 23784800.200000 0.0347828 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.IG.32 N/A N/A Y Single Leg Swap 2024-06-21 20134561.210000 USD 0.000000 USD 1112700000.000000 USD 3650238.990000 N N N N/A N/A 000000000 1.000000 NC USD 4006793.190000 0.0058595 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.33 Y Single Leg Swap 2024-12-21 4068179.160000 USD 0.000000 USD 200800000.000000 USD -61385.970000 N N N AMERICAN HOME MTGE INV TRUST 2004-3 N/A 02660TBP7 698310.440000 PA USD 700106.700000 0.0010238 Long ABS-MBS CORP US N 2 2034-10-25 Floating 3.68463 N N N N N N N/A N/A 000000000 1.000000 NC USD -92016.870000 0.0001346 N/A DFE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4944908.120000 USD 7190000.000000 AUD 2019-10-02 -92016.870000 N N N N/A N/A 000000000 1.000000 NC USD -100943.410000 0.0001476 N/A DFE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7887167.810000 USD 11536000.000000 AUD 2019-10-02 -100943.410000 N N N N/A N/A 000000000 1.000000 NC USD -5997025.140000 0.0087700 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 408816072.300000 USD 1673693000.000000 BRL 2019-10-02 -5997025.140000 N N N AMERICAN HOME MTGE INV TRUST 2004-4 N/A 02660TCS0 25792.350000 PA USD 25982.800000 0.0000380 Long ABS-MBS CORP US N 2 2045-02-25 Floating 4.03138 N N N N N N N/A N/A 000000000 1.000000 NC USD 8801.560000 0.0000129 N/A DFE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1549892.350000 USD 2065000.000000 CAD 2019-10-02 8801.560000 N N N N/A N/A 000000000 1.000000 NC USD -13541.480000 0.0000198 N/A DFE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 6231711.180000 USD 8238000.000000 CAD 2019-10-02 -13541.480000 N N N N/A N/A 000000000 1.000000 NC USD -36602.220000 0.0000535 N/A DFE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4794958.840000 USD 6304000.000000 CAD 2019-10-02 -36602.220000 N N N N/A N/A 000000000 1.000000 NC USD -3651.000000 0.0000053 N/A DFE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1685379.830000 USD 2228000.000000 CAD 2019-10-02 -3651.000000 N N N N/A N/A 000000000 1.000000 NC USD -259208.160000 0.0003791 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 20655448.700000 USD 18713000.000000 EUR 2019-10-02 -259208.160000 N N N N/A N/A 000000000 1.000000 NC USD -63757.950000 0.0000932 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4216468.710000 USD 3810000.000000 EUR 2019-10-02 -63757.950000 N N N N/A N/A 000000000 1.000000 NC USD -248462.240000 0.0003633 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 33711027.350000 USD 30701000.000000 EUR 2019-10-02 -248462.240000 N N N N/A N/A 000000000 1.000000 NC USD -171977.500000 0.0002515 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 18600857.700000 USD 16908000.000000 EUR 2019-10-02 -171977.500000 N N N N/A N/A 000000000 1.000000 NC USD -14048.980000 0.0000205 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1466952.770000 USD 1333000.000000 EUR 2019-10-02 -14048.980000 N N N AMERICAN HOME MTGE INV TRUST 2005-2 N/A 02660TFG3 1221360.030000 PA USD 1235738.120000 0.0018071 Long ABS-MBS CORP US N 2 2045-09-25 Floating 3.53138 N N N N N N N/A N/A 000000000 1.000000 NC USD 3513574.690000 0.0051382 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 468242443.340000 USD 383682000.000000 GBP 2019-10-02 3513574.690000 N N N N/A N/A 000000000 1.000000 NC USD -103686.050000 0.0001516 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 15402970.700000 USD 12443000.000000 GBP 2019-10-02 -103686.050000 N N N N/A N/A 000000000 1.000000 NC USD -553195.630000 0.0008090 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 42300090.400000 USD 33953000.000000 GBP 2019-10-02 -553195.630000 N N N N/A N/A 000000000 1.000000 NC USD -85793.170000 0.0001255 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4312984.410000 USD 3438000.000000 GBP 2019-10-02 -85793.170000 N N N N/A N/A 000000000 1.000000 NC USD -86522.980000 0.0001265 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4335846.110000 USD 3456000.000000 GBP 2019-10-02 -86522.980000 N N N AMERICAN HOME MTGE INV TRUST 2005-4 N/A 02660TGW7 5147476.410000 PA USD 3812371.340000 0.0055752 Long ABS-MBS CORP US N 2 2045-11-25 Floating 3.78138 Y N N N N N AMERICAN HOME MTGE INVEST TR 2004-2 N/A 02660TAW3 24116.510000 PA USD 24112.230000 0.0000353 Long ABS-MBS CORP US N 2 2044-02-25 Floating 3.46138 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAA5 6678000.000000 PA USD 7211341.010000 0.0105458 Long DBT CORP US N 2 2028-02-15 Fixed 4.25 N N N N N N N/A N/A 000000000 1.000000 NC USD -1540.320000 0.0000023 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 188038.720000 USD 3689000.000000 MXN 2019-10-16 -1540.320000 N N N N/A N/A 000000000 1.000000 NC USD 45626.280000 0.0000667 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7196384.950000 USD 144045000.000000 MXN 2019-11-19 45626.280000 N N N N/A N/A 000000000 1.000000 NC USD -926932.930000 0.0013555 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 155153488.150000 USD 3060702000.000000 MXN 2019-11-05 -926932.930000 N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAB3 59950000.000000 PA USD 68159665.710000 0.0996763 Long DBT CORP US N 2 2029-02-15 Fixed 4.9 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 934NVQII2 31800000.000000 PA USD 31778662.200000 0.0464729 Long LON CORP US N 3 2021-03-29 Floating 2.9496 N N N N N N N/A N/A 000000000 1.000000 NC USD -56794.100000 0.0000831 N/A DFE ZA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 979670.000000 USD 13988022.160000 ZAR 2019-10-08 -56794.100000 N N N N/A N/A 000000000 1.000000 NC 2731464.380000 0.0039945 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 364000000.000000 BRL 89856575.080000 USD 2020-01-03 2731464.380000 N N N N/A N/A 000000000 1.000000 NC 2005732.660000 0.0029332 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 260100000.000000 BRL 64261890.060000 USD 2020-01-03 2005732.660000 N N N N/A N/A 000000000 1.000000 NC 1036702.010000 0.0015161 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 226300000.000000 BRL 54912523.360000 USD 2020-04-02 1036702.010000 N N N N/A N/A 000000000 1.000000 NC 5902753.100000 0.0086322 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1695400000.000000 BRL 411704711.020000 USD 2020-01-03 5902753.100000 N N N N/A N/A 000000000 1.000000 NC -682669.910000 0.0009983 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 842000000.000000 BRL 200853987.260000 USD 2020-01-03 -682669.910000 N N N N/A N/A 000000000 1.000000 NC 358142.530000 0.0005237 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 24906000.000000 EUR 27504445.470000 USD 2019-10-02 358142.530000 N N N N/A N/A 000000000 1.000000 NC 638899.860000 0.0009343 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 39874000.000000 EUR 44099579.360000 USD 2019-10-02 638899.860000 N N N N/A N/A 000000000 1.000000 NC 593983.210000 0.0008686 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2860240084.070000 EUR 3125864860.200000 USD 2019-11-04 593983.210000 N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DM6 3500000.000000 PA USD 3748430.000000 0.0054817 Long DBT CORP US N 2 2048-04-01 Floating 5.75 N N N N N N N/A N/A 000000000 1.000000 NC 1066324.650000 0.0015594 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 63662000.000000 GBP 79341906.040000 USD 2019-10-02 1066324.650000 N N N N/A N/A 000000000 1.000000 NC 4247886.550000 0.0062121 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 22691900000.000000 JPY 214115169.790000 USD 2019-10-02 4247886.550000 N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874CU9 15000.000000 PA USD 16033.230000 0.0000234 Long DBT CORP US N 2 2022-06-01 Fixed 4.875 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DD6 15500000.000000 PA USD 16383175.430000 0.0239587 Long DBT CORP US N 2 2025-07-10 Fixed 3.75 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874BW6 1900000.000000 PA USD 1997610.710000 0.0029213 Long DBT CORP US N 2 2020-12-15 Fixed 6.4 N N N N N N N/A 6SHGI4ZSSLCXXQSBB395 000000000 1.000000 NC USD 546959.390000 0.0007999 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CITIGROUP INC CITIGROUP INC NT Y Single Leg Swap 2020-12-21 1174784.510000 USD 0.000000 USD 58200000.000000 USD -627825.120000 N N N N/A N/A 000000000 1.000000 NC USD 274708.230000 0.0004017 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CMBX.NA.AAA-9 N/A N/A Y Single Leg Swap 2058-09-18 0.000000 USD -797657.130000 USD 21400000.000000 USD 1072365.360000 N N N N/A N/A 000000000 1.000000 NC USD 97559.930000 0.0001427 N/A DCR US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 CMBX.NA.AAA-9 N/A N/A Y Single Leg Swap 2058-09-18 0.000000 USD -315007.170000 USD 7600000.000000 USD 412567.100000 N N N N/A N/A 000000000 1.000000 NC USD 206777.700000 0.0003024 N/A DCR US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 CMBX.NA.AAA.7 N/A N/A Y Single Leg Swap 2047-01-18 0.000000 USD -661947.240000 USD 17421150.620000 USD 868724.940000 N N N N/A N/A 000000000 1.000000 NC USD 495084.890000 0.0007240 N/A DCR US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CMBX.NA.AAA.7 N/A N/A Y Single Leg Swap 2047-01-18 0.000000 USD -2121616.730000 USD 41711212.050000 USD 2616701.620000 N N N N/A N/A 000000000 1.000000 NC USD 51526.330000 0.0000754 N/A DCR US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 CMBX.NA.AAA.8 N/A N/A Y Single Leg Swap 2057-10-18 0.000000 USD -183257.830000 USD 4000000.000000 USD 234784.160000 N N N N/A N/A 000000000 1.000000 NC USD 123663.200000 0.0001808 N/A DCR US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CMBX.NA.AAA.8 N/A N/A Y Single Leg Swap 2057-10-18 0.000000 USD -498293.040000 USD 9600000.000000 USD 621956.240000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAL4 1600000.000000 PA USD 1602376.700000 0.0023433 Long DBT CORP US N 2 2022-01-15 Fixed 2.25 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAH3 3145000.000000 PA USD 3190515.190000 0.0046658 Long DBT CORP US N 2 2021-02-15 Fixed 3.3 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAT7 7400000.000000 PA USD 7703521.800000 0.0112656 Long DBT CORP US N 2 2024-05-15 Fixed 3.375 N N N N N N N/A 529900R27DL06UVNT076 000000000 1.000000 NC 420571.810000 0.0006150 N/A DCR DE N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 DAIMLER AG DAIMLER AG Y Single Leg Swap 2020-12-21 593401.730000 EUR 0.000000 EUR 35800000.000000 EUR -172829.920000 N N N N/A N/A 000000000 1.000000 NC -4136044.550000 0.0060485 N/A DFE CN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5885522795.860000 CNY 816923144.680000 USD 2020-03-18 -4136044.550000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAF7 1704000.000000 PA USD 1710674.310000 0.0025017 Long DBT CORP US N 2 2020-06-01 Fixed 2.8 N N N N N N N/A 7LTWFZYICNSX8D621K86 000000000 1.000000 NC 19436.270000 0.0000284 N/A DCR DE N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A DEUTSCHE BANK AG Y Single Leg Swap 2019-12-21 29762.560000 EUR 0.000000 EUR 11600000.000000 EUR -10326.290000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAQ3 2353000.000000 PA USD 2408607.040000 0.0035223 Long DBT CORP US N 2 2023-06-15 Fixed 3 N N N N N N N/A S2PEWKCZFFECR4533P43 000000000 1.000000 NC USD 140299.570000 0.0002052 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 EXELON GENERATION COMPANY LLC EXELON CORP SR NT Y Single Leg Swap 2022-06-21 0.000000 USD -228033.230000 USD 8700000.000000 USD 368332.800000 N N N N/A N/A 000000000 -31078.000000 NC 8287899.180000 0.0121202 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A EUIB 2020-12-14 -8515368544.910000 EUR 8287899.180000 N N N N/A N/A 000000000 -22736.000000 NC 7111815.980000 0.0104003 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A EUIB 2020-09-14 -6229041944.560000 EUR 7111815.980000 N N N N/A 20S05OYHG0MQM4VUIC57 000000000 1.000000 NC USD 1116588.220000 0.0016329 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR COMPANY FORD MOTOR COMPANY SR UNSEC Y Single Leg Swap 2023-06-21 1296229.740000 USD 0.000000 USD 8700000.000000 USD -179641.520000 N N N N/A UDSQCVRUX5BONN0VY111 000000000 1.000000 NC USD 362494.770000 0.0005301 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC SR UNSEC Y Single Leg Swap 2022-12-21 573346.560000 USD 0.000000 USD 3100000.000000 USD -210851.790000 N N N N/A UDSQCVRUX5BONN0VY111 000000000 1.000000 NC USD 432090.890000 0.0006319 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC Y Single Leg Swap 2023-12-21 441278.820000 USD 0.000000 USD 3300000.000000 USD -9187.930000 N N N N/A 969500KCGF3SUYJHPV70 000000000 -23302.000000 NC 39703187.430000 0.0580617 N/A DIR DE N 1 Eurex N/A Short N/A FRANCE GOVT 2019-12-06 -4325537231.070000 EUR 39703187.430000 N N N N/A 969500KCGF3SUYJHPV70 000000000 1946.000000 NC -1081.730000 0.0000016 N/A DIR DE N 1 Eurex N/A Call Purchased Eurex N/A N/A 969500KCGF3SUYJHPV70 000000000 0.000000 NC 0.000000 0.000000 DIR FR N/A N/A FIN FUT EURO-OAT EUX 10YR 12/06/19 2019-12-07 N/A EUR N/A 192.000000 EUR 2019-11-22 XXXX -1081.730000 N N N N/A 969500KCGF3SUYJHPV70 000000000 6602.000000 NC -3669.880000 0.0000054 N/A DIR DE N 1 Eurex N/A Call Purchased Eurex N/A N/A 969500KCGF3SUYJHPV70 000000000 0.000000 NC 0.000000 0.000000 DIR FR N/A N/A FIN FUT EURO-OAT EUX 10YR 12/06/19 2019-12-07 N/A EUR N/A 200.000000 EUR 2019-11-22 XXXX -3669.880000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD 35242.140000 0.0000515 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO Y Single Leg Swap 2023-12-21 0.000000 USD -1890958.620000 USD 41100000.000000 USD 1926200.760000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD -405528.200000 0.0005930 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO Y Single Leg Swap 2024-06-21 0.000000 USD -385534.980000 USD 59500000.000000 USD -19993.220000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD -228115.440000 0.0003336 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO Y Single Leg Swap 2024-12-21 0.000000 USD -269298.570000 USD 16000000.000000 USD 41183.130000 N N N N/A 54930070NSV60J38I987 000000000 1.000000 NC USD 248466.820000 0.0003634 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL MOTORS COMPANY GENERAL MOTORS CO SR UNSEC Y Single Leg Swap 2022-06-21 357020.690000 USD 0.000000 USD 2100000.000000 USD -108553.870000 N N N N/A 529900AQBND3S6YJLY83 000000000 629.000000 NC -3804128.010000 0.0055631 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2019-12-06 149113379.900000 EUR -3804128.010000 N N N N/A 529900AQBND3S6YJLY83 000000000 -12092.000000 NC 5575881.670000 0.0081541 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2019-12-06 -1787823510.880000 EUR 5575881.670000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 029912BE1 4912000.000000 PA USD 5280020.600000 0.0077215 Long DBT CORP US N 2 2021-11-01 Fixed 5.9 N N N N N N N/A 529900AQBND3S6YJLY83 000000000 12080.000000 NC 8851033.220000 0.0129437 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2019-12-06 2294280049.660000 EUR 8851033.220000 N N N N/A 529900AQBND3S6YJLY83 000000000 -18116.000000 NC 3124849.710000 0.0045698 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2019-12-06 -2218016530.190000 EUR 3124849.710000 N N N AMERICAN TRANSMISSION SYSTEMS INCORPORATED N/A 030288AA2 2050000.000000 PA USD 2184939.570000 0.0031952 Long DBT CORP US N 2 2022-01-15 Fixed 5.25 N N N N N N AMERICAN WATER CAPITAL CORP 5IDHQUFVC8Q2KIBBFF06 03040WAK1 1400000.000000 PA USD 1485658.020000 0.0021726 Long DBT CORP US N 2 2024-03-01 Fixed 3.85 N N N N N N AMERICAN WATER CAPITAL CORP 5IDHQUFVC8Q2KIBBFF06 03040WAL9 1458000.000000 PA USD 1531898.880000 0.0022402 Long DBT CORP US N 2 2025-03-01 Fixed 3.4 N N N N N N N/A 529900AQBND3S6YJLY83 000000000 -4432.000000 NC 1124946.980000 0.0016451 N/A DIR DE N 1 Eurex N/A Put Written Eurex N/A N/A 529900AQBND3S6YJLY83 000000000 0.000000 NC 0.000000 0.000000 DIR DE N/A N/A FIN FUT EUR-BUND 10YR EUX 12/06/19 2019-12-07 N/A EUR N/A 171.000000 EUR 2019-10-25 XXXX 1124946.980000 N N N N/A 529900AQBND3S6YJLY83 000000000 -4593.000000 NC 1198879.990000 0.0017532 N/A DIR DE N 1 Eurex N/A Put Written Eurex N/A N/A 529900AQBND3S6YJLY83 000000000 0.000000 NC 0.000000 0.000000 DIR DE N/A N/A FIN FUT EUR-BUND 10YR EUX 12/06/19 2019-12-07 N/A EUR N/A 171.500000 EUR 2019-10-25 XXXX 1198879.990000 N N N N/A 529900AQBND3S6YJLY83 000000000 -7741.000000 NC -581170.140000 0.0008499 N/A DIR DE N 1 Eurex N/A Put Written Eurex N/A N/A 529900AQBND3S6YJLY83 000000000 0.000000 NC 0.000000 0.000000 DIR DE N/A N/A FIN FUT EUR-BUND 10YR EUX 12/06/19 2019-12-07 N/A EUR N/A 173.500000 EUR 2019-10-25 XXXX -581170.140000 N N N N/A 529900AQBND3S6YJLY83 000000000 -3266.000000 NC -500184.380000 0.0007315 N/A DIR DE N 1 Eurex N/A Put Written Eurex N/A N/A 529900AQBND3S6YJLY83 000000000 0.000000 NC 0.000000 0.000000 DIR DE N/A N/A FIN FUT EUR-BUND 10YR EUX 12/06/19 2019-12-07 N/A EUR N/A 174.000000 EUR 2019-10-25 XXXX -500184.380000 N N N N/A 529900AQBND3S6YJLY83 000000000 16.000000 NC -15.000000 0.0000000 N/A DIR DE N 1 Eurex N/A Call Purchased Eurex N/A N/A 529900AQBND3S6YJLY83 000000000 0.000000 NC 0.000000 0.000000 DIR DE N/A N/A FIN FUT EUR-BUND 10YR EUX 12/06/19 2019-12-07 N/A EUR N/A 185.500000 EUR 2019-11-22 XXXX -15.000000 N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-3 N/A 03065DAE7 2677343.860000 PA USD 2675275.340000 0.0039123 Long ABS-O CORP US N 2 2021-10-08 Fixed 1.8 N N N N N N N/A 529900AQBND3S6YJLY83 000000000 2665.000000 NC -2498.060000 0.0000037 N/A DIR DE N 1 Eurex N/A Call Purchased Eurex N/A N/A 529900AQBND3S6YJLY83 000000000 0.000000 NC 0.000000 0.000000 DIR DE N/A N/A FIN FUT EUR-BUND 10YR EUX 12/06/19 2019-12-07 N/A EUR N/A 192.000000 EUR 2019-11-22 XXXX -2498.060000 N N N AMERIQUEST MORTGAGE SEC INC 2002-C N/A 03072SDF9 3578823.180000 PA USD 3609238.880000 0.0052781 Long ABS-MBS CORP US N 2 2032-11-25 Floating 5.39338 Y N N N N N N/A N/A 000000000 1.000000 NC USD 91399.280000 0.0001337 N/A DFE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 28560232.650000 USD 42450000.000000 AUD 2019-10-02 91399.280000 N N N N/A N/A 000000000 1.000000 NC USD -538936.780000 0.0007881 N/A DFE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 29185844.060000 USD 42443000.000000 AUD 2019-10-02 -538936.780000 N N N N/A N/A 000000000 1.000000 NC USD 3528.610000 0.0000052 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3544858.830000 USD 4701000.000000 CAD 2019-10-02 3528.610000 N N N N/A N/A 000000000 1.000000 NC USD -11597.180000 0.0000170 N/A DFE DK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5220804.110000 USD 35405000.000000 DKK 2020-01-02 -11597.180000 N N N N/A N/A 000000000 1.000000 NC USD -88824.520000 0.0001299 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6295001.700000 USD 5694000.000000 EUR 2019-10-02 -88824.520000 N N N N/A N/A 000000000 1.000000 NC USD -39646.700000 0.0000580 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2812280.860000 USD 2255000.000000 GBP 2019-10-02 -39646.700000 N N N N/A N/A 000000000 1.000000 NC USD -99189.450000 0.0001451 N/A DFE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4798380.200000 USD 508100000.000000 JPY 2019-10-02 -99189.450000 N N N N/A N/A 000000000 1.000000 NC USD -2879.180000 0.0000042 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 253532.220000 USD 4958000.000000 MXN 2019-10-16 -2879.180000 N N N N/A N/A 000000000 1.000000 NC USD -3515.250000 0.0000051 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 257849.050000 USD 5025000.000000 MXN 2019-10-09 -3515.250000 N N N N/A N/A 000000000 1.000000 NC USD -2908.850000 0.0000043 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1490486.100000 USD 6242901.050000 MYR 2019-12-18 -2908.850000 N N N AMERIQUEST MTAGE SEC INC 2004-R2 N/A 03072SPX7 82867.000000 PA USD 82872.570000 0.0001212 Long ABS-MBS CORP US N 2 2034-04-25 Floating 2.70838 N N N N N N AMERIQUEST MTAGE SEC INC 2004-R3 N/A 03072SQC2 2323214.980000 PA USD 2338238.280000 0.0034194 Long ABS-MBS CORP US N 2 2034-05-25 Floating 2.79838 N N N N N N N/A N/A 000000000 1.000000 NC 2567445.370000 0.0037546 N/A DFE AR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 615450000.000000 ARS 11000000.000000 USD 2019-12-17 2567445.370000 N N N N/A N/A 000000000 1.000000 NC 2215484.850000 0.0032399 N/A DFE AR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 463215064.000000 ARS 8562200.810000 USD 2019-12-17 2215484.850000 N N N AMERIQUEST MTGE SEC INC 2004-R5 N/A 03072SRX5 305855.210000 PA USD 307770.600000 0.0004501 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.88838 N N N N N N N/A N/A 000000000 1.000000 NC 1014175.130000 0.0014831 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 60810000.000000 EUR 67294054.760000 USD 2019-10-02 1014175.130000 N N N N/A N/A 000000000 1.000000 NC 594939.030000 0.0008700 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 91826000.000000 GBP 113499553.040000 USD 2019-10-02 594939.030000 N N N AMERIQUEST MTGE SECURITIES INC 2004-FR1 N/A 03072SQS7 686290.300000 PA USD 720283.700000 0.0010533 Long ABS-MBS CORP US N 2 2034-05-25 Variable 4.37635 Y N N N N N N/A N/A 000000000 1.000000 NC 4078.790000 0.0000060 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4958000.000000 MXN 255021.470000 USD 2019-10-09 4078.790000 N N N N/A N/A 000000000 1.000000 NC -3407.850000 0.0000050 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3689000.000000 MXN 183090.550000 USD 2019-10-16 -3407.850000 N N N N/A N/A 000000000 1.000000 NC -517549.410000 0.0007569 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1367999788.500000 RUB 20541000.000000 USD 2019-10-16 -517549.410000 N N N N/A 784F5XWPLTWKTBV3E584 000000000 1.000000 NC USD 1586035.370000 0.0023194 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC GLBL NT Y Single Leg Swap 2020-12-21 3225759.160000 USD 0.000000 USD 169900000.000000 USD -1639723.790000 N N N N/A 784F5XWPLTWKTBV3E584 000000000 1.000000 NC USD 361700.260000 0.0005289 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC GLBL NT Y Single Leg Swap 2021-06-21 602175.220000 USD 0.000000 USD 29800000.000000 USD -240474.960000 N N N N/A 784F5XWPLTWKTBV3E584 000000000 1.000000 NC USD 329903.390000 0.0004824 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC GLBL NT Y Single Leg Swap 2021-12-21 462513.710000 USD 0.000000 USD 22100000.000000 USD -132610.320000 N N N N/A N/A 000000000 1.000000 NC USD -2332373.700000 0.0034109 N/A DFE AR N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 13262819.980000 USD 797758621.800000 ARS 2019-12-17 -2332373.700000 N N N N/A N/A 000000000 1.000000 NC USD 169.170000 0.0000002 N/A DFE AR N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 52763.010000 USD 3382109.000000 ARS 2019-10-28 169.170000 N N N N/A N/A 000000000 1.000000 NC USD -203062.250000 0.0002970 N/A DFE AU N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 10644540.360000 USD 15470000.000000 AUD 2019-10-02 -203062.250000 N N N N/A N/A 000000000 1.000000 NC USD -12309.460000 0.0000180 N/A DFE CA N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 2103148.260000 USD 2770000.000000 CAD 2019-10-02 -12309.460000 N N N N/A N/A 000000000 1.000000 NC USD 71500.460000 0.0001046 N/A DFE CA N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 140781401.440000 USD 186605747.610000 CAD 2019-10-02 71500.460000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BN9 2400000.000000 PA USD 2483870.040000 0.0036324 Long DBT CORP US N 2 2022-05-15 Fixed 3.625 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BY5 8000000.000000 PA USD 8324947.120000 0.0121744 Long DBT CORP US N 2 2025-05-01 Fixed 3.125 N N N N N N N/A N/A 000000000 1.000000 NC USD 170509.750000 0.0002494 N/A DFE IN N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 6116092.770000 USD 448346296.300000 INR 2019-12-18 170509.750000 N N N N/A N/A 000000000 1.000000 NC USD -1823060.020000 0.0026660 N/A DFE JP N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 59332901.260000 USD 6200500000.000000 JPY 2019-11-15 -1823060.020000 N N N N/A N/A 000000000 1.000000 NC USD -13773534.610000 0.0201423 N/A DFE JP N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 2794747834.450000 USD 300027359020.000000 JPY 2019-11-05 -13773534.610000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CG3 4700000.000000 PA USD 4684141.030000 0.0068501 Long DBT CORP US N 2 2021-08-19 Fixed 1.85 N N N N N N N/A N/A 000000000 1.000000 NC USD -2586.740000 0.0000038 N/A DFE MX N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 253529.420000 USD 4958000.000000 MXN 2019-10-09 -2586.740000 N N N N/A N/A 000000000 1.000000 NC USD -1580074.610000 0.0023107 N/A DFE MX N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 105076822.680000 USD 2044837000.000000 MXN 2019-10-09 -1580074.610000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BM1 17322000.000000 PA USD 17887812.740000 0.0261590 Long DBT CORP US N 2 2021-11-15 Fixed 3.875 N N N N N N N/A N/A 000000000 1.000000 NC 16345.780000 0.0000239 N/A DFE AU N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 52157000.000000 AUD 35219718.370000 USD 2019-10-02 16345.780000 N N N AMORTIZING RESIDENTIAL COLL TR 2002-BC6 N/A 86358R6A0 65248.510000 PA USD 62948.960000 0.0000921 Long ABS-MBS CORP US N 2 2032-08-25 Floating 3.14338 N N N N N N N/A N/A 000000000 1.000000 NC -574052.080000 0.0008395 N/A DFE CA N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 213107747.610000 CAD 160282968.960000 USD 2019-10-02 -574052.080000 N N N N/A N/A 000000000 1.000000 NC -74273.340000 0.0001086 N/A DFE CA N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 186605747.610000 CAD 140853129.740000 USD 2019-11-04 -74273.340000 N N N AMORTIZING RESIDNTIAL COLL TR 2002-BC5 N/A 86358RZ67 58212.730000 PA USD 58081.620000 0.0000849 Long ABS-MBS CORP US N 2 2032-07-25 Floating 3.05338 N N N N N N N/A N/A 000000000 1.000000 NC -1644130.780000 0.0024044 N/A DFE CN N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 1897839275.010000 CNY 263113721.750000 USD 2020-03-18 -1644130.780000 N N N AMPHENOL CORPORATION 549300D3L3G0R4U4VT04 032095AG6 1900000.000000 PA USD 1967293.710000 0.0028770 Long DBT CORP US N 2 2024-04-01 Fixed 3.2 N N N N N N N/A N/A 000000000 1.000000 NC -7639275.050000 0.0111716 N/A DFE GB N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 886595259.890000 GBP 1082473499.100000 USD 2019-10-02 -7639275.050000 N N N N/A N/A 000000000 1.000000 NC 13538849.810000 0.0197991 N/A DFE JP N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 300027359020.000000 JPY 2788358355.200000 USD 2019-10-02 13538849.810000 N N N N/A N/A 000000000 1.000000 NC -3121.890000 0.0000046 N/A DFE KR N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 367808811.000000 KRW 304263.400000 USD 2019-12-18 -3121.890000 N N N N/A N/A 000000000 1.000000 NC 2589.980000 0.0000038 N/A DFE MX N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 4958000.000000 MXN 253243.020000 USD 2019-10-16 2589.980000 N N N N/A N/A 000000000 1.000000 NC 9729.370000 0.0000142 N/A DFE MX N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 12827000.000000 MXN 658951.180000 USD 2019-10-09 9729.370000 N N N N/A N/A 000000000 1.000000 NC 18045.900000 0.0000264 N/A DFE NO N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 7900000.000000 NOK 887016.630000 USD 2019-11-15 18045.900000 N N N N/A N/A 000000000 1.000000 NC -245015.760000 0.0003583 N/A DFE RU N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 1682756116.800000 RUB 25674000.000000 USD 2019-10-11 -245015.760000 N N N N/A N/A 000000000 1.000000 NC -620.800000 0.0000009 N/A DFE TW N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 1535000.000000 TWD 49013.350000 USD 2019-11-21 -620.800000 N N N N/A N/A 000000000 1.000000 NC -2235.740000 0.0000033 N/A DFE TW N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 5745421.000000 TWD 183542.180000 USD 2019-11-21 -2235.740000 N N N ANDEAVOR LOGISTICS LP / TESORO LOGISTICS FINANCE CORP N/A 88160QAK9 1495000.000000 PA USD 1496586.810000 0.0021886 Long DBT CORP US N 2 2019-10-15 Fixed 5.5 N N N N N N ANGLIAN WATER SERVICES FINANCING PLC 213800DL377MH46PDY63 ACI0WLQB1 4000000.000000 PA 5014778.100000 0.0073336 Long DBT CORP GB N 2 2025-08-10 Fixed 1.625 N N N N N N N/A N/A 000000000 -100000000.000000 NC USD -10.000000 0.0000000 N/A DIR US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Call Written US CPI Urban Consumers NSA N/A N/A N/A 4.000000 USD 2024-09-08 XXXX 474990.000000 N N N N/A N/A 000000000 -100000000.000000 NC USD -2180.000000 0.0000032 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written US CPI Urban Consumers NSA N/A N/A N/A 3.000000 USD 2024-09-09 XXXX 1707820.000000 N N N N/A N/A 000000000 -200000000.000000 NC USD -20.000000 0.0000000 N/A DIR US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Call Written US CPI Urban Consumers NSA N/A N/A N/A 4.000000 USD 2024-08-22 XXXX 989980.000000 N N N N/A N/A 000000000 -631100000.000000 NC USD -63.110000 0.0000001 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Put Written US CPI Urban Consumers NSA N/A N/A N/A 0.000000 USD 2020-03-10 XXXX 4733186.890000 N N N N/A N/A 000000000 -4009500000.000000 NC USD -400.950000 0.0000006 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written US CPI Urban Consumers NSA N/A N/A N/A 0.000000 USD 2020-04-07 XXXX 35778759.050000 N N N N/A N/A 000000000 -1669200000.000000 NC USD -166.920000 0.0000002 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written US CPI Urban Consumers NSA N/A N/A N/A 0.000000 USD 2020-03-12 XXXX 14140393.080000 N N N N/A N/A 000000000 -486300000.000000 NC USD -48.630000 0.0000001 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Put Written US CPI Urban Consumers NSA N/A N/A N/A 0.000000 USD 2020-10-13 XXXX 4765691.370000 N N N N/A N/A 000000000 -471900000.000000 NC USD -47.190000 0.0000001 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written US CPI Urban Consumers NSA N/A N/A N/A 0.000000 USD 2020-09-29 XXXX 6087462.810000 N N N ANHEUSER-BUSCH INBEV FINANCE INC 5493000EYEKDT0FBSQ91 035242AL0 3146000.000000 PA USD 3272441.670000 0.0047856 Long DBT CORP US N 2 2023-02-01 Fixed 3.3 N N N N N N ANHEUSER-BUSCH INBEV FINANCE INC 5493000EYEKDT0FBSQ91 03524BAE6 12000000.000000 PA USD 12832549.560000 0.0187663 Long DBT CORP US N 2 2024-02-01 Fixed 3.7 N N N N N N N/A 815600DE60799F5A9309 000000000 27708.000000 NC 45384727.530000 0.0663704 N/A DIR DE N 1 Eurex N/A Long N/A ITALY GOVT 2019-12-06 4404418135.470000 EUR 45384727.530000 N N N N/A 815600DE60799F5A9309 000000000 6980.000000 NC -3880.010000 0.0000057 N/A DIR DE N 1 Eurex N/A Put Purchased Eurex N/A N/A 815600DE60799F5A9309 000000000 0.000000 NC 0.000000 0.000000 DIR IT N/A N/A FIN FUT EUX EURO-BTP 12/06/19 2019-12-07 N/A EUR N/A 100.000000 EUR 2019-11-22 XXXX -3880.010000 N N N N/A 815600DE60799F5A9309 000000000 4440.000000 NC -2840.410000 0.0000042 N/A DIR DE N 1 Eurex N/A Put Purchased Eurex N/A N/A 815600DE60799F5A9309 000000000 0.000000 NC 0.000000 0.000000 DIR IT N/A N/A FIN FUT EUX EURO-BTP 12/06/19 2019-12-07 N/A EUR N/A 101.000000 EUR 2019-11-22 XXXX -2840.410000 N N N N/A 815600DE60799F5A9309 000000000 1.000000 NC USD 225182.790000 0.0003293 N/A DCR US N 2 Bank of America, N.A. 9DJT3UXIJIZJI4WXO774 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2024-06-21 0.000000 USD -556294.370000 USD 54700000.000000 USD 781477.160000 N N N N/A 815600DE60799F5A9309 000000000 1.000000 NC USD -595639.800000 0.0008711 N/A DCR US N 2 Bank of America, N.A. 9DJT3UXIJIZJI4WXO774 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2024-06-21 0.000000 USD -1453952.830000 USD 55500000.000000 USD 858313.030000 N N N N/A 815600DE60799F5A9309 000000000 9503.000000 NC 2668986.360000 0.0039031 N/A DIR DE N 1 Eurex N/A Long N/A ITALY GOVT 2019-12-06 1167220256.070000 EUR 2668986.360000 N N N N/A N/A 000000000 1.000000 NC USD -699207.040000 0.0010225 N/A DFE AR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 3701967.760000 USD 219156491.390000 ARS 2019-12-17 -699207.040000 N N N N/A N/A 000000000 1.000000 NC USD -197009.910000 0.0002881 N/A DFE AR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1043073.490000 USD 61749950.610000 ARS 2019-12-17 -197009.910000 N N N N/A N/A 000000000 1.000000 NC USD -17407931.790000 0.0254573 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 200852245.920000 USD 766412000.000000 BRL 2020-01-03 -17407931.790000 N N N N/A N/A 000000000 1.000000 NC USD -17052350.170000 0.0249373 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 198780730.460000 USD 759243000.000000 BRL 2020-01-03 -17052350.170000 N N N N/A N/A 000000000 1.000000 NC USD -33622408.520000 0.0491692 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 380886823.660000 USD 1450836000.000000 BRL 2020-01-03 -33622408.520000 N N N N/A N/A 000000000 1.000000 NC USD -16432492.130000 0.0240308 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 181191102.920000 USD 688345000.000000 BRL 2020-01-03 -16432492.130000 N N N N/A N/A 000000000 1.000000 NC USD -16215029.450000 0.0237128 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 181087333.720000 USD 688820000.000000 BRL 2020-01-03 -16215029.450000 N N N N/A N/A 000000000 1.000000 NC USD -18255241.750000 0.0266964 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 197076419.850000 USD 747097000.000000 BRL 2020-01-03 -18255241.750000 N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 94973VBA4 9400000.000000 PA USD 9710308.850000 0.0142003 Long DBT CORP US N 2 2023-01-15 Fixed 3.3 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AJ2 5200000.000000 PA USD 5175558.020000 0.0075687 Long DBT CORP US N 2 2025-01-15 Fixed 2.375 N N N N N N N/A N/A 000000000 1.000000 NC USD 103005.450000 0.0001506 N/A DFE RU N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 12324000.000000 USD 807185028.000000 RUB 2019-10-15 103005.450000 N N N N/A N/A 000000000 1.000000 NC USD 37934.920000 0.0000555 N/A DFE TR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 2985054.080000 USD 17196613.000000 TRY 2019-10-22 37934.920000 N N N N/A N/A 000000000 1.000000 NC 512076.110000 0.0007489 N/A DFE AR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 79039500.000000 ARS 1337385.790000 USD 2020-06-03 512076.110000 N N N N/A N/A 000000000 1.000000 NC 5423232.130000 0.0079309 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 226833000.000000 BRL 60016668.870000 USD 2019-10-02 5423232.130000 N N N N/A N/A 000000000 1.000000 NC 14411014.520000 0.0210746 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 645599000.000000 BRL 169791705.020000 USD 2019-10-02 14411014.520000 N N N N/A N/A 000000000 1.000000 NC 10777945.590000 0.0157616 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 811653000.000000 BRL 205050905.690000 USD 2020-01-03 10777945.590000 N N N N/A N/A 000000000 1.000000 NC 592389.150000 0.0008663 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 497045000.000000 BRL 119562445.880000 USD 2020-01-03 592389.150000 N N N N/A N/A 000000000 1.000000 NC -279805.040000 0.0004092 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 515415000.000000 BRL 122426365.800000 USD 2020-04-02 -279805.040000 N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AE3 900000.000000 PA USD 903318.910000 0.0013210 Long DBT CORP US N 2 2020-11-21 Fixed 2.5 N N N N N N N/A N/A 000000000 1.000000 NC -1090.010000 0.0000016 N/A DFE TW N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 2940000.000000 TWD 93974.750000 USD 2019-11-21 -1090.010000 N N N N/A N/A 000000000 1.000000 NC -1093.540000 0.0000016 N/A DFE TW N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 2339000.000000 TWD 74537.920000 USD 2019-11-21 -1093.540000 N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AF0 10700000.000000 PA USD 10910876.780000 0.0159560 Long DBT CORP US N 2 2022-12-01 Fixed 2.95 N N N N N N N/A N/A 000000000 1.000000 NC USD -98249.740000 0.0001437 N/A DFE AU N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 7287818.250000 USD 10652000.000000 AUD 2019-10-02 -98249.740000 N N N N/A N/A 000000000 1.000000 NC USD -140970.400000 0.0002062 N/A DFE N/A N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 9982131.940000 USD 9029000.000000 EUR 2019-10-02 -140970.400000 N N N N/A N/A 000000000 1.000000 NC USD -2810557.650000 0.0041101 N/A DFE N/A N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 303327303.100000 USD 275716000.000000 EUR 2019-10-02 -2810557.650000 N N N N/A N/A 000000000 1.000000 NC USD 187718.130000 0.0002745 N/A DFE GB N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 11403245.170000 USD 9427000.000000 GBP 2019-10-02 187718.130000 N N N N/A N/A 000000000 1.000000 NC USD -107853.800000 0.0001577 N/A DFE GB N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 33780296.890000 USD 27386000.000000 GBP 2019-10-02 -107853.800000 N N N AOZORA BANK LTD X0XUGKC9FD2CYUQNC010 ACI0SVM51 3000000.000000 PA USD 3000540.090000 0.0043880 Long DBT CORP JP N 2 2020-03-09 Fixed 2.75 N N N N N N N/A N/A 000000000 1.000000 NC USD -4754874.540000 0.0069535 N/A DFE JP N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 397892446.790000 USD 42508000000.000000 JPY 2019-10-02 -4754874.540000 N N N N/A N/A 000000000 1.000000 NC USD -1653.480000 0.0000024 N/A DFE JP N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 5547087.010000 USD 599600000.000000 JPY 2019-10-02 -1653.480000 N N N N/A N/A 000000000 1.000000 NC USD 256802.300000 0.0003755 N/A DFE MX N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 296943099.540000 USD 5967517000.000000 MXN 2020-01-22 256802.300000 N N N N/A N/A 000000000 1.000000 NC USD -945638.190000 0.0013829 N/A DFE MX N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 69084370.320000 USD 1346251000.000000 MXN 2019-10-09 -945638.190000 N N N AP MOLLER - MAERSK A/S 549300D2K6PKKKXVNN73 00203QAE7 19600000.000000 PA USD 20740289.580000 0.0303305 Long DBT CORP DK N 2 2029-06-20 Fixed 4.5 N N N N N N AP MOLLER - MAERSK A/S 549300D2K6PKKKXVNN73 00203QAB3 2200000.000000 PA USD 2265452.440000 0.0033130 Long DBT CORP DK N 2 2024-09-22 Fixed 3.75 N N N N N N N/A N/A 000000000 1.000000 NC 674387.560000 0.0009862 N/A DFE GB N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 310023000.000000 GBP 381863017.670000 USD 2019-10-02 674387.560000 N N N N/A N/A 000000000 1.000000 NC -89008.370000 0.0001302 N/A DFE IL N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 25578000.000000 ILS 7298308.260000 USD 2019-12-16 -89008.370000 N N N N/A N/A 000000000 1.000000 NC 151402.750000 0.0002214 N/A DFE MX N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 426837000.000000 MXN 21755198.780000 USD 2019-10-09 151402.750000 N N N APEX CREDIT CLO LTD 2016-1A N/A 03754WAC5 25000000.000000 PA USD 25056838.750000 0.0366430 Long ABS-CBDO CORP KY N 2 2028-10-27 Floating 3.30575 N N N N N N N/A 5493003STKEZ2S0RNU91 000000000 1.000000 NC USD -26280.880000 0.0000384 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) HEINZ (H.J.) CO DEB Y Single Leg Swap 2022-06-21 0.000000 USD -18886.090000 USD 1700000.000000 USD -7394.790000 N N N N/A 54F1KGFE2KNP3VAL3P42 000000000 1.000000 NC USD 287214.540000 0.0004200 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 MBIA INC MBIA INC DEB Y Single Leg Swap 2019-12-21 0.000000 USD -2239377.780000 USD 23500000.000000 USD 2526592.320000 N N N N/A N/A 000000000 1.000000 NC USD 778096.300000 0.0011379 N/A DCR US N 2 Citibank International Limited 31OGKFG0Y1795OV0AK56 MCDX.NA.25 N/A N/A Y Single Leg Swap 2020-12-21 0.000000 USD -130655.440000 USD 70750000.000000 USD 908751.740000 N N N N/A N/A 000000000 1.000000 NC USD 2219361.590000 0.0032456 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 MCDX.NA.25 N/A N/A Y Single Leg Swap 2020-12-21 0.000000 USD -372558.150000 USD 201800000.000000 USD 2591919.740000 N N N N/A N/A 000000000 1.000000 NC USD 913746.210000 0.0013363 N/A DCR US N 2 Citibank International Limited 31OGKFG0Y1795OV0AK56 MCDX.NA.26 N/A N/A Y Single Leg Swap 2021-06-21 95466.380000 USD 0.000000 USD 61950000.000000 USD 818279.830000 N N N N/A N/A 000000000 1.000000 NC USD 1283227.110000 0.0018766 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 MCDX.NA.26 N/A N/A Y Single Leg Swap 2021-06-21 207619.700000 USD 0.000000 USD 87000000.000000 USD 1075607.410000 N N N N/A C4BXATY60WC6XEOZDX54 000000000 1.000000 NC USD 1235600.310000 0.0018069 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 METLIFE INC METLIFE INC Y Single Leg Swap 2021-12-21 0.000000 USD -672733.530000 USD 72300000.000000 USD 1908333.840000 N N N 2019-11-13 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer