NPORT-P false 0000810893 XXXXXXXX S000009707 C000026644 C000026645 C000026647 C000064155 C000200452 C000026649 C000026643 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 2019-12-31 N 131337106608.330002 64240942043.730003 67096164564.599998 0.000000 0.000000 25940761100.540001 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 353943023.780000 USD ARS GBP EUR CZK JPY BRL CAD PEN MXN AUD N ARGENT SECURITIES INC 2004-W11 N/A 040104MG3 3522281.440000 PA USD 3540117.570000 0.0052762 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.917 N N N N N N N/A N/A 000000000 1.000000 NC USD 34402.860000 0.0000513 N/A DFE DK N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 5313044.170000 USD 35405000.000000 DKK 2020-04-01 34402.860000 N N N ARGENT SECURITIES INC 2004-W7 N/A 040104JF9 653843.980000 PA USD 652124.040000 0.0009719 Long ABS-MBS CORP US N 2 2034-05-25 Floating 3.817 N N N N N N N/A N/A 000000000 1.000000 NC -23365139.710000 -0.0348234 N/A DFE CN N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 4913474078.060000 CNY 681263130.770000 USD 2020-03-18 -23365139.710000 N N N N/A N/A 000000000 1.000000 NC -104010.770000 -0.0001550 N/A DFE CN N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 21997032.000000 CNY 3050525.180000 USD 2020-03-18 -104010.770000 N N N N/A N/A 000000000 1.000000 NC -34998.880000 -0.0000522 N/A DFE DK N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 35405000.000000 DKK 5279590.910000 USD 2020-01-02 -34998.880000 N N N N/A N/A 000000000 1.000000 NC -2445100.220000 -0.0036442 N/A DFE TW N 2 Nomura Global Financial Products Inc. 0Z3VO5H2G7GRS05BHJ91 4299472875.000000 TWD 142117240.440000 USD 2020-03-18 -2445100.220000 N N N N/A 5493005LEB5E170OMX59 000000000 1.000000 NC USD 288603.840000 0.0004301 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 186341.620000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD 57296.860000 0.0000854 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 2176004.530000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD 3717.280000 0.0000055 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 279396.440000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD 206.510000 0.0000003 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 16100.440000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD 4749.860000 0.0000071 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 424463.860000 N N N ARGENT SECURITIES INC 2005-W5 N/A 040104QP9 11720012.570000 PA USD 11212643.850000 0.0167113 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.112 N N N N N N N/A X57JK1U580XATGR67572 000000000 1.000000 NC 94380.760000 0.0001407 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 50027.900000 N N N N/A X57JK1U580XATGR67572 000000000 1.000000 NC 4618.780000 0.0000069 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC Y Single Leg Swap 2024-12-21 0.000000 EUR -35282.900000 EUR 6300000.000000 EUR 39901.680000 N N N N/A N/A 000000000 1.000000 NC -476488.720000 -0.0007102 N/A DFE PE N 2 Royal Bank of Canada 549300XWG7K5S2JIV532 63058957.260000 PEN 18549480.000000 USD 2020-01-15 -476488.720000 N N N N/A 5493004EHVGF71PDBU58 000000000 1.000000 NC USD 3119495.000000 0.0046493 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 RUSSIAN GOVT RUSSIAN FEDERATION SR UNSEC REGS Y Single Leg Swap 2024-12-21 933441.600000 USD 0.000000 USD 144900000.000000 USD 2186053.400000 N N N N/A 5493004EHVGF71PDBU58 000000000 1.000000 NC USD 65231.680000 0.0000972 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 RUSSIAN GOVT RUSSIAN FEDERATION SR UNSEC REGS Y Single Leg Swap 2024-12-21 14937.920000 USD 0.000000 USD 3030000.000000 USD 50293.760000 N N N ARGENT SECURITIES INC 2006-M2 N/A 04013BAB8 4581180.910000 PA USD 1989156.080000 0.0029646 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.902 N N N N N N ARGENT SECURITIES INC 2006-M2 N/A 04013BAC6 23653162.790000 PA USD 10346347.550000 0.0154202 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.942 N N N N N N N/A N/A 000000000 1.000000 NC -13359604.640000 -0.0199111 N/A DFE CN N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2839556574.380000 CNY 393863176.970000 USD 2020-03-17 -13359604.640000 N N N ARGENT SECURITIES INC 2006-W4 N/A 040104TH4 26042417.970000 PA USD 9986720.400000 0.0148842 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.062 N N N N N N N/A N/A 000000000 1.000000 NC USD -2645662.470000 -0.0039431 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 2832452.830000 N N N ARGENT SECURITIES INC. 2006-W2 N/A 040104RV5 6648771.030000 PA USD 4136232.370000 0.0061646 Long ABS-MBS CORP US N 2 2036-03-25 Floating 1.982 N N N N N N N/A N/A 000000000 1.000000 NC USD -10141.480000 -0.0000151 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 29666.480000 N N N ARGENT SECURITIES TRUST 2006-W5 N/A 04012XAD7 20375824.130000 PA USD 7571444.340000 0.0112845 Long ABS-MBS CORP US N 2 2036-06-25 Floating 1.942 N N N N N N N/A N/A 000000000 1.000000 NC -21248628.270000 -0.0316689 N/A DFE GB N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 577144813.960000 GBP 743393109.060000 USD 2020-01-10 -21248628.270000 N N N N/A N/A 000000000 1.000000 NC -19843.830000 -0.0000296 N/A DFE MX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 20457000.000000 MXN 1055692.870000 USD 2020-02-12 -19843.830000 N N N N/A N/A 000000000 1.000000 NC USD 42074.330000 0.0000627 N/A DFE CN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 4612972.060000 USD 32479475.000000 CNY 2020-03-18 42074.330000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 933XZP908 160660000.000000 PA 1716641.100000 0.0025585 Long DBT NUSS AR N 2 2020-02-26 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -1017.550000 -0.0000015 N/A DFE CN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 610000.000000 CNY 86460.930000 USD 2020-03-18 -1017.550000 N N N N/A N/A 000000000 1.000000 NC -2067607.020000 -0.0030816 N/A DFE TW N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3232834683.000000 TWD 106630868.890000 USD 2020-03-18 -2067607.020000 N N N N/A N/A 000000000 1.000000 NC USD 51778.630000 0.0000772 N/A DFE AU N 2 State Street Bank and Trust Co. 571474TGEMMWANRLN572 2772586.300000 USD 4024000.000000 AUD 2020-01-10 51778.630000 N N N N/A N/A 000000000 1.000000 NC -349761.320000 -0.0005213 N/A DFE SE N 2 State Street Bank and Trust Co. 571474TGEMMWANRLN572 159355105.780000 SEK 16670192.640000 USD 2020-01-10 -349761.320000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1DM1J8 127980000.000000 PA 1554723.460000 0.0023172 Long DBT NUSS AR N 2 2020-05-13 None 0 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0VSDQ8 18270000.000000 PA 169032.670000 0.0002519 Long DBT NUSS AR N 2 2020-06-21 Floating 70.2531 N N N N N N N/A N/A 000000000 1.000000 NC 33129166.300000 0.0493756 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 26739770.280000 N N N N/A N/A 000000000 1.000000 NC 15328488.080000 0.0228456 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2050-06-17 7659442.450000 GBP 0.000000 GBP 388800000.000000 GBP 7669045.630000 N N N N/A N/A 000000000 1.000000 NC -3857516.860000 -0.0057492 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 -3832882.380000 N N N N/A N/A 000000000 1.000000 NC -1446759.200000 -0.0021562 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 -1446759.200000 N N N N/A N/A 000000000 1.000000 NC -1460155.450000 -0.0021762 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 -1460155.450000 N N N N/A N/A 000000000 1.000000 NC -2542843.580000 -0.0037898 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 -2542843.580000 N N N N/A N/A 000000000 1.000000 NC -147717.190000 -0.0002202 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 -156025.370000 N N N N/A N/A 000000000 1.000000 NC -884786.260000 -0.0013187 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 -884786.260000 N N N N/A N/A 000000000 1.000000 NC -1724128.700000 -0.0025696 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 -1724128.700000 N N N N/A N/A 000000000 1.000000 NC -3544429.890000 -0.0052826 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 -3544429.890000 N N N N/A N/A 000000000 1.000000 NC -2317773.810000 -0.0034544 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 -2352558.120000 N N N N/A N/A 000000000 1.000000 NC -2240868.150000 -0.0033398 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 -2240868.150000 N N N N/A N/A 000000000 1.000000 NC -4393785.650000 -0.0065485 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 -4393785.650000 N N N N/A N/A 000000000 1.000000 NC -2284999.050000 -0.0034056 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 -2284999.050000 N N N N/A N/A 000000000 1.000000 NC -2975222.740000 -0.0044343 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 -2975222.740000 N N N N/A N/A 000000000 1.000000 NC -14238198.420000 -0.0212206 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 -18377341.660000 N N N N/A N/A 000000000 1.000000 NC -5294227.470000 -0.0078905 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 -5662654.860000 N N N N/A N/A 000000000 1.000000 NC -57689131.340000 -0.0859798 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 -19928582.160000 JPY 366880000000.000000 JPY -37760549.180000 N N N N/A N/A 000000000 1.000000 NC -13474110.370000 -0.0200818 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 -4797070.110000 JPY 85690000000.000000 JPY -8677040.260000 N N N N/A N/A 000000000 1.000000 NC -6775797.660000 -0.0100986 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 -9534409.470000 N N N N/A N/A 000000000 1.000000 NC -12657914.350000 -0.0188653 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 -8871579.260000 N N N N/A N/A 000000000 1.000000 NC 44445400.890000 0.0662413 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 37088354.190000 N N N N/A N/A 000000000 1.000000 NC -6531152.680000 -0.0097340 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 -6508231.280000 N N N N/A N/A 000000000 1.000000 NC -8012607.360000 -0.0119420 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 -6087759.380000 N N N N/A N/A 000000000 1.000000 NC -14052534.160000 -0.0209439 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 -15384165.650000 N N N N/A N/A 000000000 1.000000 NC -56820140.290000 -0.0846846 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-03-22 1830885.230000 JPY 0.000000 JPY 75115000000.000000 JPY -58651025.520000 N N N N/A N/A 000000000 1.000000 NC -50995733.850000 -0.0760039 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-12-20 3368373.230000 JPY 0.000000 JPY 68631600000.000000 JPY -54364107.080000 N N N N/A N/A 000000000 1.000000 NC -4613099.540000 -0.0068754 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 -4622969.660000 N N N N/A N/A 000000000 1.000000 NC -1591882.820000 -0.0023725 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 -1591882.820000 N N N N/A N/A 000000000 1.000000 NC 9630618.930000 0.0143535 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 -6350974.030000 N N N N/A N/A 000000000 1.000000 NC 7743693.900000 0.0115412 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 22084971.430000 N N N N/A N/A 000000000 1.000000 NC -25494530.570000 -0.0379970 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 -26715437.320000 N N N N/A N/A 000000000 1.000000 NC 24542419.780000 0.0365780 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 25916335.540000 N N N N/A N/A 000000000 1.000000 NC -4054416.730000 -0.0060427 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 -4645170.990000 N N N N/A N/A 000000000 1.000000 NC 4860847.600000 0.0072446 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 5037037.300000 N N N N/A N/A 000000000 1.000000 NC 2262448.150000 0.0033719 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 2262448.150000 N N N N/A N/A 000000000 1.000000 NC -6994425.420000 -0.0104245 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 -6994425.420000 N N N N/A N/A 000000000 1.000000 NC -10637983.420000 -0.0158548 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 -11158289.320000 N N N N/A N/A 000000000 1.000000 NC -6110728.610000 -0.0091074 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 -6110728.610000 N N N N/A N/A 000000000 1.000000 NC USD 85193266.030000 0.1269719 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 126311207.400000 N N N N/A N/A 000000000 1.000000 NC 17822492.550000 0.0265626 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-03 1858553.450000 BRL 0.000000 BRL 10388300000.000000 BRL 15963939.100000 N N N N/A 2138002P5RNKC5W2JZ46 000000000 1.000000 NC 2716471.290000 0.0040486 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 9927136.230000 N N N N/A N/A 000000000 1.000000 NC USD -1146157.810000 -0.0017082 N/A DFE JP N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 1732449519.410000 USD 188081303135.000000 JPY 2020-01-10 -1146157.810000 N N N N/A N/A 000000000 1.000000 NC -2266366.750000 -0.0033778 N/A DFE MX N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 1656907000.000000 MXN 85123685.440000 USD 2020-01-22 -2266366.750000 N N N N/A N/A 000000000 1.000000 NC -3511873.680000 -0.0052341 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 186605747.610000 CAD 140199660.110000 USD 2020-01-10 -3511873.680000 N N N N/A N/A 000000000 1.000000 NC -50656544.260000 -0.0754984 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2848280084.070000 EUR 3145654766.250000 USD 2020-01-10 -50656544.260000 N N N N/A N/A 000000000 1.000000 NC -1071725.980000 -0.0015973 N/A DFE MX N 2 UBS AG BFM8T61CT2L1QCEMIK50 1077680000.000000 MXN 55768224.260000 USD 2020-01-22 -1071725.980000 N N N N/A ECTRVYYCEF89VWYS6K36 000000000 7280.000000 NC -101339.200000 -0.0001510 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Call Purchased Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ECTRVYYCEF89VWYS6K36 000000000 0.000000 NC 0.000000 0.000000 DIR GB N/A N/A FIN FUT UK GILT ICE 03/27/20 2020-03-28 N/A GBP N/A 167.000000 GBP 2020-02-21 XXXX -101339.200000 N N N N/A ECTRVYYCEF89VWYS6K36 000000000 -10558.000000 NC 22716575.410000 0.0338567 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A UNITED KINGDOM GOVT 2020-03-27 -1837365688.890000 GBP 22716575.410000 N N N N/A 254900HROIFWPRGM1V77 000000000 -5952.000000 NC USD -465000.000000 -0.0006930 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Written 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 03/20/20 2020-03-21 N/A USD N/A 130.000000 USD 2020-01-24 XXXX 1387560.000000 N N N N/A 254900HROIFWPRGM1V77 000000000 1665.000000 NC USD 1665.000000 0.0000025 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 10YR CBT 03/20/20 2020-03-21 N/A USD N/A 149.000000 USD 2020-02-21 XXXX -12654.000000 N N N N/A 254900HROIFWPRGM1V77 000000000 1245.000000 NC USD 1245.000000 0.0000019 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 10YR CBT 03/20/20 2020-03-21 N/A USD N/A 149.500000 USD 2020-02-21 XXXX -9462.000000 N N N N/A 254900HROIFWPRGM1V77 000000000 15379.000000 NC USD 15379.000000 0.0000229 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 03/20/20 2020-03-21 N/A USD N/A 117.500000 USD 2020-02-21 XXXX -116880.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 8125.000000 NC USD 8125.000000 0.0000121 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 03/20/20 2020-03-21 N/A USD N/A 118.000000 USD 2020-02-21 XXXX -61750.000000 N N N N/A 254900HROIFWPRGM1V77 000000000 3895.000000 NC USD 3895.000000 0.0000058 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 03/20/20 2020-03-21 N/A USD N/A 118.500000 USD 2020-02-21 XXXX -29602.000000 N N N N/A 254900HROIFWPRGM1V77 000000000 4835.000000 NC USD 4835.000000 0.0000072 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 03/20/20 2020-03-21 N/A USD N/A 119.000000 USD 2020-02-21 XXXX -36746.000000 N N N N/A 254900HROIFWPRGM1V77 000000000 1534.000000 NC USD 1534.000000 0.0000023 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 03/20/20 2020-03-21 N/A USD N/A 119.500000 USD 2020-02-21 XXXX -11658.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 32919.000000 NC USD -41118154.310000 -0.0612824 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-03-20 4227519703.130000 USD -41118154.310000 N N N N/A 254900HROIFWPRGM1V77 000000000 -39.000000 NC USD 65464.890000 0.0000976 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-03-20 -5487421.880000 USD 65464.890000 N N N ASHFORD HOSPITALITY TRUST 2018-KEYS N/A 04410CAA7 50900000.000000 PA USD 50910734.810000 0.0758773 Long ABS-MBS CORP US N 2 2035-05-15 Floating 2.73975 N N N N N N N/A 254900HROIFWPRGM1V77 000000000 796.000000 NC USD -85231.880000 -0.0001270 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-03-31 171538000.000000 USD -85231.880000 N N N N/A 254900HROIFWPRGM1V77 000000000 47433.000000 NC USD 47433.000000 0.0000707 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 03/31/20 2020-04-01 N/A USD N/A 110.500000 USD 2020-02-21 XXXX -360490.800000 N N N N/A 254900HROIFWPRGM1V77 000000000 46845.000000 NC USD 46845.000000 0.0000698 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 03/31/20 2020-04-01 N/A USD N/A 110.750000 USD 2020-02-21 XXXX -356022.000000 N N N N/A 254900HROIFWPRGM1V77 000000000 53094.000000 NC USD 53094.000000 0.0000791 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 03/31/20 2020-04-01 N/A USD N/A 111.000000 USD 2020-02-21 XXXX -403514.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 679.000000 NC USD 679.000000 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 5YR CBT 03/31/20 2020-04-01 N/A USD N/A 112.500000 USD 2020-02-21 XXXX -5160.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 161403.000000 NC USD -73317718.310000 -0.1092726 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-03-31 19143908953.130001 USD -73317718.310000 N N N N/A 254900HROIFWPRGM1V77 000000000 8544.000000 NC USD 8544.000000 0.0000127 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 03/20/20 2020-03-21 N/A USD N/A 195.000000 USD 2020-02-21 XXXX -64934.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 -6118.000000 NC USD 18769721.340000 0.0279744 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-03-20 -953834437.500000 USD 18769721.340000 N N N N/A 254900HROIFWPRGM1V77 000000000 10831.000000 NC USD -63535219.330000 -0.0946928 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-03-20 1967518843.750000 USD -63535219.330000 N N N ASSET BACKED FUNDING CERT 2002-SB1 N/A 04542BAQ5 719156.040000 PA USD 708587.470000 0.0010561 Long ABS-MBS CORP US N 2 2030-12-25 Floating 2.652 N N N N N N ASSET BACKED FUNDING CERT 2004-FF1 N/A 04542BHM7 2391517.870000 PA USD 2346045.070000 0.0034965 Long ABS-MBS CORP US N 2 2034-03-25 Floating 2.842 Y N N N N N N/A 254900HROIFWPRGM1V77 000000000 8480.000000 NC USD 8480.000000 0.0000126 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 03/20/20 2020-03-21 N/A USD N/A 120.000000 USD 2020-02-21 XXXX -64448.000000 N N N ASSET BACKED FUNDING CERTS 2002-OPT1 N/A 04542BBL5 484209.530000 PA USD 482267.080000 0.0007188 Long ABS-MBS CORP US N 2 2032-05-25 Floating 2.887 N N N N N N ASSET BACKED SEC CORP HOME EQ 2003-HE2 N/A 04541GDS8 1554472.900000 PA USD 1557976.060000 0.0023220 Long ABS-MBS CORP US N 2 2033-04-15 Floating 3.08975 N N N N N N ASSET BACKED SEC CORP HOME EQ 2005-HE8 N/A 04541GUP5 4973751.950000 PA USD 4995752.840000 0.0074457 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.242 N N N N N N ASSET BACKED SEC CORP HOME EQY 2003-HE4 N/A 04541GEV0 487875.810000 PA USD 488588.500000 0.0007282 Long ABS-MBS CORP US N 2 2033-08-15 Floating 4.34011 N N N N N N ASSET BACKED SEC HOME EQTY LN 2004-HE7 N/A 04541GLZ3 1066.490000 PA USD 1009.270000 0.0000015 Long ABS-MBS CORP US N 2 2034-10-25 Floating 2.552 N N N N N N ASSET BACKED SEC HOME EQTY LN 2007-HE2 N/A 04544TAB7 203564.540000 PA USD 153639.220000 0.0002290 Long ABS-MBS CORP US N 2 2037-05-25 Floating 1.872 N N N N N N ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2002-HE2 N/A 045413CW9 6411777.300000 PA USD 6299005.680000 0.0093880 Long ABS-MBS CORP US N 2 2032-08-15 Floating 4.96475 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AR9 2800000.000000 PA USD 2930028.700000 0.0043669 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 1604865.970000 0.0023919 Long DBT CORP GB N 2 2023-08-17 Floating 2.56913 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHL9 700000.000000 PA USD 727688.570000 0.0010845 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 1074126.990000 0.0016009 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 1878792.680000 0.0028001 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 8372600.140000 0.0124785 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 4558980.810000 0.0067947 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 7950315.300000 0.0118491 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 19706429.030000 0.0293704 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 188951706.500000 0.2816133 Long DBT CORP US N 2 2021-06-01 Floating 2.65688 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGD8 102800000.000000 PA USD 104650941.760000 0.1559716 Long DBT CORP US N 2 2024-06-12 Floating 3.06725 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDV1 183833000.000000 PA USD 185630013.530000 0.2766626 Long DBT CORP US N 2 2021-07-15 Floating 2.95088 N N N N N N ATRIUM EUROPEAN REAL ESTATE LIMITED 213800OJ67K27RCO2J56 BF55HGII8 28200000.000000 PA 33809987.620000 0.0503903 Long DBT CORP JE N 2 2025-09-11 Fixed 3 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 05253JAV3 101500000.000000 PA USD 103487190.350000 0.1542371 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 28300000.000000 PA USD 28412673.050000 0.0423462 Long DBT CORP AU N 2 2021-05-17 Floating 2.36413 N N N N N N AUTONATION INC N/A 05329WAL6 1840000.000000 PA USD 1859284.290000 0.0027711 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 14358411.490000 0.0213998 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 23273180.840000 0.0346863 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 6514095.660000 PA USD 6517676.720000 0.0097139 Long ABS-CBDO CORP KY N 2 2025-01-18 Floating 3.12325 N N N N N N AVERY POINT IV CLO LTD 2014-1A N/A 05363UAS2 765126.580000 PA USD 765374.460000 0.0011407 Long ABS-CBDO CORP KY N 2 2026-04-25 Floating 3.03963 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAJ2 8900000.000000 PA USD 8963319.410000 0.0133589 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 2318082.690000 0.0034549 Long DBT CORP US N 2 2024-01-30 Fixed 4.375 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAC5 79100000.000000 PA USD 81731195.850000 0.1218120 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 17579806.830000 0.0262009 Long DBT CORP US N 2 2021-06-01 Floating 2.85688 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAD3 26300000.000000 PA USD 27494856.340000 0.0409783 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 3839983.910000 0.0057231 Long DBT CORP US N 2 2020-10-15 Fixed 7.125 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAH6 2700000.000000 PA USD 2908319.800000 0.0043346 Long DBT CORP US N 2 2025-10-01 Fixed 4.875 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAA9 700000.000000 PA USD 704514.740000 0.0010500 Long DBT CORP US N 2 2027-11-01 Fixed 3.5 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAB6 4750000.000000 PA USD 5221010.000000 0.0077814 Long DBT CORP KY N 2 2024-02-15 Fixed 5.5 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAD2 5100000.000000 PA USD 5175531.000000 0.0077136 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 70014LAC4 8288000.000000 PA USD 8701695.520000 0.0129690 Long DBT CORP KY N 2 2023-03-15 Fixed 4.5 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAA8 55671000.000000 PA USD 59468430.250000 0.0886316 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 9762465.850000 0.0145500 Long DBT CORP KY N 2 2023-01-15 Fixed 5.5 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAD3 7100000.000000 PA USD 7770914.500000 0.0115818 Long DBT CORP KY N 2 2024-05-15 Fixed 5.25 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAF8 36300000.000000 PA USD 37873605.000000 0.0564468 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 1405033.500000 0.0020941 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 5187250.130000 0.0077311 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 15167515.950000 PA USD 15177914.800000 0.0226211 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 1571518.530000 0.0023422 Long ABS-CBDO CORP NL N 2 2030-07-27 Fixed 1.05 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AE9 18200000.000000 PA USD 19623713.750000 0.0292471 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 725910.840000 0.0010819 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 1275900.190000 0.0019016 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 661193.110000 PA USD 677418.790000 0.0010096 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 1321660.780000 PA USD 1283089.300000 0.0019123 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 2311475.460000 PA USD 2437777.720000 0.0036333 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 1222219.970000 PA USD 1248119.540000 0.0018602 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 140541.750000 PA USD 145618.090000 0.0002170 Long ABS-MBS CORP US N 2 2034-09-20 Floating 4.75198 N N N N N N BANC OF AMERICA FUNDING CORP 2004-B N/A 05946XJN4 2549016.530000 PA USD 2528712.080000 0.0037688 Long ABS-MBS CORP US N 2 2034-11-20 Floating 4.26687 N N N N N N BANC OF AMERICA FUNDING CORP 2005-6 N/A 05946XM75 1530323.380000 PA USD 1464753.770000 0.0021831 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 222614.710000 PA USD 223576.250000 0.0003332 Long ABS-MBS CORP US N 2 2035-02-20 Floating 2.06463 N N N N N N BANC OF AMERICA FUNDING CORP 2005-D N/A 06051GDM8 29111.970000 PA USD 29786.850000 0.0000444 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.6749 N N N N N N BANC OF AMERICA FUNDING CORP 2005-E N/A 05946XXH1 464606.650000 PA USD 414650.100000 0.0006180 Long ABS-MBS CORP US N 2 2035-05-20 Floating 2.34463 Y N N N N N BANC OF AMERICA FUNDING CORP 2005-E N/A 05946XXQ1 70695.710000 PA USD 71235.610000 0.0001062 Long ABS-MBS CORP US N 2 2035-03-20 Floating 4.4762 N N N N N N BANC OF AMERICA FUNDING CORP 2005-H N/A 05946XJ38 1441148.760000 PA USD 1396460.180000 0.0020813 Long ABS-MBS CORP US N 2 2035-11-20 Floating 4.06088 N N N N N N BANC OF AMERICA FUNDING CORP 2006-7 N/A 05951KAN3 166565.890000 PA USD 164898.830000 0.0002458 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 198368.400000 PA USD 196629.360000 0.0002931 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 458134.720000 PA USD 457143.730000 0.0006813 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 2381597.230000 PA USD 2315997.560000 0.0034518 Long ABS-MBS CORP US N 2 2036-02-20 Floating 4.0145 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-B N/A 058928AF9 483267.230000 PA USD 475673.600000 0.0007089 Long ABS-MBS CORP US N 2 2036-03-20 Floating 4.84483 N N N N N N BANC OF AMERICA FUNDING CORP 2006-B N/A 058928AN2 167343.310000 PA USD 159927.070000 0.0002384 Long ABS-MBS CORP US N 2 2036-03-20 Floating 4.40628 N N N N N N BANC OF AMERICA FUNDING CORP 2006-C N/A 058930AJ7 2070557.200000 PA USD 1956921.090000 0.0029166 Long ABS-MBS CORP US N 2 2036-04-20 Floating 4.34981 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-D N/A 058933AN2 884973.100000 PA USD 844202.830000 0.0012582 Long ABS-MBS CORP US N 2 2036-05-20 Floating 4.35145 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-H N/A 05950PAL7 1640919.590000 PA USD 1508181.670000 0.0022478 Long ABS-MBS CORP US N 2 2046-09-20 Floating 4.28203 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-H N/A 05950PAU7 10964044.160000 PA USD 9833695.060000 0.0146561 Long ABS-MBS CORP US N 2 2036-10-20 Floating 1.95463 N N N N N N BANC OF AMERICA FUNDING CORP 2006-I N/A 05951VAH2 1548777.160000 PA USD 1319991.020000 0.0019673 Long ABS-MBS CORP US N 2 2046-10-20 Floating 7.04849 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-I N/A 05951VAJ8 2243494.920000 PA USD 2109862.940000 0.0031445 Long ABS-MBS CORP US N 2 2046-10-20 Floating 3.80096 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-I N/A 05951VAV1 1629997.110000 PA USD 1553286.350000 0.0023150 Long ABS-MBS CORP US N 2 2046-10-20 Floating 1.95463 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-J N/A 05951EAM9 64976.530000 PA USD 63333.950000 0.0000944 Long ABS-MBS CORP US N 2 2047-01-20 Floating 4.32078 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-1 N/A 05951FAM6 408444.690000 PA USD 405480.850000 0.0006043 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 6414994.120000 PA USD 5764566.960000 0.0085915 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 386843.930000 PA USD 384500.000000 0.0005731 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 227246.020000 PA USD 190170.240000 0.0002834 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.892 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-3 N/A 059515AD8 1927912.680000 PA USD 1641628.640000 0.0024467 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.002 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-3 N/A 059515AH9 1346070.530000 PA USD 1337286.210000 0.0019931 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 2011095.640000 PA USD 2003961.480000 0.0029867 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 3822285.160000 PA USD 3341692.430000 0.0049805 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.192 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-8 N/A 05953LAJ8 6528872.650000 PA USD 6178227.140000 0.0092080 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 2571491.930000 PA USD 2312909.130000 0.0034472 Long ABS-MBS CORP US N 2 2047-09-20 Floating 3.98169 Y N N N N N BANC OF AMERICA MTGE SEC 2004-F N/A 05949AHR4 75837.300000 PA USD 79176.660000 0.0001180 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.70035 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 ACI0LW0M3 6400000.000000 PA 7884743.090000 0.0117514 Long DBT CORP ES N 2 2021-04-14 Floating 8.875 N N N N Y BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) EUR XXXX N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 BVG7GWII3 21600000.000000 PA 24432094.980000 0.0364135 Long DBT CORP ES N 2 2020-02-18 Floating 6.75 N N N N Y BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) EUR XXXX N N N BANCO DO BRASIL /CAYMAN BRANCH QE0Q0253K88YAGNPE356 05957NAR2 4700000.000000 PA USD 4716497.000000 0.0070295 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 10069291.000000 0.0150073 Long DBT CORP ES N 2 2023-02-23 Floating 2.9995 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAG0 2200000.000000 PA USD 2294980.640000 0.0034204 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 3323273.600000 0.0049530 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 11547144.340000 0.0172098 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 510059.710000 0.0007602 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 16895279.190000 0.0251807 Long DBT CORP US N 2 2024-01-22 Fixed 4.125 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHE2 132600000.000000 PA USD 133289891.280000 0.1986550 Long DBT CORP US N 2 2024-03-05 Floating 2.6815 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHF9 163000000.000000 PA USD 169247080.950000 0.2522455 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 8682495.160000 0.0129404 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 12110418.900000 0.0180493 Long DBT CORP US N 2 2021-04-19 Floating 3.38588 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGJ2 62300000.000000 PA USD 63015484.970000 0.0939182 Long DBT CORP US N 2 2023-04-24 Floating 2.936 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGK9 20400000.000000 PA USD 20761910.890000 0.0309435 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 1115349.450000 0.0016623 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 17626625.570000 0.0262707 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 30831754.970000 0.0459516 Long DBT CORP US N 2 2023-07-24 Fixed 4.1 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHL6 62400000.000000 PA USD 65694117.840000 0.0979104 Long DBT CORP US N 2 2024-07-23 Floating 3.864 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGU7 38050000.000000 PA USD 38162535.160000 0.0568774 Long DBT CORP US N 2 2021-10-01 Floating 2.55938 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHC6 5487000.000000 PA USD 5621932.350000 0.0083789 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 71323112.040000 0.1062998 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 87801.300000 PA USD 90877.870000 0.0001354 Long ABS-MBS CORP US N 2 2032-07-20 Floating 4.97319 N N N N N N BANK OF AMERICA MTGE SEC 2003-D N/A 05948XBV2 271116.560000 PA USD 279562.900000 0.0004167 Long ABS-MBS CORP US N 2 2033-05-25 Floating 5.2115 N N N N N N BANK OF AMERICA MTGE SEC 2003-H N/A 05948XTG6 449924.930000 PA USD 455116.030000 0.0006783 Long ABS-MBS CORP US N 2 2033-09-25 Floating 4.58703 N N N N N N BANK OF AMERICA MTGE SEC 2004-2 N/A 05948X4W8 23289.620000 PA USD 24167.250000 0.0000360 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 495300.970000 PA USD 489372.220000 0.0007294 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.3355 Y N N N N N BANK OF AMERICA MTGE SEC 2005-F N/A 05949CCD6 1062018.330000 PA USD 1001534.900000 0.0014927 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.2974 N N N N N N BANK OF AMERICA MTGE SEC 2005-F N/A 05949CCE4 178942.890000 PA USD 177160.920000 0.0002640 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.74388 N N N N N N BANK OF AMERICA MTGE SEC 2005-G N/A 05949CED4 372583.740000 PA USD 377608.700000 0.0005628 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.2606 Y N N N N N BANK OF AMERICA MTGE SEC 2005-G N/A 05949CEG7 2967047.540000 PA USD 3007063.520000 0.0044817 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.2606 Y N N N N N BANK OF AMERICA MTGE SECS-2005-J N/A 05949CKQ8 285107.740000 PA USD 282427.870000 0.0004209 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.90029 Y N N N N N BANK OF AMERICA MTGE SECS-2005-J N/A 05949CKT2 24598.520000 PA USD 24367.310000 0.0000363 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.90029 Y N N N N N BANK OF AMERICA MTGE SECS-2005-L N/A 05949CPK6 1813526.920000 PA USD 1727890.370000 0.0025752 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.39141 Y N N N N N BANK OF AMERICA MTGE SECS-2006-2 N/A 05950GAB9 763386.990000 PA USD 751864.810000 0.0011206 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 331049.950000 PA USD 291590.980000 0.0004346 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 217069.910000 PA USD 219919.000000 0.0003278 Long ABS-MBS CORP US N 2 2034-05-25 Floating 4.82844 N N N N N N BANK OF AMERICA MTGE SECURITIES 2005-A N/A 05949AH86 302945.390000 PA USD 307120.580000 0.0004577 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.45931 N N N N N N BANK OF AMERICA MTGE SECURITIES 2005-A N/A 05949AH94 572401.550000 PA USD 579226.750000 0.0008633 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.45931 N N N N N N BANK OF AMERICA MTGE SECURITIES 2005-A N/A 05949AJ43 232507.740000 PA USD 234718.070000 0.0003498 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.05922 N N N N N N BANK OF IRELAND (AKA: GOVERNOR & CO OF THE BANK OF IRELAND) Q2GQA2KF6XJ24W42G291 ACI0CWJH4 22947000.000000 PA 26591888.730000 0.0396325 Long DBT CORP IE N 2 2020-06-18 Floating 7.375 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FAR8 27900000.000000 PA USD 29258834.900000 0.0436073 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 9839289.580000 0.0146645 Long DBT CORP FR N 2 2023-07-20 Floating 2.92588 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 130220000.000000 PA USD 146427832.300000 0.2182358 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 249836773.000000 0.3723563 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 4575253.270000 0.0068189 Long DBT CORP GB N 2 2021-05-21 Fixed 10 N N N N N N BARCLAYS BANK PLC/ NEW YORK BRANCH G5GSEF7VJP5I7OUK5573 06742TQD1 104880000.000000 PA USD 104892009.810000 0.1563309 Long DBT CORP US N 2 2020-10-15 Floating 2.37337 N N N N N N BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-STP N/A 05547GAA1 17560469.720000 PA USD 17646242.080000 0.0262999 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 39689228.820000 0.0591528 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 22520229.000000 0.0335641 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 7511225.980000 0.0111947 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 51378012.920000 0.0765737 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 49034448.010000 0.0730809 Long DBT CORP GB N 2 2023-01-10 Floating 3.6345 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBE4 103800000.000000 PA USD 108423424.310000 0.1615941 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 72712796.650000 0.1083710 Long DBT CORP GB N 2 2023-02-15 Floating 3.33988 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBB0 1400000.000000 PA USD 1475938.210000 0.0021997 Long DBT CORP GB N 2 2024-05-16 Floating 4.338 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAQ8 43700000.000000 PA USD 44332965.660000 0.0660738 Long DBT CORP GB N 2 2021-08-10 Fixed 3.2 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAR6 63700000.000000 PA USD 65224989.470000 0.0972112 Long DBT CORP GB N 2 2021-08-10 Floating 4.01063 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAT2 86300000.000000 PA USD 86460190.920000 0.1288601 Long DBT CORP US N 2 2020-08-14 Floating 2.49925 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAV7 66292000.000000 PA USD 67257425.640000 0.1002403 Long DBT CORP US N 2 2022-08-15 Fixed 2.764 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAX3 41640000.000000 PA USD 41863687.580000 0.0623936 Long DBT CORP US N 2 2022-08-15 Floating 2.78988 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAZ8 2200000.000000 PA USD 2249840.120000 0.0033532 Long DBT CORP US N 2 2024-08-15 Fixed 3.222 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAA1 4700000.000000 PA USD 4785819.370000 0.0071328 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 17459323.390000 0.0260213 Long DBT CORP US N 2 2021-06-25 Floating 2.57663 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAU7 1200000.000000 PA USD 1207209.770000 0.0017992 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 18053765.000000 0.0269073 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 12683305.910000 0.0189032 Long DBT CORP US N 2 2023-12-15 Floating 2.90363 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 32600000.000000 PA USD 35172172.270000 0.0524205 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 163461.880000 PA USD 161710.080000 0.0002410 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.222 N N N N N N BBVA BANCOMER SA/TAXAS BRANCH 549300WIWQK5Q9MCUN92 05533AAA0 1415000.000000 PA USD 1432616.750000 0.0021352 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 29977492.650000 0.0446784 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 111706043.450000 0.1664865 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 72537374.200000 0.1081096 Long DBT CORP US N 2 2021-06-11 Floating 2.61838 N N N N N N BBVA USA C90VT034M03BN29IRA40 05552JAA7 28800000.000000 PA USD 28560619.010000 0.0425667 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 2017984.910000 PA USD 2037472.590000 0.0030366 Long ABS-MBS CORP US N 2 2046-11-26 Floating 3.16666 N N N N N N BCAP LLC TRUST 2007-AA2 N/A 05530NAA5 65580.190000 PA USD 61451.500000 0.0000916 Long ABS-MBS CORP US N 2 2047-05-25 Floating 2.002 N N N N N N BCAP LLC TRUST 2007-AA3 N/A 05530VAN9 8405472.800000 PA USD 7966674.340000 0.0118735 Long ABS-MBS CORP US N 2 2047-05-25 Floating 2.012 Y N N N N N BCAP LLC TRUST 2008-RR2 N/A 05531TAF0 3673119.640000 PA USD 3612344.940000 0.0053838 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 5.5 Y N N N N N BCAP LLC TRUST 2009-RR14 N/A 05532LAD1 740844.950000 PA USD 692278.490000 0.0010318 Long ABS-MBS CORP US N 2 2036-07-26 Floating 4.1508 N N N N N N BCAP LLC TRUST 2010-RR1 N/A 05532TAD4 2279977.830000 PA USD 2028082.690000 0.0030227 Long ABS-MBS CORP US N 2 2037-03-26 Floating 4.03713 N N N N N N BCAP LLC TRUST 2011-R11 N/A 05533FKT7 151683.440000 PA USD 151013.110000 0.0002251 Long ABS-MBS CORP US N 2 2034-01-26 Floating 4.04274 N N N N N N BCAP LLC TRUST 2011-R11 N/A 05533FCL3 1477714.130000 PA USD 1450092.400000 0.0021612 Long ABS-MBS CORP US N 2 2036-07-26 Floating 1.92363 N N N N N N BCAP LLC TRUST 2011-RR4 N/A 05533XAA0 19452713.670000 PA USD 16040046.300000 0.0239061 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 14276503.740000 PA USD 14374560.480000 0.0214238 Long ABS-MBS CORP US N 2 2037-03-26 Floating 4.84741 N N N N N N BCAP LLC TRUST 2011-RR5 N/A 05533YBS8 4357043.810000 PA USD 4268055.110000 0.0063611 Long ABS-MBS CORP US N 2 2036-07-26 Floating 4.04398 N N N N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAR2 36798385.960000 PA USD 22364031.400000 0.0333313 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 2129976.120000 PA USD 2079790.900000 0.0030997 Long ABS-MBS CORP US N 2 2036-11-26 Floating 1.848 N N N N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAC5 14999407.590000 PA USD 14631599.620000 0.0218069 Long ABS-MBS CORP US N 2 2036-11-26 Floating 1.868 N N N N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAG6 806985.060000 PA USD 812211.660000 0.0012105 Long ABS-MBS CORP US N 2 2036-02-26 Floating 3.91789 N N N N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAJ0 8931207.580000 PA USD 8420723.870000 0.0125502 Long ABS-MBS CORP US N 2 2047-01-26 Floating 3.12973 N N N N N N BCAP LLC TRUST 2011-RR6 N/A 05535YAQ1 756661.520000 PA USD 760684.540000 0.0011337 Long ABS-MBS CORP US N 2 2037-03-26 Floating 4.42634 N N N N N N BCAP LLC TRUST 2011-RR6 N/A 05535YAA6 795281.910000 PA USD 802694.020000 0.0011963 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 5305910.210000 PA USD 4808435.500000 0.0071665 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 2533634.000000 PA USD 2471289.370000 0.0036832 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 5208454.460000 PA USD 4233792.730000 0.0063100 Long ABS-MBS CORP US N 2 2036-05-26 Floating 4.43251 N N N N N N BCAP LLC TRUST 2013-RR1 N/A 05490BAQ4 3153074.500000 PA USD 2749372.180000 0.0040977 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 11547056.780000 PA USD 10797305.230000 0.0160923 Long ABS-MBS CORP US N 2 2036-08-26 Floating 3.92417 N N N N N N BEAR STEARNS MTGE SEC INC 1997-6 N/A 073914WC3 4267.300000 PA USD 4397.270000 0.0000066 Long ABS-MBS CORP US N 2 2030-06-25 Floating 4.11839 N N N N N N BEAR STEARNS STRUC PROD INC 2007-R6 N/A 07402FAA3 1817307.270000 PA USD 1629829.490000 0.0024291 Long ABS-MBS CORP US N 2 2036-01-26 Floating 4.0008 Y N N N N N BEAR STEARNS STRUC PROD INC 2007-R6 N/A 07402FAC9 1921999.040000 PA USD 1659736.310000 0.0024737 Long ABS-MBS CORP US N 2 2046-12-26 Floating 3.64915 Y N N N N N BEAR STEARNS ABS INC 2003-SD2 N/A 07384YLJ3 404183.830000 PA USD 409337.250000 0.0006101 Long ABS-MBS CORP US N 2 2043-06-25 Variable 4.85016 N N N N N N BEAR STEARNS ADJ RATE MTGE 2003-9 N/A 07384MB68 422163.260000 PA USD 436452.050000 0.0006505 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.25257 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2003-3 N/A 07384MUR1 336910.400000 PA USD 347297.480000 0.0005176 Long ABS-MBS CORP US N 2 2033-05-25 Floating 4.96757 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2003-5 N/A 07384MWG3 7693.410000 PA USD 7713.080000 0.0000115 Long ABS-MBS CORP US N 2 2033-08-25 Floating 3.97149 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2004-2 N/A 07384MM82 500.020000 PA USD 458.230000 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 5618.060000 PA USD 5290.330000 0.0000079 Long ABS-MBS CORP US N 2 2034-05-25 Floating 3.43881 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2004-6 N/A 07384MW65 775581.030000 PA USD 785099.580000 0.0011701 Long ABS-MBS CORP US N 2 2034-09-25 Floating 3.93729 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2004-7 N/A 07384MX98 21035.450000 PA USD 20446.320000 0.0000305 Long ABS-MBS CORP US N 2 2034-10-25 Floating 4.24997 N N N N N N COBANK ACB (AKA: COBANK AB) P0J8I7M2E0A77CKF1705 19075Q805 40000.000000 NS USD 4220000.000000 0.0062895 Long EP CORP US N 2 N N N BEAR STEARNS ADJ RATE MTGE TR 2005-6 N/A 07387ADM4 640363.490000 PA USD 588050.530000 0.0008764 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.10819 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2005-9 N/A 07387AEG6 6977136.930000 PA USD 7184261.610000 0.0107074 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 2171517.590000 PA USD 2230649.750000 0.0033246 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.84 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2007-1 N/A 073880AD8 2329213.960000 PA USD 2302376.760000 0.0034315 Long ABS-MBS CORP US N 2 2047-02-25 Floating 4.75784 Y N N N N N BEAR STEARNS ADJ RATE MTGE TR 2007-3 N/A 073881AA2 12614831.340000 PA USD 12315109.250000 0.0183544 Long ABS-MBS CORP US N 2 2047-05-25 Floating 4.33268 Y N N N N N BEAR STEARNS ADJUST RT MTGE TR 2000- N/A 07384MAA0 888133.360000 PA USD 877336.230000 0.0013076 Long ABS-MBS CORP US N 2 2030-11-25 Floating 2.78087 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZQ8 18379.920000 PA USD 18033.150000 0.0000269 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.65388 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZS4 1188380.640000 PA USD 1242964.510000 0.0018525 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.15277 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZV7 867029.530000 PA USD 891675.620000 0.0013290 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.28346 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-1 N/A 07384MG55 887933.780000 PA USD 910341.940000 0.0013568 Long ABS-MBS CORP US N 2 2034-04-25 Floating 4.56422 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-1 N/A 07384MK35 574.060000 PA USD 580.630000 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 59159.800000 PA USD 59081.990000 0.0000881 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.85085 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4J8 373685.490000 PA USD 380057.310000 0.0005664 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.34231 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-1 N/A 07387AAB1 1715058.790000 PA USD 1752943.070000 0.0026126 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.24245 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-1 N/A 07387AAE5 113650.380000 PA USD 114378.200000 0.0001705 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.96394 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-10 N/A 07387AET8 17808447.360000 PA USD 18188317.570000 0.0271078 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.68056 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 N/A 07387AFZ3 430880.370000 PA USD 411361.060000 0.0006131 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.42055 Y N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 N/A 07387AGE9 5177009.470000 PA USD 5103245.370000 0.0076059 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.06511 Y N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-3 N/A 07387AAV7 389852.310000 PA USD 387590.970000 0.0005777 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.03261 Y N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4 N/A 07387ABR5 4979111.460000 PA USD 4772412.110000 0.0071128 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.18709 Y N N N N N BEAR STEARNS ALT-A TR 2004-12 N/A 07386HPE5 2006811.880000 PA USD 1491376.300000 0.0022227 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.68919 N N N N N N BEAR STEARNS ALT-A TR 2005-3 N/A 07386HSN2 5293.740000 PA USD 5393.920000 0.0000080 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.00817 N N N N N N BEAR STEARNS ALT-A TRUST 2003-3 N/A 07386HCE9 14239.400000 PA USD 14354.330000 0.0000214 Long ABS-MBS CORP US N 2 2033-10-25 Floating 4.54396 N N N N N N BEAR STEARNS ALT-A TRUST 2003-5 N/A 07386HDL2 636601.190000 PA USD 643124.250000 0.0009585 Long ABS-MBS CORP US N 2 2033-12-25 Floating 3.89699 N N N N N N BEAR STEARNS ALT-A TRUST 2004-1 N/A 07386HFG1 115410.270000 PA USD 110944.020000 0.0001654 Long ABS-MBS CORP US N 2 2034-02-25 Floating 2.94689 N N N N N N BEAR STEARNS ALT-A TRUST 2004-1 N/A 07386HFU0 1328834.610000 PA USD 1359934.120000 0.0020268 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.19349 N N N N N N BEAR STEARNS ALT-A TRUST 2004-8 N/A 07386HKS9 206222.360000 PA USD 206684.260000 0.0003080 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.492 N N N N N N BEAR STEARNS ALT-A TRUST 2004-9 N/A 07386HKZ3 389323.180000 PA USD 389408.170000 0.0005804 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.05836 N N N N N N BEAR STEARNS ALT-A TRUST 2005-10 N/A 07386HZJ3 7266144.440000 PA USD 7529841.540000 0.0112225 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 3.61798 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSP7 428659.830000 PA USD 429344.790000 0.0006399 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.232 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSY8 38999894.870000 PA USD 39548209.990000 0.0589426 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.41308 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSZ5 418283.980000 PA USD 426073.930000 0.0006350 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.41308 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HTC5 101880.630000 PA USD 107315.370000 0.0001599 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.83108 N N N N N N BEAR STEARNS ALT-A TRUST 2005-5 N/A 07386HUM1 7923629.670000 PA USD 6542858.760000 0.0097515 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.47386 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVS7 17157887.060000 PA USD 14235425.340000 0.0212165 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.1033 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-9 N/A 07386HYH8 3844052.610000 PA USD 3057775.100000 0.0045573 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.81116 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-1 N/A 07386HA92 1508429.750000 PA USD 1537746.990000 0.0022919 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.272 N N N N N N BEAR STEARNS ALT-A TRUST 2006-1 N/A 07386HB83 954306.760000 PA USD 827441.310000 0.0012332 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 3.91699 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-2 N/A 07386HE98 3349418.970000 PA USD 2933186.670000 0.0043716 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.97495 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-2 N/A 07386HF71 6290423.730000 PA USD 5373105.080000 0.0080081 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.95179 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-2 N/A 07386HG39 10235011.130000 PA USD 7294067.680000 0.0108711 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.01877 N N N N N N BEAR STEARNS ALT-A TRUST 2006-3 N/A 07386HP54 5886273.940000 PA USD 4375969.060000 0.0065219 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.44207 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-3 N/A 07386HQ87 6379889.500000 PA USD 4523955.400000 0.0067425 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.27561 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-4 N/A 073871AA3 8460882.640000 PA USD 9237099.240000 0.0137670 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.112 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-5 N/A 073873AA9 3010261.440000 PA USD 2671228.640000 0.0039812 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.132 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-5 N/A 073873AK7 52626.570000 PA USD 37187.960000 0.0000554 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.96238 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868AM3 4581027.680000 PA USD 4160260.290000 0.0062004 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.93675 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868AV3 970078.150000 PA USD 901078.040000 0.0013430 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.47961 N N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868BE0 2108838.920000 PA USD 1755194.220000 0.0026159 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.81571 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-7 N/A 073875AN6 402181.640000 PA USD 330575.170000 0.0004927 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.18393 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-8 N/A 07387QAX8 1596354.480000 PA USD 1546170.040000 0.0023044 Long ABS-MBS CORP US N 2 2034-02-25 Floating 1.952 N N N N N N BEAR STEARNS ALT-A TRUST 2006-8 N/A 07387QAY6 22171.590000 PA USD 20722.200000 0.0000309 Long ABS-MBS CORP US N 2 2034-02-25 Floating 1.992 N N N N N N BEAR STEARNS ALT-A TRUST 2006-R1 N/A 073866BN4 4545055.520000 PA USD 3887439.620000 0.0057938 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.77361 Y N N N N N BEAR STEARNS ALT-A TRUST 2007-1 N/A 07386XAA4 3269733.130000 PA USD 2990724.510000 0.0044574 Long ABS-MBS CORP US N 2 2047-01-25 Floating 2.112 Y N N N N N BEAR STEARNS ALT-A TRUST-2004-7 N/A 07386HKK6 39900.770000 PA USD 40394.230000 0.0000602 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.37292 N N N N N N BEAR STEARNS ARM 2003-1 N/A 07384MTJ1 260328.990000 PA USD 266951.760000 0.0003979 Long ABS-MBS CORP US N 2 2033-04-25 Floating 5.38519 N N N N N N BEAR STEARNS ARM 2003-1 N/A 07384MTK8 685799.090000 PA USD 709330.430000 0.0010572 Long ABS-MBS CORP US N 2 2033-04-25 Floating 4.45264 N N N N N N BEAR STEARNS ARM 2003-1 N/A 07384MTN2 25547.460000 PA USD 26564.610000 0.0000396 Long ABS-MBS CORP US N 2 2033-04-25 Floating 4.88011 N N N N N N BEAR STEARNS ARM TR 2004-3 N/A 07384MQ70 47505.250000 PA USD 46393.120000 0.0000691 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.34436 N N N N N N BEAR STEARNS ARM TR 2004-3 N/A 07384MR87 42127.300000 PA USD 41485.910000 0.0000618 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.34436 N N N N N N BEAR STEARNS ARM TR 2004-3 N/A 07384MR20 119028.050000 PA USD 122126.980000 0.0001820 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.382 N N N N N N BEAR STEARNS ARM TR 2004-8 N/A 07384M2E1 1605504.930000 PA USD 1598875.800000 0.0023830 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.96275 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSJ2 23638.140000 PA USD 22511.910000 0.0000336 Long ABS-MBS CORP US N 2 2033-02-25 Floating 4.12036 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1 N/A 07384YGX8 147449.560000 PA USD 147954.680000 0.0002205 Long ABS-MBS CORP US N 2 2042-11-25 Floating 2.792 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC7 N/A 07384YPH3 24666.880000 PA USD 24939.880000 0.0000372 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 1389279.480000 PA USD 1267904.800000 0.0018897 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.192 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE2 N/A 073879RA8 3950074.660000 PA USD 3977897.010000 0.0059287 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.917 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE8 N/A 073879J74 1400626.340000 PA USD 1404659.440000 0.0020935 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.767 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE10 N/A 07389RAB2 8113704.380000 PA USD 8124143.470000 0.0121082 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.992 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE10 N/A 07389RAP1 3571201.110000 PA USD 3999441.330000 0.0059608 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.962 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE2 N/A 07387UEM9 10000000.000000 PA USD 9990242.000000 0.0148894 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.192 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE4 N/A 07388AAB0 1458509.070000 PA USD 1436388.880000 0.0021408 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.132 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3 N/A 073888AN9 74391.370000 PA USD 74679.060000 0.0001113 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.27566 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-AQ1 N/A 07389VAA5 860955.160000 PA USD 1379858.170000 0.0020565 Long ABS-MBS CORP US N 2 2031-04-25 Floating 1.902 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE4 N/A 07386RAB5 398424.970000 PA USD 398598.840000 0.0005941 Long ABS-MBS CORP US N 2 2035-05-25 Floating 1.982 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE5 N/A 073859AC4 7500000.000000 PA USD 7449231.000000 0.0111023 Long ABS-MBS CORP US N 2 2047-06-25 Floating 2.032 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6 N/A 07387YAE3 6298273.060000 PA USD 5491942.320000 0.0081852 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.842 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7 N/A 07387VAA7 193672.360000 PA USD 194809.350000 0.0002903 Long ABS-MBS CORP US N 2 2037-10-25 Floating 2.792 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1 N/A 07389QAN8 893164.180000 PA USD 610512.820000 0.0009099 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 3.33834 Y N N N N N BEAR STEARNS ASSETBACKED SEC 2001-3 N/A 07384YBM7 772659.710000 PA USD 758222.410000 0.0011301 Long ABS-MBS CORP US N 2 2032-10-27 Floating 2.592 N N N N N N BEAR STEARNS ASSETBACKED SEC 2004-SD1 N/A 07384YSE7 108394.470000 PA USD 108136.450000 0.0001612 Long ABS-MBS CORP US N 2 2042-12-25 Floating 2.242 N N N N N N BEAR STEARNS ASSETBK SEC INC. 2002- N/A 07384YCV6 4200.370000 PA USD 4166.320000 0.0000062 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.432 N N N N N N BEAR STEARNS ASSETBK SECU INC 2002- N/A 07384YEM4 803012.950000 PA USD 807172.720000 0.0012030 Long ABS-MBS CORP US N 2 2032-10-25 Floating 2.452 N N N N N N BEAR STEARNS MTGE FUND TR 2006-AR5 N/A 07401NAA7 25516926.480000 PA USD 25060742.520000 0.0373505 Long ABS-MBS CORP US N 2 2046-12-25 Floating 1.952 N N N N N N BELLA VISTA MORTGAGE TRUST 2005-2 N/A 07820QCD5 18522.070000 PA USD 14862.130000 0.0000222 Long ABS-MBS CORP US N 2 2045-05-20 Floating 2.01388 Y N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAH4 10700000.000000 PA USD 11052212.010000 0.0164722 Long DBT CORP US N 2 2021-05-27 Fixed 5.125 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAK7 31500000.000000 PA USD 33689743.920000 0.0502111 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 2601573.430000 0.0038774 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 11187181.000000 PA USD 11196434.360000 0.0166871 Long ABS-CBDO CORP KY N 2 2026-02-06 Floating 3.05213 N N N N N N BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP N/A 095796AA6 21964000.000000 PA USD 21563815.920000 0.0321387 Long DBT CORP US N 2 2022-11-15 Fixed 6.125 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 05600LAA4 135100000.000000 PA USD 135713593.130000 0.2022673 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 15071367.540000 0.0224623 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 609044.840000 0.0009077 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 940507.390000 0.0014017 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 19412596.150000 0.0289325 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 4590234.110000 0.0068413 Long DBT CORP US N 2 2021-09-15 Fixed 1.85 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565AAQ6 600000.000000 PA USD 633210.000000 0.0009437 Long DBT CORP FR N 2 2021-03-30 Floating 7.625 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2G8 138200000.000000 PA USD 149666478.880000 0.2230626 Long DBT CORP FR N 2 2025-01-10 Floating 4.705 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2H6 50300000.000000 PA USD 59121444.490000 0.0881145 Long DBT CORP FR N 2 2030-01-10 Floating 5.198 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2E3 2300000.000000 PA USD 2380157.510000 0.0035474 Long DBT CORP FR N 2 2023-03-01 Fixed 3.5 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2J2 9300000.000000 PA USD 9407985.650000 0.0140216 Long DBT CORP FR N 2 2025-11-19 Floating 2.819 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 09681LAJ9 9100000.000000 PA USD 9403976.130000 0.0140157 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 2145210.710000 0.0031972 Long DBT CORP SG N 2 2023-01-31 Fixed 3.5 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RAZ7 2180000.000000 PA USD 2262357.680000 0.0033718 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 12819216.380000 0.0191057 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 2146013.320000 0.0031984 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 56936429.040000 0.0848579 Long DBT CORP US N 2 2029-06-21 Fixed 3.4 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBA1 6600000.000000 PA USD 7480633.710000 0.0111491 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 2144980.700000 0.0031969 Long DBT CORP FR N 2 2024-04-15 Fixed 4 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAF9 77000000.000000 PA USD 81275369.560000 0.1211327 Long DBT CORP FR N 2 2023-09-12 Fixed 4 N N N N N N BRANDYWINE OPERATING PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AP8 17900000.000000 PA USD 19468868.590000 0.0290164 Long DBT CORP US N 2 2029-10-01 Fixed 4.55 N N N N N N BRANDYWINE OPERATING PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AQ6 12900000.000000 PA USD 13482889.210000 0.0200949 Long DBT CORP US N 2 2027-11-15 Fixed 3.95 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI105QY9 4139696000.000000 PA 1018367912.200000 1.5177737 Long DBT NUSS BR N 2 2020-04-01 None 0 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI0NY765 4332872000.000000 PA 1055147964.770000 1.5725906 Long DBT NUSS BR N 2 2020-07-01 None 0 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122BG2 4600000.000000 PA USD 4752682.740000 0.0070834 Long DBT CORP US N 2 2022-08-15 Fixed 3.25 N N N N N N BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST N/A 11043XAB9 7850000.000000 PA USD 8092926.890000 0.0120617 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 15710247.590000 0.0234145 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 2229422.070000 0.0033227 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 3241380.400000 0.0048309 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 12026818.500000 0.0179247 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 9054291.290000 0.0134945 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 6072958.440000 0.0090511 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 36291927.000000 0.0540894 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 1301079.680000 0.0019391 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 13965000.000000 PA USD 14170480.590000 0.0211197 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 1408077.720000 0.0020986 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 25596198.500000 0.0381485 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 124179422.300000 0.1850768 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 128749681.200000 0.1918883 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 108782641.250000 0.1621294 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 1715812.500000 0.0025572 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 5011416.360000 0.0074690 Long DBT CORP US N 2 2025-04-15 Fixed 3.5 N N N N N N CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 5493007RI8BUDOGHZ546 13032UVC9 4500000.000000 PA USD 4492800.000000 0.0066961 Long DBT MUN US N 2 2025-06-01 Fixed 2.211 N N N N N N CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 5493007RI8BUDOGHZ546 13032UVF2 5100000.000000 PA USD 5086179.000000 0.0075804 Long DBT MUN US N 2 2028-06-01 Fixed 2.534 N N N N N N CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 5493007RI8BUDOGHZ546 13032UVG0 3600000.000000 PA USD 3573900.000000 0.0053265 Long DBT MUN US N 2 2029-06-01 Fixed 2.584 N N N N N N CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 5493007RI8BUDOGHZ546 13032UVH8 5100000.000000 PA USD 5070063.000000 0.0075564 Long DBT MUN US N 2 2030-06-01 Fixed 2.704 N N N N N N CALIFORNIA STATE N/A 13063A5E0 2000.000000 PA USD 3014.660000 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 3211.920000 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 42752132.150000 0.0637177 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 38130457.180000 0.0568296 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 426084.250000 0.0006350 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 37117742.220000 0.0553202 Long DBT CORP US N 2 2028-03-15 Fixed 4.15 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HBY0 39800000.000000 PA USD 40524517.210000 0.0603977 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 55494164.300000 0.0827084 Long DBT CORP US N 2 2025-04-30 Fixed 4.25 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HBR5 26200000.000000 PA USD 26283333.550000 0.0391726 Long DBT CORP US N 2 2020-10-30 Fixed 2.4 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HBS3 67700000.000000 PA USD 67844672.870000 0.1011156 Long DBT CORP US N 2 2020-10-30 Floating 2.3855 N N N N N N CARDS II TRUST 2018-1A N/A 14161GBT6 53000000.000000 PA USD 53023346.500000 0.0790259 Long ABS-MBS CORP CA N 2 2023-04-17 Floating 2.08975 N N N N N N CARDS II TRUST 2018-2A N/A 14161GBU3 53300000.000000 PA USD 53428655.540000 0.0796300 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 2923794.180000 0.0043576 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 8004586.370000 PA USD 8013404.220000 0.0119432 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 29285031.630000 PA USD 29427084.530000 0.0438581 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 368382.860000 PA USD 356369.080000 0.0005311 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.852 N N N N N N CARRINGTON MTGE LOAN TRUST 2006-FRE2 N/A 14454AAC3 4577513.700000 PA USD 3700104.110000 0.0055146 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.952 N N N N N N CARRINGTON MTGE LOAN TRUST 2006-FRE2 N/A 14454AAD1 5362755.120000 PA USD 4384944.140000 0.0065353 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.042 N N N N N N CARRINGTON MTGE LOAN TRUST 2007-FRE1 N/A 144527AC2 53326000.000000 PA USD 50202973.480000 0.0748224 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.052 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2019-2A N/A 14686UAB1 11712930.960000 PA USD 11730811.920000 0.0174836 Long ABS-O CORP US N 2 2022-01-18 Fixed 2.6 N N N N N N CATAMARAN CLO LTD 2014-2 N/A 14889HAJ8 6016055.750000 PA USD 6018253.600000 0.0089696 Long ABS-CBDO CORP KY N 2 2026-10-18 Floating 3.40325 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14912L5X5 1900000.000000 PA USD 2027843.590000 0.0030223 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 5270321.880000 0.0078549 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 2830517.240000 0.0042186 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 1301309.580000 PA USD 1293259.810000 0.0019275 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.587 N N N N N N CENT CLO LTD 2015-24A N/A 15137KAE9 28800000.000000 PA USD 28763721.500000 0.0428694 Long ABS-CBDO CORP KY N 2 2026-10-15 Floating 3.07088 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15137TAA8 26700000.000000 PA USD 28384770.000000 0.0423046 Long DBT CORP US N 2 2026-06-01 Fixed 5.375 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAQ4 6700000.000000 PA USD 6905020.000000 0.0102912 Long DBT CORP US N 2 2027-12-15 Fixed 4.25 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAS0 7000000.000000 PA USD 7389900.000000 0.0110139 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N CENTERPOINT ENERGY RESOURCES CORP 2JADVB0458J06WCD4N56 15189WAK6 12690000.000000 PA USD 13137981.110000 0.0195808 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 2024854.820000 0.0030178 Long DBT CORP JP N 2 2022-03-03 Fixed 2.849 N N N N N N DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX) N/A B01RQ2907 775108.000000 NS 3771.520000 0.0000056 Long EC CORP MX N 1 N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0MR1X8 3500000.000000 PA USD 3507384.970000 0.0052274 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 1097642.290000 0.0016359 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 4040429.500000 0.0060218 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 4734555.490000 0.0070564 Long ABS-MBS CORP US N 2 2030-07-15 Floating 2.83975 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513AT2 12400000.000000 PA USD 12642841.720000 0.0188429 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 62273711.780000 0.0928126 Long DBT CORP US N 2 2024-02-01 Floating 3.55913 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AX2 33899000.000000 PA USD 34117732.280000 0.0508490 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 84353079.420000 0.1257197 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 55959207.360000 0.0834015 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 43624.790000 0.0000650 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.352 N N N N N N CHASE FUNDING MTGE LN ASSET BK 2002-3 N/A 161546DB9 565779.860000 PA USD 557492.660000 0.0008309 Long ABS-MBS CORP US N 2 2032-08-25 Floating 2.432 N N N N N N CHASE FUNDING MTGE LN ASSET-BKD 2003-1 N/A 161546EF9 12767.600000 PA USD 12567.010000 0.0000187 Long ABS-MBS CORP US N 2 2032-11-25 Floating 2.452 N N N N N N CHASE FUNDING MTGE LOAN ASSET-BACKED N/A 161551FY7 272868.750000 PA USD 272319.060000 0.0004059 Long ABS-MBS CORP US N 2 2032-02-25 Floating 2.692 N N N N N N CHASE MORGAGE FINANCE CORP 2005-A1 N/A 16162WPD5 4238429.340000 PA USD 4244092.310000 0.0063254 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.89013 Y N N N N N CHASE MORGAGE FINANCE CORP 2005-A1 N/A 16162WPE3 222183.970000 PA USD 222480.830000 0.0003316 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.89013 Y N N N N N CHASE MORGAGE FINANCE CORP 2005-A1 N/A 16162WPF0 7641015.680000 PA USD 7651224.840000 0.0114034 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.89013 Y N N N N N CHASE MORGAGE FINANCE CORP 2005-A1 N/A 16162WPJ2 1806385.190000 PA USD 1766401.940000 0.0026326 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.90056 Y N N N N N CHASE MORGAGE FINANCE CORP 2005-A2 N/A 16162WQL6 7405653.650000 PA USD 6877851.970000 0.0102507 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.83521 Y N N N N N CHASE MORTGAGE FINANCE CORP 2006-A1 N/A 16163CAB8 440552.360000 PA USD 414158.690000 0.0006173 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.96795 Y N N N N N CHASE MORTGAGE FINANCE CORP 2006-A1 N/A 16163CAH5 51919.750000 PA USD 49747.690000 0.0000741 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.30455 Y N N N N N CHASE MORTGAGE FINANCE CORP 2006-S3 N/A 16162XAA5 1363094.470000 PA USD 1016518.020000 0.0015150 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 2053513.510000 PA USD 2108287.700000 0.0031422 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.20302 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630CA4 3185558.110000 PA USD 3172705.980000 0.0047286 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.78193 Y N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630CF3 133284.440000 PA USD 131395.080000 0.0001958 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.09938 Y N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630AC2 28453.870000 PA USD 29083.260000 0.0000433 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.59852 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630AG3 14740.810000 PA USD 15351.800000 0.0000229 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.69111 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630AL2 229507.260000 PA USD 233984.370000 0.0003487 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.52682 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630AQ1 193619.270000 PA USD 201126.320000 0.0002998 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.61843 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-S1 N/A 16163FAG0 750352.030000 PA USD 525403.390000 0.0007831 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 734894.930000 PA USD 585002.600000 0.0008719 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 27281.320000 PA USD 21156.820000 0.0000315 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 4968899.620000 PA USD 3335925.420000 0.0049719 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 2080384.850000 PA USD 889487.060000 0.0013257 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.292 Y N N N N N CHASEFLEX TRUST 2007-1 N/A 16165VAJ7 1553848.750000 PA USD 1026853.020000 0.0015304 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 1712365.960000 PA USD 1350915.470000 0.0020134 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 6489723.870000 PA USD 6977991.220000 0.0104000 Long ABS-MBS CORP US N 2 2037-08-25 Floating 1.942 Y N N N N N CHASEFLEX TRUST 2007-M1 N/A 16165YAC6 6635391.380000 PA USD 7234135.920000 0.0107817 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.132 Y N N N N N CHASEFLEX TRUST 2007-M1 N/A 16165YAT9 1040918.560000 PA USD 994823.560000 0.0014827 Long ABS-MBS CORP US N 2 2037-08-25 Variable 4.21483 Y N N N N N CHESAPEAKE FUNDING II LLC 2018-2A N/A 165183BN3 2825988.270000 PA USD 2866582.460000 0.0042723 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 18097194.120000 PA USD 18084669.050000 0.0269534 Long ABS-O CORP US N 2 2030-08-15 Floating 2.10975 N N N N N N CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2004-3X N/A 000000000 313768.010000 PA USD 312037.920000 0.0004651 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.042 N N N N N N CHEVY CHASE MORTGAGE FUND CORP 2005-1A N/A 16678RCT2 738636.630000 PA USD 710923.280000 0.0010596 Long ABS-MBS CORP US N 2 2036-01-25 Floating 1.942 N N N N N N CHEVY CHASE MORTGAGE FUND CORP 2005-2A N/A 16678RDK0 841048.720000 PA USD 810286.020000 0.0012076 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.972 N N N N N N CHEVY CHASE MORTGAGE FUND CORP 2005-3A N/A 16678RDT1 577479.390000 PA USD 557500.340000 0.0008309 Long ABS-MBS CORP US N 2 2036-07-25 Floating 1.972 N N N N N N CHICAGO TRANSIT AUTHORITY 549300CB8XLRGIPN3E12 167725AB6 9555000.000000 PA USD 10062370.500000 0.0149969 Long DBT MUN US N 2 2021-12-01 Fixed 6.3 N N N N N N CHICAGO TRANSIT AUTHORITY 549300CB8XLRGIPN3E12 167725AE0 6365000.000000 PA USD 6702981.500000 0.0099901 Long DBT MUN US N 2 2021-12-01 Fixed 6.3 N N N N N N CHL MORTGAGE PASS-THROUGH TRUST 2006-12 N/A 125432AE4 5054698.280000 PA USD 4176726.510000 0.0062250 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6 N N N N N N CHOICE HOTELS INTERNATIONAL INC 5493003CYRY5RFGTIR97 169905AF3 5090000.000000 PA USD 5139831.100000 0.0076604 Long DBT CORP US N 2 2029-12-01 Fixed 3.7 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AF7 3095000.000000 PA USD 3246420.400000 0.0048385 Long DBT CORP US N 2 2023-07-15 Fixed 3.75 N N N N N N CIGNA HOLDING COMPANY 45RS2W538ZOGNWLVIX82 125509BM0 3300000.000000 PA USD 3344987.280000 0.0049854 Long DBT CORP US N 2 2020-06-15 Fixed 5.125 N N N N N N CIGNA HOLDING COMPANY 45RS2W538ZOGNWLVIX82 125509BN8 1000000.000000 PA USD 1016682.490000 0.0015153 Long DBT CORP US N 2 2020-12-15 Fixed 4.375 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 934CTJ003 66923201.000000 PA USD 66919391.060000 0.0997365 Long DBT CORP US Y 2 2020-01-07 None 0 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 938BWR009 17000000.000000 PA USD 16967819.000000 0.0252888 Long DBT CORP US Y 2 2020-01-23 None 0 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 935PCEII4 22440000.000000 PA USD 22344085.830000 0.0333016 Long DBT CORP US N 2 2020-02-13 None 0 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 938BWQ001 30642386.000000 PA USD 30536291.030000 0.0455112 Long DBT CORP US Y 2 2020-02-06 None 0 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 938BWL002 164733523.000000 PA USD 164048505.000000 0.2444976 Long DBT CORP US Y 2 2020-02-12 None 0 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 965TER907 45729378.000000 PA USD 45388170.080000 0.0676464 Long DBT CORP US Y 2 2020-03-09 None 0 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 965TESII6 32643716.000000 PA USD 32365550.410000 0.0482376 Long DBT CORP US Y 2 2020-03-18 None 0 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 935PRHII1 17186073.000000 PA USD 16897388.390000 0.0251838 Long DBT CORP US Y 2 2020-05-22 None 0 N N N N N N CIT GROUP HOME EQUITY LOAN TRUST 2002-1 N/A 12558MAN2 1309538.040000 PA USD 1303759.180000 0.0019431 Long ABS-MBS CORP US N 2 2030-09-25 Floating 2.842 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GV4 2000000.000000 PA USD 2041360.000000 0.0030424 Long DBT CORP US N 2 2021-03-09 Fixed 4.125 N N N N N N CIT MTGE LOAN TRUST 2007-1 N/A 12559QAA0 13648348.930000 PA USD 13797274.250000 0.0205634 Long ABS-MBS CORP US N 2 2037-10-25 Floating 3.142 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAS7 8000000.000000 PA USD 8469396.320000 0.0126228 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 161391909.920000 0.2405382 Long DBT CORP US N 2 2020-05-01 Fixed 3.05 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAX6 44000000.000000 PA USD 44178720.520000 0.0658439 Long DBT CORP US N 2 2022-05-20 Floating 2.4985 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAY4 34200000.000000 PA USD 34618153.140000 0.0515948 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 35754938.800000 0.0532891 Long DBT CORP US N 2 2021-07-23 Fixed 3.4 N N N N N N CITICORP MORTGAGE SEC INC 2006-1 N/A 1729735M7 47043.560000 PA USD 47872.510000 0.0000713 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 12244224.860000 PA USD 12354275.950000 0.0184128 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 396777.870000 PA USD 404677.840000 0.0006031 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 650816.690000 PA USD 663488.740000 0.0009889 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LV1 3200000.000000 PA USD 3266458.780000 0.0048683 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 14003810.470000 0.0208713 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 65921652.080000 0.0982495 Long DBT CORP US N 2 2021-03-30 Fixed 2.7 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KL4 54800000.000000 PA USD 55557163.930000 0.0828023 Long DBT CORP US N 2 2021-03-30 Floating 3.3405 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LG4 69900000.000000 PA USD 70988662.440000 0.1058014 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 72766994.500000 0.1084518 Long DBT CORP US N 2 2022-04-25 Floating 2.89963 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LZ2 3855000.000000 PA USD 4078030.870000 0.0060779 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 59922015.630000 0.0893077 Long DBT CORP US N 2 2024-06-01 Floating 2.92988 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LM1 1413000.000000 PA USD 1438155.440000 0.0021434 Long DBT CORP US N 2 2023-07-24 Floating 2.876 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MB4 7050000.000000 PA USD 7238520.100000 0.0107883 Long DBT CORP US N 2 2026-07-01 Floating 3.15938 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KV2 28900000.000000 PA USD 29078443.630000 0.0433385 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 10856511.310000 0.0161805 Long DBT CORP US N 2 2023-09-01 Floating 3.33688 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KB6 29099000.000000 PA USD 29260268.110000 0.0436094 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 2904594.140000 0.0043290 Long DBT CORP US N 2 2026-10-21 Fixed 3.2 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LC3 12300000.000000 PA USD 12502997.360000 0.0186344 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 643236.650000 PA USD 653560.860000 0.0009741 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.72744 N N N N N N CITIGROUP MORTGAGE LOAN TR 2006-WF2 N/A 17309BAD9 2711939.960000 PA USD 1493999.860000 0.0022267 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 46818255.300000 PA USD 45711115.930000 0.0681278 Long ABS-MBS CORP US N 2 2064-09-25 Variable 4.16856 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2017-RP1 N/A 17326JAY5 30091.990000 PA USD 29904.520000 0.0000446 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 1478587.630000 PA USD 1082312.990000 0.0016131 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.5607 Y N N N N N CITIGROUP MORTGAGE LOAN TRUST 2007-FS1 N/A 17313EAA3 2883898.760000 PA USD 2959632.830000 0.0044110 Long ABS-MBS CORP US N 2 2037-10-25 Variable 4.55222 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2010-4 N/A 17315QAN6 3039475.980000 PA USD 2221191.600000 0.0033105 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 17121039.860000 PA USD 399202.730000 0.0005950 Long ABS-O CORP US N 2 2058-02-25 Variable 0.35 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 N/A 17326UAC8 28564522.550000 PA USD 207435.560000 0.0003092 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 28564522.590000 PA USD 176215.970000 0.0002626 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 1101579.100000 0.0016418 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 1141732.620000 0.0017016 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 1239654.060000 0.0018476 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 1015855.280000 0.0015140 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 1699397.420000 PA USD 350362.900000 0.0005222 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 32115881.610000 PA USD 1926.950000 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 1801959.180000 0.0026856 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 2489816.670000 0.0037108 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 2333937.630000 0.0034785 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 1183.190000 0.0000018 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 46410.700000 PA USD 35096.240000 0.0000523 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 11128327.200000 0.0165856 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.527 Y N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 2010-2 N/A 17316HBT1 3782263.340000 PA USD 2951337.910000 0.0043987 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.32666 N N N N N N CITIGROUP MTGE LN TR INC 2007-AMC4 N/A 17313BAE1 17700000.000000 PA USD 17327338.890000 0.0258246 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.062 N N N N N N CITIGROUP MTGE LOAN TR INC 2006-AR7 N/A 172987AD1 2059940.160000 PA USD 1910269.650000 0.0028471 Long ABS-MBS CORP US N 2 2046-07-25 Floating 4.12967 Y N N N N N CITIGROUP MTGE LOAN TR INC 2006-NC1 N/A 172983AE8 21792960.720000 PA USD 21506259.070000 0.0320529 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.042 N N N N N N CITIGROUP MTGE LOAN TR INC 2006-SHL1 N/A 17309UAB1 2383793.140000 PA USD 2376888.720000 0.0035425 Long ABS-MBS CORP US N 2 2045-11-25 Floating 2.242 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-6 N/A 17312VAE8 2479567.030000 PA USD 2286043.770000 0.0034071 Long ABS-MBS CORP US N 2 2046-10-25 Floating 3.40292 Y N N N N N CITIGROUP MTGE LOAN TR INC 2007-AHL1 N/A 17311VAE9 511091.470000 PA USD 509393.520000 0.0007592 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.932 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AHL2 N/A 17312TAA1 11946666.260000 PA USD 9047255.760000 0.0134840 Long ABS-MBS CORP US N 2 2037-05-25 Floating 1.982 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AHL3 N/A 17312GAB7 9919695.700000 PA USD 7840634.610000 0.0116857 Long ABS-MBS CORP US N 2 2045-07-25 Floating 1.962 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AHL3 N/A 17312GAC5 4740458.480000 PA USD 3784848.890000 0.0056409 Long ABS-MBS CORP US N 2 2045-07-25 Floating 2.052 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AMC1 N/A 17311BAS2 11703362.150000 PA USD 8145456.960000 0.0121400 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.952 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AR4 N/A 17311WAF4 1559651.020000 PA USD 1453384.200000 0.0021661 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.03713 Y N N N N N CITIGROUP MTGE LOAN TR INC 2007-AR5 N/A 17311LAJ0 1409930.420000 PA USD 1256695.800000 0.0018730 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.85639 Y N N N N N CITIGROUP MTGE LOAN TR INC 2007-OPX1 N/A 17311FAH7 1133481.230000 PA USD 780568.900000 0.0011634 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 5994454.200000 0.0089341 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.052 N N N N N N CITIGROUP MTGE LOAN TR INC 2008-RR1 N/A 173145AA1 413661.570000 PA USD 385520.050000 0.0005746 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.862 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW79 6361331.040000 PA USD 6582368.210000 0.0098103 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 1772317.220000 PA USD 1662297.440000 0.0024775 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.592 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-2 N/A 17307GRE0 740184.690000 PA USD 741570.320000 0.0011052 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.22947 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-3 N/A 17307GTJ7 9032292.010000 PA USD 9189300.340000 0.0136957 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.52128 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-6 N/A 17307GXR4 805223.600000 PA USD 798709.820000 0.0011904 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 13887670.830000 PA USD 12826829.150000 0.0191171 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.88699 Y N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-9 N/A 17307GL22 1561821.380000 PA USD 1590650.260000 0.0023707 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 3907468.500000 0.0058237 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.722 N N N N N N CITIMORTGAGE ALTERNATIVE LN TR 2007-A6 N/A 18976GAE6 855022.060000 PA USD 839123.690000 0.0012506 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 15361.630000 PA USD 15392.780000 0.0000229 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 355589.820000 PA USD 345172.460000 0.0005144 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 2181852.400000 0.0032518 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 1246377.000000 0.0018576 Long DBT MUN US N 2 2042-01-01 Fixed 7.75 N N N N N N CLNC 2019-FL1 LTD N/A 12565DAA1 44100000.000000 PA USD 44155054.440000 0.0658086 Long ABS-O CORP KY N 2 2035-08-20 Floating 2.98325 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAG9 200000.000000 PA USD 205808.110000 0.0003067 Long DBT CORP US N 2 2021-10-15 Fixed 3.875 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 COLLATERALIZED MTGE OBLIGA 66 N/A 193908EF3 3373.530000 PA USD 3420.560000 0.0000051 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 2769839.050000 0.0041282 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 3668648.170000 0.0054677 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 4584161.460000 0.0068322 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 7401137.840000 0.0110306 Long DBT CORP US N 2 2021-10-01 Floating 2.34938 N N N N N N COMM MORTGAGE TRUST 2015-DC1 N/A 12629NAD7 4200000.000000 PA USD 4277994.000000 0.0063759 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 8229210.900000 PA USD 8174853.670000 0.0121838 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 2599128.320000 PA USD 2606928.300000 0.0038854 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 4307323.920000 0.0064196 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 895087.420000 0.0013340 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 9901018.910000 0.0147565 Long DBT CORP US N 2 2020-10-22 Floating 2.70325 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887BZ4 10750000.000000 PA USD 11093348.770000 0.0165335 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 273353.870000 PA USD 302982.290000 0.0004516 Long ABS-O CORP US N 2 2031-07-01 Variable 7.49 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBA5 3300000.000000 PA USD 3300587.040000 0.0049192 Long DBT CORP US N 2 2021-11-15 Floating 2.60988 N N N N N N CONTINENTAL AIRLINES 2000-2 CLASS A-1 PASS THROUGH TRUST N/A 210805DD6 281452.860000 PA USD 288342.210000 0.0004297 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 206801.100000 0.0003082 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 25821846.650000 0.0384848 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 69792816.410000 0.1040191 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 52000000.000000 PA 63446714.770000 0.0945609 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 30146672.340000 0.0449305 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 30608008.480000 0.0456181 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 14229759.490000 0.0212080 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 4063096.840000 0.0060556 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 19520496.770000 0.0290933 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 1724291.250000 0.0025699 Long DBT CORP US N 2 2026-04-15 Fixed 8 N N N N N N CORNERSTONE BUILDING BRANDS 549300IW41QEWQ6T0H29 72431HAB6 3456250.000000 PA USD 3454781.090000 0.0051490 Long LON CORP US N 2 2025-04-12 Floating 5.4856 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BB0 5000.000000 PA USD 5102.650000 0.0000076 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 30725658.200000 0.0457935 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 182425.170000 PA USD 138208.830000 0.0002060 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 1687123.620000 0.0025145 Long ABS-MBS CORP US N 2 2034-06-25 Floating 2.372 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2003-J2 N/A 12669E4A1 281595.280000 PA USD 284774.580000 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 16336.320000 PA USD 15315.720000 0.0000228 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.342 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-33CB N/A 02148BAC8 64855.300000 PA USD 53622.060000 0.0000799 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 106891.860000 PA USD 88068.040000 0.0001313 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 141022.520000 PA USD 101119.170000 0.0001507 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.042 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2004-8CB N/A 12667FGM1 8402374.760000 PA USD 8296606.510000 0.0123652 Long ABS-MBS CORP US N 2 2034-06-25 Floating 2.842 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-14 N/A 12667GCB7 112609.680000 PA USD 108292.720000 0.0001614 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.002 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-24 N/A 12667GPB3 32777.920000 PA USD 32179.500000 0.0000480 Long ABS-MBS CORP US N 2 2035-07-20 Floating 1.99463 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-42CB N/A 12667G4S9 2416051.690000 PA USD 1778436.560000 0.0026506 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.472 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-43 N/A 12667G5V1 308775.040000 PA USD 270777.650000 0.0004036 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.97566 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-46CB N/A 12667G7D9 14630334.700000 PA USD 12478712.820000 0.0185983 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.092 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-46CB N/A 12667G7F4 1131414.920000 PA USD 932296.190000 0.0013895 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.492 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1 N/A 12668AFL4 1982380.510000 PA USD 1747791.750000 0.0026049 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 17335.820000 PA USD 16734.690000 0.0000249 Long ABS-MBS CORP US N 2 2035-11-20 Floating 2.36463 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-53T2 N/A 12668AKQ7 1965373.520000 PA USD 1568968.290000 0.0023384 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 886115.930000 PA USD 715782.830000 0.0010668 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.082 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-56 N/A 12668AHF5 244289.310000 PA USD 235552.990000 0.0003511 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.562 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-61 N/A 12668AVL6 732727.310000 PA USD 731345.390000 0.0010900 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.312 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-61 N/A 12668AVP7 22579.520000 PA USD 22501.690000 0.0000335 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.072 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-62 N/A 12668ATT2 320762.250000 PA USD 293867.840000 0.0004380 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.23948 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-64CB N/A 12668AZX6 1657194.120000 PA USD 1511165.990000 0.0022522 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.592 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-72 N/A 12668A3N3 467726.360000 PA USD 453967.910000 0.0006766 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.332 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-76 N/A 12668BDC4 38766.570000 PA USD 39605.600000 0.0000590 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.71948 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-76 N/A 12668BDE0 413839.830000 PA USD 393815.490000 0.0005869 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.23948 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-85CB N/A 12668BEK5 3507411.040000 PA USD 3039261.460000 0.0045297 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.892 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-J7 N/A 12667GF73 2033095.750000 PA USD 1696395.580000 0.0025283 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 2294168.510000 PA USD 1766815.570000 0.0026333 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 2911303.290000 PA USD 1709242.760000 0.0025475 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.142 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1 N/A 12668BZF3 1224278.590000 PA USD 934846.640000 0.0013933 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 778494.530000 PA USD 617703.720000 0.0009206 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 2327180.660000 PA USD 2022609.490000 0.0030145 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 1234007.270000 PA USD 1076728.480000 0.0016048 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 1192427.150000 PA USD 983735.590000 0.0014662 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 2613799.100000 PA USD 1581882.980000 0.0023576 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.342 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1 N/A 02146VAC6 524982.420000 PA USD 477740.140000 0.0007120 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 3157930.680000 PA USD 2118141.580000 0.0031569 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 1082221.530000 PA USD 660802.520000 0.0009849 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 1402148.060000 PA USD 971544.320000 0.0014480 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 368450.470000 PA USD 301764.800000 0.0004497 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 7329922.790000 PA USD 3495775.780000 0.0052101 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.292 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-5T2 N/A 12668BNA7 1111382.410000 PA USD 778927.250000 0.0011609 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 2242611.910000 PA USD 1978892.860000 0.0029493 Long ABS-MBS CORP US N 2 2046-09-20 Floating 1.95463 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-OC10 N/A 23245FAC7 16626094.720000 PA USD 16013885.340000 0.0238671 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.972 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-OC11 N/A 23244JAC0 236260.470000 PA USD 233272.930000 0.0003477 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.962 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1 N/A 02150GAN8 162178.930000 PA USD 72199.210000 0.0001076 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.142 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-15CB N/A 02151CBK1 153613.310000 PA USD 135996.430000 0.0002027 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 2473830.160000 PA USD 2077478.780000 0.0030963 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 508548.770000 PA USD 470705.060000 0.0007015 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 7664255.600000 PA USD 5464277.020000 0.0081439 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 1715431.980000 PA USD 1189302.300000 0.0017725 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 774316.400000 PA USD 659718.190000 0.0009832 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 1811984.340000 PA USD 1528932.820000 0.0022787 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 1814782.590000 PA USD 1205945.530000 0.0017973 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 4737815.350000 PA USD 4326749.220000 0.0064486 Long ABS-MBS CORP US N 2 2047-04-25 Floating 1.992 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2008-2R N/A 021482AC8 1453052.060000 PA USD 1010013.000000 0.0015053 Long ABS-MBS CORP US N 2 2037-08-25 Variable 0.756608 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2008-2R N/A 021482AE4 1350484.730000 PA USD 1066201.750000 0.0015891 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 784747.200000 PA USD 643300.210000 0.0009588 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.122 N N N N N N COUNTRYWIDE ALTERNATIVE LN TRUST 2005-63 N/A 12668AXF7 777077.800000 PA USD 746659.940000 0.0011128 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.60058 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2005-23CB N/A 12667GLD3 914448.440000 PA USD 1142485.360000 0.0017028 Long ABS-MBS CORP US N 2 2035-07-25 Floating 14.872 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2005-27 N/A 12667GP31 78920.650000 PA USD 60764.640000 0.0000906 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.33948 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13 N/A 02149DAN9 12686582.490000 PA USD 12474857.380000 0.0185925 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.24219 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11 N/A 02147DAB7 9371257.430000 PA USD 8899801.650000 0.0132642 Long ABS-MBS CORP US N 2 2046-09-25 Floating 1.982 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11 N/A 02147DAC5 919201.030000 PA USD 685682.700000 0.0010219 Long ABS-MBS CORP US N 2 2046-09-25 Floating 2.042 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11 N/A 02151WAA0 4341501.960000 PA USD 3923305.480000 0.0058473 Long ABS-MBS CORP US N 2 2047-11-25 Floating 3.61948 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2003-J3 N/A 12669FFD0 25476.870000 PA USD 26277.130000 0.0000392 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 380399.800000 PA USD 318939.140000 0.0004753 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 1487747.400000 PA USD 1265968.750000 0.0018868 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 1109780.050000 PA USD 932437.090000 0.0013897 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 652942.720000 PA USD 449547.860000 0.0006700 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 197023.440000 PA USD 183448.540000 0.0002734 Long ABS-MBS CORP US N 2 2046-07-25 Floating 2.002 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8 N/A 02147CAF0 1437600.590000 PA USD 1347213.900000 0.0020079 Long ABS-MBS CORP US N 2 2046-07-25 Floating 1.982 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8 N/A 02147CAG8 473492.550000 PA USD 324528.380000 0.0004837 Long ABS-MBS CORP US N 2 2046-07-25 Floating 2.052 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OC8 N/A 232434AD2 910106.510000 PA USD 896880.930000 0.0013367 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.962 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1 N/A 02150JAF9 340949.180000 PA USD 236819.070000 0.0003530 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 459029.630000 PA USD 447035.050000 0.0006663 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 855821.480000 PA USD 727971.590000 0.0010850 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 1207474.660000 PA USD 1028537.900000 0.0015329 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 1350389.250000 PA USD 1158641.000000 0.0017268 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 235667.910000 PA USD 196567.820000 0.0002930 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 1484424.450000 PA USD 912019.550000 0.0013593 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.142 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC5 N/A 02147HAC6 372562.450000 PA USD 368589.670000 0.0005493 Long ABS-MBS CORP US N 2 2046-06-25 Floating 1.962 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22 N/A 02151BBG2 1711917.850000 PA USD 1127283.870000 0.0016801 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 1633699.740000 PA USD 1393329.740000 0.0020766 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.082 Y N N N N N COUNTRYWIDE ALTERNATIVE LOANTR 2006-OC4 N/A 021455AE0 19857121.040000 PA USD 17360092.040000 0.0258734 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.052 N N N N N N COUNTRYWIDE ASSET BACKED CERTIFICATES 2007-BC3 N/A 23246LAA7 2661795.250000 PA USD 2348660.060000 0.0035004 Long ABS-MBS CORP US N 2 2047-11-25 Floating 1.972 Y N N N N N COUNTRYWIDE ASSET BACKED CERTS 2004-13 N/A 126673SN3 883590.150000 PA USD 892410.320000 0.0013300 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 9552715.520000 PA USD 9498721.660000 0.0141569 Long ABS-MBS CORP US N 2 2037-05-25 Floating 1.942 N N N N N N COUNTRYWIDE ASSET BACKED CERTS 2006-22 N/A 12666BAD7 518299.610000 PA USD 517003.030000 0.0007705 Long ABS-MBS CORP US N 2 2034-01-25 Floating 1.952 N N N N N N COUNTRYWIDE ASSET BACKED CERTS 2006-25 N/A 12667TAD7 2747915.610000 PA USD 2743764.330000 0.0040893 Long ABS-MBS CORP US N 2 2047-06-25 Floating 1.962 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2002-3 N/A 126671RM0 14762.250000 PA USD 14446.880000 0.0000215 Long ABS-MBS CORP US N 2 2032-05-25 Floating 2.532 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-15 N/A 126673UR1 3500000.000000 PA USD 3520387.500000 0.0052468 Long ABS-MBS CORP US N 2 2035-04-25 Floating 3.142 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-3 N/A 1266714M5 768553.890000 PA USD 758113.470000 0.0011299 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.192 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-6 N/A 126673AX0 2353597.640000 PA USD 2371411.550000 0.0035343 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.532 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-6 N/A 126673BB7 410140.510000 PA USD 405740.320000 0.0006047 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.692 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-7 N/A 126673DQ2 2067363.350000 PA USD 2087888.130000 0.0031118 Long ABS-MBS CORP US N 2 2034-12-25 Variable 4.67189 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-11 N/A 126670DB1 532472.120000 PA USD 534006.280000 0.0007959 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.282 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-11 N/A 126670DC9 4800000.000000 PA USD 4807609.920000 0.0071653 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.322 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-11 N/A 126670DD7 9944000.000000 PA USD 9954234.360000 0.0148358 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.432 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-12 N/A 126670EL8 3318341.820000 PA USD 3323735.450000 0.0049537 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.282 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-14 N/A 126670LP1 1567109.650000 PA USD 1571222.690000 0.0023417 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.242 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-16 N/A 126670PH5 6885952.040000 PA USD 6886847.210000 0.0102641 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.252 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-3 N/A 126673ZV7 17820976.940000 PA USD 18613090.850000 0.0277409 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 24276.820000 PA USD 24608.720000 0.0000367 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 104952.850000 PA USD 106157.170000 0.0001582 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 1266732K7 1924331.600000 PA USD 1931859.970000 0.0028792 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.492 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-11 N/A 12666TAJ5 2018778.110000 PA USD 1996741.730000 0.0029759 Long ABS-MBS CORP US N 2 2046-09-25 Floating 1.952 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-13 N/A 23242EAG4 5343504.640000 PA USD 5224369.070000 0.0077864 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.942 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-13 N/A 23242EAJ8 568071.020000 PA USD 568865.690000 0.0008478 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.942 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-14 N/A 23243LAA0 11026852.400000 PA USD 10472715.580000 0.0156085 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.932 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-15 N/A 12666UAC7 4737433.720000 PA USD 4645025.340000 0.0069229 Long ABS-MBS CORP US N 2 2046-10-25 Variable 4.59999 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-18 N/A 23243WAA6 4500876.010000 PA USD 4350516.150000 0.0064840 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.932 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-18 N/A 23243WAC2 4687081.420000 PA USD 4662500.020000 0.0069490 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.952 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-23 N/A 12666CAD5 5201501.940000 PA USD 5198796.640000 0.0077483 Long ABS-MBS CORP US N 2 2037-05-25 Floating 1.962 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-3 N/A 126670VZ8 4132752.050000 PA USD 4139875.260000 0.0061701 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.082 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-5 N/A 126670YH5 4770288.850000 PA USD 4776523.620000 0.0071189 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.082 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-8 N/A 045427AC5 1392061.280000 PA USD 1380858.390000 0.0020580 Long ABS-MBS CORP US N 2 2035-12-25 Floating 1.952 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-9 N/A 12666RAC4 3825465.800000 PA USD 3629008.620000 0.0054087 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 485282.760000 PA USD 330242.680000 0.0004922 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.132 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-1 N/A 23245CAD2 5325776.200000 PA USD 4865097.620000 0.0072509 Long ABS-MBS CORP US N 2 2037-07-25 Floating 1.932 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-11 N/A 23247LAC2 2805415.910000 PA USD 2787875.050000 0.0041550 Long ABS-MBS CORP US N 2 2047-06-25 Floating 1.982 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-12 N/A 126697AE1 18852483.320000 PA USD 18817970.080000 0.0280463 Long ABS-MBS CORP US N 2 2047-08-25 Floating 2.592 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-2 N/A 12668NAA5 15605894.780000 PA USD 14374190.170000 0.0214233 Long ABS-MBS CORP US N 2 2037-08-25 Floating 1.932 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-2 N/A 12668NAD9 777840.160000 PA USD 767482.600000 0.0011439 Long ABS-MBS CORP US N 2 2037-08-25 Floating 1.932 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-4 N/A 12668WAC1 5333377.770000 PA USD 4996421.360000 0.0074467 Long ABS-MBS CORP US N 2 2032-10-25 Floating 4.7383 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-5 N/A 12668KAD5 30027864.900000 PA USD 26356111.630000 0.0392811 Long ABS-MBS CORP US N 2 2047-09-25 Floating 2.012 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-6 N/A 12669LAD2 2984042.970000 PA USD 2627730.040000 0.0039164 Long ABS-MBS CORP US N 2 2037-09-25 Floating 2.012 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-7 N/A 12669VAD0 6598243.660000 PA USD 6380986.590000 0.0095102 Long ABS-MBS CORP US N 2 2047-10-25 Floating 2.022 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-9 N/A 12670FAD2 507014.510000 PA USD 504940.570000 0.0007526 Long ABS-MBS CORP US N 2 2047-06-25 Floating 1.972 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2005-1 N/A 126673XB3 6137154.590000 PA USD 6165877.700000 0.0091896 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.442 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2005-13 N/A 126670HH4 40952.340000 PA USD 41047.730000 0.0000612 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.132 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2005-13 N/A 126670HJ0 4500000.000000 PA USD 4521677.400000 0.0067391 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.232 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2005-15 N/A 126670MH8 2600000.000000 PA USD 2518600.760000 0.0037537 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.242 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2005-17 N/A 126670RD2 22500000.000000 PA USD 22278150.000000 0.0332033 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.252 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2006-1 N/A 126670TV0 2801286.720000 PA USD 2804912.150000 0.0041804 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.092 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2006-2 N/A 126670UU0 1855248.230000 PA USD 1860216.030000 0.0027725 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.092 N N N N N N COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9 N/A 12669GFK2 353367.650000 PA USD 363568.840000 0.0005419 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 7522584.030000 PA USD 7217738.830000 0.0107573 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 36373.720000 PA USD 36492.200000 0.0000544 Long ABS-MBS CORP US N 2 2031-06-19 Floating 3.93581 N N N N N N COUNTRYWIDE HOME LOANS 2001-HYB1 N/A 12669B2Z4 17538.710000 PA USD 17761.360000 0.0000265 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 954021.530000 PA USD 970261.650000 0.0014461 Long ABS-MBS CORP US N 2 2033-10-25 Floating 4.29132 N N N N N N COUNTRYWIDE HOME LOANS 2003-49 N/A 12669EG59 18956.310000 PA USD 19622.790000 0.0000292 Long ABS-MBS CORP US N 2 2033-12-19 Fixed 4.03599 N N N N N N COUNTRYWIDE HOME LOANS 2003-60 N/A 12669FJC8 18621.290000 PA USD 19036.970000 0.0000284 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.90096 N N N N N N COUNTRYWIDE HOME LOANS 2003-R4 N/A 12669FFS7 324099.220000 PA USD 322189.240000 0.0004802 Long ABS-MBS CORP US N 2 2034-01-25 Variable 4.93086 Y N N N N N COUNTRYWIDE HOME LOANS 2004-11 N/A 12669FA86 729896.870000 PA USD 742232.270000 0.0011062 Long ABS-MBS CORP US N 2 2034-07-25 Floating 3.80673 N N N N N N COUNTRYWIDE HOME LOANS 2004-12 N/A 12669FN41 1137034.230000 PA USD 1088005.540000 0.0016216 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.52089 Y N N N N N COUNTRYWIDE HOME LOANS 2004-12 N/A 12669FN58 1426.390000 PA USD 1377.350000 0.0000021 Long ABS-MBS CORP US N 2 2034-08-25 Floating 3.87827 Y N N N N N COUNTRYWIDE HOME LOANS 2004-12 N/A 12669FN66 41881.140000 PA USD 41077.250000 0.0000612 Long ABS-MBS CORP US N 2 2034-08-25 Floating 3.87827 N N N N N N COUNTRYWIDE HOME LOANS 2004-12 N/A 12669FN82 534920.960000 PA USD 538875.790000 0.0008031 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.17061 Y N N N N N COUNTRYWIDE HOME LOANS 2004-16 N/A 12669FY23 50958.990000 PA USD 51366.410000 0.0000766 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.552 N N N N N N COUNTRYWIDE HOME LOANS 2004-22 N/A 12669F6Z1 2971053.780000 PA USD 2994973.730000 0.0044637 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.84056 N N N N N N COUNTRYWIDE HOME LOANS 2004-25 N/A 12669GJY8 501249.150000 PA USD 502067.590000 0.0007483 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.452 N N N N N N COUNTRYWIDE HOME LOANS 2004-25 N/A 12669GKF7 142797.490000 PA USD 138886.740000 0.0002070 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.472 N N N N N N COUNTRYWIDE HOME LOANS 2004-29 N/A 12669GJB8 196333.660000 PA USD 189144.940000 0.0002819 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.452 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB2 N/A 12669FTM5 229957.720000 PA USD 226765.810000 0.0003380 Long ABS-MBS CORP US N 2 2034-07-20 Floating 4.46437 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB3 N/A 12669FYY3 323911.650000 PA USD 333000.130000 0.0004963 Long ABS-MBS CORP US N 2 2034-06-20 Floating 3.85354 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB5 N/A 12669F3B7 225631.200000 PA USD 228239.790000 0.0003402 Long ABS-MBS CORP US N 2 2035-04-20 Floating 4.14451 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB6 N/A 12669F6L2 125719.120000 PA USD 129297.560000 0.0001927 Long ABS-MBS CORP US N 2 2034-11-20 Floating 3.93927 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB7 N/A 12669GBZ3 2387778.690000 PA USD 2444189.010000 0.0036428 Long ABS-MBS CORP US N 2 2034-11-20 Floating 3.7043 N N N N N N COUNTRYWIDE HOME LOANS 2004-R1 N/A 12669F7L1 501802.120000 PA USD 502351.040000 0.0007487 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 238644.100000 PA USD 247154.670000 0.0003684 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 910292.230000 PA USD 812641.270000 0.0012112 Long ABS-MBS CORP US N 2 2035-04-25 Floating 3.93916 Y N N N N N COUNTRYWIDE HOME LOANS 2005-11 N/A 12669GUP4 94136.500000 PA USD 78932.530000 0.0001176 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.91174 Y N N N N N COUNTRYWIDE HOME LOANS 2005-16 N/A 12669G3C3 33013.660000 PA USD 29673.810000 0.0000442 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 23843.200000 PA USD 21993.240000 0.0000328 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 458959.200000 PA USD 452438.540000 0.0006743 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 589627.110000 PA USD 590931.420000 0.0008807 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 68834.300000 PA USD 63980.790000 0.0000954 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.432 N N N N N N COUNTRYWIDE HOME LOANS 2005-2 N/A 12669GPR6 79086.070000 PA USD 77453.350000 0.0001154 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.432 N N N N N N COUNTRYWIDE HOME LOANS 2005-20 N/A 126694FD5 533074.710000 PA USD 489345.260000 0.0007293 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 215943.940000 PA USD 166496.410000 0.0002481 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 1609814.300000 PA USD 1465559.810000 0.0021843 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 2431478.000000 PA USD 2110685.810000 0.0031458 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.54518 Y N N N N N COUNTRYWIDE HOME LOANS 2005-24 N/A 126694JR0 536523.930000 PA USD 486919.400000 0.0007257 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 490470.010000 PA USD 440043.660000 0.0006558 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 26243.190000 PA USD 24324.090000 0.0000363 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 1694472.190000 PA USD 1427155.650000 0.0021270 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 138766.860000 PA USD 131960.100000 0.0001967 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.372 N N N N N N COUNTRYWIDE HOME LOANS 2005-7 N/A 12669GNL1 385783.730000 PA USD 376368.100000 0.0005609 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.332 N N N N N N COUNTRYWIDE HOME LOANS 2005-HY10 N/A 126694VR6 108782.300000 PA USD 95163.790000 0.0001418 Long ABS-MBS CORP US N 2 2036-02-20 Floating 3.50205 Y N N N N N COUNTRYWIDE HOME LOANS 2005-HYB6 N/A 126694BS6 350935.310000 PA USD 317063.770000 0.0004726 Long ABS-MBS CORP US N 2 2035-10-20 Floating 3.46819 N N N N N N COUNTRYWIDE HOME LOANS 2005-HYB9 N/A 126670JV1 90268.170000 PA USD 87072.240000 0.0001298 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 6179088.250000 PA USD 5480730.170000 0.0081685 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 16364.710000 PA USD 16108.610000 0.0000240 Long ABS-MBS CORP US N 2 2036-02-20 Floating 3.79325 Y N N N N N COUNTRYWIDE HOME LOANS 2005-J3 N/A 12669G4V0 1233697.550000 PA USD 1207524.660000 0.0017997 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 1590804.120000 PA USD 1540427.650000 0.0022959 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.132 Y N N N N N COUNTRYWIDE HOME LOANS 2005-R2 N/A 12669GP21 856047.440000 PA USD 921404.950000 0.0013733 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 1132015.760000 PA USD 870589.960000 0.0012975 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 134573.900000 PA USD 101906.920000 0.0001519 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 699087.370000 PA USD 557082.170000 0.0008303 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 1359336.580000 PA USD 1062809.540000 0.0015840 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 350503.640000 PA USD 145542.540000 0.0002169 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.132 Y N N N N N COUNTRYWIDE HOME LOANS 2006-3 N/A 126694YR3 55136.520000 PA USD 14950.480000 0.0000223 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.142 Y N N N N N COUNTRYWIDE HOME LOANS 2006-9 N/A 126694X52 2141339.880000 PA USD 1767096.410000 0.0026337 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 1052392.530000 PA USD 987364.560000 0.0014716 Long ABS-MBS CORP US N 2 2036-04-20 Floating 3.82737 Y N N N N N COUNTRYWIDE HOME LOANS 2006-HYB3 N/A 1266944B1 10254190.630000 PA USD 9980214.040000 0.0148745 Long ABS-MBS CORP US N 2 2036-05-20 Floating 3.9801 Y N N N N N COUNTRYWIDE HOME LOANS 2006-HYB3 N/A 1266944F2 1042442.620000 PA USD 1002124.590000 0.0014936 Long ABS-MBS CORP US N 2 2036-05-20 Floating 3.59755 Y N N N N N COUNTRYWIDE HOME LOANS 2006-OA4 N/A 126694E95 6336685.130000 PA USD 3023226.770000 0.0045058 Long ABS-MBS CORP US N 2 2046-04-25 Floating 3.19948 Y N N N N N COUNTRYWIDE HOME LOANS 2007-10 N/A 12545CAE0 850370.090000 PA USD 693885.580000 0.0010342 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 387829.110000 PA USD 325864.880000 0.0004857 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 1423057.230000 PA USD 1136300.950000 0.0016935 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 690680.140000 PA USD 569951.950000 0.0008495 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 1384893.660000 PA USD 1330918.260000 0.0019836 Long ABS-MBS CORP US N 2 2047-09-25 Floating 3.78851 Y N N N N N COUNTRYWIDE HOME LOANS 2007-HY6 N/A 17025MAA4 3863300.210000 PA USD 3500231.890000 0.0052167 Long ABS-MBS CORP US N 2 2037-11-25 Floating 3.85605 N N N N N N COUNTRYWIDE HOME LOANS 2007-HYB1 N/A 22239EAG1 562426.380000 PA USD 525002.020000 0.0007825 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.65601 Y N N N N N COUNTRYWIDE HOME LOANS 2007-HYB2 N/A 125438AB7 556309.550000 PA USD 512666.510000 0.0007641 Long ABS-MBS CORP US N 2 2047-02-25 Floating 3.62147 Y N N N N N COVIDIEN INTERNATIONAL FINANCE SA 549300938QUWMPITJ642 22303QAP5 2600000.000000 PA USD 2674194.150000 0.0039856 Long DBT CORP LU N 2 2023-06-15 Fixed 2.95 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044BW6 5540000.000000 PA USD 5699187.140000 0.0084941 Long DBT CORP US N 2 2022-12-15 Fixed 3.25 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 BJT1PLII3 7300000.000000 PA USD 7689885.700000 0.0114610 Long DBT CORP LU N 2 2023-03-08 Fixed 4.75 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 ACI15L8Z6 15500000.000000 PA 17848878.410000 0.0266019 Long DBT CORP LU N 2 2022-04-14 Fixed 1.45 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 ACI1G7W13 6100000.000000 PA 6745297.050000 0.0100532 Long DBT CORP LU N 2 2027-04-23 Fixed 1.625 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST 2018-2A N/A 22535FAA2 13500000.000000 PA USD 13672467.900000 0.0203774 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 108153.930000 PA USD 66076.620000 0.0000985 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.852 N N N N N N CREDIT BASED ASSET SRVC & SEC 2006-CB9 N/A 12465MAC8 10425772.680000 PA USD 6471490.830000 0.0096451 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.942 N N N N N N CREDIT BASED ASSET SRVC & SEC 2007-CB5 N/A 12464YAC3 979551.160000 PA USD 753015.650000 0.0011223 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.042 N N N N N N CREDIT BASED ASSET SRVC & SEC 2007-CB6 N/A 1248RHAA5 347409.930000 PA USD 231047.750000 0.0003444 Long ABS-MBS CORP US N 2 2037-07-25 Floating 1.912 N N N N N N CREDIT SUISSE AG/ ZURICH BRANCH ANGGYXNX0JLX3X63JN86 22546DAA4 2500000.000000 PA USD 2793560.000000 0.0041635 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 13632572.800000 0.0203180 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 12563782.340000 PA USD 11871824.490000 0.0176937 Long ABS-MBS CORP US N 2 2037-07-27 Floating 3.80021 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A N/A 22540VK43 295175.580000 PA USD 289242.930000 0.0004311 Long ABS-MBS CORP US N 2 2032-03-25 Floating 2.66802 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2018-SP2 N/A 12654QBH8 1148369371.800000 PA USD 1177404053.970000 1.7548008 Long ABS-MBS CORP US N 2 2050-06-01 Variable 4.44376 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2018-SP3 N/A 12654RAM6 735196587.920000 PA USD 723994618.070000 1.0790402 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 11268230.000000 0.0167941 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 3493072.990000 0.0052061 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 6874871.250000 0.0102463 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 33515638.150000 0.0499516 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 1222301.770000 0.0018217 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 225433AC5 56400000.000000 PA USD 59681918.820000 0.0889498 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 36617894.640000 0.0545752 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 158165785.870000 0.2357300 Long DBT CORP GG N 2 2021-04-16 Floating 4.29325 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AR2 1900000.000000 PA USD 2108940.340000 0.0031432 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 99143147.860000 0.1477628 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 139620442.450000 0.2080901 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 25529623.050000 0.0380493 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 3238930.110000 PA USD 1431258.280000 0.0021331 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 19461563.350000 PA USD 8453460.890000 0.0125990 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 1142572.220000 PA USD 536438.110000 0.0007995 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 1151179.990000 PA USD 807004.340000 0.0012028 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 5537221.530000 PA USD 4493473.540000 0.0066971 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 984140.260000 PA USD 993383.700000 0.0014805 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 2090208.430000 PA USD 2100031.780000 0.0031299 Long ABS-MBS CORP US N 2 2037-05-27 Floating 2.188 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-RPL2 N/A 12594YAK8 581113934.880000 PA USD 533311386.370000 0.7948463 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 130626.940000 PA USD 130184.110000 0.0001940 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 1050039.680000 PA USD 864093.720000 0.0012878 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 5598837.120000 PA USD 3234143.630000 0.0048202 Long ABS-MBS CORP US N 2 2037-03-25 Variable 3.75264 Y N N N N N CREDIT-BACKED ASSET SVC AND SEC 2006-RP2 N/A 1248M3AD5 400648.110000 PA USD 401481.140000 0.0005984 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.932 N N N N N N CREDIT-BASED ASSET SERV & SEC 2004-CB4 N/A 12489WJP0 1207101.570000 PA USD 1231032.600000 0.0018347 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 41975.630000 PA USD 42205.120000 0.0000629 Long ABS-MBS CORP US N 2 2032-04-25 Floating 2.892 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAC6 18900000.000000 PA USD 20398365.540000 0.0304017 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 7523252.020000 0.0112126 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 2855560.280000 0.0042559 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 21641000.000000 PA USD 23511522.310000 0.0350415 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 5291282.750000 0.0078861 Long DBT CORP US N 2 2021-02-15 Fixed 3.4 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 228227BE3 700000.000000 PA USD 741489.670000 0.0011051 Long DBT CORP US N 2 2022-04-15 Fixed 4.875 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAJ0 1400000.000000 PA USD 1444736.690000 0.0021532 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 4086769.170000 0.0060909 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 15031520.440000 0.0224030 Long ABS-CBDO CORP KY N 2 2028-07-17 Floating 2.94213 N N N N N N CS FIRST BOSTON MTG SEC CORP 2002-HE1 N/A 22540VUG5 1877266.350000 PA USD 1832315.210000 0.0027309 Long ABS-MBS CORP US N 2 2032-08-25 Floating 2.532 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2002-10 N/A 22540VQ47 53398.240000 PA USD 55725.300000 0.0000831 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 1250.540000 0.0000019 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 1278.680000 PA USD 1173.930000 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 16477.280000 PA USD 16622.300000 0.0000248 Long ABS-MBS CORP US N 2 2032-06-25 Floating 5.33147 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-AR18 N/A 22541QFA5 1124490.410000 PA USD 1145385.350000 0.0017071 Long ABS-MBS CORP US N 2 2033-07-25 Floating 3.88484 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-AR18 N/A 22541QFC1 17843.900000 PA USD 18331.170000 0.0000273 Long ABS-MBS CORP US N 2 2033-07-25 Floating 3.88484 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-AR24 N/A 22541QUP5 41930.610000 PA USD 42852.710000 0.0000639 Long ABS-MBS CORP US N 2 2033-10-25 Floating 4.11329 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2004-AR4 N/A 22541SEZ7 1488211.430000 PA USD 1548536.080000 0.0023079 Long ABS-MBS CORP US N 2 2034-05-25 Floating 4.31609 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2004-AR5 N/A 22541SJL3 270438.090000 PA USD 272338.890000 0.0004059 Long ABS-MBS CORP US N 2 2034-06-25 Floating 2.532 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2004-AR8 N/A 22541SXE3 508102.100000 PA USD 512409.790000 0.0007637 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.20772 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2004-AR8 N/A 22541SXR4 1112983.950000 PA USD 1150224.170000 0.0017143 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.942 Y N N N N N CS FIRST BOSTON MTGE SEC CORP 2004-CF1 N/A 22541SBX5 414554.460000 PA USD 414554.630000 0.0006179 Long ABS-MBS CORP US N 2 2043-05-25 Floating 3.442 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2005-10 N/A 225470FG3 22756.370000 PA USD 18483.840000 0.0000275 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 2258437.010000 PA USD 1211236.130000 0.0018052 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 1616421.240000 PA USD 602150.530000 0.0008974 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 1971083.180000 PA USD 904646.370000 0.0013483 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 3641637.530000 PA USD 3373316.940000 0.0050276 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 1014694.330000 PA USD 866701.970000 0.0012917 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 6772928.320000 PA USD 6915390.770000 0.0103067 Long ABS-MBS CORP US N 2 2037-04-28 Floating 4.19638 N N N N N N CSMC TRUST 2018-RPL1 N/A 12653HAK3 506615590.630000 PA USD 470343434.190000 0.7009990 Long ABS-MBS CORP US N 2 2057-07-25 Floating 3.23428 N N N N N N CSMC TRUST 2018-RPL1 N/A 12653HAJ6 173678.550000 PA USD 172726.790000 0.0002574 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 155814504.600000 PA USD 148954334.750000 0.2220013 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 271719.110000 PA USD 269846.970000 0.0004022 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 440232310.580000 PA USD 448994782.540000 0.6691810 Long ABS-MBS CORP US N 2 2058-04-25 Variable 3.86445 N N N N N N CSMC TRUST 2018-RPL4 N/A 12653MAL0 8751.030000 PA USD 8737.990000 0.0000130 Long ABS-O CORP US N 2 2058-04-25 Fixed 0 N N N N N N CSMCM TRUST 2018-RPL1 N/A 12595RAA4 14744398.410000 PA USD 13718213.350000 0.0204456 Long ABS-MBS CORP US N 2 2057-07-25 Fixed 2.54819 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAA4 2200000.000000 PA USD 2321309.080000 0.0034597 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 4835802.100000 PA USD 4837391.630000 0.0072096 Long ABS-CBDO CORP KY N 2 2026-01-16 Floating 3.15088 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DC1 9243000.000000 PA USD 9396720.980000 0.0140049 Long DBT CORP US N 2 2021-03-09 Fixed 3.35 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CV0 133595000.000000 PA USD 139157123.620000 0.2073995 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 51985173.800000 0.0774786 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 11019255.500000 0.0164231 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 6719613.850000 0.0100149 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 18357650.660000 0.0273602 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 20520276.140000 0.0305834 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 8847274.380000 0.0131860 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 200289.310000 PA USD 255362.090000 0.0003806 Long DBT CORP US N 2 2031-07-10 Fixed 8.353 N N N N N N CYRUSONE LP / CYRUSONE FINANCE CORP N/A 23283PAR5 4826000.000000 PA USD 4848151.340000 0.0072257 Long DBT CORP US N 2 2029-11-15 Fixed 3.45 N N N N N N CZECH REPUBLIC GOVT 3157007EFDLQABN47912 ACI1HGFN3 289000000.000000 PA 12745866.500000 0.0189964 Long DBT NUSS CZ N 2 2020-01-10 None 0 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABK4 700000.000000 PA USD 701583.010000 0.0010456 Long DBT CORP US N 2 2020-02-15 Fixed 4 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABH1 5247000.000000 PA USD 5799668.350000 0.0086438 Long DBT CORP US N 2 2023-08-15 Fixed 5.75 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABL2 200000.000000 PA USD 200913.790000 0.0002994 Long DBT CORP US N 2 2020-12-01 Fixed 2.55 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 GENERAL MOTORS COMPANY 54930070NSV60J38I987 370ESC733 8712560.000000 NS USD 8.710000 0.0000000 Long EP CORP DE N 3 N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851CZ5 2400000.000000 PA USD 2404758.310000 0.0035840 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 20300000.000000 PA USD 20316034.970000 0.0302790 Long DBT CORP US N 2 2021-02-12 Floating 2.33063 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DR2 47000000.000000 PA USD 48153980.660000 0.0717686 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 43436880.380000 0.0647382 Long DBT CORP US N 2 2022-02-22 Floating 2.77875 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DV3 90600000.000000 PA USD 91326990.710000 0.1361136 Long DBT CORP US N 2 2022-02-15 Floating 2.80988 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851BR4 1500000.000000 PA USD 1500408.560000 0.0022362 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 3278484.200000 0.0048862 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 63211532.580000 0.0942104 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 14260291.780000 0.0212535 Long DBT CORP US N 2 2020-05-04 Floating 2.29225 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DJ0 143200000.000000 PA USD 145441354.940000 0.2167655 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 70909838.410000 0.1056839 Long DBT CORP US N 2 2021-05-04 Floating 2.45225 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DL5 20600000.000000 PA USD 21453198.650000 0.0319738 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 39483481.880000 0.0588461 Long DBT CORP US N 2 2023-05-04 Floating 2.74225 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DX9 35000000.000000 PA USD 35304981.600000 0.0526185 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 1596962.980000 0.0023801 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 79079827.690000 0.1178604 Long DBT CORP US N 2 2022-08-15 Fixed 2.55 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DN1 1100000.000000 PA USD 1130673.850000 0.0016852 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 41077294.710000 0.0612215 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 18816164.670000 0.0280436 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 5876057.400000 0.0087577 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 38742546.150000 0.0577418 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 2866976.640000 0.0042729 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 40767748.570000 0.0607602 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 133714590.650000 0.1992880 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 112100000.000000 PA USD 121590881.480000 0.1812188 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 6124905.630000 0.0091285 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 12471782.660000 0.0185879 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 150974.000000 0.0002250 Long ABS-MBS CORP US N 2 2029-09-15 Floating 2.55975 N N N N N N DENALI CAPITAL CLO X LTD 2013-1A N/A 24823BAK6 30400000.000000 PA USD 30388953.250000 0.0452916 Long ABS-CBDO CORP KY N 2 2027-10-26 Floating 2.98563 N N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2005-6 N/A 251510KH5 962818.730000 PA USD 929995.370000 0.0013861 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 826500.510000 PA USD 776909.160000 0.0011579 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 3028348.910000 PA USD 2991067.510000 0.0044579 Long ABS-MBS CORP US N 2 2037-06-25 Floating 1.972 Y N N N N N DEUTSCHE ALT-A SECURITIES INC 2005-AR2 N/A 251510GZ0 1273810.000000 PA USD 1146157.170000 0.0017082 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.53742 N N N N N N DEUTSCHE ALT-A SECURITIES INC 2006-AR1 N/A 251510LD3 11915301.860000 PA USD 11665511.850000 0.0173863 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.122 N N N N N N DEUTSCHE ALT-A SECURITIES INC 2006-AR3 N/A 25151AAB7 3388438.240000 PA USD 3234242.950000 0.0048203 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.912 Y N N N N N DEUTSCHE ALT-A SECURITIES INC 2007-AR1 N/A 25151RAG9 3915593.250000 PA USD 3459784.130000 0.0051565 Long ABS-MBS CORP US N 2 2047-01-25 Floating 2.032 N N N N N N DEUTSCHE ALT-A SECURITIES LN TR 2007-1 N/A 25151YAJ8 4473763.000000 PA USD 3753491.180000 0.0055942 Long ABS-MBS CORP US N 2 2037-08-25 Floating 1.892 Y N N N N N DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4 N/A 251513AQ0 624631.730000 PA USD 596412.060000 0.0008889 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 10360.990000 PA USD 7992.060000 0.0000119 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.892 Y N N N N N DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4 N/A 251513BC0 825294.920000 PA USD 787779.240000 0.0011741 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 825294.910000 PA USD 787767.930000 0.0011741 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 6003452.590000 0.0089475 Long DBT CORP DE N 2 2021-09-10 Floating 0.257 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 ACI0Z7P46 2200000.000000 PA 2462458.950000 0.0036700 Long DBT CORP DE N 2 2020-12-07 Floating 0.105 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BP3 1575000.000000 PA USD 1582263.850000 0.0023582 Long DBT CORP DE N 2 2021-01-22 Fixed 3.15 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BQ1 103600000.000000 PA USD 103188064.640000 0.1537913 Long DBT CORP DE N 2 2021-01-22 Floating 2.76825 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAC1 76000000.000000 PA USD 77219435.200000 0.1150877 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 39371779.090000 0.0586796 Long DBT CORP DE N 2 2021-02-04 Floating 3.19225 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CA5 36800000.000000 PA USD 38437045.790000 0.0572865 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 89635730.460000 0.1335929 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 34900000.000000 PA USD 35268889.510000 0.0525647 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 96900000.000000 PA USD 96991063.710000 0.1445553 Long DBT CORP DE N 2 2020-07-13 Floating 2.97088 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BX6 255400000.000000 PA USD 262672688.670000 0.3914869 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 5961605.200000 0.0088852 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 83637443.310000 0.1246531 Long DBT CORP DE N 2 2022-11-16 Floating 3.09413 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CB3 151650000.000000 PA USD 154984898.750000 0.2309892 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DEUTSCHE MORTGAGE AND ASSET RECEIVING CORP 2014-RS1 N/A 25160HAM7 4131730.060000 PA USD 4078788.140000 0.0060790 Long ABS-MBS CORP US N 2 2036-11-27 Floating 1.77091 N N N N N N DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 529900ERDFHS6C1M4U58 25156PAY9 4960000.000000 PA USD 5033915.310000 0.0075025 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 4422090.290000 0.0065907 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 17420507.790000 0.0259635 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 2787937.540000 0.0041551 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 22997214.620000 0.0342750 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 58053365.500000 0.0865226 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 29255305.370000 0.0436021 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 59875535.640000 0.0892384 Long DBT CORP US N 2 2028-07-15 Fixed 4.45 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAU0 25110000.000000 PA USD 26132706.450000 0.0389481 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 9443911.660000 0.0140752 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 19152492.100000 0.0285448 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 4993973.820000 0.0074430 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 46180000.000000 PA USD 46372906.330000 0.0691141 Long DBT CORP US N 2 2021-06-15 Floating 2.49363 N N N N N N DOMINION ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 257375AK1 700000.000000 PA USD 705009.310000 0.0010507 Long DBT CORP US N 2 2020-11-15 Fixed 2.8 N N N N N N DOMINION ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 257375AN5 8800000.000000 PA USD 8842902.550000 0.0131794 Long DBT CORP US N 2 2024-11-15 Fixed 2.5 N N N N N N DRIVER AUSTRALIA-5 N/A BD6SPWII8 8697268.500000 PA 6102758.470000 0.0090955 Long ABS-O CORP AU N 2 2026-07-21 Floating 1.7883 N N N N N N DRYDEN XXV SENIOR LOAN FUND 2012-25A N/A 26250JAS9 22800000.000000 PA USD 22767256.920000 0.0339323 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 2.88613 N N N N N N DSLA MORTGAGE LOAN TRUST 2004-AR1 N/A 23332UAC8 74849.670000 PA USD 73702.340000 0.0001098 Long ABS-MBS CORP US N 2 2044-09-19 Floating 2.58388 N N N N N N DSLA MORTGAGE LOAN TRUST 2004-AR3 N/A 23332UBF0 20187.690000 PA USD 20509.720000 0.0000306 Long ABS-MBS CORP US N 2 2044-07-19 Floating 4.37633 N N N N N N DSLA MORTGAGE LOAN TRUST 2007-AR1 N/A 23333YAD7 793674.070000 PA USD 736617.480000 0.0010979 Long ABS-MBS CORP US N 2 2047-04-19 Floating 1.94388 Y N N N N N DUBAI WORLD CORP N/A 922KUQII3 11530123.090000 PA USD 10766252.440000 0.0160460 Long LON CORP AE N 2 2022-09-30 Fixed 2 N N Y N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAW4 1000000.000000 PA USD 1032938.800000 0.0015395 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 50158893.660000 0.0747567 Long DBT CORP US N 2 2022-03-11 Floating 2.53838 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAN5 9600000.000000 PA USD 10173165.600000 0.0151621 Long DBT CORP US N 2 2024-04-15 Fixed 3.75 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAW5 20700000.000000 PA USD 20906945.150000 0.0311597 Long DBT CORP US N 2 2022-08-15 Fixed 2.4 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAJ4 3700000.000000 PA USD 3784631.580000 0.0056406 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 1021592.690000 0.0015226 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 43569867.600000 0.0649365 Long DBT CORP US N 2 2021-05-14 Floating 2.40925 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAF7 5200000.000000 PA USD 5648366.260000 0.0084183 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 1985233.200000 0.0029588 Long DBT CORP US N 2 2023-09-01 Fixed 3.375 N N N N N N DUQUESNE LIGHT HOLDINGS INC 4CUJ1D8WDXK9X7QI6B93 266233AC9 2900000.000000 PA USD 2984328.320000 0.0044478 Long DBT CORP US N 2 2020-09-15 Fixed 6.4 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AN3 2100000.000000 PA USD 2170729.910000 0.0032353 Long DBT CORP US N 2 2022-03-09 Fixed 3.8 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AE3 13010000.000000 PA USD 13083944.160000 0.0195003 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 3137248.300000 0.0046757 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 3233700.670000 0.0048195 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 600635.350000 0.0008952 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 6627398.730000 0.0098775 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 262662.160000 PA USD 262475.830000 0.0003912 Long ABS-O CORP US N 2 2029-10-25 Floating 2.18963 N N N N N N EMC MORTGAGE LOAN TRUST 2005-A N/A 268668EK2 46642.980000 PA USD 46581.450000 0.0000694 Long ABS-MBS CORP US N 2 2043-05-25 Floating 2.692 N N N N N N EMCM MORTGAGE LOAN TRUST 2001-A N/A 268668AA8 22783.580000 PA USD 22603.790000 0.0000337 Long ABS-MBS CORP US N 2 2040-05-25 Floating 2.532 N N N N N N EMERALD BAY SA 2221008SU8XG8LZVS860 ACI0YB9V6 17397000.000000 PA 19099519.170000 0.0284659 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 5464272.600000 PA 5901193.020000 0.0087951 Long ABS-MBS CORP NL N 2 2041-04-17 Floating 0.382 N N N N N N ENABLE MIDSTREAM PARTNERS LP 549300TLGDBYE711G509 292480AL4 3690000.000000 PA USD 3736453.710000 0.0055688 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 92910513.490000 0.1384737 Long DBT CORP CA N 2 2020-01-10 Floating 2.4095 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAP0 13700000.000000 PA USD 13723845.260000 0.0204540 Long DBT CORP CA N 2 2020-06-15 Floating 2.59363 N N N N N N ENCINA SPV N/A 938DREII2 9263142.870000 PA USD 9263142.870000 0.0138058 Long DBT CORP US N 3 2025-11-30 Floating 4.7398 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAH1 7550000.000000 PA USD 7993805.310000 0.0119140 Long DBT CORP NL N 2 2023-09-14 Fixed 4.25 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAL2 179700000.000000 PA USD 180339408.540000 0.2687775 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 31092602.820000 0.0463404 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 2355876.590000 0.0035112 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 4319573.250000 0.0064379 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 5265382.220000 0.0078475 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 5007922.960000 0.0074638 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 36769867.700000 0.0548017 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 2335713.640000 0.0034811 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 1643927.420000 0.0024501 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 17117451.620000 0.0255118 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 608239.710000 0.0009065 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 201901.560000 0.0003009 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 19093072.180000 PA USD 19373778.530000 0.0288746 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 3815629.480000 0.0056868 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 2824928.230000 0.0042103 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 3207334.490000 0.0047802 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 6457069.730000 0.0096236 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 18329114.160000 0.0273177 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 13277768.180000 0.0197892 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 8035110.550000 0.0119755 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 6036455.200000 0.0089967 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 2710518.230000 0.0040398 Long DBT CORP US N 2 2021-08-15 Floating 2.77988 N N N N N N EQUIFIRST MORTGAGE LOAN TRUST 2004-1 N/A 29445FAV0 17895.070000 PA USD 17714.270000 0.0000264 Long ABS-MBS CORP US N 2 2034-01-25 Floating 2.542 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 ACI1162W6 17900000.000000 PA 20760593.900000 0.0309416 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 1661590.910000 0.0024764 Long DBT CORP US N 2 2021-08-16 Fixed 4.5 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABM4 46300000.000000 PA USD 45961777.110000 0.0685013 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 11081911.540000 0.0165165 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 6402891.960000 0.0095429 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 1226512.580000 0.0018280 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 1643933.460000 0.0024501 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 12804431.380000 0.0190837 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 4796564.120000 0.0071488 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 2035553.520000 PA 2293346.370000 0.0034180 Long ABS-MBS CORP NL N 2 2040-10-17 Floating 1.082 N N N N N N EVERGREEN CREDIT CARD TRUST SERIES 2019-2 N/A 30023JBH0 28300000.000000 PA USD 28179940.080000 0.0419993 Long ABS-MBS CORP CA N 2 2024-09-15 Fixed 1.9 N N N N N N EVERGY METRO INC 1128SIJQ26096WL7IO82 485134BN9 425000.000000 PA USD 438059.950000 0.0006529 Long DBT CORP US N 2 2023-03-15 Fixed 3.15 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAA6 1737000.000000 PA USD 1747152.210000 0.0026040 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 1319289.260000 0.0019663 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 788188.930000 0.0011747 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 2142241.400000 0.0031928 Long DBT CORP US N 2 2020-12-01 Fixed 5.15 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2018-3A N/A 30166PAA9 370763.210000 PA USD 370856.270000 0.0005527 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 2566977.110000 PA USD 2568301.160000 0.0038278 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 14445747.450000 0.0215299 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 5545862.550000 PA 7005288.560000 0.0104407 Long ABS-CBDO CORP JE N 2 2045-12-06 Floating 1.36038 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BB7 7600000.000000 PA USD 8278335.870000 0.0123380 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 79.870000 PA USD 80.600000 0.0000001 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 6.450000 PA USD 6.460000 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 385116.930000 PA USD 404056.060000 0.0006022 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 200597.860000 PA USD 202104.710000 0.0003012 Long ABS-MBS USGSE US N 2 2023-10-25 Floating 2.442 N N N N N N FANNIE MAE 1997-34 N/A 31359PWN2 32651.220000 PA USD 35147.080000 0.0000524 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 314592.720000 PA USD 346044.060000 0.0005157 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 4857.230000 PA USD 5553.270000 0.0000083 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 142595.750000 PA USD 152047.750000 0.0002266 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 45139.720000 PA USD 51173.200000 0.0000763 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 127157.730000 PA USD 142084.550000 0.0002118 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 178789.030000 PA USD 195480.130000 0.0002913 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 492395.140000 PA USD 545561.060000 0.0008131 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 20790.850000 PA USD 20841.120000 0.0000311 Long ABS-MBS USGSE US N 2 2028-04-18 Floating 2.14488 N N N N N N FANNIE MAE 1998-36 N/A 31359T5E4 73384.890000 PA USD 80642.010000 0.0001202 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 1635920.890000 PA USD 1833212.620000 0.0027322 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 355372.000000 PA USD 393170.860000 0.0005860 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 18599.180000 PA USD 20431.720000 0.0000305 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 2863.250000 PA USD 2843.830000 0.0000042 Long ABS-MBS USGSE US N 2 2028-12-25 Floating 2.092 N N N N N N FANNIE MAE 1998-73 N/A 31359VBH5 340674.440000 PA USD 341394.350000 0.0005088 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 392.820000 PA USD 392.070000 0.0000006 Long ABS-MBS USGSE US N 2 2029-06-25 Floating 2.192 N N N N N N FANNIE MAE 2000-32 N/A 31358SNY3 128508.590000 PA USD 128508.550000 0.0001915 Long ABS-MBS USGSE US N 2 2030-10-18 Floating 2.19488 N N N N N N FANNIE MAE 2000-34 N/A 31358SSV4 11630.150000 PA USD 11654.530000 0.0000174 Long ABS-MBS USGSE US N 2 2030-10-25 Floating 2.242 N N N N N N FANNIE MAE 2001-14 N/A 31359SWU0 7249.560000 PA USD 7888.700000 0.0000118 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 847059.290000 PA USD 957758.250000 0.0014274 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 1100622.500000 PA USD 1225375.420000 0.0018263 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 371427.240000 PA USD 413084.660000 0.0006157 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 6075.780000 PA USD 6882.920000 0.0000103 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 2629377.980000 PA USD 2934194.930000 0.0043731 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 32823.580000 PA USD 32958.030000 0.0000491 Long ABS-MBS USGSE US N 2 2031-12-18 Floating 2.29488 N N N N N N FANNIE MAE 2001-64 N/A 31392AFF0 1753093.800000 PA USD 1975519.330000 0.0029443 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 2483560.270000 PA USD 2800812.490000 0.0041743 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 4858.220000 PA USD 4934.350000 0.0000074 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 2.692 N N N N N N FANNIE MAE 2002-21 N/A 31392CRD8 971.640000 PA USD 986.870000 0.0000015 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 2.692 N N N N N N FANNIE MAE 2002-26 N/A 31392CR30 7676.250000 PA USD 8895.300000 0.0000133 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 1027711.380000 PA USD 1165182.990000 0.0017366 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 89344.070000 PA USD 89802.660000 0.0001338 Long ABS-MBS USGSE US N 2 2032-02-25 Floating 2.242 N N N N N N FANNIE MAE 2002-45 N/A 31392DTH5 1121057.490000 PA USD 1238278.510000 0.0018455 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 36835.800000 PA USD 36123.470000 0.0000538 Long ABS-MBS USGSE US N 2 2032-06-25 Floating 2.192 N N N N N N FANNIE MAE 2002-82 N/A 31392FW86 232196.320000 PA USD 262480.830000 0.0003912 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 46556.310000 PA USD 46165.540000 0.0000688 Long ABS-MBS USGSE US N 2 2033-02-25 Floating 2.242 N N N N N N FANNIE MAE 2003-120 N/A 31393UGU1 415967.070000 PA USD 478871.520000 0.0007137 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 247981.510000 PA USD 272404.660000 0.0004060 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 428820.400000 PA USD 483592.860000 0.0007207 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 6293.690000 PA USD 7144.300000 0.0000106 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 30111.200000 PA USD 30001.430000 0.0000447 Long ABS-MBS USGSE US N 2 2034-03-25 Floating 1.912 N N N N N N FANNIE MAE 2004-12 N/A 31393XBU0 1341390.030000 PA USD 1590963.430000 0.0023712 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 224866.100000 PA USD 256334.240000 0.0003820 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 44002.490000 PA USD 46135.550000 0.0000688 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 23893.440000 PA USD 23666.810000 0.0000353 Long ABS-MBS USGSE US N 2 2034-08-25 Floating 1.942 N N N N N N FANNIE MAE 2004-68 N/A 31394AZG4 15752.880000 PA USD 16955.260000 0.0000253 Long ABS-MBS USGSE US N 2 2029-09-25 Fixed 5 N N N N N N FANNIE MAE 2004-97 N/A 31394BS62 1177993.660000 PA USD 1255439.090000 0.0018711 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 12222.030000 PA USD 12522.710000 0.0000187 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 448920.810000 PA USD 492253.700000 0.0007337 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 4261.360000 PA USD 4253.990000 0.0000063 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 2.192 N N N N N N FANNIE MAE 2006-116 N/A 31396LZE3 49218.140000 PA USD 10168.610000 0.0000152 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 4.808 N N N N N N FANNIE MAE 2006-117 N/A 31396LE55 513353.630000 PA USD 569031.960000 0.0008481 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 220729.740000 PA USD 40238.440000 0.0000600 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 4.848 N N N N N N FANNIE MAE 2006-15 N/A 31395BVE0 843492.150000 PA USD 839341.240000 0.0012510 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 1.77871 N N N N N N FANNIE MAE 2006-5 N/A 31394VL73 3051826.600000 PA USD 3209039.010000 0.0047827 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 4.23408 N N N N N N FANNIE MAE 2007-116 N/A 31396X7A6 45822.100000 PA USD 51565.490000 0.0000769 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 8230.850000 PA USD 8203.030000 0.0000122 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 2.152 N N N N N N FANNIE MAE 2007-15 N/A 31396PWK3 58749.420000 PA USD 10670.310000 0.0000159 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 4.588 N N N N N N FANNIE MAE 2007-20 N/A 31396PZ95 582504.300000 PA USD 581193.960000 0.0008662 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 2.092 N N N N N N FANNIE MAE 2007-29 N/A 31396VQE1 465.600000 PA USD 473.040000 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 16325.060000 PA USD 2410.680000 0.0000036 Long ABS-MBS USGSE US N 2 2037-02-25 Floating 4.278 N N N N N N FANNIE MAE 2007-39 N/A 31396VTF5 48605.430000 PA USD 8743.010000 0.0000130 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 4.968 N N N N N N FANNIE MAE 2007-42 N/A 31396VN53 22089.180000 PA USD 21911.480000 0.0000327 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 2.042 N N N N N N FANNIE MAE 2007-53 N/A 31396WCJ3 141082.750000 PA USD 15114.730000 0.0000225 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 4.308 N N N N N N FANNIE MAE 2007-58 N/A 31396V4B1 131752.350000 PA USD 131360.830000 0.0001958 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 2.112 N N N N N N FANNIE MAE 2007-65 N/A 31396WLX2 423480.750000 PA USD 422457.490000 0.0006296 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 2.172 N N N N N N FANNIE MAE 2007-73 N/A 31396V4Q8 122628.930000 PA USD 120602.140000 0.0001797 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 1.71097 N N N N N N FANNIE MAE 2007-80 N/A 31396XEH3 4608570.070000 PA USD 4635276.270000 0.0069084 Long ABS-MBS USGSE US N 2 2037-08-25 Floating 2.372 N N N N N N FANNIE MAE 2007-86 N/A 31396XNX8 62456.380000 PA USD 62484.140000 0.0000931 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 2.242 N N N N N N FANNIE MAE 2007-96 N/A 31396XNT7 142333.700000 PA USD 143525.530000 0.0002139 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 2.512 N N N N N N FANNIE MAE 2008-1 N/A 31396YCP5 403509.820000 PA USD 58677.990000 0.0000875 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 4.458 N N N N N N FANNIE MAE 2008-1 N/A 31396YEW8 394830.000000 PA USD 49627.960000 0.0000740 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 4.458 N N N N N N FANNIE MAE 2008-10 N/A 31396YLB6 161410.900000 PA USD 21067.420000 0.0000314 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 4.858 N N N N N N FANNIE MAE 2008-12 N/A 31396YMD1 58006.920000 PA USD 58326.210000 0.0000869 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 2.462 N N N N N N FANNIE MAE 2009-106 N/A 31398GUQ0 169546.770000 PA USD 22634.480000 0.0000337 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 4.458 N N N N N N FANNIE MAE 2009-106 N/A 31398GUS6 136489.370000 PA USD 22519.010000 0.0000336 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 4.458 N N N N N N FANNIE MAE 2009-111 N/A 31398GQS1 14456.650000 PA USD 14637.300000 0.0000218 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 2.542 N N N N N N FANNIE MAE 2009-12 N/A 31397NKP9 1471.150000 PA USD 1676.840000 0.0000025 Long ABS-MBS USGSE US N 2 2039-03-25 Variable 10.1317 N N N N N N FANNIE MAE 2009-47 N/A 31396QHD4 52595.930000 PA USD 59924.320000 0.0000893 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 41088.780000 PA USD 644.610000 0.0000010 Long ABS-MBS USGSE US N 2 2038-09-25 Floating 5.708 N N N N N N FANNIE MAE 2009-87 N/A 31398FM57 195311.960000 PA USD 198414.370000 0.0002957 Long ABS-MBS USGSE US N 2 2039-11-25 Floating 2.542 N N N N N N FANNIE MAE 2010-111 N/A 31398NWE0 36719.630000 PA USD 36836.440000 0.0000549 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 2.312 N N N N N N FANNIE MAE 2010-123 N/A 31398NY24 1598080.510000 PA USD 1667097.450000 0.0024846 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 6107197.480000 PA USD 6680788.520000 0.0099570 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 10083538.800000 PA USD 10837295.430000 0.0161519 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 3425.540000 PA USD 3433.140000 0.0000051 Long ABS-MBS USGSE US N 2 2021-08-25 Floating 2.242 N N N N N N FANNIE MAE G92-35 N/A 31358PHT7 1081.460000 PA USD 1127.260000 0.0000017 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 472.650000 PA USD 469.680000 0.0000007 Long ABS-MBS USGSE US N 2 2022-08-25 Floating 2.392 N N N N N N FANNIE MAE G94-9 N/A 31359LAH8 474675.190000 PA USD 506179.190000 0.0007544 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 192253.390000 PA USD 216236.290000 0.0003223 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 41256.920000 PA USD 47294.710000 0.0000705 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 10032.900000 PA USD 11639.800000 0.0000173 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 30484.610000 PA USD 35349.180000 0.0000527 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 1210.730000 PA USD 237.820000 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 238889.000000 PA USD 239305.890000 0.0003567 Long ABS-MBS USGSE US N 2 2030-08-25 Floating 2.292 N N N N N N FANNIE MAE REMIC TRUST 2007-W6 N/A 31396WKZ8 333118.200000 PA USD 52937.980000 0.0000789 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 4.892 N N N N N N FANNIE MAE REMICS 2008-93 N/A 31397MR25 1532450.620000 PA USD 1444539.290000 0.0021529 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 17063745.640000 PA USD 1263273.460000 0.0018828 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 2.3691 N N N N N N FANNIE MAE REMICS 2010-109 N/A 31398NRZ9 13055884.130000 PA USD 13367028.040000 0.0199222 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 22333677.550000 PA USD 22809177.180000 0.0339948 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 17957938.510000 PA USD 18390351.300000 0.0274089 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 34529063.270000 PA USD 39515619.380000 0.0588940 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 462447.140000 PA USD 496904.860000 0.0007406 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 36826457.250000 PA USD 37690899.410000 0.0561744 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 1775.200000 0.0000026 Long ABS-MBS USGSE US N 2 2040-11-25 Floating 5.88762 N N N N N N FANNIE MAE REMICS 2012-60 N/A 3136A6MF8 37127640.060000 PA USD 44846320.490000 0.0668389 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 18873390.650000 PA USD 3333306.900000 0.0049680 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 4.508 N N N N N N FANNIE MAE REMICS 2012-89 N/A 3136A7X56 20013720.340000 PA USD 20972399.560000 0.0312572 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 40501918.920000 PA USD 46669417.480000 0.0695560 Long ABS-MBS USGSE US N 2 2043-10-25 Floating 6.6528 N N N N N N FANNIE MAE REMICS 2013-6 N/A 3136ABP49 999187.530000 PA USD 985261.850000 0.0014684 Long ABS-MBS USGSE US N 2 2033-02-25 Floating 2.358 N N N N N N FANNIE MAE REMICS 2013-67 N/A 3136AFEY6 9206256.490000 PA USD 392751.790000 0.0005854 Long ABS-MBS USGSE US N 2 2039-03-25 Floating 4.408 N N N N N N FANNIE MAE REMICS 2013-81 N/A 3136AFH23 4105617.280000 PA USD 428424.860000 0.0006385 Long ABS-MBS USGSE US N 2 2042-12-25 Floating 4.358 N N N N N N FANNIE MAE REMICS 2014-14 N/A 3136AJQT6 15740319.530000 PA USD 736585.570000 0.0010978 Long ABS-MBS USGSE US N 2 2038-12-25 Floating 2.28389 N N N N N N FANNIE MAE REMICS 2014-29 N/A 3136AJX27 13136703.390000 PA USD 749322.820000 0.0011168 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 2.26699 N N N N N N FANNIE MAE REMICS 2015-38 N/A 3136APAJ1 14656872.630000 PA USD 1004898.640000 0.0014977 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 2.31417 N N N N N N FANNIE MAE REMICS 2016-62 N/A 3136ATVF8 25086531.230000 PA USD 25095775.620000 0.0374027 Long ABS-MBS USGSE US N 2 2046-09-25 Floating 2.23138 N N N N N N FANNIE MAE REMICS 2019-25 N/A 3136B4ZA9 307713706.890000 PA USD 307708075.730000 0.4586075 Long ABS-MBS USGSE US N 2 2049-06-25 Floating 2.242 N N N N N N FANNIE MAE SERIES 1999-19 N/A 31359VH97 17974.950000 PA USD 19786.840000 0.0000295 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 81235.260000 PA USD 88289.540000 0.0001316 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 5379302.310000 PA USD 6005014.150000 0.0089499 Long ABS-MBS USGSE US N 2 2042-10-25 Variable 5.77683 N N N N N N FANNIE MAE-1990-107 N/A 31358E3K6 1945.560000 PA USD 1971.800000 0.0000029 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 38.000000 PA USD 37.980000 0.0000001 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 498.650000 PA USD 501.300000 0.0000007 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 851.440000 PA USD 855.830000 0.0000013 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 12209.600000 PA USD 12667.830000 0.0000189 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 19465.600000 PA USD 19833.600000 0.0000296 Long ABS-MBS USGSE US N 2 2021-10-25 Fixed 7 N N N N N N FANNIE MAE-1991-6 N/A 31358FZB8 7142.600000 PA USD 7307.710000 0.0000109 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 5339.170000 PA USD 5429.290000 0.0000081 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 10.300000 PA USD 62.350000 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 29953.220000 PA USD 31058.050000 0.0000463 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 1466.010000 PA USD 112.890000 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 5586.240000 PA USD 5840.830000 0.0000087 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 87884.230000 PA USD 92521.540000 0.0001379 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 85203.250000 PA USD 88183.040000 0.0001314 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 50416.700000 PA USD 52612.100000 0.0000784 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 12692.860000 PA USD 13415.160000 0.0000200 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 2857.680000 PA USD 3012.790000 0.0000045 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 23479.260000 PA USD 24821.940000 0.0000370 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 70236.920000 PA USD 73270.360000 0.0001092 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 294534.630000 PA USD 312752.480000 0.0004661 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 324474.930000 PA USD 349053.940000 0.0005202 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 3024.860000 PA USD 3325.990000 0.0000050 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 282299.680000 PA USD 321548.030000 0.0004792 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 1251603.140000 PA USD 1249393.940000 0.0018621 Long ABS-MBS USGSE US N 2 2035-09-25 Floating 2.192 N N N N N N FANNIE MAE-2006-61 N/A 31395N3P0 563689.860000 PA USD 89316.380000 0.0001331 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 4.758 N N N N N N FANNIE MAE-ACES 2013-M1 N/A 3136ABPZ0 43744256.230000 PA USD 474336.470000 0.0007070 Long ABS-MBS USGSE US N 2 2022-08-25 Variable 0.541152 N N N N N N FANNIE MAE-G-47 N/A 31358KNA2 741.110000 PA USD 743.180000 0.0000011 Long ABS-MBS USGSE US N 2 2021-12-25 Floating 2.642 N N N N N N FANNIE MAE-G-6 N/A 31358F6B0 654.890000 PA USD 669.140000 0.0000010 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 224.310000 PA USD 215.060000 0.0000003 Long ABS-MBS USGSE US N 2 2022-01-25 Floating 2.592 N N N N N N FANNIE MAE-G92-10 N/A 31358LPD2 13491.450000 PA USD 13911.370000 0.0000207 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 9.200000 PA USD 9.190000 0.0000000 Long ABS-MBS USGSE US N 2 2022-03-25 Floating 2.242 N N N N N N FANNIE MAE-G92-26 N/A 31358MB60 2.890000 PA USD 9.910000 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 1108.860000 PA USD 1140.910000 0.0000017 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 6873.180000 PA USD 6942.090000 0.0000103 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 6767.730000 PA USD 6941.940000 0.0000103 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 14646.120000 PA USD 15316.880000 0.0000228 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 1618.140000 PA USD 1625.740000 0.0000024 Long ABS-MBS USGSE US N 2 2022-01-25 Floating 2.622 N N N N N N FANNIE MAE-G93-17 N/A 31358UWD4 22601.150000 PA USD 22766.470000 0.0000339 Long ABS-MBS USGSE US N 2 2023-04-25 Floating 2.792 N N N N N N FANNIE MAE-G93-30 N/A 31359DDD2 1056.320000 PA USD 1019.380000 0.0000015 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 23016.570000 PA USD 24306.970000 0.0000362 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 2262.590000 PA USD 2274.220000 0.0000034 Long ABS-MBS USGSE US N 2 2024-03-25 Floating 2.442 N N N N N N FANNIE MAE-G97-2 N/A 31359NSL6 58015.700000 PA USD 66708.250000 0.0000994 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 3278.220000 PA USD 3751.400000 0.0000056 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 7172.140000 PA USD 7130.930000 0.0000106 Long ABS-O USGSE US N 2 2032-06-25 Floating 1.912 N N N N N N FANNIEMAE GRANTOR TRUST 2002-T19 N/A 31392GVP7 36103.700000 PA USD 42058.140000 0.0000627 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 196907.870000 PA USD 212700.350000 0.0003170 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 16494.980000 PA USD 19612.890000 0.0000292 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 807874.020000 PA USD 805028.280000 0.0011998 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 2.142 N N N N N N FANNIEMAE WHOLE LOAN 2003-W1 N/A 31392GVX0 7366225.480000 PA USD 7999745.920000 0.0119228 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 5.29668 N N N N N N FANNIEMAE WHOLE LOAN 2003-W15 N/A 31393TB54 151123.800000 PA USD 171903.140000 0.0002562 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 836014.300000 PA USD 927685.610000 0.0013826 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 226296.870000 PA USD 225603.990000 0.0003362 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 2.142 N N N N N N FANNIEMAE WHOLE LOAN 2004-W8 N/A 31394ALL8 2222907.200000 PA USD 2526631.010000 0.0037657 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 210194.030000 PA USD 240194.520000 0.0003580 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 6961.300000 PA USD 6950.720000 0.0000104 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 1.992 N N N N N N FANNIEMAE WHOLE LOAN 2006-W1 N/A 31395B5H2 37493.700000 PA USD 43440.330000 0.0000647 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 32685.960000 PA USD 35173.110000 0.0000524 Long ABS-MBS USGSE US N 2 2037-08-25 Floating 6.90877 N N N N N N FANNIEMAE WHOLE LOAN-1996-W2 N/A 31359KGH4 1450.850000 PA USD 1636.240000 0.0000024 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 5502961.290000 0.0082016 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 2128548.830000 0.0031724 Long DBT CORP GB N 2 2020-08-26 Floating 0.097 N N N N N N FCE BANK PLC TU5V87TL5Q0UV1EW4H93 ACI0RTLT6 3700000.000000 PA 4171312.310000 0.0062169 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 350799.230000 PA USD 350708.930000 0.0005227 Long ABS-MBS USGA US N 2 2037-11-29 Floating 2.28088 N N N N N N FEDERAL REALTY INVESTMENT TRUST 549300LI6XZ51GOCJ427 313747AY3 1200000.000000 PA USD 1243845.530000 0.0018538 Long DBT CORP US N 2 2027-07-15 Fixed 3.25 N N N N N N FHA REILLY 1997 N/A 3229929W0 142331.720000 PA USD 142752.170000 0.0002128 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 51144.890000 PA USD 51385.630000 0.0000766 Long ABS-MBS USGA US N 2 2024-02-01 Fixed 7.43 N N N N N N FHA-CITIBANK 99 N/A 3039959H9 53194.270000 PA USD 53444.660000 0.0000797 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 478.870000 PA USD 481.120000 0.0000007 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 6829.040000 PA USD 6861.180000 0.0000102 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 1819.970000 PA USD 1828.540000 0.0000027 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 33995.920000 PA USD 34155.940000 0.0000509 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 1025.320000 PA USD 1030.150000 0.0000015 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 29949.440000 PA USD 30090.420000 0.0000448 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 752101.250000 PA USD 839395.390000 0.0012510 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 13992727.180000 PA USD 13582.740000 0.0000202 Long ABS-MBS USGSE US N 2 2020-06-25 Variable 1.47922 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K023 N/A 3137AWQJ7 142447276.910000 PA USD 3970960.000000 0.0059183 Long ABS-MBS USGSE US N 2 2022-08-25 Variable 1.24084 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF11 N/A 3137BLVR6 3169693.040000 PA USD 3167695.180000 0.0047211 Long ABS-MBS USGSE US N 2 2025-09-25 Floating 2.34713 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF12 N/A 3137BM6D3 16841054.720000 PA USD 16845879.680000 0.0251071 Long ABS-MBS USGSE US N 2 2022-09-25 Floating 2.39713 N N N N N N FHLMC PASS THRU POOLS N/A 31336R5J5 12177.000000 PA USD 12756.720000 0.0000190 Long ABS-MBS USGSE US N 2 2032-07-01 Floating 4.621 N N N N N N FHLMC PASS THRU POOLS N/A 31336SUE6 728.780000 PA USD 751.470000 0.0000011 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 1465540.440000 PA USD 1546392.090000 0.0023047 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 42352.420000 PA USD 44475.350000 0.0000663 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 4.021 N N N N N N FHLMC PASS THRU POOLS N/A 3128JMQR1 1163911.840000 PA USD 1221630.390000 0.0018207 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.985 N N N N N N FHLMC PASS THRU POOLS N/A 3128JMRL3 100428.520000 PA USD 102114.010000 0.0001522 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 3.64 N N N N N N FHLMC PASS THRU POOLS N/A 3128QPF56 74048.740000 PA USD 75400.780000 0.0001124 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 176932.380000 PA USD 185510.980000 0.0002765 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 18827.280000 PA USD 18915.240000 0.0000282 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 757879.880000 PA USD 788550.920000 0.0011753 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 3.682 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCMR2 1295979.060000 PA USD 1361822.290000 0.0020297 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 3.831 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCMU5 1368381.570000 PA USD 1435574.610000 0.0021396 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 3.745 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCM76 2703086.870000 PA USD 2829407.580000 0.0042169 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 3.631 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCNJ9 151851.410000 PA USD 154912.240000 0.0002309 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 3.685 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCTB0 2865434.520000 PA USD 2992958.820000 0.0044607 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 4.643 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCVN1 62805.630000 PA USD 65277.650000 0.0000973 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 205834.580000 PA USD 213473.500000 0.0003182 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 4646.910000 PA USD 4881.770000 0.0000073 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.252 N N N N N N FHLMC PASS THRU POOLS N/A 3128NC6H2 5001.970000 PA USD 5200.960000 0.0000078 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 55092.760000 PA USD 58084.600000 0.0000866 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 1171.330000 PA USD 1236.980000 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 16210.480000 PA USD 16940.440000 0.0000252 Long ABS-MBS USGSE US N 2 2037-01-01 Floating 4.309 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJ4L7 939464.510000 PA USD 986367.000000 0.0014701 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 29226.140000 PA USD 30692.430000 0.0000457 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.587 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJ5N2 2485014.750000 PA USD 2606429.640000 0.0038846 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 3.961 N N N N N N FHLMC PASS THRU POOLS N/A 3128QSDS2 9223.300000 PA USD 9686.290000 0.0000144 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 8147.730000 PA USD 8620.550000 0.0000128 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.729 N N N N N N FHLMC PASS THRU POOLS N/A 3128QLP62 1991839.780000 PA USD 2107859.510000 0.0031415 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.01 N N N N N N FHLMC PASS THRU POOLS N/A 3128LUBN5 699.090000 PA USD 730.240000 0.0000011 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 4.709 N N N N N N FHLMC PASS THRU POOLS N/A 3128LU7D2 2579.050000 PA USD 2686.260000 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 16585.120000 PA USD 17177.300000 0.0000256 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.759 N N N N N N FHLMC PASS THRU POOLS N/A 3128NHK85 76069.850000 PA USD 79578.330000 0.0001186 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 3.92 N N N N N N FHLMC PASS THRU POOLS N/A 3128NHM42 155539.510000 PA USD 161517.320000 0.0002407 Long ABS-MBS USGSE US N 2 2036-04-01 Floating 4.591 N N N N N N FHLMC PASS THRU POOLS N/A 3128NHPA5 9481.300000 PA USD 9991.130000 0.0000149 Long ABS-MBS USGSE US N 2 2036-04-01 Floating 4.678 N N N N N N FHLMC PASS THRU POOLS N/A 3128Q2FP3 3314021.210000 PA USD 3511043.050000 0.0052329 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 1937.150000 PA USD 1998.290000 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 3253.900000 PA USD 3405.830000 0.0000051 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 4.144 N N N N N N FHLMC PASS THRU POOLS N/A 3128QHXK1 90536.060000 PA USD 93318.630000 0.0001391 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 3.548 N N N N N N FHLMC PASS THRU POOLS N/A 3128S4GH4 51959.940000 PA USD 54268.190000 0.0000809 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 4.408 N N N N N N FHLMC PASS THRU POOLS N/A 3128S4K22 1930.960000 PA USD 2024.930000 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 4214.240000 PA USD 4371.480000 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 3564.750000 PA USD 3756.550000 0.0000056 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 4.2 N N N N N N FHLMC PASS THRU POOLS N/A 31290K3A5 3.590000 PA USD 3.600000 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 3176.640000 PA USD 3188.920000 0.0000048 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 43224.070000 PA USD 43612.550000 0.0000650 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 4.242 N N N N N N FHLMC PASS THRU POOLS N/A 31354Q5E5 19612.660000 PA USD 19841.520000 0.0000296 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 4.118 N N N N N N FHLMC PASS THRU POOLS N/A 31354Q5P0 27933.640000 PA USD 28411.020000 0.0000423 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 4.091 N N N N N N FHLMC PASS THRU POOLS N/A 31354RAL1 721.440000 PA USD 722.230000 0.0000011 Long ABS-MBS USGSE US N 2 2023-11-01 Floating 3.99 N N N N N N FHLMC PASS THRU POOLS N/A 31354RBF3 27366.780000 PA USD 27775.490000 0.0000414 Long ABS-MBS USGSE US N 2 2023-12-01 Floating 4.125 N N N N N N FHLMC PASS THRU POOLS N/A 31354RZY6 45529.910000 PA USD 46266.180000 0.0000690 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 53544.050000 PA USD 55559.650000 0.0000828 Long ABS-MBS USGSE US N 2 2026-10-01 Floating 4.408 N N N N N N FHLMC PASS THRU POOLS N/A 31346SU61 5658.740000 PA USD 5676.200000 0.0000085 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 777.930000 PA USD 775.610000 0.0000012 Long ABS-MBS USGSE US N 2 2021-05-01 Floating 2.925 N N N N N N FHLMC PASS THRU POOLS N/A 31348QGL6 60662.090000 PA USD 60082.370000 0.0000895 Long ABS-MBS USGSE US N 2 2026-12-01 Floating 2.207 N N N N N N FHLMC PASS THRU POOLS N/A 31342AU64 70829.050000 PA USD 74352.560000 0.0001108 Long ABS-MBS USGSE US N 2 2033-06-01 Floating 4.573 N N N N N N FHLMC PASS THRU POOLS N/A 31348RXH4 2556.900000 PA USD 2563.770000 0.0000038 Long ABS-MBS USGSE US N 2 2020-07-01 Floating 4.46 N N N N N N FHLMC PASS THRU POOLS N/A 31348SAY0 700.880000 PA USD 702.340000 0.0000010 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 106145.630000 PA USD 108695.390000 0.0001620 Long ABS-MBS USGSE US N 2 2026-02-01 Floating 4.523 N N N N N N FHLMC PASS THRU POOLS N/A 31348SJX3 54384.580000 PA USD 55176.820000 0.0000822 Long ABS-MBS USGSE US N 2 2026-11-01 Floating 3.89 N N N N N N FHLMC PASS THRU POOLS N/A 31348S2X1 2628.800000 PA USD 2710.100000 0.0000040 Long ABS-MBS USGSE US N 2 2027-07-01 Floating 4.759 N N N N N N FHLMC PASS THRU POOLS N/A 31348S4G6 7373.100000 PA USD 7715.030000 0.0000115 Long ABS-MBS USGSE US N 2 2028-01-01 Floating 4.626 N N N N N N FHLMC PASS THRU POOLS N/A 31295KKR4 113291.980000 PA USD 115655.110000 0.0001724 Long ABS-MBS USGSE US N 2 2028-11-01 Floating 4.7 N N N N N N FHLMC PASS THRU POOLS N/A 31295KKV5 26832.140000 PA USD 27471.600000 0.0000409 Long ABS-MBS USGSE US N 2 2025-07-01 Floating 4.64 N N N N N N FHLMC PASS THRU POOLS N/A 31295KLE2 406.550000 PA USD 418.890000 0.0000006 Long ABS-MBS USGSE US N 2 2028-09-01 Floating 4.498 N N N N N N FHLMC PASS THRU POOLS N/A 31295LBG6 116374.410000 PA USD 120932.070000 0.0001802 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 119605.820000 PA USD 122803.220000 0.0001830 Long ABS-MBS USGSE US N 2 2030-06-01 Floating 4.295 N N N N N N FHLMC PASS THRU POOLS N/A 31295NUU0 497.250000 PA USD 510.800000 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 7701.400000 PA USD 7878.700000 0.0000117 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 38459.810000 PA USD 39318.330000 0.0000586 Long ABS-MBS USGSE US N 2 2022-06-01 Floating 4.661 N N N N N N FHLMC PASS THRU POOLS N/A 31288UV65 61.250000 PA USD 61.550000 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 7147.140000 PA USD 7175.930000 0.0000107 Long ABS-MBS USGSE US N 2 2022-10-01 Floating 3.878 N N N N N N FHLMC PASS THRU POOLS N/A 31288UYW5 418.880000 PA USD 420.730000 0.0000006 Long ABS-MBS USGSE US N 2 2022-12-01 Floating 4 N N N N N N FHLMC PASS THRU POOLS N/A 31288U4Z1 766.410000 PA USD 770.680000 0.0000011 Long ABS-MBS USGSE US N 2 2023-04-01 Floating 3.875 N N N N N N FHLMC PASS THRU POOLS N/A 31288U5Q0 4737.680000 PA USD 4804.460000 0.0000072 Long ABS-MBS USGSE US N 2 2023-05-01 Floating 4.926 N N N N N N FHLMC PASS THRU POOLS N/A 31288U6M8 7484.710000 PA USD 7575.770000 0.0000113 Long ABS-MBS USGSE US N 2 2023-05-01 Floating 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 31288U6S5 3471.200000 PA USD 3531.810000 0.0000053 Long ABS-MBS USGSE US N 2 2023-05-01 Floating 4.727 N N N N N N FHLMC PASS THRU POOLS N/A 31288VAA7 4971.370000 PA USD 5045.140000 0.0000075 Long ABS-MBS USGSE US N 2 2023-07-01 Floating 4.392 N N N N N N FHLMC PASS THRU POOLS N/A 31288VBR9 6511.380000 PA USD 6601.100000 0.0000098 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 6026.230000 PA USD 6045.240000 0.0000090 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 9284.550000 PA USD 9433.620000 0.0000141 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 34356.250000 PA USD 34800.220000 0.0000519 Long ABS-MBS USGSE US N 2 2023-09-01 Floating 4.253 N N N N N N FHLMC PASS THRU POOLS N/A 31288VEA3 12909.740000 PA USD 12920.520000 0.0000193 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 3.698 N N N N N N FHLMC PASS THRU POOLS N/A 31288VEE5 12267.030000 PA USD 12411.600000 0.0000185 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 25665.660000 PA USD 26133.840000 0.0000389 Long ABS-MBS USGSE US N 2 2023-11-01 Floating 3.971 N N N N N N FHLMC PASS THRU POOLS N/A 31288VGW3 1381.680000 PA USD 1395.830000 0.0000021 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 22.840000 PA USD 23.290000 0.0000000 Long ABS-MBS USGSE US N 2 2023-08-01 Floating 4.641 N N N N N N FHLMC PASS THRU POOLS N/A 31288VHW2 24728.140000 PA USD 25142.990000 0.0000375 Long ABS-MBS USGSE US N 2 2029-04-01 Floating 4.026 N N N N N N FHLMC PASS THRU POOLS N/A 31288VNF2 30614.800000 PA USD 31118.790000 0.0000464 Long ABS-MBS USGSE US N 2 2024-04-01 Floating 4.338 N N N N N N FHLMC PASS THRU POOLS N/A 31288VPE3 115799.540000 PA USD 118301.270000 0.0001763 Long ABS-MBS USGSE US N 2 2023-08-01 Floating 4.417 N N N N N N FHLMC PASS THRU POOLS N/A 31288VRT8 26806.820000 PA USD 27915.460000 0.0000416 Long ABS-MBS USGSE US N 2 2024-06-01 Floating 4.256 N N N N N N FHLMC PASS THRU POOLS N/A 31288VRY7 34824.250000 PA USD 35678.390000 0.0000532 Long ABS-MBS USGSE US N 2 2023-08-01 Floating 4.667 N N N N N N FHLMC PASS THRU POOLS N/A 31288VS83 2047.570000 PA USD 2118.610000 0.0000032 Long ABS-MBS USGSE US N 2 2027-05-01 Floating 4.439 N N N N N N FHLMC PASS THRU POOLS N/A 31288VTZ2 7911.480000 PA USD 8023.000000 0.0000120 Long ABS-MBS USGSE US N 2 2024-10-01 Floating 4.743 N N N N N N FHLMC PASS THRU POOLS N/A 31288VXW4 2085.930000 PA USD 2163.500000 0.0000032 Long ABS-MBS USGSE US N 2 2024-10-01 Floating 4.716 N N N N N N FHLMC PASS THRU POOLS N/A 31288VYA1 241.260000 PA USD 243.230000 0.0000004 Long ABS-MBS USGSE US N 2 2025-04-01 Floating 4.665 N N N N N N FHLMC PASS THRU POOLS N/A 31288V2E8 5169.850000 PA USD 5207.530000 0.0000078 Long ABS-MBS USGSE US N 2 2024-07-01 Floating 4.157 N N N N N N FHLMC PASS THRU POOLS N/A 31288V3N7 35296.060000 PA USD 36505.550000 0.0000544 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 2516.450000 PA USD 2579.720000 0.0000038 Long ABS-MBS USGSE US N 2 2025-02-01 Floating 4.665 N N N N N N FHLMC PASS THRU POOLS N/A 3128HDGT0 754.250000 PA USD 769.850000 0.0000011 Long ABS-MBS USGSE US N 2 2025-04-01 Floating 4.663 N N N N N N FHLMC PASS THRU POOLS N/A 3128JREM4 110840.250000 PA USD 117074.590000 0.0001745 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 4.434 N N N N N N FHLMC PASS THRU POOLS N/A 3128JRGY6 5964670.700000 PA USD 6268748.000000 0.0093429 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 4.566 N N N N N N FHLMC PASS THRU POOLS N/A 3128JRLP9 21294.370000 PA USD 22318.380000 0.0000333 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 1036.600000 PA USD 1063.610000 0.0000016 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 2385.800000 PA USD 2391.790000 0.0000036 Long ABS-MBS USGSE US N 2 2029-04-01 Floating 4.259 N N N N N N FHLMC PASS THRU POOLS N/A 31350KG91 18323.870000 PA USD 18424.250000 0.0000275 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 5530.390000 PA USD 5535.260000 0.0000082 Long ABS-MBS USGSE US N 2 2024-03-01 Floating 3.733 N N N N N N FHLMC PASS THRU POOLS N/A 31336CLR2 1042472.260000 PA USD 1102463.350000 0.0016431 Long ABS-MBS USGSE US N 2 2034-01-01 Floating 4.257 N N N N N N FHLMC PASS THRU POOLS N/A 31336CMG5 6973.970000 PA USD 7341.210000 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 1.020000 PA USD 1.020000 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 31295WYM4 12.890000 PA USD 12.950000 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 10831.630000 PA USD 11315.200000 0.0000169 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 11636.110000 PA USD 12933.570000 0.0000193 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 10048.710000 PA USD 10932.010000 0.0000163 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 24321.010000 PA USD 27441.880000 0.0000409 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 15866.990000 PA USD 18754.430000 0.0000280 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 26707.890000 PA USD 29692.190000 0.0000443 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 18947.840000 PA USD 19215.640000 0.0000286 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 12733.740000 PA USD 12999.980000 0.0000194 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 4216.350000 PA USD 4836.370000 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 3370.510000 PA USD 3745.320000 0.0000056 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 14195.880000 PA USD 16438.550000 0.0000245 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 63366.540000 PA USD 67248.500000 0.0001002 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 9956.200000 PA USD 10653.770000 0.0000159 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 36364.700000 PA USD 39475.140000 0.0000588 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 59112.630000 PA USD 64183.740000 0.0000957 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 56353.220000 PA USD 61205.290000 0.0000912 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 7303.690000 PA USD 7929.070000 0.0000118 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 121031.040000 PA USD 129397.160000 0.0001929 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 540683.630000 PA USD 586844.470000 0.0008746 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 38492.180000 PA USD 41816.020000 0.0000623 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 10386.230000 PA USD 11282.300000 0.0000168 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 45541.810000 PA USD 49465.390000 0.0000737 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 1654104.950000 PA USD 1798019.110000 0.0026798 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 27329.210000 PA USD 30099.960000 0.0000449 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 160715.510000 PA USD 174638.770000 0.0002603 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 242667.300000 PA USD 263697.780000 0.0003930 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 41592.810000 PA USD 45191.060000 0.0000674 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 123023.790000 PA USD 133671.180000 0.0001992 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 200379.070000 PA USD 217721.830000 0.0003245 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 44960.260000 PA USD 48851.310000 0.0000728 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 32748.500000 PA USD 35583.950000 0.0000530 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 13982.460000 PA USD 15011.130000 0.0000224 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 166097.410000 PA USD 174975.000000 0.0002608 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 92545.560000 PA USD 100571.650000 0.0001499 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 22276.080000 PA USD 24200.960000 0.0000361 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 45871.740000 PA USD 49815.750000 0.0000742 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 198411.120000 PA USD 209281.200000 0.0003119 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 365822.020000 PA USD 392416.900000 0.0005849 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 423592.110000 PA USD 460182.360000 0.0006859 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 93893.170000 PA USD 102013.610000 0.0001520 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 1218238.600000 PA USD 1324324.220000 0.0019738 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 291110.810000 PA USD 319303.730000 0.0004759 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 204973.700000 PA USD 218318.530000 0.0003254 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 225710.150000 PA USD 245281.160000 0.0003656 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 345238.020000 PA USD 375299.090000 0.0005593 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 133129.160000 PA USD 145951.370000 0.0002175 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 232625.590000 PA USD 252802.520000 0.0003768 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 30227.170000 PA USD 32853.490000 0.0000490 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 4158.780000 PA USD 4588.380000 0.0000068 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 211574.410000 PA USD 229010.180000 0.0003413 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 6523.060000 PA USD 7090.670000 0.0000106 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 38995.090000 PA USD 42383.550000 0.0000632 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 46938.170000 PA USD 51017.870000 0.0000760 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 42253.150000 PA USD 45354.330000 0.0000676 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 7361.730000 PA USD 7903.050000 0.0000118 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 92505.090000 PA USD 100552.460000 0.0001499 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 2043237.190000 PA USD 2220676.240000 0.0033097 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 173937.980000 PA USD 188463.530000 0.0002809 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 131905.950000 PA USD 143369.810000 0.0002137 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 678956.540000 PA USD 737969.520000 0.0010999 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 4578.840000 PA USD 4976.610000 0.0000074 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 27119.770000 PA USD 29475.660000 0.0000439 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 259427.700000 PA USD 281931.530000 0.0004202 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 350112.360000 PA USD 375790.860000 0.0005601 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 16781.620000 PA USD 18240.020000 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 75357.890000 PA USD 80899.800000 0.0001206 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 45.390000 PA USD 46.880000 0.0000001 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 455.480000 PA USD 470.820000 0.0000007 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 4.400000 PA USD 4.540000 0.0000000 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 1213.660000 PA USD 1254.540000 0.0000019 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 3122.350000 PA USD 3264.970000 0.0000049 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 10139.870000 PA USD 10942.680000 0.0000163 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 3511.740000 PA USD 3791.380000 0.0000057 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 1034.750000 PA USD 1169.280000 0.0000017 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 1073.760000 PA USD 1221.650000 0.0000018 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 792.230000 PA USD 882.390000 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 771.530000 PA USD 888.140000 0.0000013 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 462.270000 PA USD 525.010000 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 445.680000 PA USD 495.390000 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 7337.730000 PA USD 8270.850000 0.0000123 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 2272.600000 PA USD 2462.520000 0.0000037 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 3176.820000 PA USD 3452.650000 0.0000051 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 9220.480000 PA USD 10021.170000 0.0000149 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 17779.570000 PA USD 19327.810000 0.0000288 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 1977427.700000 PA USD 2154346.200000 0.0032108 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 1195.030000 PA USD 1328.250000 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 1127.590000 PA USD 1196.740000 0.0000018 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 741.730000 PA USD 762.480000 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 899.030000 PA USD 905.370000 0.0000013 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 321.420000 PA USD 341.870000 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 63.870000 PA USD 66.480000 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 13249.090000 PA USD 14989.160000 0.0000223 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 217.690000 PA USD 235.070000 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 14281.600000 PA USD 15874.720000 0.0000237 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 21870.400000 PA USD 24304.990000 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 16780.090000 PA USD 18714.840000 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 29812.640000 PA USD 33288.130000 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 1888.200000 PA USD 2099.080000 0.0000031 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 4320.230000 PA USD 4789.860000 0.0000071 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 1082.800000 PA USD 1126.300000 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 262.030000 PA USD 282.700000 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 32405.150000 PA USD 36023.060000 0.0000537 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 7987.970000 PA USD 8875.740000 0.0000132 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 171.970000 PA USD 182.160000 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 41.800000 PA USD 44.810000 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 1151.280000 PA USD 1245.390000 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 892.270000 PA USD 991.580000 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 4248.530000 PA USD 4678.380000 0.0000070 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 379.320000 PA USD 417.700000 0.0000006 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 1934.020000 PA USD 2129.700000 0.0000032 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 14565.720000 PA USD 15329.620000 0.0000228 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 9043.880000 PA USD 9730.030000 0.0000145 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 3468.550000 PA USD 3819.480000 0.0000057 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 13844.930000 PA USD 14564.900000 0.0000217 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 154659.490000 PA USD 162685.550000 0.0002425 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 203785.010000 PA USD 214417.290000 0.0003196 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 373423.880000 PA USD 392843.680000 0.0005855 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 6873167.190000 PA USD 7231185.800000 0.0107773 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 4126770.300000 PA USD 4341893.590000 0.0064712 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 615314.070000 PA USD 647364.510000 0.0009648 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 11677.370000 PA USD 12285.080000 0.0000183 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 40702.120000 PA USD 42829.260000 0.0000638 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 24377.210000 PA USD 25657.020000 0.0000382 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 24913.740000 PA USD 26809.680000 0.0000400 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 2127.200000 PA USD 2286.350000 0.0000034 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 17818.030000 PA USD 18753.760000 0.0000280 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 7648.410000 PA USD 8053.220000 0.0000120 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 6844.710000 PA USD 7200.930000 0.0000107 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 4636.260000 PA USD 4878.130000 0.0000073 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 36295.060000 PA USD 39104.760000 0.0000583 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 7879.920000 PA USD 8388.730000 0.0000125 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 94464.510000 PA USD 104072.970000 0.0001551 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 27883.740000 PA USD 30046.760000 0.0000448 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 35145.290000 PA USD 37870.730000 0.0000564 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 2742.660000 PA USD 2970.040000 0.0000044 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 71204.930000 PA USD 76744.730000 0.0001144 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 124181.360000 PA USD 136772.570000 0.0002038 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 13309.670000 PA USD 14672.790000 0.0000219 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 37256.850000 PA USD 41027.900000 0.0000611 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 23506.280000 PA USD 25887.090000 0.0000386 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 5077.200000 PA USD 5464.700000 0.0000081 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 127086.930000 PA USD 139945.030000 0.0002086 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 6030.700000 PA USD 6641.620000 0.0000099 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 17070.870000 PA USD 18413.430000 0.0000274 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 1887.540000 PA USD 2078.890000 0.0000031 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 1015.230000 PA USD 1094.410000 0.0000016 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 140598.370000 PA USD 148286.660000 0.0002210 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 72356.540000 PA USD 76782.780000 0.0001144 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 744.640000 PA USD 802.480000 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 19631.640000 PA USD 21624.270000 0.0000322 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 33560.270000 PA USD 36976.890000 0.0000551 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 33283.260000 PA USD 36664.380000 0.0000546 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 13378.360000 PA USD 14736.530000 0.0000220 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 169194.130000 PA USD 178756.870000 0.0002664 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 118463.520000 PA USD 125136.390000 0.0001865 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 415754.730000 PA USD 438724.500000 0.0006539 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 1310626.430000 PA USD 1397823.400000 0.0020833 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 118040.340000 PA USD 125767.320000 0.0001874 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 84368.400000 PA USD 90895.280000 0.0001355 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 39010.550000 PA USD 41613.670000 0.0000620 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 67573.590000 PA USD 72094.410000 0.0001074 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 77019.150000 PA USD 82174.230000 0.0001225 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 35531.160000 PA USD 37910.790000 0.0000565 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 61920.570000 PA USD 66367.000000 0.0000989 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 30048.180000 PA USD 32207.120000 0.0000480 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 20472.680000 PA USD 22021.580000 0.0000328 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 8453.050000 PA USD 8475.620000 0.0000126 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 1068.600000 PA USD 1187.440000 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 75.040000 PA USD 76.180000 0.0000001 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 215.110000 PA USD 216.730000 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 11829.380000 PA USD 11950.060000 0.0000178 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 621.880000 PA USD 673.870000 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 158.300000 PA USD 174.320000 0.0000003 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 1928.150000 PA USD 2123.230000 0.0000032 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 709.820000 PA USD 781.640000 0.0000012 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 25819.430000 PA USD 28431.730000 0.0000424 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 11742.920000 PA USD 12931.020000 0.0000193 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 4631.480000 PA USD 4979.290000 0.0000074 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 57250.520000 PA USD 60235.040000 0.0000898 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 180121.680000 PA USD 189501.890000 0.0002824 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 38933.530000 PA USD 40955.580000 0.0000610 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 32473.200000 PA USD 34150.790000 0.0000509 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 444468.800000 PA USD 467614.840000 0.0006969 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 412775.180000 PA USD 434361.430000 0.0006474 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 306711.450000 PA USD 322646.040000 0.0004809 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 78168.150000 PA USD 82204.420000 0.0001225 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 2781.150000 PA USD 2991.030000 0.0000045 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 26495.260000 PA USD 27890.390000 0.0000416 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 178601.610000 PA USD 187885.890000 0.0002800 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 686228.870000 PA USD 755658.480000 0.0011262 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 107918.000000 PA USD 118836.670000 0.0001771 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 32359.540000 PA USD 35638.710000 0.0000531 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 18865.410000 PA USD 20299.320000 0.0000303 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 13622.600000 PA USD 14662.060000 0.0000219 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 52638.500000 PA USD 57989.900000 0.0000864 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 254059.600000 PA USD 279862.890000 0.0004171 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 37507.010000 PA USD 41343.230000 0.0000616 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 7924.640000 PA USD 8525.030000 0.0000127 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 27193.550000 PA USD 29955.200000 0.0000446 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 837.050000 PA USD 880.180000 0.0000013 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 20007.600000 PA USD 22041.190000 0.0000329 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 33860.450000 PA USD 36039.470000 0.0000537 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 144091.930000 PA USD 151794.670000 0.0002262 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 199655.910000 PA USD 211199.350000 0.0003148 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 29975.120000 PA USD 30907.910000 0.0000461 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 123.940000 PA USD 127.450000 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 83.160000 PA USD 83.630000 0.0000001 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 440.210000 PA USD 443.760000 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 1679.440000 PA USD 1821.430000 0.0000027 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 104.760000 PA USD 112.550000 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 3932.900000 PA USD 4254.450000 0.0000063 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 11.550000 PA USD 11.520000 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 6860.150000 PA USD 7445.210000 0.0000111 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 3529.980000 PA USD 3905.850000 0.0000058 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 1116.950000 PA USD 1192.080000 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 813.400000 PA USD 918.490000 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 104.610000 PA USD 114.800000 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 6897.810000 PA USD 7804.040000 0.0000116 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 7082.380000 PA USD 7696.050000 0.0000115 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 115135.740000 PA USD 125080.870000 0.0001864 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 1862.360000 PA USD 2023.620000 0.0000030 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 4884.650000 PA USD 5306.810000 0.0000079 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 65158.380000 PA USD 74236.210000 0.0001106 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 793.470000 PA USD 903.730000 0.0000013 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 3875.300000 PA USD 4308.050000 0.0000064 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 16265.520000 PA USD 18340.070000 0.0000273 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 14000.760000 PA USD 15836.340000 0.0000236 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 8427.250000 PA USD 9640.820000 0.0000144 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 8766.050000 PA USD 10185.430000 0.0000152 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 21424.100000 PA USD 24600.540000 0.0000367 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 1345.530000 PA USD 1495.640000 0.0000022 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 47944.670000 PA USD 51772.710000 0.0000772 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 49860.840000 PA USD 57025.150000 0.0000850 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 71859.710000 PA USD 78115.750000 0.0001164 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 894809.030000 PA USD 972088.660000 0.0014488 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 492117.930000 PA USD 534743.750000 0.0007970 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 25516.350000 PA USD 27716.660000 0.0000413 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 1011956.980000 PA USD 1086557.360000 0.0016194 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 20618.320000 PA USD 22407.940000 0.0000334 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 61589.010000 PA USD 66940.030000 0.0000998 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 9878.840000 PA USD 10601.260000 0.0000158 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 29538.180000 PA USD 32085.990000 0.0000478 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 96218.920000 PA USD 104580.360000 0.0001559 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 175149.030000 PA USD 190369.670000 0.0002837 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 123701.360000 PA USD 133830.510000 0.0001995 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 85402.730000 PA USD 91699.360000 0.0001367 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 9508.620000 PA USD 10335.950000 0.0000154 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 89675.120000 PA USD 97463.490000 0.0001453 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 32489.750000 PA USD 35973.180000 0.0000536 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 152091.630000 PA USD 165295.360000 0.0002464 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 361286.790000 PA USD 392625.140000 0.0005852 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 171615.650000 PA USD 185503.380000 0.0002765 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 3462.820000 PA USD 3967.270000 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 1151.830000 PA USD 1331.730000 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 31932.450000 PA USD 34670.800000 0.0000517 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 215546.780000 PA USD 234169.850000 0.0003490 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 44137.880000 PA USD 47952.520000 0.0000715 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 134203.410000 PA USD 145787.790000 0.0002173 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 140351.050000 PA USD 152575.390000 0.0002274 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 619036.270000 PA USD 672969.010000 0.0010030 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 66348.470000 PA USD 71776.530000 0.0001070 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 15266.130000 PA USD 16190.180000 0.0000241 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 614298.240000 PA USD 659979.040000 0.0009836 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 71579.270000 PA USD 76891.790000 0.0001146 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 5391764.890000 PA USD 5669045.890000 0.0084491 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 23345136.620000 PA USD 24541806.690000 0.0365771 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 185522512.980000 PA USD 193385201.970000 0.2882209 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 171601311.140000 PA USD 178796300.150000 0.2664777 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 3082149.680000 PA USD 3177981.390000 0.0047365 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 30655.800000 PA USD 31688.330000 0.0000472 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 303.010000 PA USD 313.220000 0.0000005 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 4840.530000 PA USD 5003.570000 0.0000075 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 11386.940000 PA USD 11770.470000 0.0000175 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 716.560000 PA USD 740.690000 0.0000011 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 1674.900000 PA USD 1731.310000 0.0000026 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 7445.530000 PA USD 7696.310000 0.0000115 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 8228.720000 PA USD 8505.870000 0.0000127 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 16725.390000 PA USD 17288.720000 0.0000258 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 162667.270000 PA USD 168146.130000 0.0002506 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 7903.820000 PA USD 8170.030000 0.0000122 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 113468.720000 PA USD 117290.510000 0.0001748 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 1027.110000 PA USD 1061.780000 0.0000016 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 742.290000 PA USD 767.290000 0.0000011 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 358.590000 PA USD 370.700000 0.0000006 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 1827.040000 PA USD 1889.930000 0.0000028 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 283.680000 PA USD 289.670000 0.0000004 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 640.550000 PA USD 662.120000 0.0000010 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 3751.700000 PA USD 3878.060000 0.0000058 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 5727.700000 PA USD 5921.060000 0.0000088 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 10095.660000 PA USD 10307.340000 0.0000154 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 9004.860000 PA USD 9285.790000 0.0000138 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 14732.420000 PA USD 15173.780000 0.0000226 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 39.550000 PA USD 40.880000 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 3128MBMV6 1494.380000 PA USD 1544.710000 0.0000023 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 4369.000000 PA USD 4516.150000 0.0000067 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 2571.040000 PA USD 2654.800000 0.0000040 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 35673.630000 PA USD 36817.500000 0.0000549 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 417.160000 PA USD 429.380000 0.0000006 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 6209.360000 PA USD 6418.500000 0.0000096 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 566233.200000 PA USD 591157.360000 0.0008811 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128MMBP7 456.550000 PA USD 471.930000 0.0000007 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 34035.720000 PA USD 35182.090000 0.0000524 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 2819.260000 PA USD 2914.220000 0.0000043 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 2168.470000 PA USD 2244.320000 0.0000033 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 6182.550000 PA USD 6341.870000 0.0000095 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 8202.320000 PA USD 8446.430000 0.0000126 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 1083.380000 PA USD 1106.300000 0.0000016 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 60359.770000 PA USD 63503.180000 0.0000946 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 5367.590000 PA USD 5729.450000 0.0000085 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 10714.050000 PA USD 11274.930000 0.0000168 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 2877.750000 PA USD 3172.130000 0.0000047 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 5567.250000 PA USD 6136.200000 0.0000091 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 9226.160000 PA USD 9941.070000 0.0000148 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 1993464.900000 PA USD 2197632.960000 0.0032753 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 21503.820000 PA USD 23706.230000 0.0000353 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 18085.620000 PA USD 19938.400000 0.0000297 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 2050.940000 PA USD 2259.640000 0.0000034 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 60898.210000 PA USD 67136.530000 0.0001001 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 66270.700000 PA USD 69816.730000 0.0001041 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 66858.300000 PA USD 73711.760000 0.0001099 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 40755.800000 PA USD 43965.380000 0.0000655 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 49944.640000 PA USD 55059.520000 0.0000821 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 51603.640000 PA USD 56858.170000 0.0000847 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 191939.480000 PA USD 205738.620000 0.0003066 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 69149.370000 PA USD 75111.840000 0.0001119 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 781817.430000 PA USD 844929.070000 0.0012593 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 12853350.600000 PA USD 13546500.310000 0.0201897 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 16411535.360000 PA USD 17296010.610000 0.0257779 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 31751.240000 PA USD 33756.530000 0.0000503 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 14562.640000 PA USD 16460.120000 0.0000245 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 867.600000 PA USD 876.360000 0.0000013 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 25.510000 PA USD 26.370000 0.0000000 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 126.690000 PA USD 130.960000 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 3128PDUY4 119.720000 PA USD 123.750000 0.0000002 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 320.430000 PA USD 324.970000 0.0000005 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 552.450000 PA USD 554.340000 0.0000008 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 10528.780000 PA USD 10698.200000 0.0000159 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 56.330000 PA USD 56.530000 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 4367.280000 PA USD 4409.740000 0.0000066 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 15970.950000 PA USD 16365.600000 0.0000244 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 633.450000 PA USD 654.790000 0.0000010 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 12.670000 PA USD 13.090000 0.0000000 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 4522.500000 PA USD 4659.850000 0.0000069 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 6352.880000 PA USD 6586.580000 0.0000098 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 5943.320000 PA USD 6205.140000 0.0000092 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 6252.250000 PA USD 6598.530000 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 449318.050000 PA USD 482905.010000 0.0007197 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 2777378.910000 PA USD 3018824.070000 0.0044992 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 4766.320000 PA USD 5072.740000 0.0000076 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 128807.980000 PA USD 140029.420000 0.0002087 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 52120.420000 PA USD 56660.360000 0.0000844 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 30133.140000 PA USD 32846.740000 0.0000490 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 247919.700000 PA USD 269518.430000 0.0004017 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 184145.060000 PA USD 200185.990000 0.0002984 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 14534.450000 PA USD 15606.080000 0.0000233 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 8806.430000 PA USD 9167.110000 0.0000137 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 288285.920000 PA USD 309371.990000 0.0004611 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 419539.530000 PA USD 450448.440000 0.0006713 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 50964.940000 PA USD 53056.890000 0.0000791 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 91238.710000 PA USD 99187.800000 0.0001478 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 589885.890000 PA USD 642733.450000 0.0009579 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 31504.910000 PA USD 32798.200000 0.0000489 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 501759.050000 PA USD 529985.340000 0.0007899 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 820731.680000 PA USD 892130.520000 0.0013296 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 782681.900000 PA USD 837996.380000 0.0012489 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 92176.370000 PA USD 99891.750000 0.0001489 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 694615.060000 PA USD 744260.050000 0.0011092 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 976889.390000 PA USD 1058655.290000 0.0015778 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 443608.980000 PA USD 475613.500000 0.0007089 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 7771.570000 PA USD 8189.770000 0.0000122 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 302083.740000 PA USD 326006.970000 0.0004859 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 1542539.790000 PA USD 1671414.950000 0.0024911 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 376809.450000 PA USD 405994.270000 0.0006051 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 807807.560000 PA USD 868470.720000 0.0012944 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 206201.250000 PA USD 217802.270000 0.0003246 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 55584.800000 PA USD 60277.430000 0.0000898 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 111127.580000 PA USD 118286.830000 0.0001763 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 8594.520000 PA USD 9282.690000 0.0000138 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 1904329.390000 PA USD 2058465.940000 0.0030679 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 538048.130000 PA USD 572225.890000 0.0008528 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 210408.520000 PA USD 224494.200000 0.0003346 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 1409936.820000 PA USD 1532651.390000 0.0022843 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 79252.440000 PA USD 83968.650000 0.0001251 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 412682.180000 PA USD 434889.920000 0.0006482 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 19158.200000 PA USD 20625.420000 0.0000307 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 21463.000000 PA USD 23106.820000 0.0000344 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 359923.820000 PA USD 391242.000000 0.0005831 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 38954.570000 PA USD 41333.480000 0.0000616 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 719100.730000 PA USD 773180.140000 0.0011523 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 573703.160000 PA USD 610522.010000 0.0009099 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 20589.440000 PA USD 22189.440000 0.0000331 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 15911.420000 PA USD 16806.720000 0.0000250 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 336771.110000 PA USD 357412.930000 0.0005327 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 554422.820000 PA USD 588373.830000 0.0008769 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 124643.740000 PA USD 131657.280000 0.0001962 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 1357698.740000 PA USD 1449677.810000 0.0021606 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 967151.290000 PA USD 1040315.550000 0.0015505 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 258068.400000 PA USD 276223.460000 0.0004117 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 103604.580000 PA USD 111516.730000 0.0001662 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 146279.030000 PA USD 156795.990000 0.0002337 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 17981.230000 PA USD 18948.730000 0.0000282 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 158659.080000 PA USD 167196.550000 0.0002492 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 2031093.530000 PA USD 2179922.400000 0.0032490 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 940497.840000 PA USD 999827.900000 0.0014901 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 4175721.560000 PA USD 4452983.790000 0.0066367 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 1040751.480000 PA USD 1105171.760000 0.0016471 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 296627.310000 PA USD 318978.230000 0.0004754 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 1212822.260000 PA USD 1307839.300000 0.0019492 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 56684.400000 PA USD 59731.180000 0.0000890 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 17533.960000 PA USD 18865.910000 0.0000281 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 643550.810000 PA USD 690993.770000 0.0010299 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 800970.270000 PA USD 863663.050000 0.0012872 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 414661.070000 PA USD 436915.860000 0.0006512 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 274524.120000 PA USD 294258.710000 0.0004386 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 1024318.150000 PA USD 1102672.380000 0.0016434 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 235422.180000 PA USD 248594.550000 0.0003705 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 11410.300000 PA USD 12267.550000 0.0000183 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 116970.670000 PA USD 125374.120000 0.0001869 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 155543.230000 PA USD 165027.820000 0.0002460 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 317861.800000 PA USD 336183.470000 0.0005010 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 901644.000000 PA USD 960098.740000 0.0014309 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 122244.000000 PA USD 132502.230000 0.0001975 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 448193.330000 PA USD 472199.710000 0.0007038 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 50288.350000 PA USD 52986.290000 0.0000790 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 159497.380000 PA USD 168074.130000 0.0002505 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 1053116.590000 PA USD 1109868.010000 0.0016541 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 2157002.850000 PA USD 2272261.950000 0.0033866 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 8920986.500000 PA USD 9397338.100000 0.0140058 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 1803714.100000 PA USD 1900641.380000 0.0028327 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 1887999.850000 PA USD 1989545.490000 0.0029652 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 1368451.960000 PA USD 1442249.620000 0.0021495 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 10552555.670000 PA USD 11115690.060000 0.0165668 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 37053877.870000 PA USD 38917788.340000 0.0580030 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 12809927.390000 PA USD 13474749.170000 0.0200827 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 126502.430000 PA USD 131546.840000 0.0001961 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 1744827.150000 PA USD 1831564.100000 0.0027298 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 159346.420000 PA USD 166284.980000 0.0002478 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 1073756.640000 PA USD 1122466.000000 0.0016729 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 5592980.640000 PA USD 5825862.680000 0.0086829 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 1040701.370000 PA USD 1084801.890000 0.0016168 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 485135.290000 PA USD 505639.440000 0.0007536 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 25813.660000 PA USD 26972.520000 0.0000402 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 75507493.090000 PA USD 79617376.510000 0.1186616 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 2615359.710000 PA USD 2723253.550000 0.0040587 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 2178524.850000 PA USD 2268851.630000 0.0033815 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 35391611.620000 PA USD 37419520.530000 0.0557700 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 56392904.050000 PA USD 59648977.320000 0.0889007 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 544225067.240000 PA USD 560855208.410000 0.8358976 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 5146162.870000 PA USD 5386545.700000 0.0080281 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 7694182.850000 PA USD 7835876.000000 0.0116786 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132DMCC7 105736492.130000 PA USD 113813330.570000 0.1696272 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DMDN2 28508217.690000 PA USD 29748116.760000 0.0443365 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132DVKN4 34546179.550000 PA USD 36944409.190000 0.0550619 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 13169.060000 PA USD 13509.930000 0.0000201 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 87472.850000 PA USD 90897.440000 0.0001355 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 206959.840000 PA USD 220617.980000 0.0003288 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 96693.640000 PA USD 101688.070000 0.0001516 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 162793.080000 PA USD 172743.240000 0.0002575 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 721114.400000 PA USD 759920.920000 0.0011326 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 159810.260000 PA USD 173161.870000 0.0002581 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 724655.650000 PA USD 769474.630000 0.0011468 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 905512.640000 PA USD 974568.950000 0.0014525 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 413841.240000 PA USD 448347.430000 0.0006682 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 3627951.860000 PA USD 4095352.250000 0.0061037 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 99662592.040000 0.1485369 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 3131WPB40 76727.660000 PA USD 82494.140000 0.0001229 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3131XVXG5 28875830.850000 PA USD 30405899.330000 0.0453169 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3131Y9QC0 535165.240000 PA USD 577758.230000 0.0008611 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3131YAHK9 222710.770000 PA USD 239906.420000 0.0003576 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3131YDJ62 1224321.200000 PA USD 1319703.940000 0.0019669 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A0CR5 42196.530000 PA USD 45342.210000 0.0000676 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A4PA0 22649.470000 PA USD 24379.650000 0.0000363 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A5GX7 37474486.000000 PA USD 39397700.230000 0.0587183 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132A5G33 37354242.140000 PA USD 39263606.090000 0.0585184 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132A5J63 4790985.430000 PA USD 4989002.320000 0.0074356 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 59831112.080000 PA USD 62327756.690000 0.0928932 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 47230155.920000 PA USD 49179599.030000 0.0732972 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132AD3K2 121552374.700000 PA USD 126368892.410000 0.1883400 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132AD3W6 108835.810000 PA USD 117160.070000 0.0001746 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132AEAG1 177507.270000 PA USD 191036.690000 0.0002847 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 5.5 N N N N N N FHLMC STRUCTURED P/T SECURITIES -T-8 N/A 3133TBMY3 337286.030000 PA USD 376730.650000 0.0005615 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 148480.430000 PA USD 149131.250000 0.0002223 Long ABS-MBS USGSE US N 2 2032-08-15 Floating 4.025 N N N N N N FHLMC STRUCTURED PASS THROUGH SEC T-63 N/A 31395M2F5 9335979.940000 PA USD 9453420.970000 0.0140894 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 3.42209 N N N N N N FHLMC STRUCTURED PASS THROUGH SECURITIES T-66 N/A 31396FQ22 1327300.650000 PA USD 1372149.870000 0.0020450 Long ABS-MBS USGSE US N 2 2036-01-25 Floating 4.25903 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-32 N/A 3133TSQG1 166212.880000 PA USD 165605.390000 0.0002468 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 1.922 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-42 N/A 31392MGY2 2914807.710000 PA USD 3322264.020000 0.0049515 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 1882454.100000 PA USD 2191465.720000 0.0032662 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 3886862.280000 PA USD 3975759.870000 0.0059255 Long ABS-MBS USGSE US N 2 2043-05-25 Floating 2.792 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-57 N/A 31394JD87 4298.080000 PA USD 5076.760000 0.0000076 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 5246980.800000 PA USD 6235091.700000 0.0092928 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 6841656.040000 PA USD 8175171.430000 0.0121843 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 1515513.120000 PA USD 1543777.440000 0.0023008 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 3.63948 N N N N N N FHLMC-GNMA 31 N/A 3133T5ER0 7302.860000 PA USD 7774.780000 0.0000116 Long ABS-MBS USGSE US N 2 2024-04-25 Fixed 8 N N N N N N FHLMC-GNMA-19 N/A 3133T1KA9 113545.500000 PA USD 116433.100000 0.0001735 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 22709.100000 PA USD 22997.660000 0.0000343 Long ABS-MBS USGSE US N 2 2023-10-25 Floating 3.80032 N N N N N N FHLMC-GNMA-56 N/A 3133T7YG8 36736.350000 PA USD 41335.860000 0.0000616 Long ABS-MBS USGSE US N 2 2026-09-20 Fixed 7.5 N N N N N N FHR 2046 N/A 3133TDCL8 13709.400000 PA USD 15331.050000 0.0000228 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N FHR 2046 N/A 3133TDD37 1103828.500000 PA USD 1243233.650000 0.0018529 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-1 N/A 31659TEY7 9546956.270000 PA USD 7357716.040000 0.0109659 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.982 N N N N N N FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-3 N/A 316599AD1 10391727.700000 PA USD 7321273.520000 0.0109116 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.868 N N N N N N FIGUEROA CLO LTD 2014-1A N/A 31683YAJ3 11403489.200000 PA USD 11400875.410000 0.0169918 Long ABS-CBDO CORP KY N 2 2027-01-15 Floating 2.90088 N N N N N N FINANCE AMERICA MTGE LOAN TRUST 2004-2 N/A 317350BE5 368820.950000 PA USD 369955.630000 0.0005514 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.692 N N N N N N FIRST FRANKLIN MTG LN ASSET CERT2004-FF8 N/A 32027NNS6 1497137.090000 PA USD 1494663.820000 0.0022276 Long ABS-MBS CORP US N 2 2034-10-25 Floating 3.217 N N N N N N FIRST FRANKLIN MTG LOAN 2004-FF11 N/A 32027NNA5 2689933.990000 PA USD 2708115.790000 0.0040362 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.992 N N N N N N FIRST FRANKLIN MTG LOAN 2005-FF12 N/A 32027NXW6 5029118.760000 PA USD 5050404.000000 0.0075271 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.242 N N N N N N FIRST FRANKLIN MTG LOAN 2005-FF7 N/A 32027NUN9 1808404.620000 PA USD 1818854.670000 0.0027108 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.282 N N N N N N FIRST FRANKLIN MTG LOAN 2006-FF5 N/A 32027EAE1 3525467.810000 PA USD 3436514.260000 0.0051218 Long ABS-MBS CORP US N 2 2036-04-25 Floating 1.952 N N N N N N FIRST FRANKLIN MTG LOAN ABS 2005-FF1 N/A 32027NQL8 2263294.410000 PA USD 2405371.810000 0.0035850 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.527 N N N N N N FIRST FRANKLIN MTG LOAN ABS 2006-FF11 N/A 32028PAF2 6077367.320000 PA USD 5486663.020000 0.0081773 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.032 N N N N N N FIRST FRANKLIN MTG LOAN ABS 2006-FF13 N/A 30247DAE1 5552464.320000 PA USD 4400689.440000 0.0065588 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.032 N N N N N N FIRST HORIZON ALT MTG SEC 2005-AA6 N/A 32051GQA6 1858751.220000 PA USD 1702483.400000 0.0025374 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.83566 Y N N N N N FIRST HORIZON ALT MTG SEC 2006-FA3 N/A 32051HAH6 1720455.080000 PA USD 1318006.060000 0.0019644 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 21929.060000 PA USD 11689.540000 0.0000174 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.162 Y N N N N N FIRST HORIZON ALT MTG SEC 2006-RE1 N/A 32051RAA9 2130538.410000 PA USD 1912146.720000 0.0028499 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 253717.300000 PA USD 255974.060000 0.0003815 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.32087 N N N N N N FIRST HORIZON ALT MTGE SEC 2005-AA1 N/A 32051GGD1 35446.140000 PA USD 28405.800000 0.0000423 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.83259 Y N N N N N FIRST HORIZON ALTER MTGE SEC 2007-FA4 N/A 32052WAH2 598278.760000 PA USD 443930.440000 0.0006616 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 927011.870000 PA USD 935910.440000 0.0013949 Long ABS-MBS CORP US N 2 2034-11-25 Floating 4.01577 N N N N N N FIRST HORIZON MTGE PASS-THRU TR 2004-FL1 N/A 32051GDV4 16098.490000 PA USD 15386.060000 0.0000229 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.062 N N N N N N FIRST HORIZON MTGE PASS-THRU TR 2005-AR3 N/A 32051GQL2 905637.740000 PA USD 761637.630000 0.0011351 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.66441 Y N N N N N FIRST HORIZON MTGE PASS-THRU TR 2005-AR4 N/A 32051GTX3 3949695.690000 PA USD 3858897.720000 0.0057513 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.09987 Y N N N N N FIRST HORIZON MTGE PASS-THRU TR 2005-AR4 N/A 32051GTZ8 392835.350000 PA USD 397461.690000 0.0005924 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.75968 N N N N N N FIRST HORIZON MTGE PASS-THRU TR 2005-AR4 N/A 32051GUA1 1913983.100000 PA USD 1905865.900000 0.0028405 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.59348 N N N N N N FIRST HORIZON MTGE PASS-THRU TR 2005-AR5 N/A 32051GXV2 961288.180000 PA USD 900500.160000 0.0013421 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.96787 Y N N N N N FIRST HORIZON MTGE PASS-THRU TR 2006-1 N/A 32051G2M6 302928.430000 PA USD 215646.810000 0.0003214 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 505665.240000 PA USD 447429.950000 0.0006668 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.97635 N N N N N N FIRST HORIZON MTGE PT TR 2006-AR4 N/A 32053AAB2 31052.350000 PA USD 26809.710000 0.0000400 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.36168 Y N N N N N FIRST HORIZON MTGE PT TR 2007-AR3 N/A 32056JAA2 2918185.290000 PA USD 2420117.600000 0.0036069 Long ABS-MBS CORP US N 2 2037-11-25 Floating 4.20148 Y N N N N N FIRST NATIONWIDE TRUST 2001-3 N/A 22540A3S5 59110.570000 PA USD 61421.020000 0.0000915 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 1376087.720000 PA USD 1341964.460000 0.0020001 Long ABS-MBS CORP US N 2 2035-05-25 Floating 1.08101 Y N N N N N FIRST NLC TRUST 2007-1 N/A 32115BAB6 3237603.790000 PA USD 2055745.020000 0.0030639 Long ABS-MBS CORP US N 2 2037-08-25 Floating 1.932 N N N N N N FIRST NLC TRUST 2007-1 N/A 32115BAD2 1832605.920000 PA USD 1189136.200000 0.0017723 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.072 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AH0 2000000.000000 PA USD 2138692.140000 0.0031875 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 1853211.460000 0.0027620 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 4248.280000 PA USD 4210.640000 0.0000063 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 4.070000 PA USD 4.070000 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 2.420000 PA USD 2.420000 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 25.310000 PA USD 25.530000 0.0000000 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 32.820000 PA USD 33.120000 0.0000000 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 8.110000 PA USD 8.170000 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 68.390000 PA USD 71.020000 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 608.600000 PA USD 631.350000 0.0000009 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 218.030000 PA USD 228.480000 0.0000003 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 2053.710000 PA USD 2076.980000 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 63686.140000 PA USD 63806.330000 0.0000951 Long ABS-MBS USGSE US N 2 2027-08-01 Floating 3.912 N N N N N N FNMA PASS THRU POOLS N/A 31362TKL6 24570.540000 PA USD 24696.410000 0.0000368 Long ABS-MBS USGSE US N 2 2028-02-01 Floating 3.03 N N N N N N FNMA PASS THRU POOLS N/A 31362TRM7 1.830000 PA USD 1.840000 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 2038.850000 PA USD 2045.610000 0.0000030 Long ABS-MBS USGSE US N 2 2021-07-01 Floating 4.875 N N N N N N FNMA PASS THRU POOLS N/A 31363EHU2 3625.060000 PA USD 3628.080000 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 1557.920000 PA USD 1558.780000 0.0000023 Long ABS-MBS USGSE US N 2 2020-07-01 Floating 4.444 N N N N N N FNMA PASS THRU POOLS N/A 31364SQB2 377.570000 PA USD 376.680000 0.0000006 Long ABS-MBS USGSE US N 2 2020-10-01 Floating 2.35 N N N N N N FNMA PASS THRU POOLS N/A 31364TNH0 518.800000 PA USD 522.560000 0.0000008 Long ABS-MBS USGSE US N 2 2021-01-01 Floating 3.594 N N N N N N FNMA PASS THRU POOLS N/A 31365CXQ5 171.680000 PA USD 174.990000 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 3.870000 PA USD 3.900000 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 1.910000 PA USD 1.920000 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 8930.240000 PA USD 9051.820000 0.0000135 Long ABS-MBS USGSE US N 2 2022-09-01 Floating 3.733 N N N N N N FNMA PASS THRU POOLS N/A 31365DJA4 8.670000 PA USD 8.760000 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 180.230000 PA USD 188.340000 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 1231.000000 PA USD 1252.920000 0.0000019 Long ABS-MBS USGSE US N 2 2022-12-01 Floating 4.19 N N N N N N FNMA PASS THRU POOLS N/A 31365DQS7 13966.100000 PA USD 14068.020000 0.0000210 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 24550.210000 PA USD 24640.210000 0.0000367 Long ABS-MBS USGSE US N 2 2023-06-01 Floating 3.621 N N N N N N FNMA PASS THRU POOLS N/A 31366RC84 9973.640000 PA USD 10045.720000 0.0000150 Long ABS-MBS USGSE US N 2 2022-02-01 Floating 3.875 N N N N N N FNMA PASS THRU POOLS N/A 31366SEC1 33.930000 PA USD 33.990000 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 1357.980000 PA USD 1360.220000 0.0000020 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 40013.270000 PA USD 40637.270000 0.0000606 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 4513.650000 PA USD 4595.310000 0.0000068 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 4.25 N N N N N N FNMA PASS THRU POOLS N/A 31368HE25 6115.500000 PA USD 6179.800000 0.0000092 Long ABS-MBS USGSE US N 2 2023-11-01 Floating 3.95 N N N N N N FNMA PASS THRU POOLS N/A 31368HFE8 47148.560000 PA USD 47428.840000 0.0000707 Long ABS-MBS USGSE US N 2 2023-11-01 Floating 3.94 N N N N N N FNMA PASS THRU POOLS N/A 31368HJT1 805.410000 PA USD 892.440000 0.0000013 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 1415.710000 PA USD 1630.990000 0.0000024 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 416.550000 PA USD 482.430000 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 74169.870000 PA USD 84907.390000 0.0001265 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 10689.120000 PA USD 12266.510000 0.0000183 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 587800.000000 PA USD 674683.750000 0.0010055 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 106722.140000 PA USD 122501.510000 0.0001826 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 94370.910000 PA USD 105929.040000 0.0001579 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 11063.470000 PA USD 11868.170000 0.0000177 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 11453.140000 PA USD 11538.180000 0.0000172 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 874.920000 PA USD 877.450000 0.0000013 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 17964.180000 PA USD 18154.010000 0.0000271 Long ABS-MBS USGSE US N 2 2024-07-01 Floating 4.064 N N N N N N FNMA PASS THRU POOLS N/A 31368W2D1 8210.340000 PA USD 8241.030000 0.0000123 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 22684.010000 PA USD 22999.130000 0.0000343 Long ABS-MBS USGSE US N 2 2023-05-01 Floating 3.7 N N N N N N FNMA PASS THRU POOLS N/A 31369DUU3 23545.920000 PA USD 23917.960000 0.0000356 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 25925.440000 PA USD 26257.380000 0.0000391 Long ABS-MBS USGSE US N 2 2023-03-01 Floating 4.019 N N N N N N FNMA PASS THRU POOLS N/A 31370Q6L8 23948.770000 PA USD 23981.480000 0.0000357 Long ABS-MBS USGSE US N 2 2033-03-01 Floating 2.405 N N N N N N FNMA PASS THRU POOLS N/A 31371ALV3 4420.090000 PA USD 4436.030000 0.0000066 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 6920.650000 PA USD 6931.030000 0.0000103 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 31371EX75 108.080000 PA USD 116.200000 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 290.010000 PA USD 314.120000 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 736.780000 PA USD 785.060000 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 31371E2W4 621.740000 PA USD 673.790000 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 304.900000 PA USD 328.820000 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 666.170000 PA USD 726.420000 0.0000011 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 1870.280000 PA USD 2066.590000 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 465.900000 PA USD 508.280000 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 1108.390000 PA USD 1206.140000 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 90.000000 PA USD 100.070000 0.0000001 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 6005.700000 PA USD 6730.620000 0.0000100 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 3100.460000 PA USD 3439.780000 0.0000051 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 2976.800000 PA USD 3255.470000 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 7504.560000 PA USD 8340.170000 0.0000124 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 13160.800000 PA USD 15173.000000 0.0000226 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 31371JG65 84.070000 PA USD 84.540000 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 8698.160000 PA USD 10069.620000 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 1052.760000 PA USD 1217.700000 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 492.560000 PA USD 558.210000 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 1895.190000 PA USD 2169.470000 0.0000032 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 659.030000 PA USD 755.820000 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 1993.740000 PA USD 2293.710000 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 2811.290000 PA USD 3360.990000 0.0000050 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 454.750000 PA USD 519.610000 0.0000008 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 4696.860000 PA USD 5400.600000 0.0000080 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 3451.210000 PA USD 3498.900000 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 7645.720000 PA USD 8523.820000 0.0000127 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 210.040000 PA USD 233.220000 0.0000003 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 5552.160000 PA USD 6482.700000 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 8380.040000 PA USD 9157.020000 0.0000136 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 499.080000 PA USD 507.030000 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 729.920000 PA USD 810.500000 0.0000012 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 1701.780000 PA USD 1889.670000 0.0000028 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 57251.400000 PA USD 65631.990000 0.0000978 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 2856.660000 PA USD 2966.330000 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 2110.580000 PA USD 2422.000000 0.0000036 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 137.630000 PA USD 152.830000 0.0000002 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 320.680000 PA USD 367.990000 0.0000005 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 549.810000 PA USD 630.400000 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 281.780000 PA USD 323.270000 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 8772.560000 PA USD 9425.090000 0.0000140 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 31616.250000 PA USD 36266.880000 0.0000541 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 393.820000 PA USD 451.930000 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 832.810000 PA USD 955.080000 0.0000014 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 137742.280000 PA USD 148086.010000 0.0002207 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 703.120000 PA USD 806.280000 0.0000012 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371K4G3 47105.150000 PA USD 50646.430000 0.0000755 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 31371K5Z0 16121.830000 PA USD 17334.200000 0.0000258 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 40691.190000 PA USD 42792.660000 0.0000638 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 37869.940000 PA USD 39829.990000 0.0000594 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 122226.700000 PA USD 128561.670000 0.0001916 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 31371LFC8 25020.360000 PA USD 26898.360000 0.0000401 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 31371LGF0 91152.120000 PA USD 95887.880000 0.0001429 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 32478.020000 PA USD 34149.730000 0.0000509 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 31371LJU4 19477.810000 PA USD 20945.370000 0.0000312 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371LLM9 22587.610000 PA USD 23757.630000 0.0000354 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 37588.790000 PA USD 40401.310000 0.0000602 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 14749.720000 PA USD 16266.040000 0.0000242 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 44668.460000 PA USD 47000.950000 0.0000701 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 3392.780000 PA USD 3525.670000 0.0000053 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 3199.280000 PA USD 3442.330000 0.0000051 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 6959.020000 PA USD 7316.710000 0.0000109 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 637595.750000 PA USD 681032.730000 0.0010150 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 60007.860000 PA USD 64566.630000 0.0000962 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 34204.300000 PA USD 37646.320000 0.0000561 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 256547.630000 PA USD 274021.200000 0.0004084 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 1649.500000 PA USD 1815.490000 0.0000027 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 258745.890000 PA USD 276371.390000 0.0004119 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 45820.650000 PA USD 48192.740000 0.0000718 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 34386.250000 PA USD 39428.820000 0.0000588 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 61539.150000 PA USD 70558.560000 0.0001052 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 96380.460000 PA USD 102985.280000 0.0001535 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 70822.450000 PA USD 74461.330000 0.0001110 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 168411.770000 PA USD 193086.490000 0.0002878 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 112904.980000 PA USD 118355.030000 0.0001764 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 92521.340000 PA USD 97262.480000 0.0001450 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.429 N N N N N N FNMA PASS THRU POOLS N/A 31371MF93 784750.660000 PA USD 838703.080000 0.0012500 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 44857.160000 PA USD 47946.090000 0.0000715 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 68511.880000 PA USD 78563.430000 0.0001171 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 55670.280000 PA USD 58542.780000 0.0000873 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 16557.920000 PA USD 18980.750000 0.0000283 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 58700.760000 PA USD 62727.540000 0.0000935 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 67132.750000 PA USD 70595.720000 0.0001052 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 29783.860000 PA USD 31321.960000 0.0000467 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 19413.730000 PA USD 20891.030000 0.0000311 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 10528.010000 PA USD 12073.030000 0.0000180 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 254193.940000 PA USD 268567.160000 0.0004003 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 49820.500000 PA USD 53215.050000 0.0000793 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 7699.070000 PA USD 8119.840000 0.0000121 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 22732.580000 PA USD 24279.570000 0.0000362 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 151063.600000 PA USD 166265.310000 0.0002478 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 136976.030000 PA USD 146242.210000 0.0002180 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 38310.020000 PA USD 40287.480000 0.0000600 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 4191089.110000 PA USD 4616162.740000 0.0068799 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 518670.350000 PA USD 570864.750000 0.0008508 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 615242.600000 PA USD 677718.140000 0.0010101 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 1051983.430000 PA USD 1158852.710000 0.0017272 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 23545.820000 PA USD 25938.830000 0.0000387 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 794566.580000 PA USD 875338.910000 0.0013046 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 46442.110000 PA USD 49684.570000 0.0000740 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 11164.690000 PA USD 11748.470000 0.0000175 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 1572422.430000 PA USD 1732211.950000 0.0025817 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 887433.100000 PA USD 977673.210000 0.0014571 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371M7M3 12180.610000 PA USD 13131.680000 0.0000196 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 31371NAA3 2212941.990000 PA USD 2436476.930000 0.0036313 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 229043.270000 PA USD 244576.200000 0.0003645 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 104090.400000 PA USD 112233.140000 0.0001673 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 163196.190000 PA USD 174261.590000 0.0002597 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 20062.150000 PA USD 20360.960000 0.0000303 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 77905.480000 PA USD 83170.430000 0.0001240 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 2138197.100000 PA USD 2355797.460000 0.0035111 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 77580.250000 PA USD 82826.240000 0.0001234 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 90668.240000 PA USD 96777.810000 0.0001442 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 1185084.180000 PA USD 1305760.690000 0.0019461 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 1436753.290000 PA USD 1582288.930000 0.0023582 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 12589.630000 PA USD 13872.000000 0.0000207 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NNY7 40355.260000 PA USD 44461.900000 0.0000663 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 1614.420000 PA USD 1796.730000 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 117535.200000 PA USD 131552.150000 0.0001961 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 251340.580000 PA USD 273190.400000 0.0004072 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 84333.730000 PA USD 90016.450000 0.0001342 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 774022.700000 PA USD 834683.860000 0.0012440 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 1495.750000 PA USD 1646.270000 0.0000025 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 371414.490000 PA USD 400518.140000 0.0005969 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 163521.240000 PA USD 179976.570000 0.0002682 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 79479.400000 PA USD 84910.020000 0.0001265 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 46271.100000 PA USD 50927.410000 0.0000759 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 43125.490000 PA USD 44700.690000 0.0000666 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 174999.340000 PA USD 192609.730000 0.0002871 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 98832.790000 PA USD 108907.950000 0.0001623 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 404321.190000 PA USD 445028.910000 0.0006633 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 127039.510000 PA USD 136856.510000 0.0002040 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 268174.950000 PA USD 288802.330000 0.0004304 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 198760.470000 PA USD 214084.200000 0.0003191 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 27450.840000 PA USD 30219.450000 0.0000450 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 233997.750000 PA USD 252066.160000 0.0003757 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 281342.700000 PA USD 315385.560000 0.0004701 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 100693.750000 PA USD 108457.160000 0.0001616 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 25492.500000 PA USD 27219.260000 0.0000406 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 9410.100000 PA USD 10367.530000 0.0000155 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 46220.220000 PA USD 49358.340000 0.0000736 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 40364.200000 PA USD 44575.270000 0.0000664 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 19410.390000 PA USD 21592.160000 0.0000322 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 14773.440000 PA USD 14803.330000 0.0000221 Long ABS-MBS USGSE US N 2 2023-12-01 Floating 3.825 N N N N N N FNMA PASS THRU POOLS N/A 31371UUY3 16458.090000 PA USD 16567.960000 0.0000247 Long ABS-MBS USGSE US N 2 2023-12-01 Floating 3.825 N N N N N N FNMA PASS THRU POOLS N/A 31371XVR1 37398.100000 PA USD 37752.950000 0.0000563 Long ABS-MBS USGSE US N 2 2023-12-01 Floating 3.69 N N N N N N FNMA PASS THRU POOLS N/A 31372W5M2 2203.070000 PA USD 2225.790000 0.0000033 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 3627.100000 PA USD 3696.060000 0.0000055 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 2055.440000 PA USD 2173.740000 0.0000032 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 20073.480000 PA USD 20324.840000 0.0000303 Long ABS-MBS USGSE US N 2 2024-04-01 Floating 4.212 N N N N N N FNMA PASS THRU POOLS N/A 31373KGA1 32559.570000 PA USD 32913.750000 0.0000491 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 9935.880000 PA USD 9997.390000 0.0000149 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 2294.290000 PA USD 2277.680000 0.0000034 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 1631.290000 PA USD 1751.500000 0.0000026 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 1608.150000 PA USD 1614.920000 0.0000024 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 1567.500000 PA USD 1571.780000 0.0000023 Long ABS-MBS USGSE US N 2 2022-08-01 Floating 3.778 N N N N N N FNMA PASS THRU POOLS N/A 31373TWS5 3.820000 PA USD 3.850000 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 10298.700000 PA USD 10435.260000 0.0000156 Long ABS-MBS USGSE US N 2 2024-10-01 Floating 4.11 N N N N N N FNMA PASS THRU POOLS N/A 31373TXV7 1977.890000 PA USD 2136.210000 0.0000032 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 23821.600000 PA USD 24283.980000 0.0000362 Long ABS-MBS USGSE US N 2 2025-05-01 Floating 4.19 N N N N N N FNMA PASS THRU POOLS N/A 31373UNK9 9460.110000 PA USD 9633.300000 0.0000144 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 2420.660000 PA USD 2470.960000 0.0000037 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 8328.900000 PA USD 8434.060000 0.0000126 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 6208.570000 PA USD 6164.770000 0.0000092 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 8.820000 PA USD 8.840000 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 108177.350000 PA USD 112803.770000 0.0001681 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 34.590000 PA USD 37.440000 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 1952.820000 PA USD 2141.150000 0.0000032 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 45978.450000 PA USD 47039.090000 0.0000701 Long ABS-MBS USGSE US N 2 2027-02-01 Floating 4.419 N N N N N N FNMA PASS THRU POOLS N/A 31374GEW3 10308.540000 PA USD 10701.430000 0.0000159 Long ABS-MBS USGSE US N 2 2027-04-01 Floating 4.752 N N N N N N FNMA PASS THRU POOLS N/A 31374GE37 1147.450000 PA USD 1155.390000 0.0000017 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 42.650000 PA USD 43.000000 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 82008.620000 PA USD 83047.010000 0.0001238 Long ABS-MBS USGSE US N 2 2023-03-01 Floating 4.351 N N N N N N FNMA PASS THRU POOLS N/A 31374GPE1 14859.700000 PA USD 15287.870000 0.0000228 Long ABS-MBS USGSE US N 2 2026-08-01 Floating 4.383 N N N N N N FNMA PASS THRU POOLS N/A 31374GW52 85837.160000 PA USD 88396.560000 0.0001317 Long ABS-MBS USGSE US N 2 2027-12-01 Floating 4.156 N N N N N N FNMA PASS THRU POOLS N/A 31374MAW4 9909.770000 PA USD 10019.670000 0.0000149 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 302.470000 PA USD 307.170000 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 179.000000 PA USD 203.810000 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 6675.000000 PA USD 6769.820000 0.0000101 Long ABS-MBS USGSE US N 2 2028-02-01 Floating 4.304 N N N N N N FNMA PASS THRU POOLS N/A 31374TG94 491.730000 PA USD 548.000000 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 1621.040000 PA USD 1756.190000 0.0000026 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 1008.590000 PA USD 1130.440000 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 312.870000 PA USD 350.660000 0.0000005 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 2996.100000 PA USD 3358.120000 0.0000050 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 11733.750000 PA USD 13141.030000 0.0000196 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 17911.300000 PA USD 18723.860000 0.0000279 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31375DD83 17672.760000 PA USD 18027.390000 0.0000269 Long ABS-MBS USGSE US N 2 2025-11-01 Floating 4.502 N N N N N N FNMA PASS THRU POOLS N/A 31375DJD6 12167.000000 PA USD 12194.610000 0.0000182 Long ABS-MBS USGSE US N 2 2024-07-01 Floating 4.705 N N N N N N FNMA PASS THRU POOLS N/A 31375KSE8 12770.960000 PA USD 12791.540000 0.0000191 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 124797.800000 PA USD 130364.400000 0.0001943 Long ABS-MBS USGSE US N 2 2025-11-01 Floating 4.363 N N N N N N FNMA PASS THRU POOLS N/A 31375LZX6 4719.700000 PA USD 4843.950000 0.0000072 Long ABS-MBS USGSE US N 2 2025-11-01 Floating 4.111 N N N N N N FNMA PASS THRU POOLS N/A 31375TN46 82881.640000 PA USD 84752.740000 0.0001263 Long ABS-MBS USGSE US N 2 2025-03-01 Floating 4.217 N N N N N N FNMA PASS THRU POOLS N/A 31375TN61 9048.910000 PA USD 9185.390000 0.0000137 Long ABS-MBS USGSE US N 2 2025-11-01 Floating 3.815 N N N N N N FNMA PASS THRU POOLS N/A 31375TUF3 33409.530000 PA USD 34037.550000 0.0000507 Long ABS-MBS USGSE US N 2 2025-12-01 Floating 4.038 N N N N N N FNMA PASS THRU POOLS N/A 31375WPM7 197.790000 PA USD 198.150000 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 1716.940000 PA USD 1739.070000 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 722.510000 PA USD 728.930000 0.0000011 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 5108.420000 PA USD 5164.050000 0.0000077 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 4326.200000 PA USD 4384.230000 0.0000065 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 5999.200000 PA USD 6045.700000 0.0000090 Long ABS-MBS USGSE US N 2 2026-12-01 Floating 4.225 N N N N N N FNMA PASS THRU POOLS N/A 31376JV97 1240.490000 PA USD 1341.480000 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 57752.460000 PA USD 64919.830000 0.0000968 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 195651.650000 PA USD 224442.990000 0.0003345 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 1559.570000 PA USD 1787.680000 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 3959.000000 PA USD 4541.660000 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 2665.970000 PA USD 3057.060000 0.0000046 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 11605.680000 PA USD 13305.810000 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 16533.630000 PA USD 18951.220000 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 108766.780000 PA USD 120112.360000 0.0001790 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 37665.260000 PA USD 42021.860000 0.0000626 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 236369.380000 PA USD 265832.580000 0.0003962 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 5595.080000 PA USD 5812.090000 0.0000087 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 27153.320000 PA USD 27264.470000 0.0000406 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 80741.150000 PA USD 83222.200000 0.0001240 Long ABS-MBS USGSE US N 2 2025-06-01 Floating 4.391 N N N N N N FNMA PASS THRU POOLS N/A 31376S7G8 889.520000 PA USD 891.390000 0.0000013 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 33007.500000 PA USD 33579.850000 0.0000500 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 3160.680000 PA USD 3167.880000 0.0000047 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 2096.720000 PA USD 2261.990000 0.0000034 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 298.550000 PA USD 299.330000 0.0000004 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 14863.820000 PA USD 16111.760000 0.0000240 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 32733.000000 PA USD 36361.720000 0.0000542 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 55241.310000 PA USD 59180.030000 0.0000882 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 223855.200000 PA USD 233674.100000 0.0003483 Long ABS-MBS USGSE US N 2 2027-08-01 Floating 4.455 N N N N N N FNMA PASS THRU POOLS N/A 31378KMY7 55075.580000 PA USD 57983.250000 0.0000864 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 867.940000 PA USD 928.100000 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 425.650000 PA USD 469.210000 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 721.230000 PA USD 797.390000 0.0000012 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 21535.690000 PA USD 21758.310000 0.0000324 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 533.620000 PA USD 592.540000 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 17841.830000 PA USD 17912.270000 0.0000267 Long ABS-MBS USGSE US N 2 2027-10-01 Floating 3.655 N N N N N N FNMA PASS THRU POOLS N/A 31379UN64 146947.230000 PA USD 153156.530000 0.0002283 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 4462.460000 PA USD 4916.170000 0.0000073 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 1130.180000 PA USD 1245.170000 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 784.110000 PA USD 863.490000 0.0000013 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 4198.390000 PA USD 4212.870000 0.0000063 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 395070.860000 PA USD 439464.040000 0.0006550 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 35261.530000 PA USD 35726.710000 0.0000532 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 88.720000 PA USD 97.780000 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 5582.390000 PA USD 6145.410000 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 19759.860000 PA USD 21748.320000 0.0000324 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 128836248.080000 0.1920173 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 10996729.170000 PA USD 11185287.230000 0.0166705 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 39987887.050000 PA USD 40864032.850000 0.0609037 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 14271817.520000 PA USD 14534281.100000 0.0216619 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 2485483.790000 PA USD 2542383.080000 0.0037892 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 934589.700000 PA USD 953510.370000 0.0014211 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 4784615.660000 PA USD 4884174.800000 0.0072794 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 31381UL62 4012707.760000 PA USD 4091870.980000 0.0060985 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 90112.260000 PA USD 89953.700000 0.0001341 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 2510450.660000 0.0037416 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 3713760.890000 PA USD 3784270.910000 0.0056401 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 7900725.540000 PA USD 8058236.700000 0.0120100 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 3870660.130000 PA USD 3946881.980000 0.0058824 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 1014.300000 PA USD 1119.870000 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 3414.600000 PA USD 3889.910000 0.0000058 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 10409.480000 PA USD 10554.550000 0.0000157 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 7967.360000 PA USD 8880.110000 0.0000132 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 418.920000 PA USD 465.380000 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 4830.430000 PA USD 5439.410000 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 2299.930000 PA USD 2330.810000 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 41892.760000 PA USD 43791.300000 0.0000653 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 1434.480000 PA USD 1598.380000 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 156788.890000 PA USD 175706.660000 0.0002619 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 139533.000000 PA USD 156131.720000 0.0002327 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 30126.320000 PA USD 34288.950000 0.0000511 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 178511.900000 PA USD 201980.800000 0.0003010 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 24649.220000 PA USD 29710.620000 0.0000443 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 4070.320000 PA USD 4107.250000 0.0000061 Long ABS-MBS USGSE US N 2 2030-05-01 Floating 4.907 N N N N N N FNMA PASS THRU POOLS N/A 31384VYH9 34170.490000 PA USD 34458.200000 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 2568.050000 PA USD 2653.410000 0.0000040 Long ABS-MBS USGSE US N 2 2030-05-01 Floating 4.641 N N N N N N FNMA PASS THRU POOLS N/A 31384VZE5 753.990000 PA USD 798.550000 0.0000012 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 5153.460000 PA USD 5908.950000 0.0000088 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 86207.550000 PA USD 101796.580000 0.0001517 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 1664.980000 PA USD 1881.720000 0.0000028 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 5143.000000 PA USD 5778.040000 0.0000086 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 29439.430000 PA USD 30254.860000 0.0000451 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 365.140000 PA USD 406.600000 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 151.550000 PA USD 154.340000 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 5.230000 PA USD 5.230000 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 6641.010000 PA USD 7443.520000 0.0000111 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 36364.910000 PA USD 36754.740000 0.0000548 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 7876.140000 PA USD 7913.380000 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 381.720000 PA USD 390.820000 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 42169.010000 PA USD 44792.690000 0.0000668 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 5.085 N N N N N N FNMA PASS THRU POOLS N/A 31385HJE3 73834.030000 PA USD 76530.050000 0.0001141 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 4.161 N N N N N N FNMA PASS THRU POOLS N/A 31385HUQ3 1263.100000 PA USD 1406.190000 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 9410.700000 PA USD 9372.950000 0.0000140 Long ABS-MBS USGSE US N 2 2024-11-01 Floating 2.4 N N N N N N FNMA PASS THRU POOLS N/A 31385H2P6 2564.530000 PA USD 2776.960000 0.0000041 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 5309.780000 PA USD 6040.430000 0.0000090 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 742.110000 PA USD 797.700000 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 1654.960000 PA USD 1679.290000 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 587.430000 PA USD 588.760000 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 818.470000 PA USD 876.150000 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 13662.340000 PA USD 15313.970000 0.0000228 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 8562.270000 PA USD 8972.320000 0.0000134 Long ABS-MBS USGSE US N 2 2032-11-01 Floating 3.65 N N N N N N FNMA PASS THRU POOLS N/A 31385W2N8 4110.550000 PA USD 4714.090000 0.0000070 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 133185.230000 PA USD 152820.010000 0.0002278 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 6595.220000 PA USD 7565.830000 0.0000113 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 15124.930000 PA USD 15952.940000 0.0000238 Long ABS-MBS USGSE US N 2 2033-04-01 Floating 4.463 N N N N N N FNMA PASS THRU POOLS N/A 31385XFK8 26796.060000 PA USD 30744.940000 0.0000458 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 1347.780000 PA USD 1485.560000 0.0000022 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 13217.420000 PA USD 14568.560000 0.0000217 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 5478.960000 PA USD 5547.950000 0.0000083 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 42380.100000 PA USD 47974.710000 0.0000715 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 309948.790000 PA USD 309136.540000 0.0004607 Long ABS-MBS USGSE US N 2 2040-09-01 Floating 3.64 N N N N N N FNMA PASS THRU POOLS N/A 31386C3L4 530931.160000 PA USD 526535.410000 0.0007847 Long ABS-MBS USGSE US N 2 2040-09-01 Floating 3.64 N N N N N N FNMA PASS THRU POOLS N/A 31386C3M2 95491.660000 PA USD 94884.890000 0.0001414 Long ABS-MBS USGSE US N 2 2040-10-01 Floating 3.64 N N N N N N FNMA PASS THRU POOLS N/A 31386C3N0 77825.750000 PA USD 76191.650000 0.0001136 Long ABS-MBS USGSE US N 2 2040-10-01 Floating 3.64 N N N N N N FNMA PASS THRU POOLS N/A 31386C3P5 338988.240000 PA USD 337900.730000 0.0005036 Long ABS-MBS USGSE US N 2 2030-10-01 Floating 3.64 N N N N N N FNMA PASS THRU POOLS N/A 31386C3V2 121926.270000 PA USD 121212.190000 0.0001807 Long ABS-MBS USGSE US N 2 2040-10-01 Floating 3.64 N N N N N N FNMA PASS THRU POOLS N/A 31386FBM6 1354.590000 PA USD 1371.040000 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 71731.760000 PA USD 75052.860000 0.0001119 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 156183.200000 PA USD 181456.830000 0.0002704 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 32759.240000 PA USD 37553.120000 0.0000560 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 772521.500000 PA USD 933358.580000 0.0013911 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 40223.310000 PA USD 46608.770000 0.0000695 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 4985.450000 PA USD 5233.320000 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 6584.850000 PA USD 6833.610000 0.0000102 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 40153.570000 PA USD 40748.400000 0.0000607 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 21283.620000 PA USD 21622.590000 0.0000322 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 5740.950000 PA USD 5818.150000 0.0000087 Long ABS-MBS USGSE US N 2 2030-12-01 Floating 4.381 N N N N N N FNMA PASS THRU POOLS N/A 31387UTH4 57765.340000 PA USD 68425.900000 0.0001020 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 11037.910000 PA USD 12033.450000 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 11878.650000 PA USD 12174.760000 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 12238.030000 PA USD 12941.000000 0.0000193 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 941.300000 PA USD 1010.640000 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 4125.860000 PA USD 4227.700000 0.0000063 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 10732.310000 PA USD 10752.130000 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 25947.290000 PA USD 28625.270000 0.0000427 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 16819.080000 PA USD 17093.380000 0.0000255 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 440.160000 PA USD 453.610000 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 44911.700000 PA USD 45008.440000 0.0000671 Long ABS-MBS USGSE US N 2 2031-11-01 Floating 3.52 N N N N N N FNMA PASS THRU POOLS N/A 31388UMS6 25506.800000 PA USD 27106.390000 0.0000404 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 616.490000 PA USD 684.920000 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 1911.050000 PA USD 2118.800000 0.0000032 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 60107.990000 PA USD 66520.910000 0.0000991 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 74607.940000 PA USD 80532.590000 0.0001200 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 1391.440000 PA USD 1532.620000 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 15311.760000 PA USD 16892.470000 0.0000252 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 5098.390000 PA USD 5158.480000 0.0000077 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 8591.270000 PA USD 9541.090000 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 1315.300000 PA USD 1451.650000 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 947.320000 PA USD 1045.160000 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 1851.100000 PA USD 2040.280000 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 9559.800000 PA USD 9723.190000 0.0000145 Long ABS-MBS USGSE US N 2 2027-04-01 Floating 3.428 N N N N N N FNMA PASS THRU POOLS N/A 31390NQU9 4245.760000 PA USD 4716.800000 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 4164.460000 PA USD 4511.960000 0.0000067 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 1368195.320000 PA USD 1379072.490000 0.0020554 Long ABS-MBS USGSE US N 2 2042-07-01 Floating 3.44 N N N N N N FNMA PASS THRU POOLS N/A 31390TSG5 2245.320000 PA USD 2298.160000 0.0000034 Long ABS-MBS USGSE US N 2 2032-08-01 Floating 4.56 N N N N N N FNMA PASS THRU POOLS N/A 31390UG83 1128.260000 PA USD 1253.420000 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 17624.580000 PA USD 19436.980000 0.0000290 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 17573.620000 PA USD 19575.070000 0.0000292 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 9058.500000 PA USD 9977.730000 0.0000149 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 372.820000 PA USD 379.760000 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 27623.930000 PA USD 29500.620000 0.0000440 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 30255.600000 PA USD 32512.080000 0.0000485 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 121.000000 PA USD 133.350000 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 17393.990000 PA USD 19182.680000 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 232.280000 PA USD 231.740000 0.0000003 Long ABS-MBS USGSE US N 2 2033-02-01 Floating 5.264 N N N N N N FNMA PASS THRU POOLS N/A 31391TX45 11480.470000 PA USD 12648.040000 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 7497.730000 PA USD 8579.480000 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 10845.060000 PA USD 12394.530000 0.0000185 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 4205676.270000 PA USD 4240989.530000 0.0063208 Long ABS-MBS USGSE US N 2 2041-09-01 Floating 3.49 N N N N N N FNMA PASS THRU POOLS N/A 31400C4K7 209111.890000 PA USD 230529.450000 0.0003436 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 147.190000 PA USD 162.440000 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 1229.130000 PA USD 1354.470000 0.0000020 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 10020.510000 PA USD 10834.350000 0.0000161 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 2557.480000 PA USD 2932.900000 0.0000044 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 1335.020000 PA USD 1474.520000 0.0000022 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 21702.130000 PA USD 24110.360000 0.0000359 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 876.100000 PA USD 980.280000 0.0000015 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 9770.800000 PA USD 10852.270000 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 95836.060000 PA USD 105579.920000 0.0001574 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 14326.960000 PA USD 15853.610000 0.0000236 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 291984.360000 PA USD 323800.350000 0.0004826 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 28464.140000 PA USD 29396.950000 0.0000438 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 522009.910000 PA USD 576222.830000 0.0008588 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 5691.080000 PA USD 6270.850000 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 99493.670000 PA USD 103895.250000 0.0001548 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 26718.430000 PA USD 30646.970000 0.0000457 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 24265.140000 PA USD 26769.710000 0.0000399 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 41508.710000 PA USD 44390.180000 0.0000662 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 26774.260000 PA USD 27902.560000 0.0000416 Long ABS-MBS USGSE US N 2 2033-05-01 Floating 4.547 N N N N N N FNMA PASS THRU POOLS N/A 31401JQ35 39743.620000 PA USD 42724.780000 0.0000637 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 35373.440000 PA USD 39059.740000 0.0000582 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 9808.770000 PA USD 10541.290000 0.0000157 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 12148.400000 PA USD 12656.290000 0.0000189 Long ABS-MBS USGSE US N 2 2033-06-01 Floating 4.856 N N N N N N FNMA PASS THRU POOLS N/A 31402AQK5 2961.130000 PA USD 3386.260000 0.0000050 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 3182.170000 PA USD 3332.090000 0.0000050 Long ABS-MBS USGSE US N 2 2033-08-01 Floating 4.517 N N N N N N FNMA PASS THRU POOLS N/A 31402CQJ4 118617.240000 PA USD 136135.010000 0.0002029 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 1713.460000 PA USD 1799.000000 0.0000027 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 4.465 N N N N N N FNMA PASS THRU POOLS N/A 31402DF70 8710.700000 PA USD 9993.570000 0.0000149 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 7683.100000 PA USD 8814.450000 0.0000131 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 2607234.720000 PA USD 2713065.270000 0.0040435 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 894920.550000 PA USD 936020.210000 0.0013950 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 3.85 N N N N N N FNMA PASS THRU POOLS N/A 31402ER91 6678.760000 PA USD 6943.890000 0.0000103 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 25802.050000 PA USD 28616.720000 0.0000427 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31402GW58 253703.820000 PA USD 281489.510000 0.0004195 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 12887.690000 PA USD 14214.060000 0.0000212 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 111187.460000 PA USD 121388.000000 0.0001809 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 28901.860000 PA USD 32089.090000 0.0000478 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 1194.530000 PA USD 1317.430000 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 2753940.160000 PA USD 2776760.990000 0.0041385 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 3.44 N N N N N N FNMA PASS THRU POOLS N/A 31402QTR2 764.110000 PA USD 876.680000 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 19484.120000 PA USD 22358.340000 0.0000333 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 33826.080000 PA USD 39130.060000 0.0000583 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 16449.120000 PA USD 18514.020000 0.0000276 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 61628.400000 PA USD 69706.630000 0.0001039 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 696569.780000 PA USD 711235.840000 0.0010600 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 4.057 N N N N N N FNMA PASS THRU POOLS N/A 31402Q5A5 5501.620000 PA USD 5756.580000 0.0000086 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 4.219 N N N N N N FNMA PASS THRU POOLS N/A 31402Q5H0 555468.300000 PA USD 577801.140000 0.0008612 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 10699.770000 PA USD 11022.530000 0.0000164 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 3.58 N N N N N N FNMA PASS THRU POOLS N/A 31402RB24 11415.860000 PA USD 11920.400000 0.0000178 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 4.675 N N N N N N FNMA PASS THRU POOLS N/A 31402RDE6 24148.570000 PA USD 27693.300000 0.0000413 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 693.660000 PA USD 795.670000 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 23648.250000 PA USD 27126.930000 0.0000404 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 142603.230000 PA USD 157231.780000 0.0002343 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 29685.180000 PA USD 34066.450000 0.0000508 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 23125.030000 PA USD 23313.040000 0.0000347 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 3.44 N N N N N N FNMA PASS THRU POOLS N/A 31402RH77 30192.900000 PA USD 30455.840000 0.0000454 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 3.44 N N N N N N FNMA PASS THRU POOLS N/A 31402RK73 1641.720000 PA USD 1883.100000 0.0000028 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 137381.060000 PA USD 157567.330000 0.0002348 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 120623.120000 PA USD 138454.580000 0.0002064 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 199243.080000 PA USD 231056.260000 0.0003444 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 1212044.320000 PA USD 1270407.420000 0.0018934 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 4.38 N N N N N N FNMA PASS THRU POOLS N/A 31402RTS8 28485.040000 PA USD 29406.430000 0.0000438 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 240516.520000 PA USD 252674.910000 0.0003766 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 3.545 N N N N N N FNMA PASS THRU POOLS N/A 31402RW62 3734.330000 PA USD 3837.680000 0.0000057 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 9119.150000 PA USD 10049.030000 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 4080.320000 PA USD 4391.290000 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 7629.950000 PA USD 8156.410000 0.0000122 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 25521.310000 PA USD 26880.780000 0.0000401 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 404592.660000 PA USD 463977.430000 0.0006915 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 182373.340000 PA USD 198414.580000 0.0002957 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 108120.990000 PA USD 123932.290000 0.0001847 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403C2F7 1351458.750000 PA USD 1363450.430000 0.0020321 Long ABS-MBS USGSE US N 2 2044-12-01 Floating 3.442 N N N N N N FNMA PASS THRU POOLS N/A 31403C2Y6 44199.410000 PA USD 44642.700000 0.0000665 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 55914.210000 PA USD 64165.840000 0.0000956 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 152475.580000 PA USD 175013.870000 0.0002608 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 18525.470000 PA USD 21242.040000 0.0000317 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 6153.130000 PA USD 7058.400000 0.0000105 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 3302.410000 PA USD 3717.410000 0.0000055 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 77414.140000 PA USD 88859.380000 0.0001324 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 83.610000 PA USD 86.490000 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 1551.430000 PA USD 1780.810000 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 206294.100000 PA USD 236686.450000 0.0003528 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 502888.010000 PA USD 577248.790000 0.0008603 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 36053.010000 PA USD 37745.890000 0.0000563 Long ABS-MBS USGSE US N 2 2034-04-01 Floating 4.531 N N N N N N FNMA PASS THRU POOLS N/A 31403DV63 3516.790000 PA USD 4035.320000 0.0000060 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 17007.340000 PA USD 18753.830000 0.0000280 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 80246.710000 PA USD 83365.980000 0.0001242 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 4064.430000 PA USD 4374.160000 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 16427.990000 PA USD 18471.360000 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 9722.130000 PA USD 10842.160000 0.0000162 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 4128.100000 PA USD 4718.490000 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 259413.800000 PA USD 270531.260000 0.0004032 Long ABS-MBS USGSE US N 2 2033-12-01 Floating 3.819 N N N N N N FNMA PASS THRU POOLS N/A 31403N3L9 165612.850000 PA USD 174054.360000 0.0002594 Long ABS-MBS USGSE US N 2 2033-12-01 Floating 3.592 N N N N N N FNMA PASS THRU POOLS N/A 31403N4B0 5036.940000 PA USD 5662.900000 0.0000084 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 17929.950000 PA USD 20123.870000 0.0000300 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 100440.650000 PA USD 112968.200000 0.0001684 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 1044.830000 PA USD 1143.320000 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 57528.610000 PA USD 64979.450000 0.0000968 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 2169.320000 PA USD 2488.190000 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 53821.880000 PA USD 61382.900000 0.0000915 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 20692.950000 PA USD 22114.870000 0.0000330 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 140384.700000 PA USD 147166.930000 0.0002193 Long ABS-MBS USGSE US N 2 2033-12-01 Floating 3.739 N N N N N N FNMA PASS THRU POOLS N/A 31403YLE1 12848.360000 PA USD 13844.420000 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 1233.770000 PA USD 1327.320000 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 18576.560000 PA USD 20192.990000 0.0000301 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 47862.030000 PA USD 53146.080000 0.0000792 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 21852.200000 PA USD 24299.950000 0.0000362 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 6556.960000 PA USD 7058.700000 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 41459.680000 PA USD 44635.140000 0.0000665 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 29097.300000 PA USD 32058.720000 0.0000478 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 15987.200000 PA USD 17652.770000 0.0000263 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 3218.340000 PA USD 3549.220000 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 8933.850000 PA USD 10043.090000 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 3714.730000 PA USD 4091.670000 0.0000061 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 1756.680000 PA USD 1828.310000 0.0000027 Long ABS-MBS USGSE US N 2 2034-04-01 Floating 4.743 N N N N N N FNMA PASS THRU POOLS N/A 31404KSG8 70316.950000 PA USD 77196.700000 0.0001151 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 4091.300000 PA USD 4527.520000 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 47787.020000 PA USD 53752.210000 0.0000801 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 9459.320000 PA USD 10529.810000 0.0000157 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 13732.510000 PA USD 15717.300000 0.0000234 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 56259.390000 PA USD 59282.170000 0.0000884 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 279669.350000 PA USD 282098.970000 0.0004204 Long ABS-MBS USGSE US N 2 2044-03-01 Floating 3.44 N N N N N N FNMA PASS THRU POOLS N/A 31404RUK1 2964.510000 PA USD 3068.890000 0.0000046 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 1098043.930000 PA USD 1136658.860000 0.0016941 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 3.823 N N N N N N FNMA PASS THRU POOLS N/A 31404TBE2 3194.610000 PA USD 3493.880000 0.0000052 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 1406.160000 PA USD 1473.710000 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 3845.090000 PA USD 4136.740000 0.0000062 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 626.040000 PA USD 690.400000 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 276513.500000 PA USD 290564.280000 0.0004331 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 25886.610000 PA USD 28588.060000 0.0000426 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 28053.680000 PA USD 30921.800000 0.0000461 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 2940.100000 PA USD 3240.310000 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 1192766.200000 PA USD 1261777.390000 0.0018806 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 110605.020000 PA USD 116726.230000 0.0001740 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 4.27 N N N N N N FNMA PASS THRU POOLS N/A 31405DNT0 4194.190000 PA USD 4383.440000 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 114436.260000 PA USD 130841.540000 0.0001950 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 23506.180000 PA USD 25892.160000 0.0000386 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 13703.000000 PA USD 15097.500000 0.0000225 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 35184.890000 PA USD 36021.550000 0.0000537 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 99139.230000 PA USD 111458.340000 0.0001661 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 392957.510000 PA USD 408851.490000 0.0006094 Long ABS-MBS USGSE US N 2 2034-10-01 Floating 3.17 N N N N N N FNMA PASS THRU POOLS N/A 31405PRS1 303804.200000 PA USD 306448.270000 0.0004567 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 3.44 N N N N N N FNMA PASS THRU POOLS N/A 31405QRC4 14964.110000 PA USD 16120.640000 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 28928.860000 PA USD 31830.060000 0.0000474 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 17018.070000 PA USD 19510.790000 0.0000291 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 14638.870000 PA USD 15269.400000 0.0000228 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 3.653 N N N N N N FNMA PASS THRU POOLS N/A 31405SBM5 1954.700000 PA USD 2198.440000 0.0000033 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 1363.010000 PA USD 1554.250000 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 11788.660000 PA USD 13085.870000 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 719.870000 PA USD 792.690000 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 267005.090000 PA USD 276179.360000 0.0004116 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 3.424 N N N N N N FNMA PASS THRU POOLS N/A 31405U2C2 49657.150000 PA USD 51380.500000 0.0000766 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 3.482 N N N N N N FNMA PASS THRU POOLS N/A 31405U5T2 5720.270000 PA USD 5908.060000 0.0000088 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 3.737 N N N N N N FNMA PASS THRU POOLS N/A 31405U6G9 24102.390000 PA USD 24975.510000 0.0000372 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 3.516 N N N N N N FNMA PASS THRU POOLS N/A 31405XAR4 9175.450000 PA USD 10103.830000 0.0000151 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 45373.780000 PA USD 50165.670000 0.0000748 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 226719.540000 PA USD 238147.730000 0.0003549 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 3.736 N N N N N N FNMA PASS THRU POOLS N/A 31405XWH2 411112.270000 PA USD 427149.760000 0.0006366 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 156168.900000 PA USD 162042.800000 0.0002415 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 2151166.150000 PA USD 2169728.050000 0.0032338 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 3.44 N N N N N N FNMA PASS THRU POOLS N/A 31405YX22 409811.050000 PA USD 431846.920000 0.0006436 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 17032.130000 PA USD 18326.980000 0.0000273 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 9780.340000 PA USD 10772.240000 0.0000161 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 227507.070000 PA USD 240294.100000 0.0003581 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 3.567 N N N N N N FNMA PASS THRU POOLS N/A 31406AZ62 915883.780000 PA USD 944967.730000 0.0014084 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.368 N N N N N N FNMA PASS THRU POOLS N/A 31406A5A6 4996.230000 PA USD 5526.170000 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 1069504.130000 PA USD 1107675.930000 0.0016509 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.447 N N N N N N FNMA PASS THRU POOLS N/A 31406BB74 2997025.900000 PA USD 3096402.300000 0.0046149 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.366 N N N N N N FNMA PASS THRU POOLS N/A 31406BEX4 26850.150000 PA USD 27789.250000 0.0000414 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.464 N N N N N N FNMA PASS THRU POOLS N/A 31406BJJ0 2200.380000 PA USD 2281.360000 0.0000034 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 3.545 N N N N N N FNMA PASS THRU POOLS N/A 31406B4P2 45419.520000 PA USD 50072.140000 0.0000746 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 88560.440000 PA USD 97728.850000 0.0001457 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 3432133.610000 PA USD 3461691.560000 0.0051593 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 3.44 N N N N N N FNMA PASS THRU POOLS N/A 31406DBJ4 260117.220000 PA USD 273642.740000 0.0004078 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 4.013 N N N N N N FNMA PASS THRU POOLS N/A 31406D7D2 3460.730000 PA USD 3871.280000 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 2765.900000 PA USD 3022.780000 0.0000045 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 255930.690000 PA USD 283370.590000 0.0004223 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 28122.380000 PA USD 28893.990000 0.0000431 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 4.328 N N N N N N FNMA PASS THRU POOLS N/A 31406GKD0 71957.240000 PA USD 79329.670000 0.0001182 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 335486.280000 PA USD 350551.040000 0.0005225 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 284023.290000 PA USD 295443.150000 0.0004403 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 4.583 N N N N N N FNMA PASS THRU POOLS N/A 31406GYN3 41134.370000 PA USD 45324.720000 0.0000676 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 2357.020000 PA USD 2606.950000 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 4.810000 PA USD 4.800000 0.0000000 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 17912.440000 PA USD 18159.440000 0.0000271 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 463522.950000 PA USD 519813.040000 0.0007747 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 6266.910000 PA USD 6506.030000 0.0000097 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 3877.840000 PA USD 4281.010000 0.0000064 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 695502.030000 PA USD 737358.660000 0.0010990 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 2025.950000 PA USD 2037.990000 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 582976.220000 PA USD 612497.750000 0.0009129 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.069 N N N N N N FNMA PASS THRU POOLS N/A 31406L3G1 247655.860000 PA USD 262123.640000 0.0003907 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 4.046 N N N N N N FNMA PASS THRU POOLS N/A 31406L4N5 248198.860000 PA USD 260723.920000 0.0003886 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 233308.690000 PA USD 243246.830000 0.0003625 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 2362.180000 PA USD 2524.490000 0.0000038 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 23445.040000 PA USD 25899.460000 0.0000386 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 27283.890000 PA USD 28302.320000 0.0000422 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 5286.310000 PA USD 5827.510000 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 12500.620000 PA USD 14137.260000 0.0000211 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 2191.030000 PA USD 2423.110000 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 3047.260000 PA USD 3356.830000 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 131543.710000 PA USD 147819.810000 0.0002203 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 179334.430000 PA USD 186147.430000 0.0002774 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 3.29 N N N N N N FNMA PASS THRU POOLS N/A 31406QGB7 246284.190000 PA USD 254597.150000 0.0003795 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 3.944 N N N N N N FNMA PASS THRU POOLS N/A 31406QLT2 122281.620000 PA USD 137853.500000 0.0002055 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 105780.960000 PA USD 111143.830000 0.0001656 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 399699.630000 PA USD 421444.470000 0.0006281 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 98400.190000 PA USD 101667.750000 0.0001515 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 3.654 N N N N N N FNMA PASS THRU POOLS N/A 31406RQU2 17196.940000 PA USD 19006.560000 0.0000283 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 13018.400000 PA USD 14422.080000 0.0000215 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 20424.420000 PA USD 22501.590000 0.0000335 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406RZ40 25887.130000 PA USD 28529.450000 0.0000425 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 18158.410000 PA USD 19543.310000 0.0000291 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 42897.760000 PA USD 48567.520000 0.0000724 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 22423.950000 PA USD 24865.620000 0.0000371 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 30334.810000 PA USD 33555.850000 0.0000500 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 436950.570000 PA USD 461417.030000 0.0006877 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 143295.220000 PA USD 152957.330000 0.0002280 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 4752.920000 PA USD 5254.840000 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 87028.490000 PA USD 95987.480000 0.0001431 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 30750.790000 PA USD 33938.670000 0.0000506 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 20023.190000 PA USD 20818.990000 0.0000310 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 9081.180000 PA USD 10126.000000 0.0000151 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 19003.230000 PA USD 20940.830000 0.0000312 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 19603.750000 PA USD 21606.640000 0.0000322 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 1179.830000 PA USD 1305.670000 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 111720.640000 PA USD 124599.730000 0.0001857 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406WXC3 3181.860000 PA USD 3512.960000 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 2627.950000 PA USD 2912.270000 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 12662.590000 PA USD 13961.320000 0.0000208 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 912693.830000 PA USD 955777.040000 0.0014245 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 4.347 N N N N N N FNMA PASS THRU POOLS N/A 31406X6M9 3174.450000 PA USD 3506.620000 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 76344.450000 PA USD 79797.410000 0.0001189 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 3.785 N N N N N N FNMA PASS THRU POOLS N/A 31406YYV6 4312.930000 PA USD 4778.420000 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 50217.980000 PA USD 55334.820000 0.0000825 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 855844.960000 PA USD 898739.510000 0.0013395 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 4.62 N N N N N N FNMA PASS THRU POOLS N/A 31407AMX6 39181.130000 PA USD 43633.910000 0.0000650 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 6117.140000 PA USD 6505.460000 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 4781.180000 PA USD 4995.290000 0.0000074 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 4.105 N N N N N N FNMA PASS THRU POOLS N/A 31407BYL7 31328.300000 PA USD 33004.650000 0.0000492 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 4.736 N N N N N N FNMA PASS THRU POOLS N/A 31407BYZ6 127324.910000 PA USD 131127.290000 0.0001954 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 12652.340000 PA USD 13957.350000 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 36861.990000 PA USD 42031.460000 0.0000626 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 1132.920000 PA USD 1251.530000 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 241083.190000 PA USD 250603.800000 0.0003735 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 4.406 N N N N N N FNMA PASS THRU POOLS N/A 31407DTZ8 151419.650000 PA USD 157740.520000 0.0002351 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 469.210000 PA USD 517.520000 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 7814.570000 PA USD 8962.340000 0.0000134 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 6654.670000 PA USD 7343.970000 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 4208.890000 PA USD 4392.500000 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 45536.870000 PA USD 47400.840000 0.0000706 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 138444.350000 PA USD 145041.530000 0.0002162 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.19 N N N N N N FNMA PASS THRU POOLS N/A 31407FEL0 20013.560000 PA USD 22498.740000 0.0000335 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 57637.700000 PA USD 64795.820000 0.0000966 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 51915.810000 PA USD 57928.890000 0.0000863 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 17001.510000 PA USD 17893.270000 0.0000267 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 4.596 N N N N N N FNMA PASS THRU POOLS N/A 31407F6D7 280259.860000 PA USD 291422.730000 0.0004343 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 29169.360000 PA USD 29700.020000 0.0000443 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 7574.380000 PA USD 8085.440000 0.0000121 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 5.187 N N N N N N FNMA PASS THRU POOLS N/A 31407GFY9 37351.270000 PA USD 41219.800000 0.0000614 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 60774.170000 PA USD 69484.430000 0.0001036 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 56529.460000 PA USD 57708.050000 0.0000860 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 6698.730000 PA USD 7415.670000 0.0000111 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 1292.680000 PA USD 1444.100000 0.0000022 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 25740.540000 PA USD 29514.040000 0.0000440 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 163411.990000 PA USD 183733.620000 0.0002738 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 68930.900000 PA USD 79033.500000 0.0001178 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 1325725.390000 PA USD 1520555.860000 0.0022662 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 4419.720000 PA USD 5067.540000 0.0000076 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 25284.910000 PA USD 28427.130000 0.0000424 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 1338.830000 PA USD 1534.980000 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 71212.320000 PA USD 81644.430000 0.0001217 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 1008.290000 PA USD 1112.200000 0.0000017 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 957211.110000 PA USD 1076558.740000 0.0016045 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 19929.230000 PA USD 21940.580000 0.0000327 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 332856.490000 PA USD 366352.230000 0.0005460 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 77793.180000 PA USD 86382.730000 0.0001287 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 281121.410000 PA USD 309410.990000 0.0004611 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 353242.180000 PA USD 407397.950000 0.0006072 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 61534.570000 PA USD 70518.640000 0.0001051 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 19944.490000 PA USD 21951.530000 0.0000327 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 713323.400000 PA USD 817692.770000 0.0012187 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 636626.700000 PA USD 725565.760000 0.0010814 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 88248.440000 PA USD 97730.920000 0.0001457 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 27498.800000 PA USD 31416.930000 0.0000468 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 69361.030000 PA USD 71838.650000 0.0001071 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 8927.420000 PA USD 9903.460000 0.0000148 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 4562.320000 PA USD 5046.160000 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 50745.740000 PA USD 55946.990000 0.0000834 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 788366.920000 PA USD 807692.830000 0.0012038 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.691 N N N N N N FNMA PASS THRU POOLS N/A 31407KSH3 2067.520000 PA USD 2278.030000 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 5999.800000 PA USD 6615.290000 0.0000099 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 60478.630000 PA USD 63606.860000 0.0000948 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 7126.260000 PA USD 8169.510000 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 26202.250000 PA USD 26298.020000 0.0000392 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 44619.240000 PA USD 48114.850000 0.0000717 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 78177.270000 PA USD 82608.390000 0.0001231 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 4.921 N N N N N N FNMA PASS THRU POOLS N/A 31407NBS1 37911.030000 PA USD 39595.820000 0.0000590 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 212959.410000 PA USD 213445.290000 0.0003181 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 7974.460000 PA USD 8781.290000 0.0000131 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 4000.530000 PA USD 4593.570000 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 37668.120000 PA USD 41465.650000 0.0000618 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 2597.130000 PA USD 2685.170000 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 5030.130000 PA USD 5170.310000 0.0000077 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 153235.700000 PA USD 157334.180000 0.0002345 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 32639.340000 PA USD 32805.680000 0.0000489 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 10994.550000 PA USD 11062.160000 0.0000165 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 3.545 N N N N N N FNMA PASS THRU POOLS N/A 31407P3Z9 680338.490000 PA USD 716085.670000 0.0010673 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 174890.020000 PA USD 183968.010000 0.0002742 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 46443.620000 PA USD 51319.650000 0.0000765 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 849879.560000 PA USD 886687.140000 0.0013215 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 8327.390000 PA USD 9180.130000 0.0000137 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 35838.140000 PA USD 39371.640000 0.0000587 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 30728.430000 PA USD 31710.610000 0.0000473 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 43867.630000 PA USD 44475.860000 0.0000663 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 138290.080000 PA USD 158578.100000 0.0002363 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 49945.350000 PA USD 55357.780000 0.0000825 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 20771.070000 PA USD 22986.930000 0.0000343 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 240835.190000 PA USD 252542.760000 0.0003764 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.037 N N N N N N FNMA PASS THRU POOLS N/A 31407SNY4 134584.670000 PA USD 139419.770000 0.0002078 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 16265.260000 PA USD 17919.720000 0.0000267 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 74520.790000 PA USD 82428.140000 0.0001229 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 2019.510000 PA USD 2234.480000 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 666527.520000 PA USD 680059.770000 0.0010136 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 31407UFY8 13746.750000 PA USD 15163.070000 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 8374.760000 PA USD 9232.740000 0.0000138 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 43977.250000 PA USD 45518.980000 0.0000678 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 329212.210000 PA USD 346549.920000 0.0005165 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 3.698 N N N N N N FNMA PASS THRU POOLS N/A 31407ULQ8 1586770.070000 PA USD 1670379.130000 0.0024895 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 3.861 N N N N N N FNMA PASS THRU POOLS N/A 31407UMR5 565233.110000 PA USD 600436.500000 0.0008949 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 4.358 N N N N N N FNMA PASS THRU POOLS N/A 31407UPD3 18978.650000 PA USD 19700.010000 0.0000294 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 10002.770000 PA USD 10423.440000 0.0000155 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 344176.400000 PA USD 357823.530000 0.0005333 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 203860.020000 PA USD 208446.650000 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 62522.300000 PA USD 71392.240000 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 276225.060000 PA USD 316630.130000 0.0004719 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 30469.960000 PA USD 33576.550000 0.0000500 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 70442.230000 PA USD 80666.540000 0.0001202 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 13743.000000 PA USD 15141.040000 0.0000226 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 46902.750000 PA USD 48107.950000 0.0000717 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 3.38 N N N N N N FNMA PASS THRU POOLS N/A 31407XU74 170144.750000 PA USD 188786.500000 0.0002814 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 114849.350000 PA USD 126639.110000 0.0001887 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 36449.220000 PA USD 40149.410000 0.0000598 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 116938.110000 PA USD 128834.630000 0.0001920 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 26678.340000 PA USD 29408.240000 0.0000438 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 356645.070000 PA USD 395731.300000 0.0005898 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 30735.530000 PA USD 34141.060000 0.0000509 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 120280.440000 PA USD 132548.630000 0.0001976 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 653224.760000 PA USD 672762.840000 0.0010027 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4 N N N N N N FNMA PASS THRU POOLS N/A 31407YH51 3277.510000 PA USD 3652.400000 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 16264.700000 PA USD 17959.380000 0.0000268 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 79211.690000 PA USD 88373.230000 0.0001317 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 24386.490000 PA USD 25326.540000 0.0000377 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 3.594 N N N N N N FNMA PASS THRU POOLS N/A 31407YZR3 107568.150000 PA USD 113351.950000 0.0001689 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 3.798 N N N N N N FNMA PASS THRU POOLS N/A 31407Y2C2 71808.980000 PA USD 72873.160000 0.0001086 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 3.743 N N N N N N FNMA PASS THRU POOLS N/A 31407Y6Z7 165674.310000 PA USD 183808.090000 0.0002739 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 49302.650000 PA USD 55831.110000 0.0000832 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 10035.710000 PA USD 11506.160000 0.0000171 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 205529.630000 PA USD 210587.340000 0.0003139 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 292339.860000 PA USD 320828.170000 0.0004782 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 1200.180000 PA USD 1214.000000 0.0000018 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 3.737 N N N N N N FNMA PASS THRU POOLS N/A 31408BRS9 80928.950000 PA USD 90140.910000 0.0001343 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 57941.940000 PA USD 66284.280000 0.0000988 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 129370.620000 PA USD 134216.260000 0.0002000 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 3.429 N N N N N N FNMA PASS THRU POOLS N/A 31408CA97 294442.980000 PA USD 328635.200000 0.0004898 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 333.250000 PA USD 367.460000 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 26606.220000 PA USD 27365.080000 0.0000408 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 3.905 N N N N N N FNMA PASS THRU POOLS N/A 31408DC93 139292.540000 PA USD 142090.810000 0.0002118 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 3.905 N N N N N N FNMA PASS THRU POOLS N/A 31408DGG3 28268.810000 PA USD 31218.760000 0.0000465 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 98339.740000 PA USD 109829.900000 0.0001637 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 2237.450000 PA USD 2565.950000 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 8375.210000 PA USD 9608.830000 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 114122.010000 PA USD 118862.560000 0.0001772 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 3.586 N N N N N N FNMA PASS THRU POOLS N/A 31408DZ23 66443.800000 PA USD 71015.900000 0.0001058 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 20178.040000 PA USD 22999.080000 0.0000343 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 2455.930000 PA USD 2512.140000 0.0000037 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 4.467 N N N N N N FNMA PASS THRU POOLS N/A 31408FJR1 153367.070000 PA USD 167179.580000 0.0002492 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 969.200000 PA USD 1068.300000 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 131054.310000 PA USD 136315.630000 0.0002032 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 144652.420000 PA USD 150912.180000 0.0002249 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 65684.740000 PA USD 72975.860000 0.0001088 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 69619.440000 PA USD 72914.090000 0.0001087 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 4.64 N N N N N N FNMA PASS THRU POOLS N/A 31408GFA0 2838.260000 PA USD 3249.540000 0.0000048 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 30142.820000 PA USD 30352.660000 0.0000452 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 288059.520000 PA USD 309338.610000 0.0004610 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 8298.990000 PA USD 9139.220000 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 92449.880000 PA USD 101671.840000 0.0001515 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 127591.140000 PA USD 146306.930000 0.0002181 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 27448.600000 PA USD 28637.840000 0.0000427 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 24043.490000 PA USD 27476.920000 0.0000410 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 361124.800000 PA USD 399663.130000 0.0005957 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 16958.570000 PA USD 19072.050000 0.0000284 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 15510.610000 PA USD 17096.700000 0.0000255 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 54531.860000 PA USD 61304.970000 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 39897.400000 PA USD 45758.350000 0.0000682 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 66154.480000 PA USD 66825.650000 0.0000996 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 182728.040000 PA USD 189263.910000 0.0002821 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 1459.450000 PA USD 1673.660000 0.0000025 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 99953.790000 PA USD 105700.900000 0.0001575 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 31409CCZ6 67740.820000 PA USD 70772.980000 0.0001055 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 3.966 N N N N N N FNMA PASS THRU POOLS N/A 31409CZV0 1573.220000 PA USD 1804.250000 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 8392.940000 PA USD 9433.090000 0.0000141 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 26225.220000 PA USD 28901.760000 0.0000431 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 35348.350000 PA USD 38008.470000 0.0000566 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 128436.070000 PA USD 147213.870000 0.0002194 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 26338.200000 PA USD 29106.800000 0.0000434 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 189469.180000 PA USD 211603.410000 0.0003154 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409GKP0 254853.190000 PA USD 290395.950000 0.0004328 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 12603.370000 PA USD 13871.660000 0.0000207 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 26173.690000 PA USD 29183.320000 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 31409GTB2 7437.930000 PA USD 8205.060000 0.0000122 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 158109.860000 PA USD 181206.000000 0.0002701 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 67858.270000 PA USD 74686.930000 0.0001113 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 111294.450000 PA USD 122709.310000 0.0001829 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 211257.010000 PA USD 241779.210000 0.0003603 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 2624.520000 PA USD 2913.950000 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 5894.640000 PA USD 6502.870000 0.0000097 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 1342.020000 PA USD 1493.010000 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 686.100000 PA USD 776.550000 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 40691.930000 PA USD 40919.960000 0.0000610 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 329107.600000 PA USD 347044.010000 0.0005172 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 23599.210000 PA USD 26057.460000 0.0000388 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 171718.230000 PA USD 190830.310000 0.0002844 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 107999.860000 PA USD 120193.310000 0.0001791 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 9383.360000 PA USD 10582.380000 0.0000158 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 5565.720000 PA USD 6196.530000 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 1111.720000 PA USD 1227.650000 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 60929.580000 PA USD 67161.950000 0.0001001 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 58663.190000 PA USD 64784.110000 0.0000966 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 11427.120000 PA USD 11584.740000 0.0000173 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 6048.100000 PA USD 6124.270000 0.0000091 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 170137.060000 PA USD 179204.680000 0.0002671 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 31409V4A8 138457.960000 PA USD 156846.380000 0.0002338 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 2959.160000 PA USD 3342.890000 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 21090.290000 PA USD 23695.040000 0.0000353 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 16994.430000 PA USD 19051.140000 0.0000284 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 204938.520000 PA USD 233525.340000 0.0003480 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 18238.670000 PA USD 18475.400000 0.0000275 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 23831.460000 PA USD 26259.910000 0.0000391 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 41498.320000 PA USD 44224.160000 0.0000659 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 4.16 N N N N N N FNMA PASS THRU POOLS N/A 31409X4Z9 5391.150000 PA USD 6147.300000 0.0000092 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 82502.540000 PA USD 90975.680000 0.0001356 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 16660.580000 PA USD 18339.890000 0.0000273 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 73603.250000 PA USD 81126.950000 0.0001209 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 11593.620000 PA USD 12760.300000 0.0000190 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 45448.210000 PA USD 50055.080000 0.0000746 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410AUT1 23604.640000 PA USD 26078.890000 0.0000389 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 14280.250000 PA USD 16274.680000 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 31410BCK8 13951.800000 PA USD 15355.790000 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 14472.510000 PA USD 16587.890000 0.0000247 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 117411.100000 PA USD 129448.570000 0.0001929 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 27700.390000 PA USD 30646.430000 0.0000457 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 6948.450000 PA USD 7965.670000 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 74025.530000 PA USD 81576.150000 0.0001216 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 660.650000 PA USD 728.670000 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 41643.660000 PA USD 47613.570000 0.0000710 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 47546.340000 PA USD 52789.240000 0.0000787 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 43799.200000 PA USD 50012.990000 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 1080.370000 PA USD 1190.910000 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 14561.020000 PA USD 16786.660000 0.0000250 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 3112.180000 PA USD 3350.480000 0.0000050 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 123221.970000 PA USD 141186.640000 0.0002104 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 18896.490000 PA USD 20284.470000 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 3610.480000 PA USD 3623.210000 0.0000054 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 4587.730000 PA USD 5236.460000 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 154998.580000 PA USD 177261.020000 0.0002642 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 2750.520000 PA USD 3045.750000 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 19476.960000 PA USD 21506.600000 0.0000321 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 364138.370000 PA USD 403597.200000 0.0006015 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 43325.130000 PA USD 47750.240000 0.0000712 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 4121.200000 PA USD 4555.390000 0.0000068 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 11528.360000 PA USD 12747.680000 0.0000190 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 21635.740000 PA USD 24354.710000 0.0000363 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 64942.030000 PA USD 72992.510000 0.0001088 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 105963.160000 PA USD 122873.210000 0.0001831 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 3422.230000 PA USD 3770.190000 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 37145.300000 PA USD 41023.270000 0.0000611 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 24781.090000 PA USD 28567.860000 0.0000426 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 71242.620000 PA USD 78471.250000 0.0001170 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 6329.750000 PA USD 6970.670000 0.0000104 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 33241.460000 PA USD 38023.940000 0.0000567 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410D3C2 22294.980000 PA USD 24947.840000 0.0000372 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 12195.740000 PA USD 13706.230000 0.0000204 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 27937.730000 PA USD 31935.360000 0.0000476 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 3538.280000 PA USD 4053.160000 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 53782.570000 PA USD 54272.340000 0.0000809 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 2734.640000 PA USD 2758.040000 0.0000041 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 107406.950000 PA USD 118265.830000 0.0001763 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 51900.750000 PA USD 52701.340000 0.0000785 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 7577.850000 PA USD 8404.180000 0.0000125 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 5756.670000 PA USD 6466.480000 0.0000096 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 50659.630000 PA USD 56242.810000 0.0000838 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 26467.010000 PA USD 29351.530000 0.0000437 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 75790.940000 PA USD 85188.800000 0.0001270 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 316717.590000 PA USD 362869.910000 0.0005408 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 26846.270000 PA USD 29850.930000 0.0000445 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 33040.300000 PA USD 37884.440000 0.0000565 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 29108.350000 PA USD 29426.180000 0.0000439 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 4444.950000 PA USD 5098.350000 0.0000076 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 162551.040000 PA USD 186402.480000 0.0002778 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 12949.630000 PA USD 15047.890000 0.0000224 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 12650.670000 PA USD 14512.780000 0.0000216 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 1305.320000 PA USD 1469.250000 0.0000022 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 194236.330000 PA USD 213990.970000 0.0003189 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 18686.130000 PA USD 21449.930000 0.0000320 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 60150.120000 PA USD 60519.650000 0.0000902 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 131277.180000 PA USD 150681.840000 0.0002246 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 2119.220000 PA USD 2235.490000 0.0000033 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 4.156 N N N N N N FNMA PASS THRU POOLS N/A 31410GR96 11246.350000 PA USD 11491.150000 0.0000171 Long ABS-MBS USGSE US N 2 2037-11-01 Floating 3.067 N N N N N N FNMA PASS THRU POOLS N/A 31410GTY9 7377.700000 PA USD 8525.560000 0.0000127 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 86839.650000 PA USD 95779.330000 0.0001427 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 1922.910000 PA USD 1924.550000 0.0000029 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 15149.660000 PA USD 16707.240000 0.0000249 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 9086.180000 PA USD 9107.640000 0.0000136 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 28570.670000 PA USD 28646.380000 0.0000427 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 2226.900000 PA USD 2551.480000 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 703962.370000 PA USD 808073.700000 0.0012044 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 2903.770000 PA USD 3050.360000 0.0000045 Long ABS-MBS USGSE US N 2 2038-04-01 Floating 4.487 N N N N N N FNMA PASS THRU POOLS N/A 31410KEN0 8251.840000 PA USD 9262.570000 0.0000138 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 1193019.700000 PA USD 1369482.110000 0.0020411 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 168583.020000 PA USD 189429.800000 0.0002823 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 486392.000000 PA USD 558331.930000 0.0008321 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 1206.780000 PA USD 1385.180000 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 31410KHE7 69075.370000 PA USD 79290.390000 0.0001182 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 1814.350000 PA USD 2036.570000 0.0000030 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 253985.670000 PA USD 285006.470000 0.0004248 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 2132954.310000 PA USD 2448425.460000 0.0036491 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 4696.140000 PA USD 5274.580000 0.0000079 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 15215.100000 PA USD 17096.250000 0.0000255 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 66330.880000 PA USD 76137.880000 0.0001135 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 186102.500000 PA USD 209095.770000 0.0003116 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 36839.470000 PA USD 37067.110000 0.0000552 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 267787.210000 PA USD 300891.350000 0.0004484 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 7538.090000 PA USD 8312.520000 0.0000124 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 213693.660000 PA USD 239946.150000 0.0003576 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 49772.940000 PA USD 57130.820000 0.0000851 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 298175.610000 PA USD 334804.000000 0.0004990 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 2480.700000 PA USD 2545.250000 0.0000038 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 639963.100000 PA USD 667458.720000 0.0009948 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 56380.810000 PA USD 57937.750000 0.0000864 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 300529.600000 PA USD 331068.120000 0.0004934 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 319605.550000 PA USD 358694.680000 0.0005346 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 184.540000 PA USD 192.500000 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 1264.760000 PA USD 1305.500000 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 31410LFA5 245417.820000 PA USD 275466.410000 0.0004106 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 320195.430000 PA USD 334199.420000 0.0004981 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 16057.710000 PA USD 16640.810000 0.0000248 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 16334.790000 PA USD 18712.150000 0.0000279 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 452761.450000 PA USD 465507.540000 0.0006938 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 24436.810000 PA USD 26178.000000 0.0000390 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 276750.220000 PA USD 312892.450000 0.0004663 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 64291.920000 PA USD 66857.360000 0.0000996 Long ABS-MBS USGSE US N 2 2036-04-01 Floating 3.804 N N N N N N FNMA PASS THRU POOLS N/A 31410MLU2 23177.660000 PA USD 25739.960000 0.0000384 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 1193.640000 PA USD 1316.610000 0.0000020 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 6962.970000 PA USD 7979.010000 0.0000119 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 50258.910000 PA USD 55359.380000 0.0000825 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 120196.470000 PA USD 132296.770000 0.0001972 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 28981.380000 PA USD 31897.870000 0.0000475 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 24069.070000 PA USD 26524.370000 0.0000395 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 94459.640000 PA USD 103992.840000 0.0001550 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 29011.040000 PA USD 32076.150000 0.0000478 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 13000.640000 PA USD 14325.880000 0.0000214 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 10485.860000 PA USD 11559.860000 0.0000172 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 29923.690000 PA USD 32934.950000 0.0000491 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 17038.810000 PA USD 18765.970000 0.0000280 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 38173.120000 PA USD 43425.700000 0.0000647 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 44392.340000 PA USD 49023.080000 0.0000731 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 89012.930000 PA USD 98554.560000 0.0001469 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 14121.160000 PA USD 15624.770000 0.0000233 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 2155.620000 PA USD 2384.940000 0.0000036 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 989.400000 PA USD 1092.880000 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 5349.930000 PA USD 6126.550000 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 1748.830000 PA USD 1967.910000 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 16128.600000 PA USD 18497.060000 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 47683.490000 PA USD 54665.520000 0.0000815 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 3578.920000 PA USD 3945.780000 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 31410PUC5 1797.530000 PA USD 1993.320000 0.0000030 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 177813.620000 PA USD 195707.210000 0.0002917 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 18090.650000 PA USD 19932.260000 0.0000297 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 801.800000 PA USD 935.820000 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 336187.700000 PA USD 384595.300000 0.0005732 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 1155.460000 PA USD 1323.820000 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 43377.960000 PA USD 49719.860000 0.0000741 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 4416.000000 PA USD 4908.090000 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 36568.110000 PA USD 40248.000000 0.0000600 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 24937.380000 PA USD 27879.730000 0.0000416 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 8337.260000 PA USD 9187.270000 0.0000137 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 79917.370000 PA USD 88193.530000 0.0001314 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 13142.920000 PA USD 14484.360000 0.0000216 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 225482.710000 PA USD 248842.950000 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 30734.870000 PA USD 33907.530000 0.0000505 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 73820.270000 PA USD 81248.890000 0.0001211 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 30473.160000 PA USD 33539.710000 0.0000500 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 77576.860000 PA USD 85510.070000 0.0001274 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 140378.710000 PA USD 155069.460000 0.0002311 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 22131.050000 PA USD 24406.490000 0.0000364 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 123560.040000 PA USD 136261.400000 0.0002031 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 35600.040000 PA USD 40520.210000 0.0000604 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 4459.970000 PA USD 4913.650000 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 3176.650000 PA USD 3565.380000 0.0000053 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 11626.540000 PA USD 12812.540000 0.0000191 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 11406.050000 PA USD 12576.940000 0.0000187 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 65377.570000 PA USD 72865.780000 0.0001086 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 459.860000 PA USD 506.830000 0.0000008 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 6918.250000 PA USD 7625.100000 0.0000114 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 421304.140000 PA USD 482714.940000 0.0007194 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 67241.820000 PA USD 74034.610000 0.0001103 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 1595.280000 PA USD 1760.010000 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 3612.900000 PA USD 4019.540000 0.0000060 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 55666.960000 PA USD 63607.450000 0.0000948 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 24843.380000 PA USD 27537.960000 0.0000410 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 14322.070000 PA USD 15785.750000 0.0000235 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 3094.390000 PA USD 3407.560000 0.0000051 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 1882.020000 PA USD 2081.790000 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 116256.840000 PA USD 128048.220000 0.0001908 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 4591.470000 PA USD 5258.520000 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 19658.350000 PA USD 21670.010000 0.0000323 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 48690.850000 PA USD 53640.420000 0.0000799 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 7486.800000 PA USD 8525.870000 0.0000127 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 46036.510000 PA USD 52706.420000 0.0000786 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 44604.550000 PA USD 49371.140000 0.0000736 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 17745.390000 PA USD 19548.270000 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 2601.970000 PA USD 2902.220000 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 16268.580000 PA USD 17920.050000 0.0000267 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 81256.690000 PA USD 89471.550000 0.0001333 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 27712.190000 PA USD 30547.710000 0.0000455 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 15926.940000 PA USD 17861.710000 0.0000266 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 32186.930000 PA USD 35860.640000 0.0000534 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 5293.320000 PA USD 5834.620000 0.0000087 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 87022.930000 PA USD 99630.640000 0.0001485 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 63934.210000 PA USD 70367.980000 0.0001049 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 102360.550000 PA USD 112927.240000 0.0001683 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 18261.630000 PA USD 20108.670000 0.0000300 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 2302.690000 PA USD 2539.670000 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 17259.910000 PA USD 18996.790000 0.0000283 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 593615.890000 PA USD 679966.970000 0.0010134 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 3799.110000 PA USD 4181.420000 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 31410UUH3 6586.500000 PA USD 7250.610000 0.0000108 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 33835.300000 PA USD 37240.190000 0.0000555 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 3649.740000 PA USD 4020.360000 0.0000060 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 17532.640000 PA USD 19361.480000 0.0000289 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 64375.770000 PA USD 70865.690000 0.0001056 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 284106.060000 PA USD 314155.870000 0.0004682 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 14573.680000 PA USD 16079.430000 0.0000240 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 826.960000 PA USD 843.410000 0.0000013 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 630755.210000 PA USD 721014.650000 0.0010746 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 82137.640000 PA USD 90478.440000 0.0001348 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 106496.680000 PA USD 121564.050000 0.0001812 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 4813.060000 PA USD 5301.780000 0.0000079 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 4609.730000 PA USD 5077.470000 0.0000076 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 98126.200000 PA USD 109570.470000 0.0001633 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 211367.600000 PA USD 235180.920000 0.0003505 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 135438.830000 PA USD 149437.490000 0.0002227 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 81994.400000 PA USD 90251.050000 0.0001345 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 34811.770000 PA USD 38342.150000 0.0000571 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 124118.900000 PA USD 141679.550000 0.0002112 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 74512.550000 PA USD 79613.590000 0.0001187 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 620.150000 PA USD 649.610000 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 7269.720000 PA USD 8026.500000 0.0000120 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 450970.110000 PA USD 523399.940000 0.0007801 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 24107.180000 PA USD 26542.050000 0.0000396 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 15771.810000 PA USD 17368.530000 0.0000259 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 21536.370000 PA USD 23713.760000 0.0000353 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 60491.650000 PA USD 68967.040000 0.0001028 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 1253.480000 PA USD 1379.850000 0.0000021 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 274542.450000 PA USD 314593.210000 0.0004689 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 39885.860000 PA USD 44193.550000 0.0000659 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 238262.130000 PA USD 272016.570000 0.0004054 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 30975.730000 PA USD 34313.220000 0.0000511 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 13015.800000 PA USD 14349.270000 0.0000214 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 115427.820000 PA USD 127397.530000 0.0001899 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 32967.780000 PA USD 36449.150000 0.0000543 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 24571.310000 PA USD 27065.170000 0.0000403 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 166889.210000 PA USD 184117.610000 0.0002744 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 72926.160000 PA USD 80425.550000 0.0001199 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 276417.930000 PA USD 316843.620000 0.0004722 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 138482.520000 PA USD 156756.440000 0.0002336 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 83378.780000 PA USD 92166.190000 0.0001374 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 96950.470000 PA USD 106713.680000 0.0001590 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 21629.680000 PA USD 23869.350000 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 38018.810000 PA USD 42848.890000 0.0000639 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 13622.090000 PA USD 15562.580000 0.0000232 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 3052.070000 PA USD 3365.980000 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 50524.280000 PA USD 57898.410000 0.0000863 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 35861.020000 PA USD 39676.220000 0.0000591 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 126154.460000 PA USD 139017.930000 0.0002072 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 65131.260000 PA USD 71803.220000 0.0001070 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 5981.140000 PA USD 6600.020000 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 46850.080000 PA USD 51661.140000 0.0000770 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 118965.920000 PA USD 134629.380000 0.0002007 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 2204.260000 PA USD 2525.650000 0.0000038 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 9584.090000 PA USD 10553.520000 0.0000157 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 187179.780000 PA USD 210040.310000 0.0003130 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 64019.000000 PA USD 70552.120000 0.0001052 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 41065.350000 PA USD 46073.480000 0.0000687 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 115772.310000 PA USD 127695.590000 0.0001903 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 11559.990000 PA USD 12723.290000 0.0000190 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 7614.330000 PA USD 8615.070000 0.0000128 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 140557.520000 PA USD 155200.100000 0.0002313 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 114213.410000 PA USD 128011.690000 0.0001908 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 107794.700000 PA USD 119328.890000 0.0001778 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 7626.240000 PA USD 8419.480000 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 31749.460000 PA USD 34995.420000 0.0000522 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 1246.050000 PA USD 1408.920000 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 40999.480000 PA USD 45129.460000 0.0000673 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 1064.120000 PA USD 1174.870000 0.0000018 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 40680.420000 PA USD 44817.020000 0.0000668 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 28715.830000 PA USD 31642.870000 0.0000472 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 87429.700000 PA USD 98067.260000 0.0001462 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 292625.520000 PA USD 325225.070000 0.0004847 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 1850.880000 PA USD 1868.830000 0.0000028 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 10394.000000 PA USD 10855.450000 0.0000162 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 3.652 N N N N N N FNMA PASS THRU POOLS N/A 31411ELM7 7072.150000 PA USD 7783.830000 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 252602.830000 PA USD 279367.260000 0.0004164 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 63341.290000 PA USD 69803.700000 0.0001040 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 1332.870000 PA USD 1537.210000 0.0000023 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 12947.900000 PA USD 13517.270000 0.0000201 Long ABS-MBS USGSE US N 2 2037-01-01 Floating 4.607 N N N N N N FNMA PASS THRU POOLS N/A 31411FCH5 37343.630000 PA USD 41422.200000 0.0000617 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 64.920000 PA USD 67.080000 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 157024.150000 PA USD 173186.880000 0.0002581 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 30334.850000 PA USD 33592.440000 0.0000501 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 28337.430000 PA USD 31296.010000 0.0000466 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 103107.900000 PA USD 113628.530000 0.0001694 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 10602.330000 PA USD 11690.690000 0.0000174 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 36733.150000 PA USD 40462.580000 0.0000603 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 136630.980000 PA USD 150888.950000 0.0002249 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 9454.300000 PA USD 10445.750000 0.0000156 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 13315.590000 PA USD 13531.640000 0.0000202 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 463.940000 PA USD 465.700000 0.0000007 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 172818.650000 PA USD 190729.550000 0.0002843 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 1003.710000 PA USD 1108.270000 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 4151.200000 PA USD 4571.820000 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 8467.750000 PA USD 9364.910000 0.0000140 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 106754.480000 PA USD 117709.510000 0.0001754 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 2372.020000 PA USD 2619.760000 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 31411HRL6 115429.910000 PA USD 127045.760000 0.0001893 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 22671.260000 PA USD 25008.530000 0.0000373 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 63194.860000 PA USD 69701.900000 0.0001039 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 1334090.870000 PA USD 1532280.110000 0.0022837 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 76054.440000 PA USD 84734.250000 0.0001263 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 5980.170000 PA USD 6704.490000 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 31411KCC5 42012.740000 PA USD 46240.530000 0.0000689 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411KUN1 15470.990000 PA USD 17049.280000 0.0000254 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 16792.180000 PA USD 18530.020000 0.0000276 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 1419.990000 PA USD 1564.430000 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 4405.260000 PA USD 4852.170000 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 46048.730000 PA USD 50737.850000 0.0000756 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 32243.470000 PA USD 35537.970000 0.0000530 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 186211.120000 PA USD 208797.350000 0.0003112 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 54942.250000 PA USD 60481.200000 0.0000901 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 5980.450000 PA USD 6595.460000 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 31411NQ67 234917.800000 PA USD 259813.150000 0.0003872 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 146525.490000 PA USD 165169.110000 0.0002462 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 5856.390000 PA USD 6448.500000 0.0000096 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 88345.570000 PA USD 97288.910000 0.0001450 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 32393.340000 PA USD 36414.840000 0.0000543 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 1028.140000 PA USD 1173.910000 0.0000017 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 74184.550000 PA USD 83130.910000 0.0001239 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 1335.330000 PA USD 1497.560000 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 26084.240000 PA USD 29797.350000 0.0000444 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 1012979.900000 PA USD 1160321.050000 0.0017293 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 469530.760000 PA USD 527540.670000 0.0007862 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 69703.060000 PA USD 76813.140000 0.0001145 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 114150.410000 PA USD 125816.950000 0.0001875 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 184698.160000 PA USD 203627.250000 0.0003035 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 19125.160000 PA USD 21101.280000 0.0000314 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 159301.270000 PA USD 182524.070000 0.0002720 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 28673.520000 PA USD 31743.830000 0.0000473 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 739782.900000 PA USD 835395.010000 0.0012451 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411XMB8 15247.770000 PA USD 16819.070000 0.0000251 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 29970.210000 PA USD 33607.520000 0.0000501 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 6404.610000 PA USD 6702.430000 0.0000100 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 45707.800000 PA USD 50951.310000 0.0000759 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 266652.860000 PA USD 299152.190000 0.0004459 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 50227.610000 PA USD 55934.650000 0.0000834 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 80631.470000 PA USD 92182.030000 0.0001374 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 7823.330000 PA USD 8647.450000 0.0000129 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412AMV3 141802.660000 PA USD 156259.130000 0.0002329 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 118433.840000 PA USD 131979.590000 0.0001967 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 51798.480000 PA USD 55348.210000 0.0000825 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 24282.050000 PA USD 26770.420000 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 71833.850000 PA USD 80141.770000 0.0001194 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 1852.390000 PA USD 2044.840000 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 38592.760000 PA USD 42677.030000 0.0000636 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 30638.820000 PA USD 34911.490000 0.0000520 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 14220.270000 PA USD 16085.720000 0.0000240 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 53261.610000 PA USD 59469.890000 0.0000886 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 166399.640000 PA USD 185060.780000 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 147847.790000 PA USD 162930.110000 0.0002428 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 249958.290000 PA USD 276491.060000 0.0004121 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 115961.990000 PA USD 127787.760000 0.0001905 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412ECD6 71050.030000 PA USD 78253.350000 0.0001166 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 52726.950000 PA USD 58107.010000 0.0000866 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 109744.520000 PA USD 120983.960000 0.0001803 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 10932.380000 PA USD 12055.190000 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 2176.650000 PA USD 2446.690000 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 19937.870000 PA USD 22370.750000 0.0000333 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 73528.280000 PA USD 81012.580000 0.0001207 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 60132.250000 PA USD 66360.540000 0.0000989 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 36035.310000 PA USD 41310.350000 0.0000616 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 297316.170000 PA USD 328700.070000 0.0004899 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 141493.060000 PA USD 156628.920000 0.0002334 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 451670.330000 PA USD 506726.960000 0.0007552 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 175991.620000 PA USD 201605.470000 0.0003005 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 13461.040000 PA USD 15171.790000 0.0000226 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 1548.320000 PA USD 1665.770000 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 1773.060000 PA USD 1953.620000 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 149702.250000 PA USD 172619.920000 0.0002573 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 18453.170000 PA USD 21142.480000 0.0000315 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 1296.920000 PA USD 1437.490000 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 558191.030000 PA USD 626957.310000 0.0009344 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 60373.580000 PA USD 63483.930000 0.0000946 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 177565.560000 PA USD 195434.190000 0.0002913 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 20540.900000 PA USD 23670.320000 0.0000353 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 927129.310000 PA USD 1076213.290000 0.0016040 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 110655.160000 PA USD 126725.720000 0.0001889 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 251146.210000 PA USD 287528.870000 0.0004285 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 400111.910000 PA USD 461622.990000 0.0006880 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 137269.920000 PA USD 147761.450000 0.0002202 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 230124.340000 PA USD 263460.180000 0.0003927 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 1045.190000 PA USD 1160.800000 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 5091.740000 PA USD 5706.660000 0.0000085 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 640187.570000 PA USD 665191.780000 0.0009914 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 297806.790000 PA USD 309484.130000 0.0004613 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 640.510000 PA USD 715.840000 0.0000011 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 145927.440000 PA USD 157347.880000 0.0002345 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 33923.010000 PA USD 36498.820000 0.0000544 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 28656.110000 PA USD 29674.410000 0.0000442 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 80652.660000 PA USD 83909.720000 0.0001251 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 2349.380000 PA USD 2425.070000 0.0000036 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 239200.690000 PA USD 273977.440000 0.0004083 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 109899.060000 PA USD 126860.050000 0.0001891 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 5521.780000 PA USD 5752.600000 0.0000086 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 675079.600000 PA USD 779495.380000 0.0011618 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 1835.490000 PA USD 2098.360000 0.0000031 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 227808.900000 PA USD 257761.990000 0.0003842 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 13927.620000 PA USD 15655.150000 0.0000233 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 77515.180000 PA USD 85368.000000 0.0001272 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 170958.300000 PA USD 188451.190000 0.0002809 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 3993.660000 PA USD 4334.300000 0.0000065 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 322103.720000 PA USD 345897.670000 0.0005155 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 22412.830000 PA USD 24718.620000 0.0000368 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 2750.520000 PA USD 2868.620000 0.0000043 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 751950.440000 PA USD 840732.070000 0.0012530 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 31026.090000 PA USD 32025.590000 0.0000477 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 5896.510000 PA USD 6341.880000 0.0000095 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 1682426.330000 PA USD 1754811.680000 0.0026154 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 66215.190000 PA USD 68397.710000 0.0001019 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 264836.950000 PA USD 285118.840000 0.0004249 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 2617.340000 PA USD 2726.800000 0.0000041 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 55809.070000 PA USD 61548.740000 0.0000917 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 5648.570000 PA USD 5952.010000 0.0000089 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 33601.130000 PA USD 35047.580000 0.0000522 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 2389712.900000 PA USD 2512873.780000 0.0037452 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 74162.510000 PA USD 77476.320000 0.0001155 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 90285.050000 PA USD 99302.210000 0.0001480 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 17538.670000 PA USD 18112.680000 0.0000270 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 3325.970000 PA USD 3579.850000 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 31412SEC5 225215.990000 PA USD 241852.800000 0.0003605 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 2091.920000 PA USD 2232.880000 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 31412STK1 21340.250000 PA USD 24611.060000 0.0000367 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 14083.140000 PA USD 14536.830000 0.0000217 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 93949.300000 PA USD 105309.580000 0.0001570 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 164597.690000 PA USD 188468.130000 0.0002809 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412TXE8 7726.260000 PA USD 8641.870000 0.0000129 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 26495.360000 PA USD 29198.610000 0.0000435 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 22968.510000 PA USD 23954.330000 0.0000357 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 14762.100000 PA USD 16401.490000 0.0000244 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 54919.740000 PA USD 60500.190000 0.0000902 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 4388.440000 PA USD 4532.650000 0.0000068 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 8263.480000 PA USD 8614.820000 0.0000128 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 78514.180000 PA USD 82407.330000 0.0001228 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 892.990000 PA USD 983.220000 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 62028.280000 PA USD 70196.580000 0.0001046 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 73682.730000 PA USD 81188.160000 0.0001210 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 1062.170000 PA USD 1216.090000 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 13634.460000 PA USD 15624.710000 0.0000233 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 107427.980000 PA USD 123910.360000 0.0001847 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 26433.060000 PA USD 30467.490000 0.0000454 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 234213.210000 PA USD 268350.660000 0.0003999 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 108070.760000 PA USD 121377.920000 0.0001809 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 6995.380000 PA USD 8061.280000 0.0000120 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 18583.240000 PA USD 20478.430000 0.0000305 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 6294.590000 PA USD 6930.330000 0.0000103 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 116148.550000 PA USD 129743.860000 0.0001934 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 17044.050000 PA USD 18777.100000 0.0000280 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 144015.410000 PA USD 164804.820000 0.0002456 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 6129.500000 PA USD 7014.100000 0.0000105 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 70667.060000 PA USD 80663.600000 0.0001202 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 63460.530000 PA USD 70033.030000 0.0001044 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 8715.820000 PA USD 9592.930000 0.0000143 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 31014.110000 PA USD 33112.320000 0.0000494 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 72155.420000 PA USD 79530.550000 0.0001185 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 32128.160000 PA USD 33461.500000 0.0000499 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 53316.470000 PA USD 61463.090000 0.0000916 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 8861.660000 PA USD 10152.010000 0.0000151 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 134753.820000 PA USD 154348.990000 0.0002300 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 17417.250000 PA USD 19943.500000 0.0000297 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 114386.280000 PA USD 128465.600000 0.0001915 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 1635.280000 PA USD 1639.520000 0.0000024 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 13275.370000 PA USD 14685.600000 0.0000219 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 20752.540000 PA USD 23164.480000 0.0000345 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 788.330000 PA USD 799.580000 0.0000012 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 1777.930000 PA USD 1835.220000 0.0000027 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 20309.090000 PA USD 21075.700000 0.0000314 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 49988.660000 PA USD 53839.170000 0.0000802 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 31941.970000 PA USD 36597.660000 0.0000545 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 8293.300000 PA USD 9500.660000 0.0000142 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 158375.910000 PA USD 181079.360000 0.0002699 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 345234.150000 PA USD 384905.630000 0.0005737 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413DT23 917.950000 PA USD 1046.580000 0.0000016 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 75458.940000 PA USD 86435.450000 0.0001288 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 555796.830000 PA USD 636748.970000 0.0009490 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 13150.550000 PA USD 14689.600000 0.0000219 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 65605.740000 PA USD 72229.810000 0.0001077 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 135938.850000 PA USD 153461.350000 0.0002287 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 273575.040000 PA USD 305390.950000 0.0004552 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 11426.950000 PA USD 13081.800000 0.0000195 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413HU71 100872.720000 PA USD 115583.090000 0.0001723 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 145039.900000 PA USD 160586.080000 0.0002393 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 146277.780000 PA USD 161746.090000 0.0002411 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 209767.290000 PA USD 240274.270000 0.0003581 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 116482.440000 PA USD 132943.630000 0.0001981 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 16257.220000 PA USD 17040.000000 0.0000254 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 12418.260000 PA USD 14310.520000 0.0000213 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413KEQ0 67903.760000 PA USD 74812.140000 0.0001115 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 4844.280000 PA USD 5430.240000 0.0000081 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 11110.780000 PA USD 12723.780000 0.0000190 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 31831.310000 PA USD 35209.610000 0.0000525 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 160910.040000 PA USD 179386.810000 0.0002674 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 3773.060000 PA USD 3904.370000 0.0000058 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 31413QK49 2019.460000 PA USD 2254.480000 0.0000034 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 316584.320000 PA USD 348487.160000 0.0005194 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 109479.350000 PA USD 120663.310000 0.0001798 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 15598.300000 PA USD 17286.620000 0.0000258 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 200965.880000 PA USD 209628.370000 0.0003124 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 36771.720000 PA USD 40488.620000 0.0000603 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 133733.230000 PA USD 149819.690000 0.0002233 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 44113.230000 PA USD 48557.030000 0.0000724 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 33901.430000 PA USD 37961.770000 0.0000566 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 31413VDW4 2962.730000 PA USD 3263.980000 0.0000049 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 1948749.200000 PA USD 2159658.700000 0.0032188 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 34184.960000 PA USD 37679.580000 0.0000562 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 20706.440000 PA USD 21244.360000 0.0000317 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 495861.300000 PA USD 553793.010000 0.0008254 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 9719.510000 PA USD 10697.600000 0.0000159 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 6247.370000 PA USD 7031.160000 0.0000105 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 8654.100000 PA USD 9919.880000 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 100326.720000 PA USD 112686.210000 0.0001679 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 60568.490000 PA USD 67586.180000 0.0001007 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 15471.090000 PA USD 15969.490000 0.0000238 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 62074.110000 PA USD 66256.900000 0.0000987 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31414CGA0 646.890000 PA USD 668.150000 0.0000010 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 2712.090000 PA USD 2987.970000 0.0000045 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 6766.460000 PA USD 7582.540000 0.0000113 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 823856.130000 PA USD 923608.190000 0.0013765 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 18765.480000 PA USD 19528.820000 0.0000291 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 107477.270000 PA USD 120510.890000 0.0001796 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 722.710000 PA USD 809.920000 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 306732.600000 PA USD 343770.500000 0.0005124 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 378323.000000 PA USD 391512.020000 0.0005835 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 11310.740000 PA USD 11761.360000 0.0000175 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 44318.360000 PA USD 46177.690000 0.0000688 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 104038.430000 PA USD 108108.190000 0.0001611 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 138797.800000 PA USD 144536.910000 0.0002154 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 18475.250000 PA USD 20643.920000 0.0000308 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 51130.960000 PA USD 52879.210000 0.0000788 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 46558.550000 PA USD 48085.730000 0.0000717 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 24983.350000 PA USD 25826.040000 0.0000385 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 13263.330000 PA USD 13690.610000 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 31414EQZ0 37797.150000 PA USD 42348.350000 0.0000631 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 2826.110000 PA USD 2928.340000 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 31414GBF5 18388.490000 PA USD 18744.940000 0.0000279 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 116269.360000 PA USD 130680.040000 0.0001948 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 4910.060000 PA USD 5498.840000 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 32737.540000 PA USD 36076.700000 0.0000538 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414JCX9 21912.220000 PA USD 23404.340000 0.0000349 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 8194.470000 PA USD 9175.560000 0.0000137 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 4525.920000 PA USD 5038.560000 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 31414MPD2 5108.850000 PA USD 5727.630000 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 31414MPX8 84167.590000 PA USD 93773.830000 0.0001398 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 66319.400000 PA USD 72993.200000 0.0001088 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 88415.220000 PA USD 96439.910000 0.0001437 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 149918.800000 PA USD 173271.240000 0.0002582 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 197035.690000 PA USD 220849.030000 0.0003292 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 31414PUV9 6454.610000 PA USD 7221.410000 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 79760.820000 PA USD 85652.790000 0.0001277 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 46483.940000 PA USD 51490.110000 0.0000767 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 52955.430000 PA USD 59370.300000 0.0000885 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 177.080000 PA USD 182.780000 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 31414RG25 6815.620000 PA USD 7503.080000 0.0000112 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 111234.590000 PA USD 124172.540000 0.0001851 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 2837.530000 PA USD 2941.500000 0.0000044 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 45094.750000 PA USD 46963.550000 0.0000700 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 18487.970000 PA USD 20697.120000 0.0000308 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 31414TA76 2209.090000 PA USD 2289.330000 0.0000034 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 3929.650000 PA USD 4507.960000 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 11250.260000 PA USD 11612.690000 0.0000173 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 161423.630000 PA USD 178047.150000 0.0002654 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414T6H9 283877.090000 PA USD 305178.190000 0.0004548 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 40365.280000 PA USD 41665.650000 0.0000621 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 5292337.660000 PA USD 6071016.500000 0.0090482 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 502494.630000 PA USD 564782.260000 0.0008418 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 2903.800000 PA USD 3252.220000 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 1576.810000 PA USD 1627.610000 0.0000024 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 59908.510000 PA USD 64041.500000 0.0000954 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 2621.990000 PA USD 2715.990000 0.0000040 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 4056.820000 PA USD 4189.380000 0.0000062 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 31980.640000 PA USD 35507.930000 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 3763.760000 PA USD 3914.740000 0.0000058 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 7743.120000 PA USD 7992.560000 0.0000119 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 31415BM71 29225.270000 PA USD 32649.090000 0.0000487 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 3382.740000 PA USD 3725.750000 0.0000056 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415LVW4 50969.830000 PA USD 52611.820000 0.0000784 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 11288.670000 PA USD 12123.020000 0.0000181 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 162773.180000 PA USD 169545.760000 0.0002527 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 1633.090000 PA USD 1685.700000 0.0000025 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 93093.910000 PA USD 103977.230000 0.0001550 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 12577.180000 PA USD 12982.350000 0.0000193 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 80771.960000 PA USD 87911.860000 0.0001310 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 345910.130000 PA USD 390094.870000 0.0005814 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 792.980000 PA USD 893.200000 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 22845.520000 PA USD 23581.490000 0.0000351 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 117721.340000 PA USD 129713.250000 0.0001933 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 15354.420000 PA USD 17205.870000 0.0000256 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 94573.230000 PA USD 105885.080000 0.0001578 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 78566.420000 PA USD 86542.750000 0.0001290 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 2691.080000 PA USD 2804.920000 0.0000042 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 449.150000 PA USD 482.850000 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 60693.490000 PA USD 69540.220000 0.0001036 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 2971.380000 PA USD 3282.450000 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 15951.960000 PA USD 17268.020000 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 27441.340000 PA USD 30409.760000 0.0000453 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 61126.560000 PA USD 65697.100000 0.0000979 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 35700.940000 PA USD 39340.600000 0.0000586 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 17725.700000 PA USD 18296.730000 0.0000273 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 34745.440000 PA USD 38835.870000 0.0000579 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 12180.180000 PA USD 12572.560000 0.0000187 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 1638.060000 PA USD 1805.080000 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 2796.230000 PA USD 3197.970000 0.0000048 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 70422.370000 PA USD 80148.490000 0.0001195 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 723098.990000 PA USD 824711.430000 0.0012291 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 71714.870000 PA USD 79356.680000 0.0001183 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 3749.370000 PA USD 3870.160000 0.0000058 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 1778.880000 PA USD 1871.070000 0.0000028 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 14605.900000 PA USD 16705.250000 0.0000249 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 2680.260000 PA USD 2989.530000 0.0000045 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 3190.210000 PA USD 3292.980000 0.0000049 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 3374.140000 PA USD 3713.680000 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 108032.780000 PA USD 112396.630000 0.0001675 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 115800.750000 PA USD 124262.770000 0.0001852 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 1232.440000 PA USD 1272.140000 0.0000019 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 110278.740000 PA USD 122473.890000 0.0001825 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 13741.980000 PA USD 15155.860000 0.0000226 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 281600.530000 PA USD 322330.630000 0.0004804 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 77053.340000 PA USD 88442.530000 0.0001318 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 93115.410000 PA USD 106657.910000 0.0001590 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 1819.680000 PA USD 2048.480000 0.0000031 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 37005.820000 PA USD 37311.490000 0.0000556 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 68990.370000 PA USD 79036.800000 0.0001178 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416BY28 8273.110000 PA USD 8555.220000 0.0000128 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 7913.470000 PA USD 8193.120000 0.0000122 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 5266.170000 PA USD 5433.900000 0.0000081 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 272996.410000 PA USD 300673.280000 0.0004481 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 39861.330000 PA USD 43912.450000 0.0000654 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 5132.410000 PA USD 5352.050000 0.0000080 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 447848.910000 PA USD 466548.650000 0.0006953 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 336718.490000 PA USD 377020.680000 0.0005619 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 101984.180000 PA USD 106293.770000 0.0001584 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 51971.250000 PA USD 54115.950000 0.0000807 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 283504.080000 PA USD 325280.820000 0.0004848 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 6190.150000 PA USD 6955.540000 0.0000104 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 6278205.160000 PA USD 7206631.660000 0.0107408 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 2440.260000 PA USD 2544.920000 0.0000038 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 76838.760000 PA USD 82197.000000 0.0001225 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 75490.060000 PA USD 83168.580000 0.0001240 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 18995.340000 PA USD 20941.560000 0.0000312 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 163263.310000 PA USD 181127.610000 0.0002700 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 118384.160000 PA USD 130525.220000 0.0001945 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 13305.230000 PA USD 15143.950000 0.0000226 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 42105.390000 PA USD 45304.820000 0.0000675 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 235588.820000 PA USD 245618.520000 0.0003661 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 30664.640000 PA USD 31820.210000 0.0000474 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 3148.270000 PA USD 3250.150000 0.0000048 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 137942.960000 PA USD 142582.900000 0.0002125 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 68120.820000 PA USD 75215.510000 0.0001121 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 28963.120000 PA USD 31928.480000 0.0000476 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 2248.610000 PA USD 2345.810000 0.0000035 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 304021.590000 PA USD 317014.950000 0.0004725 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 4284.940000 PA USD 4422.980000 0.0000066 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 487409.100000 PA USD 508371.880000 0.0007577 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 9576.270000 PA USD 10744.430000 0.0000160 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 20801.020000 PA USD 21651.110000 0.0000323 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 5074.730000 PA USD 5238.210000 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 31416QRU1 1197.420000 PA USD 1235.990000 0.0000018 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 184262.410000 PA USD 192040.050000 0.0002862 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 36391.830000 PA USD 37576.290000 0.0000560 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 5356.580000 PA USD 5529.140000 0.0000082 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 168595.050000 PA USD 175825.750000 0.0002621 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 62574.970000 PA USD 69019.010000 0.0001029 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 15721.940000 PA USD 17470.450000 0.0000260 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 14989.280000 PA USD 16787.840000 0.0000250 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 34060.070000 PA USD 35530.940000 0.0000530 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 10212.250000 PA USD 10573.100000 0.0000158 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 58730.430000 PA USD 61256.440000 0.0000913 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 176225.890000 PA USD 194386.300000 0.0002897 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 129933.100000 PA USD 135517.110000 0.0002020 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 63512.030000 PA USD 66250.500000 0.0000987 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 177900.160000 PA USD 195811.900000 0.0002918 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 20905.100000 PA USD 23050.620000 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 976461.590000 PA USD 1096443.050000 0.0016341 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 127215.810000 PA USD 143034.740000 0.0002132 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 8576281.680000 PA USD 9715983.840000 0.0144807 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 14215.830000 PA USD 15972.590000 0.0000238 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 66879.670000 PA USD 73824.270000 0.0001100 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 194069.920000 PA USD 201105.810000 0.0002997 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 12498.260000 PA USD 12950.150000 0.0000193 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 13571.510000 PA USD 14063.780000 0.0000210 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 715790.360000 PA USD 768092.270000 0.0011448 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 49415.470000 PA USD 52989.820000 0.0000790 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31416XWG1 4831.840000 PA USD 5007.410000 0.0000075 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 72912.160000 PA USD 75557.580000 0.0001126 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 5097.040000 PA USD 5700.470000 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 703283.540000 PA USD 761692.240000 0.0011352 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 44003.180000 PA USD 45605.720000 0.0000680 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 13131.100000 PA USD 13608.690000 0.0000203 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 27603.910000 PA USD 31008.160000 0.0000462 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 559242.560000 PA USD 607497.320000 0.0009054 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 9822.700000 PA USD 10243.260000 0.0000153 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 35400.000000 PA USD 36749.330000 0.0000548 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 170865.410000 PA USD 176052.110000 0.0002624 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 30634.860000 PA USD 31547.720000 0.0000470 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 1618160.710000 PA USD 1666042.330000 0.0024831 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 20334.080000 PA USD 20936.810000 0.0000312 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 126573.590000 PA USD 137993.010000 0.0002057 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 16039.660000 PA USD 16511.830000 0.0000246 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 174461.110000 PA USD 179614.900000 0.0002677 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 167735.980000 PA USD 172414.720000 0.0002570 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 576699.970000 PA USD 593379.630000 0.0008844 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 52360.400000 PA USD 53901.750000 0.0000803 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 1242880.230000 PA USD 1278361.680000 0.0019053 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 3594.590000 PA USD 3780.000000 0.0000056 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 53786.770000 PA USD 55612.750000 0.0000829 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 8598.240000 PA USD 8959.370000 0.0000134 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 22801.280000 PA USD 23783.630000 0.0000354 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 8143.600000 PA USD 9131.790000 0.0000136 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 61350.020000 PA USD 63982.810000 0.0000954 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 19973.070000 PA USD 20787.260000 0.0000310 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 31417MFB4 22338.700000 PA USD 24504.700000 0.0000365 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 14539.230000 PA USD 16324.840000 0.0000243 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 37036.480000 PA USD 38229.610000 0.0000570 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 87354.430000 PA USD 90795.590000 0.0001353 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 341148.640000 PA USD 354655.110000 0.0005286 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 24577.910000 PA USD 27042.890000 0.0000403 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 29236.690000 PA USD 30429.120000 0.0000454 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 52210.160000 PA USD 54123.310000 0.0000807 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 10084.020000 PA USD 10519.070000 0.0000157 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 274157.770000 PA USD 285973.740000 0.0004262 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 31417QTY0 243346.170000 PA USD 253789.940000 0.0003782 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 240268.450000 PA USD 255556.510000 0.0003809 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 60925.420000 PA USD 67190.650000 0.0001001 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 872857.810000 PA USD 910451.070000 0.0013569 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 7675.820000 PA USD 8474.170000 0.0000126 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 21648.810000 PA USD 22584.480000 0.0000337 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 26193.060000 PA USD 29416.770000 0.0000438 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 123672.920000 PA USD 127657.040000 0.0001903 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 4457.960000 PA USD 5007.570000 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 111924.760000 PA USD 117691.150000 0.0001754 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 34656.630000 PA USD 35773.090000 0.0000533 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 29005.630000 PA USD 30072.800000 0.0000448 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 10121.780000 PA USD 10447.850000 0.0000156 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 89719.300000 PA USD 93567.290000 0.0001395 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 1680279.350000 PA USD 1750623.690000 0.0026091 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 125114.080000 PA USD 129144.630000 0.0001925 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 365993.330000 PA USD 381770.820000 0.0005690 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 67719.940000 PA USD 71228.200000 0.0001062 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 15731.250000 PA USD 16543.730000 0.0000247 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 50176.800000 PA USD 52508.050000 0.0000783 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 107420.410000 PA USD 111372.930000 0.0001660 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 53500.300000 PA USD 55223.810000 0.0000823 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 87058.950000 PA USD 87713.380000 0.0001307 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 10758.690000 PA USD 11139.130000 0.0000166 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 441753.800000 PA USD 504710.730000 0.0007522 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 88906.130000 PA USD 99898.270000 0.0001489 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 3411.750000 PA USD 3916.330000 0.0000058 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 200052.440000 PA USD 224708.380000 0.0003349 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 4682.460000 PA USD 5217.570000 0.0000078 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 540494.210000 PA USD 608050.560000 0.0009062 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 10078.920000 PA USD 10514.740000 0.0000157 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 31418M6M9 24790.490000 PA USD 24985.370000 0.0000372 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 118150.470000 PA USD 131218.440000 0.0001956 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 370537.450000 PA USD 410943.850000 0.0006125 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 697779.750000 PA USD 733785.690000 0.0010936 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 22422.430000 PA USD 23144.770000 0.0000345 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 178069.590000 PA USD 193187.030000 0.0002879 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 166632.350000 PA USD 172000.410000 0.0002563 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 32123.250000 PA USD 33843.090000 0.0000504 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 75818.840000 PA USD 84576.260000 0.0001261 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 59763.850000 PA USD 62951.060000 0.0000938 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 3308.450000 PA USD 3654.170000 0.0000054 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 76224.740000 PA USD 80160.530000 0.0001195 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 27504.180000 PA USD 29646.360000 0.0000442 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 57688.120000 PA USD 62378.420000 0.0000930 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 12285.740000 PA USD 13278.410000 0.0000198 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 40740.690000 PA USD 42517.120000 0.0000634 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 15186.010000 PA USD 16567.530000 0.0000247 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 38662.890000 PA USD 39908.410000 0.0000595 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 54115.000000 PA USD 58053.020000 0.0000865 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 32700.340000 PA USD 36007.090000 0.0000537 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 124017.900000 PA USD 130572.510000 0.0001946 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 272962.640000 PA USD 313237.670000 0.0004668 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 218217.970000 PA USD 245056.500000 0.0003652 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 25550.570000 PA USD 27752.090000 0.0000414 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 1058646.070000 PA USD 1214000.740000 0.0018093 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 2702.550000 PA USD 2754.930000 0.0000041 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 220799.390000 PA USD 247797.960000 0.0003693 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 13038.730000 PA USD 13584.290000 0.0000202 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 47960.590000 PA USD 50022.220000 0.0000746 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 31419ATT4 10638.250000 PA USD 11441.210000 0.0000171 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31419AU54 250001.990000 PA USD 286040.230000 0.0004263 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 195481.070000 PA USD 202562.300000 0.0003019 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 374435.850000 PA USD 388014.070000 0.0005783 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 34212.310000 PA USD 36049.950000 0.0000537 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 212531.760000 PA USD 227841.650000 0.0003396 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 207392.330000 PA USD 222015.880000 0.0003309 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 158337.150000 PA USD 166539.050000 0.0002482 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 7274.110000 PA USD 7537.760000 0.0000112 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 100205.660000 PA USD 104365.040000 0.0001555 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 118456.300000 PA USD 122757.760000 0.0001830 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 73615.980000 PA USD 76838.360000 0.0001145 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 54553.850000 PA USD 56901.470000 0.0000848 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 5828.840000 PA USD 6088.430000 0.0000091 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 69957.700000 PA USD 72983.650000 0.0001088 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 506035.050000 PA USD 552507.530000 0.0008235 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 25101.970000 PA USD 26566.290000 0.0000396 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 56147.350000 PA USD 58548.110000 0.0000873 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 69325.420000 PA USD 72931.550000 0.0001087 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 14984.060000 PA USD 16244.080000 0.0000242 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 102101.090000 PA USD 106327.930000 0.0001585 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 8242.730000 PA USD 8543.700000 0.0000127 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 3411.200000 PA USD 3534.880000 0.0000053 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 29446.120000 PA USD 30517.270000 0.0000455 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 13479.600000 PA USD 14859.360000 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 42469.670000 PA USD 44008.650000 0.0000656 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 186446.110000 PA USD 193200.670000 0.0002879 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 21626.190000 PA USD 22563.690000 0.0000336 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 8374.300000 PA USD 8720.490000 0.0000130 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 213521.870000 PA USD 229331.650000 0.0003418 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 36785.340000 PA USD 40517.530000 0.0000604 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 142015.750000 PA USD 156458.120000 0.0002332 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 33554.230000 PA USD 34940.790000 0.0000521 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 123284.140000 PA USD 133921.800000 0.0001996 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 9337.070000 PA USD 10015.750000 0.0000149 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 591309.280000 PA USD 634988.430000 0.0009464 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 52628.030000 PA USD 54547.160000 0.0000813 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 43738.410000 PA USD 45323.720000 0.0000676 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 25775.440000 PA USD 26894.860000 0.0000401 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 1674.710000 PA USD 1728.660000 0.0000026 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 172397.670000 PA USD 183325.780000 0.0002732 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 27739.850000 PA USD 28750.930000 0.0000429 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 132969.690000 PA USD 142799.420000 0.0002128 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 25863.560000 PA USD 26805.990000 0.0000400 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 113298.280000 PA USD 123081.230000 0.0001834 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 43868.460000 PA USD 45765.120000 0.0000682 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 11074.570000 PA USD 12029.850000 0.0000179 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 257520.840000 PA USD 282865.010000 0.0004216 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 92954.510000 PA USD 96811.260000 0.0001443 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 71682.960000 PA USD 74282.490000 0.0001107 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 102749.920000 PA USD 108270.070000 0.0001614 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 247671.810000 PA USD 256652.600000 0.0003825 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 66256.230000 PA USD 70869.210000 0.0001056 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 40411.070000 PA USD 44521.620000 0.0000664 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 57135.840000 PA USD 62068.860000 0.0000925 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 28390.320000 PA USD 30577.660000 0.0000456 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 28884.510000 PA USD 30295.130000 0.0000452 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 84432.380000 PA USD 88901.200000 0.0001325 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 38436.930000 PA USD 40097.050000 0.0000598 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 141224.570000 PA USD 146380.170000 0.0002182 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 2856.640000 PA USD 3102.040000 0.0000046 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 232377.960000 PA USD 251839.080000 0.0003753 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 42275.870000 PA USD 44107.240000 0.0000657 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 104689.100000 PA USD 108506.410000 0.0001617 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 28438.850000 PA USD 29669.970000 0.0000442 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 94014.290000 PA USD 97889.810000 0.0001459 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 483016.690000 PA USD 521220.220000 0.0007768 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 8586.820000 PA USD 8920.410000 0.0000133 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 50030.010000 PA USD 52110.180000 0.0000777 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 85760.540000 PA USD 92014.890000 0.0001371 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 36522.180000 PA USD 37855.020000 0.0000564 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 10928.520000 PA USD 11716.820000 0.0000175 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 183864.370000 PA USD 191184.870000 0.0002849 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 19017.200000 PA USD 20582.660000 0.0000307 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 28366.110000 PA USD 29613.030000 0.0000441 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 78008.030000 PA USD 83627.530000 0.0001246 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 53380.600000 PA USD 55323.060000 0.0000825 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 10705.370000 PA USD 11163.140000 0.0000166 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 57359.960000 PA USD 59845.740000 0.0000892 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 261537.930000 PA USD 271950.840000 0.0004053 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 199487.960000 PA USD 213682.860000 0.0003185 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 116836.720000 PA USD 121933.350000 0.0001817 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 76732.570000 PA USD 82974.570000 0.0001237 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 219322.660000 PA USD 237081.180000 0.0003533 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 119631.200000 PA USD 128158.860000 0.0001910 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 239899.320000 PA USD 249674.760000 0.0003721 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 160600.640000 PA USD 172123.000000 0.0002565 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 25572.290000 PA USD 26627.100000 0.0000397 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 10275.800000 PA USD 10674.390000 0.0000159 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 19968.890000 PA USD 20771.200000 0.0000310 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 31796.900000 PA USD 33162.500000 0.0000494 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 447460.720000 PA USD 502616.590000 0.0007491 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 237711.550000 PA USD 253881.370000 0.0003784 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 17200.170000 PA USD 18682.110000 0.0000278 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 16760.590000 PA USD 16843.470000 0.0000251 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 167188.930000 PA USD 178482.260000 0.0002660 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 131930.740000 PA USD 148197.010000 0.0002209 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 140449.520000 PA USD 157708.140000 0.0002350 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 1296713.410000 PA USD 1454933.180000 0.0021684 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 23379.570000 PA USD 24132.740000 0.0000360 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 48452.750000 PA USD 50964.770000 0.0000760 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 827231.670000 PA USD 928384.990000 0.0013837 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 219590.900000 PA USD 246607.530000 0.0003675 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 11031.710000 PA USD 11546.340000 0.0000172 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 72143.050000 PA USD 77675.940000 0.0001158 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 9833.050000 PA USD 11287.190000 0.0000168 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 12495.610000 PA USD 14343.180000 0.0000214 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 24331.320000 PA USD 24962.210000 0.0000372 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 24378.530000 PA USD 26856.520000 0.0000400 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 1117.030000 PA USD 1153.020000 0.0000017 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 41173607.300000 PA USD 41113097.330000 0.0612749 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 443257.880000 PA USD 488287.460000 0.0007277 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 15861.620000 PA USD 18197.650000 0.0000271 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 3163877.260000 PA USD 3248358.570000 0.0048413 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 411360.280000 PA USD 420742.660000 0.0006271 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 29344.520000 PA USD 30513.880000 0.0000455 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 246566.120000 PA USD 252728.030000 0.0003767 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 1866057.330000 PA USD 2142050.850000 0.0031925 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 8150.520000 PA USD 8486.350000 0.0000126 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 536277.660000 PA USD 560612.870000 0.0008355 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 157406.200000 PA USD 163932.390000 0.0002443 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 343416.050000 PA USD 357105.270000 0.0005322 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 102873.920000 PA USD 107167.670000 0.0001597 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 13700.380000 PA USD 14141.740000 0.0000211 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 275920.910000 PA USD 295588.210000 0.0004405 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 18091519.420000 PA USD 20757502.370000 0.0309369 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 127448.870000 PA USD 133057.600000 0.0001983 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 42118.800000 PA USD 43780.790000 0.0000653 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 69268.380000 PA USD 72205.600000 0.0001076 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 425485.320000 PA USD 453833.630000 0.0006764 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 961401.510000 PA USD 1058974.810000 0.0015783 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 2189533.650000 PA USD 2322526.760000 0.0034615 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 43776.410000 PA USD 48088.430000 0.0000717 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 7639968.100000 PA USD 8012901.530000 0.0119424 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 4.357 N N N N N N FNMA PASS THRU POOLS N/A 3138EN4H9 468485.700000 PA USD 507708.340000 0.0007567 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 619126.530000 PA USD 685942.590000 0.0010223 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 14831393.000000 PA USD 15950968.140000 0.0237733 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 1757599.950000 PA USD 1890325.690000 0.0028173 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 14764737.260000 PA USD 15647478.970000 0.0233210 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 105202.020000 PA USD 111493.100000 0.0001662 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 288695.360000 PA USD 318051.120000 0.0004740 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 26643.580000 PA USD 28754.620000 0.0000429 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 196341.870000 PA USD 203488.960000 0.0003033 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 28207.430000 PA USD 28365.910000 0.0000423 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 314379.780000 PA USD 338011.390000 0.0005038 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 481652.780000 PA USD 510464.920000 0.0007608 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 1160468.630000 PA USD 1228731.410000 0.0018313 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 2150739.060000 PA USD 2279154.310000 0.0033968 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 198272.770000 PA USD 207930.940000 0.0003099 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 12598417.380000 PA USD 13351148.630000 0.0198985 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 12379395.980000 PA USD 13068801.570000 0.0194777 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 13234555.510000 PA USD 13917678.140000 0.0207429 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 6480334.350000 PA USD 6867854.330000 0.0102358 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 34783779.620000 PA USD 36026327.880000 0.0536936 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 12769275.140000 PA USD 13225166.100000 0.0197108 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 150001.690000 PA USD 153580.870000 0.0002289 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 97004.900000 PA USD 101736.540000 0.0001516 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 224100.530000 PA USD 251565.900000 0.0003749 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 1013222.140000 PA USD 1115183.870000 0.0016621 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 4903767.700000 PA USD 4960821.570000 0.0073936 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 101580670.400000 0.1513956 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 50446269.080000 0.0751850 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 130031.710000 PA USD 141785.800000 0.0002113 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 5471.330000 PA USD 5708.780000 0.0000085 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 2159369.020000 PA USD 2316054.760000 0.0034518 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 152469.880000 PA USD 162394.880000 0.0002420 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 35172.810000 PA USD 36635.510000 0.0000546 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 75096.430000 PA USD 78225.580000 0.0001166 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 71661.910000 PA USD 76473.560000 0.0001140 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 149246.820000 PA USD 152993.200000 0.0002280 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 209800.290000 PA USD 218284.220000 0.0003253 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 632072.270000 PA USD 678266.390000 0.0010109 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 39035.490000 PA USD 40706.700000 0.0000607 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 43754.540000 PA USD 45136.720000 0.0000673 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 1516638.390000 PA USD 1561437.990000 0.0023272 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 738849.030000 PA USD 760217.500000 0.0011330 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 851083.140000 PA USD 909940.530000 0.0013562 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 300853.140000 PA USD 309785.480000 0.0004617 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 10202.190000 PA USD 10803.140000 0.0000161 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 105294.510000 PA USD 111988.840000 0.0001669 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 44799.480000 PA USD 47992.800000 0.0000715 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 146167.670000 PA USD 150446.230000 0.0002242 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 467106.760000 PA USD 480016.840000 0.0007154 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 19932.520000 PA USD 20522.370000 0.0000306 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 340839.710000 PA USD 357929.940000 0.0005335 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 1098116.620000 PA USD 1130939.350000 0.0016855 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 10640.290000 PA USD 10957.330000 0.0000163 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 14800.900000 PA USD 15488.100000 0.0000231 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 152814.730000 PA USD 157336.820000 0.0002345 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 606839.030000 PA USD 622680.210000 0.0009280 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 404026.980000 PA USD 420362.100000 0.0006265 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 694370.050000 PA USD 713739.110000 0.0010638 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 172216.760000 PA USD 177313.810000 0.0002643 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 27550.290000 PA USD 28363.780000 0.0000423 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 661853.590000 PA USD 681337.180000 0.0010155 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 36696.070000 PA USD 37776.310000 0.0000563 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 788933.130000 PA USD 811954.200000 0.0012101 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 37424.540000 PA USD 40025.530000 0.0000597 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 29427.920000 PA USD 30270.090000 0.0000451 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 7186726.630000 PA USD 7397829.750000 0.0110257 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 162341.520000 PA USD 167153.840000 0.0002491 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 17065.970000 PA USD 17563.180000 0.0000262 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 120135.190000 PA USD 123343.590000 0.0001838 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 760769.470000 PA USD 808433.570000 0.0012049 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 360278.810000 PA USD 390009.130000 0.0005813 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 119405.990000 PA USD 122798.140000 0.0001830 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 17066.380000 PA USD 18200.560000 0.0000271 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 1407823.740000 PA USD 1449646.680000 0.0021606 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 83419.090000 PA USD 88876.670000 0.0001325 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 970418.640000 PA USD 1035584.250000 0.0015434 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 2870858.560000 PA USD 2953891.600000 0.0044025 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 265882.910000 PA USD 284035.540000 0.0004233 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 30956.650000 PA USD 31836.090000 0.0000474 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 344040.160000 PA USD 362451.540000 0.0005402 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 108047.200000 PA USD 116385.770000 0.0001735 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 612526.360000 PA USD 630241.830000 0.0009393 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 121780.530000 PA USD 130662.580000 0.0001947 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 74825.140000 PA USD 80633.560000 0.0001202 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 925578.130000 PA USD 980596.130000 0.0014615 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 508724.100000 PA USD 538545.980000 0.0008026 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 35833.920000 PA USD 38546.710000 0.0000574 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 320763.550000 PA USD 352080.810000 0.0005247 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 104991.320000 PA USD 115242.140000 0.0001718 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 130560.380000 PA USD 138365.090000 0.0002062 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 278682.430000 PA USD 295352.280000 0.0004402 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 982201.620000 PA USD 1040965.890000 0.0015515 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 1135390.810000 PA USD 1203275.920000 0.0017934 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 369588.720000 PA USD 385156.560000 0.0005740 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 118792.550000 PA USD 125906.530000 0.0001877 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 39186.280000 PA USD 41538.080000 0.0000619 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 38183.330000 PA USD 40827.320000 0.0000608 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 799869.770000 PA USD 847825.310000 0.0012636 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 27514.940000 PA USD 29164.940000 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 1712350.060000 PA USD 1759589.620000 0.0026225 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 826740.290000 PA USD 876258.100000 0.0013060 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 3374435.150000 PA USD 3576184.430000 0.0053299 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 1397286.500000 PA USD 1481021.790000 0.0022073 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 8783262.200000 PA USD 9209205.800000 0.0137254 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 2824492.860000 PA USD 2993485.600000 0.0044615 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 1085093.390000 PA USD 1149260.590000 0.0017129 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 2733296.000000 PA USD 2863596.180000 0.0042679 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 477195.360000 PA USD 505789.900000 0.0007538 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 16013987.760000 PA USD 16971200.660000 0.0252938 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 124353.080000 PA USD 131793.580000 0.0001964 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 18716691.900000 PA USD 19839549.480000 0.0295688 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 8128801.640000 PA USD 8615847.810000 0.0128410 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 6579897.900000 PA USD 6973478.440000 0.0103933 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 147939.430000 PA USD 156783.710000 0.0002337 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 5632557.480000 PA USD 5969152.130000 0.0088964 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 19650160.540000 PA USD 20826537.640000 0.0310398 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 2827744.240000 PA USD 2997359.750000 0.0044673 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 24833.630000 PA USD 26317.890000 0.0000392 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 110856.230000 PA USD 117503.400000 0.0001751 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 13012845.160000 PA USD 13791389.890000 0.0205547 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 3673603.430000 PA USD 3893469.040000 0.0058028 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 16168592.300000 PA USD 17133806.980000 0.0255362 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 12024667.280000 PA USD 12742869.270000 0.0189919 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 16445955.980000 PA USD 17429507.530000 0.0259769 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 7036601.030000 PA USD 7456780.960000 0.0111136 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 178959.300000 PA USD 194790.410000 0.0002903 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 418101.900000 PA USD 428054.450000 0.0006380 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 1085608.920000 PA USD 1150414.520000 0.0017146 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 11339072.360000 PA USD 12016659.150000 0.0179096 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 395282.200000 PA USD 418895.300000 0.0006243 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 28364.180000 PA USD 30060.530000 0.0000448 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 61586.110000 PA USD 65281.020000 0.0000973 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 330143.010000 PA USD 338002.610000 0.0005038 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 3053108.660000 PA USD 3224806.420000 0.0048062 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 8846397.960000 PA USD 9370297.840000 0.0139655 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 105069.710000 PA USD 111291.650000 0.0001659 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 20423651.700000 PA USD 21649392.880000 0.0322662 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 145781.530000 PA USD 154504.450000 0.0002303 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 194964.920000 PA USD 206620.720000 0.0003079 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 1020978.120000 PA USD 1081516.940000 0.0016119 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 2350371.880000 PA USD 2485163.570000 0.0037039 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 322139.200000 PA USD 340640.830000 0.0005077 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 854930.820000 PA USD 905683.020000 0.0013498 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 117047.580000 PA USD 123948.960000 0.0001847 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 564039.930000 PA USD 597510.290000 0.0008905 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 4405733.690000 PA USD 4665590.430000 0.0069536 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 1952102.730000 PA USD 2063931.940000 0.0030761 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 2266299.430000 PA USD 2401856.840000 0.0035797 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 22683610.770000 PA USD 23935787.370000 0.0356739 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 337811.160000 PA USD 358080.360000 0.0005337 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 329617.060000 PA USD 348351.310000 0.0005192 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 20527.570000 PA USD 21047.500000 0.0000314 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 19857.860000 PA USD 20331.690000 0.0000303 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 65356.070000 PA USD 67056.880000 0.0000999 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 1191315.010000 PA USD 1257915.950000 0.0018748 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 26135.040000 PA USD 26746.260000 0.0000399 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 28847.370000 PA USD 29553.540000 0.0000440 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 20781.990000 PA USD 21605.610000 0.0000322 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 17186.850000 PA USD 17953.130000 0.0000268 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 416062.080000 PA USD 436358.820000 0.0006503 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 90563.930000 PA USD 94727.780000 0.0001412 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 26451.940000 PA USD 27451.910000 0.0000409 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 349518.650000 PA USD 366742.950000 0.0005466 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 121384.110000 PA USD 127199.490000 0.0001896 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 714601.390000 PA USD 735747.120000 0.0010966 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 30513.480000 PA USD 31414.900000 0.0000468 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 118880.960000 PA USD 122397.800000 0.0001824 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 835525.980000 PA USD 860123.200000 0.0012819 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 41927.470000 PA USD 43150.980000 0.0000643 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 43696.360000 PA USD 44904.060000 0.0000669 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 110179.440000 PA USD 113428.530000 0.0001691 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 171028.770000 PA USD 176107.350000 0.0002625 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 237661.680000 PA USD 244694.660000 0.0003647 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 14740.740000 PA USD 15177.920000 0.0000226 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 23430.770000 PA USD 24009.920000 0.0000358 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 293217.230000 PA USD 301938.870000 0.0004500 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 16280.910000 PA USD 16761.860000 0.0000250 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 14370.570000 PA USD 14795.270000 0.0000221 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 26620.490000 PA USD 27407.420000 0.0000408 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 22221.470000 PA USD 22886.840000 0.0000341 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 511178.890000 PA USD 526462.330000 0.0007846 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 19740.630000 PA USD 20333.850000 0.0000303 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 761984.800000 PA USD 784523.420000 0.0011693 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 1290918.570000 PA USD 1328254.970000 0.0019796 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 920178.660000 PA USD 947029.920000 0.0014115 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 48983.490000 PA USD 50430.470000 0.0000752 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 99144.970000 PA USD 102072.620000 0.0001521 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 120443.350000 PA USD 123996.900000 0.0001848 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 1504228.180000 PA USD 1548600.350000 0.0023080 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 1795616.760000 PA USD 1849301.050000 0.0027562 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 14560.780000 PA USD 14990.160000 0.0000223 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 74659.490000 PA USD 77764.010000 0.0001159 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 688943.550000 PA USD 708870.590000 0.0010565 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 611352.340000 PA USD 628394.810000 0.0009366 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 445375.280000 PA USD 458531.680000 0.0006834 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 831097.930000 PA USD 854923.430000 0.0012742 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 798414.340000 PA USD 821300.660000 0.0012241 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 136762.640000 PA USD 140647.920000 0.0002096 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 282386.360000 PA USD 290870.230000 0.0004335 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 35742.280000 PA USD 36766.880000 0.0000548 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 1396608.160000 PA USD 1435566.100000 0.0021396 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 743769.190000 PA USD 765724.710000 0.0011412 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 8179.230000 PA USD 8399.850000 0.0000125 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 699297.820000 PA USD 719586.530000 0.0010725 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 495540.890000 PA USD 509947.230000 0.0007600 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 150197.920000 PA USD 154309.810000 0.0002300 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 15639.110000 PA USD 16067.310000 0.0000239 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 408916.230000 PA USD 421058.220000 0.0006275 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 189327.170000 PA USD 194852.040000 0.0002904 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 776578.570000 PA USD 798241.310000 0.0011897 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 295346.030000 PA USD 307627.600000 0.0004585 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 694133.400000 PA USD 740950.750000 0.0011043 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 17434.260000 PA USD 17929.530000 0.0000267 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 281132.350000 PA USD 288694.430000 0.0004303 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 20934.570000 PA USD 22253.290000 0.0000332 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 309694.430000 PA USD 332225.980000 0.0004951 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 838126.070000 PA USD 862583.740000 0.0012856 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 469897.480000 PA USD 483488.320000 0.0007206 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 41150.720000 PA USD 42627.250000 0.0000635 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 873079.070000 PA USD 898869.380000 0.0013397 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 781806.390000 PA USD 805247.210000 0.0012001 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 621260.640000 PA USD 637792.320000 0.0009506 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 116147.490000 PA USD 119417.250000 0.0001780 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 11116.870000 PA USD 11318.160000 0.0000169 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 1199842.040000 PA USD 1235346.110000 0.0018412 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 167842.410000 PA USD 172696.910000 0.0002574 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 574875.020000 PA USD 591650.030000 0.0008818 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 255735.670000 PA USD 264949.160000 0.0003949 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 658729.980000 PA USD 677555.500000 0.0010098 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 788189.960000 PA USD 811235.180000 0.0012091 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 921279.220000 PA USD 947688.730000 0.0014124 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 1291899.820000 PA USD 1329598.570000 0.0019816 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 20396.230000 PA USD 20998.370000 0.0000313 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 60761.750000 PA USD 62549.580000 0.0000932 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 1511387.790000 PA USD 1555879.000000 0.0023189 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 151160.480000 PA USD 155617.910000 0.0002319 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 68287.780000 PA USD 70280.430000 0.0001047 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 16727.610000 PA USD 17220.030000 0.0000257 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 46060.550000 PA USD 48902.630000 0.0000729 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 926895.600000 PA USD 953466.330000 0.0014210 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 869228.800000 PA USD 894905.780000 0.0013338 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 22546.730000 PA USD 23211.610000 0.0000346 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 14611.410000 PA USD 15015.240000 0.0000224 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 2203256.400000 PA USD 2267583.440000 0.0033796 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 243292.050000 PA USD 252069.930000 0.0003757 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 349085.800000 PA USD 371491.190000 0.0005537 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 1110659.150000 PA USD 1141871.160000 0.0017018 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 367072.410000 PA USD 393814.920000 0.0005869 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 112603.790000 PA USD 120425.590000 0.0001795 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 25335.990000 PA USD 26085.680000 0.0000389 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 791610.310000 PA USD 845460.280000 0.0012601 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 19868.680000 PA USD 20457.650000 0.0000305 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 418636.610000 PA USD 437633.760000 0.0006522 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 33483.070000 PA USD 34800.640000 0.0000519 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 445117.710000 PA USD 463261.130000 0.0006904 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 343508.700000 PA USD 367932.150000 0.0005484 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 230992.710000 PA USD 239280.950000 0.0003566 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 100482.060000 PA USD 105815.670000 0.0001577 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 52007.820000 PA USD 53374.780000 0.0000795 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 887578.670000 PA USD 926474.600000 0.0013808 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 1447145.510000 PA USD 1509790.670000 0.0022502 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 1052164.450000 PA USD 1091965.260000 0.0016275 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 970134.850000 PA USD 1014075.920000 0.0015114 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 36990.750000 PA USD 39898.920000 0.0000595 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 239125.630000 PA USD 259564.680000 0.0003869 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 6593353.000000 PA USD 7017419.000000 0.0104587 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 442474.010000 PA USD 470866.750000 0.0007018 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 123991.890000 PA USD 132702.330000 0.0001978 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 34621.400000 PA USD 36461.030000 0.0000543 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 1003931.850000 PA USD 1055294.780000 0.0015728 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 72602.660000 PA USD 75896.870000 0.0001131 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 10961.490000 PA USD 11378.140000 0.0000170 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 469565.610000 PA USD 487946.320000 0.0007272 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 3914708.140000 PA USD 4169133.240000 0.0062137 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 14139.140000 PA USD 14658.090000 0.0000218 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 915415.740000 PA USD 959984.420000 0.0014308 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 109389.190000 PA USD 116127.550000 0.0001731 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 26342.220000 PA USD 28285.750000 0.0000422 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 1501028.820000 PA USD 1640197.700000 0.0024445 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 827415.670000 PA USD 859164.340000 0.0012805 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 1297075.590000 PA USD 1347859.100000 0.0020088 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 2966919.630000 PA USD 3077237.210000 0.0045863 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 109098.760000 PA USD 114894.770000 0.0001712 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 161380.270000 PA USD 173458.150000 0.0002585 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 505408.480000 PA USD 542466.850000 0.0008085 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 21937.470000 PA USD 23580.100000 0.0000351 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 43644.920000 PA USD 45547.610000 0.0000679 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 50006.050000 PA USD 53110.640000 0.0000792 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 19488986.090000 PA USD 20654115.830000 0.0307829 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 9044.540000 PA USD 9373.480000 0.0000140 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 2576329.060000 PA USD 2678939.920000 0.0039927 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 94992.960000 PA USD 98548.140000 0.0001469 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 172877.610000 PA USD 182452.370000 0.0002719 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 22278.320000 PA USD 23615.350000 0.0000352 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 71296.850000 PA USD 75682.240000 0.0001128 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 85243.450000 PA USD 88624.980000 0.0001321 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 522852.120000 PA USD 542153.570000 0.0008080 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 132609.450000 PA USD 137890.020000 0.0002055 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 345016.880000 PA USD 364082.810000 0.0005426 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 1738033.190000 PA USD 1806082.110000 0.0026918 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 43094.070000 PA USD 45671.800000 0.0000681 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 937560.060000 PA USD 972493.010000 0.0014494 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 1062162.200000 PA USD 1104838.880000 0.0016466 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 1689383.330000 PA USD 1757661.010000 0.0026196 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 1535924.730000 PA USD 1594912.840000 0.0023771 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 605452.180000 PA USD 650689.620000 0.0009698 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 81752.940000 PA USD 86642.730000 0.0001291 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 333715.730000 PA USD 353653.420000 0.0005271 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 184036.570000 PA USD 192167.600000 0.0002864 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 145393.750000 PA USD 154255.000000 0.0002299 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 388272.490000 PA USD 411510.150000 0.0006133 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 74164.650000 PA USD 78279.310000 0.0001167 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 9387.590000 PA USD 9949.610000 0.0000148 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 6821089.700000 PA USD 7229112.210000 0.0107743 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 891768.220000 PA USD 939523.230000 0.0014003 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 255803.810000 PA USD 267893.770000 0.0003993 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 13210.870000 PA USD 13944.870000 0.0000208 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 1697215.010000 PA USD 1766199.380000 0.0026323 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 1086473.240000 PA USD 1128381.250000 0.0016817 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 174401.230000 PA USD 178718.200000 0.0002664 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 41722.950000 PA USD 43939.670000 0.0000655 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 255537.360000 PA USD 264836.630000 0.0003947 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 5575366.800000 PA USD 5908734.480000 0.0088064 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 2446653.310000 PA USD 2599462.960000 0.0038742 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 65878.590000 PA USD 71706.320000 0.0001069 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 3293577.960000 PA USD 3490593.900000 0.0052024 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 1356449.370000 PA USD 1419756.120000 0.0021160 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 34744.710000 PA USD 36821.500000 0.0000549 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 47559.620000 PA USD 51050.640000 0.0000761 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 444273.820000 PA USD 470831.360000 0.0007017 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 1117039.870000 PA USD 1189759.880000 0.0017732 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 4367658.070000 PA USD 4628892.550000 0.0068989 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 67025.750000 PA USD 71646.870000 0.0001068 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 92899.010000 PA USD 98466.640000 0.0001468 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 90402.140000 PA USD 95906.880000 0.0001429 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 783414.480000 PA USD 824444.140000 0.0012288 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 340074.320000 PA USD 359563.050000 0.0005359 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 1195882.790000 PA USD 1250929.600000 0.0018644 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 1336802.250000 PA USD 1395293.300000 0.0020795 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 305468.890000 PA USD 316492.520000 0.0004717 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 319331.220000 PA USD 338397.540000 0.0005043 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 1771483.470000 PA USD 1861677.060000 0.0027746 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 6472.520000 PA USD 6732.720000 0.0000100 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 1199328.670000 PA USD 1271152.710000 0.0018945 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 13452.100000 PA USD 14256.230000 0.0000212 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 252130.520000 PA USD 267265.090000 0.0003983 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 30451.480000 PA USD 32010.840000 0.0000477 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 17000.200000 PA USD 18019.200000 0.0000269 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 295321.380000 PA USD 307232.400000 0.0004579 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 30255.640000 PA USD 31696.200000 0.0000472 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 372479.000000 PA USD 394771.510000 0.0005884 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 147476.290000 PA USD 156293.310000 0.0002329 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 1036991.600000 PA USD 1099154.430000 0.0016382 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 274088.770000 PA USD 290526.760000 0.0004330 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 82081.830000 PA USD 87000.120000 0.0001297 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 3571175.580000 PA USD 3785288.020000 0.0056416 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 49524.630000 PA USD 52487.280000 0.0000782 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 112251.630000 PA USD 118380.780000 0.0001764 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 999393.540000 PA USD 1066734.250000 0.0015899 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 212787.980000 PA USD 223154.920000 0.0003326 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 97028.650000 PA USD 100929.150000 0.0001504 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 85738.800000 PA USD 89197.120000 0.0001329 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 171640.090000 PA USD 178557.770000 0.0002661 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 1127443.410000 PA USD 1203429.410000 0.0017936 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 67026.490000 PA USD 70177.360000 0.0001046 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 23182.470000 PA USD 24567.790000 0.0000366 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 2364236.720000 PA USD 2467585.360000 0.0036777 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 1770840.680000 PA USD 1876886.870000 0.0027973 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 57843.880000 PA USD 61303.740000 0.0000914 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 315600.530000 PA USD 334478.970000 0.0004985 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 192404.470000 PA USD 203927.120000 0.0003039 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 497677.450000 PA USD 527426.380000 0.0007861 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 29394.680000 PA USD 30961.530000 0.0000461 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 15898.520000 PA USD 16849.710000 0.0000251 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 188669.490000 PA USD 199949.570000 0.0002980 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 522582.690000 PA USD 553954.830000 0.0008256 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 3610992.740000 PA USD 3823361.220000 0.0056983 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 474902.770000 PA USD 499952.880000 0.0007451 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 207669.040000 PA USD 220134.830000 0.0003281 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 1027569.870000 PA USD 1089027.710000 0.0016231 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 2742864.340000 PA USD 2907519.750000 0.0043334 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 1230363.330000 PA USD 1288687.920000 0.0019207 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 2640620.070000 PA USD 2742016.370000 0.0040867 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 1121685.540000 PA USD 1189955.020000 0.0017735 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 70701.220000 PA USD 72383.740000 0.0001079 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 124978.030000 PA USD 131900.320000 0.0001966 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 15010.490000 PA USD 16157.810000 0.0000241 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 72929.750000 PA USD 77644.240000 0.0001157 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 1070924.590000 PA USD 1134991.550000 0.0016916 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 13599.740000 PA USD 14442.350000 0.0000215 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 9678.210000 PA USD 10256.360000 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 254793.450000 PA USD 270068.730000 0.0004025 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 4526990.720000 PA USD 4795722.620000 0.0071475 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 49346.690000 PA USD 51337.030000 0.0000765 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 1318034.250000 PA USD 1394887.500000 0.0020789 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 2822714.470000 PA USD 2987260.120000 0.0044522 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 97425.930000 PA USD 103241.970000 0.0001539 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 14938.640000 PA USD 15832.420000 0.0000236 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 137879.100000 PA USD 144354.610000 0.0002151 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 3189737.120000 PA USD 3377297.080000 0.0050335 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 4695826.110000 PA USD 4977687.770000 0.0074187 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 4075754.530000 PA USD 4319673.480000 0.0064380 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 957155.560000 PA USD 1010346.370000 0.0015058 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 46398.840000 PA USD 49398.440000 0.0000736 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 7330.950000 PA USD 7696.780000 0.0000115 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 2338417.140000 PA USD 2437101.920000 0.0036323 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 341166.240000 PA USD 361637.720000 0.0005390 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 511587.440000 PA USD 532128.620000 0.0007931 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 464415.320000 PA USD 483030.120000 0.0007199 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 189063.750000 PA USD 196669.370000 0.0002931 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 2703034.120000 PA USD 2859684.570000 0.0042621 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 329991.100000 PA USD 349229.340000 0.0005205 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 344366.510000 PA USD 364322.580000 0.0005430 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 1368668.130000 PA USD 1432211.070000 0.0021346 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 39227.200000 PA USD 41067.460000 0.0000612 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 51076.070000 PA USD 54023.790000 0.0000805 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 320405.060000 PA USD 333320.090000 0.0004968 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 803061.010000 PA USD 840186.090000 0.0012522 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 3467198.260000 PA USD 3624161.620000 0.0054014 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 52959.370000 PA USD 56020.470000 0.0000835 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 126353.430000 PA USD 133925.430000 0.0001996 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 3302697.630000 PA USD 3498301.520000 0.0052139 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 149995.710000 PA USD 158891.640000 0.0002368 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 254967.830000 PA USD 261040.360000 0.0003891 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 192325.230000 PA USD 202160.400000 0.0003013 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 274676.160000 PA USD 290299.650000 0.0004327 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 75534.700000 PA USD 78972.230000 0.0001177 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 6087609.680000 PA USD 6442834.910000 0.0096024 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 3192991.310000 PA USD 3375968.140000 0.0050315 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 35159.460000 PA USD 37178.610000 0.0000554 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 212859.620000 PA USD 225150.050000 0.0003356 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 2496127.330000 PA USD 2612996.890000 0.0038944 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 1598884.780000 PA USD 1687889.040000 0.0025156 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 194459.830000 PA USD 203658.590000 0.0003035 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 4403548.290000 PA USD 4595764.850000 0.0068495 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 2373721.270000 PA USD 2485025.610000 0.0037037 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 3079784.590000 PA USD 3255917.160000 0.0048526 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 2555214.060000 PA USD 2708185.730000 0.0040363 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 421823.650000 PA USD 438789.760000 0.0006540 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 624607.480000 PA USD 659663.280000 0.0009832 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 602426.320000 PA USD 630759.980000 0.0009401 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 34603.390000 PA USD 36632.880000 0.0000546 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 108460.090000 PA USD 113630.140000 0.0001694 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 27477.050000 PA USD 28848.970000 0.0000430 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 4085875.790000 PA USD 4313231.490000 0.0064284 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 1992868.570000 PA USD 2110901.210000 0.0031461 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 3883121.640000 PA USD 4115774.870000 0.0061341 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 1053627.060000 PA USD 1116765.050000 0.0016644 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 4408604.010000 PA USD 4665157.120000 0.0069529 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 49738.840000 PA USD 50925.650000 0.0000759 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 97831.000000 PA USD 100162.190000 0.0001493 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 223784.990000 PA USD 236525.460000 0.0003525 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 226086.320000 PA USD 236515.750000 0.0003525 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 2066565.060000 PA USD 2183886.810000 0.0032549 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 1022673.710000 PA USD 1082259.580000 0.0016130 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 5860074.740000 PA USD 6195746.030000 0.0092341 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 321606.780000 PA USD 338884.260000 0.0005051 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 178200.750000 PA USD 188890.400000 0.0002815 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 2529549.640000 PA USD 2639743.320000 0.0039343 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 3734497.390000 PA USD 3906702.010000 0.0058225 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 60692.520000 PA USD 64131.610000 0.0000956 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 972117.810000 PA USD 1030230.590000 0.0015355 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 2939839.390000 PA USD 3116236.490000 0.0046444 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 3144890.940000 PA USD 3290759.380000 0.0049045 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 175249.120000 PA USD 181000.800000 0.0002698 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 207659.180000 PA USD 220085.720000 0.0003280 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 241985.270000 PA USD 252982.910000 0.0003770 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 2915454.800000 PA USD 3052136.890000 0.0045489 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 45384.980000 PA USD 47421.360000 0.0000707 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 958730.880000 PA USD 1002142.290000 0.0014936 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 231363.910000 PA USD 245176.040000 0.0003654 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 3572602.850000 PA USD 3766989.350000 0.0056143 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 148124.800000 PA USD 156447.400000 0.0002332 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 414914.500000 PA USD 433463.220000 0.0006460 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 119678.970000 PA USD 126552.320000 0.0001886 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 17633.270000 PA USD 18626.900000 0.0000278 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 338131.160000 PA USD 357167.690000 0.0005323 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 4351880.530000 PA USD 4594395.250000 0.0068475 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 2823828.180000 PA USD 2953623.950000 0.0044021 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 3433949.000000 PA USD 3625775.060000 0.0054038 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 44907.640000 PA USD 45979.170000 0.0000685 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 27427.940000 PA USD 28731.820000 0.0000428 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 101617.800000 PA USD 106582.730000 0.0001589 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 497375.030000 PA USD 528263.520000 0.0007873 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 788388.250000 PA USD 824130.410000 0.0012283 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 4640252.230000 PA USD 4905202.790000 0.0073107 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 1072885.050000 PA USD 1121040.330000 0.0016708 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 353483.820000 PA USD 369801.580000 0.0005512 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 3606868.460000 PA USD 3771885.650000 0.0056216 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 158212.420000 PA USD 166646.660000 0.0002484 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 88890.230000 PA USD 92291.400000 0.0001376 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 6923048.350000 PA USD 7320497.990000 0.0109105 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 149072.210000 PA USD 157456.860000 0.0002347 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 1053519.470000 PA USD 1110561.340000 0.0016552 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 5651045.420000 PA USD 5957474.090000 0.0088790 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 2832910.260000 PA USD 2966603.140000 0.0044214 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 813967.580000 PA USD 854799.860000 0.0012740 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 4260240.980000 PA USD 4492782.740000 0.0066960 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 3010319.100000 PA USD 3173316.800000 0.0047295 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 3357835.720000 PA USD 3542630.280000 0.0052799 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 3290024.170000 PA USD 3466568.410000 0.0051666 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 4448537.640000 PA USD 4689972.100000 0.0069899 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 4953917.570000 PA USD 5241288.630000 0.0078116 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 2957958.660000 PA USD 3118672.810000 0.0046481 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 4770313.100000 PA USD 5030772.820000 0.0074979 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 299387.500000 PA USD 316566.730000 0.0004718 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 171690.450000 PA USD 181396.390000 0.0002704 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 492400.100000 PA USD 518581.850000 0.0007729 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 794195.670000 PA USD 859521.270000 0.0012810 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 781095.210000 PA USD 799364.290000 0.0011914 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 411539.620000 PA USD 433514.810000 0.0006461 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 1299443.730000 PA USD 1357643.500000 0.0020234 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 4764466.990000 PA USD 5016479.760000 0.0074766 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 762806.110000 PA USD 788606.630000 0.0011753 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 90434.990000 PA USD 94806.910000 0.0001413 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 781565.950000 PA USD 824382.780000 0.0012287 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 321191.420000 PA USD 340267.360000 0.0005071 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 708029.200000 PA USD 745472.370000 0.0011111 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 262302.170000 PA USD 274360.100000 0.0004089 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 64445.310000 PA USD 68919.370000 0.0001027 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 279115.760000 PA USD 285772.140000 0.0004259 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 2654671.910000 PA USD 2715662.390000 0.0040474 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 258646.190000 PA USD 272494.030000 0.0004061 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 62340.930000 PA USD 65549.770000 0.0000977 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 277743.040000 PA USD 294370.110000 0.0004387 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 363603.480000 PA USD 375061.910000 0.0005590 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 45701511.610000 PA USD 46960049.430000 0.0699892 Long ABS-MBS USGSE US N 2 2057-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140FXKM3 26524019.890000 PA USD 27894927.390000 0.0415745 Long ABS-MBS USGSE US N 2 2058-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GPL30 404221.660000 PA USD 412429.540000 0.0006147 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 147410.270000 PA USD 153249.320000 0.0002284 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 37422.410000 PA USD 38842.740000 0.0000579 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 62113.960000 PA USD 65070.240000 0.0000970 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 785159.340000 PA USD 822909.400000 0.0012265 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 824626.510000 PA USD 866638.890000 0.0012916 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 367885.360000 PA USD 381909.170000 0.0005692 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 64151.260000 PA USD 67557.460000 0.0001007 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 554044.740000 PA USD 579124.450000 0.0008631 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 614435.600000 PA USD 645324.730000 0.0009618 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 475914.290000 PA USD 494084.570000 0.0007364 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 328231.910000 PA USD 345005.950000 0.0005142 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 2131809.650000 PA USD 2225379.290000 0.0033167 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 11890802.490000 PA USD 12488924.010000 0.0186135 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 196853.070000 PA USD 204657.180000 0.0003050 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 4418964.460000 PA USD 4556038.310000 0.0067903 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 818464.930000 PA USD 857033.710000 0.0012773 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 48572.420000 PA USD 49536.650000 0.0000738 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 420594.380000 PA USD 440992.080000 0.0006573 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 1429295.970000 PA USD 1504438.780000 0.0022422 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 472879.870000 PA USD 490418.150000 0.0007309 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 1162091.070000 PA USD 1205924.080000 0.0017973 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 1606507.360000 PA USD 1658871.890000 0.0024724 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 919313.760000 PA USD 954358.610000 0.0014224 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 32973.180000 PA USD 34630.190000 0.0000516 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 24190.850000 PA USD 25438.340000 0.0000379 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 30386.190000 PA USD 31438.590000 0.0000469 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 4034649.950000 PA USD 4228820.500000 0.0063026 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 814744.300000 PA USD 879706.640000 0.0013111 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 3601368.830000 PA USD 3718807.740000 0.0055425 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 129575.040000 PA USD 135436.030000 0.0002019 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 41246845.860000 PA USD 43599238.860000 0.0649802 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 1870467.770000 PA USD 1931456.900000 0.0028786 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 2223390.360000 PA USD 2336391.400000 0.0034822 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 776662.900000 PA USD 805686.340000 0.0012008 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 128333.820000 PA USD 135768.090000 0.0002023 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 147227.390000 PA USD 155697.660000 0.0002321 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 19705484.650000 PA USD 20388053.280000 0.0303863 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 78627.000000 PA USD 81313.560000 0.0001212 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 411541.100000 PA USD 432484.900000 0.0006446 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 1106957.480000 PA USD 1163836.730000 0.0017346 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 55466.670000 PA USD 57899.370000 0.0000863 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 373778.690000 PA USD 382990.260000 0.0005708 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 876282.230000 PA USD 900642.290000 0.0013423 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 41182.510000 PA USD 42925.980000 0.0000640 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 1341980.560000 PA USD 1397311.980000 0.0020826 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 666989.580000 PA USD 694603.010000 0.0010352 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 1060498.440000 PA USD 1088121.050000 0.0016217 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 768761.250000 PA USD 790231.880000 0.0011778 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 1709971.110000 PA USD 1757304.140000 0.0026191 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 366991.620000 PA USD 380791.100000 0.0005675 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 41030.620000 PA USD 41749.730000 0.0000622 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 1405150.120000 PA USD 1478730.200000 0.0022039 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 1283939.900000 PA USD 1319332.790000 0.0019663 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 509441.500000 PA USD 533621.920000 0.0007953 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 1195787.250000 PA USD 1228916.360000 0.0018316 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 35561.700000 PA USD 37106.560000 0.0000553 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 894859.840000 PA USD 923906.440000 0.0013770 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 8663248.330000 PA USD 8901708.660000 0.0132671 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 975101.680000 PA USD 1021814.170000 0.0015229 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 3052367.720000 PA USD 3178120.450000 0.0047367 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 3544759.000000 PA USD 3689532.950000 0.0054989 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 31017753.360000 PA USD 32297820.680000 0.0481366 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 564503.490000 PA USD 578646.140000 0.0008624 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 265376.700000 PA USD 272024.920000 0.0004054 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 34460.470000 PA USD 36765.630000 0.0000548 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 1082145.230000 PA USD 1131913.890000 0.0016870 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 712568.000000 PA USD 745340.140000 0.0011109 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 295764.930000 PA USD 310350.400000 0.0004625 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 1694033.730000 PA USD 1741083.790000 0.0025949 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 1543422.250000 PA USD 1586375.270000 0.0023643 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 331155.530000 PA USD 347506.090000 0.0005179 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 22823815.050000 PA USD 23727289.830000 0.0353631 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 473552.300000 PA USD 491651.730000 0.0007328 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 4369187.940000 PA USD 4570734.560000 0.0068122 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 3913003.360000 PA USD 4102264.450000 0.0061140 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 860907.400000 PA USD 883346.560000 0.0013165 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 1615768.690000 PA USD 1660673.340000 0.0024751 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 830272.160000 PA USD 858738.780000 0.0012799 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 1441168.600000 PA USD 1497351.560000 0.0022317 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 169231.640000 PA USD 175344.300000 0.0002613 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 882860.120000 PA USD 915638.770000 0.0013647 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 81423.930000 PA USD 86027.010000 0.0001282 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 916745.280000 PA USD 942185.320000 0.0014042 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 178393.830000 PA USD 184840.400000 0.0002755 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 1039773.970000 PA USD 1086559.750000 0.0016194 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 708871.930000 PA USD 745789.130000 0.0011115 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 2585178.170000 PA USD 2656855.100000 0.0039598 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 1742540.550000 PA USD 1791086.960000 0.0026694 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 1701602.780000 PA USD 1805303.800000 0.0026906 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HJWM9 2666810.890000 PA USD 2740733.850000 0.0040848 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 2172052.680000 PA USD 2278973.060000 0.0033966 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 1883066.720000 PA USD 1972706.420000 0.0029401 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 106030.550000 PA USD 112003.830000 0.0001669 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 2440763.140000 PA USD 2536651.620000 0.0037806 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 6129349.390000 PA USD 6373654.840000 0.0094993 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 2265664.320000 PA USD 2361048.450000 0.0035189 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 4870646.610000 PA USD 5077958.380000 0.0075682 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 6664394.880000 PA USD 6949869.230000 0.0103581 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 57379.720000 PA USD 60486.610000 0.0000901 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 1587729.310000 PA USD 1653888.830000 0.0024650 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 4562682.720000 PA USD 4750524.670000 0.0070802 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 2904118.620000 PA USD 3025681.250000 0.0045095 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HMN26 103425206.100000 PA USD 107642464.030000 0.1604301 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HMZJ6 39453767.720000 PA USD 41693021.540000 0.0621392 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 5575370.790000 PA USD 5825028.810000 0.0086816 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 119092.960000 PA USD 130341.370000 0.0001943 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 67950.920000 PA USD 70717.170000 0.0001054 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HPXB8 2858833.930000 PA USD 2979010.990000 0.0044399 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 12467285.800000 PA USD 12994611.720000 0.0193671 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 484112.270000 PA USD 504985.990000 0.0007526 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 121931.970000 PA USD 131426.730000 0.0001959 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 33109026.280000 0.0493456 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 24381961.830000 0.0363388 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 4017804.490000 PA USD 4212573.950000 0.0062784 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 381307.630000 PA USD 395821.530000 0.0005899 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 24893470.890000 PA USD 26215395.840000 0.0390714 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 281276136.030000 PA USD 292795583.600000 0.4363820 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 468084.650000 PA USD 491812.740000 0.0007330 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 1819414.520000 PA USD 1864768.810000 0.0027792 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 350037.570000 PA USD 367345.940000 0.0005475 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 1004625.230000 PA USD 1022483.700000 0.0015239 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 674560.800000 PA USD 687503.090000 0.0010247 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 306179.460000 PA USD 309817.830000 0.0004618 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 41135791.600000 PA USD 43513105.100000 0.0648519 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 5099518.350000 PA USD 5301130.770000 0.0079008 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 247966875.380000 PA USD 263461504.650000 0.3926625 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 52206372.630000 PA USD 56151640.580000 0.0836883 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 34626561.860000 PA USD 37279400.410000 0.0555611 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 1491423.250000 PA USD 1606973.040000 0.0023950 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 5983946.410000 PA USD 6437416.510000 0.0095943 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 5413562.120000 PA USD 5642513.730000 0.0084096 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 111794.330000 PA USD 116165.920000 0.0001731 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 7011425.750000 PA USD 7317915.290000 0.0109066 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 1376977.520000 PA USD 1434776.370000 0.0021384 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 9364704.400000 PA USD 9861417.590000 0.0146974 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 415297.150000 PA USD 432045.450000 0.0006439 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 10924439.210000 PA USD 11379663.210000 0.0169602 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 4146443.360000 PA USD 4364494.950000 0.0065048 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 2180725.390000 PA USD 2276503.290000 0.0033929 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 2300412.930000 PA USD 2402898.210000 0.0035813 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 5974783.440000 PA USD 6230337.830000 0.0092857 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 2029411.980000 PA USD 2122297.700000 0.0031631 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 5868781.930000 PA USD 6118049.580000 0.0091183 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 883721.700000 PA USD 953079.880000 0.0014205 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 950320.400000 PA USD 994028.400000 0.0014815 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 99499.430000 PA USD 103739.340000 0.0001546 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 6543491.590000 PA USD 6821199.860000 0.0101663 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 1041978.900000 PA USD 1086717.290000 0.0016196 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 4179738.990000 PA USD 4356854.550000 0.0064934 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 2952786.790000 PA USD 3077711.820000 0.0045870 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 387175.260000 PA USD 419219.240000 0.0006248 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 3140JL6U3 221321.670000 PA USD 238363.420000 0.0003553 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 3140JM6W7 1636168.240000 PA USD 1761626.480000 0.0026255 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 3140JPLU7 27669.690000 PA USD 29759.790000 0.0000444 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JR3L3 4332969.900000 PA USD 4535359.760000 0.0067595 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 13714049.710000 PA USD 14469027.620000 0.0215646 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 39956572.100000 PA USD 40958919.870000 0.0610451 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 8473607.650000 PA USD 8629659.900000 0.0128616 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 208841.760000 PA USD 217113.250000 0.0003236 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 319363.530000 PA USD 335830.420000 0.0005005 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 2085844.530000 PA USD 2168497.500000 0.0032319 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 298795.870000 PA USD 310121.320000 0.0004622 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 1033359.420000 PA USD 1071258.990000 0.0015966 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 25749.870000 PA USD 26394.890000 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 1364305.290000 PA USD 1403133.230000 0.0020912 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 876996.510000 PA USD 905304.610000 0.0013493 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 834099.950000 PA USD 873666.880000 0.0013021 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 220930.440000 PA USD 228985.670000 0.0003413 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 50189787.170000 PA USD 53032234.570000 0.0790391 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 2469522.570000 PA USD 2537505.460000 0.0037819 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 1633848.440000 PA USD 1679210.720000 0.0025027 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 1616136.020000 PA USD 1660844.260000 0.0024753 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 90298227.260000 PA USD 95411331.870000 0.1422009 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 3140Q94R1 57945354.410000 PA USD 60261324.190000 0.0898134 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140Q96S7 190728.300000 PA USD 195949.970000 0.0002920 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 482330.640000 PA USD 493185.080000 0.0007350 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 982295.360000 PA USD 997500.560000 0.0014867 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 8031918.450000 PA USD 8594392.650000 0.0128091 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X3AX6 411923352.400000 PA USD 429685376.140000 0.6404023 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X4GR1 63558100.020000 PA USD 66738742.470000 0.0994673 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 31395543.160000 PA USD 33023599.240000 0.0492183 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 89143.360000 PA USD 89072.460000 0.0001328 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 108289.140000 PA USD 109386.550000 0.0001630 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 7665.630000 PA USD 8246.030000 0.0000123 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 62928.790000 PA USD 67013.920000 0.0000999 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 316452.620000 PA USD 340528.770000 0.0005075 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 4739.800000 PA USD 4944.470000 0.0000074 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 73317.100000 PA USD 78342.490000 0.0001168 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 157852.820000 PA USD 169865.820000 0.0002532 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 141857.960000 PA USD 153581.060000 0.0002289 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 130604.320000 PA USD 140484.560000 0.0002094 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 126298.420000 PA USD 135911.190000 0.0002026 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 8809.130000 PA USD 9511.510000 0.0000142 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 52886.280000 PA USD 55444.080000 0.0000826 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 183438.990000 PA USD 197499.500000 0.0002944 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 375398.390000 PA USD 404182.900000 0.0006024 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 42951.850000 PA USD 46013.580000 0.0000686 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 153514.000000 PA USD 165287.830000 0.0002463 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 9223.830000 PA USD 9924.460000 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 31417YWE3 4910.220000 PA USD 5112.470000 0.0000076 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 57313.850000 PA USD 61719.320000 0.0000920 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 44374.440000 PA USD 47741.730000 0.0000712 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 90582.420000 PA USD 97533.030000 0.0001454 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 29717.160000 PA USD 31996.410000 0.0000477 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 564380.770000 PA USD 580981.220000 0.0008659 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 13551.000000 PA USD 14235.910000 0.0000212 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 120120.730000 PA USD 127982.950000 0.0001907 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 2082609.760000 PA USD 2218538.350000 0.0033065 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 416788.430000 PA USD 438152.180000 0.0006530 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 1037935.930000 PA USD 1101117.680000 0.0016411 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 423135.170000 PA USD 448485.330000 0.0006684 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 175925.110000 PA USD 189149.770000 0.0002819 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 183488.790000 PA USD 192902.740000 0.0002875 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 94419.430000 PA USD 100110.140000 0.0001492 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 21770.540000 PA USD 23075.800000 0.0000344 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 5519391.250000 PA USD 5863388.410000 0.0087388 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 18631.600000 PA USD 20011.240000 0.0000298 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 540427.760000 PA USD 572786.030000 0.0008537 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 9351155.590000 PA USD 9911023.020000 0.0147714 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 894918.910000 PA USD 948471.240000 0.0014136 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 27293.880000 PA USD 28928.730000 0.0000431 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 2366114.520000 PA USD 2505185.170000 0.0037337 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 293593.540000 PA USD 311526.220000 0.0004643 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 556652.750000 PA USD 587673.050000 0.0008759 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 143400.930000 PA USD 151322.430000 0.0002255 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 310193.200000 PA USD 327321.620000 0.0004878 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 327472.200000 PA USD 345394.190000 0.0005148 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 171868.050000 PA USD 181094.750000 0.0002699 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 101971.600000 PA USD 107418.880000 0.0001601 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 84450.100000 PA USD 87664.140000 0.0001307 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 416494.530000 PA USD 428054.410000 0.0006380 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 59870.740000 PA USD 63060.970000 0.0000940 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 38257.470000 PA USD 40275.580000 0.0000600 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 15238380.860000 PA USD 16037248.560000 0.0239019 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 154535.590000 PA USD 160375.060000 0.0002390 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 31505.270000 PA USD 33155.420000 0.0000494 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 179472.270000 PA USD 188568.810000 0.0002810 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 1661107.860000 PA USD 1705318.840000 0.0025416 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 123224.070000 PA USD 127779.990000 0.0001904 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 325043.010000 PA USD 340406.350000 0.0005073 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 55756.140000 PA USD 58630.600000 0.0000874 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 1685884.130000 PA USD 1771750.900000 0.0026406 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 97844.530000 PA USD 101552.110000 0.0001514 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 484551.330000 PA USD 509432.680000 0.0007593 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 590171.610000 PA USD 613687.250000 0.0009146 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 352394.080000 PA USD 370596.440000 0.0005523 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 954812.870000 PA USD 992405.820000 0.0014791 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 79040.400000 PA USD 82963.360000 0.0001236 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 6069749.490000 PA USD 6238320.700000 0.0092976 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 998032.240000 PA USD 1037156.180000 0.0015458 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 734844.780000 PA USD 771454.820000 0.0011498 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 1501098.760000 PA USD 1542803.860000 0.0022994 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 33003207.150000 PA USD 34245149.520000 0.0510389 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 130743.610000 PA USD 137279.580000 0.0002046 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 1583960.010000 PA USD 1630376.440000 0.0024299 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 14451471.680000 PA USD 15005093.830000 0.0223636 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 67924.310000 PA USD 71497.910000 0.0001066 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 816345.180000 PA USD 839021.920000 0.0012505 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 103270.270000 PA USD 108286.760000 0.0001614 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 853164.030000 PA USD 876813.620000 0.0013068 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 562379479.200000 PA USD 587118063.220000 0.8750397 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 19719322.320000 PA USD 20561783.430000 0.0306452 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 222748511.590000 PA USD 231521800.300000 0.3450597 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 18344291.130000 PA USD 19366088.140000 0.0288632 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 181543067.130000 PA USD 189142458.100000 0.2818976 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 1170752507.540000 PA USD 1219501646.810000 1.8175430 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 3212771.340000 PA USD 3393434.050000 0.0050576 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 714051266.810000 PA USD 742929356.570000 1.1072605 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 5250257.450000 PA USD 5540666.940000 0.0082578 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 609763990.260000 PA USD 634513664.270000 0.9456780 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 872705.410000 PA USD 940711.290000 0.0014020 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 139986.840000 PA USD 150747.590000 0.0002247 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 246993.230000 PA USD 266512.720000 0.0003972 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 287932.110000 PA USD 309890.350000 0.0004619 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DEE8 217361.010000 PA USD 234835.880000 0.0003500 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 5.5 N N N N N N FNR-2005-13 N/A 31394CDB5 1313500.580000 PA USD 1314011.790000 0.0019584 Long ABS-MBS USGSE US N 2 2035-03-25 Floating 2.242 N N N N N N FORD CREDIT AUTO LEASE TRUST 2018-A N/A 34531JAB1 377793.460000 PA USD 377878.050000 0.0005632 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 15729053.980000 PA USD 15741665.540000 0.0234613 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 2019-1 N/A 34528QGS7 53200000.000000 PA USD 53983210.400000 0.0804565 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 2604882.930000 0.0038823 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 45794379.680000 0.0682519 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 36096003.580000 0.0537974 Long DBT CORP US N 2 2021-01-07 Floating 4.59313 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZM8 129300000.000000 PA USD 136254955.200000 0.2030741 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 25014865.060000 0.0372821 Long DBT CORP US N 2 2022-01-07 Floating 5.18313 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZC0 21000000.000000 PA USD 20661851.490000 0.0307944 Long DBT CORP US N 2 2023-02-15 Floating 3.14488 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XF5 3200000.000000 PA USD 3201216.000000 0.0047711 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 49000000.000000 PA USD 49370588.470000 0.0735818 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 13958423.740000 0.0208036 Long DBT CORP US N 2 2022-03-28 Floating 3.2305 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI1989B3 11000000.000000 PA 13064646.930000 0.0194715 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 64617378.560000 0.0963056 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 908384.550000 0.0013539 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 10479134.140000 0.0156181 Long DBT CORP US N 2 2021-05-14 Floating 0.032 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XZ1 15800000.000000 PA USD 15788256.810000 0.0235308 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 26823597.010000 0.0399778 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 688606.350000 0.0010263 Long DBT CORP US N 2 2022-08-03 Floating 2.98225 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540RAC0 27490000.000000 PA USD 27532208.420000 0.0410340 Long DBT CORP US N 2 2020-09-24 Floating 2.86475 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZG1 2132000.000000 PA USD 2114291.500000 0.0031511 Long DBT CORP US N 2 2021-10-12 Floating 2.88088 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540XAB9 79900000.000000 PA USD 81089180.460000 0.1208552 Long DBT CORP US N 2 2022-10-07 Fixed 3.55 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YS6 14445000.000000 PA USD 14419686.150000 0.0214911 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 1094168.150000 0.0016307 Long DBT CORP US N 2 2020-11-02 Floating 2.33225 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZU0 16800000.000000 PA USD 16973119.800000 0.0252967 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 6940780.970000 0.0103445 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 18222462.710000 0.0271587 Long DBT CORP US N 2 2022-12-07 Floating 0.025 N N N N N N FORTUNE BRANDS HOME & SECURITY INC 54930032LHW54PQUJD44 34964CAE6 19112000.000000 PA USD 19341412.040000 0.0288264 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 4126525.200000 0.0061502 Long DBT MUN US N 2 2036-12-01 Fixed 6.54 N N N N N N FREDDIE MAC 1073 N/A 312905UN0 203.110000 PA USD 207.640000 0.0000003 Long ABS-MBS USGSE US N 2 2021-05-15 Fixed 7 N N N N N N FREDDIE MAC 1122 N/A 312906VS6 335.440000 PA USD 343.560000 0.0000005 Long ABS-MBS USGSE US N 2 2021-08-15 Fixed 7 N N N N N N FREDDIE MAC 1133 N/A 312906R93 275.500000 PA USD 282.300000 0.0000004 Long ABS-MBS USGSE US N 2 2021-09-15 Fixed 7 N N N N N N FREDDIE MAC 1152 N/A 312907MT2 457.660000 PA USD 469.590000 0.0000007 Long ABS-MBS USGSE US N 2 2021-10-15 Fixed 7 N N N N N N FREDDIE MAC 1737 N/A 3133T5QV8 124038.470000 PA USD 132354.840000 0.0001973 Long ABS-MBS USGSE US N 2 2024-06-15 Fixed 6 N N N N N N FREDDIE MAC 1944 N/A 3133T9LJ2 234803.800000 PA USD 259439.740000 0.0003867 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 152019.880000 PA USD 167150.750000 0.0002491 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 797159.520000 PA USD 869774.370000 0.0012963 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 453352.800000 PA USD 500192.440000 0.0007455 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 1398917.410000 PA USD 1550954.970000 0.0023115 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 856587.010000 PA USD 925641.110000 0.0013796 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 388613.660000 PA USD 438151.950000 0.0006530 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 450396.630000 PA USD 508303.810000 0.0007576 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 442947.610000 PA USD 488883.310000 0.0007286 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 225977.000000 PA USD 250060.090000 0.0003727 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 323599.780000 PA USD 357185.170000 0.0005323 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 347931.360000 PA USD 385143.800000 0.0005740 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 386853.800000 PA USD 428229.130000 0.0006382 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 631817.730000 PA USD 692822.700000 0.0010326 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 442947.190000 PA USD 483765.480000 0.0007210 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 1803834.690000 PA USD 2002542.590000 0.0029846 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 290139.500000 PA USD 323683.570000 0.0004824 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6 N N N N N N FREDDIE MAC 2106 N/A 3133THDB0 122945.170000 PA USD 134364.400000 0.0002003 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 346389.690000 PA USD 373926.770000 0.0005573 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6 N N N N N N FREDDIE MAC 2118 N/A 3133THS81 597496.550000 PA USD 677197.090000 0.0010093 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 260899.980000 PA USD 286831.140000 0.0004275 Long ABS-MBS USGSE US N 2 2029-02-15 Fixed 6 N N N N N N FREDDIE MAC 2135 N/A 3133TJWT6 251190.560000 PA USD 276902.400000 0.0004127 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 371325.930000 PA USD 420655.170000 0.0006269 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 1148199.650000 PA USD 1273142.140000 0.0018975 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 138264.880000 PA USD 156348.750000 0.0002330 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 7500.000000 PA USD 8301.270000 0.0000124 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 6 N N N N N N FREDDIE MAC 2178 N/A 3133TLUH9 11999.630000 PA USD 13622.570000 0.0000203 Long ABS-MBS USGSE US N 2 2029-08-15 Fixed 7 N N N N N N FREDDIE MAC 2234 N/A 3133TNXR0 39422.440000 PA USD 45900.700000 0.0000684 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 10342.010000 PA USD 12083.500000 0.0000180 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 493438.600000 PA USD 569844.360000 0.0008493 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 29821.250000 PA USD 34460.850000 0.0000514 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 30475.500000 PA USD 30528.410000 0.0000455 Long ABS-MBS USGSE US N 2 2030-09-15 Floating 2.23975 N N N N N N FREDDIE MAC 2248 N/A 3133TPVV8 133150.840000 PA USD 152565.640000 0.0002274 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 7 N N N N N N FREDDIE MAC 2249 N/A 3133TPH51 83231.890000 PA USD 95679.980000 0.0001426 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 7 N N N N N N FREDDIE MAC 2253 N/A 3133TPP45 323265.820000 PA USD 364828.720000 0.0005437 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 7 N N N N N N FREDDIE MAC 2259 N/A 3133TQC54 234566.050000 PA USD 269690.510000 0.0004019 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 7 N N N N N N FREDDIE MAC 2264 N/A 3133TPWN5 33095.900000 PA USD 38470.900000 0.0000573 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 7 N N N N N N FREDDIE MAC 2266 N/A 3133TQFM4 24405.820000 PA USD 24429.090000 0.0000364 Long ABS-MBS USGSE US N 2 2030-11-15 Floating 2.18975 N N N N N N FREDDIE MAC 2273 N/A 3133TQPC5 7359318.540000 PA USD 8000733.190000 0.0119243 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 270777.450000 PA USD 313567.380000 0.0004673 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 7 N N N N N N FREDDIE MAC 2343 N/A 313399MW4 860959.590000 PA USD 964069.400000 0.0014368 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 817656.720000 PA USD 945605.930000 0.0014093 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 83916.300000 PA USD 83797.340000 0.0001249 Long ABS-MBS USGSE US N 2 2031-06-15 Floating 2.13975 N N N N N N FREDDIE MAC 2395 N/A 31339LMA5 1549.600000 PA USD 1549.590000 0.0000023 Long ABS-MBS USGSE US N 2 2031-12-15 Floating 2.18975 N N N N N N FREDDIE MAC 2400 N/A 31339NC79 2637.380000 PA USD 2650.570000 0.0000040 Long ABS-MBS USGSE US N 2 2032-01-15 Floating 2.23975 N N N N N N FREDDIE MAC 2411 N/A 31339D4L9 24377.130000 PA USD 24294.260000 0.0000362 Long ABS-MBS USGSE US N 2 2029-12-15 Floating 2.08975 N N N N N N FREDDIE MAC 2461 N/A 31392MK43 115488.640000 PA USD 133888.510000 0.0001995 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 536267.100000 PA USD 613036.420000 0.0009137 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 6097.960000 PA USD 6120.630000 0.0000091 Long ABS-MBS USGSE US N 2 2030-06-15 Floating 2.23975 N N N N N N FREDDIE MAC 2480 N/A 31392TEK9 664475.810000 PA USD 757693.930000 0.0011293 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 6 N N N N N N FREDDIE MAC 2481 N/A 31392TUQ8 1893105.000000 PA USD 2176791.900000 0.0032443 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 6 N N N N N N FREDDIE MAC 2484 N/A 31392R3H2 1122562.100000 PA USD 1305129.200000 0.0019452 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 1411921.320000 PA USD 1614465.100000 0.0024062 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 6 N N N N N N FREDDIE MAC 2551 N/A 31393JAZ1 4815.540000 PA USD 4807.900000 0.0000072 Long ABS-MBS USGSE US N 2 2033-01-15 Floating 2.13975 N N N N N N FREDDIE MAC 2559 N/A 31393HM41 134.370000 PA USD 134.530000 0.0000002 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 4903.360000 PA USD 4915.380000 0.0000073 Long ABS-MBS USGSE US N 2 2032-12-15 Floating 2.23975 N N N N N N FREDDIE MAC 2611 N/A 31393QY89 166635.330000 PA USD 218628.090000 0.0003258 Long ABS-MBS USGSE US N 2 2033-05-15 Floating 14.263 N N N N N N FREDDIE MAC 2662 N/A 31394H4A6 252449.190000 PA USD 265116.530000 0.0003951 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 162230.300000 PA USD 171879.220000 0.0002562 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 4 N N N N N N FREDDIE MAC 2725 N/A 31394MWC0 332436.420000 PA USD 348962.430000 0.0005201 Long ABS-MBS USGSE US N 2 2033-11-15 Floating 6.53831 N N N N N N FREDDIE MAC 2764 N/A 31394TUG8 437777.150000 PA USD 464331.750000 0.0006920 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 158598.580000 PA USD 164986.010000 0.0002459 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 5090.090000 PA USD 5275.350000 0.0000079 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 55744.160000 PA USD 55663.100000 0.0000830 Long ABS-MBS USGSE US N 2 2034-07-15 Floating 1.98975 N N N N N N FREDDIE MAC 2934 N/A 31395MCV9 901227.580000 PA USD 1005874.790000 0.0014992 Long ABS-MBS USGSE US N 2 2034-09-15 Fixed 5 N N N N N N FREDDIE MAC 3010 N/A 31395WDM6 8249.720000 PA USD 8254.150000 0.0000123 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 1449222.760000 PA USD 1596678.280000 0.0023797 Long ABS-MBS USGSE US N 2 2035-08-15 Fixed 5 N N N N N N FREDDIE MAC 3115 N/A 31396HL64 863376.480000 PA USD 943690.180000 0.0014065 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5 N N N N N N FREDDIE MAC 3204 N/A 31397AL50 1165230.610000 PA USD 1275854.570000 0.0019015 Long ABS-MBS USGSE US N 2 2034-08-15 Fixed 5 N N N N N N FREDDIE MAC 3221 N/A 31397BBL4 202371.140000 PA USD 38601.220000 0.0000575 Long ABS-MBS USGSE US N 2 2036-09-15 Floating 4.84025 N N N N N N FREDDIE MAC 3236 N/A 31397CB73 7313028.780000 PA USD 1383114.600000 0.0020614 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 4.91025 N N N N N N FREDDIE MAC 3284 N/A 31397FL34 226786.270000 PA USD 40172.870000 0.0000599 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 4.71025 N N N N N N FREDDIE MAC 3322 N/A 31397HLQ9 1392731.230000 PA USD 1390397.570000 0.0020722 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 2.13975 N N N N N N FREDDIE MAC 3360 N/A 31397KE23 3095556.840000 PA USD 3123280.030000 0.0046549 Long ABS-MBS USGSE US N 2 2037-08-15 Floating 2.40975 N N N N N N FREDDIE MAC 3360 N/A 31397KE31 894074.450000 PA USD 907628.620000 0.0013527 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 2.45975 N N N N N N FREDDIE MAC 3360 N/A 31397KE56 539301.440000 PA USD 985448.370000 0.0014687 Long ABS-MBS USGSE US N 2 2037-08-15 Floating 28.2015 N N N N N N FREDDIE MAC 3411 N/A 31397RFJ0 310605.660000 PA USD 41283.030000 0.0000615 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 4.51025 N N N N N N FREDDIE MAC 3530 N/A 31398CYE2 126289.410000 PA USD 132049.610000 0.0001968 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 306614.480000 PA USD 56455.210000 0.0000841 Long ABS-MBS USGSE US N 2 2039-05-15 Floating 4.56025 N N N N N N FREDDIE MAC 3597 N/A 31398L5U8 15027.210000 PA USD 15344.140000 0.0000229 Long ABS-MBS USGSE US N 2 2039-11-15 Floating 2.58975 N N N N N N FREDDIE MAC 3609 N/A 31398LN38 22479.970000 PA USD 22765.850000 0.0000339 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 2.48975 N N N N N N FREDDIE MAC 3666 N/A 31398QGG6 15947.670000 PA USD 15952.060000 0.0000238 Long ABS-MBS USGSE US N 2 2040-05-15 Floating 2.46975 N N N N N N FREDDIE MAC 3822 N/A 3137A8KF4 14182418.300000 PA USD 15473497.730000 0.0230617 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 937135.720000 PA USD 1027715.790000 0.0015317 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 2702277.240000 0.0040275 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 13995430.880000 0.0208588 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 4538908.690000 PA USD 5222178.760000 0.0077831 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 1248073.850000 PA USD 1412799.880000 0.0021056 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 1036750.710000 PA USD 1141385.810000 0.0017011 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 83.190000 PA USD 85.220000 0.0000001 Long ABS-MBS USGSE US N 2 2021-04-15 Fixed 8 N N N N N N FREDDIE MAC REMICS 2064 N/A 3133TEMJ0 302059.200000 PA USD 331941.370000 0.0004947 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 2411024.520000 PA USD 2708183.530000 0.0040363 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 5645.740000 PA USD 6495.730000 0.0000097 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 1280683.200000 PA USD 1290231.590000 0.0019230 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.44975 N N N N N N FREDDIE MAC REMICS 3817 N/A 3137A7RM4 233675.090000 PA USD 237946.760000 0.0003546 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 8956.220000 PA USD 12730.490000 0.0000190 Long ABS-MBS USGSE US N 2 2041-02-15 Floating 7.98075 N N N N N N FREDDIE MAC REMICS 3838 N/A 3137A9YV2 5088708.230000 PA USD 5563058.780000 0.0082912 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 15763.910000 PA USD 15739.020000 0.0000235 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 2.13975 N N N N N N FREDDIE MAC REMICS 3975 N/A 3137AK4J7 13855767.000000 PA USD 2572258.020000 0.0038337 Long ABS-MBS USGSE US N 2 2041-12-15 Floating 4.77025 N N N N N N FREDDIE MAC REMICS 3979 N/A 3137AKPF2 659372.180000 PA USD 692369.010000 0.0010319 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 123414.940000 PA USD 124033.690000 0.0001849 Long ABS-MBS USGSE US N 2 2042-01-15 Floating 2.28975 N N N N N N FREDDIE MAC REMICS 4006 N/A 3137ALRU5 4922243.610000 PA USD 5417773.260000 0.0080746 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 15018902.940000 PA USD 2466805.250000 0.0036765 Long ABS-MBS USGSE US N 2 2042-06-15 Floating 4.26025 N N N N N N FREDDIE MAC REMICS 4066 N/A 3137ARFG6 1566855.760000 PA USD 75760.610000 0.0001129 Long ABS-MBS USGSE US N 2 2038-05-15 Floating 2.64809 N N N N N N FREDDIE MAC REMICS 4093 N/A 3137ASTB0 23935048.810000 PA USD 25080589.820000 0.0373801 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 7525719.630000 PA USD 518015.600000 0.0007720 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 8305474.810000 PA USD 469844.860000 0.0007003 Long ABS-MBS USGSE US N 2 2039-06-15 Floating 2.27449 N N N N N N FREDDIE MAC REMICS 4338 N/A 3137BB7D6 4289662.540000 PA USD 256781.340000 0.0003827 Long ABS-MBS USGSE US N 2 2041-10-15 Floating 2.31718 N N N N N N FREDDIE MAC REMICS 4429 N/A 3137BGA25 23583812.990000 PA USD 1426879.650000 0.0021266 Long ABS-MBS USGSE US N 2 2038-11-15 Floating 2.48036 N N N N N N FREDDIE MAC REMICS 4620 N/A 3137BSAE3 12306020.020000 PA USD 12278762.190000 0.0183002 Long ABS-MBS USGSE US N 2 2042-11-15 Floating 2.22138 N N N N N N FREDDIE MAC STRIPS 267 N/A 31325TN96 33289400.430000 PA USD 5339897.130000 0.0079586 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 4.26025 N N N N N N FREDDIE MAC STRIPS 321 N/A 3132HTZX7 9927254.910000 PA USD 11481165.040000 0.0171115 Long ABS-MBS USGSE US N 2 2043-12-15 Floating 6.7364 N N N N N N FREDDIE MAC STRUCTURED P/T CERT T-11 N/A 3133TDPX8 860352.310000 PA USD 931922.780000 0.0013889 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 130.120000 PA USD 131.690000 0.0000002 Long ABS-MBS USGSE US N 2 2020-11-15 Fixed 7 N N N N N N FREDDIE MAC-1024 N/A 312904ZD0 1553.460000 PA USD 1589.970000 0.0000024 Long ABS-MBS USGSE US N 2 2020-12-15 Fixed 9 N N N N N N FREDDIE MAC-1029 N/A 312904M28 4746.150000 PA USD 4879.760000 0.0000073 Long ABS-MBS USGSE US N 2 2020-12-15 Fixed 9 N N N N N N FREDDIE MAC-1032 N/A 312904R72 2638.560000 PA USD 2687.280000 0.0000040 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 451.490000 PA USD 452.900000 0.0000007 Long ABS-MBS USGSE US N 2 2021-02-15 Floating 2.76538 N N N N N N FREDDIE MAC-1090 N/A 312905U42 30248.800000 PA USD 31265.790000 0.0000466 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 9990.090000 PA USD 10257.240000 0.0000153 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 10734.640000 PA USD 11148.580000 0.0000166 Long ABS-MBS USGSE US N 2 2021-07-15 Fixed 9 N N N N N N FREDDIE MAC-1130 N/A 312906P95 1877.480000 PA USD 1908.970000 0.0000028 Long ABS-MBS USGSE US N 2 2021-09-15 Fixed 5.5 N N N N N N FREDDIE MAC-1208 N/A 312908TC0 1.760000 PA USD 12.500000 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 12781.700000 PA USD 13514.320000 0.0000201 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 5198.650000 PA USD 5426.850000 0.0000081 Long ABS-MBS USGSE US N 2 2022-07-15 Fixed 7 N N N N N N FREDDIE MAC-1324 N/A 312910T85 53974.210000 PA USD 55914.620000 0.0000833 Long ABS-MBS USGSE US N 2 2022-07-15 Fixed 7 N N N N N N FREDDIE MAC-1379 N/A 312912HV3 2792.550000 PA USD 2908.140000 0.0000043 Long ABS-MBS USGSE US N 2 2022-10-15 Fixed 7 N N N N N N FREDDIE MAC-1462 N/A 312914JL9 164171.300000 PA USD 172421.190000 0.0002570 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 152431.390000 PA USD 162180.600000 0.0002417 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N FREDDIE MAC-1548 N/A 312916XQ7 32589.680000 PA USD 34282.810000 0.0000511 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N FREDDIE MAC-1579 N/A 3133T0C36 1445.270000 PA USD 131.570000 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 76.820000 PA USD 76.950000 0.0000001 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 103.180000 PA USD 103.420000 0.0000002 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 3026.690000 PA USD 3219.330000 0.0000048 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 616.150000 PA USD 633.790000 0.0000009 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 5 N N N N N N FREDDIE MAC-1694 N/A 3133T4NZ5 14172.260000 PA USD 15167.780000 0.0000226 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 274002.770000 PA USD 299609.420000 0.0004465 Long ABS-MBS USGSE US N 2 2024-09-15 Fixed 8 N N N N N N FREDDIE MAC-1748 N/A 3133T57K3 14339.930000 PA USD 15425.610000 0.0000230 Long ABS-MBS USGSE US N 2 2024-09-15 Fixed 8 N N N N N N FREDDIE MAC-199 N/A 312906V56 270.500000 PA USD 270.600000 0.0000004 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 252444.200000 PA USD 276956.530000 0.0004128 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 394916.720000 PA USD 443352.980000 0.0006608 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 1037893.500000 PA USD 1163242.080000 0.0017337 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 428144.980000 PA USD 472841.300000 0.0007047 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 938812.450000 PA USD 1062813.240000 0.0015840 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 1965173.470000 PA USD 2219611.160000 0.0033081 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 187811.150000 PA USD 215312.040000 0.0003209 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 264894.960000 PA USD 311312.530000 0.0004640 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 915955.420000 PA USD 1059785.790000 0.0015795 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 441239.880000 PA USD 492421.940000 0.0007339 Long ABS-MBS USGSE US N 2 2031-06-15 Fixed 6 N N N N N N FREDDIE MAC-2434 N/A 3133TVUQ7 458657.550000 PA USD 513256.050000 0.0007650 Long ABS-MBS USGSE US N 2 2031-12-15 Fixed 6 N N N N N N FREDDIE MAC-2530 N/A 31393F7B6 9088.800000 PA USD 9103.130000 0.0000136 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 2.23975 N N N N N N FREDDIE MAC-2980 N/A 31395UEH0 12222.230000 PA USD 14246.970000 0.0000212 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 10632.800000 0.0000158 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 344731.680000 PA USD 382698.910000 0.0005704 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 471400.830000 PA USD 520191.660000 0.0007753 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 61112.160000 PA USD 66287.530000 0.0000988 Long ABS-MBS USGSE US N 2 2026-07-15 Fixed 6 N N N N N N FREDDIE MAC-3187 N/A 31396UT42 518836.000000 PA USD 567541.420000 0.0008459 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 5 N N N N N N FREDDIE MAC-3201 N/A 31397APC1 138098.050000 PA USD 24434.280000 0.0000364 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 4.76025 N N N N N N FREDDIE MAC-3271 N/A 31397FFJ6 12053.660000 PA USD 11973.110000 0.0000178 Long ABS-MBS USGSE US N 2 2037-02-15 Floating 2.07975 N N N N N N FREDDIE MAC-3271 N/A 31397FFP2 4119.250000 PA USD 4041.290000 0.0000060 Long ABS-MBS USGSE US N 2 2037-02-15 Floating 2.03975 N N N N N N FREDDIE MAC-3339 N/A 31397JYP3 608278.470000 PA USD 608594.900000 0.0009070 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 2.31975 N N N N N N FREDDIE MAC-3364 N/A 31397KKX8 1886739.310000 PA USD 1896949.970000 0.0028272 Long ABS-MBS USGSE US N 2 2032-05-15 Floating 2.31975 N N N N N N FREDDIEMAC STRIP-149 N/A 31282YAZ2 101.130000 PA USD 6.110000 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 11815949.180000 PA USD 13829236.500000 0.0206111 Long ABS-MBS USGSE US N 2 2043-09-15 Floating 6.7364 N N N N N N FREMF MORTGAGE TRUST 2010-K8 N/A 30261VAC6 848947045.540000 PA USD 153234.940000 0.0002284 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 140626.930000 PA USD 140969.200000 0.0002101 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.722 N N N N N N FREMONT HOME LOAN TRUST 2005-1 N/A 35729PJF8 6400000.000000 PA USD 6407120.000000 0.0095492 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.857 N N N N N N FREMONT HOME LOAN TRUST 2005-C N/A 35729PKS8 1318391.020000 PA USD 1322304.140000 0.0019708 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.527 N N N N N N FREMONT HOME LOAN TRUST 2005-E N/A 35729PNC0 15754451.130000 PA USD 15419152.300000 0.0229807 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.122 N N N N N N FREMONT HOME LOAN TRUST 2006-1 N/A 35729PPB0 3100000.000000 PA USD 2770307.870000 0.0041289 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.062 N N N N N N FREMONT HOME LOAN TRUST 2006-3 N/A 35729MAD9 54791928.920000 PA USD 27375329.820000 0.0408001 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.962 N N N N N N FREMONT HOME LOAN TRUST 2006-3 N/A 35729MAE7 20807160.090000 PA USD 10587964.770000 0.0157803 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.032 N N N N N N FREMONT HOME LOAN TRUST 2006-A N/A 35729RAF3 12419782.030000 PA USD 8540932.580000 0.0127294 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.042 N N N N N N FREMONT HOME LOAN TRUST 2006-B N/A 35729QAC2 421426.580000 PA USD 176652.410000 0.0002633 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.892 N N N N N N FREMONT HOME LOAN TRUST 2006-B N/A 35729QAD0 8633861.420000 PA USD 3655711.610000 0.0054485 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.952 N N N N N N FREMONT HOME LOAN TRUST 2006-D N/A 35729VAC1 45242348.230000 PA USD 20404959.590000 0.0304115 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.922 N N N N N N FREMONT HOME LOAN TRUST 2006-E N/A 35729NAB1 33316.170000 PA USD 18781.460000 0.0000280 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.852 N N N N N N FREMONT HOME LOAN TRUST 2006-E N/A 35729NAD7 14799804.560000 PA USD 8481520.840000 0.0126408 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.942 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AB5 3117000.000000 PA USD 3070587.870000 0.0045764 Long DBT CORP US N 2 2024-02-02 Floating 9.7375 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AA7 36948000.000000 PA USD 36397844.280000 0.0542473 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 5486537.050000 0.0081771 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 102151776.260000 PA 81396347.000000 0.1213130 Long ABS-O CORP CA N 3 2038-03-12 Fixed 5 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448AL7 3100000.000000 PA USD 3218268.530000 0.0047965 Long DBT CORP US N 2 2021-06-01 Fixed 4.85 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448BB8 14200000.000000 PA USD 14264615.680000 0.0212600 Long DBT CORP US N 2 2021-11-05 Floating 2.6105 N N N N N N GE CAPITAL EUROPEAN FUNDING UNLIMITED COMPANY YHZHHIVHTKEV7XROHS46 99YNKBII1 300000.000000 PA 336244.820000 0.0005011 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 3140910.640000 0.0046812 Long DBT CORP IE N 2 2020-01-21 Floating 0.000001 N N N N N N GE CAPITAL EUROPEAN FUNDING UNLIMITED COMPANY YHZHHIVHTKEV7XROHS46 BVC3TBII8 22000000.000000 PA 25013998.820000 0.0372808 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 4700000.000000 PA 5661556.480000 0.0084380 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 5003727.630000 0.0074575 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 28127096.550000 0.0419206 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 2241000.000000 PA USD 2334378.910000 0.0034792 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 3583875.620000 0.0053414 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 1148029.590000 0.0017110 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 6517.590000 PA USD 3750.980000 0.0000056 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.832 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G4J0 4000000.000000 PA USD 4001459.800000 0.0059638 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 817395.050000 0.0012182 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 55557372.640000 0.0828026 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 5121435.300000 0.0076330 Long DBT CORP US N 2 2023-03-15 Floating 2.89363 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BJ1 1000000.000000 PA 1121078.340000 0.0016709 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 19547607.080000 0.0291337 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 1538024.510000 0.0022923 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 17356608.610000 0.0258683 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 2606466.580000 0.0038847 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 4155850.080000 0.0061939 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 12186888.830000 0.0181633 Long DBT CORP US N 2 2021-06-07 Fixed 5.5 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 U3698END5 3200000.000000 PA 4388926.880000 0.0065412 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 2764542.610000 0.0041203 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 14147991.920000 0.0210861 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 1702666.910000 0.0025377 Long DBT CORP US N 2 2020-08-07 Floating 2.6935 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 37045XBF2 11902000.000000 PA USD 12160595.110000 0.0181241 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 39363570.500000 0.0586674 Long DBT CORP US N 2 2020-04-13 Floating 2.91613 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XAY2 56521000.000000 PA USD 56784240.340000 0.0846311 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 203306624.820000 0.3030078 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 202490736.080000 0.3017918 Long DBT CORP US N 2 2020-11-06 Floating 2.44825 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 ACI11L997 42000000.000000 PA 46915838.850000 0.0699233 Long DBT CORP US N 2 2022-03-26 Floating 0.151 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCR5 33080000.000000 PA USD 35915915.320000 0.0535290 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 83901927.250000 0.1250473 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 25714293.660000 0.0383245 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 32714894.520000 0.0487582 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 1747329.770000 0.0026042 Long DBT CORP US N 2 2020-11-01 Fixed 5.4 N N N N N N GLAXOSMITHKLINE CAPITAL PLC 549300U0LV41VX7LEP38 377373AE5 66000000.000000 PA USD 67142843.460000 0.1000696 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 74061747.150000 0.1103815 Long DBT CORP GB N 2 2021-05-14 Floating 2.25925 N N N N N N GLITNIR HOLDCO EHF N/A 962LJPII7 26686.000000 PA 748.340000 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 2782556.250000 0.0041471 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 19300000.000000 PA USD 19744334.250000 0.0294269 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 361841AH2 1500000.000000 PA USD 1660875.000000 0.0024754 Long DBT CORP US N 2 2026-04-15 Fixed 5.375 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AJ8 2390000.000000 PA USD 2629215.100000 0.0039186 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 4913400.000000 0.0073229 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 1408330.030000 PA USD 1374400.120000 0.0020484 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.92988 N N N N N N GMAC MORTGAGE CORP LOAN TRUST 2005-AR3 N/A 36185N6Y1 145590.450000 PA USD 144882.070000 0.0002159 Long ABS-MBS CORP US N 2 2035-06-19 Floating 4.50285 N N N N N N GMAC MORTGAGE CORP LOAN TRUST 2006-AR1 N/A 36185MDQ2 2880353.270000 PA USD 2836757.970000 0.0042279 Long ABS-MBS CORP US N 2 2036-04-19 Floating 4.3004 Y N N N N N GMAC MTGE CORPORATION LN TRUST 2007-HE3 N/A 36186MAA9 1671.090000 PA USD 1660.970000 0.0000025 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 32248.360000 PA USD 32450.770000 0.0000484 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 01N030612 12000000.000000 PA USD 12323102.400000 0.0183663 Long ABS-MBS USGSE US N 2 2050-01-21 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 01N040611 164000000.000000 PA USD 171397433.200000 0.2554504 Long ABS-MBS USGSE US N 2 2050-01-21 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36202AB30 24.810000 PA USD 25.260000 0.0000000 Long ABS-MBS USGSE US N 2 2022-07-20 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36202BRU1 2.210000 PA USD 2.210000 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 50.270000 PA USD 50.360000 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 1.970000 PA USD 1.980000 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 100.750000 PA USD 101.710000 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 2.910000 PA USD 2.930000 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 2.590000 PA USD 2.610000 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 36202B5T8 7.660000 PA USD 7.740000 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 35.870000 PA USD 37.310000 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 235.960000 PA USD 245.260000 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 363.860000 PA USD 363.790000 0.0000005 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 1114.840000 PA USD 1117.080000 0.0000017 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 794.950000 PA USD 862.370000 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 17824.400000 PA USD 19620.450000 0.0000292 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 16908.430000 PA USD 18755.860000 0.0000280 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 14108.350000 PA USD 15573.390000 0.0000232 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 12249.050000 PA USD 13525.800000 0.0000202 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 81.440000 PA USD 90.450000 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 2105.920000 PA USD 2308.810000 0.0000034 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 2465.060000 PA USD 2632.260000 0.0000039 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 6160.310000 PA USD 6808.700000 0.0000101 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 465.450000 PA USD 512.570000 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 17284.150000 PA USD 19443.170000 0.0000290 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 22363.850000 PA USD 25347.420000 0.0000378 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 20448.150000 PA USD 22970.550000 0.0000342 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 3409.890000 PA USD 3751.690000 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 33298.160000 PA USD 38028.690000 0.0000567 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 5321.300000 PA USD 6084.120000 0.0000091 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 2052.140000 PA USD 2336.130000 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 15054.150000 PA USD 17139.040000 0.0000255 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 12957.390000 PA USD 14931.160000 0.0000223 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 725.020000 PA USD 726.690000 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 30528.240000 PA USD 35086.310000 0.0000523 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 5132.090000 PA USD 6102.780000 0.0000091 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 400.250000 PA USD 462.150000 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 3781.990000 PA USD 4496.270000 0.0000067 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 175.170000 PA USD 211.280000 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 703.240000 PA USD 803.780000 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 13815.020000 PA USD 16108.050000 0.0000240 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 116.140000 PA USD 136.700000 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 107.440000 PA USD 130.000000 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 1311.490000 PA USD 1524.160000 0.0000023 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 35505.970000 PA USD 43266.220000 0.0000645 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 18819.900000 PA USD 21693.070000 0.0000323 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 205.070000 PA USD 234.560000 0.0000003 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 3136.000000 PA USD 3467.960000 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 9089.410000 PA USD 10303.520000 0.0000154 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 2458.830000 PA USD 2752.650000 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 972.060000 PA USD 981.230000 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 122.260000 PA USD 122.540000 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 371.040000 PA USD 425.930000 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 1912.310000 PA USD 2211.180000 0.0000033 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 4798.800000 PA USD 5574.150000 0.0000083 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 4394.390000 PA USD 5029.510000 0.0000075 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 424.480000 PA USD 458.690000 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 1728.490000 PA USD 1887.200000 0.0000028 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 133466.750000 PA USD 152583.090000 0.0002274 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 213393.580000 PA USD 235971.060000 0.0003517 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 110337.050000 PA USD 124560.440000 0.0001856 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 157106.250000 PA USD 173899.110000 0.0002592 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 53021.940000 PA USD 60580.280000 0.0000903 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 223213.260000 PA USD 245931.150000 0.0003665 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 126956.200000 PA USD 144920.670000 0.0002160 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 1665.270000 PA USD 1682.990000 0.0000025 Long ABS-MBS USGSE US N 2 2022-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202J3R7 10059.060000 PA USD 10136.960000 0.0000151 Long ABS-MBS USGSE US N 2 2022-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202J4F2 35156.610000 PA USD 35381.740000 0.0000527 Long ABS-MBS USGSE US N 2 2022-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202J4V7 32179.030000 PA USD 32262.930000 0.0000481 Long ABS-MBS USGSE US N 2 2022-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202J4X3 13968.710000 PA USD 14163.310000 0.0000211 Long ABS-MBS USGSE US N 2 2022-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202J5A2 74672.880000 PA USD 75210.880000 0.0001121 Long ABS-MBS USGSE US N 2 2022-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202J5G9 9031.720000 PA USD 9090.100000 0.0000135 Long ABS-MBS USGSE US N 2 2022-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202J5J3 33567.210000 PA USD 33875.930000 0.0000505 Long ABS-MBS USGSE US N 2 2022-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202J5M6 12914.970000 PA USD 13011.180000 0.0000194 Long ABS-MBS USGSE US N 2 2022-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202J6G8 6728.860000 PA USD 6806.740000 0.0000101 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 35256.590000 PA USD 35425.220000 0.0000528 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 27934.200000 PA USD 28285.810000 0.0000422 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 98444.440000 PA USD 99754.580000 0.0001487 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 58674.370000 PA USD 58950.300000 0.0000879 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 3433.670000 PA USD 3490.270000 0.0000052 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 57281.950000 PA USD 58225.820000 0.0000868 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 14864.400000 PA USD 14940.430000 0.0000223 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 7056.350000 PA USD 7074.030000 0.0000105 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 35368.560000 PA USD 35505.610000 0.0000529 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 23236.870000 PA USD 23604.320000 0.0000352 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 282052.530000 PA USD 285248.980000 0.0004251 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 34490.500000 PA USD 35040.200000 0.0000522 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 275247.470000 PA USD 278502.300000 0.0004151 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 15518.700000 PA USD 15533.620000 0.0000232 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 61720.530000 PA USD 62906.890000 0.0000938 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 55257.040000 PA USD 56319.140000 0.0000839 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 125620.650000 PA USD 126187.680000 0.0001881 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 8336.400000 PA USD 8363.360000 0.0000125 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KD93 144486.040000 PA USD 147465.230000 0.0002198 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KEK7 133313.930000 PA USD 136067.310000 0.0002028 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KEU5 36871.000000 PA USD 37282.440000 0.0000556 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KE84 418105.700000 PA USD 426889.520000 0.0006362 Long ABS-MBS USGSE US N 2 2023-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KE92 152154.290000 PA USD 155355.750000 0.0002315 Long ABS-MBS USGSE US N 2 2023-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KFJ9 26433.600000 PA USD 26783.970000 0.0000399 Long ABS-MBS USGSE US N 2 2023-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KFV2 194377.570000 PA USD 198535.910000 0.0002959 Long ABS-MBS USGSE US N 2 2023-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KF59 68836.420000 PA USD 70245.010000 0.0001047 Long ABS-MBS USGSE US N 2 2023-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KGK5 535638.940000 PA USD 545070.920000 0.0008124 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 217763.210000 PA USD 221614.720000 0.0003303 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 4143.900000 PA USD 4218.370000 0.0000063 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 98477.610000 PA USD 99988.450000 0.0001490 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 15714.450000 PA USD 16019.310000 0.0000239 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 67144.430000 PA USD 68372.500000 0.0001019 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 59379.230000 PA USD 59510.020000 0.0000887 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 273632.690000 PA USD 279090.780000 0.0004160 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 259167.640000 PA USD 264342.050000 0.0003940 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 5309.460000 PA USD 5415.770000 0.0000081 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 7954.640000 PA USD 7994.600000 0.0000119 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 101166.080000 PA USD 103212.700000 0.0001538 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 29432.330000 PA USD 30031.640000 0.0000448 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 24537.900000 PA USD 24664.030000 0.0000368 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 20834.170000 PA USD 21263.080000 0.0000317 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 247120.200000 PA USD 252653.140000 0.0003766 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 51279.300000 PA USD 52431.870000 0.0000781 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 33424.820000 PA USD 33562.160000 0.0000500 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 79461.890000 PA USD 81269.310000 0.0001211 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 48270.600000 PA USD 48639.360000 0.0000725 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 149660.770000 PA USD 153107.660000 0.0002282 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 32115.410000 PA USD 32917.550000 0.0000491 Long ABS-MBS USGSE US N 2 2024-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KMR3 9195.660000 PA USD 9287.970000 0.0000138 Long ABS-MBS USGSE US N 2 2024-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KM51 89834.700000 PA USD 92107.170000 0.0001373 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KM77 189191.280000 PA USD 193969.900000 0.0002891 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KM93 131363.230000 PA USD 134685.780000 0.0002007 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KNT8 100402.380000 PA USD 102545.760000 0.0001528 Long ABS-MBS USGSE US N 2 2024-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KNW1 255063.790000 PA USD 261596.130000 0.0003899 Long ABS-MBS USGSE US N 2 2024-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KPB5 54517.160000 PA USD 54857.930000 0.0000818 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 97018.870000 PA USD 99075.740000 0.0001477 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 441388.130000 PA USD 450719.110000 0.0006718 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 3848.610000 PA USD 3873.410000 0.0000058 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 14348.990000 PA USD 14410.700000 0.0000215 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 5369.770000 PA USD 5485.460000 0.0000082 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 6202.480000 PA USD 6226.020000 0.0000093 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 8912.970000 PA USD 8960.450000 0.0000134 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 28463.820000 PA USD 28610.880000 0.0000426 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 151502.750000 PA USD 155072.480000 0.0002311 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 4180.270000 PA USD 4215.500000 0.0000063 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 6594.270000 PA USD 6749.510000 0.0000101 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 3054.660000 PA USD 3056.830000 0.0000046 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 52671.600000 PA USD 53930.640000 0.0000804 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 2262.330000 PA USD 2316.360000 0.0000035 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 7540.030000 PA USD 7690.320000 0.0000115 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 5984.000000 PA USD 6035.590000 0.0000090 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 1880.060000 PA USD 1899.830000 0.0000028 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 307.990000 PA USD 311.620000 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 3222.890000 PA USD 3306.750000 0.0000049 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 4227.050000 PA USD 4249.890000 0.0000063 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 612.010000 PA USD 615.460000 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 73299.690000 PA USD 75232.430000 0.0001121 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 503.090000 PA USD 512.300000 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 59721.800000 PA USD 59965.320000 0.0000894 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 331096.000000 PA USD 339902.260000 0.0005066 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 18841.340000 PA USD 19172.960000 0.0000286 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 449.060000 PA USD 456.460000 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 989.280000 PA USD 997.230000 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 100151.590000 PA USD 103046.190000 0.0001536 Long ABS-MBS USGSE US N 2 2025-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KTR6 146138.480000 PA USD 150361.540000 0.0002241 Long ABS-MBS USGSE US N 2 2025-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KTU9 4015.140000 PA USD 4131.110000 0.0000062 Long ABS-MBS USGSE US N 2 2025-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KTV7 1330.480000 PA USD 1356.140000 0.0000020 Long ABS-MBS USGSE US N 2 2025-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KUB9 3833.320000 PA USD 3838.610000 0.0000057 Long ABS-MBS USGSE US N 2 2020-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KUD5 189.280000 PA USD 189.150000 0.0000003 Long ABS-MBS USGSE US N 2 2020-08-20 Floating 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36202KUF0 18130.910000 PA USD 18574.570000 0.0000277 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KUH6 171085.240000 PA USD 176079.580000 0.0002624 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KUJ2 63904.450000 PA USD 64624.870000 0.0000963 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KUY9 39628.670000 PA USD 40797.100000 0.0000608 Long ABS-MBS USGSE US N 2 2025-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KU45 3416.400000 PA USD 3442.670000 0.0000051 Long ABS-MBS USGSE US N 2 2025-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KVA0 11608.800000 PA USD 11702.450000 0.0000174 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 3988.850000 PA USD 4086.750000 0.0000061 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 96086.970000 PA USD 98446.130000 0.0001467 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 272033.340000 PA USD 272591.260000 0.0004063 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 36202KVX0 6467.080000 PA USD 6526.370000 0.0000097 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 27503.690000 PA USD 28186.060000 0.0000420 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 118044.400000 PA USD 120967.970000 0.0001803 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 87148.610000 PA USD 87503.570000 0.0001304 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 52920.570000 PA USD 53285.160000 0.0000794 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 23627.230000 PA USD 24090.320000 0.0000359 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 64750.130000 PA USD 65302.950000 0.0000973 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 116627.370000 PA USD 116951.230000 0.0001743 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 97909.420000 PA USD 98547.140000 0.0001469 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 125367.460000 PA USD 128105.100000 0.0001909 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 181827.780000 PA USD 186705.990000 0.0002783 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 84315.210000 PA USD 84511.160000 0.0001260 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 5758.290000 PA USD 5786.500000 0.0000086 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 301.020000 PA USD 302.100000 0.0000005 Long ABS-MBS USGSE US N 2 2021-06-20 Floating 3.875 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 518919723.140000 PA USD 5166364763.580000 7.6999405 Long STIV RF US N 1 N N N GNMA PASS THRU POOLS N/A 36202KYK5 37140.660000 PA USD 37434.700000 0.0000558 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 20546.600000 PA USD 20670.330000 0.0000308 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 55623.850000 PA USD 55861.290000 0.0000833 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 17005.070000 PA USD 17076.190000 0.0000255 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 2911.500000 PA USD 2930.230000 0.0000044 Long ABS-MBS USGSE US N 2 2021-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KY33 16385.020000 PA USD 16831.750000 0.0000251 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 57298.760000 PA USD 57679.400000 0.0000860 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 1100.780000 PA USD 1106.590000 0.0000016 Long ABS-MBS USGSE US N 2 2021-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KZF5 208402.090000 PA USD 209260.280000 0.0003119 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 8680.620000 PA USD 8759.340000 0.0000131 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 20923.500000 PA USD 21535.590000 0.0000321 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 42414.940000 PA USD 43667.610000 0.0000651 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 28266.330000 PA USD 28478.010000 0.0000424 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 22160.640000 PA USD 22673.860000 0.0000338 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 2848.920000 PA USD 2879.950000 0.0000043 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 69256.330000 PA USD 70043.260000 0.0001044 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 9578.440000 PA USD 9604.440000 0.0000143 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 8242.050000 PA USD 8263.440000 0.0000123 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 71250.510000 PA USD 73373.730000 0.0001094 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 149851.100000 PA USD 154313.450000 0.0002300 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 2758.560000 PA USD 2800.760000 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 1190.590000 PA USD 1195.670000 0.0000018 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 502.790000 PA USD 505.290000 0.0000008 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K3U7 6172.560000 PA USD 6372.500000 0.0000095 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K3W3 43704.570000 PA USD 45117.170000 0.0000672 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K3Y9 99.410000 PA USD 99.820000 0.0000001 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 23812.100000 PA USD 24582.500000 0.0000366 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K4M4 78673.260000 PA USD 79305.880000 0.0001182 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K4Q5 937.800000 PA USD 947.540000 0.0000014 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 3059.660000 PA USD 3092.800000 0.0000046 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 17872.970000 PA USD 18063.880000 0.0000269 Long ABS-MBS USGSE US N 2 2026-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K5G6 33029.970000 PA USD 34107.350000 0.0000508 Long ABS-MBS USGSE US N 2 2026-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K5M3 1566.570000 PA USD 1579.250000 0.0000024 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 31662.590000 PA USD 31930.930000 0.0000476 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 184.660000 PA USD 184.420000 0.0000003 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K6C4 890.060000 PA USD 892.660000 0.0000013 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K6D2 136842.300000 PA USD 141348.680000 0.0002107 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K6G5 62873.030000 PA USD 64017.510000 0.0000954 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K6H3 21501.160000 PA USD 21580.220000 0.0000322 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 1728.050000 PA USD 1742.940000 0.0000026 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 3272.020000 PA USD 3286.600000 0.0000049 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K7A7 68724.830000 PA USD 70607.310000 0.0001052 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 30327.610000 PA USD 31161.800000 0.0000464 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 2492.880000 PA USD 2499.650000 0.0000037 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 11731.870000 PA USD 11798.330000 0.0000176 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 7376.800000 PA USD 7415.680000 0.0000111 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 144734.190000 PA USD 147405.030000 0.0002197 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 73642.000000 PA USD 73933.790000 0.0001102 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 209277.500000 PA USD 215070.540000 0.0003205 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 72201.370000 PA USD 74201.180000 0.0001106 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 101175.240000 PA USD 101948.390000 0.0001519 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 98263.520000 PA USD 98976.020000 0.0001475 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 54392.750000 PA USD 55908.840000 0.0000833 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 86376.240000 PA USD 88781.190000 0.0001323 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 231628.580000 PA USD 238447.050000 0.0003554 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 58924.800000 PA USD 60666.070000 0.0000904 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 250.410000 PA USD 252.400000 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 138337.740000 PA USD 142446.550000 0.0002123 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 35338.510000 PA USD 35691.880000 0.0000532 Long ABS-MBS USGSE US N 2 2027-02-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CBY1 107613.060000 PA USD 108355.440000 0.0001615 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 121997.880000 PA USD 125887.570000 0.0001876 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 168239.100000 PA USD 168841.370000 0.0002516 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 29811.770000 PA USD 30770.810000 0.0000459 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 137769.050000 PA USD 142211.590000 0.0002120 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 59956.530000 PA USD 61880.990000 0.0000922 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 14908.500000 PA USD 15178.560000 0.0000226 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 1825.880000 PA USD 1830.430000 0.0000027 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 97562.770000 PA USD 100716.380000 0.0001501 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 438414.260000 PA USD 452564.470000 0.0006745 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 42209.280000 PA USD 42693.320000 0.0000636 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 94866.140000 PA USD 95822.220000 0.0001428 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CC87 75712.690000 PA USD 78358.150000 0.0001168 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CC95 394446.250000 PA USD 408295.750000 0.0006085 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CDA1 77953.920000 PA USD 78311.960000 0.0001167 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CDL7 9170.090000 PA USD 9493.300000 0.0000141 Long ABS-MBS USGSE US N 2 2027-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CDM5 209804.950000 PA USD 217217.640000 0.0003237 Long ABS-MBS USGSE US N 2 2027-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CDP8 184471.790000 PA USD 185737.190000 0.0002768 Long ABS-MBS USGSE US N 2 2027-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CDV5 89649.230000 PA USD 90723.940000 0.0001352 Long ABS-MBS USGSE US N 2 2027-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CDW3 71314.970000 PA USD 71674.940000 0.0001068 Long ABS-MBS USGSE US N 2 2027-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CDZ6 8001.090000 PA USD 8238.150000 0.0000123 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 2226.930000 PA USD 2292.800000 0.0000034 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 998.810000 PA USD 1017.150000 0.0000015 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 53380.320000 PA USD 53471.510000 0.0000797 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 1207.400000 PA USD 1220.100000 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 9348.690000 PA USD 9630.240000 0.0000144 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 19087.300000 PA USD 19661.230000 0.0000293 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 24692.500000 PA USD 24943.810000 0.0000372 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 36827.040000 PA USD 37055.450000 0.0000552 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 458988.040000 PA USD 461764.840000 0.0006882 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 388820.840000 PA USD 401066.490000 0.0005977 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 120619.270000 PA USD 124427.910000 0.0001854 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 38494.050000 PA USD 39712.060000 0.0000592 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 176099.780000 PA USD 181688.220000 0.0002708 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 273721.050000 PA USD 275421.520000 0.0004105 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 327042.610000 PA USD 337507.530000 0.0005030 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 19728.590000 PA USD 20399.230000 0.0000304 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 77214.570000 PA USD 79860.610000 0.0001190 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 122330.200000 PA USD 126508.440000 0.0001885 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 30892.810000 PA USD 31951.710000 0.0000476 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 233796.460000 PA USD 234374.240000 0.0003493 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 49926.710000 PA USD 50157.260000 0.0000748 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 121122.850000 PA USD 121735.320000 0.0001814 Long ABS-MBS USGSE US N 2 2028-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CG75 71749.300000 PA USD 71970.550000 0.0001073 Long ABS-MBS USGSE US N 2 2028-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CH33 125421.360000 PA USD 126756.410000 0.0001889 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 65875.790000 PA USD 66272.740000 0.0000988 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 250094.240000 PA USD 251807.900000 0.0003753 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 5380.300000 PA USD 5591.180000 0.0000083 Long ABS-MBS USGSE US N 2 2029-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CKZ8 253200.950000 PA USD 263157.250000 0.0003922 Long ABS-MBS USGSE US N 2 2029-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CK21 2930.930000 PA USD 3045.210000 0.0000045 Long ABS-MBS USGSE US N 2 2029-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CK88 32307.850000 PA USD 33587.450000 0.0000501 Long ABS-MBS USGSE US N 2 2029-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CK96 829.120000 PA USD 861.910000 0.0000013 Long ABS-MBS USGSE US N 2 2029-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CLH7 184154.070000 PA USD 190229.100000 0.0002835 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 237329.970000 PA USD 245162.740000 0.0003654 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 15853.640000 PA USD 16376.400000 0.0000244 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 166761.300000 PA USD 172301.130000 0.0002568 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 160088.000000 PA USD 165389.940000 0.0002465 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 82412.410000 PA USD 84004.060000 0.0001252 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 22047.980000 PA USD 22098.410000 0.0000329 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 124185.040000 PA USD 128304.190000 0.0001912 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 36465.370000 PA USD 36511.510000 0.0000544 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 14051.610000 PA USD 14539.700000 0.0000217 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 2651.720000 PA USD 2707.870000 0.0000040 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 3183.630000 PA USD 3248.660000 0.0000048 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 148459.750000 PA USD 148843.270000 0.0002218 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 59142.150000 PA USD 61216.160000 0.0000912 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 55800.260000 PA USD 56036.530000 0.0000835 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 533739.180000 PA USD 553636.670000 0.0008251 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 89344.710000 PA USD 92659.240000 0.0001381 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 78172.620000 PA USD 81094.830000 0.0001209 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 41503.180000 PA USD 43053.640000 0.0000642 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 5465.470000 PA USD 5688.710000 0.0000085 Long ABS-MBS USGSE US N 2 2030-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CPN0 50969.580000 PA USD 53049.380000 0.0000791 Long ABS-MBS USGSE US N 2 2030-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CP67 166986.560000 PA USD 173832.240000 0.0002591 Long ABS-MBS USGSE US N 2 2030-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CQF6 5011.910000 PA USD 5045.950000 0.0000075 Long ABS-MBS USGSE US N 2 2030-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CUC8 255202.140000 PA USD 264613.730000 0.0003944 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 11458.740000 PA USD 11913.160000 0.0000178 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 59617.500000 PA USD 61768.810000 0.0000921 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 36803.990000 PA USD 38438.990000 0.0000573 Long ABS-MBS USGSE US N 2 2033-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CZA7 81326.120000 PA USD 84953.980000 0.0001266 Long ABS-MBS USGSE US N 2 2033-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CZM1 76988.580000 PA USD 79866.950000 0.0001190 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 39052.850000 PA USD 39201.060000 0.0000584 Long ABS-MBS USGSE US N 2 2033-09-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225C4L7 32978.980000 PA USD 34254.070000 0.0000511 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 44440.620000 PA USD 46461.000000 0.0000692 Long ABS-MBS USGSE US N 2 2034-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225EPM8 17226.910000 PA USD 17352.660000 0.0000259 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 2191390.340000 PA USD 2269725.360000 0.0033828 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 1931.010000 PA USD 1921.000000 0.0000029 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 98396.120000 PA USD 100605.540000 0.0001499 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 3185555.040000 PA USD 3412451.610000 0.0050859 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 4132496.670000 PA USD 4427327.580000 0.0065985 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 4122.700000 PA USD 4732.630000 0.0000071 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 5469.840000 PA USD 5518.920000 0.0000082 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 20966.430000 PA USD 21108.140000 0.0000315 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 21629.970000 PA USD 21813.010000 0.0000325 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 38569.720000 PA USD 38696.080000 0.0000577 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36208ACV1 64283.630000 PA USD 64460.040000 0.0000961 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36208ACW9 30204.130000 PA USD 30207.950000 0.0000450 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36208ACX7 17899.250000 PA USD 17890.360000 0.0000267 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36208ACY5 62975.780000 PA USD 63118.520000 0.0000941 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36208ACH2 121406.150000 PA USD 121981.150000 0.0001818 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 128829.480000 PA USD 129496.760000 0.0001930 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 11780.180000 PA USD 11842.910000 0.0000177 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 24493633.620000 PA USD 24799451.330000 0.0369611 Long ABS-MBS USGSE US N 2 2060-02-20 Floating 2.529 N N N N N N GNMA PASS THRU POOLS N/A 36196EWU7 12318192.960000 PA USD 13205698.310000 0.0196817 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 10985675.020000 PA USD 11723937.980000 0.0174733 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 12773904.380000 PA USD 13323044.440000 0.0198566 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 19316589.870000 PA USD 20387865.920000 0.0303860 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 3426452.690000 PA USD 3614148.700000 0.0053865 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 6483217.650000 PA USD 6948586.320000 0.0103562 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 4306766.440000 PA USD 4613126.720000 0.0068754 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 802387.250000 PA USD 852276.470000 0.0012702 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 4143266.940000 PA USD 4440009.170000 0.0066174 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 4542834.590000 PA USD 4869621.850000 0.0072577 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 4622057.850000 PA USD 4962111.150000 0.0073955 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 13229722.370000 PA USD 14182350.360000 0.0211373 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 4250525.280000 PA USD 4557121.070000 0.0067919 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 2234779.420000 PA USD 2409889.560000 0.0035917 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179NBD9 5942.100000 PA USD 6420.700000 0.0000096 Long ABS-MBS USGSE US N 2 2043-04-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179N2L1 17692.090000 PA USD 18985.850000 0.0000283 Long ABS-MBS USGSE US N 2 2044-02-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179QRZ6 10942493.080000 PA USD 11600057.470000 0.0172887 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 17368113.290000 PA USD 18402327.990000 0.0274268 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 43209.730000 PA USD 45729.880000 0.0000682 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 34113166.000000 PA USD 36102167.920000 0.0538066 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 527185.680000 PA USD 553167.110000 0.0008244 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 523870.820000 PA USD 552170.840000 0.0008230 Long ABS-MBS USGSE US N 2 2045-11-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179RVD8 23248.170000 PA USD 24878.130000 0.0000371 Long ABS-MBS USGSE US N 2 2045-12-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179SEK9 18750.010000 PA USD 20079.040000 0.0000299 Long ABS-MBS USGSE US N 2 2046-06-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179SGM3 1116928.380000 PA USD 1171255.700000 0.0017456 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 1167659.010000 PA USD 1221819.470000 0.0018210 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 228808978.820000 PA USD 239155460.000000 0.3564369 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 74873914.380000 PA USD 78229271.300000 0.1165928 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 18703191.590000 PA USD 19545334.400000 0.0291303 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 298413824.990000 PA USD 312268337.360000 0.4654042 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 155219273.100000 PA USD 162256778.350000 0.2418272 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 22774469.420000 PA USD 23891298.430000 0.0356075 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 34662258.170000 PA USD 36059486.520000 0.0537430 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 587220.690000 PA USD 609999.570000 0.0009091 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 80492163.720000 PA USD 84088676.750000 0.1253256 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 21147141.140000 PA USD 21976433.890000 0.0327536 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 22218447.950000 PA USD 23425964.610000 0.0349140 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 66041600.870000 PA USD 69396493.720000 0.1034284 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 132704.320000 PA USD 136885.110000 0.0002040 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 105999314.370000 PA USD 110142603.910000 0.1641563 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 304662901.810000 PA USD 321068913.770000 0.4785205 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 703444.380000 PA USD 748516.810000 0.0011156 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 41844195.850000 PA USD 43488191.120000 0.0648147 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 60917407.780000 PA USD 64778925.710000 0.0965464 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 597232.600000 PA USD 615895.040000 0.0009179 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 51716038.560000 PA USD 53860719.230000 0.0802739 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 37476956.120000 PA USD 39454729.400000 0.0588033 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 108198967.970000 PA USD 114974198.000000 0.1713573 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 742516.030000 PA USD 765718.320000 0.0011412 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 209240045.450000 PA USD 220117726.090000 0.3280631 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 3701114.290000 PA USD 3919212.290000 0.0058412 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 737417374.940000 PA USD 774049128.730000 1.1536414 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 236109160.320000 PA USD 248010339.350000 0.3696342 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 174798546.040000 PA USD 184742060.970000 0.2753392 Long ABS-MBS USGSE US N 2 2049-01-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UMM1 664056155.900000 PA USD 693904291.450000 1.0341937 Long ABS-MBS USGSE US N 2 2049-02-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UMN9 1065785174.470000 PA USD 1124721336.070000 1.6762826 Long ABS-MBS USGSE US N 2 2049-02-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UQ62 13117114.050000 PA USD 13705604.980000 0.0204268 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 101300088.100000 PA USD 106689840.330000 0.1590103 Long ABS-MBS USGSE US N 2 2049-04-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UUK6 364692099.530000 PA USD 377968120.970000 0.5633230 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 169894202.610000 PA USD 178168435.940000 0.2655419 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 152946965.420000 PA USD 161447785.290000 0.2406215 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 260009231.410000 PA USD 269561887.370000 0.4017545 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 85240146.520000 PA USD 89579513.540000 0.1335091 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 2621890.770000 PA USD 2769438.720000 0.0041276 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 25937639.110000 PA USD 26959463.040000 0.0401803 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 13227303.210000 PA USD 13915672.170000 0.0207399 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 347834528.130000 PA USD 362190313.030000 0.5398078 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 4159623.080000 PA USD 4373321.510000 0.0065180 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 36179UZW5 97339.200000 PA USD 103069.510000 0.0001536 Long ABS-MBS USGSE US N 2 2049-09-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 21H030617 586395000.000000 PA USD 601991201.220000 0.8972066 Long ABS-MBS USGSE US N 2 2050-01-21 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 21H030625 289505000.000000 PA USD 296924434.140000 0.4425356 Long ABS-MBS USGSE US N 2 2050-02-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 21H032613 2215000000.000000 PA USD 2282589683.950000 3.4019675 Long ABS-MBS USGSE US N 2 2050-01-21 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 21H032621 26300000.000000 PA USD 27114860.260000 0.0404119 Long ABS-MBS USGSE US N 2 2050-02-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 21H040616 4681932000.000000 PA USD 4846059045.850000 7.2225575 Long ABS-MBS USGSE US N 2 2050-01-21 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H040624 9500000.000000 PA USD 9841635.770000 0.0146680 Long ABS-MBS USGSE US N 2 2050-02-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H042612 86600000.000000 PA USD 90554952.720000 0.1349629 Long ABS-MBS USGSE US N 2 2050-01-21 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 21H042620 384900000.000000 PA USD 403199762.580000 0.6009282 Long ABS-MBS USGSE US N 2 2050-02-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 21H050615 224610000.000000 PA USD 236763923.370000 0.3528725 Long ABS-MBS USGSE US N 2 2050-01-21 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36217MZA5 1181.450000 PA USD 1192.590000 0.0000018 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 427.660000 PA USD 428.540000 0.0000006 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 36220WQ26 228.660000 PA USD 230.000000 0.0000003 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 4646.680000 PA USD 4660.240000 0.0000069 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 50.660000 PA USD 52.180000 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 86.420000 PA USD 87.110000 0.0000001 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 836.810000 PA USD 838.600000 0.0000012 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 94.960000 PA USD 95.200000 0.0000001 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 2145.400000 PA USD 2150.070000 0.0000032 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 112.390000 PA USD 112.630000 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 120.940000 PA USD 125.690000 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 311.430000 PA USD 315.080000 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 209.320000 PA USD 221.850000 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 13213.710000 PA USD 14074.800000 0.0000210 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 213.850000 PA USD 225.850000 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 7210.390000 PA USD 7958.590000 0.0000119 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 170.870000 PA USD 171.310000 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 577.260000 PA USD 636.980000 0.0000009 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 1651.350000 PA USD 1735.380000 0.0000026 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 153.240000 PA USD 163.230000 0.0000002 Long ABS-MBS USGSE US N 2 2024-06-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36205KXF4 1165.990000 PA USD 1179.080000 0.0000018 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 1156.270000 PA USD 1172.490000 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 193.330000 PA USD 193.830000 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 381.320000 PA USD 420.960000 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 2056.890000 PA USD 2124.290000 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 1866.060000 PA USD 1999.910000 0.0000030 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 3090.840000 PA USD 3328.090000 0.0000050 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 5934.740000 PA USD 6365.680000 0.0000095 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 462.530000 PA USD 475.240000 0.0000007 Long ABS-MBS USGSE US N 2 2025-08-15 Fixed 7.5 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 119834111.270000 PA USD 1185518862.810000 1.7668951 Long STIV RF US N 1 N N N GNMA PASS THRU POOLS N/A 36206XP56 1797.470000 PA USD 1817.600000 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 52.840000 PA USD 53.000000 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 1057.260000 PA USD 1064.110000 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 7046.590000 PA USD 7956.880000 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 10405.770000 PA USD 10863.020000 0.0000162 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 1619.060000 PA USD 1832.120000 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 1093.640000 PA USD 1096.650000 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 5237.590000 PA USD 5817.740000 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 91.810000 PA USD 92.520000 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 3568.290000 PA USD 3853.310000 0.0000057 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 12735.650000 PA USD 12764.780000 0.0000190 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 4043.260000 PA USD 4088.460000 0.0000061 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 1518.970000 PA USD 1524.210000 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 182.020000 PA USD 199.120000 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 1453.570000 PA USD 1604.800000 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 464.830000 PA USD 503.410000 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 7734.970000 PA USD 8539.910000 0.0000127 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 1600.440000 PA USD 1680.580000 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 1009.160000 PA USD 1021.930000 0.0000015 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 3546.690000 PA USD 3726.190000 0.0000056 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 36209RXU2 1168.770000 PA USD 1184.580000 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 9954.590000 PA USD 10953.070000 0.0000163 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 1729.310000 PA USD 1775.610000 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 1194.210000 PA USD 1299.890000 0.0000019 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 12772.440000 PA USD 13500.780000 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 383.830000 PA USD 426.440000 0.0000006 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 362.260000 PA USD 400.010000 0.0000006 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 13020.380000 PA USD 14353.010000 0.0000214 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 540.170000 PA USD 596.410000 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 102.610000 PA USD 102.850000 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 8328.580000 PA USD 8532.940000 0.0000127 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 18725.980000 PA USD 18776.890000 0.0000280 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 364.840000 PA USD 373.410000 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 1641.970000 PA USD 1659.350000 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 2581.830000 PA USD 2614.890000 0.0000039 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 1577.470000 PA USD 1595.540000 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 1366585.130000 PA USD 1370909.670000 0.0020432 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 9524.930000 PA USD 9790.070000 0.0000146 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 4898.310000 PA USD 4977.110000 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 2098.370000 PA USD 2103.700000 0.0000031 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 2050.270000 PA USD 2082.340000 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 10567.410000 PA USD 10959.030000 0.0000163 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 12245.490000 PA USD 12545.600000 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 719.900000 PA USD 733.780000 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 36211WZW1 2783.610000 PA USD 2843.250000 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 36211XKV7 16770.410000 PA USD 17047.260000 0.0000254 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 13086.960000 PA USD 13296.600000 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 1142.320000 PA USD 1170.890000 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 7495.010000 PA USD 7515.520000 0.0000112 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 2098.070000 PA USD 2275.190000 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 6678.330000 PA USD 6753.320000 0.0000101 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 101.900000 PA USD 101.990000 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 36212CPE5 1105.750000 PA USD 1109.100000 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 859.340000 PA USD 862.000000 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 226.810000 PA USD 235.230000 0.0000004 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 162.840000 PA USD 163.400000 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 29517.910000 PA USD 31306.550000 0.0000467 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 2580.410000 PA USD 2610.230000 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 236.890000 PA USD 237.620000 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 2541.220000 PA USD 2959.070000 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 159.480000 PA USD 166.040000 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 5732.190000 PA USD 6030.010000 0.0000090 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 20479.800000 PA USD 20926.860000 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 52.110000 PA USD 60.020000 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 2088.130000 PA USD 2202.800000 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 1302.040000 PA USD 1338.310000 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 5159.070000 PA USD 5820.330000 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 21353.340000 PA USD 21418.740000 0.0000319 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 2592.450000 PA USD 2641.030000 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 2984.580000 PA USD 2993.750000 0.0000045 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 1592.560000 PA USD 1596.390000 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 1685.830000 PA USD 1746.180000 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 695.120000 PA USD 696.720000 0.0000010 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 565.620000 PA USD 567.310000 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 4712.850000 PA USD 5218.260000 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 15176.160000 PA USD 15221.120000 0.0000227 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 3875.740000 PA USD 3947.330000 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 862.460000 PA USD 968.200000 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 1108.270000 PA USD 1146.790000 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 1480.420000 PA USD 1626.900000 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 10828.790000 PA USD 12392.540000 0.0000185 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 3316.390000 PA USD 3749.470000 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 1664.050000 PA USD 1678.060000 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 3898.390000 PA USD 4468.270000 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 8761.750000 PA USD 9744.280000 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 395896.350000 PA USD 451400.840000 0.0006728 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 6431.940000 PA USD 6913.810000 0.0000103 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 10263.870000 PA USD 11377.700000 0.0000170 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 29841.320000 PA USD 30605.240000 0.0000456 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 30247.170000 PA USD 33587.640000 0.0000501 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 48545.820000 PA USD 53514.460000 0.0000798 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 212599.690000 PA USD 236028.490000 0.0003518 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 3378.880000 PA USD 3647.250000 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 10526.260000 PA USD 11746.860000 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 15503.110000 PA USD 16603.310000 0.0000247 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 18039.860000 PA USD 19312.990000 0.0000288 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 8149.920000 PA USD 9000.650000 0.0000134 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 2905.430000 PA USD 3110.480000 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 6350.570000 PA USD 6995.480000 0.0000104 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 42167.160000 PA USD 48323.570000 0.0000720 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 141800.210000 PA USD 158162.730000 0.0002357 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 12608.250000 PA USD 13498.060000 0.0000201 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 7154.590000 PA USD 7659.510000 0.0000114 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 76869.040000 PA USD 80365.290000 0.0001198 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 59059.050000 PA USD 60720.490000 0.0000905 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 45650.250000 PA USD 47410.610000 0.0000707 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 107383.090000 PA USD 112314.410000 0.0001674 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 23677.780000 PA USD 24642.330000 0.0000367 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 241904.420000 PA USD 254586.950000 0.0003794 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 66.430000 PA USD 66.630000 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 8.450000 PA USD 8.470000 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 144.370000 PA USD 144.850000 0.0000002 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 72.510000 PA USD 72.700000 0.0000001 Long ABS-MBS USGSE US N 2 2020-12-15 Fixed 10 N N N N N N GNMA PASS THRU POOLS N/A 36225AF70 4684.050000 PA USD 5107.660000 0.0000076 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 159.430000 PA USD 159.910000 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 36225ALU2 1285.550000 PA USD 1367.330000 0.0000020 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225APY0 73.610000 PA USD 73.830000 0.0000001 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 55.830000 PA USD 56.000000 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 5983.330000 PA USD 6739.780000 0.0000100 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 114.850000 PA USD 115.210000 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 663.340000 PA USD 745.040000 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 1834.690000 PA USD 1958.630000 0.0000029 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 3399.860000 PA USD 3410.760000 0.0000051 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 3079.820000 PA USD 3101.360000 0.0000046 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 3976.150000 PA USD 4389.890000 0.0000065 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 3221.440000 PA USD 3629.950000 0.0000054 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 1297.240000 PA USD 1384.770000 0.0000021 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 62.270000 PA USD 62.380000 0.0000001 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 4931.740000 PA USD 5449.970000 0.0000081 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 7811.700000 PA USD 8883.410000 0.0000132 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 1439.320000 PA USD 1630.740000 0.0000024 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 10993.900000 PA USD 12345.870000 0.0000184 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 439.000000 PA USD 441.430000 0.0000007 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 14603.880000 PA USD 17260.280000 0.0000257 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 3274.800000 PA USD 3947.600000 0.0000059 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 728.580000 PA USD 870.950000 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 16798.910000 PA USD 19034.860000 0.0000284 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 72538.660000 PA USD 82811.580000 0.0001234 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 2984.260000 PA USD 3429.940000 0.0000051 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 7020.040000 PA USD 8558.130000 0.0000128 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 13047.740000 PA USD 15206.120000 0.0000227 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 5390.470000 PA USD 6503.770000 0.0000097 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 5135.580000 PA USD 6144.130000 0.0000092 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 605.100000 PA USD 717.490000 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 388.880000 PA USD 457.370000 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 9847.420000 PA USD 10917.930000 0.0000163 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 140433.970000 PA USD 156580.210000 0.0002334 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 518628.420000 PA USD 578369.780000 0.0008620 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 615855.990000 PA USD 686824.320000 0.0010236 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 85091.240000 PA USD 101226.600000 0.0001509 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 10843.290000 PA USD 12409.390000 0.0000185 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 7009.640000 PA USD 7815.500000 0.0000116 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 12028.560000 PA USD 13233.110000 0.0000197 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 41235.980000 PA USD 43398.240000 0.0000647 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 261734.360000 PA USD 275489.450000 0.0004106 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 2546509.210000 PA USD 2837952.960000 0.0042297 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 297489.430000 PA USD 313038.620000 0.0004666 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 1411082.400000 PA USD 1485128.680000 0.0022134 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 346934.960000 PA USD 365023.380000 0.0005440 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 40622.050000 PA USD 42742.440000 0.0000637 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 39597.080000 PA USD 41587.600000 0.0000620 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 11744.570000 PA USD 12332.460000 0.0000184 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 27347.310000 PA USD 27474.250000 0.0000409 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 30374.020000 PA USD 31603.500000 0.0000471 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 54641.950000 PA USD 57588.810000 0.0000858 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 203268.190000 PA USD 204606.150000 0.0003049 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 24159.210000 PA USD 25092.440000 0.0000374 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 86826.590000 PA USD 90265.700000 0.0001345 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 11192863.520000 PA USD 11777011.340000 0.0175524 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 19784.160000 PA USD 20673.380000 0.0000308 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 322483.130000 PA USD 335690.450000 0.0005003 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 122143.920000 PA USD 127043.630000 0.0001893 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 1582190.290000 PA USD 1653680.970000 0.0024646 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 724194.800000 PA USD 762028.890000 0.0011357 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 70892.980000 PA USD 73623.340000 0.0001097 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 148607.840000 PA USD 155312.370000 0.0002315 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 874562.890000 PA USD 910853.660000 0.0013575 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 898904.010000 PA USD 945602.650000 0.0014093 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 727252.730000 PA USD 760017.260000 0.0011327 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 1193598.810000 PA USD 1247351.480000 0.0018591 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 912966.100000 PA USD 953297.910000 0.0014208 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 2135372.290000 PA USD 2219970.530000 0.0033086 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 653601.000000 PA USD 680909.900000 0.0010148 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 8939.360000 PA USD 9282.430000 0.0000138 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 3036882.680000 PA USD 3173487.400000 0.0047298 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 100400.820000 PA USD 104918.520000 0.0001564 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 312320.150000 PA USD 326418.050000 0.0004865 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 167630.400000 PA USD 174292.680000 0.0002598 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 120498.160000 PA USD 125890.810000 0.0001876 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 360734.630000 PA USD 375278.470000 0.0005593 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 422667.310000 PA USD 440028.910000 0.0006558 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 189110.210000 PA USD 196974.700000 0.0002936 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 1206521.070000 PA USD 1260864.720000 0.0018792 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 617078.410000 PA USD 641958.470000 0.0009568 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 322112.950000 PA USD 336226.060000 0.0005011 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 2509348.980000 PA USD 2607087.220000 0.0038856 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 543642.590000 PA USD 585839.330000 0.0008731 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 555340.020000 PA USD 595465.370000 0.0008875 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 332734.800000 PA USD 358079.810000 0.0005337 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 527694.960000 PA USD 564936.110000 0.0008420 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 1061870.320000 PA USD 1136809.960000 0.0016943 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 1024252.790000 PA USD 1098589.260000 0.0016373 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 301407.260000 PA USD 323426.570000 0.0004820 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 1431293.440000 PA USD 1486904.790000 0.0022161 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 235740.220000 PA USD 244966.310000 0.0003651 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 2305857.830000 PA USD 2394351.860000 0.0035685 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 3405116.250000 PA USD 3538492.610000 0.0052738 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 3196876.840000 PA USD 3319566.320000 0.0049475 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 887177.680000 PA USD 925465.110000 0.0013793 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 1965893.030000 PA USD 2042015.770000 0.0030434 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 1293533.950000 PA USD 1344079.130000 0.0020032 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 1363805.460000 0.0020326 Long DBT CORP US N 2 2025-01-23 Fixed 3.5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143U8G9 75000000.000000 PA USD 76276506.000000 0.1136824 Long DBT CORP US N 2 2021-02-25 Floating 3.6795 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWT7 36600000.000000 PA USD 37635624.820000 0.0560921 Long DBT CORP US N 2 2023-02-23 Fixed 3.2 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWU4 85500000.000000 PA USD 86032048.550000 0.1282220 Long DBT CORP US N 2 2023-02-23 Floating 2.6595 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVM3 8961000.000000 PA USD 9547833.310000 0.0142301 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 31235598.980000 0.0465535 Long DBT CORP US N 2 2020-04-23 Floating 3.094 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWD2 12700000.000000 PA USD 12829790.060000 0.0191215 Long DBT CORP US N 2 2022-04-26 Floating 3.04563 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAE6 1000000.000000 PA USD 1061290.650000 0.0015817 Long DBT CORP US N 2 2025-05-22 Fixed 3.75 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GGQ1 1600000.000000 PA USD 1679196.110000 0.0025027 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 4848678.620000 0.0072265 Long DBT CORP US N 2 2023-07-24 Floating 2.936 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EC23 16113000.000000 PA USD 17038399.720000 0.0253940 Long DBT CORP US N 2 2024-07-08 Fixed 3.85 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVQ4 31900000.000000 PA USD 32107871.250000 0.0478535 Long DBT CORP US N 2 2020-09-15 Floating 3.09363 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAB4 32300000.000000 PA USD 32529854.880000 0.0484824 Long DBT CORP US N 2 2022-10-31 Floating 2.70713 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAC2 73700000.000000 PA USD 74744903.120000 0.1113997 Long DBT CORP US N 2 2022-10-31 Floating 2.876 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239JAA9 10100000.000000 PA USD 10367658.380000 0.0154519 Long DBT CORP US N 2 2028-03-15 Fixed 3.7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H03 N/A 38375BJS2 3260255.690000 PA USD 3257178.990000 0.0048545 Long ABS-MBS USGSE US N 2 2061-01-20 Floating 2.27425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-2 N/A 38378BCQ0 66923946.130000 PA USD 1303932.780000 0.0019434 Long ABS-MBS USGSE US N 2 2043-11-16 Variable 0.53951 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-5 N/A 38378CZZ3 5468485.030000 PA USD 5889732.820000 0.0087780 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 5369858.560000 PA USD 5375995.230000 0.0080124 Long ABS-MBS USGSE US N 2 2062-03-20 Floating 2.37425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H08 N/A 38375BQS4 1357364.380000 PA USD 1358219.660000 0.0020243 Long ABS-MBS USGSE US N 2 2062-04-20 Floating 2.34425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H10 N/A 38375BU26 1982906.600000 PA USD 1980887.210000 0.0029523 Long ABS-MBS USGSE US N 2 2063-04-20 Floating 2.02 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H13 N/A 38375B2L5 6326323.450000 PA USD 6319881.350000 0.0094191 Long ABS-MBS USGSE US N 2 2063-05-20 Floating 2.02 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H15 N/A 38375B4J8 5535385.480000 PA USD 5531666.810000 0.0082444 Long ABS-MBS USGSE US N 2 2063-07-20 Floating 2.27425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-21 N/A 38378Y3A5 35938185.940000 PA USD 6465085.580000 0.0096356 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 6409227.190000 PA USD 6391446.070000 0.0095258 Long ABS-MBS USGSE US N 2 2065-05-20 Floating 2.32425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H12 N/A 38376RBH8 1991105.690000 PA USD 1989145.840000 0.0029646 Long ABS-MBS USGSE US N 2 2065-05-20 Floating 2.37425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H14 N/A 38376RCB0 13083980.760000 PA USD 13057379.720000 0.0194607 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 2.34425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H14 N/A 38376RCF1 8265952.010000 PA USD 8245233.400000 0.0122887 Long ABS-MBS USGSE US N 2 2065-05-20 Floating 2.20425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H15 N/A 38376RCZ7 2513535.440000 PA USD 2510893.970000 0.0037422 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 2.37425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H15 N/A 38376RDB9 5233446.150000 PA USD 5223749.100000 0.0077855 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 2.35425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H16 N/A 38376REA0 5682440.710000 PA USD 5676196.280000 0.0084598 Long ABS-MBS USGSE US N 2 2065-07-20 Floating 2.37425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H17 N/A 38376REV4 34661433.340000 PA USD 34593860.880000 0.0515586 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 2.45725 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H19 N/A 38376RGB6 4072927.820000 PA USD 4068664.690000 0.0060639 Long ABS-MBS USGSE US N 2 2065-08-20 Floating 2.37425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20 N/A 38376RFL5 48474594.070000 PA USD 48457676.440000 0.0722212 Long ABS-MBS USGSE US N 2 2065-08-20 Floating 2.39425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H22 N/A 38376RHB5 26791058.360000 PA USD 26741572.600000 0.0398556 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 2.46725 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H32 N/A 38376RMP8 28379692.760000 PA USD 28508970.770000 0.0424897 Long ABS-MBS USGSE US N 2 2065-12-20 Floating 2.52425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H02 N/A 38376RPV2 3772313.900000 PA USD 3825332.640000 0.0057013 Long ABS-MBS USGSE US N 2 2066-01-20 Floating 2.77425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04 N/A 38376RQN9 35391098.970000 PA USD 35961674.270000 0.0535972 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 2.82425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06 N/A 38376RSG2 2277907.320000 PA USD 2300660.880000 0.0034289 Long ABS-MBS USGSE US N 2 2065-07-20 Floating 2.69425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A 38376RRG3 11588918.250000 PA USD 11813380.530000 0.0176066 Long ABS-MBS USGSE US N 2 2066-03-20 Floating 2.92425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A 38376RRL2 45287734.310000 PA USD 45914317.290000 0.0684306 Long ABS-MBS USGSE US N 2 2066-03-20 Floating 2.77425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UWT3 7758548.570000 PA USD 7823697.880000 0.0116604 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 2.62425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H18 N/A 38376RXY7 7036159.280000 PA USD 7068080.930000 0.0105343 Long ABS-MBS USGSE US N 2 2066-08-20 Floating 2.52425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H24 N/A 38376RJ72 25375084.280000 PA USD 25598367.260000 0.0381518 Long ABS-MBS USGSE US N 2 2066-11-20 Floating 2.62425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H33 N/A 38376RNF9 23488474.000000 PA USD 23514316.020000 0.0350457 Long ABS-MBS USGSE US N 2 2065-12-20 Floating 2.43425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-182 N/A 38380UAY9 1999247.330000 PA USD 2004492.760000 0.0029875 Long ABS-MBS USGSE US N 2 2047-05-20 Floating 2.0585 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07 N/A 38376RY26 14260020.020000 PA USD 14233306.720000 0.0212133 Long ABS-MBS USGSE US N 2 2067-02-20 Floating 2.23425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H09 N/A 38375UYW4 9259673.100000 PA USD 9390313.200000 0.0139953 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 3157850.050000 PA USD 3198976.630000 0.0047677 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 3830640.230000 PA USD 3822439.600000 0.0056970 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 2.24425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R4U7 18317694.730000 PA USD 18582158.280000 0.0276948 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 4245724.240000 PA USD 4290967.530000 0.0063953 Long ABS-MBS USGSE US N 2 2067-11-20 Floating 2.67525 N N N N N N GOVERNMENT NATIONAL MTG ASSOC 2001-16 N/A 38373MAK6 412595.320000 PA USD 425796.100000 0.0006346 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 1034143.090000 PA USD 1132968.910000 0.0016886 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 1014419.480000 PA USD 1113897.710000 0.0016602 Long ABS-MBS USGSE US N 2 2035-07-20 Fixed 4.75 N N N N N N GOVERNMENT NATL MTGE ASSOC 2003-42 N/A 38373QTX9 68456.820000 PA USD 4628.520000 0.0000069 Long ABS-MBS USGSE US N 2 2031-07-16 Floating 4.86025 N N N N N N GOVERNMENT NATL MTGE ASSOC 2003-65 N/A 38374BQT3 1512.070000 PA USD 1520.710000 0.0000023 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 341403.120000 PA USD 381406.620000 0.0005684 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 675606.160000 PA USD 57000.890000 0.0000850 Long ABS-MBS USGSE US N 2 2033-08-16 Floating 4.86025 N N N N N N GOVERNMENT NATL MTGE ASSOC 2010-H02 N/A 38375BAM4 1578570.340000 PA USD 1586871.410000 0.0023651 Long ABS-MBS USGSE US N 2 2060-02-20 Floating 2.3795 N N N N N N GOVERNMENTAL NATL MTGE ASSOC 1999-14 N/A 3837H2CP2 1907522.000000 PA USD 1906351.930000 0.0028412 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 429808.720000 0.0006406 Long ABS-MBS CORP US N 2 2035-06-15 Floating 2.75235 N N N N N N GRACECHURCH CARD FUNDING PLC 2018-1A N/A 38406EAG4 39500000.000000 PA USD 39524016.000000 0.0589065 Long ABS-MBS CORP GB N 2 2022-07-15 Floating 2.13975 N N N N N N GREAT HALL MORTGAGES PLC 2007-1 N/A B1S83ZII1 32761441.250000 PA 42739189.890000 0.0636984 Long ABS-MBS CORP GB N 2 2039-03-18 Floating 0.92438 N N N N N N GREAT HALL MORTGAGES PLC 2007-1 N/A B1S70QII6 1124449.520000 PA 1244708.570000 0.0018551 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 9871337.370000 PA 12811103.740000 0.0190936 Long ABS-MBS CORP GB N 2 2039-06-18 Floating 0.93438 N N N N N N GREAT HALL MORTGAGES PLC 2007-2X N/A B1Z97QII7 15207195.240000 PA USD 14830877.990000 0.0221039 Long ABS-MBS CORP GB N 2 2039-06-18 Floating 2.0285 N N N N N N GREEN TREE FINANCIAL CORP 1998-4 N/A 393505F98 91934.090000 PA USD 95756.480000 0.0001427 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 19761272.620000 0.0294522 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 434024.820000 PA USD 457906.170000 0.0006825 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 474150.210000 PA USD 452573.060000 0.0006745 Long ABS-MBS CORP US N 2 2045-06-25 Floating 2.232 N N N N N N GREENPOINT MTGE FUNDING TR 2005-AR5 N/A 39538WEA2 324620.220000 PA USD 288255.450000 0.0004296 Long ABS-MBS CORP US N 2 2045-11-25 Floating 2.332 N N N N N N GREENPOINT MTGE FUNDING TR 2006-AR3 N/A 39538WHG6 37169.630000 PA USD 126243.980000 0.0001882 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.062 Y N N N N N GREENPOINT MTGE FUNDING TR 2006-AR6 N/A 39538BAG9 675575.850000 PA USD 542604.080000 0.0008087 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.132 Y N N N N N GREENPOINT MTGE FUNDING TRUST 2006-AR5 N/A 39538AAJ5 561853.420000 PA USD 500932.830000 0.0007466 Long ABS-MBS CORP US N 2 2046-10-25 Floating 1.992 Y N N N N N GREENTREE FINANCIAL CORP 1998-2 N/A 393505A69 4531.110000 PA USD 4547.320000 0.0000068 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 38092275.010000 PA USD 1719900.500000 0.0025633 Long ABS-MBS CORP US N 2 2045-11-10 Variable 1.94765 N N N N N N GS MORTGAGE SECURITIES CORP TRUST 2017-GPTX N/A 36257CAA5 18300000.000000 PA USD 18250520.460000 0.0272005 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 8557229.650000 0.0127537 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 438.830000 PA USD 437.410000 0.0000007 Long ABS-MBS CORP US N 2 2034-06-25 Variable 4.30467 Y N N N N N GSAA HOME EQUITY TRUST 2005-6 N/A 36242D3W1 373321.220000 PA USD 374468.880000 0.0005581 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.162 N N N N N N GSAA HOME EQUITY TRUST 2006-14 N/A 36298YAB6 10634125.080000 PA USD 4402911.680000 0.0065621 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.962 N N N N N N GSAA HOME EQUITY TRUST 2006-4 N/A 362334FG4 7050236.000000 PA USD 4542783.610000 0.0067706 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.88274 N N N N N N GSAA HOME EQUITY TRUST 2006-5 N/A 362334GR9 52083.370000 PA USD 26767.200000 0.0000399 Long ABS-MBS CORP US N 2 2036-03-25 Floating 1.862 N N N N N N GSAA HOME EQUITY TRUST 2006-8 N/A 362348AS3 16394998.220000 PA USD 6871227.370000 0.0102409 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.972 N N N N N N GSAA HOME EQUITY TRUST 2007-4 N/A 3622EBAA6 641786.780000 PA USD 294114.840000 0.0004383 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.892 N N N N N N GSAA HOME EQUITY TRUST 2007-4 N/A 3622EBAC2 2509926.190000 PA USD 1497054.010000 0.0022312 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.092 N N N N N N GSAA HOME EQUITY TRUST 2007-5 N/A 3622ECAB2 3606607.240000 PA USD 3444929.530000 0.0051343 Long ABS-MBS CORP US N 2 2047-04-25 Floating 1.912 N N N N N N GSAA HOME EQUITY TRUST 2007-6 N/A 36245RAA7 5110773.360000 PA USD 3901168.300000 0.0058143 Long ABS-MBS CORP US N 2 2047-05-25 Floating 1.912 N N N N N N GSAA HOME EQUITY TRUST 2007-6 N/A 36245RAF6 298599.070000 PA USD 237492.500000 0.0003540 Long ABS-MBS CORP US N 2 2047-05-25 Floating 2.092 N N N N N N GSAA HOME EQUITY TRUST 2007-7 N/A 36249BAB6 2050339.330000 PA USD 1999106.270000 0.0029795 Long ABS-MBS CORP US N 2 2037-07-25 Floating 1.972 N N N N N N GSAA HOME EQUITY TRUST 2007-8 N/A 38144RAC1 3488764.570000 PA USD 3428067.390000 0.0051092 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.242 N N N N N N GSAMP TRUST 2004-AR1 N/A 36228F6Q4 453191.300000 PA USD 446504.280000 0.0006655 Long ABS-MBS CORP US N 2 2034-06-25 Floating 2.842 N N N N N N GSAMP TRUST 2004-SEA2 N/A 36228F6A9 3513113.490000 PA USD 2957589.420000 0.0044080 Long ABS-MBS CORP US N 2 2034-03-25 Floating 3.042 Y N N N N N GSAMP TRUST 2004-WF N/A 36242DKL6 374542.460000 PA USD 363934.630000 0.0005424 Long ABS-MBS CORP US N 2 2034-10-25 Floating 3.442 N N N N N N GSAMP TRUST 2005-HE1 N/A 36242DRX3 1417518.610000 PA USD 1185334.020000 0.0017666 Long ABS-MBS CORP US N 2 2034-12-25 Floating 3.112 Y N N N N N GSAMP TRUST 2005-HE3 N/A 362341BR9 30130.400000 PA USD 30219.380000 0.0000450 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.797 N N N N N N GSAMP TRUST 2006-FM1 N/A 362334PK4 4656162.970000 PA USD 3516431.590000 0.0052409 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.062 N N N N N N GSAMP TRUST 2006-HE3 N/A 36244KAD7 755095.460000 PA USD 748776.900000 0.0011160 Long ABS-MBS CORP US N 2 2046-05-25 Floating 1.952 N N N N N N GSAMP TRUST 2006-HE6 N/A 36245AAD8 2215324.720000 PA USD 1961731.400000 0.0029238 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.032 N N N N N N GSAMP TRUST 2006-NC2 N/A 362463AE1 5064398.350000 PA USD 3455662.330000 0.0051503 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.032 N N N N N N GSAMP TRUST 2006-S1 N/A 3623413A5 390786.550000 PA USD 88076.250000 0.0001313 Long ABS-MBS CORP US N 2 2035-11-25 Floating 1.972 N N N N N N GSAMP TRUST 2007-FM1 N/A 3622MAAC5 6895950.240000 PA USD 4018817.740000 0.0059896 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.912 N N N N N N GSAMP TRUST 2007-FM2 N/A 3622MHAC0 3702404.100000 PA USD 2486713.050000 0.0037062 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.882 N N N N N N GSC CAPITAL CORP MORTGAGE TRUST 2006-2 N/A 362480AD7 168784.390000 PA USD 159548.630000 0.0002378 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.972 Y N N N N N GSMPS MORTGAGE LOAN TRUST 2003-3 N/A 36290PAT4 2317482.370000 PA USD 2577159.980000 0.0038410 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 4739435.500000 PA USD 4228226.720000 0.0063017 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.142 N N N N N N GSPA MONETIZATION TRUST N/A 36298GAA7 15689959.940000 PA USD 18274956.780000 0.0272370 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 15055.690000 PA USD 15295.980000 0.0000228 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 31430.290000 PA USD 30480.670000 0.0000454 Long ABS-MBS CORP US N 2 2034-01-25 Floating 2.142 N N N N N N GSR MORTGAGE LOAN TRUST 2004-4 N/A 36228FD45 70835.140000 PA USD 64189.040000 0.0000957 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 1983081.380000 PA USD 2099145.980000 0.0031286 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 134411.770000 PA USD 122735.380000 0.0001829 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.092 N N N N N N GSR MORTGAGE LOAN TRUST 2005-8F N/A 362341WA3 10023753.320000 PA USD 7284290.610000 0.0108565 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 1012562.740000 PA USD 811176.970000 0.0012090 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 218211.490000 PA USD 222078.760000 0.0003310 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.37027 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR2 N/A 36242DH89 1163604.700000 PA USD 1189350.500000 0.0017726 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.6859 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR3 N/A 36242D4W0 19625.030000 PA USD 19128.830000 0.0000285 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.33714 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR3 N/A 36242D4Z3 852774.600000 PA USD 831385.480000 0.0012391 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.27191 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR4 N/A 362341FR5 28734.160000 PA USD 29394.860000 0.0000438 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.65674 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341SF7 33075.760000 PA USD 33897.980000 0.0000505 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.51966 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341WZ8 11055.550000 PA USD 11140.520000 0.0000166 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.65468 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341XC8 2201657.190000 PA USD 1793496.810000 0.0026730 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.80857 Y N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341XG9 11562030.600000 PA USD 11849734.390000 0.0176608 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.13331 N N N N N N GSR MORTGAGE LOAN TRUST 2006-1F N/A 3623417L7 4330981.220000 PA USD 3530072.790000 0.0052612 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 177980.600000 PA USD 417067.260000 0.0006216 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 889625.340000 PA USD 867106.250000 0.0012923 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 502926.450000 PA USD 488948.160000 0.0007287 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 2986632.950000 PA USD 2278254.090000 0.0033955 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 28232.070000 PA USD 28813.940000 0.0000429 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 102262.430000 PA USD 104276.020000 0.0001554 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.95633 Y N N N N N GSR MORTGAGE LOAN TRUST 2006-AR2 N/A 36297TAB8 51025.620000 PA USD 45470.880000 0.0000678 Long ABS-MBS CORP US N 2 2036-04-25 Floating 3.93805 N N N N N N GSR MORTGAGE LOAN TRUST 2007-1F N/A 3622MPBC1 986383.030000 PA USD 925757.760000 0.0013797 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 25945.950000 PA USD 22116.490000 0.0000330 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 5591.920000 PA USD 6072.160000 0.0000090 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 239112.930000 PA USD 210886.700000 0.0003143 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 4431020.960000 PA USD 3896793.150000 0.0058078 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.96576 Y N N N N N GSR MTGE LOAN TRUST 2003-2F N/A 36228FNB8 5863.390000 PA USD 6067.890000 0.0000090 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 186920.680000 PA USD 184928.310000 0.0002756 Long ABS-MBS CORP US N 2 2034-06-25 Floating 3.77656 N N N N N N HALCYON LOAN ADVISORS FUNDING 2014-3 LTD N/A 40538FAQ6 23496185.580000 PA USD 23507069.010000 0.0350349 Long ABS-CBDO CORP KY N 2 2025-10-22 Floating 3.05325 N N N N N N HAMILTON COLLEGE N/A 40728TAA1 29370000.000000 PA USD 32970629.540000 0.0491394 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 6027848.880000 0.0089839 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 1243331.070000 PA USD 1206100.520000 0.0017976 Long ABS-MBS CORP US N 2 2035-01-19 Floating 2.40388 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2004-11 N/A 41161PKD4 1952413.050000 PA USD 1813482.850000 0.0027028 Long ABS-MBS CORP US N 2 2035-01-19 Floating 2.46388 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2004-8 N/A 41161PHF3 208470.400000 PA USD 196493.780000 0.0002929 Long ABS-MBS CORP US N 2 2034-11-19 Floating 2.56388 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-14 N/A 41161PWU3 1248480.980000 PA USD 1239107.010000 0.0018468 Long ABS-MBS CORP US N 2 2035-12-19 Floating 4.50691 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-2 N/A 41161PLR2 10033350.690000 PA USD 9739382.540000 0.0145156 Long ABS-MBS CORP US N 2 2035-05-19 Floating 2.20388 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-3 N/A 41161PMG5 1382946.890000 PA USD 1396085.440000 0.0020807 Long ABS-MBS CORP US N 2 2035-06-19 Floating 2.21325 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-4 N/A 41161PMX8 280911.940000 PA USD 265701.650000 0.0003960 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.34334 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-7 N/A 41161PPN7 11525470.320000 PA USD 7522357.530000 0.0112113 Long ABS-MBS CORP US N 2 2045-06-19 Floating 2.977 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-3 N/A 41161QAM3 2971240.730000 PA USD 2128578.440000 0.0031724 Long ABS-MBS CORP US N 2 2036-06-19 Floating 3.90963 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-3 N/A 41161QAB7 5500721.680000 PA USD 3580415.340000 0.0053362 Long ABS-MBS CORP US N 2 2036-06-19 Floating 4.16935 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-6 N/A 41161UAJ1 518592.060000 PA USD 498525.300000 0.0007430 Long ABS-MBS CORP US N 2 2036-08-19 Floating 4.44624 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2007-7 N/A 411640AB1 1229338.260000 PA USD 1225836.240000 0.0018270 Long ABS-MBS CORP US N 2 2037-10-25 Floating 2.792 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2004-1 N/A 41161PCX9 578688.370000 PA USD 561154.110000 0.0008363 Long ABS-MBS CORP US N 2 2034-04-19 Floating 2.36388 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2004-1 N/A 41161PCY7 14494.970000 PA USD 14499.860000 0.0000216 Long ABS-MBS CORP US N 2 2034-04-19 Floating 4.17534 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2004-4 N/A 41161PDW0 456524.250000 PA USD 452173.800000 0.0006739 Long ABS-MBS CORP US N 2 2034-06-19 Floating 2.32388 N N N N N N HARBORVIEW MTGE LOAN TRUST 2004-10 N/A 41161PJH7 131255.070000 PA USD 130168.450000 0.0001940 Long ABS-MBS CORP US N 2 2035-01-19 Floating 2.48388 N N N N N N HARBORVIEW MTGE LOAN TRUST 2006-7 N/A 41161VAC4 3427615.110000 PA USD 3201162.520000 0.0047710 Long ABS-MBS CORP US N 2 2046-09-19 Floating 1.96388 Y N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 41283LAK1 12100000.000000 PA USD 12154738.460000 0.0181154 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 19014533.620000 0.0283392 Long DBT CORP US N 2 2021-03-02 Floating 2.84688 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 41284VAB8 32500000.000000 PA USD 33103034.580000 0.0493367 Long DBT CORP US N 2 2021-05-21 Fixed 3.55 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AW7 16700000.000000 PA USD 16804555.030000 0.0250455 Long DBT CORP US N 2 2022-11-19 Fixed 2.6 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BW8 1700000.000000 PA USD 1967750.000000 0.0029327 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 27125482.500000 0.0404278 Long DBT CORP US N 2 2026-09-01 Fixed 5.375 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404122BA0 2915110.360000 PA USD 2935411.190000 0.0043749 Long LON CORP US N 2 2025-03-13 Floating 3.5494 N N N N N N HEALTHCARE TRUST OF AMERICA HOLDINGS LP 549300IYGAS4GE6VDL07 42225UAG9 2800000.000000 PA USD 2780148.000000 0.0041435 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 8557997.160000 0.0127548 Long DBT CORP US N 2 2026-08-01 Fixed 3.5 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 42250PAA1 37800000.000000 PA USD 37940220.990000 0.0565460 Long DBT CORP US N 2 2030-01-15 Fixed 3 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 40414LAQ2 1090000.000000 PA USD 1130308.890000 0.0016846 Long DBT CORP US N 2 2026-07-15 Fixed 3.25 N N N N N N HEATHROW FUNDING LIMITED 7TI96JO3DYEIQWZ7Z726 05607MAA5 6000000.000000 PA USD 6249864.180000 0.0093148 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 4869738.670000 0.0072578 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 6685142.550000 0.0099635 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 44106058.900000 0.0657356 Long DBT CORP US N 2 2021-10-05 Floating 2.76313 N N N N N N HILTON USA TRUST 2016-SFP N/A 43289VAA1 33800000.000000 PA USD 33809132.760000 0.0503891 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 37785715.600000 PA USD 37770525.740000 0.0562931 Long ABS-MBS CORP GB N 2 2054-10-15 Floating 2.36088 N N N N N N HOME EQUITY ASSET TRUST 2005-1 N/A 437084HU3 3300000.000000 PA USD 3312644.940000 0.0049372 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.887 N N N N N N HOME EQUITY LOAN TRUST 2007-FRE1 N/A 43710XAD0 10381013.420000 PA USD 9865637.630000 0.0147037 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.022 N N N N N N HOME EQUITY PASS-THRU CERTS 2002-1 N/A 22541NAD1 154214.270000 PA USD 149297.920000 0.0002225 Long ABS-MBS CORP US N 2 2032-11-25 Floating 2.392 N N N N N N HOMEBANC MORTGAGE TRUST 2004-1 N/A 43739EAB3 907554.360000 PA USD 884010.950000 0.0013175 Long ABS-MBS CORP US N 2 2029-08-25 Floating 2.652 N N N N N N HOMEBANC MORTGAGE TRUST 2004-2 N/A 43739EAJ6 1761414.490000 PA USD 1782694.140000 0.0026569 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.532 N N N N N N HOMEBANC MORTGAGE TRUST 2005-5 N/A 43739ECB1 1351949.900000 PA USD 1343356.500000 0.0020021 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.052 N N N N N N HOMEBANC MORTGAGE TRUST 2006-1 N/A 43739ECT2 881515.450000 PA USD 845665.720000 0.0012604 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.5867 Y N N N N N HONG KONG GOVT 549300DSMAD69T7GGN13 43858AAB6 1000000.000000 PA USD 1019831.500000 0.0015200 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 41844.090000 0.0000624 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 10101411.300000 0.0150551 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 98144735.930000 0.1462747 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 35920897.550000 0.0535364 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 28621789.250000 0.0426579 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 1516425.590000 0.0022601 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 52943268.890000 0.0789066 Long DBT CORP GB N 2 2022-01-05 Floating 3.54313 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AV1 32700000.000000 PA USD 33219358.400000 0.0495101 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 50806441.820000 0.0757218 Long DBT CORP GB N 2 2021-03-08 Floating 4.125 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BJ7 2000000.000000 PA USD 2045720.600000 0.0030489 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 31934696.040000 0.0475954 Long DBT CORP GB N 2 2021-05-18 Floating 2.50413 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BV0 112000000.000000 PA USD 112257582.080000 0.1673085 Long DBT CORP GB N 2 2021-09-11 Floating 2.53725 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BM0 20900000.000000 PA USD 21386089.900000 0.0318738 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 112937.660000 PA USD 50002.870000 0.0000745 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.852 N N N N N N HSI ASSET SEC CORP TRUST 2006-HE1 N/A 44328AAB6 178192.970000 PA USD 93729.500000 0.0001397 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.842 N N N N N N HSI ASSET SEC CORP TRUST 2006-HE2 N/A 44328BAD0 572362.570000 PA USD 221240.400000 0.0003297 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.902 N N N N N N HSI ASSET SEC CORP TRUST 2006-HE2 N/A 44328BAE8 5214357.090000 PA USD 2017883.190000 0.0030074 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.962 N N N N N N HSI ASSET SECURI CORP TRUS 2005-I1 N/A 40430HCN6 4873025.330000 PA USD 4813423.360000 0.0071739 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.182 N N N N N N HSI ASSET SECURITIZATION CORP TRUST 2006-NC1 2006-NC1 N/A 40430HER5 13460904.140000 PA USD 12284753.600000 0.0183092 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.012 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAC0 15900000.000000 PA USD 15815909.670000 0.0235720 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 1281947.830000 0.0019106 Long DBT CORP US N 2 2022-11-15 Fixed 5.125 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABC0 4500000.000000 PA USD 4550710.550000 0.0067824 Long DBT CORP US N 2 2022-11-01 Fixed 2.85 N N N N N N ICG US CLO LTD 2015-2A N/A 44931CAU9 12600000.000000 PA USD 12557333.500000 0.0187154 Long ABS-CBDO CORP KY N 2 2028-01-16 Floating 2.85088 N N N N N N IMC HOME EQ LN TR 1996-2 N/A 449670BC1 16450.420000 PA USD 15003.440000 0.0000224 Long ABS-MBS CORP US N 2 2026-07-25 Variable 5.68991 N N N N N N IMC HOME EQ LN TR 1997-5 N/A 449670DD7 13055.770000 PA USD 13016.490000 0.0000194 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 13451.750000 PA USD 14221.480000 0.0000212 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 12051.440000 PA USD 11957.570000 0.0000178 Long ABS-MBS CORP US N 2 2033-10-25 Floating 2.552 N N N N N N IMPAC CMB TR 2004-4 N/A 45254NJF5 165844.450000 PA USD 171479.260000 0.0002556 Long ABS-MBS CORP US N 2 2034-09-25 Variable 4.84966 N N N N N N IMPAC CMB TR 2004-6 N/A 45254NKD8 363572.900000 PA USD 364368.690000 0.0005431 Long ABS-MBS CORP US N 2 2034-10-25 Floating 2.572 N N N N N N IMPAC CMB TR 2004-7 N/A 45254NKF3 870078.110000 PA USD 887770.450000 0.0013231 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.532 N N N N N N IMPAC SECURED ASSETS CMN OWNER TRUST 2005-1 N/A 45254TRR7 605872.790000 PA USD 542902.730000 0.0008091 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.55572 N N N N N N IMPAC SECURED ASSETS CORP. 2006-4 N/A 45257BAC4 10446.750000 PA USD 10490.040000 0.0000156 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.962 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AB1 4300000.000000 PA USD 4401855.000000 0.0065605 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 43275711.920000 0.0644980 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 51170000.000000 PA USD 52678251.100000 0.0785116 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 25702276.980000 0.0383066 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 20224853.960000 0.0301431 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 25233573.000000 0.0376081 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 7560000.000000 0.0112674 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 7068437.310000 0.0105348 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 283099.350000 0.0004219 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 56825.690000 PA USD 55034.740000 0.0000820 Long ABS-MBS CORP US N 2 2032-01-25 Floating 3.69897 N N N N N N INDYMAC ARM TRUST 2001-H2 N/A 45660UAT6 104990.310000 PA USD 105329.740000 0.0001570 Long ABS-MBS CORP US N 2 2032-01-25 Floating 3.64151 N N N N N N INDYMAC HOME EQUITY LOAN 2003-A N/A 456606EB4 493863.740000 PA USD 492862.330000 0.0007346 Long ABS-MBS CORP US N 2 2033-10-25 Floating 2.652 N N N N N N INDYMAC IMJA MORTGAGE LN TR 2007-A3 N/A 456669AA8 1155988.380000 PA USD 845095.130000 0.0012595 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 4613690.420000 PA USD 4628493.910000 0.0068983 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.95313 N N N N N N INDYMAC INDA MTGE LOAN TRUST 2006-AR1 N/A 45662BAD1 1289986.400000 PA USD 1252288.100000 0.0018664 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.88158 N N N N N N INDYMAC INDB MTGE LOAN TRUST 2005-1 N/A 45660LYW3 468424.660000 PA USD 355442.830000 0.0005298 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.092 Y N N N N N INDYMAC INDEX MORTGAGE LOAN TRUST 2007-AR13 N/A 456681AE5 1274953.570000 PA USD 1065625.320000 0.0015882 Long ABS-MBS CORP US N 2 2037-07-25 Floating 3.50627 N N N N N N INDYMAC INDEX MORTGAGE LOAN TRUST 2007-FLX2 N/A 45668RAB4 1476458.720000 PA USD 1474512.450000 0.0021976 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.932 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-16IP N/A 45660LUD9 46234.510000 PA USD 43607.420000 0.0000650 Long ABS-MBS CORP US N 2 2045-07-25 Floating 2.432 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR13 N/A 45660LRE1 32123.170000 PA USD 29743.600000 0.0000443 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.84318 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR15 N/A 45660LVM8 9866462.020000 PA USD 9261430.840000 0.0138032 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.79444 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR31 N/A 45660LV97 3525258.380000 PA USD 3282753.040000 0.0048926 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.63514 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR31 N/A 45660LW70 319393.700000 PA USD 288198.290000 0.0004295 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.37985 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR8 N/A 45660LJJ9 160557.680000 PA USD 151483.350000 0.0002258 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.252 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR3 N/A 45660L5T2 2354583.770000 PA USD 2155161.830000 0.0032120 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.85349 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR4 N/A 45661EAV6 94754.030000 PA USD 93367.910000 0.0001392 Long ABS-MBS CORP US N 2 2046-05-25 Floating 2.002 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR41 N/A 45668NAC1 13564855.990000 PA USD 12557071.290000 0.0187150 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.972 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR7 N/A 45661ECW2 2413665.740000 PA USD 2242589.460000 0.0033424 Long ABS-MBS CORP US N 2 2036-05-25 Floating 3.73113 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-R1 N/A 45662JAC6 2943662.880000 PA USD 2772729.090000 0.0041325 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.52373 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2007-AR1 N/A 45669BAD4 5722476.780000 PA USD 5410321.390000 0.0080635 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.67025 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2007-AR1 N/A 45669BAF9 8598069.380000 PA USD 7603777.460000 0.0113327 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.71292 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2007-AR11 N/A 45669FAC7 5982400.760000 PA USD 4327747.080000 0.0064501 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.14145 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2007-AR7 N/A 45670CAA5 957338.460000 PA USD 605044.990000 0.0009018 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.092 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2007-AR7 N/A 45670CAC1 2075613.340000 PA USD 1937361.720000 0.0028874 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.34822 Y N N N N N INDYMAC INDX MTGE LOAN TR 2004-AR6 N/A 45660NX83 1626219.580000 PA USD 1687107.520000 0.0025145 Long ABS-MBS CORP US N 2 2034-10-25 Floating 4.19293 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR10 N/A 45660N2Y0 3777.240000 PA USD 3678.960000 0.0000055 Long ABS-MBS CORP US N 2 2034-05-25 Floating 2.572 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR11 N/A 45660N6S9 71815.340000 PA USD 72828.940000 0.0001085 Long ABS-MBS CORP US N 2 2034-12-25 Floating 3.85469 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR13 N/A 45660N7J8 80347.610000 PA USD 77442.480000 0.0001154 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.08988 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR15 N/A 45660LBE8 361534.440000 PA USD 349987.900000 0.0005216 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.71635 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR8 N/A 45660N2L8 1060091.400000 PA USD 947573.090000 0.0014123 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.612 Y N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR8 N/A 45660N2J3 38575.140000 PA USD 37506.810000 0.0000559 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.592 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR11 N/A 45660LQJ1 448953.060000 PA USD 407859.350000 0.0006079 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.80686 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR11 N/A 45660LQL6 381101.840000 PA USD 346456.020000 0.0005164 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.80686 Y N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR12 N/A 45660LMG1 1559818.240000 PA USD 1519692.850000 0.0022649 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.272 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR19 N/A 45660LXA2 374398.630000 PA USD 340238.760000 0.0005071 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.57139 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2006-AR14 N/A 45668GAD4 496555.440000 PA USD 475014.070000 0.0007080 Long ABS-MBS CORP US N 2 2046-11-25 Floating 1.992 Y N N N N N INDYMAC INDX MTGE LOAN TRUST 2006-AR39 N/A 45660KAA9 2365837.340000 PA USD 2319093.840000 0.0034564 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.972 Y N N N N N INDYMAC RESIDENTIAL ASSET BACKED 2006-E N/A 43709XAD3 1329340.540000 PA USD 972478.540000 0.0014494 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.912 N N N N N N INDYMAC RESIDENTIAL ASSET BACKED 2006-E N/A 43709XAF8 4274532.270000 PA USD 3168066.170000 0.0047217 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.002 N N N N N N ING BANK NV/AMSTERDAM BRANCH 3TK20IVIUJ8J3ZU0QE75 44986L2A6 48200000.000000 PA USD 49199378.800000 0.0733267 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 2351972.800000 0.0035054 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 12268911.400000 0.0182856 Long DBT CORP NL N 2 2022-03-29 Floating 3.1105 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AK9 35500000.000000 PA USD 37764011.790000 0.0562834 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 2628340.000000 0.0039173 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 6413157.100000 0.0095582 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 1089304.210000 0.0016235 Long DBT CORP US N 2 2022-08-15 Fixed 5.875 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GF6 2800000.000000 PA USD 2960573.560000 0.0044124 Long DBT CORP US N 2 2020-12-15 Fixed 8.25 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AL8 9870000.000000 PA USD 10275541.030000 0.0153146 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 49170732.890000 0.0732840 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 21216066.400000 0.0316204 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 1027190.000000 0.0015309 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 8932808.600000 0.0133134 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 4642320.000000 0.0069189 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 8733457.980000 0.0130163 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 105142995.150000 0.1567049 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 11840483.920000 0.0176470 Long DBT NUSS IT N 2 2040-03-01 Fixed 3.1 N N N N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 ACI1G4C61 20800000.000000 PA 24296513.540000 0.0362115 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.875 N N N N N N IXIS REAL ESTATE CAPITAL TRUST 2005-HE4 N/A 45071KCN2 4668254.580000 PA USD 4701929.500000 0.0070077 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.422 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-LAQ N/A 46649VAA9 4762424.370000 PA USD 4766486.240000 0.0071040 Long ABS-MBS CORP US N 2 2032-06-15 Floating 2.73975 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LTM3 46300000.000000 PA USD 46721684.200000 0.0696339 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 15302755.050000 0.0228072 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 9313515.040000 0.0138808 Long DBT CORP US N 2 2020-10-15 Floating 2.30088 N N N N N N JAMESTOWN CLO IV LTD 2014-4A N/A 470474AU1 11167734.230000 PA USD 11159970.870000 0.0166328 Long ABS-CBDO CORP KY N 2 2026-07-15 Floating 2.69088 N N N N N N JAMESTOWN CLO V LTD 2014-5A N/A 470473AF6 12283827.240000 PA USD 12287466.570000 0.0183132 Long ABS-CBDO CORP KY N 2 2027-01-17 Floating 3.22213 N N N N N N JAMESTOWN CLO VIII LTD 2015-8A N/A 47048CAK4 26100000.000000 PA USD 26074171.700000 0.0388609 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 2.87088 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 471068AK2 79300000.000000 PA USD 80398548.450000 0.1198258 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 58531524.390000 0.0872353 Long DBT NUSS JP N 2 2023-09-27 Fixed 3.375 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 BYQRRPII5 8900000.000000 PA USD 8882194.220000 0.0132380 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 15550927.130000 0.0231771 Long DBT CORP US N 2 2023-06-07 Floating 2.435 N N N N N N JP MORGAN ALTERNATIVE LN TRUST 2006-A6 N/A 466285AP8 468539.520000 PA USD 470552.180000 0.0007013 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.58359 Y N N N N N JP MORGAN ALTERNATIVE LN TRUST 2006-A7 N/A 466286AT8 7185351.340000 PA USD 6944767.810000 0.0103505 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.46881 N N N N N N JP MORGAN ALTERNATIVE LN TRUST 2006-A7 N/A 466286AV3 657029.270000 PA USD 634050.070000 0.0009450 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.46881 N N N N N N JP MORGAN ALTERNATIVE LN TRUST 2006-S2 N/A 46628CAG3 117041.030000 PA USD 113665.960000 0.0001694 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 1423868.970000 PA USD 1423890.330000 0.0021222 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.932 Y N N N N N JP MORGAN ALTERNATIVE LN TRUST 2007-A2 N/A 466278AR9 4973103.410000 PA USD 4554491.930000 0.0067880 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.09219 Y N N N N N JP MORGAN ALTERNATIVE LOAN TRUST 2008-R3 N/A 466308AE3 27485513.540000 PA USD 23728326.300000 0.0353647 Long ABS-MBS CORP US N 2 2037-05-26 Variable 5.63906 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HQJ2 7400000.000000 PA USD 7457455.600000 0.0111146 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 18141764.020000 0.0270385 Long DBT CORP US N 2 2021-03-01 Floating 3.38688 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAD8 68400000.000000 PA USD 69022065.850000 0.1028704 Long DBT CORP US N 2 2023-04-25 Floating 2.83963 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAE6 8500000.000000 PA USD 8634751.950000 0.0128692 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 1801805.210000 0.0026854 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 14092657.740000 0.0210037 Long DBT CORP US N 2 2021-06-07 Fixed 2.4 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRU6 26500000.000000 PA USD 26795606.180000 0.0399361 Long DBT CORP US N 2 2021-06-07 Floating 2.985 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAS5 42800000.000000 PA USD 43725132.270000 0.0651679 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 87843662.230000 0.1309220 Long DBT CORP US N 2 2022-06-18 Floating 2.5085 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAU0 25490000.000000 PA USD 26865906.610000 0.0400409 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 99952046.940000 0.1489683 Long DBT CORP US N 2 2024-07-23 Floating 2.824 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJE1 5000.000000 PA USD 5172.190000 0.0000077 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 13361507.050000 0.0199140 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 1119380.830000 0.0016683 Long DBT CORP US N 2 2023-10-24 Floating 3.166 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2016-JP4 N/A 46645UAU1 6700000.000000 PA USD 7010319.880000 0.0104482 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 244863.340000 PA USD 137420.540000 0.0002048 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.872 N N N N N N JP MORGAN MORTGAGE ACQ CORP 2007-HE1 N/A 46630KAT3 25151452.750000 PA USD 24735523.180000 0.0368658 Long ABS-MBS CORP US N 2 2047-03-25 Floating 1.982 N N N N N N JP MORGAN MORTGAGE ACQI CORP 2006-CW2 N/A 46629BAE9 2143369.400000 PA USD 1592490.460000 0.0023734 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 30210.760000 PA USD 30226.460000 0.0000450 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.942 N N N N N N JP MORGAN MORTGAGE ACQI CORP 2006-CW2 N/A 46629BAS8 3000000.000000 PA USD 2969780.100000 0.0044262 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.032 N N N N N N JP MORGAN MORTGAGE TRUST 2003-A2 N/A 466247AZ6 7538.470000 PA USD 7805.580000 0.0000116 Long ABS-MBS CORP US N 2 2033-11-25 Floating 3.76087 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A3 N/A 466247PV9 1664261.890000 PA USD 1694668.450000 0.0025257 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.03855 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A3 N/A 466247PW7 2986539.970000 PA USD 3009435.680000 0.0044853 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.43123 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A3 N/A 466247QP1 298416.460000 PA USD 271660.500000 0.0004049 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.53301 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A4 N/A 466247RN5 182655.310000 PA USD 185211.900000 0.0002760 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.10645 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A8 N/A 466247YH0 1908836.290000 PA USD 1790359.020000 0.0026683 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.97179 Y N N N N N JP MORGAN MORTGAGE TRUST 2005-A8 N/A 466247YP2 1081441.640000 PA USD 1048917.170000 0.0015633 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.91166 Y N N N N N JP MORGAN MORTGAGE TRUST 2005-S3 N/A 466247ZP1 22808.290000 PA USD 17471.520000 0.0000260 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 54405.020000 PA USD 50465.480000 0.0000752 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.24534 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A1 N/A 466247E74 9695.820000 PA USD 9033.320000 0.0000135 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.3463 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A1 N/A 466247E90 10445312.730000 PA USD 9731602.270000 0.0145040 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.3463 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A2 N/A 466247J46 1200037.980000 PA USD 1180779.410000 0.0017598 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.18723 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A2 N/A 466247J53 2677249.810000 PA USD 2687393.370000 0.0040053 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.18723 N N N N N N JP MORGAN MORTGAGE TRUST 2006-A2 N/A 466247J95 1359000.240000 PA USD 1253805.740000 0.0018687 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.20215 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A2 N/A 466247K28 1640799.180000 PA USD 1513791.810000 0.0022562 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.20215 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A3 N/A 46628KAK6 2635647.390000 PA USD 2631343.380000 0.0039217 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.28045 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A5 N/A 46629CAH0 1131337.870000 PA USD 1051978.030000 0.0015679 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.17397 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A5 N/A 46629CAK3 466929.430000 PA USD 434181.710000 0.0006471 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.17397 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A5 N/A 46629CAL1 578438.260000 PA USD 537897.260000 0.0008017 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.17397 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A6 N/A 46628BAD2 1047115.490000 PA USD 918873.160000 0.0013695 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.09679 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A6 N/A 46628BAE0 1413850.850000 PA USD 1278544.190000 0.0019055 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.09679 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A6 N/A 46628BAW0 17803402.580000 PA USD 16615504.370000 0.0247637 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 32630.870000 PA USD 30341.390000 0.0000452 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.18085 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A6 N/A 46628BBC3 95734.860000 PA USD 85248.230000 0.0001271 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.98898 N N N N N N JP MORGAN MORTGAGE TRUST 2006-S2 N/A 46628YAC4 731332.760000 PA USD 622652.180000 0.0009280 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 3405790.620000 PA USD 2394047.050000 0.0035681 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 514680.900000 PA USD 357949.500000 0.0005335 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 21627.730000 PA USD 22474.930000 0.0000335 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.5634 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAH8 127166.810000 PA USD 130397.970000 0.0001943 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.49182 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAJ4 3988869.920000 PA USD 4129174.430000 0.0061541 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.49182 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAM7 319123.850000 PA USD 327705.980000 0.0004884 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.65747 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAN5 6382.480000 PA USD 6627.420000 0.0000099 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.65747 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAW5 99858.430000 PA USD 100500.300000 0.0001498 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.30517 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAX3 843102.040000 PA USD 859141.890000 0.0012805 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.42712 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GBB0 1125378.580000 PA USD 1141861.770000 0.0017018 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.45887 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A2 N/A 46630PAZ8 333234.230000 PA USD 307511.710000 0.0004583 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.14466 Y N N N N N JP MORGAN MORTGAGE TRUST 2007-S1 N/A 46630RAB7 43021.410000 PA USD 41526.090000 0.0000619 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 8665003.420000 PA USD 8815218.190000 0.0131382 Long ABS-MBS CORP US N 2 2037-07-27 Floating 3.71745 N N N N N N JP MORGAN MORTGAGE TRUST-2004-A1 N/A 466247BL6 254331.220000 PA USD 256918.430000 0.0003829 Long ABS-MBS CORP US N 2 2034-02-25 Floating 3.6935 N N N N N N JP MORGAN MORTGAGE TRUST-2005-A2 N/A 466247NZ2 96743.280000 PA USD 98833.030000 0.0001473 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.27776 N N N N N N JP MORGAN MORTGAGE TRUST-2005-A6 N/A 466247TQ6 857288.390000 PA USD 872680.570000 0.0013006 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.58541 N N N N N N JP MORGAN MORTGAGE TRUST-2005-A6 N/A 466247TZ6 202169.620000 PA USD 200443.110000 0.0002987 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.20521 N N N N N N JP MORGAN MORTGAGE TRUST-2005-A6 N/A 466247UG6 1363389.440000 PA USD 1348297.130000 0.0020095 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.21012 Y N N N N N JP MORGAN MORTGAGE TRUST-2005-S2 N/A 466247UP6 51749.930000 PA USD 50185.750000 0.0000748 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 6908641.930000 PA USD 6838182.070000 0.0101916 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.052 N N N N N N JP MORGAN MTGE ACQUIS CORP 2006-NC1 N/A 46626LJL5 1535050.030000 PA USD 1537377.780000 0.0022913 Long ABS-MBS CORP US N 2 2036-04-25 Floating 1.962 N N N N N N JP MORGAN MTGE ACQUIS CORP 2006-NC1 N/A 46626LJQ4 5337391.880000 PA USD 5308678.850000 0.0079120 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.062 N N N N N N JP MORGAN MTGE ACQUIS CORP 2006-WF1 N/A 46628SAF0 6622124.930000 PA USD 2737725.510000 0.0040803 Long ABS-MBS CORP US N 2 2036-07-25 Floating 1.952 Y N N N N N JP MORGAN MTGE ACQUIS CORP 2006-WMC3 N/A 46629KAD1 31453.220000 PA USD 23318.860000 0.0000348 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.902 N N N N N N JP MORGAN MTGE ACQUIS CORP 2007-CH3 N/A 46630XAE8 1649623.430000 PA USD 1651850.090000 0.0024619 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.002 N N N N N N JP MORGAN MTGE ACQUIS CORP 2007-CH3 N/A 46630XAF5 5600000.000000 PA USD 5496646.400000 0.0081922 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.052 N N N N N N JP MORGAN MTGE ACQUIS CORP 2007-CH4 N/A 46630CAD6 1002968.330000 PA USD 1001539.100000 0.0014927 Long ABS-MBS CORP US N 2 2036-01-25 Floating 1.952 N N N N N N JP MORGAN MTGE ACQUIS CORP 2007-CH5 N/A 46631KAD7 349108.710000 PA USD 349847.210000 0.0005214 Long ABS-MBS CORP US N 2 2036-06-25 Floating 1.952 N N N N N N JP MORGAN MTGE TRUST 2005-A5 N/A 466247SL8 2760987.190000 PA USD 2838844.540000 0.0042310 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.4581 N N N N N N JP MORGAN MTGE TRUST 2005-A7 N/A 466247WK5 48878.790000 PA USD 50281.360000 0.0000749 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.11319 N N N N N N JP MORGAN MTGE TRUST 2005-A7 N/A 466247WL3 6564647.040000 PA USD 6770994.900000 0.0100915 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.11319 N N N N N N JP MORGAN MTGE TRUST 2005-A7 N/A 466247WQ2 954502.080000 PA USD 918152.450000 0.0013684 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.15416 N N N N N N JP MORGAN MTGE TRUST 2005-A7 N/A 466247WS8 6598259.950000 PA USD 6332667.450000 0.0094382 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 1302271.050000 PA USD 1200760.580000 0.0017896 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.03536 Y N N N N N JP MORGAN MTGE TRUST 2005-ALT1 N/A 466247XK4 520506.560000 PA USD 458457.910000 0.0006833 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.79982 Y N N N N N JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 48125LRN4 238625000.000000 PA USD 239446285.210000 0.3568703 Long DBT CORP US N 2 2021-04-26 Floating 3.086 N N N N N N JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 48125LRP9 179800000.000000 PA USD 179905528.220000 0.2681309 Long DBT CORP US N 2 2021-04-26 Floating 2.27563 N N N N N N JT INTERNATIONAL FINANCIAL SERVICES BV 549300U2F0PG10VZUN93 ACI155428 4500000.000000 PA USD 4670196.120000 0.0069605 Long DBT CORP NL N 2 2023-09-28 Fixed 3.5 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 482466AD1 18400000.000000 PA USD 18828441.790000 0.0280619 Long DBT CORP KR N 2 2022-01-30 Fixed 3.375 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAE0 43227000.000000 PA USD 44155518.120000 0.0658093 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 11179216.330000 0.0166615 Long DBT CORP US N 2 2023-05-25 Fixed 4.057 N N N N N N KEYBANK NATIONAL ASSOCIATION HUX2X73FUCYHUVH1BK78 49327M2W3 2100000.000000 PA USD 2145530.580000 0.0031977 Long DBT CORP US N 2 2021-06-15 Fixed 3.35 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAL6 2900000.000000 PA USD 3154428.750000 0.0047014 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 9574012.570000 0.0142691 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 10523601.190000 0.0156844 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 117874742.180000 PA 153398438.600000 0.2286248 Long ABS-MBS CORP GB N 2 2045-02-22 Floating 1.587 N N N N N N KIRKBY RMBS PLC 1A N/A ACI12K022 29232000.000000 PA 37683222.910000 0.0561630 Long ABS-MBS CORP GB N 2 2045-02-22 Floating 2.787 N N N N N N KIRKBY RMBS PLC 1A N/A ACI12K0V8 9470000.000000 PA 9340684.310000 0.0139213 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 10658248.690000 0.0158850 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 3893190.520000 0.0058024 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 4519409.760000 0.0067357 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 37544828.460000 0.0559567 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 26363240.330000 0.0392917 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 2003300.480000 0.0029857 Long DBT CORP US N 2 2021-02-10 Floating 2.47063 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAR7 5900000.000000 PA USD 6005139.120000 0.0089500 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 32272609.820000 0.0480990 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 15038998.030000 0.0224141 Long DBT CORP US N 2 2025-02-15 Fixed 4.875 N N N N N N KUWAIT GOVT 549300FSC1YD0D9XX589 M6417JAB4 21700000.000000 PA USD 22065927.100000 0.0328870 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 32973.890000 PA USD 34823.300000 0.0000519 Long ABS-MBS CORP US N 2 2026-12-15 Fixed 7.656 N N N N N N LATAM AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 51817TAB8 40216931.740000 PA USD 41528187.100000 0.0618935 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 3487572.270000 PA USD 3509337.550000 0.0052303 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 5433141.070000 PA USD 4267676.350000 0.0063605 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 4030714.950000 0.0060074 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 594532979.710000 PA USD 547410890.270000 0.8158602 Long ABS-MBS CORP US N 2 2056-12-25 Fixed 3.14593 N N N N N N LEGACY MORTGAGE ASSET TRUST 2018-RPL1 N/A 52474BAJ2 568762982.440000 PA USD 581803580.100000 0.8671190 Long ABS-MBS CORP US N 2 2057-12-26 Variable 3.79784 N N N N N N LEGACY MORTGAGE ASSET TRUST 2018-RPL2 N/A 52474EAL1 169852231.270000 PA USD 169213111.290000 0.2521949 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 574290.270000 PA USD 569374.350000 0.0008486 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 130230587.040000 PA USD 132449273.460000 0.1974022 Long ABS-MBS CORP US N 2 2058-02-25 Variable 3.6116 N N N N N N LEGACY MORTGAGE ASSET TRUST 2018-RPL4 N/A 52472GAL8 43654551.440000 PA USD 44446824.800000 0.0662435 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.94339 N N N N N N LEGACY MORTGAGE ASSET TRUST 2018-RPL4 N/A 52472GAE4 173768.940000 PA USD 172102.500000 0.0002565 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 7086181.740000 PA USD 5146318.940000 0.0076701 Long ABS-MBS CORP US N 2 2037-06-25 Floating 1.882 N N N N N N LEHMAN ABS MTGE LN TR 2007-1 N/A 52521MAC6 3825307.390000 PA USD 2822431.140000 0.0042065 Long ABS-MBS CORP US N 2 2037-06-25 Floating 1.992 N N N N N N LEHMAN MORTGAGE TRUST 2005-2 N/A 52520MCF8 4250983.410000 PA USD 2049025.870000 0.0030539 Long ABS-MBS CORP US N 2 2035-12-25 Variable 5.37763 N N N N N N LEHMAN MORTGAGE TRUST 2005-3 N/A 52520MDP5 828725.830000 PA USD 686977.500000 0.0010239 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 2950286.300000 PA USD 2978639.140000 0.0044394 Long ABS-MBS CORP US N 2 2036-01-25 Variable 5.1704 Y N N N N N LEHMAN MORTGAGE TRUST 2006-2 N/A 52520MGG2 757205.590000 PA USD 666329.640000 0.0009931 Long ABS-MBS CORP US N 2 2036-04-25 Variable 5.77702 Y N N N N N LEHMAN MORTGAGE TRUST 2006-3 2006-3 N/A 52520CAD7 3630237.090000 PA USD 2742121.370000 0.0040869 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 1777119.080000 PA USD 1341126.900000 0.0019988 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 495772.910000 PA USD 436132.470000 0.0006500 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.442 Y N N N N N LEHMAN MORTGAGE TRUST 2007-5 N/A 52521RAX9 102651.200000 PA USD 94550.530000 0.0001409 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 5765334.950000 PA USD 4471857.840000 0.0066648 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.112 Y N N N N N LEHMAN XS TRUST 2006-12N N/A 525226AG1 1138091.020000 PA USD 1092206.260000 0.0016278 Long ABS-MBS CORP US N 2 2046-08-25 Floating 1.992 Y N N N N N LEHMAN XS TRUST 2006-12N N/A 525226AJ5 10133143.460000 PA USD 9758660.980000 0.0145443 Long ABS-MBS CORP US N 2 2046-08-25 Floating 1.992 N N N N N N LEHMAN XS TRUST 2006-15 N/A 52523MAB6 491934.130000 PA USD 515639.550000 0.0007685 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.962 N N N N N N LEHMAN XS TRUST 2006-16N N/A 52522DAM3 240058.940000 PA USD 229460.460000 0.0003420 Long ABS-MBS CORP US N 2 2046-11-25 Floating 1.982 N N N N N N LEHMAN XS TRUST 2006-20 N/A 52523QAB7 850434.910000 PA USD 848715.670000 0.0012649 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.962 N N N N N N LEHMAN XS TRUST 2007-10H N/A 525237BF9 854571.850000 PA USD 859929.420000 0.0012816 Long ABS-MBS CORP US N 2 2037-07-25 Floating 1.912 Y N N N N N LEHMAN XS TRUST 2007-4N N/A 52524HAB6 1702183.990000 PA USD 1758616.670000 0.0026210 Long ABS-MBS CORP US N 2 2047-03-25 Floating 1.952 Y N N N N N LG&E AND KU ENERGY LLC N/A 50188FAE5 4120000.000000 PA USD 4254382.040000 0.0063407 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 3132403.000000 0.0046685 Long DBT CORP US N 2 2020-11-15 Fixed 3.75 N N N N N N LIFESTORAGE LP N/A 84610WAB1 8900000.000000 PA USD 9145078.140000 0.0136298 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 12930942.210000 PA USD 15004515.780000 0.0223627 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 36969162.250000 0.0550988 Long DBT CORP GB N 2 2020-10-26 Floating 2.512 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53947NAA2 100000.000000 PA USD 102760.780000 0.0001532 Long DBT CORP GB N 2 2020-09-14 Fixed 6.5 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53944VAS8 95900000.000000 PA USD 96362706.950000 0.1436188 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 36622948.640000 0.0545828 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 74453370.780000 0.1109652 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 68747886.310000 0.1024617 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 11508526.840000 0.0171523 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 16473809.470000 0.0245525 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 6969387.440000 0.0103872 Long DBT CORP GB N 2 2025-03-07 Floating 2.2911 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAG8 41100000.000000 PA USD 41336152.380000 0.0616073 Long DBT CORP GB N 2 2021-06-21 Floating 2.72775 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AS8 9600000.000000 PA USD 10178575.580000 0.0151701 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 5379450.230000 0.0080175 Long DBT CORP GB N 2 2023-11-07 Floating 2.907 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI0QT6S6 13500000.000000 PA 15549414.370000 0.0231748 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 24000593.280000 0.0357704 Long ABS-CBDO CORP KY N 2 2028-05-15 Floating 2.86975 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BG3 2700000.000000 PA USD 2785414.120000 0.0041514 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 49423928.360000 0.0736613 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 6830898.680000 0.0101808 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 13707634.220000 0.0204298 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 8911462.310000 0.0132816 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.842 N N N N N N LONG BEACH MORTGAGE LOAN TR 2005-3 N/A 542514NT7 7116983.450000 PA USD 6999578.840000 0.0104322 Long ABS-MBS CORP US N 2 2045-08-25 Floating 2.312 N N N N N N LONG BEACH MORTGAGE LOAN TR 2005-3 N/A 542514NW0 1653873.160000 PA USD 1657640.020000 0.0024705 Long ABS-MBS CORP US N 2 2045-08-25 Floating 2.552 N N N N N N LONG BEACH MORTGAGE LOAN TRUST 2006-11 N/A 542512AA6 27901759.230000 PA USD 20875926.060000 0.0311134 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.952 N N N N N N LONG BEACH MTGE LOAN TR 2005-1 N/A 542514KC7 4500000.000000 PA USD 4526211.600000 0.0067459 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.067 N N N N N N LONG BEACH MTGE LOAN TRUST 2004-4 N/A 542514HN7 10822.940000 PA USD 10489.140000 0.0000156 Long ABS-MBS CORP US N 2 2034-10-25 Floating 2.352 N N N N N N LONG BEACH REDEVELOPMENT AGENCY N/A 542430FW8 4000000.000000 PA USD 4111080.000000 0.0061271 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 9799224.750000 0.0146047 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 10450217.300000 0.0155750 Long ABS-CBDO CORP KY N 2 2028-04-15 Floating 2.90088 N N N N N N LUMINENT MORTGAGE TRUST 2006-1 N/A 550279AM5 10303473.240000 PA USD 8917106.910000 0.0132900 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.032 Y N N N N N LUMINENT MORTGAGE TRUST 2006-2 N/A 550279BA0 62139.740000 PA USD 55187.730000 0.0000823 Long ABS-MBS CORP US N 2 2046-02-25 Floating 1.992 Y N N N N N LUMINENT MORTGAGE TRUST 2006-7 N/A 55028BAA5 3342049.770000 PA USD 3167868.490000 0.0047214 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.152 Y N N N N N LUMINENT MORTGAGE TRUST 2007-1 N/A 55028CAA3 221248.200000 PA USD 206905.650000 0.0003084 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.952 Y N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571900BB4 16600000.000000 PA USD 17481616.040000 0.0260546 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 12743349.550000 0.0189927 Long DBT CORP US N 2 2020-12-01 Floating 2.50688 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BA0 56700000.000000 PA USD 60841409.390000 0.0906779 Long DBT CORP US N 2 2023-12-01 Fixed 4.15 N N N N N N MARRIOTT OWNERSHIP RESORTS INC BW4532OH033VURR0IT68 57163KAH1 2779000.000000 PA USD 2799842.500000 0.0041729 Long LON CORP US N 2 2025-08-31 Floating 3.5494 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748AX0 4000000.000000 PA USD 4221615.840000 0.0062919 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 1396653.440000 0.0020816 Long DBT CORP US N 2 2022-03-15 Fixed 5.95 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599BK1 2800000.000000 PA USD 2840960.250000 0.0042342 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 1364956.600000 PA USD 1359592.320000 0.0020263 Long ABS-O CORP US N 2 2038-04-25 Floating 2.88963 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629WCK4 32800000.000000 PA USD 33047547.180000 0.0492540 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 24746.900000 PA USD 24450.570000 0.0000364 Long ABS-MBS CORP US N 2 2033-12-25 Floating 3.69399 N N N N N N MASTER ADJUSTABLE RATE MTGE TR 2003-6 N/A 576433GF7 65008.410000 PA USD 66484.830000 0.0000991 Long ABS-MBS CORP US N 2 2033-12-25 Floating 4.35964 N N N N N N MASTR ADJ RATE MTGE TRUST 2007-HF1 N/A 57645RAA9 916733.450000 PA USD 570815.910000 0.0008507 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.032 N N N N N N MASTR ADJUSTABLE RATE MORTGAGES TRUST N/A 576433BM7 144010.040000 PA USD 146888.660000 0.0002189 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 5004612.180000 PA USD 4604134.610000 0.0068620 Long ABS-MBS CORP US N 2 2046-04-25 Floating 2.002 N N N N N N MASTR ADJUSTABLE RATE MTGES TRU 2004-10 N/A 576433SU1 1350256.360000 PA USD 1341171.300000 0.0019989 Long ABS-MBS CORP US N 2 2034-10-25 Floating 4.68471 N N N N N N MASTR ADJUSTABLE RATE MTGES TRU 2004-15 N/A 576433VN3 2342883.910000 PA USD 2363642.800000 0.0035228 Long ABS-MBS CORP US N 2 2034-12-25 Floating 3.67384 N N N N N N MASTR ADJUSTABLE RT MTGE TRUST 2004-4 N/A 576433ME3 108852.220000 PA USD 109971.130000 0.0001639 Long ABS-MBS CORP US N 2 2034-05-25 Floating 3.91072 N N N N N N MASTR ADJUSTABLE RT MTGE TRUST 2005-2 N/A 576433XW1 348198.000000 PA USD 339225.980000 0.0005056 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.8889 N N N N N N MASTR ADJUSTABLE RT MTGE TRUST 2005-6 N/A 576433C53 575506.990000 PA USD 544631.850000 0.0008117 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.15294 Y N N N N N MASTR ALT LN TR 2006-2 N/A 5764342H6 6881923.100000 PA USD 1056146.720000 0.0015741 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.192 Y N N N N N MASTR ASSET BACKED SEC TR 2006-AB1 N/A 57643LNX0 802887.550000 PA USD 783432.220000 0.0011676 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 4739885.370000 0.0070643 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.032 N N N N N N MASTR ASSET BACKED SEC TR 2006-FRE2 N/A 57643GAE7 8047370.030000 PA USD 6055060.100000 0.0090245 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.032 N N N N N N MASTR ASSET BACKED SEC TR 2006-NC2 N/A 55275BAD9 5281532.550000 PA USD 2747875.230000 0.0040954 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.942 N N N N N N MASTR ASSET BACKED SEC TR 2007-WMC1 N/A 55275TAB4 96634.150000 PA USD 38398.570000 0.0000572 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.842 N N N N N N MASTR ASSET BACKED SEC TRUST 2005-AB1 N/A 57643LLF1 375155.120000 PA USD 352545.380000 0.0005254 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 10380705.580000 PA USD 10054963.190000 0.0149859 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.292 Y N N N N N MASTR ASSET BACKED TR 2005-WF1 N/A 57643LKA3 8620000.000000 PA USD 8629874.210000 0.0128619 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.722 N N N N N N MASTR ASSET SECURITIZATION TRUST 2006-2 N/A 55274QAD7 419684.480000 PA USD 393143.090000 0.0005859 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 390424.490000 PA USD 437328.600000 0.0006518 Long ABS-MBS CORP US N 2 2047-05-25 Floating 1.992 Y N N N N N MASTR ASSET SECURIZATION TR 2007-3 N/A 57645NAS9 610721.010000 PA USD 902334.190000 0.0013448 Long ABS-MBS CORP US N 2 2047-05-25 Floating 2.392 Y N N N N N MASTR REPERFORMING LOAN TR 2006-1 N/A 57643QBL8 3029696.190000 PA USD 1923392.020000 0.0028666 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.152 Y N N N N N MASTR REPERFORMING LOAN TRUST 2005-1 N/A 576436AT6 1950169.740000 PA USD 1997366.970000 0.0029769 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 550419.140000 PA USD 530024.730000 0.0007899 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 2351939.060000 PA USD 2457054.980000 0.0036620 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 2912683.430000 0.0043411 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 3333004.610000 0.0049675 Long DBT CORP US N 2 2023-04-01 Fixed 3.35 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MFG4 22400000.000000 PA USD 22477436.350000 0.0335003 Long DBT CORP US N 2 2021-10-28 Floating 2.36563 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BR6 3064000.000000 PA USD 3150998.850000 0.0046962 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 18521885.880000 0.0276050 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 1207337.440000 PA USD 1203229.840000 0.0017933 Long ABS-MBS CORP US N 2 2029-10-20 Floating 2.6124 N N N N N N MELLON RESIDENTIAL FUND CORP 2002-TBC1 N/A 585525FN3 548788.640000 PA USD 550860.650000 0.0008210 Long ABS-MBS CORP US N 2 2030-09-15 Floating 2.47975 N N N N N N MELLON RESIDENTIAL FUND CORP 2002-TBC2 N/A 585525FX1 64736.110000 PA USD 63916.230000 0.0000953 Long ABS-MBS CORP US N 2 2032-08-15 Floating 2.59975 N N N N N N MELLON RESIDENTIAL FUNDING CO 2001-TBC1 N/A 585525FC7 1643271.820000 PA USD 1662459.480000 0.0024777 Long ABS-MBS CORP US N 2 2031-11-15 Floating 2.43975 N N N N N N MELLON RESIDENTIAL FUNDING CO 2001-TBC1 N/A 585525FE3 31985.450000 PA USD 31962.830000 0.0000476 Long ABS-MBS CORP US N 2 2031-11-15 Floating 2.61975 N N N N N N MERRILL LYNCH 1ST FRANKLIN MTG LN 2007-1 N/A 59023LAC6 3024862.530000 PA USD 1784399.680000 0.0026595 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.962 N N N N N N MERRILL LYNCH ALTERNATIVE NOTE ASSET 2007-F1 N/A 59023YAZ7 1129704.390000 PA USD 341342.670000 0.0005087 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 268953.790000 PA USD 269688.220000 0.0004019 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.878 N N N N N N MERRILL LYNCH ALTERNATIVE NT 2007-A2 N/A 59024FAD6 888417.130000 PA USD 359128.680000 0.0005352 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.902 N N N N N N MERRILL LYNCH ALTERNATIVE NT 2007-A2 N/A 59024FAF1 2351142.370000 PA USD 976106.610000 0.0014548 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.092 N N N N N N MERRILL LYNCH ALTERNATIVE NT 2007-AF1 N/A 59024KAX1 1237640.980000 PA USD 929347.090000 0.0013851 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.13718 Y N N N N N MERRILL LYNCH MORTGAGE INV 2006-MLN1 N/A 59023AAD8 5686642.150000 PA USD 3177815.620000 0.0047362 Long ABS-MBS CORP US N 2 2037-07-25 Floating 1.962 N N N N N N MERRILL LYNCH MORTGAGE INV 2007-HE2 N/A 59024LAB7 1061460.280000 PA USD 449010.010000 0.0006692 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.912 N N N N N N MERRILL LYNCH MORTGAGE INVEST TR 2005-A7 N/A 59020UE35 2090176.070000 PA USD 2136389.030000 0.0031841 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.61412 N N N N N N MERRILL LYNCH MORTGAGE INVEST TR 2005-A7 N/A 59020UH32 7788003.880000 PA USD 7287556.880000 0.0108614 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.32951 Y N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A1 N/A 589929F37 180049.440000 PA USD 177396.860000 0.0002644 Long ABS-MBS CORP US N 2 2032-12-25 Floating 3.40688 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A2 N/A 589929M70 14694.350000 PA USD 14727.060000 0.0000219 Long ABS-MBS CORP US N 2 2033-02-25 Floating 4.02749 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A3 N/A 589929R26 2412356.910000 PA USD 2464322.460000 0.0036728 Long ABS-MBS CORP US N 2 2033-05-25 Floating 4.13849 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A4 N/A 589929W87 8951.080000 PA USD 9066.460000 0.0000135 Long ABS-MBS CORP US N 2 2033-05-25 Floating 4.87031 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1 N/A 59021AAD0 3331498.910000 PA USD 2063443.810000 0.0030754 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.052 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A2 N/A 59020USJ5 3489946.830000 PA USD 3536052.870000 0.0052701 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.359 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A3 N/A 59020UVQ5 130583.880000 PA USD 130711.020000 0.0001948 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.062 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A5 N/A 59020UYP4 1828039.070000 PA USD 1847498.910000 0.0027535 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.30976 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A5 N/A 59020UYU3 2883487.900000 PA USD 2919447.300000 0.0043511 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.30976 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A9 N/A 59020UV77 526884.880000 PA USD 506880.480000 0.0007555 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.10429 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A9 N/A 59020U2H7 768068.730000 PA USD 758335.530000 0.0011302 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.12027 Y N N N N N MERRILL LYNCH MORTGAGE INVS 2006-HE5 N/A 59022QAC6 10212342.260000 PA USD 6522805.800000 0.0097216 Long ABS-MBS CORP US N 2 2037-08-25 Floating 1.902 N N N N N N MERRILL LYNCH MORTGAGE INVS 2006-HE5 N/A 59022QAD4 42767605.690000 PA USD 27522630.750000 0.0410197 Long ABS-MBS CORP US N 2 2037-08-25 Floating 1.942 N N N N N N MERRILL LYNCH MORTGAGE INVS 2006-HE5 N/A 59022QAE2 2138380.280000 PA USD 1399346.650000 0.0020856 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.032 N N N N N N MERRILL LYNCH MORTGAGE INVS 2006-HE6 N/A 59023XAB2 1849909.640000 PA USD 935758.290000 0.0013947 Long ABS-MBS CORP US N 2 2037-11-25 Floating 1.852 N N N N N N MERRILL LYNCH MORTGAGE INVS 2006-HE6 N/A 59023XAC0 13177159.490000 PA USD 6832184.570000 0.0101827 Long ABS-MBS CORP US N 2 2037-11-25 Floating 1.942 N N N N N N MERRILL LYNCH MTGE INV TRUST 2005-A4 N/A 59020UXK6 293680.080000 PA USD 289823.500000 0.0004320 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.47845 Y N N N N N MERRILL LYNCH MTGE INV TRUST 2007-MLN1 N/A 59024UAD3 49241992.700000 PA USD 46464424.240000 0.0692505 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.052 N N N N N N MERRILL LYNCH MTGE INV TRUST 2007-MLN1 N/A 59024UAE1 13204596.990000 PA USD 12535797.360000 0.0186833 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.112 N N N N N N MERRILL LYNCH MTGE INV TRUST 2007-SD1 N/A 590232AA2 20141672.130000 PA USD 14733045.030000 0.0219581 Long ABS-MBS CORP US N 2 2047-02-25 Floating 2.242 N N N N N N MERRILL LYNCH MTGE INVEST INC 2005-A1 N/A 59020UQD0 26278.700000 PA USD 27327.260000 0.0000407 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.22138 N N N N N N MERRILL LYNCH MTGE INVESTORS 2004-A1 N/A 59020UAC9 6042.530000 PA USD 6138.840000 0.0000091 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.19363 N N N N N N MERRILL LYNCH MTGE INVESTORS 2004-A4 N/A 59020ULQ6 491943.980000 PA USD 497932.120000 0.0007421 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.34807 N N N N N N MESA TRUST ASSET BK CERT 2001-5 N/A 68400XAA8 441491.890000 PA USD 438502.060000 0.0006535 Long ABS-MBS CORP US N 2 2031-12-25 Floating 2.592 N N N N N N METROPOLIS OF TOKYO JAPAN 353800FABE4GGB1BMO18 59173LAA8 400000.000000 PA USD 399947.870000 0.0005961 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 4553365.910000 0.0067863 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 2433731.890000 0.0036272 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 13158955.140000 0.0196121 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 13753267.060000 0.0204978 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 4748767.110000 0.0070776 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 17170373.600000 0.0255907 Long DBT CORP US N 2 2026-12-18 Fixed 3.45 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI1G7P86 331300000.000000 PA 17501413.330000 0.0260841 Long DBT NUSS MX N 2 2020-01-09 None 0 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP 549300U6G4UOCMLQK204 55303KAC7 17277466.220000 PA USD 17383912.690000 0.0259090 Long LON CORP US N 2 2025-03-21 Floating 3.7994 N N N N N N MICHIGAN TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 594751AB5 250000.000000 PA USD 258867.500000 0.0003858 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 10504182.910000 0.0156554 Long DBT CORP US N 2 2021-06-01 Fixed 3.922 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BM4 13300000.000000 PA USD 14764520.720000 0.0220050 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 11473400.500000 0.0170999 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 15176366.110000 0.0226188 Long DBT CORP US N 2 2029-03-15 Fixed 3.95 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAR8 10500000.000000 PA USD 10474716.110000 0.0156115 Long DBT CORP US N 2 2030-03-15 Fixed 2.75 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAP2 1300000.000000 PA USD 1434483.740000 0.0021380 Long DBT CORP US N 2 2028-06-15 Fixed 4.2 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAA5 100000.000000 PA USD 107007.510000 0.0001595 Long DBT CORP US N 2 2023-10-15 Fixed 4.3 N N N N N N MID-STATE TRUST 2004-1 N/A 59560UAA9 186062.330000 PA USD 199859.610000 0.0002979 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 1493682.420000 PA USD 1652983.950000 0.0024636 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 3968000.000000 PA USD 4011175.850000 0.0059782 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 6832248.080000 0.0101828 Long DBT CORP JP N 2 2021-03-01 Floating 3.78688 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AT1 109100000.000000 PA USD 113169201.980000 0.1686672 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 98008461.370000 0.1460716 Long DBT CORP JP N 2 2023-03-02 Floating 2.64688 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BD5 1338000.000000 PA USD 1395279.820000 0.0020795 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 17192913.190000 0.0256243 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 4721826.100000 0.0070374 Long DBT CORP JP N 2 2021-07-26 Floating 2.58563 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BL7 38000000.000000 PA USD 38514665.160000 0.0574022 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 78340166.400000 0.1167580 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 606822AG9 1500000.000000 PA USD 1504440.890000 0.0022422 Long DBT CORP JP N 2 2021-09-13 Fixed 2.19 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AH7 6800000.000000 PA USD 6874450.210000 0.0102457 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 6300000.000000 PA USD 6440389.200000 0.0095987 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 5680000.000000 PA USD 5724833.600000 0.0085323 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 3785000.000000 PA USD 3783023.470000 0.0056382 Long DBT CORP JP N 2 2021-09-07 Fixed 2.25 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAP4 103000000.000000 PA USD 107300047.090000 0.1599198 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 111584038.260000 0.1663046 Long DBT CORP JP N 2 2023-03-05 Floating 2.6815 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAS8 70600000.000000 PA USD 74208707.000000 0.1106005 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 40701385.430000 0.0606613 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 308706.120000 PA USD 302864.750000 0.0004514 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 39511.220000 PA USD 39027.370000 0.0000582 Long ABS-MBS CORP US N 2 2029-09-25 Floating 2.452 N N N N N N MLCC MORTGAGE INVESTORS INC 2004-E N/A 59020UJP1 148097.860000 PA USD 147024.310000 0.0002191 Long ABS-MBS CORP US N 2 2029-11-25 Floating 2.452 N N N N N N MLCC MORTGAGE INVESTORS INC 2004-E N/A 59020UJR7 145288.000000 PA USD 146946.290000 0.0002190 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 2712051.850000 PA USD 2785592.390000 0.0041516 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.37208 N N N N N N MLCC MORTGAGE INVESTORS INC 2005-3 N/A 59020UL78 15131.240000 PA USD 14521.180000 0.0000216 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.042 N N N N N N MLCC MORTGAGE INVESTORS INC 2006-2 N/A 590219AD3 2152727.260000 PA USD 2196291.140000 0.0032733 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.18929 N N N N N N MLCC MORTGAGE INVESTORS INC 2007-2 N/A 59024WAB3 563341.490000 PA USD 564192.360000 0.0008409 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.42876 N N N N N N MLCC MORTGAGE INVESTORS INC. 2003-A N/A 589929F94 25263.260000 PA USD 25200.520000 0.0000376 Long ABS-MBS CORP US N 2 2028-03-25 Floating 2.532 N N N N N N MLCC MORTGAGE INVESTORS INC. 2003-A N/A 589929G28 9570.360000 PA USD 9501.510000 0.0000142 Long ABS-MBS CORP US N 2 2028-03-25 Floating 2.572 N N N N N N MLCC MORTGAGE INVESTORS INC. 2003-C N/A 589929S41 618417.750000 PA USD 620623.830000 0.0009250 Long ABS-MBS CORP US N 2 2028-06-25 Floating 2.452 N N N N N N MLCC MORTGAGE INVESTORS INC. 2003-E N/A 589929Y36 37864.410000 PA USD 38272.820000 0.0000570 Long ABS-MBS CORP US N 2 2028-10-25 Floating 2.412 N N N N N N MLCC MORTGAGE INVESTORS INC. 2003-E N/A 589929Y44 26473.230000 PA USD 26258.000000 0.0000391 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 4203722.840000 0.0062652 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 33939150.960000 0.0505828 Long DBT CORP NL N 2 2021-10-28 Fixed 2 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207AQ8 48200000.000000 PA USD 50536911.450000 0.0753201 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 4165476.440000 0.0062082 Long DBT CORP US N 2 2027-05-15 Fixed 3.55 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEE2 22925000.000000 PA USD 23137529.190000 0.0344841 Long DBT CORP US N 2 2022-01-20 Floating 3.14588 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAM0 119900000.000000 PA USD 119959685.020000 0.1787877 Long DBT CORP US N 2 2021-02-10 Floating 2.45063 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDJ2 1000000.000000 PA USD 1047579.000000 0.0015613 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 21365668.460000 0.0318434 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 1815198.820000 0.0027054 Long DBT CORP US N 2 2021-04-21 Floating 3.36588 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAQ1 90780000.000000 PA USD 94875967.270000 0.1414030 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 46475436.630000 0.0692669 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 309683.000000 0.0004616 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 5723563.720000 0.0085304 Long DBT CORP US N 2 2023-10-24 Floating 3.336 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BED4 3000000.000000 PA USD 3035973.360000 0.0045248 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 887917.340000 0.0013234 Long ABS-MBS CORP US N 2 2033-03-25 Floating 2.792 N N N N N N MORGAN STANLEY ABS CAPITAL I 2004-HE5 N/A 61746RHE4 1533971.510000 PA USD 1541848.300000 0.0022980 Long ABS-MBS CORP US N 2 2034-06-25 Floating 2.737 N N N N N N MORGAN STANLEY ABS CAPITAL I 2004-HE7 N/A 61744CGF7 156818.750000 PA USD 157885.530000 0.0002353 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.812 N N N N N N MORGAN STANLEY ABS CAPITAL I 2004-HE9 N/A 61744CJU1 9921932.770000 PA USD 9897596.250000 0.0147514 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.722 N N N N N N MORGAN STANLEY ABS CAPITAL I 2005-HE5 N/A 61744CUT1 1793825.400000 PA USD 1793359.360000 0.0026728 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.437 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-HE4 N/A 61748BAC8 8550579.480000 PA USD 5942946.020000 0.0088574 Long ABS-MBS CORP US N 2 2036-06-25 Floating 1.942 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-HE5 N/A 61749NAE7 18227791.450000 PA USD 11303534.690000 0.0168468 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.042 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-HE7 N/A 61750MAE5 4380654.870000 PA USD 2412490.590000 0.0035956 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.952 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-NC5 N/A 61749BAE3 15655538.050000 PA USD 10094784.870000 0.0150452 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.942 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-NC5 N/A 61749BAF0 1872672.020000 PA USD 1220738.520000 0.0018194 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.022 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-WMC2 N/A 61749KAB9 165902.340000 PA USD 85076.000000 0.0001268 Long ABS-MBS CORP US N 2 2036-07-25 Floating 1.842 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE1 N/A 617526AD0 1738866.160000 PA USD 1197006.950000 0.0017840 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.892 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE1 N/A 617526AE8 19235087.820000 PA USD 13323143.180000 0.0198568 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.942 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE1 N/A 617526AF5 17311579.090000 PA USD 12108944.080000 0.0180471 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.022 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE2 N/A 61753EAB6 6509015.380000 PA USD 3935482.180000 0.0058654 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.882 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE3 N/A 617538AA1 3013120.230000 PA USD 1825109.900000 0.0027201 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.852 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE3 N/A 617538AC7 2429758.600000 PA USD 1488655.020000 0.0022187 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.942 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE3 N/A 617538AD5 10540657.320000 PA USD 6539467.020000 0.0097464 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.042 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE4 N/A 61753VAE2 4408219.810000 PA USD 2089890.280000 0.0031148 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.152 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE5 N/A 61753KAB2 7450946.880000 PA USD 4100185.280000 0.0061109 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.902 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE5 N/A 61753KAC0 28706991.190000 PA USD 15946704.900000 0.0237669 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.972 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE5 N/A 61753KAE6 3703111.440000 PA USD 2101163.950000 0.0031316 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.132 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE6 N/A 61755CAA0 1360731.980000 PA USD 1243908.920000 0.0018539 Long ABS-MBS CORP US N 2 2037-05-25 Floating 1.852 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE6 N/A 61755CAD4 2438244.760000 PA USD 2257111.460000 0.0033640 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.042 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC1 N/A 617505AD4 17019018.540000 PA USD 10752418.490000 0.0160254 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.932 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC2 N/A 61753NAD2 2464066.820000 PA USD 1501944.830000 0.0022385 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.992 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC3 N/A 61755AAC0 5493118.320000 PA USD 4307777.540000 0.0064203 Long ABS-MBS CORP US N 2 2037-05-25 Floating 1.932 N N N N N N MORGAN STANLEY ABS CAPITAL-2006-HE6 N/A 61750FAE0 18308908.910000 PA USD 8721267.500000 0.0129982 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.942 N N N N N N MORGAN STANLEY CAPITAL INC 2005-HE4 N/A 61744CTM8 6100000.000000 PA USD 6056419.770000 0.0090265 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.527 N N N N N N MORGAN STANLEY DEAN WITT CAP I 2003-NC2 N/A 61746WA75 780473.780000 PA USD 784087.140000 0.0011686 Long ABS-MBS CORP US N 2 2033-02-25 Floating 3.142 N N N N N N MORGAN STANLEY DEAN WITTER 2002-NC4 N/A 61746WVS6 1307212.250000 PA USD 1310566.300000 0.0019533 Long ABS-MBS CORP US N 2 2032-09-25 Floating 3.067 N N N N N N MORGAN STANLEY HOME EQUITY LN 2006-3 N/A 61749GAC6 6466275.780000 PA USD 5122113.570000 0.0076340 Long ABS-MBS CORP US N 2 2036-04-25 Floating 1.952 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-1 N/A 61751QAB1 18013190.950000 PA USD 10243916.160000 0.0152675 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.892 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AA2 6007.010000 PA USD 2927.070000 0.0000044 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.842 N N N N N N MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-1 N/A 61749QAD2 10120967.970000 PA USD 5195931.890000 0.0077440 Long ABS-MBS CORP US N 2 2036-07-25 Floating 1.942 N N N N N N MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-1 N/A 61749QAE0 31036329.110000 PA USD 16246999.980000 0.0242145 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.022 N N N N N N MORGAN STANLEY MORTGAGE LN TR 2007-5AX N/A 61751GAD9 581637.150000 PA USD 262028.580000 0.0003905 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.022 N N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-3AR N/A 61748HWP2 1249303.150000 PA USD 1018647.180000 0.0015182 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.052 N N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-8AR N/A 61749LAH4 10649776.810000 PA USD 9453553.410000 0.0140896 Long ABS-MBS CORP US N 2 2036-06-25 Floating 3.88379 Y N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-8AR N/A 61749LAL5 151049.250000 PA USD 155313.900000 0.0002315 Long ABS-MBS CORP US N 2 2036-06-25 Floating 3.98467 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-11AR N/A 61748HGR6 2371183.100000 PA USD 2312764.260000 0.0034469 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.112 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-11AR N/A 61748HHB0 4870.630000 PA USD 4749.500000 0.0000071 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.102 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-11AR N/A 61748HTG6 9982159.260000 PA USD 7523612.330000 0.0112132 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.072 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4P5 319206.700000 PA USD 302056.270000 0.0004502 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.52242 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4R1 6594773.300000 PA USD 6184650.280000 0.0092176 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.98495 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4S9 151648.670000 PA USD 143619.530000 0.0002141 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.97851 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-5AR N/A 61748HLA7 2108070.310000 PA USD 1296577.920000 0.0019324 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.41746 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-9AR N/A 61748HQW4 32374.340000 PA USD 28500.410000 0.0000425 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.082 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2006-12XS N/A 61749EAH0 1339662.910000 PA USD 639048.550000 0.0009524 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 3886550.360000 PA USD 1685901.210000 0.0025127 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.872 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2006-16AX N/A 617487AF0 1950004.070000 PA USD 946668.670000 0.0014109 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.15688 Y N N N N N MORGAN STANLEY MORTGAGE TRUST-2006-17XS N/A 61751DAJ3 2879380.720000 PA USD 1152991.000000 0.0017184 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 366560.730000 PA USD 378656.500000 0.0005643 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 641963.510000 PA USD 501273.680000 0.0007471 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 1567993.660000 PA USD 1264863.480000 0.0018852 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 1709706.830000 PA USD 1074153.240000 0.0016009 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 6237100.410000 PA USD 2820676.270000 0.0042039 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.912 N N N N N N MORGAN STANLEY MTGE LN TR 2007-7AX N/A 61754HAD4 3021991.130000 PA USD 1402988.390000 0.0020910 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.152 N N N N N N MORGAN STANLEY MTGE LN TR 2007-8XS N/A 61754PAA2 796882.440000 PA USD 534701.180000 0.0007969 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 3413134.400000 PA USD 2572712.860000 0.0038344 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.18325 Y N N N N N MORGAN STANLEY MTGE LN TRUST 2007-15AR N/A 61756XAG0 10658230.180000 PA USD 9447505.330000 0.0140805 Long ABS-MBS CORP US N 2 2037-11-25 Floating 3.57755 N N N N N N MORTGAGEIT TRUST 2005-1 N/A 61913PAQ5 410690.990000 PA USD 408539.790000 0.0006089 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.572 N N N N N N MORTGAGEIT TRUST 2006-1 N/A 61915RBY1 7444059.650000 PA USD 7218174.130000 0.0107580 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.022 N N N N N N MOUNTAIN HAWK III CLO LTD 2014-3A N/A 62405CAN4 27945827.030000 PA USD 27954807.980000 0.0416638 Long ABS-CBDO CORP KY N 2 2025-04-18 Floating 3.20325 N N N N N N MOUNTAIN VIEW CLO LTD 2014-1A N/A 62431XAU0 7814566.710000 PA USD 7811153.700000 0.0116417 Long ABS-CBDO CORP KY N 2 2026-10-15 Floating 2.80088 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 7200000.000000 PA USD 7327330.850000 0.0109206 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 6821507.790000 0.0101668 Long DBT CORP US N 2 2021-09-09 Floating 2.785 N N N N N N MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP N/A ACI1H1H46 3200000.000000 PA 4360493.550000 0.0064989 Long DBT CORP US N 2 2028-06-05 Fixed 3.692 N N N N N N MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA JA0WNILDDF2KUPS83B16 626207YM0 50505000.000000 PA USD 69662051.550000 0.1038242 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 1522201.920000 0.0022687 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 11276537.910000 0.0168065 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 2710141.540000 0.0040392 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 7297934.730000 0.0108768 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 290984.000000 0.0004337 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 20067779.670000 0.0299090 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 23600000.000000 PA USD 24801522.020000 0.0369641 Long DBT CORP AU N 2 2023-06-20 Fixed 3.625 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432NL5 3250000.000000 PA USD 3350822.540000 0.0049941 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 247945.340000 0.0003695 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 2824670.440000 0.0042099 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 145345101.410000 0.2166221 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 37915950.270000 0.0565099 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 20917767.760000 0.0311758 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 51488583.420000 0.0767385 Long ABS-MBS CORP US N 3 2024-05-18 Floating 3.21738 N N N N N N NATWEST MARKETS PLC (AKA: ROYAL BANK OF SCOTLAND PLC) RR3QWICWWIPCS8A4S074 ACI1153G2 10600000.000000 PA 11894038.390000 0.0177269 Long DBT CORP GB N 2 2020-03-02 Floating 0.003 N N N N N N NATWEST MARKETS PLC (AKA: ROYAL BANK OF SCOTLAND PLC) RR3QWICWWIPCS8A4S074 ACI115315 6200000.000000 PA 7032926.170000 0.0104819 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 201102.000000 0.0002997 Long DBT MUN US N 2 2033-06-01 Fixed 5.91 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 78442FEJ3 333000.000000 PA USD 337007.660000 0.0005023 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 2198565.470000 0.0032767 Long DBT CORP US N 2 2021-03-10 Fixed 6.15 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAD0 1400000.000000 PA USD 1483650.000000 0.0022112 Long DBT CORP US N 2 2021-07-26 Fixed 6.625 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAA6 1200000.000000 PA USD 1219020.000000 0.0018168 Long DBT CORP US N 2 2020-10-26 Fixed 5 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-FA N/A 63935CAA9 10958856.520000 PA USD 10965967.720000 0.0163437 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.18 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-BA N/A 63940QAA1 2933365.010000 PA USD 2932397.880000 0.0043704 Long ABS-O CORP US N 2 2059-12-15 Floating 2.08975 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-BA N/A 63940QAB9 11900000.000000 PA USD 12263575.940000 0.0182776 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 16983143.450000 PA USD 17031902.050000 0.0253843 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 15749078.580000 PA USD 15846785.860000 0.0236180 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 6216205.140000 PA USD 6195823.450000 0.0092342 Long ABS-O CORP US N 2 2030-03-25 Floating 2.392 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAE4 1800000.000000 PA USD 1830049.270000 0.0027275 Long DBT CORP US N 2 2021-06-15 Fixed 3.375 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 ACI1GLZT8 15319000.000000 PA 19208805.710000 0.0286288 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 1179799.660000 PA USD 1183315.580000 0.0017636 Long ABS-MBS CORP US N 2 2034-05-25 Floating 2.677 N N N N N N NEW CENTURY HOME EQUITY LOAN TR 2005-1 N/A 64352VKA8 2614803.700000 PA USD 2624567.900000 0.0039117 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.467 N N N N N N NEW CENTURY HOME EQUITY LOAN TR 2005-B N/A 64352VNK3 2299000.000000 PA USD 2248328.890000 0.0033509 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.272 N N N N N N NEW CENTURY HOME EQUITY LOAN TRUST 2003-2 N/A 64352VCS8 2608318.620000 PA USD 2366067.640000 0.0035264 Long ABS-MBS CORP US N 2 2033-01-25 Floating 4.792 Y N N N N N NEW SOUTH WALES TREASURY CORPORATION TC7LRO17HPNPLTAV0H77 ACI00T621 165000.000000 PA 127970.760000 0.0001907 Long DBT NUSS AU N 2 2022-03-01 Fixed 6 N N N N N N NEW SOUTH WALES TREASURY CORPORATION TC7LRO17HPNPLTAV0H77 B29HRSII0 1321900.000000 PA 1069610.790000 0.0015941 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 1857034.530000 0.0027677 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 6884932.390000 PA USD 6739876.500000 0.0100451 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.46033 Y N N N N N NEWELL BRANDS INC (AKA: NEWELL RUBBERMAID INC) 549300LWGYFM1TVO1Z12 651229AW6 2400000.000000 PA USD 2502237.430000 0.0037293 Long DBT CORP US N 2 2026-04-01 Variable 4.2 N N N N N N NEWGATE FUNDING PLC 2007-3X N/A B2NDQDII7 64513903.360000 PA 70585976.800000 0.1052012 Long ABS-MBS CORP GB N 2 2050-12-15 Floating 0.204 N N N N N N NEWGATE FUNDING PLC-2007-1X N/A 994BNLII5 641684.260000 PA 808035.390000 0.0012043 Long ABS-MBS CORP GB N 2 2050-12-01 Floating 0.947 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KAW0 2400000.000000 PA USD 2453429.570000 0.0036566 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 159426717.240000 0.2376093 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 93353119.280000 0.1391333 Long DBT CORP US N 2 2022-02-25 Floating 2.6295 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBF6 4000000.000000 PA USD 4081954.080000 0.0060837 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 5410510.420000 0.0080638 Long DBT CORP US N 2 2023-06-15 Fixed 3.625 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KAQ3 15900000.000000 PA USD 16040799.270000 0.0239072 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 33947871.250000 0.0505958 Long DBT CORP US N 2 2021-09-01 Fixed 2.403 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBN9 183790000.000000 PA USD 184403744.650000 0.2748350 Long DBT CORP US N 2 2022-09-01 Fixed 1.95 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAK2 1000000.000000 PA USD 1051694.660000 0.0015674 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 15944889.250000 0.0237642 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 14357371.850000 PA USD 14409451.780000 0.0214758 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 9855826.470000 0.0146891 Long DBT CORP US N 2 2022-01-13 Floating 2.89088 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BF5 5200000.000000 PA USD 5251287.760000 0.0078265 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 204379.880000 0.0003046 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 2399199.860000 0.0035758 Long DBT CORP US N 2 2020-07-13 Fixed 2.15 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AZ2 6900000.000000 PA USD 6920486.450000 0.0103143 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 598868.530000 0.0008926 Long DBT CORP US N 2 2020-09-28 Fixed 2.15 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AS8 3940000.000000 PA USD 3910414.380000 0.0058281 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 3370782.240000 0.0050238 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 3426141.170000 0.0051063 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 598918.630000 0.0008926 Long DBT CORP US N 2 2022-09-28 Floating 2.6505 N N N N N N NOMURA ASSET ACCEP CORP 2001-R1A N/A 65535VAA6 701750.950000 PA USD 718773.460000 0.0010713 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 610596.470000 PA USD 623736.750000 0.0009296 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 3225333.280000 PA USD 2614328.720000 0.0038964 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.792 Y N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AR5 N/A 65535VPU6 64559.880000 PA USD 64308.540000 0.0000958 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.64902 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2006-AR1 N/A 65535VSE9 232523.050000 PA USD 202156.420000 0.0003013 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.02884 Y N N N N N NOMURA ASSET ACCEPTANCE CORP 2007-1 N/A 65538PAG3 892498.940000 PA USD 932465.490000 0.0013897 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 1992594.570000 PA USD 2002664.350000 0.0029848 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.282 N N N N N N NOMURA HOME EQUITY LOAN INC 2006-AF1 N/A 65535AAA2 3037924.260000 PA USD 1171172.970000 0.0017455 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 23493071.560000 PA USD 7765914.370000 0.0115743 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.122 Y N N N N N NOMURA HOME EQUITY LOAN INC 2007-1 N/A 65537KAY6 2150906.980000 PA USD 829415.970000 0.0012362 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.192 Y N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65557CAS2 5400000.000000 PA USD 5424203.830000 0.0080842 Long DBT CORP FI N 2 2021-05-27 Fixed 2.25 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65557CAY9 2100000.000000 PA USD 2193489.270000 0.0032692 Long DBT CORP FI N 2 2023-08-30 Fixed 3.75 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65557CAR4 2100000.000000 PA USD 2109732.950000 0.0031443 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 395436.520000 0.0005894 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 7510682.910000 0.0111939 Long DBT CORP US N 2 2022-10-15 Fixed 2.55 N N N N N N NORTHWEST AIRLINES 2001-1 CLASS A-1 PASS THROUGH TRUST N/A 667294AW2 7314988.950000 PA USD 7851547.050000 0.0117019 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 994271.250000 PA USD 1025535.120000 0.0015285 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 436943.910000 PA USD 435444.930000 0.0006490 Long ABS-MBS CORP US N 2 2033-12-25 Floating 2.502 N N N N N N NOVASTAR HOME EQUITY LOAN 2004-1 N/A 66987XEC5 66137.960000 PA USD 66042.680000 0.0000984 Long ABS-MBS CORP US N 2 2034-06-25 Floating 2.617 N N N N N N NOVASTAR HOME EQUITY LOAN 2004-4 N/A 66987WBY2 9200000.000000 PA USD 9246851.920000 0.0137815 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.667 N N N N N N NOVASTAR HOME EQUITY LOAN 2006-3 N/A 66988WAE6 5563216.080000 PA USD 3625773.230000 0.0054038 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.042 N N N N N N NOVASTAR HOME EQUITY LOAN 2006-4 N/A 66988XAC8 17191175.360000 PA USD 9395092.520000 0.0140024 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.942 N N N N N N NOVASTAR HOME EQUITY LOAN 2006-5 N/A 66988YAD4 10406943.850000 PA USD 4536555.420000 0.0067613 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.962 N N N N N N NOVASTAR HOME EQUITY LOAN 2006-6 N/A 66988RAC1 4323327.940000 PA USD 2048046.910000 0.0030524 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.892 N N N N N N NOVASTAR HOME EQUITY LOAN 2006-6 N/A 66988RAE7 19447705.800000 PA USD 9402765.440000 0.0140139 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.002 N N N N N N NOVASTAR HOME EQUITY LOAN 2007-1 N/A 669971AC7 4700534.400000 PA USD 2376724.160000 0.0035423 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.942 N N N N N N NOVASTAR HOME EQUITY LOAN 2007-1 N/A 669971AD5 3891370.980000 PA USD 1978085.040000 0.0029481 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.972 N N N N N N NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-2 N/A 66988VAD0 2520447.650000 PA USD 2118827.420000 0.0031579 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.092 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 ACI0NPCG6 12800000.000000 PA USD 12768320.510000 0.0190299 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 5948155.250000 0.0088651 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 14433734.270000 0.0215120 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 15102000.000000 PA USD 15485740.760000 0.0230799 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 2951607.320000 0.0043991 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 7484569.680000 0.0111550 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 5120910.230000 0.0076322 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 7851058.020000 0.0117012 Long DBT CORP US N 2 2021-02-08 Floating 2.85425 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DB8 2163000.000000 PA USD 2549034.140000 0.0037991 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 6649742.620000 0.0099108 Long DBT CORP US N 2 2021-08-13 Fixed 2.6 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CP8 15600000.000000 PA USD 15764367.530000 0.0234952 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 69274605.860000 0.1032467 Long DBT CORP US N 2 2022-08-15 Floating 3.35988 N N N N N N OCP CLO LTD 2015-8A N/A 67091RAK5 6240441.240000 PA USD 6235622.370000 0.0092936 Long ABS-CBDO CORP KY N 2 2027-04-17 Floating 2.85213 N N N N N N OCTAGON INVESTMENT PARTNERS XIX LTD 2014-1A N/A 67590LAN8 1951010.940000 PA USD 1951485.500000 0.0029085 Long ABS-CBDO CORP KY N 2 2026-04-15 Floating 3.10088 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AB4 18055548.080000 PA USD 18017811.980000 0.0268537 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 65721870.000000 PA USD 36006219.390000 0.0536636 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 202677.010000 PA USD 202253.420000 0.0003014 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 715637.000000 PA USD 392067.100000 0.0005843 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 4161792.850000 PA USD 4099407.580000 0.0061097 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 20577168.000000 PA USD 5144497.770000 0.0076673 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 378817.760000 0.0005646 Long DBT CORP KY N 2 2020-02-03 None 0 N N N N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 000000000 368000.000000 PA USD 3680.000000 0.0000055 Long DBT CORP KY N 2 2020-02-03 None 0 N N N N N N OHA CREDIT PARTNERS IX LTD 2013-9A N/A 67105VAS3 4003632.300000 PA USD 4005807.110000 0.0059702 Long ABS-CBDO CORP KY N 2 2025-10-20 Floating 2.97588 N N N N N N URBI DESARROLLOS URBANOS SA DE CV (AKA: URBIMM) N/A B0126X906 184993.000000 NS 8923.110000 0.0000133 Long EC CORP MX N 1 N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CP4 950000.000000 PA USD 1006686.410000 0.0015004 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 3003486.210000 0.0044764 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 36929823.120000 0.0550401 Long DBT CORP US N 2 2026-01-15 Fixed 5.25 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BJ8 100000.000000 PA USD 106090.890000 0.0001581 Long DBT CORP US N 2 2023-08-01 Fixed 4.375 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BL3 14300000.000000 PA USD 14313996.840000 0.0213336 Long DBT CORP US N 2 2029-10-01 Fixed 3.625 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAR5 690000.000000 PA USD 721316.080000 0.0010750 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 684842.940000 PA USD 684703.850000 0.0010205 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 65669123.520000 0.0978731 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 36351605.780000 PA USD 36351231.360000 0.0541778 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 5177615.030000 0.0077167 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 1428129.210000 0.0021285 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 2559537.070000 PA USD 2558656.330000 0.0038134 Long ABS-MBS CORP US N 2 2032-10-25 Floating 2.647 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2005-4 N/A 68389FJJ4 21800000.000000 PA USD 21425050.900000 0.0319319 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.252 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2006-1 N/A 68389FKR4 6600000.000000 PA USD 6137909.580000 0.0091479 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.152 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-1 N/A 68400DAD6 11946877.280000 PA USD 8043879.070000 0.0119886 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.892 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-1 N/A 68400DAE4 26892957.980000 PA USD 18217841.040000 0.0271518 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.932 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-1 N/A 68400DAF1 10112430.890000 PA USD 6933603.410000 0.0103338 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.012 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-2 N/A 68401TAE8 1596909.970000 PA USD 1020041.730000 0.0015203 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.042 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-3 N/A 68402BAA4 12506156.830000 PA USD 9656467.670000 0.0143920 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.012 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-3 N/A 68402BAC0 6719604.190000 PA USD 4330583.980000 0.0064543 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.972 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-3 N/A 68402BAE6 2581187.550000 PA USD 1697824.120000 0.0025304 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.122 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-4 N/A 68403FAA4 11022019.780000 PA USD 8935263.760000 0.0133171 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.012 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-4 N/A 68403FAC0 1311811.780000 PA USD 928420.750000 0.0013837 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.972 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-4 N/A 68403FAD8 3430015.870000 PA USD 2448377.910000 0.0036491 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.032 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-5 N/A 68403HAC6 4670976.060000 PA USD 3052080.680000 0.0045488 Long ABS-MBS CORP US N 2 2037-05-25 Floating 1.962 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-6 N/A 68403KAD7 3567077.740000 PA USD 2708431.480000 0.0040366 Long ABS-MBS CORP US N 2 2037-07-25 Floating 2.042 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBA2 700000.000000 PA USD 710709.150000 0.0010592 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 5277571.750000 0.0078657 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 24150376.950000 0.0359937 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 1005432.960000 0.0014985 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 1126590.000000 PA USD 1126970.310000 0.0016796 Long ABS-O CORP JP N 2 2021-04-12 Floating 2.20513 N N N N N N OVERSEA-CHINESE BANKING CORP 5493007O3QFXCPOGWK22 ACI12PFS8 53400000.000000 PA USD 53502424.400000 0.0797399 Long DBT CORP SG N 2 2021-05-17 Floating 2.35413 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AE1 1700000.000000 PA USD 1793472.070000 0.0026730 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 3195586.810000 PA USD 3119163.070000 0.0046488 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.392 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 69431EBK8 37200000.000000 PA USD 37338570.000000 0.0556493 Long LON CORP US N 3 2020-12-31 Floating 3.97 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 69431EBL6 12400000.000000 PA USD 12446190.000000 0.0185498 Long LON CORP US N 3 2020-12-31 Floating 2.25 N N N N N N PACIFIC NATIONAL FINANCE PTY LTD 213800SSTRDXLWWVF948 04363UAB2 30000.000000 PA USD 30453.770000 0.0000454 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 31359632.450000 PA USD 31324583.670000 0.0466861 Long ABS-CBDO CORP KY N 2 2026-07-15 Floating 2.65088 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2018-3A N/A 69700LAA9 22012240.990000 PA USD 22028430.110000 0.0328311 Long ABS-CBDO CORP KY N 2 2026-08-15 Floating 2.75988 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2019-2A N/A 69689PAA5 7391386.210000 PA USD 7392139.470000 0.0110172 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 2.93588 N N N N N N PANASONIC CORPORATION 254900GE1G59KGWPHX32 69832AAA4 11100000.000000 PA USD 11197747.600000 0.0166891 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 9653658.620000 PA USD 9631954.300000 0.0143554 Long ABS-O CORP US N 2 2035-10-01 Floating 3.03938 N N N N N N PARAGON MORTGAGES PLC 11X N/A B11Z56II2 1541404.350000 PA 1961194.660000 0.0029230 Long ABS-MBS CORP GB N 2 2041-10-15 Floating 1.025 N N N N N N PARAGON MORTGAGES PLC 9X N/A B0DVWVII5 17708264.000000 PA 23058777.700000 0.0343668 Long ABS-MBS CORP GB N 2 2041-05-15 Floating 1.14713 N N N N N N PARK PLACE SECURITIES INC 2004-WWF1 N/A 70069FDN4 13858801.350000 PA USD 14176852.530000 0.0211292 Long ABS-MBS CORP US N 2 2034-12-25 Floating 3.592 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAC7 7900000.000000 PA USD 7982213.960000 0.0118967 Long DBT CORP US N 2 2024-10-01 Fixed 2.4 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAD5 23700000.000000 PA USD 24042118.270000 0.0358323 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 41693958.630000 0.0621406 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 2855925.000000 0.0042565 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 46016054.000000 0.0685822 Long ABS-MBS CORP GB N 2 2022-09-18 Floating 2.19488 N N N N N N PENARTH MASTER ISSUER PLC 2018-1A N/A 70659PAJ0 11500000.000000 PA USD 11505301.500000 0.0171475 Long ABS-MBS CORP GB N 2 2022-03-18 Floating 2.12488 N N N N N N PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY N/A 70869PFP7 2100000.000000 PA USD 2182698.000000 0.0032531 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 3724035.000000 0.0055503 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 3813635.000000 0.0056838 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 15494000.000000 PA USD 15822436.700000 0.0235817 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 1004367.580000 0.0014969 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 2977194.020000 0.0044372 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 36145596.640000 0.0538713 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 12455344.150000 0.0185634 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 1007265.490000 PA USD 997985.550000 0.0014874 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.512 N N N N N N PEOPLE'S CHOICE HOME LN SEC TR 2005-2 N/A 71085PCD3 7000000.000000 PA USD 6426783.300000 0.0095785 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.737 Y N N N N N PEOPLE'S FINANCE REALTY MTGE SEC 2006-1 N/A 71103XAS3 20652499.900000 PA USD 8068690.080000 0.0120256 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.932 N N N N N N PEOPLES CHOICE HOME LOAN SECURITIES TRUST 2005-1 N/A 71085PBN2 4447038.030000 PA USD 4361656.230000 0.0065006 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.142 N N N N N N PERNOD RICARD 52990097YFPX9J0H5D87 714264AD0 32300000.000000 PA USD 33788238.970000 0.0503579 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 7065903.510000 0.0105310 Long DBT CORP FR N 2 2021-04-07 Fixed 5.75 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DB5 87100000.000000 PA 26511189.350000 0.0395122 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BX9 106000000.000000 PA 36092985.600000 0.0537929 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638CZ3 46700000.000000 PA 14838672.960000 0.0221155 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.4 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAR0 2274000.000000 PA USD 2433184.550000 0.0036264 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 4241693.040000 0.0063218 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 5911785.000000 0.0088109 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 1500238.910000 0.0022360 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 13440793.800000 0.0200321 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 5884599.790000 0.0087704 Long DBT CORP US N 2 2022-11-02 Fixed 2.5 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AS3 2300000.000000 PA USD 2300153.430000 0.0034281 Long DBT CORP US N 2 2021-02-26 Floating 2.51725 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAB8 3900000.000000 PA USD 4082439.470000 0.0060845 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 16053683.250000 0.0239264 Long DBT CORP US Y 3 2034-06-25 Fixed 8.625 N N N N N N PIPER JAFFRAY COMPANIES INC QUQDBTUSOAKFEVMRMF78 724078AD2 8900000.000000 PA USD 8888872.330000 0.0132480 Long DBT CORP US N 2 2021-10-15 Fixed 4.74 N N N N N N PIPER JAFFRAY COMPANIES INC QUQDBTUSOAKFEVMRMF78 724078AE0 14000000.000000 PA USD 13982505.600000 0.0208395 Long DBT CORP US N 2 2023-10-15 Fixed 5.2 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746PM7 68843000.000000 NS USD 69789591.250000 0.1040143 Long EP CORP US N 2 N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFP8 9700000.000000 PA USD 9734998.470000 0.0145090 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 40181205.310000 0.0598860 Long DBT CORP US N 2 2022-07-22 Floating 2.40325 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475AY1 3500000.000000 PA USD 3512015.470000 0.0052343 Long DBT CORP US N 2 2024-11-01 Fixed 2.2 N N N N N N POLAND GOVT 259400R9L8QEP0TPXS31 857524AC6 15000.000000 PA USD 16168.160000 0.0000241 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 3678109.600000 0.0054818 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.422 N N N N N N POPULAR ABS MTGE PASS THRU TRUST 2006-E N/A 73316TAC6 7000000.000000 PA USD 6828637.200000 0.0101774 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.002 N N N N N N PRIME MORTGAGE TRUST 2004-CL1 N/A 74160MDL3 1051135.080000 PA USD 1000344.650000 0.0014909 Long ABS-MBS CORP US N 2 2034-02-25 Floating 2.192 N N N N N N PROGRESS ENERGY INC 549300FBMTW0JYWMNB26 743263AS4 1200000.000000 PA USD 1223286.640000 0.0018232 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 31048886.550000 0.0462752 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 247795285.330000 PA 277811651.180000 0.4140500 Long ABS-MBS CORP IE N 2 2054-10-29 Floating 0.037 N N N N N N PROTEUS RMBS DAC 1A N/A ACI1746S0 20861000.000000 PA 23363466.380000 0.0348209 Long ABS-MBS CORP IE N 2 2054-10-29 Floating 0.487 N N N N N N PROTEUS RMBS DAC 1A N/A ACI1745T9 15172000.000000 PA 16992100.850000 0.0253250 Long ABS-MBS CORP IE N 2 2054-10-29 Floating 0.687 N N N N N N PROTEUS RMBS DAC 1A N/A ACI1745Z5 11379000.000000 PA 12724802.270000 0.0189650 Long ABS-MBS CORP IE N 2 2054-10-29 Floating 1.337 N N N N N N PROTEUS RMBS DAC 1A N/A ACI1747N0 9482000.000000 PA 10540757.610000 0.0157099 Long ABS-MBS CORP IE N 2 2054-10-29 Floating 2.587 N N N N N N PROTEUS RMBS DAC 1A N/A ACI1747D2 33620000.000000 PA 21482536.790000 0.0320175 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 7221360.600000 0.0107627 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 259311.430000 PA USD 260924.040000 0.0003889 Long ABS-MBS CORP US N 2 2034-04-25 Floating 4.79186 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 01306GAC7 6000000.000000 PA USD 5974548.720000 0.0089045 Long DBT NUSS CA N 2 2026-08-17 Fixed 2.05 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 P1910WRC5 440953000.000000 PA 4038706.590000 0.0060193 Long DBT NUSS AR N 2 2025-04-12 Floating 44.0625 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZEL3 68053000.000000 PA 54798490.320000 0.0816716 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 9428135.780000 0.0140517 Long DBT CORP US N 2 2022-11-15 Fixed 2.65 N N N N N N PUBLIC STORAGE, INC. 549300LMZF40TKJ6DM64 74460DAB5 15400000.000000 PA USD 15568621.840000 0.0232034 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 34060812.500000 0.0507642 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 23589842.200000 0.0351583 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 45354566.400000 0.0675964 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 14000671.200000 0.0208666 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 73000000.000000 0.1087991 Long LON NUSS QA N 3 2020-12-21 Floating 2.7207 N N N N N N QATAR NATIONAL BANK (QPSC) 549300FFSRVBS0SQXY75 963ZXGII9 68100000.000000 PA USD 68236200.000000 0.1016991 Long LON CORP QA N 3 2020-12-22 Floating 2.7985 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 ACI150049 26200000.000000 PA USD 26462029.610000 0.0394390 Long DBT CORP KY N 2 2021-08-11 Floating 3.35063 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525AS2 5000000.000000 PA USD 5044546.850000 0.0075184 Long DBT CORP US N 2 2023-01-30 Floating 2.6655 N N N N N N QUEENSLAND TREASURY CORPORATION 98INKCEEHOU5YJS0HQ88 ACI02GUD6 455000.000000 PA 352930.860000 0.0005260 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 15144908.500000 0.0225719 Long DBT CORP US N 2 2028-01-15 Fixed 5.25 N N N N N N RAAC 2004-SP3 N/A 76112BES5 259681.580000 PA USD 263179.930000 0.0003922 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.162 N N N N N N RAAC SERIES 2005-SP2 N/A 76112BF54 2123871.510000 PA USD 1949033.350000 0.0029048 Long ABS-MBS CORP US N 2 2044-06-25 Floating 2.092 N N N N N N RAAC SERIES 2006-RP3 N/A 74919RAA3 843870.850000 PA USD 835755.930000 0.0012456 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.062 N N N N N N RAAC SERIES 2006-SP2 N/A 74919PAD1 2653669.570000 PA USD 2661963.350000 0.0039674 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.132 N N N N N N RAAC SERIES 2007-RP4 N/A 74919LAD0 11160462.710000 PA USD 10723835.280000 0.0159828 Long ABS-MBS CORP US N 2 2046-11-25 Floating 2.058 N N N N N N RAAC SERIES 2007-SP2 N/A 74919XAE2 789957.840000 PA USD 791670.390000 0.0011799 Long ABS-MBS CORP US N 2 2047-06-25 Floating 2.192 N N N N N N RALI SERIES 2005-QO1 TRUST N/A 761118EN4 387827.770000 PA USD 350109.850000 0.0005218 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.092 N N N N N N RALI TRUST 2006-QA10 N/A 74922NAA7 32975.010000 PA USD 31195.200000 0.0000465 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.977 N N N N N N RBSGC MORTGAGE PASS THROUGH CERTIFICATES 2005-RP1 N/A 74927UAA6 22464608.260000 PA USD 19779067.680000 0.0294787 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.172 N N N N N N RBSSP RESECURITIZATION TRUST 2011-4 N/A 74930PAC8 3094261.990000 PA USD 2748692.030000 0.0040966 Long ABS-MBS CORP US N 2 2037-02-27 Floating 2.038 N N N N N N RBSSP RESECURITIZATION TRUST 2011-4 N/A 74930PAE4 2620493.350000 PA USD 2261450.650000 0.0033705 Long ABS-MBS CORP US N 2 2036-10-27 Floating 2.012 N N N N N N RBSSP RESECURITIZATION TRUST 2011-4 N/A 74930PAG9 2812877.280000 PA USD 2770482.160000 0.0041291 Long ABS-MBS CORP US N 2 2037-08-27 Floating 1.948 N N N N N N RBSSP RESECURITIZATION TRUST 2011-4 N/A 74930PAJ3 9300500.000000 PA USD 7689628.290000 0.0114606 Long ABS-MBS CORP US N 2 2037-09-27 Floating 1.978 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109AV6 2800000.000000 PA USD 3018767.560000 0.0044992 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 4749644.810000 0.0070789 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 8914448.440000 0.0132861 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 5213388.440000 0.0077700 Long DBT CORP GB N 2 2022-06-24 Floating 2.49475 N N N N N N RECKSON OPERATING PARTNERSHIP LP 549300Z8X84XIDB6JE13 75625AAB0 400000.000000 PA USD 404430.170000 0.0006028 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 13494.560000 PA USD 13263.750000 0.0000198 Long ABS-MBS CORP US N 2 2031-09-29 Floating 2.655 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAZ6 5400000.000000 PA USD 5395659.480000 0.0080417 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 5643403.360000 0.0084109 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 12267893.910000 0.0182840 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 51420.180000 PA USD 51461.420000 0.0000767 Long ABS-MBS CORP US N 2 2033-08-25 Floating 2.672 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2004-3 N/A 759950DY1 285849.040000 PA USD 273431.470000 0.0004075 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.152 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2007-2 N/A 75970QAD2 8029538.330000 PA USD 3498240.210000 0.0052138 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 3928439.960000 0.0058549 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 100365.300000 0.0001496 Long ABS-MBS CORP US N 2 2032-08-25 Floating 2.492 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AP5 1100000.000000 PA USD 1136305.780000 0.0016935 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 3792121.230000 0.0056518 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 1443867.240000 PA USD 1282862.330000 0.0019120 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 1261225.190000 PA USD 268064.330000 0.0003995 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.122 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2005-QA4 N/A 76110H4L0 1359360.120000 PA USD 1241675.960000 0.0018506 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.35803 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA4 N/A 748939AA3 13035078.860000 PA USD 12469734.450000 0.0185849 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.972 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA6 N/A 74922MAA9 3254988.630000 PA USD 3061383.210000 0.0045627 Long ABS-MBS CORP US N 2 2036-07-25 Floating 1.982 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA7 N/A 751152AA7 5437793.340000 PA USD 5121647.100000 0.0076333 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.982 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA8 N/A 74922QAA0 53903.930000 PA USD 51338.090000 0.0000765 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.982 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA8 N/A 74922QAB8 2571400.580000 PA USD 2452640.190000 0.0036554 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.972 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QO1 N/A 761118RJ9 1664018.790000 PA USD 1262237.130000 0.0018812 Long ABS-MBS CORP US N 2 2046-02-25 Floating 2.062 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS13 N/A 75115DAK1 1597945.620000 PA USD 1439954.340000 0.0021461 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 1826223.570000 PA USD 1645662.110000 0.0024527 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 888335.530000 PA USD 869230.280000 0.0012955 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 1497929.340000 PA USD 1139122.690000 0.0016977 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.192 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QS16 N/A 74922LAK9 1995861.000000 PA USD 1838438.060000 0.0027400 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 1796129.100000 PA USD 1711727.920000 0.0025512 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 4772109.550000 PA USD 4682909.280000 0.0069794 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.932 N N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QA2 N/A 74922PAA2 5463610.070000 PA USD 5438446.870000 0.0081055 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.922 N N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QA2 N/A 74922PAC8 2375541.560000 PA USD 2176549.100000 0.0032439 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.942 N N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QA4 N/A 74923YAB0 1774964.220000 PA USD 1561305.560000 0.0023270 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.002 N N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QS1 N/A 74922KAA3 9970.580000 PA USD 9432.690000 0.0000141 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 1851624.280000 PA USD 1801509.880000 0.0026850 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 263375.340000 PA USD 229782.790000 0.0003425 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.08406 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2005-QA9 N/A 761118FJ2 1528162.110000 PA USD 885140.070000 0.0013192 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.97732 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2005-QO2 N/A 761118HU5 322235.750000 PA USD 310905.780000 0.0004634 Long ABS-MBS CORP US N 2 2045-09-25 Floating 3.59948 N N N N N N RESIDENTIAL ACCREDIT LOANS INC 2006-QA2 N/A 761118TR9 825778.160000 PA USD 738577.310000 0.0011008 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.47076 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2007-QS9 N/A 75116FBH1 502778.190000 PA USD 477861.710000 0.0007122 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.5 Y N N N N N RESIDENTIAL ASSET MORTGAGE PROD 2006-NC2 N/A 75156TAC4 3540207.070000 PA USD 3545913.530000 0.0052848 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.082 N N N N N N RESIDENTIAL ASSET MORTGAGE PROD 2006-RS2 N/A 76112B2D1 18332037.730000 PA USD 18059414.660000 0.0269157 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.092 N N N N N N RESIDENTIAL ASSET MTGE PROD 2004-RS12 N/A 76112BGF1 1898380.170000 PA USD 1927617.500000 0.0028729 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.342 N N N N N N RESIDENTIAL ASSET MTGE PROD INC 2004-SL2 N/A 7609856D8 177271.070000 PA USD 198129.580000 0.0002953 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 1177023.590000 PA USD 1102549.780000 0.0016432 Long ABS-MBS CORP US N 2 2033-06-25 Floating 2.372 N N N N N N RESIDENTIAL ASSET SEC CORP 2004-KS6 N/A 76110WZX7 831162.610000 PA USD 826399.300000 0.0012317 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.617 N N N N N N RESIDENTIAL ASSET SEC CORP 2006-EMX3 N/A 76113ABZ3 356397.530000 PA USD 357166.640000 0.0005323 Long ABS-MBS CORP US N 2 2036-04-25 Floating 1.972 N N N N N N RESIDENTIAL ASSET SEC CORP 2006-EMX3 N/A 76113ACA7 4200000.000000 PA USD 4111571.100000 0.0061279 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.072 N N N N N N RESIDENTIAL ASSET SEC CORP 2006-EMX7 N/A 74924TAC8 727335.520000 PA USD 695406.870000 0.0010364 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.942 N N N N N N RESIDENTIAL ASSET SEC CORP 2006-EMX9 N/A 74924VAC3 3602070.890000 PA USD 3340597.280000 0.0049788 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.962 N N N N N N RESIDENTIAL ASSET SEC CORP 2006-EMX9 N/A 74924VAE9 9187215.560000 PA USD 8375627.040000 0.0124830 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.922 N N N N N N RESIDENTIAL ASSET SEC CORP 2007-KS4 N/A 74924NAC1 1560212.280000 PA USD 1556323.290000 0.0023195 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.062 N N N N N N RESIDENTIAL ASSET SEC TR 2004-R2 N/A 45660NW68 83087.180000 PA USD 84345.350000 0.0001257 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 480931.380000 PA USD 400404.370000 0.0005968 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 1319776.340000 PA USD 891879.770000 0.0013293 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 337103.280000 PA USD 338445.420000 0.0005044 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 2013501.250000 PA USD 1299152.280000 0.0019363 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 99872.770000 PA USD 87051.910000 0.0001297 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 1359435.420000 PA USD 694406.820000 0.0010349 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 283609.060000 PA USD 246404.850000 0.0003672 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 2038334.670000 PA USD 1227922.160000 0.0018301 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 158054.540000 PA USD 133811.520000 0.0001994 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 1183977.160000 PA USD 723750.910000 0.0010787 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 678755.350000 PA USD 463993.630000 0.0006915 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 2785745.350000 0.0041519 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.887 N N N N N N RESIDENTIAL ASSET SECURITIES 2005-EMX3 N/A 75405MAJ3 5000000.000000 PA USD 5016403.000000 0.0074764 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.382 N N N N N N RESIDENTIAL ASSET SECURITIES 2005-EMX4 N/A 76110W6A9 1725288.680000 PA USD 1731691.400000 0.0025809 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.452 N N N N N N RESIDENTIAL ASSET SECURITIES 2006-EMX1 N/A 75405KAD0 1364730.930000 PA USD 1365604.360000 0.0020353 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.202 N N N N N N RESIDENTIAL ASSET SECURITIES 2006-KS8 N/A 74924RAD0 2520361.000000 PA USD 2466544.490000 0.0036761 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.032 N N N N N N RESIDENTIAL FUNDING MORTGAGE SECURITIES 2005-S9 N/A 76111XE33 2763.370000 PA USD 2807.050000 0.0000042 Long ABS-MBS CORP US N 3 2035-12-25 Fixed 5.75 Y N N N N N RESIDENTIAL FUNDING MORTGAGE SECURITIES 2006-S6 N/A 74957VAQ2 1359058.820000 PA USD 1348198.720000 0.0020094 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 72837.860000 PA USD 75584.660000 0.0001127 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 363484.630000 PA USD 370701.800000 0.0005525 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 5936839.290000 PA USD 5620963.230000 0.0083775 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 1177420.750000 PA USD 1154718.310000 0.0017210 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 1979208.680000 PA USD 1845108.190000 0.0027499 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.66747 Y N N N N N RESIDENTIAL FUNDING MTGE SEC 2005-SA2 N/A 76111XVL4 150494.130000 PA USD 152773.540000 0.0002277 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.45519 N N N N N N RESIDENTIAL FUNDING MTGE SEC 2005-SA5 N/A 76111XZC0 80434.670000 PA USD 73048.020000 0.0001089 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.41179 Y N N N N N RESIDENTIAL FUNDING MTGE SEC 2007-S6 N/A 762009BA5 587477.260000 PA USD 548951.850000 0.0008182 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 2784632.060000 PA USD 2328680.860000 0.0034707 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.55298 Y N N N N N RESIDENTIAL FUNDING MTGE SEC 2007-SA3 N/A 74958TAB9 7442186.000000 PA USD 6745226.030000 0.0100531 Long ABS-MBS CORP US N 2 2037-07-27 Floating 5.21066 Y N N N N N RESIDENTIAL MORTGAGE LOAN TRUST 1998-1 N/A 76110NAA4 4542.820000 PA USD 4533.250000 0.0000068 Long ABS-MBS CORP US N 2 2029-09-25 Floating 3.292 N N N N N N RESIMAC BASTILLE TRUST SERIES 2018-1NC N/A 76118VAA8 227142.900000 PA USD 227609.170000 0.0003392 Long ABS-MBS CORP AU N 2 2059-12-05 Floating 2.55363 N N N N N N RESLOC UK PLC 2007-1X N/A B1XCHGII3 2664571.990000 PA 3263894.120000 0.0048645 Long ABS-MBS CORP GB N 2 2043-12-15 Floating 1.0175 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BF2 15956000.000000 PA USD 16606502.510000 0.0247503 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 9892017.050000 PA USD 11107993.250000 0.0165553 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 1470824.930000 PA USD 1651626.080000 0.0024616 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 25706436.250000 PA USD 30462384.020000 0.0454011 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 5016733.960000 PA USD 5944879.910000 0.0088602 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 2547286.500000 0.0037965 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 10341122.110000 PA 13122538.700000 0.0195578 Long ABS-MBS CORP GB N 2 2044-06-12 Floating 0.92863 N N N N N N RMAC SECURITIES PLC 2006-NS1X N/A B11W7VII2 1988677.450000 PA 2145792.750000 0.0031981 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 18393474.450000 PA 23042930.700000 0.0343431 Long ABS-MBS CORP GB N 2 2044-06-12 Floating 0.92863 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAK3 8889000.000000 PA USD 8998443.060000 0.0134113 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 4085251.220000 0.0060887 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 200779.460000 0.0002992 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 780677302.250000 PA 868351041.870000 1.2941888 Long ABS-MBS CORP IE N 2 2055-09-28 Floating 0.201 N N N N N N ROUNDSTONE SECURITIES NO 1 DAC 1A N/A ACI15B359 62548000.000000 PA 67947338.040000 0.1012686 Long ABS-MBS CORP IE N 2 2055-09-28 Floating 0.351 N N N N N N ROUNDSTONE SECURITIES NO 1 DAC 1A N/A ACI15B3W0 42646000.000000 PA 45693072.930000 0.0681009 Long ABS-MBS CORP IE N 2 2055-09-28 Floating 0.601 N N N N N N ROUNDSTONE SECURITIES NO 1 DAC 1A N/A ACI15B367 25587000.000000 PA 27292203.020000 0.0406762 Long ABS-MBS CORP IE N 2 2055-09-28 Floating 1.101 N N N N N N ROUNDSTONE SECURITIES NO 1 DAC 1A N/A ACI15B326 42646000.000000 PA 44601919.040000 0.0664746 Long ABS-MBS CORP IE N 2 2055-09-28 Floating 1.851 N N N N N N ROUNDSTONE SECURITIES NO 1 DAC 1A N/A ACI15B573 15864000.000000 PA 11594103.000000 0.0172798 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 117.180000 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 43058745.110000 0.0641747 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 14998.130000 0.0000224 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 63248289.880000 0.0942651 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 3590606.990000 0.0053514 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 21107546.850000 0.0314586 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 26800000.000000 PA USD 29026410.000000 0.0432609 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 31400000.000000 PA USD 32142767.000000 0.0479055 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 8707631.540000 0.0129778 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 910316.840000 0.0013567 Long DBT CORP GB N 2 2023-05-15 Floating 3.37988 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 20300000.000000 PA USD 22952846.430000 0.0342089 Long DBT CORP GB N 2 2029-05-18 Floating 4.892 N N N N N N AAMES MORTGAGE INVESTMENT TRUST 2005-4 N/A 00252FCV1 3100000.000000 PA USD 3053039.030000 0.0045502 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.572 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BH3 42300000.000000 PA USD 42963714.070000 0.0640330 Long DBT CORP GB N 2 2024-06-25 Floating 3.49663 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BJ9 37900000.000000 PA USD 40257051.790000 0.0599990 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 73093337.910000 0.1089382 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 6500000.000000 PA 7795431.510000 0.0116183 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 8260556.090000 0.0123115 Long DBT CORP GB N 2 2023-03-08 Floating 2 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAT6 800000.000000 PA USD 801243.970000 0.0011942 Long DBT CORP US N 2 2020-05-14 Fixed 2.5 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAU3 6284000.000000 PA USD 6312337.510000 0.0094079 Long DBT CORP US N 2 2021-05-14 Fixed 2.3 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAX7 300000.000000 PA USD 305988.340000 0.0004560 Long DBT CORP US N 2 2023-05-14 Fixed 2.85 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAQ2 300000.000000 PA USD 316632.680000 0.0004719 Long DBT CORP US N 2 2025-05-14 Fixed 3.6 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AE6 34235000.000000 PA USD 35191254.070000 0.0524490 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 19031.980000 PA USD 18864.900000 0.0000281 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.212 Y N N N N N SALOMON BROTHERS MTGE SEC VII 2002-1 N/A 79549AQP7 47279.610000 PA USD 47190.670000 0.0000703 Long ABS-MBS CORP US N 2 2032-05-25 Floating 2.292 N N N N N N SALOMON BROTHERS MTGE SEC VII 2003-UP2 N/A 79549AXP9 1804.830000 PA USD 1875.120000 0.0000028 Long ABS-MBS CORP US N 2 2033-06-25 Variable 7 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAL3 45724000.000000 PA USD 46669060.210000 0.0695555 Long DBT CORP US N 2 2022-11-06 Fixed 2.9 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAS5 3400000.000000 PA USD 3486134.550000 0.0051957 Long DBT CORP US N 2 2023-01-18 Fixed 3.4 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBC2 3400000.000000 PA USD 3578434.550000 0.0053333 Long DBT CORP US N 2 2023-11-14 Fixed 3.75 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST 2019-A N/A 80285JAC0 33334152.510000 PA USD 33555874.630000 0.0500116 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 7973224.070000 0.0118833 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 71078826.310000 0.1059358 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 10860858.000000 0.0161870 Long DBT CORP GB N 2 2020-10-16 Fixed 2.875 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBG3 97900000.000000 PA USD 98125060.350000 0.1462454 Long DBT CORP US N 2 2021-11-19 Fixed 2.15 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBJ7 42000000.000000 PA USD 42093743.160000 0.0627364 Long DBT CORP US N 2 2021-11-19 Floating 2.35463 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAT0 43600000.000000 PA USD 44508239.450000 0.0663350 Long DBT CORP GB N 2 2021-06-01 Fixed 3.4 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBL2 92400000.000000 PA USD 92902770.580000 0.1384621 Long DBT CORP US N 2 2022-11-21 Fixed 2.3 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAP8 200000.000000 PA USD 200255.620000 0.0002985 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 33512336.060000 0.0499467 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 18513189.830000 0.0275920 Long DBT CORP US N 2 2024-03-27 Fixed 5.875 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBQ1 96300000.000000 PA USD 96960074.870000 0.1445091 Long DBT CORP US N 2 2024-11-21 Fixed 2.6 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBU2 12700000.000000 PA USD 12909479.010000 0.0192403 Long DBT CORP US N 2 2026-11-21 Fixed 2.95 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2A2 10800000.000000 PA USD 10919839.280000 0.0162749 Long DBT CORP SA N 2 2022-04-16 Fixed 2.75 N N N N N N SAXON ASSET SECURITIES TRUST 2006-3 N/A 80556AAC1 10607930.170000 PA USD 10450281.480000 0.0155751 Long ABS-MBS CORP US N 2 2046-10-25 Floating 1.962 N N N N N N SBA PASS THRU POOLS N/A 83164FNB6 135.840000 PA USD 136.300000 0.0000002 Long ABS-MBS CORP US N 2 2025-03-25 Floating 2.75 N N N N N N SBA PASS THRU POOLS N/A 83164FSE5 9272.720000 PA USD 9303.420000 0.0000139 Long ABS-MBS CORP US N 2 2025-05-25 Floating 2.5 N N N N N N SBA TOWER TRUST N/A 78403DAK6 14900000.000000 PA USD 14965308.190000 0.0223043 Long DBT CORP US N 2 2046-07-15 Fixed 2.877 N N N N N N SBA TOWER TRUST N/A 78403DAJ9 2400000.000000 PA USD 2404384.080000 0.0035835 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 1037699.870000 0.0015466 Long DBT CORP AU N 2 2025-02-12 Fixed 3.5 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAS9 5400000.000000 PA USD 5423295.600000 0.0080829 Long DBT CORP NL N 2 2021-08-27 Floating 2.48863 N N N N N N SCHLUMBERGER OILFIELD UK PLC 529900TJX1R4UVNKM296 80685QAA4 1345000.000000 PA USD 1367979.370000 0.0020388 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 12891417.620000 PA USD 8178124.550000 0.0121887 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.042 N N N N N N SECURITIZED ASSET BACKED REC 2006-HE1 N/A 81376YAD3 2770982.590000 PA USD 1455209.770000 0.0021688 Long ABS-MBS CORP US N 2 2036-07-25 Floating 1.952 N N N N N N SECURITIZED ASSET BACKED REC 2006-HE1 N/A 81376YAE1 3562691.910000 PA USD 1908045.970000 0.0028437 Long ABS-MBS CORP US N 2 2036-07-25 Floating 2.032 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4 N/A 81375WFJ0 3258306.420000 PA USD 2652399.900000 0.0039531 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.752 Y N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-FR2 N/A 81376VAC1 11780353.020000 PA USD 8315473.180000 0.0123934 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.042 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-BR5 N/A 81379EAA0 699019.980000 PA USD 537414.390000 0.0008010 Long ABS-MBS CORP US N 2 2037-05-25 Floating 1.922 Y N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 N/A 81377JAB9 260961.220000 PA USD 82593.830000 0.0001231 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.852 Y N N N N N SECURITIZED ASSET SALES,INC.-1993-6 N/A 81375FDN0 37070.500000 PA USD 34343.980000 0.0000512 Long ABS-MBS CORP US N 2 2023-11-26 Floating 4.36148 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST 2018-2A N/A 81378TAB6 2722337.970000 PA USD 2726105.690000 0.0040630 Long ABS-O CORP CA N 2 2021-02-25 Fixed 3.06 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BB4 30290000.000000 PA USD 30306717.660000 0.0451691 Long DBT CORP US N 2 2021-03-15 Floating 2.34363 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851AU3 2800000.000000 PA USD 2977757.220000 0.0044380 Long DBT CORP US N 2 2023-12-01 Fixed 4.05 N N N N N N SENECA PARK CLO LTD 2014-1 N/A 817176AL4 9034612.850000 PA USD 9040535.400000 0.0134740 Long ABS-CBDO CORP KY N 2 2026-07-17 Floating 3.12213 N N N N N N SEQUOIA MORTGAGE TRUST 10 N/A 81743VAA1 535246.270000 PA USD 533112.460000 0.0007945 Long ABS-MBS CORP US N 2 2027-10-20 Floating 2.56463 N N N N N N SEQUOIA MORTGAGE TRUST 10 N/A 81743VAB9 33745.400000 PA USD 32978.960000 0.0000492 Long ABS-MBS CORP US N 2 2027-10-20 Floating 2.52463 N N N N N N SEQUOIA MORTGAGE TRUST 2003-2 N/A 81743PAP1 6846.270000 PA USD 6771.890000 0.0000101 Long ABS-MBS CORP US N 2 2033-06-20 Floating 2.42463 N N N N N N SEQUOIA MORTGAGE TRUST 2003-4 N/A 81743PBW5 137103.930000 PA USD 135275.610000 0.0002016 Long ABS-MBS CORP US N 2 2033-07-20 Floating 2.11463 N N N N N N SEQUOIA MORTGAGE TRUST 2003-5 2003-5 N/A 81743PCK0 204820.830000 PA USD 201612.860000 0.0003005 Long ABS-MBS CORP US N 2 2033-09-20 Floating 2.67675 N N N N N N ACCREDITED MORTGAGE LN TR 2004-4 N/A 004375CG4 729060.710000 PA USD 731696.700000 0.0010905 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.662 N N N N N N SEQUOIA MORTGAGE TRUST 2004-3 N/A 81744FAZ0 1030157.180000 PA USD 1019398.940000 0.0015193 Long ABS-MBS CORP US N 2 2034-05-20 Floating 2.4745 N N N N N N SEQUOIA MORTGAGE TRUST 2004-4 N/A 81744FBF3 331033.250000 PA USD 335112.180000 0.0004995 Long ABS-MBS CORP US N 2 2034-05-20 Floating 2.4945 N N N N N N ACCREDITED MORTGAGE LOAN TRUST 2003-1 N/A 004375AK7 1398884.190000 PA USD 1375286.550000 0.0020497 Long ABS-MBS CORP US N 2 2033-06-25 Variable 4.33 N N N N N N SEQUOIA MORTGAGE TRUST 2007-1 N/A 81744HAA1 1577599.270000 PA USD 1277687.870000 0.0019043 Long ABS-MBS CORP US N 2 2047-01-20 Floating 3.2779 Y N N N N N SEQUOIA MORTGAGE TRUST 2007-1 N/A 81744HAF0 2229402.970000 PA USD 1965869.930000 0.0029299 Long ABS-MBS CORP US N 2 2047-01-20 Floating 3.93933 Y N N N N N SEQUOIA MORTGAGE TRUST 2007-1 N/A 81744HAH6 3262619.300000 PA USD 2681904.710000 0.0039971 Long ABS-MBS CORP US N 2 2046-09-20 Floating 1.06849 Y N N N N N SEQUOIA MORTGAGE TRUST 2007-2 N/A 81744LAA2 1111131.600000 PA USD 1067232.350000 0.0015906 Long ABS-MBS CORP US N 2 2036-06-20 Floating 1.97463 N N N N N N ACCREDITED MORTGAGE LOAN TRUST 2003-2 N/A 004375AN1 1188886.330000 PA USD 1236387.930000 0.0018427 Long ABS-MBS CORP US N 2 2033-10-25 Variable 4.98 N N N N N N SEQUOIA MORTGAGE TRUST 2007-3 N/A 81744MAA0 43230.210000 PA USD 42228.700000 0.0000629 Long ABS-MBS CORP US N 2 2036-07-20 Floating 1.96463 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAU6 55700000.000000 PA USD 56503510.380000 0.0842127 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 11507257.330000 0.0171504 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 32000836.610000 0.0476940 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 13008940.030000 0.0193885 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 19591435.390000 0.0291990 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.942 N N N N N N SHINHAN BANK CO LTD 5493003P813VL21KG928 82460CAN4 18500000.000000 PA USD 19485470.400000 0.0290411 Long DBT CORP KR N 2 2029-04-23 Fixed 4 N N N N N N ACCREDITED MORTGAGE LOAN TRUST 2005-4 N/A 004375EJ6 291870.690000 PA USD 292123.630000 0.0004354 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.112 N N N N N N SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY 549300XK5HGW68R8K327 82481LAB5 11500000.000000 PA USD 11565354.620000 0.0172370 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 815136.980000 0.0012149 Long DBT CORP IE N 2 2023-09-23 Fixed 2.875 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ N V TAFO772JB70PDRN5VS48 82620KAK9 800000.000000 PA USD 796172.060000 0.0011866 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 8280116.380000 0.0123407 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 35022273.790000 0.0521971 Long DBT CORP US N 2 2024-09-13 Fixed 2 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DF1 44700000.000000 PA USD 43993442.300000 0.0655677 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 4888536.380000 0.0072859 Long DBT CORP US N 2 2027-12-01 Fixed 3.375 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 83051GAJ7 144100000.000000 PA USD 146540618.820000 0.2184039 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 152498502.000000 0.2272835 Long DBT CORP SE N 2 2021-05-17 Floating 2.33413 N N N N N N SL GREEN OPERATING PARTNERSHIP LP 2K1OXW4LY7IS2U150Y32 78444FAG1 2100000.000000 PA USD 2100445.520000 0.0031305 Long DBT CORP US N 2 2021-08-16 Floating 2.88413 N N N N N N ACE SECURITIES CORP 2002-HE3 N/A 004421BH5 849121.990000 PA USD 859728.970000 0.0012813 Long ABS-MBS CORP US N 2 2032-10-25 Floating 3.592 N N N N N N SL GREEN REALTY CORP 549300VQZPJU97H3GT17 75625AAD6 850000.000000 PA USD 895983.730000 0.0013354 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 193217.000000 PA USD 193137.760000 0.0002879 Long ABS-O CORP US N 2 2023-05-15 Floating 2.06988 N N N N N N ACE SECURITIES CORP 2003-HE1 N/A 004421DA8 1750632.450000 PA USD 1740779.020000 0.0025945 Long ABS-MBS CORP US N 2 2033-11-25 Floating 2.767 N N N N N N SLC STUDENT LOAN TRUST 2006-1 N/A 784427AE6 8644106.120000 PA USD 8580040.330000 0.0127877 Long ABS-O CORP US N 2 2027-03-15 Floating 2.00363 N N N N N N SLC STUDENT LOAN TRUST 2008-2 N/A 78444NAD1 3587730.760000 PA USD 3507634.670000 0.0052278 Long ABS-O CORP US N 2 2021-06-15 Floating 2.79363 N N N N N N SLM STUDENT LOAN TR 2003-2 N/A 99PFQNII6 3789.710000 PA 4254.360000 0.0000063 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 37538760.260000 PA USD 37507925.920000 0.0559017 Long ABS-O CORP US N 2 2027-12-15 Floating 2.36363 N N N N N N SLM STUDENT LOAN TRUST 2003-11 N/A 78442GJS6 22905033.090000 PA USD 22812327.260000 0.0339995 Long ABS-O CORP US N 2 2025-12-15 Floating 2.44363 N N N N N N SLM STUDENT LOAN TRUST 2003-5 N/A B010CSII5 2676327.200000 PA 2993273.920000 0.0044612 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 44948474.960000 PA USD 44597548.730000 0.0664681 Long ABS-O CORP US N 2 2027-01-25 Floating 2.05963 N N N N N N SLM STUDENT LOAN TRUST 2005-7 N/A 78442GQJ8 12262397.120000 PA USD 12068550.690000 0.0179869 Long ABS-O CORP US N 2 2029-10-25 Floating 2.08963 N N N N N N SLM STUDENT LOAN TRUST 2005-A N/A 78443CBU7 6398995.200000 PA USD 6384214.800000 0.0095150 Long ABS-O CORP US N 2 2023-06-15 Floating 2.09363 N N N N N N SLM STUDENT LOAN TRUST 2006-6 N/A 83149FAC8 104370.380000 PA USD 104314.650000 0.0001555 Long ABS-O CORP US N 2 2025-10-27 Floating 2.04963 N N N N N N SLM STUDENT LOAN TRUST 2007-7 N/A 78444EAD1 6843998.120000 PA USD 6651371.060000 0.0099132 Long ABS-O CORP US N 2 2022-01-25 Floating 2.26963 N N N N N N ACE SECURITIES CORP 2004-HE4 N/A 004421JJ3 287278.620000 PA USD 285606.310000 0.0004257 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.767 N N N N N N SLM STUDENT LOAN TRUST 2008-5 N/A 78444YAD7 931751.740000 PA USD 938528.560000 0.0013988 Long ABS-O CORP US N 2 2023-07-25 Floating 3.63963 N N N N N N SLM STUDENT LOAN TRUST 2008-7 N/A 78445FAD7 543752.290000 PA USD 536966.640000 0.0008003 Long ABS-O CORP US N 2 2023-07-25 Floating 2.83963 N N N N N N SLM STUDENT LOAN TRUST 2011-B N/A 83149UAC5 11337416.450000 PA USD 11414633.330000 0.0170123 Long ABS-O CORP US N 2 2042-06-16 Floating 3.98975 N N N N N N ACE SECURITIES CORP 2005-HE4 N/A 004421PT4 3118000.000000 PA USD 3141434.260000 0.0046820 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.767 N N N N N N SLOVENIA BROADBAND SARL (UNITED GROUP BV) 213800PC85O8BJ7DU398 ACI0W9828 20228000.000000 PA 23201831.660000 0.0345800 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 6689397.920000 0.0099699 Long DBT CORP NL N 2 2024-07-01 Fixed 4.875 N N N N N N SMALL BUSINESS ADMIN PART CERT 2000-20F N/A 83162CKU6 15564.570000 PA USD 15728.320000 0.0000234 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 37899.370000 0.0000565 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 18289.710000 0.0000273 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 65100.180000 PA USD 67445.980000 0.0001005 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 342875.650000 PA USD 360795.700000 0.0005377 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 18436.220000 0.0000275 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 116202.300000 PA USD 121652.610000 0.0001813 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 129048.550000 0.0001923 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 171556.630000 0.0002557 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 46939.500000 0.0000700 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 52295.770000 PA USD 55148.690000 0.0000822 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 38269.680000 PA USD 40827.410000 0.0000608 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 16735.010000 PA USD 16931.010000 0.0000252 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 16061.590000 0.0000239 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 40654.570000 0.0000606 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 92683.840000 0.0001381 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 34204.400000 0.0000510 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 36801.070000 0.0000548 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 372327.480000 0.0005549 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 62607.690000 PA USD 65270.460000 0.0000973 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 122564.920000 0.0001827 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 409409.840000 0.0006102 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 67895.160000 PA USD 73476.900000 0.0001095 Long ABS-O CORP US N 2 2027-11-01 Fixed 5.51 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20G N/A 83162CRX3 119108.760000 PA USD 128343.620000 0.0001913 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 109667.530000 0.0001634 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 251527.400000 0.0003749 Long ABS-O CORP US N 2 2028-09-01 Fixed 5.6 N N N N N N ACE SECURITIES CORP 2005-HE7 N/A 004421UC5 9606356.150000 PA USD 9677591.120000 0.0144235 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.452 N N N N N N SMALL BUSINESS ADMIN PASS THRU 2001-20K N/A 83162CLW1 156508.210000 PA USD 159676.550000 0.0002380 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 117645.480000 0.0001753 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 8691.090000 0.0000130 Long ABS-O CORP US N 2 2027-08-01 Fixed 5.78 N N N N N N ACE SECURITIES CORP 2005-SD3 N/A 004421TQ6 2720804.670000 PA USD 2689812.530000 0.0040089 Long ABS-MBS CORP US N 2 2045-08-25 Floating 2.492 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2018-A N/A 78449PAA7 3752481.860000 PA USD 3749663.370000 0.0055885 Long ABS-O CORP US N 2 2026-03-16 Floating 2.08975 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAA0 5700000.000000 PA USD 5740117.630000 0.0085551 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 1367858.100000 0.0020387 Long DBT CORP IE N 2 2023-07-15 Fixed 4.125 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368JKG4 500000.000000 PA USD 530887.500000 0.0007912 Long DBT CORP FR N 2 2021-09-13 Floating 7.375 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAL6 70250000.000000 PA USD 74610970.370000 0.1112001 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 3250828.780000 0.0048450 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 8781850.220000 0.0130885 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 2166884.940000 0.0032295 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 3262571.850000 0.0048625 Long DBT CORP US Y 2 2021-09-02 Floating 3.21615 N N N N N N SOCIETY OF LLOYDS 213800O2FTUPFGPH3J11 963WJCII1 8758000.000000 PA USD 8813573.190000 0.0131357 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 2174712.450000 0.0032412 Long DBT CORP US Y 2 2021-09-02 Floating 3.21615 N N N N N N ACE SECURITIES CORP 2006-FM2 N/A 00442CAD1 5177403.330000 PA USD 1805529.320000 0.0026910 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.952 Y N N N N N SOFI ALTERNATIVE TRUST 2018-A N/A 834012AA4 264864773.260000 PA USD 274696606.620000 0.4094073 Long ABS-O CORP US N 2 2050-05-16 Variable 4.49971 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC 2016-3 N/A 78471FAA0 2410834.830000 PA USD 2415101.040000 0.0035995 Long ABS-O CORP US N 2 2025-12-26 Fixed 3.05 N N N N N N ACE SECURITIES CORP 2006-FM2 N/A 00442CAE9 6652963.280000 PA USD 2355113.740000 0.0035101 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.012 Y N N N N N SOFI CONSUMER LOAN PROGRAM LLC 2019-2 N/A 83406CAA7 13982510.130000 PA USD 14089274.980000 0.0209986 Long ABS-O CORP US N 2 2028-04-25 Fixed 3.01 N N N N N N ACE SECURITIES CORP 2006-HE4 N/A 00442BAB7 11637.070000 PA USD 5979.780000 0.0000089 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.852 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM 2016-F LLC N/A 78471AAA1 3198036.550000 PA USD 3230173.620000 0.0048142 Long ABS-O CORP US N 2 2040-02-25 Floating 3.092 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM 2016-F LLC N/A 78471AAB9 5691861.960000 PA USD 5761480.830000 0.0085869 Long ABS-O CORP US N 2 2040-02-25 Fixed 3.02 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2018-B N/A 83404RAA6 7824983.660000 PA USD 7837714.130000 0.0116813 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 3410785.260000 PA USD 3369445.180000 0.0050218 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.952 N N N N N N ACE SECURITIES CORP 2006-NC3 N/A 00442EAF2 6033075.040000 PA USD 2128112.320000 0.0031717 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.902 N N N N N N ACE SECURITIES CORP 2006-NC3 N/A 00442EAH8 23260373.170000 PA USD 8394961.760000 0.0125118 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.992 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ2 N/A 83611XAB0 3914837.960000 PA USD 3123460.120000 0.0046552 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.902 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ2 N/A 83611XAC8 3737100.110000 PA USD 3000487.030000 0.0044719 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.952 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2 N/A 83611MML9 5000000.000000 PA USD 4905891.000000 0.0073117 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.072 N N N N N N ACE SECURITIES CORP 2006-SD1 N/A 004421XW8 2565956.760000 PA USD 2544347.300000 0.0037921 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.412 Y N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1 N/A 83612NAD7 9244515.990000 PA USD 3472536.950000 0.0051755 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.972 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1 N/A 83612NAE5 11928407.690000 PA USD 4572124.080000 0.0068143 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.052 N N N N N N ACE SECURITIES CORP 2006-SD2 N/A 00442MAB3 5008773.990000 PA USD 3608053.810000 0.0053774 Long ABS-MBS CORP US N 2 2045-12-25 Floating 2.342 Y N N N N N SOUNDVIEW HOME EQUITY LOAN TRUST 2007-OPT3 N/A 83612KAD3 2526591.950000 PA USD 2441348.780000 0.0036386 Long ABS-MBS CORP US N 2 2037-08-25 Floating 1.972 N N N N N N SOUNDVIEW HOME LOAN TRUST 2005-3 N/A 83611MFP8 1236887.580000 PA USD 1239876.770000 0.0018479 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.617 N N N N N N SOUTH CAROLINA STUDENT LOAN CORP 2008-1 N/A 83715AAH2 295374.480000 PA USD 295646.220000 0.0004406 Long ABS-O CORP US N 2 2024-09-03 Floating 2.90688 N N N N N N SOUTHBRIDGE ASSOCS LLC MASS FED LEASE BK N/A 841238AB4 10300000.000000 PA USD 10757320.000000 0.0160327 Long DBT MUN US N 2 2022-02-01 Fixed 7.59 N N N N N N ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC) 549300TPQQDBP9GNOF40 00507VAL3 6400000.000000 PA USD 6476306.940000 0.0096523 Long DBT CORP US N 2 2022-06-15 Fixed 2.6 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CP5 2500000.000000 PA USD 2609256.250000 0.0038888 Long DBT CORP US N 2 2025-06-15 Fixed 3.2 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FR9 2800000.000000 PA USD 2861275.030000 0.0042644 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 1002446.290000 0.0014940 Long DBT CORP US N 2 2020-06-15 Fixed 2.75 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CS4 13975000.000000 PA USD 14044746.010000 0.0209323 Long DBT CORP US N 2 2021-07-01 Fixed 2.35 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AV2 4800000.000000 PA USD 4801253.140000 0.0071558 Long DBT CORP US N 2 2020-12-20 Floating 2.458 N N N N N N SOUTHWEST AIRLINES CO 2007-1 PASS THROUGH TRUST N/A 84474YAB2 1724097.970000 PA USD 1815633.090000 0.0027060 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 288692277.390000 0.4302664 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 487974631.240000 0.7272765 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 119514661.450000 0.1781244 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 178448776.080000 0.2659597 Long DBT NUSS ES N 2 2035-07-30 Fixed 1.85 N N N N N N ADANI PORTS AND SPECIAL ECONOMIC ZONE 335800QOAXP5TM7OYP69 00652MAF9 57800000.000000 PA USD 58182725.010000 0.0867154 Long DBT CORP IN N 2 2024-07-24 Fixed 3.375 N N N N N N SPAIN GOVT 9598007A56S18711AH60 BFX170II2 42800000.000000 PA 63854289.410000 0.0951683 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 2321830.140000 PA USD 2328114.410000 0.0034698 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.767 N N N N N N SPECIALTY UNDERWRITING & RESID 2005-BC3 N/A 84751PGZ6 468348.290000 PA USD 470939.380000 0.0007019 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.542 N N N N N N SPECIALTY UNDERWRITING & RESID 2005-BC3 N/A 84751PHA0 18300000.000000 PA USD 17507836.920000 0.0260936 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.692 N N N N N N SPECIALTY UNDERWRITING & RESID 2006-AB1 N/A 84751PKW8 4182361.330000 PA USD 4112272.900000 0.0061289 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.392 N N N N N N SPECIALTY UNDERWRITING & RESID 2006-BC2 N/A 84751PLM9 31558439.830000 PA USD 17250019.940000 0.0257094 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.82482 Y N N N N N SPECIALTY UNDERWRITING & RESID 2006-BC2 N/A 84751PLP2 6736655.470000 PA USD 3680735.420000 0.0054858 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.82482 Y N N N N N SPECIALTY UNDERWRITING & RESID 2007-AB1 N/A 84752CAE7 3768991.170000 PA USD 1960981.230000 0.0029226 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.142 N N N N N N SPECIALTY UNDERWRNG & RES FIN 2006-BC5 N/A 84751NAD6 531758.580000 PA USD 373345.040000 0.0005564 Long ABS-MBS CORP US N 2 2037-11-25 Floating 1.892 N N N N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAJ8 5900000.000000 PA USD 5910842.370000 0.0088095 Long DBT CORP US N 2 2020-06-05 Floating 2.5915 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAJ9 13963000.000000 PA USD 14395157.220000 0.0214545 Long DBT CORP US N 2 2023-06-15 Fixed 3.95 N N N N N N ADANI RENEWABLE ENERGY RJ LTD/KODANGAL SOLAR PARKS PVT LTD/WARDHA SOLAR MAHARASH N/A 00654CAA0 4700000.000000 PA USD 4774025.000000 0.0071152 Long DBT CORP IN N 2 2039-10-15 Fixed 4.625 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAK6 6800000.000000 PA USD 7166501.440000 0.0106809 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 4437901.540000 PA USD 4635764.490000 0.0069091 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 8844243.760000 0.0131814 Long DBT CORP US N 2 2030-01-15 Fixed 3.4 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAM1 41090000.000000 PA USD 46842189.100000 0.0698135 Long DBT CORP US N 2 2025-03-15 Fixed 6.875 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAK5 35520000.000000 PA USD 38228400.000000 0.0569755 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 88009498.500000 0.1311692 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 4026040.000000 0.0060004 Long DBT CORP US N 2 2020-03-01 Fixed 7 N N N N N N SPRINT CORP (SPRINT COMMUNICATIONS INC) 549300JKU50UT08ZWD77 852061AS9 3100000.000000 PA USD 3256643.000000 0.0048537 Long DBT CORP US N 2 2022-11-15 Fixed 6 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2004-4 N/A 007036DM5 1199144.630000 PA USD 1209649.140000 0.0018029 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.73225 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2004-4 N/A 007036DW3 3832237.190000 PA USD 3642421.500000 0.0054287 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.942 Y N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAH8 200000.000000 PA USD 216167.000000 0.0003222 Long DBT CORP US N 2 2024-06-15 Fixed 7.125 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAE5 2000000.000000 PA USD 2118640.000000 0.0031576 Long DBT CORP US N 2 2021-09-15 Fixed 7.25 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAF2 1200000.000000 PA USD 1326498.000000 0.0019770 Long DBT CORP US N 2 2023-09-15 Fixed 7.875 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-10 N/A 007036TE6 370939.600000 PA USD 358880.500000 0.0005349 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.62367 Y N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAA8 3128125.000000 PA USD 3159875.470000 0.0047095 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 20494573.500000 0.0305451 Long DBT CORP US N 2 2029-09-20 Fixed 4.738 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-10 N/A 007036TH9 1611735.690000 PA USD 1559338.810000 0.0023240 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.62367 Y N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-10 N/A 007036TK2 1641325.530000 PA USD 1411799.610000 0.0021041 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.36716 Y 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 59669473.500000 0.0889313 Long DBT CORP US N 2 2029-09-20 Fixed 5.152 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-3 N/A 007036HW9 1119504.720000 PA USD 1123516.130000 0.0016745 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.85135 N N N N N N STADSHYPOTEK AB 549300UOX05QGUJJ5707 85235XAF2 1200000.000000 PA USD 1215630.800000 0.0018118 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 3691981.200000 0.0055025 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 78847195.640000 0.1175137 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 74618640.000000 0.1112115 Long DBT CORP GB N 2 2022-09-10 Floating 3.0905 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-3 N/A 007036JA5 672844.330000 PA USD 658164.410000 0.0009809 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.37577 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-5 N/A 007036LG9 1520393.300000 PA USD 1275015.500000 0.0019003 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.73831 Y N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-5 N/A 007036LJ3 132862.420000 PA USD 129316.810000 0.0001927 Long ABS-MBS CORP US N 2 2035-09-25 Floating 6.04889 Y N N N N N STANIFORD STREET CLO LTD 2014-1A N/A 854432AE1 805587.120000 PA USD 805633.630000 0.0012007 Long ABS-CBDO CORP KY N 2 2025-06-15 Floating 3.07363 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-6A N/A 007036PA8 18224.370000 PA USD 17305.600000 0.0000258 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.332 Y N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-7 N/A 007036MX1 3117210.170000 PA USD 2993775.190000 0.0044619 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.27206 Y N N N N N STATE OF RIO DE JANEIRO N/A 932RBYII0 19200000.000000 PA USD 19350960.770000 0.0288406 Long LON NUSS BR N 3 2020-12-20 Fixed 6.0244 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-8 N/A 007036QB5 1945925.030000 PA USD 1871491.650000 0.0027893 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.56081 Y N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-8 N/A 007036QH2 296982.350000 PA USD 270356.460000 0.0004029 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.14219 Y N N N N N STRUCTURED ADJ RATE MTG LN 2004-19 N/A 863579JG4 162767.170000 PA USD 159292.010000 0.0002374 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.63948 Y N N N N N STRUCTURED ADJ RATE MTG LN 2006-3 N/A 863579Y69 3388441.080000 PA USD 2752623.830000 0.0041025 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.02164 Y N N N N N STRUCTURED ADJ RATE MTG LN 2006-7 N/A 86361BAF4 4202032.720000 PA USD 3339753.340000 0.0049776 Long ABS-MBS CORP US N 2 2036-08-25 Floating 2.092 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2005-21 N/A 863579B49 280855.300000 PA USD 267327.480000 0.0003984 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.58379 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-1 N/A 863579P93 2681473.830000 PA USD 2529426.490000 0.0037699 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.06731 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-1 N/A 863579Q43 1605787.700000 PA USD 1500928.320000 0.0022370 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.01273 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-1 N/A 863579R42 2223718.850000 PA USD 1727833.990000 0.0025752 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.23889 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-2 N/A 863579V47 558061.950000 PA USD 521696.290000 0.0007775 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.41338 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-4 N/A 86360BAC2 3304836.390000 PA USD 3137264.000000 0.0046758 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.12267 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2006-4 N/A 86360BAP3 707842.540000 PA USD 684902.070000 0.0010208 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.39683 Y N N N N N STRUCTURED ADJUST RATE MTG LN 2004-13 N/A 863579BM9 1447673.000000 PA USD 1384858.470000 0.0020640 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 113477.320000 PA USD 113563.200000 0.0001693 Long ABS-MBS CORP US N 2 2036-06-25 Floating 3.78187 Y N N N N N ADJUSTABLE RATE MORTAGE TRUST 2006-3 N/A 00703QAE2 4822091.470000 PA USD 2597847.290000 0.0038718 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.912 N N N N N N STRUCTURED ADJUSTABLE RATE MTG LN 2004-1 N/A 86359BGG0 770274.150000 PA USD 783409.330000 0.0011676 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.38854 N N N N N N STRUCTURED ADJUSTABLE RT MTG LN 2004-18 N/A 863579FW3 31634.260000 PA USD 31932.280000 0.0000476 Long ABS-MBS CORP US N 2 2034-12-25 Floating 3.89013 N N N N N N STRUCTURED ADJUSTABLE RT MTG LN 2004-20 N/A 863579HD3 401942.850000 PA USD 406015.820000 0.0006051 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.84173 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-17 N/A 863579VM7 44461.100000 PA USD 45171.310000 0.0000673 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.24144 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-18 N/A 863579XK9 1015495.270000 PA USD 991885.610000 0.0014783 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.37438 Y N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-22 N/A 863579J90 2614971.810000 PA USD 2512052.010000 0.0037440 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.96674 Y N N N N N ADJUSTABLE RATE MORTGAGE TR 2005-4 N/A 007036KD7 562042.880000 PA USD 562828.840000 0.0008388 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.82618 Y N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2007-9 N/A 86364JAA5 618455.150000 PA USD 609177.950000 0.0009079 Long ABS-MBS CORP US N 2 2037-10-25 Floating 3.40688 Y N N N N N STRUCTURED ARM LOAN TRUST 2004-12 N/A 863579AQ1 9667.600000 PA USD 9894.800000 0.0000147 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.15942 N N N N N N STRUCTURED ARM LOAN TRUST 2004-12 N/A 863579AU2 182730.680000 PA USD 183726.420000 0.0002738 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.7466 N N N N N N ADJUSTABLE RATE MORTGAGE TRUST 2006-1 N/A 225470A94 177744.570000 PA USD 137001.340000 0.0002042 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.30593 Y N N N N N STRUCTURED ARM LOAN TRUST 2005-19XS N/A 863579YU6 690124.220000 PA USD 695978.540000 0.0010373 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.092 N N N N N N STRUCTURED ASSEET MTGE INV INC 2002-AR3 N/A 86358HNX3 1445847.660000 PA USD 1433483.640000 0.0021365 Long ABS-MBS CORP US N 2 2032-09-19 Floating 2.42388 N N N N N N STRUCTURED ASSET INVEST LN TR 2003-BC2 N/A 86358EAL0 763724.850000 PA USD 752499.930000 0.0011215 Long ABS-MBS CORP US N 2 2033-04-25 Floating 2.492 N N N N N N STRUCTURED ASSET INVEST LN TR 2003-BC2 N/A 86358EAN6 128940.230000 PA USD 129956.030000 0.0001937 Long ABS-MBS CORP US N 2 2033-04-25 Floating 3.172 N N N N N N STRUCTURED ASSET INVEST LN TR 2004-BNC2 N/A 86358ENH5 6195239.540000 PA USD 6218684.800000 0.0092683 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.992 N N N N N N STRUCTURED ASSET INVEST LN TR 2006-BNC3 N/A 86361KAC1 16262881.140000 PA USD 15849024.970000 0.0236214 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.942 N N N N N N STRUCTURED ASSET INVEST LN TRUST-2005-11 N/A 86358EZP4 5974571.600000 PA USD 5980609.500000 0.0089135 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.392 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11 N/A 86358EPQ3 35189647.820000 PA USD 35215223.660000 0.0524847 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.722 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11 N/A 86358EPS9 3957396.950000 PA USD 3535264.190000 0.0052690 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.917 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11 N/A 86358EPT7 4313436.240000 PA USD 2268003.050000 0.0033802 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.367 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11 N/A 86358EPU4 2858836.150000 PA USD 496641.590000 0.0007402 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.517 Y N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-BNC1 N/A 86358EKV7 267249.690000 PA USD 268104.090000 0.0003996 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.792 N N N N N N STRUCTURED ASSET INVST LN TR 2004-8 N/A 86358EMA1 354860.440000 PA USD 350056.660000 0.0005217 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.722 N N N N N N STRUCTURED ASSET INVST LN TR 2005-4 N/A 86358ESN7 9400000.000000 PA USD 9347258.480000 0.0139311 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.692 N N N N N N STRUCTURED ASSET INVST LN TR 2006-3 N/A 863587AE1 1402187.730000 PA USD 1373728.790000 0.0020474 Long ABS-MBS CORP US N 2 2036-06-25 Floating 1.942 N N N N N N STRUCTURED ASSET MORTGAGE INV 2005-AR4 N/A 86359LLZ0 2499852.760000 PA USD 2566293.850000 0.0038248 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.102 Y N N N N N STRUCTURED ASSET MORTGAGE INV 2005-AR4 N/A 86359LMB2 1903394.270000 PA USD 2028501.330000 0.0030233 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.63948 Y N N N N N STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2003-AR4 N/A 86359LAA7 197233.410000 PA USD 195629.880000 0.0002916 Long ABS-MBS CORP US N 2 2034-01-19 Floating 2.46388 N N N N N N STRUCTURED ASSET MTG INV INC 2003-AR1 N/A 86358HRX9 376140.630000 PA USD 371364.550000 0.0005535 Long ABS-MBS CORP US N 2 2033-10-19 Floating 2.60388 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR4 N/A 86360QAB1 1539931.460000 PA USD 1553677.500000 0.0023156 Long ABS-MBS CORP US N 2 2036-06-25 Floating 1.982 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPD5 1738875.360000 PA USD 1730112.650000 0.0025786 Long ABS-MBS CORP US N 2 2035-07-19 Floating 2.01388 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPF0 1281757.210000 PA USD 1277318.870000 0.0019037 Long ABS-MBS CORP US N 2 2035-07-19 Floating 2.01388 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR8 N/A 86359LRY7 10158694.660000 PA USD 10094938.690000 0.0150455 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 202109.210000 PA USD 200068.290000 0.0002982 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.022 Y N N N N N STRUCTURED ASSET MTG INV INC 2006-AR3 N/A 86360KAA6 702535.530000 PA USD 712391.400000 0.0010617 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.002 N N N N N N STRUCTURED ASSET MTG INV INC 2007-AR2 N/A 86363DAH4 1928445.970000 PA USD 1291626.830000 0.0019250 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.052 N N N N N N STRUCTURED ASSET MTG INV INC 2007-AR2 N/A 86363DAJ0 129173.660000 PA USD 78996.550000 0.0001177 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.132 Y N N N N N STRUCTURED ASSET MTGE INV 1998-2 N/A 073914C27 363.710000 PA USD 32.600000 0.0000000 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 12873.460000 PA USD 12516.900000 0.0000187 Long ABS-MBS CORP US N 2 2029-06-25 Floating 6.15761 N N N N N N STRUCTURED ASSET MTGE INVEST 2006-AR5 N/A 86360JAA9 114014.650000 PA USD 108743.600000 0.0001621 Long ABS-MBS CORP US N 2 2036-05-25 Floating 2.002 N N N N N N STRUCTURED ASSET MTGE INVEST 2006-AR5 N/A 86360JAB7 11196.900000 PA USD 22255.250000 0.0000332 Long ABS-MBS CORP US N 2 2046-05-25 Floating 2.052 Y N N N N N STRUCTURED ASSET MTGE INVEST 2006-AR5 N/A 86360JAN1 10537215.510000 PA USD 5809811.790000 0.0086589 Long ABS-MBS CORP US N 2 2046-05-25 Floating 2.012 N N N N N N STRUCTURED ASSET SEC CORP 1998-RF1 N/A 863572SK0 9525.020000 PA USD 9472.530000 0.0000141 Long ABS-MBS CORP US N 2 2027-04-15 Floating 5.04462 N N N N N N STRUCTURED ASSET SEC CORP 2003-24A N/A 86359AG98 24881.360000 PA USD 25640.060000 0.0000382 Long ABS-MBS CORP US N 2 2033-07-25 Floating 4.63533 N N N N N N STRUCTURED ASSET SEC CORP 2003-34A N/A 86359A5V1 90540.090000 PA USD 91871.080000 0.0001369 Long ABS-MBS CORP US N 2 2033-11-25 Floating 4.27137 N N N N N N STRUCTURED ASSET SEC CORP 2003-40A N/A 86359BEK3 1563648.010000 PA USD 1599419.590000 0.0023838 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.04274 N N N N N N STRUCTURED ASSET SEC CORP 2003-6A N/A 86359AMR1 757420.230000 PA USD 774701.380000 0.0011546 Long ABS-MBS CORP US N 2 2033-03-25 Floating 4.26307 N N N N N N STRUCTURED ASSET SEC CORP 2005-9XS N/A 86359DDS3 959895.620000 PA USD 954513.870000 0.0014226 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.092 N N N N N N STRUCTURED ASSET SEC CORP 2006-RF3 N/A 863592AD3 2765307.870000 PA USD 2327925.210000 0.0034695 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 4471166.250000 0.0066638 Long ABS-MBS CORP US N 2 2036-09-25 Floating 2.042 N N N N N N STRUCTURED ASSET SEC CORP 2007-GEL2 N/A 86363MAC5 3486000.000000 PA USD 3373669.230000 0.0050281 Long ABS-MBS CORP US N 2 2037-05-25 Floating 2.242 N N N N N N STRUCTURED ASSET SEC CORP 2007-WF2 N/A 86364LAA0 9872819.910000 PA USD 9927739.450000 0.0147963 Long ABS-MBS CORP US N 2 2037-08-25 Floating 2.792 N N N N N N STRUCTURED ASSET SECUR CORP 2005-GEL1 N/A 86359BX30 838480.520000 PA USD 840102.310000 0.0012521 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.342 N N N N N N STRUCTURED ASSET SECURITIES CORP 2004-11 N/A 86359BUE9 115592.480000 PA USD 115959.080000 0.0001728 Long ABS-MBS CORP US N 2 2034-06-25 Variable 5.24943 N N N N N N STRUCTURED ASSET SECURITIES CORP 2005-11H N/A 86359DDX2 1219620.510000 PA USD 1287195.780000 0.0019184 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.5 N N N N N N AEGIS ASSET BACKED SECURITIES TR 2005-5 N/A 00764MHE0 3300000.000000 PA USD 3212299.530000 0.0047876 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.222 N N N N N N STRUCTURED ASSET SECURITIES CORP 2006-ZA N/A 86362GAB1 2970985.490000 PA USD 1607129.640000 0.0023953 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.972 N N N N N N STRUCTURED ASSET SECURITIES CORPORATION 2006-AM1 N/A 86359XAE3 12913000.000000 PA USD 12516884.690000 0.0186551 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.062 N N N N N N STRUCTURED ASSET SECURITIES CP 2002-14A N/A 86358RR66 25762.360000 PA USD 24717.880000 0.0000368 Long ABS-MBS CORP US N 2 2032-07-25 Floating 3.99202 N N N N N N AEGIS ASSET BACKED SECURITIES TRUST 2005-2 N/A 00764MFD4 3500000.000000 PA USD 3227230.650000 0.0048099 Long ABS-MBS CORP US N 2 2035-06-25 Floating 2.272 N N N N N N SUDBURY MILL CLO LTD 2013-1A N/A 864662AM3 7105060.300000 PA USD 7109192.460000 0.0105955 Long ABS-CBDO CORP KY N 2 2026-01-17 Floating 3.15213 N N N N N N SUMITOMO MITSUI BANKING CORPORATION 5U0XI89JRFVHWIBS4F54 865622CN2 9000000.000000 PA USD 9013507.380000 0.0134337 Long DBT CORP JP N 2 2020-10-16 Floating 2.37088 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAB6 2299000.000000 PA USD 2325842.600000 0.0034664 Long DBT CORP JP N 2 2021-03-09 Fixed 2.934 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAD2 7000000.000000 PA USD 7116413.220000 0.0106063 Long DBT CORP JP N 2 2021-03-09 Floating 3.565 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBM1 52300000.000000 PA USD 53038857.270000 0.0790490 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 56330058.600000 0.0839542 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 10548749.950000 0.0157218 Long DBT CORP JP N 2 2021-10-19 Floating 3.10588 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAT7 4300000.000000 PA USD 4318986.560000 0.0064370 Long DBT CORP JP N 2 2022-10-18 Floating 2.74325 N N N N N N AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP) N/A 00108WAH3 7800000.000000 PA USD 8478327.780000 0.0126361 Long DBT CORP US N 2 2028-06-01 Fixed 3.95 N N N N N N SUNTORY HOLDINGS LIMITED 54930074QUY8RD0UZM08 86803UAC5 8000000.000000 PA USD 8042353.920000 0.0119863 Long DBT CORP JP N 2 2022-06-28 Fixed 2.55 N N N N N N SUNTORY HOLDINGS LIMITED 54930074QUY8RD0UZM08 86803UAD3 8300000.000000 PA USD 8251125.120000 0.0122975 Long DBT CORP JP N 2 2024-10-16 Fixed 2.25 N N N N N N SUNTRUST ADJR MRTG LN TR 2007-1 N/A 78473NAC7 453836.550000 PA USD 433083.920000 0.0006455 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.31108 Y N N N N N SUNTRUST ADJR MRTG LN TR 2007-2 N/A 78473TAG5 489655.800000 PA USD 409983.510000 0.0006110 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.66029 Y N N N N N SUNTRUST ADJR MRTG LN TR 2007-4 N/A 78473WAC7 704517.640000 PA USD 661415.600000 0.0009858 Long ABS-MBS CORP US N 2 2037-10-25 Floating 4.03861 N N N N N N SUNTRUST ADJR MRTG LN TR 2007-S1 N/A 855541AA6 3400298.190000 PA USD 3176860.180000 0.0047348 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.66062 Y N N N N N SUNTRUST ALTERNATIVE LN TRUST 2005-1F N/A 86789MAA5 4275463.780000 PA USD 3637985.720000 0.0054220 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.442 Y N N N N N SUNTRUST ALTERNATIVE LN TRUST 2005-1F N/A 86789MAF4 2810586.950000 PA USD 2737748.340000 0.0040803 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 645179.630000 PA USD 556057.740000 0.0008287 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6 Y N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86960BAT9 116750000.000000 PA USD 119056911.120000 0.1774422 Long DBT CORP SE N 2 2021-05-24 Fixed 3.35 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86960BAX0 21800000.000000 PA USD 23348252.570000 0.0347982 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 45656904.930000 0.0680470 Long DBT CORP SE N 2 2021-05-24 Floating 2.3795 N N N N N N SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED 549300MJAANHLHOVTO40 87124VAD1 2900000.000000 PA USD 3041115.160000 0.0045325 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 18626061.970000 PA USD 18631558.890000 0.0277684 Long ABS-CBDO CORP KY N 2 2025-10-15 Floating 3.03088 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAK1 36100000.000000 PA USD 39129417.420000 0.0583184 Long DBT CORP IE N 2 2024-01-16 Fixed 4.875 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAC9 13250000.000000 PA USD 13657293.210000 0.0203548 Long DBT CORP IE N 2 2025-01-15 Fixed 3.5 N N N N N N SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK) 549300UATVPGSLE43Z27 87166FAC7 17900000.000000 PA USD 18277543.580000 0.0272408 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 5516219.380000 0.0082214 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 4555045.170000 0.0067888 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 2892700.580000 0.0043113 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 1220502.470000 0.0018190 Long DBT CORP NL N 2 2021-04-23 Fixed 3.933 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAH7 17900000.000000 PA USD 18693404.610000 0.0278606 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 5030305.750000 0.0074972 Long DBT CORP NL N 2 2025-04-24 Fixed 4.892 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAR2 200000.000000 PA USD 206635.160000 0.0003080 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAC8 12000000.000000 PA USD 12929508.960000 0.0192701 Long DBT CORP NL N 2 2028-04-24 Fixed 5.182 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAL9 3900000.000000 PA USD 4185788.060000 0.0062385 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45 N N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 874060AQ9 21100000.000000 PA USD 21823881.500000 0.0325263 Long DBT CORP JP N 2 2021-11-26 Fixed 4 N N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 874060AT3 58300000.000000 PA USD 62600121.720000 0.0932991 Long DBT CORP JP N 2 2023-11-26 Fixed 4.4 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAF8 3700000.000000 PA USD 3819061.930000 0.0056919 Long DBT CORP IE N 2 2021-05-15 Fixed 4.5 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BB7 8535000.000000 PA USD 8659559.700000 0.0129062 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 770617.470000 0.0011485 Long ABS-MBS CORP IT N 2 2027-02-18 Floating 1.101 N N N N N N TBW MTGE BACKED P/T CERT 2007-2 N/A 872227AK9 1140574.430000 PA USD 761126.300000 0.0011344 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 4862683.170000 PA USD 2280869.740000 0.0033994 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 416600.590000 0.0006209 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 651513.350000 PA USD 337682.370000 0.0005033 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 2621736.130000 0.0039074 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 2698658.950000 0.0040221 Long DBT CORP ES N 2 2021-02-16 Fixed 5.462 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAN1 19100000.000000 PA USD 19293988.200000 0.0287557 Long DBT CORP IE N 2 2020-07-01 Fixed 4.25 N N N N N N TELOS CLO LTD 2014-6A N/A 87970UAU0 16867568.300000 PA USD 16878287.640000 0.0251554 Long ABS-CBDO CORP KY N 2 2027-01-17 Floating 3.27213 N N N N N N TELSTRA CORPORATION LIMITED PCTXNQGRJVR3OG33JG65 87969NAC9 2900000.000000 PA USD 3037588.930000 0.0045272 Long DBT CORP AU N 2 2021-10-12 Fixed 4.8 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAP6 1115000.000000 PA USD 1178056.090000 0.0017558 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 4225679.120000 0.0062979 Long DBT CORP IE N 2 2023-07-03 Fixed 4.125 N N N N N N TESCO PLC 2138002P5RNKC5W2JZ46 B1VVW5II0 8300000.000000 PA 13614685.410000 0.0202913 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 23079727.960000 PA 40161354.560000 0.0598564 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 8919119.880000 PA 15378825.930000 0.0229206 Long DBT CORP GB N 2 2040-04-13 Fixed 5.744 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAM7 29000000.000000 PA USD 29216475.430000 0.0435442 Long DBT CORP IE N 2 2024-08-14 Fixed 2.875 N N N N N N TESCO PROPERTY FINANCE 5 PLC 213800BN1HYPUZMXAF92 ACI01EQ39 8340867.360000 PA 14398754.110000 0.0214599 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 16601653.880000 PA 27962659.470000 0.0416755 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 23391390.730000 0.0348625 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 26390369.530000 0.0393322 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 15300000.000000 PA 16032320.100000 0.0238945 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 43926293.260000 PA 49203928.720000 0.0733334 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 9228173.500000 0.0137537 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 1658000.000000 PA USD 1608707.660000 0.0023976 Long DBT CORP NL N 2 2021-07-21 Fixed 2.2 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAQ4 17518000.000000 PA USD 17869888.270000 0.0266332 Long DBT CORP IE N 2 2020-10-30 Fixed 4.625 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203BZ3 13300000.000000 PA USD 13300563.650000 0.0198231 Long DBT CORP US N 2 2020-11-10 Floating 2.45063 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06416CAC2 4100000.000000 PA USD 4102053.650000 0.0061137 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 15500000.000000 PA USD 15731476.230000 0.0234462 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 778282.450000 0.0011600 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 252899.050000 PA USD 251610.550000 0.0003750 Long ABS-MBS CORP US N 2 2043-10-25 Floating 3.64525 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2003-6 N/A 885220EP4 413809.510000 PA USD 411858.320000 0.0006138 Long ABS-MBS CORP US N 2 2033-12-25 Floating 2.142 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAM3 400000.000000 PA USD 419404.540000 0.0006251 Long DBT CORP IE N 2 2021-10-01 Fixed 5 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2006-4 N/A 88522AAC5 56233557.810000 PA USD 54455362.740000 0.0811602 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.27278 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2006-5 N/A 88522RAA2 75735629.600000 PA USD 76237378.150000 0.1136240 Long ABS-MBS CORP US N 2 2046-10-25 Floating 4.13036 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-1 N/A 88522EAC7 13602934.070000 PA USD 12655946.770000 0.0188624 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.3015 Y N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-3 N/A 88522XAC5 14169975.600000 PA USD 13636160.030000 0.0203233 Long ABS-MBS CORP US N 2 2047-06-25 Floating 3.2515 Y N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-3 N/A 88522XAE1 15804102.400000 PA USD 14779362.820000 0.0220271 Long ABS-MBS CORP US N 2 2047-06-25 Floating 3.2515 Y N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-3 N/A 88522XAG6 2735.290000 PA USD 2536.690000 0.0000038 Long ABS-MBS CORP US N 2 2047-06-25 Floating 3.2515 Y N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-4 N/A 88522YAB5 4086068.440000 PA USD 4099774.340000 0.0061103 Long ABS-MBS CORP US N 2 2037-09-25 Floating 3.95975 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-5 N/A 88522TAA8 37951038.740000 PA USD 34061167.330000 0.0507647 Long ABS-MBS CORP US N 2 2047-09-25 Floating 4.07628 Y N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAG0 24500000.000000 PA USD 26338473.390000 0.0392548 Long DBT CORP IE N 2 2025-10-01 Fixed 4.45 N N N N N N TICP CLO II LTD 2018-IIA N/A 87249TAC8 18000000.000000 PA USD 17905753.440000 0.0266867 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 2.80588 N N N N N N TICP CLO III-2 LTD 2018-3R N/A 87249FAC8 11400000.000000 PA USD 11383121.840000 0.0169654 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 2.80588 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAW8 3500000.000000 PA USD 3506623.930000 0.0052263 Long DBT CORP US N 2 2020-02-01 Fixed 5 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAA1 124985000.000000 PA USD 129975651.050000 0.1937155 Long DBT MUN US N 2 2047-06-01 Fixed 7.467 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 891160NR0 28000000.000000 PA USD 28356800.640000 0.0422629 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 40283947.920000 0.0600391 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 45474967.570000 0.0677758 Long DBT CORP CA N 2 2021-10-22 Fixed 3.35 N N N N N N TOTAL CAPITAL INTERNATIONAL 549300U37G2I8G4RUG09 89153VAL3 5000000.000000 PA USD 5354452.900000 0.0079803 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 15986482.140000 0.0238262 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 21958848.320000 0.0327274 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 59825529.820000 0.0891639 Long LON CORP US N 3 2021-03-29 Floating 2.9344 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TFD2 32500000.000000 PA USD 32606284.430000 0.0485963 Long DBT CORP US N 2 2022-05-17 Floating 2.30413 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 933NLFII8 23800000.000000 PA USD 23793498.790000 0.0354618 Long LON CORP US N 3 2020-09-28 Floating 2.5246 N N N N N N TOYOTA MOTOR FINANCE (NETHERLANDS) BV 724500OPA8GZSQUNSR96 ACI1CWN95 46200000.000000 PA USD 46701125.390000 0.0696033 Long DBT CORP NL N 2 2021-04-26 Fixed 2.764 N N N N N N TOYOTA TSUSHO CORPORATION 549300CEE2ENIUJNXB84 ACI14XK12 7090000.000000 PA USD 7405625.100000 0.0110373 Long DBT CORP JP N 2 2023-09-13 Fixed 3.625 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2019-FL3 N/A 87276VAA3 61100000.000000 PA USD 61145715.020000 0.0911315 Long ABS-O CORP KY N 2 2034-10-15 Floating 2.88975 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 893526BY8 1200000.000000 PA USD 1287718.130000 0.0019192 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 1899843.010000 0.0028315 Long DBT CORP CA N 2 2023-10-16 Fixed 3.75 N N N N N N AGL CAPITAL CORP E8CD46SWUD2TSN8PA636 001192AJ2 3100000.000000 PA USD 3163716.970000 0.0047152 Long DBT CORP US N 2 2021-09-15 Fixed 3.5 N N N N N N TRIAXX PRIME CDO 2007-1A N/A 896006AB9 4604271.700000 PA USD 2252409.720000 0.0033570 Long ABS-CBDO CORP KY N 2 2039-10-02 Floating 2.04088 N N N N N N TRIAXX PRIME CDO 2007-1A N/A 896006AA1 23539216.050000 PA USD 11515384.490000 0.0171625 Long ABS-CBDO CORP KY N 2 2039-10-02 Floating 2.04088 N N N N N N TRINITY SQUARE 2015-1A N/A ACI0JGC63 9012818.810000 PA 12031160.730000 0.0179312 Long ABS-MBS CORP GB N 2 2051-07-15 Floating 1.935 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 00131LAG0 9800000.000000 PA USD 9808402.030000 0.0146184 Long DBT CORP HK N 2 2021-09-20 Floating 2.428 N N N N N N AIB GROUP PLC (AKA: ALLIED IRISH BANKS) 635400AKJBGNS5WNQL34 00135TAA2 1100000.000000 PA USD 1181502.310000 0.0017609 Long DBT CORP IE N 2 2023-10-12 Fixed 4.75 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 300000.000000 PA USD 324000.000000 0.0004829 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 67981093.800000 0.1013189 Long DBT CORP CH N 2 2020-12-01 Floating 2.38688 N N N N N N AIG GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAK4 10800000.000000 PA USD 10858684.610000 0.0161838 Long DBT CORP US N 2 2022-07-01 Fixed 2.3 N N N N N N UBS AG/STAMFORD CT BRANCH BFM8T61CT2L1QCEMIK50 90261AAB8 35249000.000000 PA USD 39750473.550000 0.0592440 Long DBT CORP CH N 2 2022-08-17 Fixed 7.625 N N N N N N AIG GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAG3 13000000.000000 PA USD 13287213.940000 0.0198032 Long DBT CORP US N 2 2021-06-25 Fixed 3.35 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAG2 17300000.000000 PA USD 17711755.220000 0.0263976 Long DBT CORP CH N 2 2022-02-01 Floating 3.43913 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAE7 167400000.000000 PA USD 170581848.800000 0.2542349 Long DBT CORP CH N 2 2021-04-14 Floating 3.76613 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 BYY97DII5 1300000.000000 PA USD 1355575.000000 0.0020203 Long DBT CORP CH N 2 2021-03-22 Floating 6.875 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAH0 13400000.000000 PA USD 13536517.460000 0.0201748 Long DBT CORP CH N 2 2022-02-01 Fixed 2.65 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAC7 6200000.000000 PA USD 6777894.500000 0.0101018 Long DBT CORP CH N 2 2028-03-23 Fixed 4.253 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAD9 126455000.000000 PA USD 128146250.900000 0.1909889 Long DBT CORP CH N 2 2021-04-15 Fixed 3 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAF4 39400000.000000 PA USD 42842240.490000 0.0638520 Long DBT CORP CH N 2 2026-04-15 Fixed 4.125 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAA5 19999000.000000 PA USD 20140943.900000 0.0300180 Long DBT CORP CH N 2 2020-09-24 Fixed 2.95 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 9800000.000000 PA USD 10659427.860000 0.0158868 Long DBT CORP CH N 2 2025-09-24 Fixed 4.125 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 G91703AB7 15000000.000000 PA USD 16315450.800000 0.0243165 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 5588977.000000 0.0083298 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 1502549.190000 0.0022394 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 3455233.920000 0.0051497 Long DBT CORP US N 2 2025-10-01 Fixed 4 N N N N N N AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST N/A 009090AA9 1794092.190000 PA USD 1876178.730000 0.0027963 Long DBT CORP CA N 2 2028-09-15 Fixed 3.6 N N N N N N UMBS PASS THRU POOLS N/A 01F030413 166000000.000000 PA USD 170086458.520000 0.2534965 Long ABS-MBS USGSE US N 2 2035-01-16 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F030421 580800000.000000 PA USD 594734681.380000 0.8863915 Long ABS-MBS USGSE US N 2 2035-02-18 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032419 1061800000.000000 PA USD 1100503278.930000 1.6401881 Long ABS-MBS USGSE US N 2 2035-01-16 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F032427 234000000.000000 PA USD 242492884.920000 0.3614109 Long ABS-MBS USGSE US N 2 2035-02-18 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040412 -19000000.000000 PA USD -19819697.620000 -0.0295392 Short ABS-MBS USGSE US N 2 2035-01-16 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F042418 6950000.000000 PA USD 7168732.550000 0.0106843 Long ABS-MBS USGSE US N 2 2035-01-16 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030629 5669430000.000000 PA USD 5742940509.710000 8.5592680 Long ABS-MBS USGSE US N 2 2050-02-12 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F030637 105000000.000000 PA USD 106267106.400000 0.1583803 Long ABS-MBS USGSE US N 2 2050-03-12 Fixed 3 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBE3 3900000.000000 PA USD 4007667.770000 0.0059730 Long DBT CORP US N 2 2022-01-15 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F032617 1273950000.000000 PA USD 1309911888.670000 1.9522903 Long ABS-MBS USGSE US N 2 2050-01-14 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F032625 582800000.000000 PA USD 599115066.380000 0.8929200 Long ABS-MBS USGSE US N 2 2050-02-12 Fixed 3.5 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAQ7 5164000.000000 PA USD 5317484.560000 0.0079252 Long DBT CORP US N 2 2022-02-01 Fixed 3.75 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAA0 28400000.000000 PA USD 30464309.380000 0.0454040 Long DBT CORP US N 2 2024-02-01 Fixed 4.25 N N N N N N UMBS PASS THRU POOLS N/A 01F040610 3890688000.000000 PA USD 4046039553.500000 6.0302099 Long ABS-MBS USGSE US N 2 2050-01-14 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F040610 -4590380000.000000 PA USD -4773669604.350000 -7.1146684 Short ABS-MBS USGSE US N 2 2050-01-14 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F040628 506000000.000000 PA USD 526421532.560000 0.7845777 Long ABS-MBS USGSE US N 2 2050-02-12 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F040628 -4502688000.000000 PA USD -4684410904.350000 -6.9816374 Short ABS-MBS USGSE US N 2 2050-02-12 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F040636 -506000000.000000 PA USD -526342470.060000 -0.7844598 Short ABS-MBS USGSE US N 2 2050-03-12 Fixed 4 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAZ7 13350000.000000 PA USD 13412154.130000 0.0199894 Long DBT CORP US N 2 2021-03-01 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F042616 341000000.000000 PA USD 359017536.350000 0.5350791 Long ABS-MBS USGSE US N 2 2050-01-14 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F042616 -421900000.000000 PA USD -444192077.970000 -0.6620231 Short ABS-MBS USGSE US N 2 2050-01-14 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F042624 -979055000.000000 PA USD -1031359339.190000 -1.5371361 Short ABS-MBS USGSE US N 2 2050-02-12 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F052615 177000000.000000 PA USD 190586017.320000 0.2840490 Long ABS-MBS USGSE US N 2 2050-01-14 Fixed 5.5 N N N N N N UMBS PASS THRU POOLS N/A 01F060618 70500000.000000 PA USD 77724975.360000 0.1158412 Long ABS-MBS USGSE US N 2 2050-01-14 Fixed 6 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AJ8 21050000.000000 PA USD 22606245.020000 0.0336923 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 49494979.170000 0.0737672 Long DBT CORP IT N 2 2022-01-14 Floating 5.90088 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 342100000.000000 PA USD 399176743.990000 0.5949323 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAN1 2500000.000000 PA USD 2659344.380000 0.0039635 Long DBT CORP BM N 2 2022-02-15 Fixed 5.5 N N N N N N UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST N/A 90931LAA6 1699484.900000 PA USD 1746139.500000 0.0026024 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 6808749.360000 PA USD 7359016.140000 0.0109679 Long DBT CORP US N 2 2033-02-25 Fixed 4.15 N N N N N N UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST N/A 90932JAA0 700000.000000 PA USD 703512.600000 0.0010485 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N UNITED OVERSEAS BANK LIMITED IO66REGK3RCBAMA8HR66 91127KAA0 14200000.000000 PA USD 14412591.470000 0.0214805 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 26288138.110000 0.0391798 Long DBT CORP SG N 2 2021-04-23 Floating 2.414 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796TB5 755000.000000 PA USD 754591.150000 0.0011246 Long DBT UST US N 2 2020-01-16 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796TC3 1139000.000000 PA USD 1138026.630000 0.0016961 Long DBT UST US N 2 2020-01-23 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796TE9 12139000.000000 PA USD 12121474.330000 0.0180658 Long DBT UST US N 2 2020-02-06 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828B25 83049876.000000 PA USD 84820260.170000 0.1264160 Long DBT UST US N 2 2024-01-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828H45 77251572.000000 PA USD 77952293.200000 0.1161800 Long DBT UST US N 2 2025-01-15 Fixed 0.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810FR4 34131250.000000 PA USD 38045516.980000 0.0567030 Long DBT UST US N 2 2025-01-15 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828N71 627053458.500000 PA USD 646411401.390000 0.9634104 Long DBT UST US N 2 2026-01-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828V49 317005546.000000 PA USD 321899195.480000 0.4797580 Long DBT UST US N 2 2027-01-15 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128285W6 1412879042.200000 PA USD 1500826721.740000 2.2368294 Long DBT UST US N 2 2029-01-15 Fixed 0.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810PZ5 3440068.100000 PA USD 4147112.250000 0.0061808 Long DBT UST US N 2 2029-01-15 Fixed 2.5 N N N N N N ALBA PLC 2015-1 N/A ACI0CCZX5 339089.060000 PA 449978.450000 0.0006706 Long ABS-MBS CORP GB N 2 2049-04-24 Floating 1.95688 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QF8 29766250.000000 PA USD 38930090.700000 0.0580213 Long DBT UST US N 2 2040-02-15 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QP6 23502800.000000 PA USD 30976767.020000 0.0461677 Long DBT UST US N 2 2041-02-15 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QV3 118673380.000000 PA USD 123350268.240000 0.1838410 Long DBT UST US N 2 2042-02-15 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RF7 159988986.900000 PA USD 188818851.950000 0.2814153 Long DBT UST US N 2 2044-02-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RL4 35299055.000000 PA USD 36638481.520000 0.0546059 Long DBT UST US N 2 2045-02-15 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RR1 92470554.000000 PA USD 101779386.200000 0.1516918 Long DBT UST US N 2 2046-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RW0 172290804.900000 PA USD 184792720.180000 0.2754147 Long DBT UST US N 2 2047-02-15 Fixed 0.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SB5 469907705.200000 PA USD 520445733.800000 0.7756714 Long DBT UST US N 2 2048-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SG4 137234771.100000 PA USD 152640924.910000 0.2274958 Long DBT UST US N 2 2049-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828Q60 373196334.000000 PA USD 372442783.430000 0.5550880 Long DBT UST US N 2 2021-04-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828X39 200632824.000000 PA USD 200353007.420000 0.2986058 Long DBT UST US N 2 2022-04-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128284H0 68410381.500000 PA USD 69477289.290000 0.1035488 Long DBT UST US N 2 2023-04-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828TE0 42636948.000000 PA USD 42818927.610000 0.0638173 Long DBT UST US N 2 2022-07-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828VM9 62147646.000000 PA USD 63014282.490000 0.0939164 Long DBT UST US N 2 2023-07-15 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828XL9 110906418.000000 PA USD 113188528.270000 0.1686960 Long DBT UST US N 2 2025-07-15 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828S50 48849255.000000 PA USD 49015284.820000 0.0730523 Long DBT UST US N 2 2026-07-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128282L3 198833670.000000 PA USD 202873383.620000 0.3023621 Long DBT UST US N 2 2027-07-15 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828Y38 825425126.400000 PA USD 868634976.170000 1.2946120 Long DBT UST US N 2 2028-07-15 Fixed 0.75 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AM1 1500000.000000 PA USD 1597994.490000 0.0023816 Long DBT CORP US N 2 2024-01-15 Fixed 4 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AK5 600000.000000 PA USD 644447.900000 0.0009605 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QZ4 79700000.000000 PA USD 90315381.680000 0.1346059 Long DBT UST US N 2 2043-02-15 Fixed 3.125 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AD1 26300000.000000 PA USD 27628924.010000 0.0411781 Long DBT CORP US N 2 2023-06-15 Fixed 3.9 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QW1 41700000.000000 PA USD 46355376.320000 0.0690880 Long DBT UST US N 2 2042-05-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RB6 412260000.000000 PA USD 448780938.460000 0.6688623 Long DBT UST US N 2 2043-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RM2 782800000.000000 PA USD 873164114.910000 1.3013622 Long DBT UST US N 2 2045-05-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SH2 325100000.000000 PA USD 358031544.170000 0.5336096 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 403274438.990000 0.6010395 Long DBT UST US N 2 2024-06-30 Fixed 1.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RC4 200000000.000000 PA USD 245058266.000000 0.3652344 Long DBT UST US N 2 2043-08-15 Fixed 3.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RN0 226250000.000000 PA USD 247110652.730000 0.3682933 Long DBT UST US N 2 2045-08-15 Fixed 2.875 N N N N N N ALLEGRO CLO I LTD 2013-1A N/A 01749GAJ7 3106930.120000 PA USD 3108372.890000 0.0046327 Long ABS-CBDO CORP KY N 2 2026-01-30 Floating 3.1555 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QY7 764500000.000000 PA USD 815188544.120000 1.2149555 Long DBT UST US N 2 2042-11-15 Fixed 2.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RP5 93500000.000000 PA USD 104509297.750000 0.1557605 Long DBT UST US N 2 2045-11-15 Fixed 3 N N N N N N ALLERGAN FINANCE LLC 2549006TBOV0H6GV7T12 942683AF0 10751000.000000 PA USD 10986540.860000 0.0163743 Long DBT CORP US N 2 2022-10-01 Fixed 3.25 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017DA4 3170000.000000 PA USD 3246058.290000 0.0048379 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 2900388.720000 0.0043227 Long DBT CORP US N 2 2021-08-16 Floating 2.55413 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017DB2 21700000.000000 PA USD 22873122.830000 0.0340901 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 5894956.800000 0.0087858 Long DBT MUN US N 2 2112-05-15 Fixed 4.858 N N N N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 00507UAR2 35672000.000000 PA USD 36487482.250000 0.0543809 Long DBT CORP LU N 2 2022-03-15 Fixed 3.45 N N N N N N US AIRWAYS 2012-2 CLASS A PASS THROUGH TRUST N/A 90345WAD6 1652277.150000 PA USD 1785094.620000 0.0026605 Long DBT CORP US N 2 2026-12-03 Fixed 4.625 N N N N N N US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST N/A 90346WAA1 521887.920000 PA USD 549305.620000 0.0008187 Long DBT CORP US N 2 2027-05-15 Fixed 3.95 N N N N N N US BANK NA/CINCINNATI BRANCH 6BYL5QZYBDK8S7L73M02 90331HNP4 38500000.000000 PA USD 39115435.210000 0.0582976 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 58655337.980000 0.0874198 Long DBT CORP US N 2 2021-04-26 Floating 2.25563 N N N N N N US BANK NA/CINCINNATI BRANCH 6BYL5QZYBDK8S7L73M02 90331HNV1 76500000.000000 PA USD 79914400.790000 0.1191043 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 52453114.840000 PA USD 52080697.720000 0.0776210 Long ABS-O MUN US N 2 2057-01-25 Floating 2.542 N N N N N N ALLERGAN INC 6T6CAG8O6TSUTMO6BA21 018490AN2 1000000.000000 PA USD 1008570.190000 0.0015032 Long DBT CORP US N 2 2020-09-15 Fixed 3.375 N N N N N N ALLERGAN SALES LLC 254900TUPGX2F5Y3AU71 345838AE6 1100000.000000 PA USD 1132143.760000 0.0016873 Long DBT CORP US N 2 2021-02-15 Fixed 4.875 N N N N N N VB-S1 ISSUER LLC 2016-1A N/A 91823AAA9 9600000.000000 PA USD 9660746.880000 0.0143984 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 560493.290000 PA USD 636750.200000 0.0009490 Long ABS-MBS CORP US N 2 2030-01-15 Variable 6.22386 N N N N N N VENDEE MORTGAGE TRUST-1993-2 N/A 911760CM6 2290210.150000 PA USD 4.580000 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 2043946.200000 PA USD 2212704.000000 0.0032978 Long ABS-MBS CORP US N 2 2024-09-15 Fixed 6.5 N N N N N N ALLERGAN SALES LLC 254900TUPGX2F5Y3AU71 345838AA4 9000000.000000 PA USD 9413323.650000 0.0140296 Long DBT CORP US N 2 2021-12-15 Fixed 5 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAG2 5000000.000000 PA USD 5355129.250000 0.0079813 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 33305216.110000 0.0496380 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 31006438.200000 PA USD 30955586.400000 0.0461361 Long ABS-CBDO CORP KY N 2 2026-02-28 Floating 2.71375 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAA7 4500000.000000 PA USD 4984084.260000 0.0074283 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 946140.630000 0.0014101 Long DBT CORP US N 2 2027-08-15 Fixed 3.95 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAD1 6600000.000000 PA USD 7225422.400000 0.0107688 Long DBT CORP US N 2 2025-11-01 Fixed 4.625 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAE9 13200000.000000 PA USD 12977643.490000 0.0193419 Long DBT CORP US N 2 2029-12-15 Fixed 3.1 N N N N N N VERIFONE SYSTEMS INC N/A 92346NAB5 9306000.000000 PA USD 9212940.000000 0.0137309 Long LON CORP US N 2 2025-08-20 Floating 5.8985 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEN0 246447000.000000 PA USD 260957000.870000 0.3889298 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 4608340.540000 0.0068683 Long DBT CORP US N 2 2020-05-22 Floating 2.44875 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 931FXZII0 9700000.000000 PA 13642238.710000 0.0203324 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 11481779.470000 0.0171124 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 11601.480000 0.0000173 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 4827290.590000 0.0071946 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 5198709.680000 0.0077481 Long DBT CORP US N 2 2022-08-21 Fixed 2.95 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NAE0 22806000.000000 PA USD 23016955.500000 0.0343044 Long DBT CORP US N 2 2020-03-15 Fixed 8 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBH2 30700000.000000 PA USD 32469438.400000 0.0483924 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 18336298.580000 0.0273284 Long DBT CORP GB N 2 2024-01-16 Floating 2.99088 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2018-2 N/A 92869BAB8 9141461.020000 PA USD 9167280.160000 0.0136629 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 37788501.230000 0.0563199 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 10437672.290000 0.0155563 Long DBT CORP DE N 2 2021-06-15 Floating 0.025 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 ACI17VZN9 14000000.000000 PA 17174994.170000 0.0255976 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 41020919.260000 0.0611375 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 5736278.240000 0.0085493 Long DBT CORP DE N 2 2022-08-01 Floating 1.069 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 ACI134XC9 17800000.000000 PA 20183044.520000 0.0300808 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 14540644.010000 0.0216713 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 6638658.160000 0.0098942 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 12157608.200000 0.0181197 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 14629144.250000 0.0218032 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 13500000.000000 PA USD 13597865.150000 0.0202662 Long DBT CORP US N 2 2021-09-24 Floating 2.79475 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AZ5 18600000.000000 PA USD 18814917.420000 0.0280417 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 41455008.500000 0.0617845 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 6668853.430000 0.0099392 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 928668AN2 4400000.000000 PA USD 4472217.160000 0.0066654 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 124014735.650000 0.1848313 Long DBT CORP US N 2 2020-11-13 Floating 2.67463 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AP7 63700000.000000 PA USD 65885279.460000 0.0981953 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 98100000.000000 PA USD 98983881.980000 0.1475254 Long DBT CORP US N 2 2021-11-12 Floating 2.84063 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AR3 123600000.000000 PA USD 131703108.470000 0.1962901 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 39096002.120000 0.0582686 Long DBT CORP US N 2 2028-11-13 Fixed 4.75 N N N N N N VOLKSWAGEN INTERNATIONAL FINANCE NV 5299004PWNHKYTR23649 928670AB4 2012000.000000 PA USD 2035904.790000 0.0030343 Long DBT CORP NL N 2 2020-08-12 Fixed 4 N N N N N N VOLKSWAGEN INTERNATIONAL FINANCE NV 5299004PWNHKYTR23649 ACI16BV24 16500000.000000 PA 19021444.100000 0.0283495 Long DBT CORP NL N 2 2024-11-16 Floating 1.151 N N N N N N VOLKSWAGEN LEASING GESELLSCHAFT MIT BESCHRAENKTER HAFTUNG 5299004GLEUX88BSNB74 ACI07KK35 6700000.000000 PA 8149305.330000 0.0121457 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 23534445.490000 0.0350757 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 10010504.720000 0.0149196 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 32892758.750000 0.0490233 Long DBT CORP DE N 2 2021-07-06 Floating 0.025 N N N N N N VOLT LXII LLC 2017-NPL9 N/A 92872FAA6 17709257.420000 PA USD 17770148.930000 0.0264846 Long ABS-MBS CORP US N 2 2047-09-25 Fixed 3.125 N N N N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160AX7 880000.000000 PA USD 881892.170000 0.0013144 Long DBT CORP US N 2 2021-03-01 Floating 2.55688 N N N N N N WACHOVIA MORTGAGE LN TRUST LLC 2005-A N/A 92977YAC5 2133535.730000 PA USD 2037637.780000 0.0030369 Long ABS-MBS CORP US N 2 2035-08-20 Floating 4.22937 Y N N N N N WACHOVIA MORTGAGE LN TRUST LLC 2005-A N/A 92977YAD3 758133.820000 PA USD 748468.600000 0.0011155 Long ABS-MBS CORP US N 2 2035-08-20 Floating 4.62693 Y N N N N N WACHOVIA MORTGAGE LN TRUST LLC 2005-B N/A 92977YBQ3 10457.200000 PA USD 10783.610000 0.0000161 Long ABS-MBS CORP US N 2 2035-10-20 Floating 4.33363 N N N N N N WACHOVIA MORTGAGE LN TRUST LLC 2005-B N/A 92977YBR1 435130.640000 PA USD 403803.540000 0.0006018 Long ABS-MBS CORP US N 2 2035-10-20 Floating 4.26031 Y N N N N N WACHOVIA MORTGAGE LN TRUST LLC 2007-A N/A 92979DAE5 1358303.630000 PA USD 1337751.950000 0.0019938 Long ABS-MBS CORP US N 2 2037-03-20 Floating 4.42633 Y N N N N N WAMU ASSET-BACKED CERTIFICATES 2007-HE2 N/A 92926SAD8 12378028.940000 PA USD 6497166.740000 0.0096834 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.042 N N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A 92925VAA8 5328670.800000 PA USD 4986872.270000 0.0074324 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.86778 Y N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A 92925VAF7 6778975.960000 PA USD 6727503.870000 0.0100267 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.97401 Y N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A 92925VAH3 517611.850000 PA USD 495986.080000 0.0007392 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.00015 Y N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A 92925VAM2 12113177.160000 PA USD 11953624.810000 0.0178157 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.03464 Y N N N N N WAMU MTGE P/T CERT 2007-HY2 N/A 92926UAA9 7594461.040000 PA USD 7610082.850000 0.0113421 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.80381 Y N N N N N WAMU MTGE P/T CERT 2007-HY3 N/A 933634AJ6 18427160.290000 PA USD 18559854.270000 0.0276616 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.21225 Y N N N N N WAMU MTGE P/T CERT 2007-HY5 N/A 92990GAD5 127554.520000 PA USD 117874.430000 0.0001757 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.70197 Y N N N N N WAMU MTGE P/T CERT 2007-HY5 N/A 92990GAJ2 1793987.010000 PA USD 1767316.700000 0.0026340 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.94417 Y N N N N N WAMU MTGE P/T CERT 2007-HY7 N/A 93364FAL5 301502.060000 PA USD 285785.960000 0.0004259 Long ABS-MBS CORP US N 2 2037-07-25 Floating 3.99539 Y N N N N N WAMU MTGE P/T CERTIFICATES 2007-HY4 N/A 933636AA0 2278716.680000 PA USD 2102082.410000 0.0031329 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.50057 Y N N N N N WAMU MTGE P/T CERTIFICATES 2007-HY4 N/A 933636AG7 991855.170000 PA USD 970091.090000 0.0014458 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.09974 Y N N N N N WARWICK FINANCE RESIDENTIAL MORTGAGES 3A N/A ACI0Y9KL0 202976564.300000 PA 269036886.820000 0.4009721 Long ABS-MBS CORP GB N 2 2049-12-21 Floating 1.59963 N N N N N N WARWICK FINANCE RESIDENTIAL MORTGAGES 3A N/A ACI0Y9KJ5 23296000.000000 PA 30927652.900000 0.0460945 Long ABS-MBS CORP GB N 2 2049-12-21 Floating 2.29963 N N N N N N WARWICK FINANCE RESIDENTIAL MORTGAGES 3A N/A ACI0Y9KH9 11648000.000000 PA 15529857.670000 0.0231457 Long ABS-MBS CORP GB N 2 2049-12-21 Floating 2.79963 N N N N N N WARWICK FINANCE RESIDENTIAL MORTGAGES 3A N/A ACI0Y9JX6 6656000.000000 PA 8901456.300000 0.0132667 Long ABS-MBS CORP GB N 2 2049-12-21 Floating 3.29963 N N N N N N WARWICK FINANCE RESIDENTIAL MORTGAGES 3A N/A ACI0Y9JP3 6656000.000000 PA 8789440.450000 0.0130998 Long ABS-MBS CORP GB N 2 2049-12-21 Floating 3.79963 N N N N N N WARWICK FINANCE RESIDENTIAL MORTGAGES 3A N/A ACI0YB0Q6 1812.000000 PA 3415225.610000 0.0050900 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 12860814.480000 0.0191677 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 2367290.690000 PA USD 984096.000000 0.0014667 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 1385737.830000 PA USD 576269.610000 0.0008589 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 3495111.820000 PA USD 1621370.840000 0.0024165 Long ABS-MBS CORP US N 2 2036-09-25 Variable 4.23851 Y N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NAZ3 2900000.000000 PA USD 2914326.000000 0.0043435 Long DBT CORP US N 2 2020-03-30 Fixed 4.125 N N N N N N WASHINGTON MUTUAL 2002-AR18 N/A 929227ZC3 98816.520000 PA USD 100864.270000 0.0001503 Long ABS-MBS CORP US N 2 2033-01-25 Floating 4.10039 N N N N N N WASHINGTON MUTUAL 2002-AR6 N/A 929227QB5 416153.080000 PA USD 414613.110000 0.0006179 Long ABS-MBS CORP US N 2 2042-06-25 Floating 3.63948 N N N N N N WASHINGTON MUTUAL 2003-AR9 N/A 92922FBV9 523379.370000 PA USD 534198.250000 0.0007962 Long ABS-MBS CORP US N 2 2033-09-25 Floating 4.32165 N N N N N N WASHINGTON MUTUAL 2003-AR9 N/A 92922FBX5 59671.270000 PA USD 60905.180000 0.0000908 Long ABS-MBS CORP US N 2 2033-09-25 Floating 4.40005 N N N N N N WASHINGTON MUTUAL 2004-AR13 N/A 92922FB64 325694.070000 PA USD 328103.980000 0.0004890 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.772 N N N N N N WASHINGTON MUTUAL 2004-AR13 N/A 92922FB72 670522.670000 PA USD 676707.440000 0.0010086 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.532 N N N N N N WASHINGTON MUTUAL 2004-AR9 N/A 92922FWE4 218220.950000 PA USD 222046.450000 0.0003309 Long ABS-MBS CORP US N 2 2034-08-25 Floating 4.42469 N N N N N N WASHINGTON MUTUAL 2005-AR10 N/A 92922FW46 12088060.650000 PA USD 12181509.820000 0.0181553 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.1407 N N N N N N WASHINGTON MUTUAL 2005-AR10 N/A 92922FW53 390304.500000 PA USD 393796.160000 0.0005869 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.1407 N N N N N N WASHINGTON MUTUAL 2005-AR10 N/A 92922FW87 354669.100000 PA USD 348104.710000 0.0005188 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.87103 N N N N N N WASHINGTON MUTUAL 2005-AR12 N/A 92922F3J5 548560.980000 PA USD 548411.280000 0.0008174 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.88435 N N N N N N WASHINGTON MUTUAL 2005-AR12 N/A 92922F3L0 63639.610000 PA USD 63621.610000 0.0000948 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.88435 N N N N N N WASHINGTON MUTUAL 2005-AR14 N/A 92922F4F2 1591507.940000 PA USD 1565820.210000 0.0023337 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.75044 N N N N N N WASHINGTON MUTUAL 2005-AR15 N/A 92922F5W4 274254.890000 PA USD 267896.840000 0.0003993 Long ABS-MBS CORP US N 2 2045-11-25 Floating 2.202 N N N N N N WASHINGTON MUTUAL 2005-AR16 N/A 92922F6Y9 9861249.350000 PA USD 9870791.090000 0.0147114 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.74763 N N N N N N WASHINGTON MUTUAL 2005-AR17 N/A 92922F7S1 235258.230000 PA USD 232562.660000 0.0003466 Long ABS-MBS CORP US N 2 2045-12-25 Floating 2.202 N N N N N N WASHINGTON MUTUAL 2005-AR18 N/A 92922F8T8 4576793.660000 PA USD 4541941.380000 0.0067693 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.86913 Y N N N N N WASHINGTON MUTUAL 2005-AR19 N/A 92925CBA9 443052.750000 PA USD 441477.830000 0.0006580 Long ABS-MBS CORP US N 2 2045-12-25 Floating 2.062 N N N N N N WASHINGTON MUTUAL 2005-AR3 N/A 939336Z30 1346577.740000 PA USD 1338855.250000 0.0019954 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.41878 N N N N N N WASHINGTON MUTUAL 2005-AR4 N/A 92922FG77 3674654.270000 PA USD 3749875.550000 0.0055888 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.21636 N N N N N N WASHINGTON MUTUAL 2005-AR5 N/A 92922FM21 18965803.060000 PA USD 19356126.870000 0.0288483 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.36801 N N N N N N WASHINGTON MUTUAL 2005-AR8 N/A 92922FR75 217483.720000 PA USD 215735.890000 0.0003215 Long ABS-MBS CORP US N 2 2045-07-25 Floating 2.372 N N N N N N WASHINGTON MUTUAL 2006-AR10 N/A 93363EAA3 4734514.170000 PA USD 4588647.580000 0.0068389 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.70945 Y N N N N N WASHINGTON MUTUAL 2006-AR10 N/A 93363EAK1 7836944.870000 PA USD 7671470.910000 0.0114335 Long ABS-MBS CORP US N 2 2046-08-25 Floating 3.8404 Y N N N N N WASHINGTON MUTUAL 2006-AR13 N/A 93363RAB2 9394643.820000 PA USD 9141943.870000 0.0136251 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.627 N N N N N N WASHINGTON MUTUAL 2006-AR14 N/A 93363PAA8 21996.450000 PA USD 21291.190000 0.0000317 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.27086 Y N N N N N WASHINGTON MUTUAL 2006-AR16 N/A 92925GAA1 59810.690000 PA USD 57330.900000 0.0000854 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.33676 Y N N N N N WASHINGTON MUTUAL 2006-AR16 N/A 92925GAJ2 9795204.230000 PA USD 9455353.740000 0.0140922 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.52169 Y N N N N N WASHINGTON MUTUAL 2006-AR17 N/A 92925DAD2 7622028.960000 PA USD 7723917.960000 0.0115117 Long ABS-MBS CORP US N 2 2046-12-25 Floating 2.627 N N N N N N WASHINGTON MUTUAL 2006-AR2 N/A 92925CDS8 13875467.390000 PA USD 13092107.070000 0.0195125 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.78767 Y N N N N N WASHINGTON MUTUAL 2006-AR4 N/A 93934FPT3 252174.880000 PA USD 242179.470000 0.0003609 Long ABS-MBS CORP US N 2 2046-05-25 Floating 2.655 N N N N N N WASHINGTON MUTUAL 2006-AR6 N/A 93363BAB7 9167200.470000 PA USD 8451999.320000 0.0125968 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 158508.660000 PA USD 155783.830000 0.0002322 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.87993 Y N N N N N WASHINGTON MUTUAL 2006-AR8 N/A 93362FAJ2 1140850.260000 PA USD 1081952.500000 0.0016125 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.83673 Y N N N N N WASHINGTON MUTUAL 2006-AR9 N/A 93363DAA5 140196.450000 PA USD 132302.690000 0.0001972 Long ABS-MBS CORP US N 2 2046-08-25 Floating 3.23948 N N N N N N WASHINGTON MUTUAL 2007-OA3 N/A 93364AAC6 11261433.540000 PA USD 11328921.060000 0.0168846 Long ABS-MBS CORP US N 2 2047-04-25 Floating 2.99948 N N N N N N WASHINGTON MUTUAL 2007-OA4 N/A 93364CAA6 12102048.750000 PA USD 11738360.400000 0.0174948 Long ABS-MBS CORP US N 2 2047-05-25 Floating 3.00948 N N N N N N WASHINGTON MUTUAL 2007-OA6 N/A 92927BAC6 3366448.550000 PA USD 2857347.270000 0.0042586 Long ABS-MBS CORP US N 2 2047-07-25 Floating 2.377 Y N N N N N WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2007-4 N/A 93936NAA1 1276839.270000 PA USD 1310015.260000 0.0019524 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 1735673.730000 PA USD 903660.300000 0.0013468 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.852 N N N N N N WASHINGTON MUTUAL MSC MTG CTFS 2003-AR2 N/A 939336D59 106687.760000 PA USD 105654.010000 0.0001575 Long ABS-MBS CORP US N 2 2033-05-25 Floating 3.32512 N N N N N N WASHINGTON MUTUAL MSC MTG CTFS 2003-AR3 N/A 939336G49 1965675.320000 PA USD 1983138.970000 0.0029557 Long ABS-MBS CORP US N 2 2033-06-25 Floating 3.8217 N N N N N N WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1 N/A 939335N84 984.050000 PA USD 990.850000 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 7087884.610000 PA USD 5795043.120000 0.0086369 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.242 Y N N N N N WASHINGTON MUTUAL MTGE P/T 2006-3 N/A 93934FNR9 1437685.840000 PA USD 1346020.720000 0.0020061 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6 Y N N N N N WASHINGTON MUTUAL MTGE P/T 2006-AR3 N/A 93934FQP0 4085292.180000 PA USD 3572616.610000 0.0053246 Long ABS-MBS CORP US N 2 2046-05-25 Floating 3.20948 Y N N N N N WASHINGTON MUTUAL MTGE P/T 2007-HY1 N/A 93936AAB7 14409466.180000 PA USD 12593680.350000 0.0187696 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.952 Y N N N N N WASHINGTON PRIME GROUP LP 549300K4BNOIQ154O537 939648AE1 115866000.000000 PA USD 107127965.610000 0.1596633 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 1263184.790000 0.0018826 Long DBT CORP US N 2 2023-05-15 Fixed 2.4 N N N N N N ALLY MASTER OWNER TRUST 2018-3 N/A 02005AGZ5 15300000.000000 PA USD 15310116.360000 0.0228182 Long ABS-O CORP US N 2 2022-07-15 Floating 2.05975 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAC2 10600000.000000 PA USD 10835112.560000 0.0161486 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 12946996.240000 0.0192962 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 26211261.960000 0.0390652 Long DBT CORP US N 2 2020-10-05 Fixed 3.25 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SK8 4000000.000000 PA USD 4083809.480000 0.0060865 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 39419958.560000 0.0587514 Long DBT CORP US N 2 2024-01-24 Fixed 3.75 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGH7 5100000.000000 PA USD 5262465.350000 0.0078432 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 101251.270000 0.0001509 Long DBT CORP US N 2 2021-03-04 Floating 3.24013 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFC9 2000000.000000 PA USD 2065825.520000 0.0030789 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 5140267.050000 0.0076610 Long DBT CORP US N 2 2026-04-22 Fixed 3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SA0 2200000.000000 PA USD 2203697.300000 0.0032844 Long DBT CORP US N 2 2021-07-26 Fixed 2.1 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGP9 8550000.000000 PA USD 9054171.100000 0.0134943 Long DBT CORP US N 2 2025-09-29 Fixed 3.55 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SJ1 53900000.000000 PA USD 54884824.690000 0.0818002 Long DBT CORP US N 2 2023-10-31 Floating 3.15713 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGR5 200000.000000 PA USD 201250.340000 0.0002999 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 1084118.440000 PA USD 1007485.030000 0.0015016 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.86973 Y N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5W3 61600000.000000 PA USD 61877219.710000 0.0922217 Long DBT CORP US N 2 2022-05-27 Floating 2.53863 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5X1 62600000.000000 PA USD 63436096.870000 0.0945450 Long DBT CORP US N 2 2022-05-27 Floating 2.897 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5P8 25750000.000000 PA USD 25954136.730000 0.0386820 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 12869566.950000 0.0191808 Long DBT CORP US N 2 2021-07-23 Floating 2.434 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAD5 2000000.000000 PA USD 2039170.000000 0.0030392 Long DBT CORP LU N 2 2023-02-15 Fixed 6.625 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5R4 38500000.000000 PA USD 40361876.560000 0.0601553 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 86149380.280000 0.1283969 Long DBT CORP US N 2 2022-09-09 Floating 2.082 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5T0 82900000.000000 PA USD 85337538.540000 0.1271869 Long DBT CORP US N 2 2021-10-22 Fixed 3.625 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5U7 61400000.000000 PA USD 61682972.340000 0.0919322 Long DBT CORP US N 2 2021-10-22 Floating 2.46325 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C37 N/A 95000PAF1 11561000.000000 PA USD 12163443.710000 0.0181284 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.615 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAE3 66000000.000000 PA USD 71072100.000000 0.1059257 Long DBT CORP LU N 2 2026-05-15 Fixed 7.5 N N N N N N WELLS FARGO MTGE BACKED SEC 2004-K N/A 94981VAH0 7305.510000 PA USD 7323.020000 0.0000109 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.97369 N N N N N N WELLS FARGO MTGE BACKED SEC TR 2005-AR7 N/A 94982PAF6 10354.870000 PA USD 10360.240000 0.0000154 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.10573 N N N N N N WELLS FARGO MTGE BK SEC TR 2006-AR1 N/A 94983JAG7 82248.740000 PA USD 78755.510000 0.0001174 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.14838 Y N N N N N WELLS FARGO MTGE BK SEC TR 2006-AR4 N/A 94983PAF5 1819593.070000 PA USD 1794147.330000 0.0026740 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.2199 Y N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAJ3 26000000.000000 PA USD 26324271.220000 0.0392336 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 21483382.260000 0.0320188 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 870986.260000 0.0012981 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 5468077.630000 0.0081496 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 29568322.010000 0.0440686 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 3911520.130000 PA USD 3913197.000000 0.0058322 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 8531525.650000 0.0127154 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 5562318.060000 0.0082901 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 99840900.000000 0.1488027 Long LON CORP US N 3 2023-08-10 Floating 3.415 N N N N N N WHLN LOAN N/A 933PYVII4 50000000.000000 PA 66312843.980000 0.0988325 Long LON CORP GB Y 3 2024-12-04 Floating 2.6114 N N N N N N WHLN LOAN N/A 933LYPII6 36000000.000000 PA 47712678.410000 0.0711109 Long LON CORP GB Y 3 2023-02-07 Floating 2.685 N N N N N N WHLN LOAN N/A 933UPRII2 122000000.000000 PA USD 122222406.000000 0.1821600 Long LON CORP US Y 3 2021-12-09 Floating 3.6287 N N N N N N WHLN LOAN N/A 963VSKII5 100209918.050000 PA USD 100356024.110000 0.1495704 Long LON CORP US N 3 2020-03-10 Floating 3.758 N N N N N N WHLN LOAN N/A 964BXZII9 179899284.430000 PA 201861629.550000 0.3008542 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 660527.950000 PA USD 659769.000000 0.0009833 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 103577.620000 0.0001544 Long DBT CORP AU N 2 2025-03-05 Fixed 3.65 N N N N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 67054KAA7 49700000.000000 PA USD 53451853.000000 0.0796645 Long DBT CORP FR N 2 2026-05-01 Fixed 7.375 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2018-A N/A 98161YAB0 837373.680000 PA USD 837515.870000 0.0012482 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 14219883.410000 0.0211933 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 8040825.300000 0.0119840 Long DBT CORP US N 2 2024-04-01 Fixed 4.6 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAE9 1700000.000000 PA USD 1819938.880000 0.0027124 Long DBT CORP US N 2 2026-10-01 Fixed 4.25 N N N N N N WYNDHAM HOTELS & RESORTS INC 549300FE3MQ4RVXXC673 98310CAC6 1481250.000000 PA USD 1491086.980000 0.0022223 Long LON CORP US N 2 2025-05-30 Floating 3.5494 N N N N N N WYNN LAS VEGAS LLC/WYNN LAS VEGAS CAPITAL CORP N/A 983130AV7 17000000.000000 PA USD 18253580.000000 0.0272051 Long DBT CORP US N 2 2025-03-01 Fixed 5.5 N N N N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 F6628DAM6 11781000.000000 PA USD 11847268.130000 0.0176571 Long LON CORP FR N 2 2026-08-14 Floating 5.7397 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AF2 6200000.000000 PA USD 6737530.700000 0.0100416 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 16837458.000000 0.0250945 Long ABS-CBDO CORP KY N 2 2027-07-16 Floating 2.95088 N N N N N N ZF NORTH AMERICA CAPITAL INC 529900JYGMS9CW9IQX78 98877DAB1 800000.000000 PA USD 824658.150000 0.0012291 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 1300136.100000 0.0019377 Long DBT CORP US N 2 2021-03-19 Floating 2.6525 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAK8 10436000.000000 PA USD 10443098.780000 0.0155644 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 1735412.940000 0.0025865 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 5147480.450000 0.0076718 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 1935205.630000 0.0028842 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 6006903.780000 0.0089527 Long DBT CORP US N 2 2021-08-20 Floating 2.3385 N N N N N N N/A N/A 000000000 6131996926.000000 PA 56435478.590000 0.0841113 Long RA N/A N 2 Repurchase N -0.1500000 2020-01-06 6084000000.000000 JPY 6117705360.000000 JPY N N N N/A N/A 000000000 -6003370982.000000 PA -55249416.850000 -0.0823436 Short RA JP N 2 Reverse repurchase N -0.0500000 2020-01-06 6084000000.000000 JPY 6117705360.000000 JPY N N N N/A N/A 000000000 -530639999.960000 PA USD -532055039.910000 -0.7929739 Short RA US N 2 Reverse repurchase N 1.9200000 2020-02-11 518567638.350000 USD 547002492.690000 USD AMBS N N N N/A N/A 000000000 -463829000.060000 PA USD -464179062.150000 -0.6918116 Short RA US N 2 Reverse repurchase N 2.0900000 2020-01-21 460088220.000000 USD 482468576.460000 USD AMBS N N N N/A N/A 000000000 -110462235.000000 PA -123860567.830000 -0.1846016 Short RA N/A N 2 Reverse repurchase N -0.3000000 2020-02-27 100000000.000000 EUR 109331826.000000 EUR N N N N/A N/A 000000000 -374443000.000000 PA USD -375420712.300000 -0.5595263 Short RA US N 2 Reverse repurchase N 1.8800000 2020-02-11 374545000.000000 USD 391102623.180000 USD AMBS N N N N/A N/A 000000000 -115265000.000000 PA USD -115608553.740000 -0.1723028 Short RA US N 2 Reverse repurchase N 1.8500000 2020-01-15 104000000.000000 USD 111463749.880000 USD UST N N N N/A N/A 000000000 -2879058.000000 PA USD -2887388.080000 -0.0043034 Short RA US N 2 Reverse repurchase N 1.8600000 2020-01-16 2645000.000000 USD 2858706.970000 USD UST N N N N/A N/A 000000000 -269255000.000000 PA USD -269485960.950000 -0.4016414 Short RA US N 2 Reverse repurchase N 1.9300000 2020-03-17 250000000.000000 USD 269940429.500000 USD UST N N N N/A N/A 000000000 -262885000.000000 PA USD -263096403.370000 -0.3921184 Short RA US N 2 Reverse repurchase N 1.9300000 2020-03-18 250000000.000000 USD 264139648.000000 USD UST N N N N/A N/A 000000000 -497000.000000 PA USD -498455.110000 -0.0007429 Short RA US N 2 Reverse repurchase N 1.7000000 2020-01-02 500000.000000 USD 507283.050000 USD CDS N N N N/A N/A 000000000 -1054000.000000 PA USD -1057085.880000 -0.0015755 Short RA US N 2 Reverse repurchase N 1.7000000 2021-10-29 1000000.000000 USD 1076242.000000 USD CDS N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135AW6 8000000.000000 PA USD 8142420.160000 0.0121354 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 1035152.290000 0.0015428 Long DBT CORP US N 2 2024-08-22 Fixed 2.8 N N N N N N N/A N/A 000000000 -2213220000.000000 PA USD -2219396728.120000 -3.3077848 Short RA US N 2 Reverse repurchase N 1.9700000 2020-01-13 2192028257.820000 USD 2288200877.970000 USD AMBS N N N N/A N/A 000000000 -175914191.800000 PA -197209226.340000 -0.2939203 Short RA N/A N 2 Reverse repurchase N -0.4200000 2020-02-27 150800000.000000 EUR 174942120.760000 EUR N N N N/A N/A 000000000 -160188871.400000 PA -179587696.920000 -0.2676572 Short RA N/A N 2 Reverse repurchase N -0.3900000 2020-02-27 139000000.000000 EUR 159087797.670000 EUR N N N N/A N/A 000000000 -95303623.380000 PA -106846331.080000 -0.1592436 Short RA N/A N 2 Reverse repurchase N -0.3800000 2020-02-27 89900000.000000 EUR 94719387.180000 EUR N N N N/A N/A 000000000 -7954327.200000 PA -8917838.760000 -0.0132911 Short RA N/A N 2 Reverse repurchase N -0.3700000 2020-02-27 6000000.000000 EUR 7785912.720000 EUR N N N N/A N/A 000000000 -858868999.990000 PA USD -860672267.630000 -1.2827444 Short RA US N 2 Reverse repurchase N 1.9500000 2020-01-21 852612814.630000 USD 891519728.440000 USD AMBS N N N N/A N/A 000000000 -1309369000.050000 PA USD -1312387459.240000 -1.9559799 Short RA US N 2 Reverse repurchase N 1.9300000 2020-02-19 1296464262.150000 USD 1362498993.600000 USD AMBS N N N N/A N/A 000000000 -197538000.010000 PA USD -197605492.180000 -0.2945109 Short RA US N 2 Reverse repurchase N 2.0500000 2020-02-10 194028800.000000 USD 203800773.350000 USD AMBS N N N N/A N/A 000000000 -305874999.980000 PA USD -306615217.490000 -0.4569788 Short RA US N 2 Reverse repurchase N 1.9800000 2020-02-20 302275180.580000 USD 315103272.330000 USD AMBS N N N AMBAC ASSURANCE CORPORATION 549300RYYRVPPB8NC636 023138AA8 238.280000 PA USD 353.340000 0.0000005 Long DBT CORP US N 2 2020-06-07 Fixed 5.1 N N N N N N N/A N/A 000000000 -217486156.500000 PA -243809770.200000 -0.3633736 Short RA LU N 2 Reverse repurchase N -0.4900000 2020-02-27 220000000.000000 EUR 222964821.200000 EUR N N N N/A N/A 000000000 -110277235.000000 PA -123660602.500000 -0.1843035 Short RA LU N 2 Reverse repurchase N -0.2500000 2020-02-27 100000000.000000 EUR 109331826.000000 EUR N N N N/A N/A 000000000 -218040062.900000 PA -244537110.110000 -0.3644577 Short RA LU N 2 Reverse repurchase N -0.1300000 2020-02-27 197000000.000000 EUR 215383697.220000 EUR N N N N/A N/A 000000000 -33539598.690000 PA -37603637.060000 -0.0560444 Short RA LU N 2 Reverse repurchase N -0.3900000 2020-02-27 33000000.000000 EUR 33444723.180000 EUR N N N AMBAC LSNI LLC N/A 02315QAA6 32890206.900000 PA USD 33383329.770000 0.0497545 Long DBT CORP KY N 2 2023-02-12 Floating 6.94463 N N N N N N N/A N/A 000000000 114800000.000000 PA USD 114800000.000000 0.1710977 Long RA US N 2 Repurchase N 1.6000000 2020-01-02 108172000.000000 USD 116532090.330000 USD UST N N N N/A N/A 000000000 -7694000.000000 PA USD -7700860.480000 -0.0114773 Short RA US N 2 Reverse repurchase N 2.1400000 2020-01-02 8000000.000000 USD 8105190.720000 USD CDS N N N N/A N/A 000000000 -15766000.000000 PA USD -15812159.340000 -0.0235664 Short RA US N 2 Reverse repurchase N 1.7000000 2020-01-02 17000000.000000 USD 15717945.000000 USD CDS N N N N/A N/A 000000000 -40807000.000000 PA USD -40877278.720000 -0.0609234 Short RA US N 2 Reverse repurchase N 1.0000000 2021-10-31 44000000.000000 USD 40681740.000000 USD CDS N N N N/A N/A 000000000 -13317000.000000 PA USD -13329891.600000 -0.0198668 Short RA US N 2 Reverse repurchase N 0.8500000 2021-11-21 15300000.000000 USD 14146150.500000 USD CDS N N N N/A N/A 000000000 -13078000.000000 PA USD -13086982.290000 -0.0195048 Short RA US N 2 Reverse repurchase N 1.5500000 2021-12-15 11556000.000000 USD 13600483.360000 USD CDS N N N N/A N/A 000000000 -18186000.000000 PA USD -18199932.500000 -0.0271251 Short RA US N 2 Reverse repurchase N 1.9700000 2020-01-14 18255390.000000 USD 18823265.890000 USD AMBS N N N N/A N/A 000000000 -432724000.000000 PA USD -433789582.870000 -0.6465192 Short RA US N 2 Reverse repurchase N 1.9700000 2020-02-18 408274592.000000 USD 433687272.450000 USD UST N N N N/A N/A 000000000 -673621000.000000 PA USD -674336786.880000 -1.0050303 Short RA US N 2 Reverse repurchase N 2.0700000 2020-01-10 664697000.000000 USD 693552819.500000 USD AMBS N N N N/A N/A 000000000 -160210000.000000 PA USD -160210000.000000 -0.2387767 Short RA US N 2 Reverse repurchase N 1.9700000 2020-01-14 151720720.000000 USD 159662802.050000 USD UST N N N N/A N/A 000000000 -186190000.000000 PA USD -186190000.000000 -0.2774972 Short RA US N 2 Reverse repurchase N 1.9500000 2020-01-16 176324080.000000 USD 185554067.250000 USD UST N N N N/A N/A 000000000 -174621875.000000 PA USD -174621875.000000 -0.2602561 Short RA US N 2 Reverse repurchase N 1.8700000 2020-02-04 165560110.000000 USD 174226638.720000 USD UST N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 023770AA8 3421052.010000 PA USD 3555324.540000 0.0052988 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N N/A N/A 000000000 -1017097999.990000 PA USD -1018982586.680000 -1.5186898 Short RA US N 2 Reverse repurchase N 1.9500000 2020-01-21 1015561750.000000 USD 1058662003.610000 USD AMBS N N N N/A N/A 000000000 -225750000.000000 PA USD -226007104.200000 -0.3368406 Short RA US N 2 Reverse repurchase N 2.0500000 2020-01-13 200000000.000000 USD 219218750.000000 USD UST N N N N/A N/A 000000000 -572658999.970000 PA USD -573193481.770000 -0.8542865 Short RA US N 2 Reverse repurchase N 2.1000000 2020-01-13 565895514.000000 USD 589392794.500000 USD AMBS N N N N/A N/A 000000000 -50233000.000000 PA USD -50378340.820000 -0.0750838 Short RA US N 2 Reverse repurchase N 1.8600000 2020-01-16 42064694.000000 USD 49642861.050000 USD UST N N N N/A N/A 000000000 -1193500.000000 PA USD -1193897.830000 -0.0017794 Short RA US N 2 Reverse repurchase N 2.0000000 2020-02-04 1120603.000000 USD 1190353.910000 USD UST N N N N/A N/A 000000000 -49910000.000000 PA USD -49925971.200000 -0.0744096 Short RA US N 2 Reverse repurchase N 1.9200000 2020-02-14 46861580.000000 USD 49778436.400000 USD UST N N N N/A N/A 000000000 -2498375.000000 PA USD -2498375.000000 -0.0037236 Short RA US N 2 Reverse repurchase N 1.8800000 2020-01-06 2343953.000000 USD 2489850.220000 USD UST N N N N/A N/A 000000000 -156420000.000000 PA USD -156420000.000000 -0.2331281 Short RA US N 2 Reverse repurchase N 2.0000000 2020-01-06 146751840.000000 USD 155886274.740000 USD UST N N N N/A N/A 000000000 -202042500.000000 PA USD -202042500.000000 -0.3011238 Short RA US N 2 Reverse repurchase N 1.9700000 2020-02-19 189554460.000000 USD 201353104.870000 USD UST N N N AMERICAN AIRLINES 2016-3 CLASS A PASS THROUGH TRUST N/A 023771S25 7759268.900000 PA USD 7968421.550000 0.0118761 Long DBT CORP US N 2 2030-04-15 Fixed 3.25 N N N N N N N/A N/A 000000000 -236385000.000000 PA USD -237286611.780000 -0.3536515 Short RA US N 2 Reverse repurchase N 1.9900000 2020-01-06 204000000.000000 USD 228348515.880000 USD UST N N N N/A N/A 000000000 -81000000.000000 PA USD -81306154.250000 -0.1211785 Short RA US N 2 Reverse repurchase N 1.9900000 2020-01-07 71600000.000000 USD 78349285.150000 USD UST N N N N/A N/A 000000000 -304760425.000000 PA USD -305085690.700000 -0.4546992 Short RA US N 2 Reverse repurchase N 2.1000000 2020-01-13 274610000.000000 USD 298326933.510000 USD UST N N N N/A N/A 000000000 -405618375.000000 PA USD -406009571.380000 -0.6051159 Short RA US N 2 Reverse repurchase N 2.1700000 2020-01-13 343100000.000000 USD 396930097.540000 USD UST N N N N/A N/A 000000000 -329480875.000000 PA USD -330576215.900000 -0.4926902 Short RA US N 2 Reverse repurchase N 1.8700000 2020-01-30 284700000.000000 USD 322567354.510000 USD UST N N N N/A N/A 000000000 -65906250.000000 PA USD -65926571.090000 -0.0982568 Short RA US N 2 Reverse repurchase N 1.8500000 2020-02-06 57000000.000000 USD 64804101.420000 USD UST N N N N/A N/A 000000000 -17495625.000000 PA USD -17495625.000000 -0.0260754 Short RA US N 2 Reverse repurchase N 1.8700000 2020-02-10 15500000.000000 USD 17350009.780000 USD UST N N N N/A N/A 000000000 -173476500.000000 PA USD -173578842.340000 -0.2587016 Short RA US N 2 Reverse repurchase N 1.9100000 2020-02-21 154800000.000000 USD 171207453.210000 USD UST N N N N/A N/A 000000000 -50625000.000000 PA USD -50805140.620000 -0.0757199 Short RA US N 2 Reverse repurchase N 1.8300000 2020-03-31 50000000.000000 USD 50166992.000000 USD UST N N N N/A N/A 000000000 -199062500.000000 PA USD -199341187.500000 -0.2970977 Short RA US N 2 Reverse repurchase N 2.1000000 2020-01-15 175000000.000000 USD 193463866.750000 USD UST N N N N/A N/A 000000000 -166009250.000000 PA USD -166415050.400000 -0.2480247 Short RA US N 2 Reverse repurchase N 2.0000000 2020-01-21 147400000.000000 USD 162951851.190000 USD UST N N N N/A N/A 000000000 -22709000.000000 PA USD -22744482.810000 -0.0338983 Short RA US N 2 Reverse repurchase N 1.2500000 2021-11-17 20000000.000000 USD 23538392.800000 USD CDS N N N AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST N/A 023771R91 11682929.180000 PA USD 11937983.880000 0.0177923 Long DBT CORP US N 2 2030-04-15 Fixed 3 N N N N N N N/A N/A 000000000 -28471744.000000 PA USD -28554122.250000 -0.0425570 Short RA US N 2 Reverse repurchase N 1.8600000 2020-01-16 28155000.000000 USD 28249033.200000 USD UST N N N AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST N/A 023761AA7 1402000.000000 PA USD 1481164.070000 0.0022075 Long DBT CORP US N 2 2029-02-15 Fixed 3.65 N N N N N N AMERICAN AIRLINES 2017-2 CLASS A PASS THROUGH TRUST N/A 02377CAA2 643171.320000 PA USD 654065.360000 0.0009748 Long DBT CORP US N 2 2031-04-15 Fixed 3.6 N N N N N N N/A N/A 000000000 1.000000 NC USD -513342.010000 -0.0007651 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 -2445939.690000 USD 10812122.750000 USD 1932597.680000 N N N AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A 02378MAA9 1950000.000000 PA USD 2000445.720000 0.0029815 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 14307233.860000 0.0213235 Long DBT CORP US N 2 2033-08-15 Fixed 3.15 N N N N N N N/A 549300FIBAKMNHPZ4009 000000000 1.000000 NC USD 166635.690000 0.0002484 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 427746.230000 N N N N/A N/A 000000000 1.000000 NC USD 26827107.230000 0.0399831 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 799980758.130000 USD 3326000000.000000 BRL 2020-01-03 26827107.230000 N N N N/A N/A 000000000 1.000000 NC USD 14880155.040000 0.0221774 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 402004027.230000 USD 1677000000.000000 BRL 2020-01-03 14880155.040000 N N N N/A N/A 000000000 1.000000 NC USD 17683869.800000 0.0263560 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 576941630.490000 USD 2392000000.000000 BRL 2020-01-03 17683869.800000 N N N N/A N/A 000000000 1.000000 NC USD 1785096.790000 0.0026605 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 42166229.430000 USD 176803000.000000 BRL 2020-01-03 1785096.790000 N N N N/A N/A 000000000 1.000000 NC USD 547614.010000 0.0008162 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 275360855.430000 USD 1109897000.000000 BRL 2020-01-03 547614.010000 N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 024836AE8 1600000.000000 PA USD 1658119.860000 0.0024713 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 4462791.660000 0.0066513 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 1177700000.000000 BRL 297226358.420000 USD 2020-01-03 4462791.660000 N N N N/A N/A 000000000 1.000000 NC -5281269.060000 -0.0078712 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 4130000000.000000 BRL 1021392358.110000 USD 2020-01-03 -5281269.060000 N N N N/A N/A 000000000 1.000000 NC -15727765.170000 -0.0234406 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 1669000000.000000 BRL 399167703.050000 USD 2020-01-03 -15727765.170000 N N N N/A N/A 000000000 1.000000 NC 474665.540000 0.0007074 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 1705000000.000000 BRL 424319346.970000 USD 2020-01-03 474665.540000 N N N N/A N/A 000000000 1.000000 NC -27301239.540000 -0.0406897 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 3359700000.000000 BRL 804641471.480000 USD 2020-04-02 -27301239.540000 N N N N/A N/A 000000000 1.000000 NC -15028257.120000 -0.0223981 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 1711000000.000000 BRL 406799809.800000 USD 2020-07-02 -15028257.120000 N N N N/A N/A 000000000 1.000000 NC -17926484.860000 -0.0267176 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 2440800000.000000 BRL 583825675.130000 USD 2020-07-02 -17926484.860000 N N N N/A N/A 000000000 1.000000 NC -1826575.930000 -0.0027223 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 181072000.000000 BRL 42814716.730000 USD 2020-07-02 -1826575.930000 N N N N/A N/A 000000000 1.000000 NC -86146.390000 -0.0001284 N/A DFE MX N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 84700000.000000 MXN 4389965.790000 USD 2020-01-09 -86146.390000 N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537AL5 3695000.000000 PA USD 3812240.870000 0.0056818 Long DBT CORP US N 2 2021-12-01 Fixed 3.65 N N N N N N N/A 9DJT3UXIJIZJI4WXO774 000000000 1.000000 NC USD 342234.370000 0.0005101 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 -458441.860000 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BS7 67600000.000000 PA USD 70191208.050000 0.1046128 Long DBT CORP US N 2 2023-02-27 Fixed 3.4 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BU2 72690000.000000 PA USD 74081573.000000 0.1104110 Long DBT CORP US N 2 2021-05-17 Fixed 3.375 N N N N N N N/A N/A 000000000 1.000000 NC USD 42267.270000 0.0000630 N/A DFE CA N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 1822228.480000 USD 2421000.000000 CAD 2020-01-10 42267.270000 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BV0 5900000.000000 PA USD 5925737.100000 0.0088317 Long DBT CORP US N 2 2021-05-17 Floating 2.42913 N N N N N N N/A N/A 000000000 1.000000 NC USD 2436357.960000 0.0036311 N/A DFE CN N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 150938249.240000 USD 1069503152.650000 CNY 2020-03-18 2436357.960000 N N N N/A N/A 000000000 1.000000 NC USD 191752.460000 0.0002858 N/A DFE MX N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 48186332.150000 USD 918083296.360000 MXN 2020-01-28 191752.460000 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CE7 52000000.000000 PA USD 52350241.320000 0.0780227 Long DBT CORP US N 2 2022-05-20 Floating 2.5185 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CG2 27200000.000000 PA USD 27512993.940000 0.0410053 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 -896342.420000 -0.0013359 N/A DFE AU N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 39128000.000000 AUD 26566816.420000 USD 2020-01-10 -896342.420000 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BW8 11700000.000000 PA USD 12300206.020000 0.0183322 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 -94128.210000 -0.0001403 N/A DFE CZ N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 235000000.000000 CZK 10272200.190000 USD 2020-01-10 -94128.210000 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BY4 55000000.000000 PA USD 56676992.900000 0.0844713 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 -178136.750000 -0.0002655 N/A DFE MX N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 918083296.360000 MXN 47597562.330000 USD 2020-04-22 -178136.750000 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BZ1 65550000.000000 PA USD 65851084.260000 0.0981443 Long DBT CORP US N 2 2021-11-05 Floating 2.4905 N N N N N N N/A N/A 000000000 1.000000 NC USD 48757.030000 0.0000727 N/A DFE N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 4435514.050000 USD 3996000.000000 EUR 2020-01-10 48757.030000 N N N N/A N/A 000000000 1.000000 NC -425364.700000 -0.0006340 N/A DFE MX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 380588000.000000 MXN 19584234.080000 USD 2020-02-12 -425364.700000 N N N N/A N/A 000000000 1.000000 NC USD -9185149.040000 -0.0136895 N/A DFE BR N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 167039326.580000 USD 635000000.000000 BRL 2020-01-03 -9185149.040000 N N N N/A N/A 000000000 1.000000 NC USD -12074615.110000 -0.0179960 N/A DFE BR N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 237286537.450000 USD 905960000.000000 BRL 2020-01-03 -12074615.110000 N N N N/A N/A 000000000 1.000000 NC USD 832098.100000 0.0012402 N/A DFE N/A N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 83392747.080000 USD 75054000.000000 EUR 2020-01-10 832098.100000 N N N N/A N/A 000000000 1.000000 NC USD 125133.580000 0.0001865 N/A DFE N/A N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 20912561.580000 USD 18747000.000000 EUR 2020-01-10 125133.580000 N N N N/A N/A 000000000 1.000000 NC USD 330454.470000 0.0004925 N/A DFE N/A N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 63039612.510000 USD 56470000.000000 EUR 2020-01-10 330454.470000 N N N N/A N/A 000000000 1.000000 NC USD 33284.080000 0.0000496 N/A DFE N/A N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 5051358.620000 USD 4531000.000000 EUR 2020-01-10 33284.080000 N N N N/A N/A 000000000 1.000000 NC USD 35129.830000 0.0000524 N/A DFE N/A N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 23618390.120000 USD 21078000.000000 EUR 2020-01-10 35129.830000 N N N N/A N/A 000000000 1.000000 NC USD 17361.580000 0.0000259 N/A DFE GB N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 2374028.420000 USD 1805000.000000 GBP 2020-01-10 17361.580000 N N N N/A N/A 000000000 1.000000 NC USD 98009.460000 0.0001461 N/A DFE GB N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 13489855.260000 USD 10256000.000000 GBP 2020-01-10 98009.460000 N N N N/A N/A 000000000 1.000000 NC USD -143391.710000 -0.0002137 N/A DFE GB N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 14082346.930000 USD 10521000.000000 GBP 2020-01-10 -143391.710000 N N N N/A N/A 000000000 1.000000 NC USD 222128.650000 0.0003311 N/A DFE GB N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 31587995.380000 USD 24010000.000000 GBP 2020-01-10 222128.650000 N N N N/A N/A 000000000 1.000000 NC USD 272802.910000 0.0004066 N/A DFE JP N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 51674222.650000 USD 5643300000.000000 JPY 2020-01-10 272802.910000 N N N AMERICAN HOME MORTGAGE INVT TR 2006-1 N/A 02660TJG9 1402208.280000 PA USD 797281.330000 0.0011883 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.65688 N N N N N N N/A N/A 000000000 1.000000 NC USD 5694360.190000 0.0084869 N/A DFE MX N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 254498256.690000 USD 5000000000.000000 MXN 2020-04-22 5694360.190000 N N N AMERICAN HOME MTGE ASSETS 2005-1 N/A 02660VAC2 4716914.610000 PA USD 4403148.280000 0.0065624 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.26354 Y N N N N N N/A N/A 000000000 1.000000 NC 220467.310000 0.0003286 N/A DFE BR N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 17900000.000000 BRL 4670214.990000 USD 2020-01-03 220467.310000 N N N N/A N/A 000000000 1.000000 NC 2527258.630000 0.0037666 N/A DFE BR N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 777818000.000000 BRL 195884456.530000 USD 2020-01-03 2527258.630000 N N N N/A N/A 000000000 1.000000 NC -185086.520000 -0.0002759 N/A DFE BR N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 38281000.000000 BRL 9294211.910000 USD 2020-04-02 -185086.520000 N N N N/A N/A 000000000 1.000000 NC -367696.240000 -0.0005480 N/A DFE BR N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 745242000.000000 BRL 184891458.060000 USD 2020-01-03 -367696.240000 N N N AMERICAN HOME MTGE INV TRUST 2004-3 N/A 02660TBP7 305490.620000 PA USD 305822.870000 0.0004558 Long ABS-MBS CORP US N 2 2034-10-25 Floating 3.54325 N N N N N N AMERICAN HOME MTGE INV TRUST 2004-4 N/A 02660TCS0 22722.000000 PA USD 22907.180000 0.0000341 Long ABS-MBS CORP US N 2 2045-02-25 Floating 3.90688 N N N N N N AMERICAN HOME MTGE INV TRUST 2005-2 N/A 02660TFG3 1150213.900000 PA USD 1162856.590000 0.0017331 Long ABS-MBS CORP US N 2 2045-09-25 Floating 3.40688 N N N N N N N/A N/A 000000000 1.000000 NC -117502.330000 -0.0001751 N/A DFE TH N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 372859917.000000 THB 12352490.210000 USD 2020-03-18 -117502.330000 N N N AMERICAN HOME MTGE INV TRUST 2005-4 N/A 02660TGW7 4921257.520000 PA USD 3587471.240000 0.0053468 Long ABS-MBS CORP US N 2 2045-11-25 Floating 3.65688 Y N N N N N N/A 254900ZFY40OYEADAP90 000000000 1.000000 NC USD 317895.940000 0.0004738 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2020-03-21 429662.330000 USD 0.000000 USD 161800000.000000 USD -111766.390000 N N N AMERICAN HOME MTGE INVEST TR 2004-2 N/A 02660TAW3 23788.510000 PA USD 23892.400000 0.0000356 Long ABS-MBS CORP US N 2 2044-02-25 Floating 3.43975 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAA5 6678000.000000 PA USD 7111666.380000 0.0105992 Long DBT CORP US N 2 2028-02-15 Fixed 4.25 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAB3 59950000.000000 PA USD 67117269.490000 0.1000315 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 31804035.100000 0.0474007 Long LON CORP US N 3 2021-03-29 Floating 2.8105 N N N N N N N/A N/A 000000000 1.000000 NC USD 322667.060000 0.0004809 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 299525.620000 N N N N/A N/A 000000000 1.000000 NC USD 322667.060000 0.0004809 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 291755.620000 N N N N/A N/A 000000000 1.000000 NC USD 1613335.290000 0.0024045 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 1459271.960000 N N N N/A N/A 000000000 1.000000 NC USD 806667.640000 0.0012023 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 730392.080000 N N N N/A N/A 000000000 1.000000 NC USD 322667.060000 0.0004809 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 307267.620000 N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WDE8 26090000.000000 PA USD 26182901.010000 0.0390229 Long DBT CORP US N 2 2022-02-15 Floating 2.35988 N N N N N N N/A N/A 000000000 1.000000 NC USD 20157.870000 0.0000300 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 -8222.930000 N N N N/A N/A 000000000 1.000000 NC USD 46326.580000 0.0000690 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 -6998.340000 N N N N/A N/A 000000000 1.000000 NC USD 150627.730000 0.0002245 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 3048.060000 N N N N/A N/A 000000000 1.000000 NC USD 1665678.170000 0.0024825 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 1117954.020000 N N N N/A N/A 000000000 1.000000 NC USD 15631406.390000 0.0232970 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.IG.32 N/A N/A Y Single Leg Swap 2024-06-21 10352426.200000 USD 0.000000 USD 591500000.000000 USD 5278980.190000 N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DM6 3500000.000000 PA USD 3853430.000000 0.0057431 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 USD 17766500.750000 0.0264792 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.33 Y Single Leg Swap 2024-12-21 13823116.070000 USD 0.000000 USD 675700000.000000 USD 3943384.680000 N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874CU9 15000.000000 PA USD 16011.900000 0.0000239 Long DBT CORP US N 2 2022-06-01 Fixed 4.875 N N N N N N N/A N/A 000000000 1.000000 NC USD 1559857.960000 0.0023248 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 784355074.800000 USD 3161500000.000000 BRL 2020-01-03 1559857.960000 N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DD6 15500000.000000 PA USD 16586165.450000 0.0247200 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 1978794.540000 0.0029492 Long DBT CORP US N 2 2020-12-15 Fixed 6.4 N N N N N N N/A N/A 000000000 1.000000 NC USD 2812562.520000 0.0041918 N/A DFE CN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 159377276.440000 USD 1130973029.100000 CNY 2020-03-18 2812562.520000 N N N N/A N/A 000000000 1.000000 NC USD 387833.090000 0.0005780 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 36042941.740000 USD 32464000.000000 EUR 2020-01-10 387833.090000 N N N N/A N/A 000000000 1.000000 NC USD -385477.380000 -0.0005745 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 637668378.790000 USD 69231655885.000000 JPY 2020-01-10 -385477.380000 N N N N/A N/A 000000000 1.000000 NC USD 47991.000000 0.0000715 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8437251.350000 USD 921800000.000000 JPY 2020-01-10 47991.000000 N N N N/A N/A 000000000 1.000000 NC USD 5344763.530000 0.0079658 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 238873719.780000 USD 4693032535.660000 MXN 2020-04-22 5344763.530000 N N N N/A N/A 000000000 1.000000 NC USD 1281361.640000 0.0019097 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 262191924.490000 USD 5000000000.000000 MXN 2020-01-28 1281361.640000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAL4 8000000.000000 PA USD 8025348.640000 0.0119610 Long DBT CORP US N 2 2022-01-15 Fixed 2.25 N N N N N N N/A N/A 000000000 1.000000 NC USD -84658.800000 -0.0001262 N/A DFE TR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3046453.100000 USD 17648706.000000 TRY 2020-01-08 -84658.800000 N N N N/A N/A 000000000 1.000000 NC USD 49705.490000 0.0000741 N/A DFE ZA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 944647.940000 USD 13988000.000000 ZAR 2020-02-05 49705.490000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAX8 23000000.000000 PA USD 22985413.170000 0.0342574 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N N/A N/A 000000000 1.000000 NC -629914.090000 -0.0009388 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 364000000.000000 BRL 89856575.080000 USD 2020-01-03 -629914.090000 N N N N/A N/A 000000000 1.000000 NC -396175.420000 -0.0005905 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 260100000.000000 BRL 64261890.060000 USD 2020-01-03 -396175.420000 N N N N/A N/A 000000000 1.000000 NC -1124811.970000 -0.0016764 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 226300000.000000 BRL 54912523.360000 USD 2020-04-02 -1124811.970000 N N N N/A N/A 000000000 1.000000 NC -9753513.560000 -0.0145366 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1695400000.000000 BRL 411704711.020000 USD 2020-01-03 -9753513.560000 N N N N/A N/A 000000000 1.000000 NC -8458166.270000 -0.0126060 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 842000000.000000 BRL 200853987.260000 USD 2020-01-03 -8458166.270000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAH3 3145000.000000 PA USD 3187917.490000 0.0047513 Long DBT CORP US N 2 2021-02-15 Fixed 3.3 N N N N N N N/A N/A 000000000 1.000000 NC -17860.020000 -0.0000266 N/A DFE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 25578000.000000 ILS 7393421.480000 USD 2020-01-16 -17860.020000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAT7 7600000.000000 PA USD 7891690.050000 0.0117618 Long DBT CORP US N 2 2024-05-15 Fixed 3.375 N N N N N N N/A N/A 000000000 1.000000 NC -5345.040000 -0.0000080 N/A DFE KR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 367808811.000000 KRW 313487.670000 USD 2020-03-18 -5345.040000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAF7 1704000.000000 PA USD 1709008.740000 0.0025471 Long DBT CORP US N 2 2020-06-01 Fixed 2.8 N N N N N N N/A N/A 000000000 1.000000 NC -3662455.840000 -0.0054585 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1862656000.000000 MXN 94579391.800000 USD 2020-01-22 -3662455.840000 N N N N/A N/A 000000000 1.000000 NC -347944.600000 -0.0005186 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 439700000.000000 MXN 22843101.090000 USD 2020-01-22 -347944.600000 N N N N/A N/A 000000000 1.000000 NC -1205773.410000 -0.0017971 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 5000000000.000000 MXN 258986843.470000 USD 2020-04-22 -1205773.410000 N N N N/A N/A 000000000 1.000000 NC -63893.940000 -0.0000952 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8809224.000000 PEN 2594000.000000 USD 2020-01-15 -63893.940000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAQ3 5753000.000000 PA USD 5891814.770000 0.0087811 Long DBT CORP US N 2 2023-06-15 Fixed 3 N N N N N N N/A 6SHGI4ZSSLCXXQSBB395 000000000 1.000000 NC USD 490210.280000 0.0007306 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 -684574.230000 N N N N/A N/A 000000000 1.000000 NC USD 280204.420000 0.0004176 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 1077861.550000 N N N N/A N/A 000000000 1.000000 NC USD 99511.850000 0.0001483 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 414519.020000 N N N N/A N/A 000000000 1.000000 NC USD 205607.060000 0.0003064 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 867554.300000 N N N N/A N/A 000000000 1.000000 NC USD 492282.040000 0.0007337 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 2613898.770000 N N N N/A N/A 000000000 1.000000 NC USD 52354.190000 0.0000780 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 235612.020000 N N N N/A N/A 000000000 1.000000 NC USD 125650.060000 0.0001873 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 623943.100000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 029912BE1 5612000.000000 PA USD 5994538.890000 0.0089342 Long DBT CORP US N 2 2021-11-01 Fixed 5.9 N N N N N N N/A N/A 000000000 1.000000 NC USD 43829.370000 0.0000653 N/A DFE IN N 2 Credit Suisse International DL6FFRRLF74S01HE2M14 6202694.930000 USD 448346296.300000 INR 2020-03-18 43829.370000 N N N AMERICAN TRANSMISSION SYSTEMS INCORPORATED N/A 030288AA2 2050000.000000 PA USD 2169610.570000 0.0032336 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 1484793.040000 0.0022129 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 1528570.920000 0.0022782 Long DBT CORP US N 2 2025-03-01 Fixed 3.4 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-3 N/A 03065DAE7 1086497.190000 PA USD 1086210.900000 0.0016189 Long ABS-O CORP US N 2 2021-10-08 Fixed 1.8 N N N N N N N/A 529900R27DL06UVNT076 000000000 1.000000 NC 358241.810000 0.0005339 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 -235159.920000 N N N AMERIQUEST MORTGAGE SEC INC 2002-C N/A 03072SDF9 3526915.990000 PA USD 3557046.790000 0.0053014 Long ABS-MBS CORP US N 2 2032-11-25 Floating 5.167 Y N N N N N N/A N/A 000000000 1.000000 NC -27104051.280000 -0.0403958 N/A DFE CN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 5885522795.860000 CNY 816923144.680000 USD 2020-03-18 -27104051.280000 N N N AMERIQUEST MTAGE SEC INC 2004-R2 N/A 03072SPX7 73305.130000 PA USD 73291.880000 0.0001092 Long ABS-MBS CORP US N 2 2034-04-25 Floating 2.482 N N N N N N AMERIQUEST MTAGE SEC INC 2004-R3 N/A 03072SQC2 2112034.910000 PA USD 2123797.470000 0.0031653 Long ABS-MBS CORP US N 2 2034-05-25 Floating 2.572 N N N N N N N/A S2PEWKCZFFECR4533P43 000000000 1.000000 NC USD 126003.290000 0.0001878 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 354036.520000 N N N N/A N/A 000000000 -8523.000000 NC 5759639.630000 0.0085842 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A EUIB 2020-12-14 -2398785914.030000 EUR 5759639.630000 N N N N/A N/A 000000000 -7328.000000 NC 5249834.800000 0.0078243 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A EUIB 2020-09-14 -2062660403.090000 EUR 5249834.800000 N N N N/A 20S05OYHG0MQM4VUIC57 000000000 1.000000 NC USD 1190291.410000 0.0017740 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 -105938.330000 N N N AMERIQUEST MTGE SEC INC 2004-R5 N/A 03072SRX5 294543.310000 PA USD 296136.730000 0.0004414 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.662 N N N N N N N/A UDSQCVRUX5BONN0VY111 000000000 1.000000 NC USD 97256.700000 0.0001450 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 147565.690000 USD 0.000000 USD 800000.000000 USD -50308.990000 N N N N/A UDSQCVRUX5BONN0VY111 000000000 1.000000 NC USD 483468.650000 0.0007206 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 42189.830000 N N N N/A 969500KCGF3SUYJHPV70 000000000 -23917.000000 NC 45023645.080000 0.0671032 N/A DIR DE N 1 Eurex N/A Short N/A FRANCE GOVT 2020-03-06 -4366744389.260000 EUR 45023645.080000 N N N N/A 969500KCGF3SUYJHPV70 000000000 10293.000000 NC -5888.290000 -0.0000088 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 03/06/20 2020-03-07 N/A EUR N/A 190.000000 EUR 2020-02-21 XXXX -5888.290000 N N N AMERIQUEST MTGE SECURITIES INC 2004-FR1 N/A 03072SQS7 686290.300000 PA USD 708041.860000 0.0010553 Long ABS-MBS CORP US N 2 2034-05-25 Variable 4.34324 Y N N N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD 561866.740000 0.0008374 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 2452825.360000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD 521020.940000 0.0007765 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 -220760.940000 USD 50400000.000000 USD 741781.880000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD 254304.240000 0.0003790 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 -569910.910000 USD 35900000.000000 USD 824215.150000 N N N N/A 54930070NSV60J38I987 000000000 1.000000 NC USD 236431.770000 0.0003524 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 -120588.920000 N N N N/A 529900AQBND3S6YJLY83 000000000 16425.000000 NC -9396.200000 -0.0000140 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 EURO-SCHATZ 2YR EUX 03/06/20 2020-03-07 N/A EUR N/A 114.100000 EUR 2020-02-21 XXXX -9396.200000 N N N N/A 529900AQBND3S6YJLY83 000000000 -12092.000000 NC 8343789.460000 0.0124356 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2020-03-06 -1812503320.230000 EUR 8343789.460000 N N N N/A 529900AQBND3S6YJLY83 000000000 38453.000000 NC -99961660.390000 -0.1489827 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2020-03-06 7353698884.130000 EUR -99961660.390000 N N N N/A 529900AQBND3S6YJLY83 000000000 638.000000 NC -3594546.050000 -0.0053573 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2020-03-06 141969570.520000 EUR -3594546.050000 N N N N/A 529900AQBND3S6YJLY83 000000000 -18116.000000 NC 1340654.270000 0.0019981 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2020-03-06 -2273989774.580000 EUR 1340654.270000 N N N N/A 529900AQBND3S6YJLY83 000000000 10829.000000 NC -6194.910000 -0.0000092 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 EURO-BOBL 5Y EUX 03/06/20 2020-03-07 N/A EUR N/A 140.000000 EUR 2020-02-21 XXXX -6194.910000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BN9 2400000.000000 PA USD 2480613.620000 0.0036971 Long DBT CORP US N 2 2022-05-15 Fixed 3.625 N N N N N N N/A 529900AQBND3S6YJLY83 000000000 1528.000000 NC -1474.000000 -0.0000022 N/A DIR DE N 1 Eurex N/A Put 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 03/06/20 2020-03-07 N/A EUR N/A 154.000000 EUR 2020-02-21 XXXX -1474.000000 N N N N/A 529900AQBND3S6YJLY83 000000000 3916.000000 NC -2240.210000 -0.0000033 N/A DIR DE N 1 Eurex N/A Put 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 03/06/20 2020-03-07 N/A EUR N/A 157.000000 EUR 2020-02-21 XXXX -2240.210000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BY5 8000000.000000 PA USD 8342464.320000 0.0124336 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 93785.680000 0.0001398 N/A DFE DK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5220804.110000 USD 35405000.000000 DKK 2020-01-02 93785.680000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CG3 4700000.000000 PA USD 4691432.320000 0.0069921 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 21308.630000 0.0000318 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 829107.240000 USD 11836335000.000000 IDR 2020-03-18 21308.630000 N N N N/A N/A 000000000 1.000000 NC USD 2548.060000 0.0000038 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 265061.160000 USD 5090000.000000 MXN 2020-02-12 2548.060000 N N N N/A N/A 000000000 1.000000 NC USD 2261.280000 0.0000034 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 542210.450000 USD 10356000.000000 MXN 2020-02-12 2261.280000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BM1 17322000.000000 PA USD 17868949.430000 0.0266318 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 USD 38814.400000 0.0000578 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1489774.740000 USD 6242901.050000 MYR 2020-03-18 38814.400000 N N N AMORTIZING RESIDENTIAL COLL TR 2002-BC6 N/A 86358R6A0 65248.510000 PA USD 62900.330000 0.0000937 Long ABS-MBS CORP US N 2 2032-08-25 Floating 2.917 N N N N N N AMORTIZING RESIDNTIAL COLL TR 2002-BC5 N/A 86358RZ67 54192.510000 PA USD 54041.420000 0.0000805 Long ABS-MBS CORP US N 2 2032-07-25 Floating 2.827 N N N N N N AMPHENOL CORPORATION 549300D3L3G0R4U4VT04 032095AG6 1900000.000000 PA USD 1971134.770000 0.0029378 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 -9822051.310000 -0.0146388 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5918083296.360000 MXN 302029319.420000 USD 2020-01-28 -9822051.310000 N N N N/A N/A 000000000 1.000000 NC -252665.650000 -0.0003766 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 246600000.000000 MXN 12779320.920000 USD 2020-01-09 -252665.650000 N N N N/A N/A 000000000 1.000000 NC -69151.960000 -0.0001031 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 88959000.000000 MXN 4622802.180000 USD 2020-01-22 -69151.960000 N N N N/A N/A 000000000 1.000000 NC -305046.640000 -0.0004546 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 41316997.500000 PEN 12161000.000000 USD 2020-01-15 -305046.640000 N N N N/A N/A 000000000 1.000000 NC -72014.270000 -0.0001073 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 165067880.940000 RUB 2574759.650000 USD 2020-02-18 -72014.270000 N N N N/A 784F5XWPLTWKTBV3E584 000000000 1.000000 NC USD 1395811.350000 0.0020803 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 -1829947.810000 N N N N/A 784F5XWPLTWKTBV3E584 000000000 1.000000 NC USD 346899.230000 0.0005170 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 -255275.990000 N N N N/A 784F5XWPLTWKTBV3E584 000000000 1.000000 NC USD 332680.400000 0.0004958 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 -129833.310000 N N N N/A N/A 000000000 1.000000 NC USD 3171266.090000 0.0047264 N/A DFE CN N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 185897387.500000 USD 1318402861.880000 CNY 2020-03-18 3171266.090000 N N N ANGLIAN WATER SERVICES FINANCING PLC 213800DL377MH46PDY63 ACI0WLQB1 4000000.000000 PA 5334875.890000 0.0079511 Long DBT CORP GB N 2 2025-08-10 Fixed 1.625 N N N N N N N/A N/A 000000000 1.000000 NC USD 2756.250000 0.0000041 N/A DFE SG N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 178864.490000 USD 244094.580000 SGD 2020-03-18 2756.250000 N N N ANHEUSER-BUSCH INBEV FINANCE INC 5493000EYEKDT0FBSQ91 035242AL0 3146000.000000 PA USD 3258873.260000 0.0048570 Long DBT CORP US N 2 2023-02-01 Fixed 3.3 N N N N N N N/A N/A 000000000 1.000000 NC -9050369.230000 -0.0134887 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 -9050369.230000 N N N ANHEUSER-BUSCH INBEV FINANCE INC 5493000EYEKDT0FBSQ91 03524BAE6 12000000.000000 PA USD 12731492.520000 0.0189750 Long DBT CORP US N 2 2024-02-01 Fixed 3.7 N N N N N N N/A N/A 000000000 1.000000 NC -22214.330000 -0.0000331 N/A DFE CZ N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 54000000.000000 CZK 2359835.600000 USD 2020-01-10 -22214.330000 N N N N/A N/A 000000000 1.000000 NC -1051456.630000 -0.0015671 N/A DFE N/A N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 88384000.000000 EUR 98132180.700000 USD 2020-01-10 -1051456.630000 N N N N/A N/A 000000000 1.000000 NC -627123.630000 -0.0009347 N/A DFE N/A N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 59830000.000000 EUR 66513501.610000 USD 2020-01-10 -627123.630000 N N N N/A N/A 000000000 1.000000 NC -9795678.470000 -0.0145995 N/A DFE GB N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 288572406.980000 GBP 372525190.190000 USD 2020-01-10 -9795678.470000 N N N N/A N/A 000000000 1.000000 NC -7207202.590000 -0.0107416 N/A DFE MX N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 4104861000.000000 MXN 209295001.220000 USD 2020-01-22 -7207202.590000 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 -3900.000000 -0.0000058 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 1706100.000000 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 ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 94973VBA4 9400000.000000 PA USD 9726548.570000 0.0144964 Long DBT CORP US N 2 2023-01-15 Fixed 3.3 N N N 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 ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AJ2 5200000.000000 PA USD 5208428.320000 0.0077626 Long DBT CORP US N 2 2025-01-15 Fixed 2.375 N N N 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 N/A 815600DE60799F5A9309 000000000 31209.000000 NC -31912569.710000 -0.0475624 N/A DIR DE N 1 Eurex N/A Long N/A ITALY GOVT 2020-03-06 4987116311.310000 EUR -31912569.710000 N N N N/A 815600DE60799F5A9309 000000000 17380.000000 NC -9942.520000 -0.0000148 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 03/06/20 2020-03-07 N/A EUR N/A 101.000000 EUR 2020-02-21 XXXX -9942.520000 N N N N/A 815600DE60799F5A9309 000000000 1.000000 NC USD 651821.620000 0.0009715 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 1208115.990000 N N N N/A 815600DE60799F5A9309 000000000 1.000000 NC USD -308467.280000 -0.0004597 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 1145485.550000 N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AE3 900000.000000 PA USD 904145.210000 0.0013475 Long DBT CORP US N 2 2020-11-21 Fixed 2.5 N N N N N N N/A 815600DE60799F5A9309 000000000 10709.000000 NC 1097641.690000 0.0016359 N/A DIR DE N 1 Eurex N/A Long N/A ITALY GOVT 2020-03-06 1350541186.580000 EUR 1097641.690000 N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AF0 10700000.000000 PA USD 10946722.630000 0.0163150 Long DBT CORP US N 2 2022-12-01 Fixed 2.95 N N N N N N AOZORA BANK LTD X0XUGKC9FD2CYUQNC010 ACI0SVM51 3000000.000000 PA USD 3002266.860000 0.0044746 Long DBT CORP JP N 2 2020-03-09 Fixed 2.75 N N N N N N AP MOLLER - MAERSK A/S 549300D2K6PKKKXVNN73 00203QAE7 19600000.000000 PA USD 20915073.960000 0.0311718 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 2264572.530000 0.0033751 Long DBT CORP DK N 2 2024-09-22 Fixed 3.75 N N N N N N APIDOS CLO XVI 2013-16A N/A 03764UAN3 184032.270000 PA USD 184089.490000 0.0002744 Long ABS-CBDO CORP KY N 2 2025-01-19 Floating 2.94588 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CG3 5000000.000000 PA USD 5193660.900000 0.0077406 Long DBT CORP US N 2 2024-02-09 Fixed 3 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CX6 1000000.000000 PA USD 1047958.560000 0.0015619 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 USD -10330457.070000 -0.0153965 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 200852245.920000 USD 766412000.000000 BRL 2020-01-03 -10330457.070000 N N N N/A N/A 000000000 1.000000 NC USD -10041077.990000 -0.0149652 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 198780730.460000 USD 759243000.000000 BRL 2020-01-03 -10041077.990000 N N N N/A N/A 000000000 1.000000 NC USD -20224581.880000 -0.0301427 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 380886823.660000 USD 1450836000.000000 BRL 2020-01-03 -20224581.880000 N N N N/A N/A 000000000 1.000000 NC USD -10075931.520000 -0.0150171 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 181191102.920000 USD 688345000.000000 BRL 2020-01-03 -10075931.520000 N N N N/A N/A 000000000 1.000000 NC USD -9854082.420000 -0.0146865 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 181087333.720000 USD 688820000.000000 BRL 2020-01-03 -9854082.420000 N N N N/A N/A 000000000 1.000000 NC USD -11356132.480000 -0.0169252 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 197076419.850000 USD 747097000.000000 BRL 2020-01-03 -11356132.480000 N N N N/A N/A 000000000 1.000000 NC 3282690.310000 0.0048925 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 811653000.000000 BRL 205050905.690000 USD 2020-01-03 3282690.310000 N N N N/A N/A 000000000 1.000000 NC -3997600.850000 -0.0059580 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 497045000.000000 BRL 119562445.880000 USD 2020-01-03 -3997600.850000 N N N N/A N/A 000000000 1.000000 NC -5202813.110000 -0.0077543 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 515415000.000000 BRL 122426365.800000 USD 2020-04-02 -5202813.110000 N N N N/A N/A 000000000 1.000000 NC -1870968.580000 -0.0027885 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 3792055000.000000 BRL 940793162.480000 USD 2020-01-03 -1870968.580000 N N N N/A N/A 000000000 1.000000 NC USD 29418.740000 0.0000438 N/A DFE N/A N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2851242.880000 USD 2567000.000000 EUR 2020-01-10 29418.740000 N N N N/A N/A 000000000 1.000000 NC USD -12965.020000 -0.0000193 N/A DFE JP N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6373675.010000 USD 691000000.000000 JPY 2020-01-10 -12965.020000 N N N N/A N/A 000000000 1.000000 NC USD 17800951.910000 0.0265305 N/A DFE MX N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 296943099.540000 USD 5967517000.000000 MXN 2020-01-22 17800951.910000 N N N N/A 5493003STKEZ2S0RNU91 000000000 1.000000 NC USD -28425.370000 -0.0000424 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 -9539.280000 N N N N/A N/A 000000000 1.000000 NC USD 646988.060000 0.0009643 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 777643.500000 N N N N/A N/A 000000000 1.000000 NC USD 1845402.000000 0.0027504 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 2217960.150000 N N N N/A N/A 000000000 1.000000 NC USD 813287.110000 0.0012121 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 717820.730000 N N N N/A N/A 000000000 1.000000 NC USD 1142146.550000 0.0017023 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 934526.850000 N N N N/A C4BXATY60WC6XEOZDX54 000000000 1.000000 NC USD 1218525.020000 0.0018161 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 1891258.550000 N N N N/A IGJSJL3JD5P30I6NJZ34 000000000 1.000000 NC USD 557218.430000 0.0008305 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 -527018.240000 N N N N/A N/A 000000000 1.000000 NC USD 131192.860000 0.0001955 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 65968690.300000 USD 265900000.000000 BRL 2020-01-03 131192.860000 N N N N/A N/A 000000000 1.000000 NC 1845071.540000 0.0027499 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 132950000.000000 BRL 34895013.120000 USD 2020-01-03 1845071.540000 N N N N/A N/A 000000000 1.000000 NC 1837746.040000 0.0027390 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 132950000.000000 BRL 34887687.620000 USD 2020-01-03 1837746.040000 N N N N/A N/A 000000000 1.000000 NC USD -13896.830000 -0.0000207 N/A DFE JP N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 6365401.740000 USD 690000000.000000 JPY 2020-01-10 -13896.830000 N N N N/A N/A 000000000 1.000000 NC -42128.170000 -0.0000628 N/A DFE NO N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 7900000.000000 NOK 857866.480000 USD 2020-02-14 -42128.170000 N N N ARES XXIX CLO LTD 2014-1A N/A 04014WAJ4 4780726.560000 PA USD 4784434.630000 0.0071307 Long ABS-CBDO CORP KY N 2 2026-04-17 Floating 3.19213 N N N N N N 2020-02-10 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX