NPORT-P false 0000826813 XXXXXXXX S000009236 C000025155 C000025157 C000025158 C000025159 C000224561 C000224562 C000189436 C000025146 C000025153 C000025154 C000068597 C000179993 C000025147 C000025148 C000148469 C000025149 C000025150 C000025151 C000164803 C000077900 C000189437 Intermediate Bond Fund of America 811-05446 0000826813 R8LBW477MUD2IBLY9S75 333 South Hope Street 55th Floor Los Angeles 90071 9499755000 Intermediate Bond Fund of America S000009236 R8LBW477MUD2IBLY9S75 2025-08-31 2025-08-31 N 29454026205.570000000000 2645225058.830000000000 26808801146.740000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 31380945.850000000000 USD N Bloomberg U.S. Aggregate Index LBUSTRUU HY 2025-SPRL N/A 44855PAA6 27553000.000000000000 PA USD 28558849.820000000000 0.1065278886 Long ABS-CBDO CORP US Y 2 2040-01-13 Variable 5.6490680000000000 N N N N N N HOUSTON GALLERIA MALL TRUST 2025-HGLR N/A 44216XAA3 6995000.000000000000 PA USD 7212292.680000000000 0.0269027050 Long ABS-CBDO CORP US Y 2 2045-02-05 Variable 5.6439120000000000 N N N N N N HOME PARTNERS OF AMERICA TRUST HPA_21-2 N/A 43732VAC0 2878486.890000000000 PA USD 2781553.840000000000 0.0103755249 Long ABS-CBDO CORP US Y 2 2026-12-17 Fixed 2.402000000000 N N N N N N HHT 2025-MAUI N/A 419909AA4 13305000.000000000000 PA USD 13327418.930000000000 0.0497128494 Long ABS-CBDO CORP US Y 2 2042-03-15 Variable 5.7559700000000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM7 N/A 452763AA3 19220806.850000000000 PA USD 19264649.510000000000 0.0718594219 Long ABS-CBDO CORP US Y 2 2067-11-25 Variable 7.3690000000000000 N N N N N N UNIFORM MBS N/A 01F0606A8 191931.000000000000 PA USD 195919.710000000000 0.0007308037 Long ABS-MBS USGA US N 2 2055-10-01 Fixed 6.000000000000 N N N N N N UNIFORM MBS N/A 01F0326A7 73991747.000000000000 PA USD 66826756.180000000000 0.2492717068 Long ABS-MBS USGA US N 2 2055-10-01 Fixed 3.500000000000 N N N N N N UNIFORM MBS N/A 01F0626A4 645167239.000000000000 PA USD 668290678.010000000000 2.4928032938 Long ABS-MBS USGA US N 2 2055-10-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EBR0 3292764.640000000000 PA USD 2623503.640000000000 0.0097859790 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYB2 76709.540000000000 PA USD 61457.770000000000 0.0002292448 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DTJ1 2475563.490000000000 PA USD 2172366.380000000000 0.0081031836 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQXQ5 1396648.530000000000 PA USD 1452404.140000000000 0.0054176393 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133W7CS2 60697.640000000000 PA USD 63114.740000000000 0.0002354254 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B3VK5 948720.210000000000 PA USD 985984.040000000000 0.0036778371 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNQY2 4557863.770000000000 PA USD 3624189.930000000000 0.0135186572 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M9BB2 5849149.300000000000 PA USD 4650956.920000000000 0.0173486196 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B2SY6 142833.390000000000 PA USD 113574.110000000000 0.0004236449 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KSTQ0 5159227.610000000000 PA USD 4102364.990000000000 0.0153023068 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L2FM0 12433775.290000000000 PA USD 9914219.930000000000 0.0369812133 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLYT7 12141620.560000000000 PA USD 9654421.730000000000 0.0360121353 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCAQ1 4308651.930000000000 PA USD 3426028.890000000000 0.0127794931 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6XP5 998307.780000000000 PA USD 1034995.590000000000 0.0038606560 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426FXP7 2299239.890000000000 PA USD 2385072.810000000000 0.0088966038 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DT3L2 344889.700000000000 PA USD 299410.470000000000 0.0011168365 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH6N2 796314.760000000000 PA USD 692859.940000000000 0.0025844495 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XEAG9 33793.060000000000 PA USD 29346.640000000000 0.0001094664 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WLYZ1 24694.640000000000 PA USD 25537.170000000000 0.0000952567 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FMX2 26156.960000000000 PA USD 27012.060000000000 0.0001007582 Long ABS-MBS USGA US N 2 2040-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AXJH1 233283.250000000000 PA USD 241562.470000000000 0.0009010566 Long ABS-MBS USGA US N 2 2039-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142JCAM2 45854.740000000000 PA USD 47353.780000000000 0.0001766352 Long ABS-MBS USGA US N 2 2040-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FHJ9 52763.720000000000 PA USD 54500.490000000000 0.0002032933 Long ABS-MBS USGA US N 2 2040-02-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WMGB2 869755.540000000000 PA USD 901692.090000000000 0.0033634182 Long ABS-MBS USGA US N 2 2039-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQUZ3 803302.770000000000 PA USD 831340.450000000000 0.0031009982 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D6JM3 8290509.870000000000 PA USD 8563425.160000000000 0.0319425890 Long ABS-MBS USGA US N 2 2040-02-01 Fixed 6.000000000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST IMPRL_23-NQM1 N/A 45290BAA7 14586563.070000000000 PA USD 14591989.270000000000 0.0544298463 Long ABS-CBDO CORP US Y 2 2068-02-25 Variable 5.9410000000000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C26 N/A 46643TBF8 3354132.950000000000 PA USD 3215355.700000000000 0.0119936572 Long ABS-CBDO CORP US N 2 2048-01-15 Fixed 3.950800000000 N N N N N N JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4 N/A 46645UAT4 1000000.000000000000 PA USD 987114.000000000000 0.0036820520 Long ABS-CBDO CORP US N 2 2049-12-15 Variable 3.6483000000000000 N N N N N N JPMCC 2017-JP5 N/A 46647TAS7 1000000.000000000000 PA USD 987160.000000000000 0.0036822236 Long ABS-CBDO CORP US N 2 2050-03-15 Fixed 3.723200000000 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO N/A 46655AAA6 12313000.000000000000 PA USD 11228249.330000000000 0.0418826984 Long ABS-CBDO CORP US Y 2 2039-01-05 Fixed 3.024200000000 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO N/A 46655AAE8 1164000.000000000000 PA USD 1038906.080000000000 0.0038752426 Long ABS-CBDO CORP US Y 2 2039-01-05 Fixed 3.376500000000 N N N N N N JW 2024-BERY N/A 46676AAA1 3223000.000000000000 PA USD 3232772.140000000000 0.0120586225 Long ABS-CBDO CORP US Y 2 2039-11-15 Variable 5.9561000000000000 N N N N N N LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2 N/A 52476DAA5 13953156.590000000000 PA USD 13963607.500000000000 0.0520859080 Long ABS-CBDO CORP US Y 2 2061-04-25 Variable 5.7500000000000000 N N N N N N LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5 N/A 52475XAA2 10673040.510000000000 PA USD 10683798.930000000000 0.0398518340 Long ABS-CBDO CORP US Y 2 2067-07-25 Variable 2.2500000000000000 N N N N N N LV TRUST LV_24-SHOW N/A 50245XAA5 11473000.000000000000 PA USD 11655696.050000000000 0.0434771252 Long ABS-CBDO CORP US Y 2 2041-10-10 Variable 5.2743900000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC_16-UBS9 N/A 61766CAL3 137500.000000000000 PA USD 119237.530000000000 0.0004447701 Long ABS-CBDO CORP US N 2 2049-03-15 Variable 4.7606700000000000 N N N N N N MSBAM 2015-C22 N/A 61690FAP8 1000000.000000000000 PA USD 964729.000000000000 0.0035985533 Long ABS-CBDO CORP US N 2 2048-04-15 Fixed 3.561000000000 N N N N N N MORGAN STANLEY BAML TRUST MSBAM_15-C27 N/A 61690AAE4 932251.520000000000 PA USD 930350.660000000000 0.0034703180 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.753000000000 N N N N N N INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8 N/A 61691ABN2 400000.000000000000 PA USD 395633.600000000000 0.0014757601 Long ABS-CBDO CORP US N 2 2048-12-15 Fixed 4.114000000000 N N N N N N MILL CITY MORTGAGE TRUST MCMLT_18-3 N/A 59980XAC1 1125225.150000000000 PA USD 1109752.180000000000 0.0041395069 Long ABS-CBDO CORP US Y 2 2058-08-26 Variable 3.4820900000000000 N N N N N N MILL CITY MORTGAGE TRUST MCMLT_18-1 N/A 59980VAA9 56040.890000000000 PA USD 55598.110000000000 0.0002073875 Long ABS-CBDO CORP US Y 2 2062-05-25 Variable 3.2500000000000000 N N N N N N MILL CITY MORTGAGE TRUST MCMLT_19-GS1 N/A 59981BAC8 148112.090000000000 PA USD 144901.020000000000 0.0005404979 Long ABS-CBDO CORP US Y 2 2059-07-25 Variable 2.7500000000000000 N N N N N N MFA 2020-NQM1 TRUST N/A 552754AA1 713205.320000000000 PA USD 691442.570000000000 0.0025791626 Long ABS-CBDO CORP US Y 2 2065-03-25 Variable 2.4790000000000000 N N N N N N MSC 2022-L8 N/A 61774LBF5 420000.000000000000 PA USD 394354.800000000000 0.0014709901 Long ABS-MBS CORP US N 2 2055-04-15 Variable 3.9181900000000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST MCMLT_15-1 N/A 599809CG3 1233265.460000000000 PA USD 1223432.630000000000 0.0045635485 Long ABS-CBDO CORP US Y 2 2056-06-25 Variable 3.7955400000000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST MCMLT_16-1 N/A 59980TAD8 3806439.750000000000 PA USD 3752609.080000000000 0.0139976758 Long ABS-CBDO CORP US Y 2 2057-04-25 Variable 3.3500000000000000 N N N N N N MSRM 2024-NQM2 N/A 61776HAA4 9305852.400000000000 PA USD 9425451.220000000000 0.0351580482 Long ABS-CBDO CORP US Y 2 2069-05-25 Variable 6.3860000000000000 N N N N N N MCAS 2024-01 254900QY3MMJFMNKXA93 62548RAA7 982484.470000000000 PA USD 997495.850000000000 0.0037207775 Long ABS-CBDO CORP US Y 2 2054-07-25 Variable 7.0983900000000000 N N N N N N UNIFORM MBS N/A 01F0706A7 119132931.000000000000 PA USD 125336182.720000000000 0.4675187899 Long ABS-MBS USGA US N 2 2055-10-01 Fixed 7.000000000000 N N N N N N UNIFORM MBS N/A 01F0226A8 63385851.000000000000 PA USD 52631300.430000000000 0.1963209774 Long ABS-MBS USGA US N 2 2055-10-01 Fixed 2.500000000000 N N N N N N UNIFORM MBS N/A 01F0426A6 18758000.000000000000 PA USD 18026513.030000000000 0.0672410263 Long ABS-MBS USGA US N 2 2055-10-01 Fixed 4.500000000000 N N N N N N UNIFORM MBS N/A 01F0404A2 4437500.000000000000 PA USD 4355685.810000000000 0.0162472234 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4.000000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_23-1 N/A 92539BAA0 4769336.980000000000 PA USD 4769856.840000000000 0.0177921303 Long ABS-CBDO CORP US Y 2 2067-12-25 Variable 5.8500000000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_23-3 N/A 92539GAA9 1287187.230000000000 PA USD 1290508.170000000000 0.0048137482 Long ABS-CBDO CORP US Y 2 2068-03-25 Variable 5.9300000000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_23-5 984500BADC7CFE3B0756 924934AA0 5253404.330000000000 PA USD 5296077.730000000000 0.0197549965 Long ABS-CBDO CORP US Y 2 2068-06-25 Variable 6.4760000000000000 N N N N N N VERUS 2024-2 213800KSJFZ5H8FZ7C61 92539UAA8 5144966.970000000000 PA USD 5191410.590000000000 0.0193645757 Long ABS-CBDO CORP US Y 2 2069-02-25 Variable 6.0950000000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_24-3 2138005NRONUFED1TZ38 92540MAA3 17389063.950000000000 PA USD 17624077.150000000000 0.0657398929 Long ABS-CBDO CORP US Y 2 2069-04-25 Variable 6.3380000000000000 N N N N N N VERUS 2024-4 213800WNY873LW1L3M73 92540GAA6 8536134.330000000000 PA USD 8641931.180000000000 0.0322354257 Long ABS-CBDO CORP US Y 2 2069-06-25 Variable 6.2180000000000000 N N N N N N VERUS 2024-8 213800RZ8QGNZ38DSP77 92540PAA6 5899853.010000000000 PA USD 5931104.530000000000 0.0221237216 Long ABS-CBDO CORP US Y 2 2069-10-25 Variable 5.3640000000000000 N N N N N N VERSUS SECURITIZATION TRUST VERSUS_24-R1 N/A 924926AA6 3136771.420000000000 PA USD 3147207.460000000000 0.0117394562 Long ABS-CBDO CORP US Y 2 2069-09-25 Variable 5.2180000000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_24-INV2 2138002Y4WGHSN8NFF24 92540NAA1 5793567.380000000000 PA USD 5819279.230000000000 0.0217066000 Long ABS-CBDO CORP US Y 2 2069-08-26 Variable 5.3320000000000000 N N N N N N VERUS 2024-9 213800LFRCPWSTP6LX39 92540RAC8 6256216.220000000000 PA USD 6299221.450000000000 0.0234968413 Long ABS-CBDO CORP US Y 2 2069-11-25 Variable 5.4380000000000000 N N N N N N VERUS 2023-7 213800W65K5FH3AI2J91 92539YAA0 3142169.150000000000 PA USD 3189000.040000000000 0.0118953474 Long ABS-CBDO CORP US Y 2 2068-10-25 Variable 7.0700000000000000 N N N N N N VERUS 2025-3 213800DYYV3EM7TSTN14 924928AA2 7661748.370000000000 PA USD 7744326.690000000000 0.0288872548 Long ABS-CBDO CORP US Y 2 2070-05-25 Variable 5.6230000000000000 N N N N N N VERUS 2024-5 213800YE6HC7EZSFHW30 92540HAA4 1728570.880000000000 PA USD 1750774.370000000000 0.0065305955 Long ABS-CBDO CORP US Y 2 2069-06-25 Variable 6.1920000000000000 N N N N N N VERUS 2025-R1 213800UBQ9UM61L7TB84 92541AAA8 22183824.870000000000 PA USD 22411519.650000000000 0.0835976198 Long ABS-CBDO CORP US Y 2 2065-05-25 Variable 5.4020000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31396TUG6 180381.790000000000 PA USD 164400.870000000000 0.0006132347 Long ABS-CBDO USGA US N 2 2036-06-15 Fixed 0.000000000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K053 N/A 3137BN6G4 784670.730000000000 PA USD 780519.040000000000 0.0029114284 Long ABS-CBDO USGA US N 2 2025-12-25 Fixed 2.995000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31397B2P5 114166.090000000000 PA USD 106531.460000000000 0.0003973749 Long ABS-CBDO USGA US N 2 2036-09-15 Fixed 0.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31396PBC4 212095.470000000000 PA USD 186436.160000000000 0.0006954289 Long ABS-CBDO USGA US N 2 2037-01-25 Fixed 0.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31396LCF5 53951.950000000000 PA USD 49097.520000000000 0.0001831396 Long ABS-CBDO USGA US N 2 2036-10-25 Fixed 0.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137BTUM1 958804.310000000000 PA USD 947519.180000000000 0.0035343586 Long ABS-CBDO USGA US N 2 2026-11-25 Variable 3.3470000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31342WAP6 1216813.020000000000 PA USD 1217926.400000000000 0.0045430096 Long ABS-MBS USGA US N 2 2045-08-01 Variable 4.2880000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31397FRD6 55402.800000000000 PA USD 46635.250000000000 0.0001739550 Long ABS-CBDO USGA US N 2 2037-03-15 Fixed 0.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GKK8 14845.940000000000 PA USD 15571.000000000000 0.0000580817 Long ABS-MBS USGA US N 2 2037-10-01 Fixed 7.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CZ56 5588454.580000000000 PA USD 5592360.910000000000 0.0208601678 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 4.000000000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K082 N/A 3137FJKE8 3000000.000000000000 PA USD 2999673.000000000000 0.0111891352 Long ABS-CBDO USGA US N 2 2028-09-25 Variable 3.9200000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HBFY9 678876.050000000000 PA USD 662153.300000000000 0.0024699101 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H8UE3 17812.860000000000 PA USD 17230.840000000000 0.0000642731 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JHF57 5711.150000000000 PA USD 5683.370000000000 0.0000211996 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XBV76 121257.470000000000 PA USD 120077.880000000000 0.0004479047 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JKRE8 139074.600000000000 PA USD 134705.990000000000 0.0005024693 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31342WAQ4 1989257.700000000000 PA USD 1946397.150000000000 0.0072602916 Long ABS-MBS USGA US N 2 2047-01-01 Variable 3.6820000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31342WAM3 515616.870000000000 PA USD 521693.930000000000 0.0019459801 Long ABS-MBS USGA US N 2 2045-04-01 Variable 5.1210000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31342WAN1 358011.000000000000 PA USD 359610.590000000000 0.0013413900 Long ABS-MBS USGA US N 2 2045-04-01 Variable 5.1540000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_18-3 N/A 35563PGG8 13925450.920000000000 PA USD 13532544.320000000000 0.0504779913 Long ABS-CBDO USGA US N 2 2057-08-25 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3131XBNF2 464090.170000000000 PA USD 457345.080000000000 0.0017059513 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CJT2 465.080000000000 PA USD 460.100000000000 0.0000017162 Long ABS-MBS USGA US N 2 2027-04-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HDRV8 55608.180000000000 PA USD 53462.480000000000 0.0001994214 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X6M85 899.800000000000 PA USD 885.740000000000 0.0000033039 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133G7FN8 56859.690000000000 PA USD 54665.650000000000 0.0002039093 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J73K9 70213.540000000000 PA USD 69134.220000000000 0.0002578788 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 3.000000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT N/A 05609VAG0 4930366.350000000000 PA USD 4916659.930000000000 0.0183397232 Long ABS-CBDO CORP US Y 2 2036-09-15 Variable 5.4275800000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT N/A 05609VAA3 48986856.740000000000 PA USD 48924986.340000000000 0.1824959873 Long ABS-CBDO CORP US Y 2 2036-09-15 Variable 5.1775800000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF N/A 12434CAA2 36831372.200000000000 PA USD 36770784.590000000000 0.1371593768 Long ABS-CBDO CORP US Y 2 2034-09-15 Variable 5.0665800000000000 N N N N N N BX TRUST BX_21-ARIA N/A 05608RAA3 47790000.000000000000 PA USD 47803190.040000000000 0.1783115544 Long ABS-CBDO CORP US Y 2 2036-10-15 Variable 5.3771000000000000 N N N N N N BX TRUST BX_21-ACNT N/A 05609QAA4 19639850.880000000000 PA USD 19639418.800000000000 0.0732573556 Long ABS-CBDO CORP US Y 2 2038-11-15 Variable 5.3280000000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1 N/A 10569XAA7 1047297.760000000000 PA USD 963723.400000000000 0.0035948023 Long ABS-CBDO CORP US Y 2 2061-09-25 Fixed 2.750000000000 N N N N N N CAS 2023-R05 N/A 207942AA1 2224946.110000000000 PA USD 2244541.210000000000 0.0083724043 Long ABS-CBDO CORP US Y 2 2043-06-25 Variable 6.2483900000000000 N N N N N N FANNIE MAE - CAS_24-R01 N/A 20753UAA8 4531502.000000000000 PA USD 4533255.690000000000 0.0169095800 Long ABS-CBDO CORP US Y 2 2044-01-25 Variable 5.3983900000000000 N N N N N N CAS 2024-R02 N/A 20754GAA8 3697313.400000000000 PA USD 3699679.680000000000 0.0138002429 Long ABS-CBDO CORP US Y 2 2044-02-25 Variable 5.4483900000000000 N N N N N N CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2 N/A 161930AB8 10612985.830000000000 PA USD 9506624.510000000000 0.0354608341 Long ABS-CBDO CORP US Y 2 2064-08-25 Variable 3.2500000000000000 N N N N N N CAS 2024-R04 N/A 20753GAB7 3259469.240000000000 PA USD 3262125.710000000000 0.0121681148 Long ABS-CBDO CORP US Y 2 2044-05-25 Variable 5.4483900000000000 N N N N N N CONE 2024-DFW1 N/A 20682AAA8 11554000.000000000000 PA USD 11563855.560000000000 0.0431345493 Long ABS-CBDO CORP US Y 2 2041-08-15 Variable 6.0048300000000000 N N N N N N CALI 2024-SUN N/A 12988DAA0 7266000.000000000000 PA USD 7293487.280000000000 0.0272055704 Long ABS-CBDO CORP US Y 2 2041-07-15 Variable 6.2541700000000000 N N N N N N CALI 2024-SUN N/A 12988DAC6 3787000.000000000000 PA USD 3804988.250000000000 0.0141930563 Long ABS-CBDO CORP US Y 2 2041-07-15 Variable 6.7035300000000000 N N N N N N CFMT 2024-HB15 98450050957GF5E1CD92 15723AAA9 2741367.500000000000 PA USD 2728831.230000000000 0.0101788633 Long ABS-CBDO CORP US Y 2 2034-08-25 Variable 4.0000000000000000 N N N N N N CAS 2024-R06 N/A 20755RAB1 1010070.690000000000 PA USD 1010348.460000000000 0.0037687193 Long ABS-CBDO CORP US Y 2 2044-09-25 Variable 5.3983900000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4 N/A 10806EAB0 3622075.330000000000 PA USD 3624306.530000000000 0.0135190921 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.840000000000 N N N N N N CAS 2024-R06 N/A 20755RAA3 7001995.450000000000 PA USD 7027818.810000000000 0.0262145956 Long ABS-CBDO CORP US Y 2 2044-09-25 Variable 5.4983900000000000 N N N N N N CAS 2024-R06 N/A 20755RAC9 2059000.000000000000 PA USD 2067740.460000000000 0.0077129165 Long ABS-CBDO CORP US Y 2 2044-09-25 Variable 5.9483900000000000 N N N N N N BMO 2024-5C8 N/A 09661XAF5 5450000.000000000000 PA USD 5685903.250000000000 0.0212090918 Long ABS-CBDO CORP US N 2 2057-12-15 Variable 5.9404000000000000 N N N N N N BLAST 2025-1 N/A 10806HAC1 6406000.000000000000 PA USD 6419337.290000000000 0.0239448876 Long ABS-O CORP US N 2 2028-08-15 Fixed 4.670000000000 N N N N N N BATTALION CLO LTD BATLN_18-12A 549300JIE0P78OIZGS60 07133RAW5 6667620.600000000000 PA USD 6658132.580000000000 0.0248356222 Long ABS-O CORP KY Y 2 2031-05-17 Variable 5.1151500000000000 N N N N N N BEACN 2021-1A N/A 07359BAA5 848533.380000000000 PA USD 789595.950000000000 0.0029452863 Long ABS-O CORP US Y 2 2046-10-22 Fixed 2.250000000000 N N N N N N CHASE 2024-RPL4 N/A 16160NAB7 4126190.640000000000 PA USD 3730559.100000000000 0.0139154268 Long ABS-CBDO CORP US Y 2 2064-12-25 Variable 3.3750000000000000 N N N N N N CHASE 2024-RPL4 N/A 16160NAC5 4425243.970000000000 PA USD 3950999.420000000000 0.0147376953 Long ABS-CBDO CORP US Y 2 2064-12-25 Variable 3.3750000000000000 N N N N N N BLAST 2025-2 N/A 10807HAB2 4986000.000000000000 PA USD 4990008.740000000000 0.0186133230 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.840000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-3 N/A 107920AB6 7640000.000000000000 PA USD 7649473.600000000000 0.0285334415 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.730000000000 N N N N N N BHG 2020-A N/A 06616PAB3 510296.150000000000 PA USD 509738.400000000000 0.0019013845 Long ABS-O CORP US Y 2 2031-09-17 Fixed 3.590000000000 N N N N N N CAL FUNDING LIMITED CAI_20-1 N/A 12807CAA1 144947.920000000000 PA USD 137736.470000000000 0.0005137733 Long ABS-O CORP US Y 2 2045-09-25 Fixed 2.220000000000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 171239AM8 3500000.000000000000 PA USD 3482104.500000000000 0.0129886617 Long DBT CORP US N 2 2035-08-15 Fixed 4.900000000000 N N N N N N CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R N/A 14856JAA2 274383.960000000000 PA USD 271684.840000000000 0.0010134166 Long ABS-O CORP US Y 2 2041-08-15 Fixed 2.741000000000 N N N N N N CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1 N/A 12567UAA1 10789669.500000000000 PA USD 10060363.370000000000 0.0375263456 Long ABS-O CORP US Y 2 2037-05-11 Fixed 2.868000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EK2 12675000.000000000000 PA USD 12708309.900000000000 0.0474034994 Long DBT CORP US N 2 2035-09-15 Fixed 5.450000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EJ5 26906000.000000000000 PA USD 27037597.250000000000 0.1008534365 Long DBT CORP US N 2 2032-09-15 Fixed 5.000000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4 N/A 14687HAD5 57246.370000000000 PA USD 55680.800000000000 0.0002076960 Long ABS-O CORP US N 2 2028-09-11 Fixed 1.720000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4 N/A 14687HAB9 4287877.100000000000 PA USD 4200533.040000000000 0.0156684852 Long ABS-O CORP US N 2 2028-09-11 Fixed 1.800000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175CS1 2826000.000000000000 PA USD 2832073.070000000000 0.0105639676 Long DBT CORP US N 2 2035-12-01 Fixed 5.850000000000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBG2 12500000.000000000000 PA USD 12541300.000000000000 0.0467805327 Long DBT CORP US Y 2 2028-08-21 Fixed 4.250000000000 N N N N N N CERBERUS LOAN FUNDING XXXVII LP CERB_22-2 6354009FMFQEKUGULT95 15674XAA8 4000000.000000000000 PA USD 4008544.000000000000 0.0149523434 Long ABS-O CORP US Y 2 2034-10-15 Variable 7.0675500000000000 N N N N N N CLI FUNDING LLC CLIF_22-1 N/A 12565KAE7 3063765.600000000000 PA USD 2839893.180000000000 0.0105931375 Long ABS-O CORP US Y 2 2047-01-18 Fixed 2.720000000000 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBH0 2000000.000000000000 PA USD 2007542.000000000000 0.0074883692 Long DBT CORP US Y 2 2032-08-21 Fixed 4.900000000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BQ2 10285000.000000000000 PA USD 10189884.320000000000 0.0380094741 Long DBT CORP US N 2 2026-05-15 Fixed 3.000000000000 N N N N N N CPS AUTO RECEIVABLES TRUST CPS_23-A N/A 12664LAC9 3659111.450000000000 PA USD 3664944.070000000000 0.0136706750 Long ABS-O CORP US Y 2 2029-04-16 Fixed 5.540000000000 N N N N N N CERBERUS LOAN FUNDING LP CERB_23-1 635400FRD1HEGKSHCI69 15675AAA7 2000000.000000000000 PA USD 2001650.000000000000 0.0074663913 Long ABS-O CORP US Y 2 2035-03-22 Variable 6.7175500000000000 N N N N N N CAS 2025-R01 N/A 20755JAA1 4110474.000000000000 PA USD 4112751.200000000000 0.0153410486 Long ABS-CBDO CORP US Y 2 2045-01-25 Variable 5.2983900000000000 N N N N N N COLT MORTGAGE LOAN TRUST COLT_23-3 213800MIPEZY1A8W1N28 19688RAA7 2151735.180000000000 PA USD 2183701.360000000000 0.0081454644 Long ABS-CBDO CORP US Y 2 2068-09-25 Variable 7.1800000000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175AZ7 4200000.000000000000 PA USD 4378575.600000000000 0.0163326050 Long DBT CORP US N 2 2035-10-23 Fixed 6.384000000000 N N N N N N CLEVELAND ELECTRIC ILLUMINATING CO N/A 186108CK0 2210000.000000000000 PA USD 2167004.450000000000 0.0080831830 Long DBT CORP US Y 2 2028-04-01 Fixed 3.500000000000 N N N N N N CAS 2025-R02 N/A 20754TAB8 1507393.560000000000 PA USD 1509708.920000000000 0.0056313929 Long ABS-CBDO CORP US Y 2 2045-02-25 Variable 5.3483900000000000 N N N N N N CAS 2025-R02 N/A 20754TAC6 6507943.420000000000 PA USD 6523985.500000000000 0.0243352378 Long ABS-CBDO CORP US Y 2 2045-02-25 Variable 5.4983900000000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DC7 4100000.000000000000 PA USD 4073862.500000000000 0.0151959891 Long DBT CORP US N 2 2028-11-15 Fixed 3.800000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDA6 1000000.000000000000 PA USD 937617.000000000000 0.0034974223 Long DBT CORP US N 2 2030-02-01 Fixed 2.650000000000 N N N N N N CATHEDRAL LAKE LTD CATLK_21-8 N/A 14919GAG0 1100000.000000000000 PA USD 1104288.900000000000 0.0041191282 Long ABS-O CORP KY Y 2 2035-01-20 Variable 7.2071000000000000 N N N N N N CANYON CAPITAL CLO LTD CANYC_21-2 N/A 13876XAN1 923077.000000000000 PA USD 924350.850000000000 0.0034479380 Long ABS-O CORP US Y 2 2034-04-15 Variable 7.9291600000000000 N N N N N N CIM 2025-R1 N/A 12575LAA1 5761449.240000000000 PA USD 5734422.280000000000 0.0213900735 Long ABS-CBDO CORP US Y 2 2099-02-25 Variable 5.0000000000000000 N N N N N N CIM TRUST CIM_20-R7 N/A 12563GAC2 3000000.000000000000 PA USD 2385126.000000000000 0.0088968022 Long ABS-CBDO CORP US Y 2 2061-12-27 Variable 2.2500000000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DH0 3025000.000000000000 PA USD 2997493.680000000000 0.0111810061 Long DBT CORP US N 2 2027-04-01 Fixed 3.625000000000 N N N N N N CHEVRON CORP N/A 166764BX7 4663000.000000000000 PA USD 4527399.960000000000 0.0168877375 Long DBT CORP US N 2 2027-05-11 Fixed 1.995000000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_23-3 N/A 14319BAD4 8980000.000000000000 PA USD 9132677.960000000000 0.0340659693 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.260000000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_23-3 N/A 14319BAC6 3692456.530000000000 PA USD 3718462.500000000000 0.0138703051 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.280000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 8500000.000000000000 PA USD 7805439.500000000000 0.0291152128 Long DBT CORP US N 2 2031-06-03 Variable 2.5720000000000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756AL0 2992000.000000000000 PA USD 2839632.400000000000 0.0105921648 Long DBT CORP US N 2 2027-08-12 Fixed 1.018000000000 N N N N N N COLT 2022-5 N/A 19688LAD4 4305000.000000000000 PA USD 4185463.070000000000 0.0156122724 Long ABS-CBDO CORP US Y 2 2067-03-25 Variable 4.7470500000000000 N N N N N N DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1 N/A 23312LAT5 150000.000000000000 PA USD 147443.700000000000 0.0005499824 Long ABS-CBDO CORP US N 2 2049-05-10 Fixed 3.539000000000 N N N N N N CPS AUTO RECEIVABLES TRUST CPS_23-C N/A 223928AB8 2391206.280000000000 PA USD 2392834.690000000000 0.0089255565 Long ABS-O CORP US Y 2 2027-06-15 Fixed 5.980000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3 N/A 14688GAC8 1448995.320000000000 PA USD 1459788.890000000000 0.0054451853 Long ABS-O CORP US Y 2 2028-08-10 Fixed 5.820000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DM9 16000000.000000000000 PA USD 15115424.000000000000 0.0563823198 Long DBT CORP US N 2 2027-08-21 Fixed 1.300000000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CF7 6375000.000000000000 PA USD 5980610.630000000000 0.0223083852 Long DBT CORP US N 2 2027-11-01 Fixed 1.375000000000 N N N N N N MORTGAGE TRUST DATA_23-CNTR N/A 238021AA7 11000000.000000000000 PA USD 11262603.000000000000 0.0420108417 Long ABS-CBDO CORP US Y 2 2043-08-12 Variable 5.9190100000000000 N N N N N N DC COMMERCIAL MORTGAGE TRUST DC_23-DC N/A 24023AAA8 9316000.000000000000 PA USD 9688789.060000000000 0.0361403295 Long ABS-CBDO CORP US Y 2 2040-09-10 Fixed 6.314300000000 N N N N N N CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2 N/A 17295FAD6 4117696.070000000000 PA USD 4150267.050000000000 0.0154809871 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.830000000000 N N N N N N CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2 N/A 17295FAE4 6122000.000000000000 PA USD 6257222.740000000000 0.0233401811 Long ABS-O CORP US Y 2 2030-10-15 Fixed 5.740000000000 N N N N N N DURST 2025-151 N/A 266895AA9 15962000.000000000000 PA USD 16270705.080000000000 0.0606916549 Long ABS-CBDO CORP US Y 2 2042-08-10 Variable 5.3168900000000000 N N N N N N EXTENDED STAY AMERICA TRUST ESA_21-ESH N/A 30227FAA8 23066081.990000000000 PA USD 23077522.770000000000 0.0860818902 Long ABS-CBDO CORP US Y 2 2038-07-15 Variable 5.5575800000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BX1 5000000.000000000000 PA USD 4237925.000000000000 0.0158079616 Long DBT CORP US N 2 2032-02-01 Fixed 2.300000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DQ0 4830000.000000000000 PA USD 4183398.240000000000 0.0156045704 Long DBT CORP US N 2 2031-02-28 Fixed 1.875000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_23-N3 N/A 14686RAA0 115228.200000000000 PA USD 115290.420000000000 0.0004300469 Long ABS-O CORP US Y 2 2027-09-10 Fixed 6.410000000000 N N N N N N CHESAPEAKE FUNDING II LLC CFII_23-2 5493000HT7H4OFOD6Z12 165183CZ5 1903390.970000000000 PA USD 1929357.030000000000 0.0071967300 Long ABS-O CORP US Y 2 2035-10-15 Fixed 6.160000000000 N N N N N N EXTENDED STAY AMERICA TRUST ESA_21-ESH N/A 30227FAE0 2445474.390000000000 PA USD 2447164.210000000000 0.0091282120 Long ABS-CBDO CORP US Y 2 2038-07-15 Variable 5.8575800000000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_23-1 N/A 26844QAA5 3286930.750000000000 PA USD 3282746.490000000000 0.0122450328 Long ABS-CBDO CORP US Y 2 2068-02-25 Variable 5.7320000000000000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_23-A1 N/A 17305EGW9 10715000.000000000000 PA USD 10741723.210000000000 0.0400678984 Long ABS-O CORP US N 2 2027-12-08 Fixed 5.230000000000 N N N N N N CPS AUTO RECEIVABLES TRUST 2024-A N/A 22411CAB6 1746093.380000000000 PA USD 1749924.310000000000 0.0065274247 Long ABS-O CORP US Y 2 2028-05-15 Fixed 5.650000000000 N N N N N N CPS AUTO RECEIVABLES TRUST 2024-A N/A 22411CAC4 1492000.000000000000 PA USD 1505022.180000000000 0.0056139108 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.740000000000 N N N N N N CPS AUTO RECEIVABLES TRUST 2024-A N/A 22411CAD2 238000.000000000000 PA USD 243339.290000000000 0.0009076843 Long ABS-O CORP US Y 2 2030-04-15 Fixed 6.130000000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CP3 3014000.000000000000 PA USD 2964718.090000000000 0.0110587492 Long DBT CORP US N 2 2026-03-15 Fixed 1.250000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 806000.000000000000 PA USD 724006.430000000000 0.0027006296 Long DBT CORP US N 2 2032-05-01 Variable 2.5610000000000000 N N N N N N CHASE ISSUANCE TRUST CHAIT_24-A1 N/A 161571HV9 14965000.000000000000 PA USD 15090376.770000000000 0.0562888907 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.600000000000 N N N N N N CHAOT 2024-1A N/A 16144BAC2 5820000.000000000000 PA USD 5875761.420000000000 0.0219172853 Long ABS-O CORP US Y 2 2029-05-25 Fixed 5.130000000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBA4 1250000.000000000000 PA USD 1223228.750000000000 0.0045627880 Long DBT CORP US N 2 2026-06-01 Fixed 1.450000000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBB2 5000000.000000000000 PA USD 4537070.000000000000 0.0169238079 Long DBT CORP US N 2 2031-06-01 Fixed 2.650000000000 N N N N N N CEFI 2024-1A N/A 20166RAA6 6212249.580000000000 PA USD 6283069.230000000000 0.0234365916 Long ABS-O CORP US Y 2 2029-07-16 Fixed 5.970000000000 N N N N N N CHASE AUTO OWNER TRUST 2024-2 N/A 16144CAC0 9314000.000000000000 PA USD 9448317.190000000000 0.0352433409 Long ABS-O CORP US Y 2 2029-06-25 Fixed 5.520000000000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY (THE) 549300O45IUXEDS1VZ32 207597EN1 4959000.000000000000 PA USD 4371799.850000000000 0.0163073307 Long DBT CORP US N 2 2031-07-01 Fixed 2.050000000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 3835000.000000000000 PA USD 3545480.510000000000 0.0132250618 Long DBT CORP US N 2 2028-07-15 Fixed 2.450000000000 N N N N N N CHASE AUTO OWNER TRUST 2024-2 N/A 16144CAB2 1398206.740000000000 PA USD 1400055.170000000000 0.0052223714 Long ABS-O CORP US Y 2 2027-05-26 Fixed 5.660000000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_24-2 N/A 14319EAC0 2644663.410000000000 PA USD 2649624.800000000000 0.0098834140 Long ABS-O CORP US N 2 2027-05-17 Fixed 5.650000000000 N N N N N N CNH 2024-B N/A 18978JAB4 3644881.920000000000 PA USD 3655350.020000000000 0.0136348880 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.420000000000 N N N N N N DRIVE 2025-1 N/A 262102AD8 3614000.000000000000 PA USD 3647895.710000000000 0.0136070826 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.790000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 7856000.000000000000 PA USD 6956959.360000000000 0.0259502815 Long DBT CORP US N 2 2032-11-03 Variable 2.5200000000000000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBE3 9790000.000000000000 PA USD 9514411.500000000000 0.0354898805 Long DBT CORP CA N 2 2026-12-02 Fixed 1.750000000000 N N N N N N DLLMT 2024-1A N/A 23347AAG6 4000000.000000000000 PA USD 4090500.000000000000 0.0152580489 Long ABS-O CORP US Y 2 2032-04-20 Fixed 4.980000000000 N N N N N N DLLAD 2025-1A N/A 23347BAC3 3773000.000000000000 PA USD 3811141.260000000000 0.0142160078 Long ABS-O CORP US Y 2 2030-09-20 Fixed 4.420000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175CJ1 10000000.000000000000 PA USD 9406830.000000000000 0.0350885888 Long DBT CORP US N 2 2033-04-01 Fixed 4.400000000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBK3 10515000.000000000000 PA USD 10546176.980000000000 0.0393384878 Long DBT CORP US N 2 2027-05-09 Fixed 4.350000000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_22-3 N/A 29374FAB9 570950.940000000000 PA USD 570829.330000000000 0.0021292609 Long ABS-O CORP US Y 2 2029-07-20 Fixed 4.380000000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_22-4 N/A 29374GAB7 3405693.430000000000 PA USD 3419309.390000000000 0.0127544286 Long ABS-O CORP US Y 2 2029-10-22 Fixed 5.760000000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 1909000.000000000000 PA USD 1965645.760000000000 0.0073320912 Long DBT CORP US N 2 2027-07-15 Variable 6.6650000000000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAN4 2500000.000000000000 PA USD 2604435.000000000000 0.0097148507 Long DBT CORP US N 2 2029-07-15 Variable 6.8300000000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1 N/A 30168BAF7 2286000.000000000000 PA USD 2330782.740000000000 0.0086940954 Long ABS-O CORP US N 2 2029-06-15 Fixed 6.690000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3 N/A 301989AF6 416000.000000000000 PA USD 425779.740000000000 0.0015882088 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.680000000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DP8 10844000.000000000000 PA USD 10205624.560000000000 0.0380681870 Long DBT CORP US N 2 2032-08-15 Fixed 3.600000000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBA8 7388000.000000000000 PA USD 7491498.490000000000 0.0279441757 Long DBT CORP US N 2 2028-01-11 Fixed 5.000000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3 N/A 301989AE9 431154.330000000000 PA USD 433608.030000000000 0.0016174093 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.210000000000 N N N N N N ENTERPRISE FLEET FINANCING LLC EFF_24-1 N/A 29375PAC4 2281000.000000000000 PA USD 2330753.170000000000 0.0086939851 Long ABS-O CORP US Y 2 2030-09-20 Fixed 5.160000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1 N/A 30167PAD2 7889118.680000000000 PA USD 7914387.530000000000 0.0295216018 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.290000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1 N/A 30167PAF7 5363000.000000000000 PA USD 5500153.360000000000 0.0205162228 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.840000000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAA2 2000000.000000000000 PA USD 2082822.000000000000 0.0077691725 Long DBT CORP ES Y 2 2029-01-18 Variable 6.2080000000000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DU7 1929000.000000000000 PA USD 1915915.590000000000 0.0071465918 Long DBT CORP US N 2 2033-05-15 Fixed 4.625000000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBP2 245000.000000000000 PA USD 244536.220000000000 0.0009121490 Long DBT CORP US N 2 2033-05-01 Fixed 4.900000000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAD1 27016000.000000000000 PA USD 26777718.880000000000 0.0998840595 Long DBT CORP US N 2 2027-04-05 Fixed 3.650000000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 281000.000000000000 PA USD 265981.390000000000 0.0009921421 Long DBT CORP US N 2 2032-04-05 Fixed 3.900000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DX5 4880000.000000000000 PA USD 5020304.880000000000 0.0187263311 Long DBT CORP US N 2 2031-01-30 Fixed 5.250000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1 N/A 30167PAE0 5680000.000000000000 PA USD 5747103.520000000000 0.0214373761 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.410000000000 N N N N N N EART 2024-2A N/A 30166DAF5 7450000.000000000000 PA USD 7635892.400000000000 0.0284827820 Long ABS-O CORP US N 2 2030-02-15 Fixed 5.920000000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 2185000.000000000000 PA USD 2421390.780000000000 0.0090320741 Long DBT CORP ES Y 2 2034-09-13 Variable 6.8400000000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175CP7 6730000.000000000000 PA USD 7181347.450000000000 0.0267872756 Long DBT CORP US N 2 2034-02-01 Fixed 6.650000000000 N N N N N N EART 2024-2A N/A 30166DAE8 7369000.000000000000 PA USD 7455069.920000000000 0.0278082928 Long ABS-O CORP US N 2 2029-05-15 Fixed 5.740000000000 N N N N N N EART 2024-2A N/A 30166DAD0 3345574.720000000000 PA USD 3352560.280000000000 0.0125054465 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.610000000000 N N N N N N CHILE (REPUBLIC OF) 549300FLZTJM5YJF8D34 168863EB0 6885000.000000000000 PA USD 7037847.000000000000 0.0262520020 Long DBT NUSS CL N 2 2029-01-22 Fixed 4.850000000000 N N N N N N DOW CHEMICAL COMPANY (THE) ZQUIP1CSZO8LXRBSOU78 260543DJ9 6696000.000000000000 PA USD 6660062.570000000000 0.0248428213 Long DBT CORP US N 2 2034-02-15 Fixed 5.150000000000 N N N N N N EFF 2024-2 N/A 29375RAB2 2088636.640000000000 PA USD 2099282.420000000000 0.0078305718 Long ABS-O CORP US Y 2 2026-12-20 Fixed 5.740000000000 N N N N N N EART 2024-3A N/A 30165AAC9 3164748.490000000000 PA USD 3170204.520000000000 0.0118252379 Long ABS-O CORP US N 2 2027-12-15 Fixed 5.650000000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAY5 5851000.000000000000 PA USD 6012862.060000000000 0.0224286869 Long DBT CORP US N 2 2030-01-30 Fixed 5.150000000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BM8 6525000.000000000000 PA USD 6616219.500000000000 0.0246792815 Long DBT CORP US N 2 2027-07-01 Fixed 4.950000000000 N N N N N N EFF 2024-3 N/A 29375QAB4 4579326.070000000000 PA USD 4604132.280000000000 0.0171739581 Long ABS-O CORP US Y 2 2027-04-20 Fixed 5.310000000000 N N N N N N EQS 2024-1C N/A 22689LAA3 7648863.610000000000 PA USD 7766877.930000000000 0.0289713736 Long ABS-O CORP US Y 2 2031-01-20 Fixed 6.050000000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) N/A 251526CY3 1200000.000000000000 PA USD 1209250.800000000000 0.0045106485 Long DBT CORP US N 2 2035-09-11 Variable 5.4030000000000000 N N N N N N DOW CHEMICAL COMPANY (THE) ZQUIP1CSZO8LXRBSOU78 260543DL4 1700000.000000000000 PA USD 1685629.900000000000 0.0062875990 Long DBT CORP US N 2 2035-03-15 Fixed 5.350000000000 N N N N N N EFF 2024-4 N/A 29374MAB4 6844305.080000000000 PA USD 6863989.300000000000 0.0256034922 Long ABS-O CORP US Y 2 2027-07-20 Fixed 4.690000000000 N N N N N N EQUIPMENTSHARE EQS_24-2M N/A 69121NAA6 11218271.850000000000 PA USD 11427369.220000000000 0.0426254392 Long ABS-O CORP US Y 2 2032-12-20 Fixed 5.700000000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBC2 1696000.000000000000 PA USD 1715816.060000000000 0.0064001969 Long DBT CORP US N 2 2035-04-01 Fixed 5.550000000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) N/A 251526DA4 1700000.000000000000 PA USD 1742251.800000000000 0.0064988053 Long DBT CORP US N 2 2031-05-09 Variable 5.2970000000000000 N N N N N N EVGRN 2025-CRT5 5493002G9KVV6J3CNU15 30023JCX4 1691000.000000000000 PA USD 1711915.980000000000 0.0063856491 Long ABS-O CORP US Y 2 2029-05-15 Fixed 5.240000000000 N N N N N N EVGRN 2025-CRT5 5493002G9KVV6J3CNU15 30023JCY2 292000.000000000000 PA USD 295300.180000000000 0.0011015046 Long ABS-O CORP US Y 2 2029-05-15 Fixed 5.530000000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAJ0 16616000.000000000000 PA USD 14853690.420000000000 0.0554060226 Long DBT CORP US N 2 2030-06-15 Fixed 1.750000000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAF7 6500000.000000000000 PA USD 6491231.500000000000 0.0242130615 Long DBT CORP NO Y 2 2026-09-16 Variable 1.1270000000000000 N N N N N N EART 2025-1A N/A 30167MAD9 5304000.000000000000 PA USD 5351290.460000000000 0.0199609465 Long ABS-O CORP US N 2 2029-08-15 Fixed 4.910000000000 N N N N N N EART 2025-1A N/A 30167MAB3 3844659.210000000000 PA USD 3846612.300000000000 0.0143483190 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.700000000000 N N N N N N EART 2025-1A N/A 30167MAC1 2938000.000000000000 PA USD 2947289.960000000000 0.0109937402 Long ABS-O CORP US N 2 2028-08-15 Fixed 4.670000000000 N N N N N N EART 2025-1A N/A 30167MAF4 4233000.000000000000 PA USD 4319950.050000000000 0.0161139248 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.490000000000 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851EC4 5445000.000000000000 PA USD 5368933.350000000000 0.0200267566 Long DBT CORP US Y 2 2026-03-02 Fixed 1.450000000000 N N N N N N EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1 N/A 30185AAB7 7939490.890000000000 PA USD 7964539.980000000000 0.0297086764 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.830000000000 N N N N N N EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1 N/A 30185AAE1 1416000.000000000000 PA USD 1449686.640000000000 0.0054075027 Long ABS-O CORP US N 2 2031-08-15 Fixed 5.400000000000 N N N N N N EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1 N/A 30185AAC5 3027000.000000000000 PA USD 3054633.480000000000 0.0113941443 Long ABS-O CORP US N 2 2030-04-15 Fixed 4.690000000000 N N N N N N EART 2025-3A N/A 30166XAF1 2237000.000000000000 PA USD 2284431.110000000000 0.0085211983 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.570000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BW4 3900000.000000000000 PA USD 4067516.700000000000 0.0151723185 Long DBT CORP US N 2 2035-01-22 Variable 5.6760000000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BV6 8825000.000000000000 PA USD 8963552.500000000000 0.0334351113 Long DBT CORP US N 2 2028-01-21 Variable 5.3000000000000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196CP5 5562000.000000000000 PA USD 5590371.760000000000 0.0208527481 Long DBT CORP US Y 2 2029-09-09 Fixed 4.203000000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAP6 10000000.000000000000 PA USD 10428850.000000000000 0.0389008443 Long DBT CORP US N 2 2029-03-01 Fixed 5.400000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400JG9 5545000.000000000000 PA USD 5588173.370000000000 0.0208445478 Long DBT CORP US N 2 2035-03-01 Fixed 5.450000000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BL4 2700000.000000000000 PA USD 2771366.400000000000 0.0103375245 Long DBT CORP US N 2 2030-02-10 Fixed 4.850000000000 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 22411VAS7 9893000.000000000000 PA USD 9946740.750000000000 0.0371025198 Long DBT USGA CA Y 2 2026-03-11 Variable 4.3400000000000000 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 22411VAU2 12181000.000000000000 PA USD 11814332.410000000000 0.0440688576 Long DBT USGA CA Y 2 2026-09-09 Fixed 0.875000000000 N N N N N N DEVELOPMENT BANK OF JAPAN INC 5493001HGBABMWFZUI25 25159MBD8 6158000.000000000000 PA USD 5971714.340000000000 0.0222752010 Long DBT USGA JP Y 2 2026-10-20 Fixed 1.250000000000 N N N N N N DEVELOPMENT BANK OF JAPAN INC 5493001HGBABMWFZUI25 25159MBE6 2296000.000000000000 PA USD 2007179.270000000000 0.0074870161 Long DBT USGA JP Y 2 2031-10-20 Fixed 1.750000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3135G05Q2 21412000.000000000000 PA USD 18693988.560000000000 0.0697307890 Long DBT USGA US N 2 2030-08-05 Fixed 0.875000000000 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 471048CV8 9562000.000000000000 PA USD 9563185.690000000000 0.0356718140 Long DBT USGA JP N 2 2026-01-26 Fixed 4.250000000000 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 471048CM8 4918000.000000000000 PA USD 4405923.090000000000 0.0164346144 Long DBT USGA JP N 2 2031-04-15 Fixed 1.875000000000 N N N N N N KFW 549300GDPG70E3MBBU98 500769KA1 10813000.000000000000 PA USD 10819174.220000000000 0.0403567998 Long DBT CORP DE N 2 2025-09-29 Fixed 5.125000000000 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 50048MCW8 25000000.000000000000 PA USD 24976375.000000000000 0.0931648337 Long DBT USGA NO Y 2 2025-09-11 Fixed 0.375000000000 N N N N N N ONTARIO TEACHERS FINANCE TRUST 635400ZZE5J8OXXBBY26 68329AAL2 31138000.000000000000 PA USD 30691801.800000000000 0.1144840518 Long DBT USGA CA Y 2 2027-04-13 Fixed 3.000000000000 N N N N N N OMERS FINANCE TRUST 529900M039WCPES03P17 682142AG9 2494000.000000000000 PA USD 2393232.420000000000 0.0089270401 Long DBT USGA CA Y 2 2032-04-19 Fixed 3.500000000000 N N N N N N ONTARIO TEACHERS FINANCE TRUST 635400ZZE5J8OXXBBY26 68329AAJ7 5070000.000000000000 PA USD 4564258.370000000000 0.0170252237 Long DBT USGA CA Y 2 2031-04-16 Fixed 2.000000000000 N N N N N N ONTARIO TEACHERS FINANCE TRUST 635400ZZE5J8OXXBBY26 68329AAK4 23131000.000000000000 PA USD 22403717.410000000000 0.0835685165 Long DBT USGA CA Y 2 2026-09-21 Fixed 0.875000000000 N N N N N N PSP CAPITAL INC 549300B456N0WEIC5249 69376P2B0 12052000.000000000000 PA USD 11296797.580000000000 0.0421383915 Long DBT USGA CA Y 2 2028-10-26 Fixed 1.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCJ8 33040000.000000000000 PA USD 32232713.860000000000 0.1202318361 Long DBT UST US N 2 2026-06-30 Fixed 0.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 48250000.000000000000 PA USD 45083593.750000000000 0.1681671385 Long DBT UST US N 2 2028-10-31 Fixed 1.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 10000000.000000000000 PA USD 8861328.000000000000 0.0330538018 Long DBT UST US N 2 2032-02-15 Fixed 1.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 30527218.551000000000 PA USD 30126553.650000000000 0.1123756094 Long DBT UST US N 2 2027-04-15 Fixed 0.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CET4 140000000.000000000000 PA USD 137553626.000000000000 0.5130912988 Long DBT UST US N 2 2027-05-31 Fixed 2.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 52000000.000000000000 PA USD 51150819.200000000000 0.1907986072 Long DBT UST US N 2 2027-07-31 Fixed 2.750000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 60000000.000000000000 PA USD 60614064.000000000000 0.2260976299 Long DBT UST US N 2 2027-09-30 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFR7 40167445.280000000000 PA USD 40951982.120000000000 0.1527557383 Long DBT UST US N 2 2027-10-15 Fixed 1.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFU0 30000000.000000000000 PA USD 30314214.000000000000 0.1130756047 Long DBT UST US N 2 2027-10-31 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFW6 375200.000000000000 PA USD 375397.840000000000 0.0014002784 Long DBT UST US N 2 2025-11-15 Fixed 4.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 687000.000000000000 PA USD 694675.100000000000 0.0025912203 Long DBT UST US N 2 2032-11-15 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 40000000.000000000000 PA USD 40229688.000000000000 0.1500614958 Long DBT UST US N 2 2027-11-30 Fixed 3.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 24000000.000000000000 PA USD 24213748.800000000000 0.0903201477 Long DBT UST US N 2 2029-12-31 Fixed 3.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGJ4 26000000.000000000000 PA USD 25831405.600000000000 0.0963541990 Long DBT UST US N 2 2030-01-31 Fixed 3.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGL9 16558000.000000000000 PA USD 16552825.630000000000 0.0617439979 Long DBT UST US N 2 2026-02-15 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 3200000.000000000000 PA USD 3102000.000000000000 0.0115708270 Long DBT UST US N 2 2033-02-15 Fixed 3.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 3350000.000000000000 PA USD 3397502.000000000000 0.0126730844 Long DBT UST US N 2 2030-02-28 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 10965300.000000000000 PA USD 10978150.240000000000 0.0409497992 Long DBT UST US N 2 2028-03-31 Fixed 3.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 65000000.000000000000 PA USD 65185354.000000000000 0.2431490824 Long DBT UST US N 2 2030-05-31 Fixed 3.750000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 7000000.000000000000 PA USD 7007109.200000000000 0.0261373463 Long DBT UST US N 2 2028-05-31 Fixed 3.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHM6 8050000.000000000000 PA USD 8090878.710000000000 0.0301799348 Long DBT UST US N 2 2026-07-15 Fixed 4.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHQ7 200000000.000000000000 PA USD 202976560.000000000000 0.7571265828 Long DBT UST US N 2 2028-07-31 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 153949300.000000000000 PA USD 160377899.470000000000 0.5982285392 Long DBT UST US N 2 2030-09-30 Fixed 4.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLG4 211000000.000000000000 PA USD 211457068.200000000000 0.7887598817 Long DBT UST US N 2 2027-08-15 Fixed 3.750000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 20000000.000000000000 PA USD 19910156.000000000000 0.0742672374 Long DBT UST US N 2 2027-09-15 Fixed 3.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLP4 146872500.000000000000 PA USD 146353276.340000000000 0.5459150357 Long DBT UST US N 2 2026-09-30 Fixed 3.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLU3 17279600.000000000000 PA USD 17546894.680000000000 0.0654519931 Long DBT UST US N 2 2031-10-31 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLR0 18000000.000000000000 PA USD 18329061.600000000000 0.0683695683 Long DBT UST US N 2 2029-10-31 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 48900000.000000000000 PA USD 49637319.090000000000 0.1851530727 Long DBT UST US N 2 2031-11-30 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 75000000.000000000000 PA USD 76391595.000000000000 0.2849496872 Long DBT UST US N 2 2029-11-30 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 104000000.000000000000 PA USD 106969688.800000000000 0.3990095947 Long DBT UST US N 2 2029-12-31 Fixed 4.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMF5 4600000.000000000000 PA USD 4667203.240000000000 0.0174092203 Long DBT UST US N 2 2028-01-15 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMH1 51884900.000000000000 PA USD 52148169.170000000000 0.1945188406 Long DBT UST US N 2 2027-01-31 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 15000000.000000000000 PA USD 15423633.000000000000 0.0575319758 Long DBT UST US N 2 2032-01-31 Fixed 4.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMG3 2350000.000000000000 PA USD 2405812.500000000000 0.0089739653 Long DBT UST US N 2 2030-01-31 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 80000000.000000000000 PA USD 76262496.000000000000 0.2844681326 Long DBT UST US N 2 2055-02-15 Fixed 4.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMN8 9000000.000000000000 PA USD 9137460.600000000000 0.0340838091 Long DBT UST US N 2 2028-02-15 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UH9 216806292.864000000000 PA USD 204958264.900000000000 0.7645185765 Long DBT UST US N 2 2055-02-15 Fixed 2.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMR9 40000000.000000000000 PA USD 40568752.000000000000 0.1513262446 Long DBT UST US N 2 2032-02-29 Fixed 4.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNB3 25333500.000000000000 PA USD 25871825.000000000000 0.0965049681 Long DBT UST US N 2 2030-04-15 Fixed 1.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 50000000.000000000000 PA USD 50296875.000000000000 0.1876132943 Long DBT UST US N 2 2032-04-30 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UK2 3152000.000000000000 PA USD 3066058.830000000000 0.0114367622 Long DBT UST US N 2 2055-05-15 Fixed 4.750000000000 N N N N N N COBANK ACB P0J8I7M2E0A77CKF1705 19075Q607 4000.000000000000 NS USD 3260000.000000000000 0.0121601857 Long EP CORP US N 2 N N N WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_23-A N/A 981464HL7 6414000.000000000000 PA USD 6448924.230000000000 0.0240552503 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.020000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 40000000.000000000000 PA USD 40137036.000000000000 0.1497158929 Long DBT UST US N 2 2027-05-31 Fixed 3.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 244000000.000000000000 PA USD 247421709.600000000000 0.9229122490 Long DBT UST US N 2 2030-05-31 Fixed 4.000000000000 N N N N N N AMERICAN MONEY MANAGEMENT CORPORATION AMMC_16-18A 549300F8C2GVHBFFH173 001746AN6 188992.340000000000 PA USD 188992.340000000000 0.0007049638 Long ABS-O CORP KY Y 2 2031-05-27 Variable 5.5843500000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-4 N/A 05377RGY4 13000000.000000000000 PA USD 13382772.000000000000 0.0499193229 Long ABS-O CORP US Y 2 2029-06-20 Fixed 5.490000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6 N/A 05377RHG2 18450000.000000000000 PA USD 19246357.350000000000 0.0717911899 Long ABS-O CORP US Y 2 2029-12-20 Fixed 5.810000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5 N/A 05377RHC1 26765000.000000000000 PA USD 27307606.850000000000 0.1018606043 Long ABS-O CORP US Y 2 2028-04-20 Fixed 5.780000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 29313000.000000000000 PA USD 29545443.300000000000 0.1102079990 Long DBT UST US N 2 2028-06-15 Fixed 3.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNL1 277999900.000000000000 PA USD 278492182.220000000000 1.0388087878 Long DBT UST US N 2 2027-06-30 Fixed 3.750000000000 N N N N N N AMXCA 2023-2 549300Y4SA5G3GIJTP18 02582JKB5 3000000.000000000000 PA USD 3073065.000000000000 0.0114628960 Long ABS-O CORP US N 2 2030-05-15 Fixed 4.800000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2 N/A 03065UAB5 229472.510000000000 PA USD 229670.540000000000 0.0008566983 Long ABS-O CORP US N 2 2027-04-19 Fixed 6.190000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNJ6 77000000.000000000000 PA USD 77394024.400000000000 0.2886888674 Long DBT UST US N 2 2032-06-30 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 14102700.000000000000 PA USD 14220040.110000000000 0.0530424320 Long DBT UST US N 2 2030-06-30 Fixed 3.875000000000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B N/A 00792FAA6 3657000.000000000000 PA USD 3660028.000000000000 0.0136523375 Long ABS-O CORP US Y 2 2028-09-15 Fixed 6.820000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8 N/A 05377RHM9 5340000.000000000000 PA USD 5616350.340000000000 0.0209496512 Long ABS-O CORP US Y 2 2030-02-20 Fixed 6.020000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNM9 10458600.000000000000 PA USD 10541533.560000000000 0.0393211673 Long DBT UST US N 2 2028-07-15 Fixed 3.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNR8 83959000.000000000000 PA USD 84352557.810000000000 0.3146450203 Long DBT UST US N 2 2032-07-31 Fixed 4.000000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1 N/A 05377RHY3 5598000.000000000000 PA USD 5786221.550000000000 0.0215832909 Long ABS-O CORP US Y 2 2030-06-20 Fixed 5.360000000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1 N/A 02531AAG6 2489000.000000000000 PA USD 2531462.340000000000 0.0094426540 Long ABS-O CORP US Y 2 2030-05-13 Fixed 5.860000000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1 N/A 02531AAC5 1024806.110000000000 PA USD 1025176.070000000000 0.0038240280 Long ABS-O CORP US Y 2 2027-11-12 Fixed 5.600000000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1 N/A 02531AAE1 14735000.000000000000 PA USD 14808542.390000000000 0.0552376151 Long ABS-O CORP US Y 2 2030-01-14 Fixed 5.630000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNP2 435361000.000000000000 PA USD 437248681.760000000000 1.6309893134 Long DBT UST US N 2 2027-07-31 Fixed 3.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 593532000.000000000000 PA USD 598424009.450000000000 2.2321923542 Long DBT UST US N 2 2030-07-31 Fixed 3.875000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1 N/A 107933AE3 4696000.000000000000 PA USD 4740353.720000000000 0.0176820802 Long ABS-O CORP US N 2 2029-04-16 Fixed 5.650000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1 N/A 107933AC7 1647152.720000000000 PA USD 1649098.010000000000 0.0061513307 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.530000000000 N N N N N N BRAVO 2025-NQM1 N/A 10569MAC7 14280481.440000000000 PA USD 14412618.730000000000 0.0537607730 Long ABS-CBDO CORP US Y 2 2064-12-25 Variable 5.6040000000000000 N N N N N N IRV 2025-200P N/A 45006HAA9 16156112.000000000000 PA USD 16488007.010000000000 0.0615022168 Long ABS-CBDO CORP US Y 2 2047-03-14 Variable 5.4710760000000000 N N N N N N BATTALION CLO LTD BATLN_24-25 N/A 07134FAE0 2400000.000000000000 PA USD 2405469.600000000000 0.0089726862 Long ABS-O CORP US Y 2 2037-03-13 Variable 6.8254900000000000 N N N N N N BALLYROCK LTD BALLY_19-2A 254900IF22Z7SA13VI60 05875MAX0 20000000.000000000000 PA USD 20065000.000000000000 0.0748448239 Long ABS-O CORP KY Y 2 2036-02-20 Variable 5.6035400000000000 N N N N N N BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_24-1 N/A 05601DAE3 5463000.000000000000 PA USD 5502453.790000000000 0.0205248036 Long ABS-O CORP US Y 2 2027-07-15 Fixed 6.050000000000 N N N N N N BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_24-1 N/A 05601DAF0 2926000.000000000000 PA USD 2938845.140000000000 0.0109622401 Long ABS-O CORP US Y 2 2027-07-15 Fixed 6.680000000000 N N N N N N BRAVO 2023-NQM4 N/A 10569YAA5 2372056.470000000000 PA USD 2389759.130000000000 0.0089140843 Long ABS-CBDO CORP US Y 2 2063-05-25 Variable 6.4350000000000000 N N N N N N BMO 2025-5C9 N/A 096933AG1 743000.000000000000 PA USD 782319.560000000000 0.0029181445 Long ABS-CBDO CORP US N 2 2058-04-15 Variable 6.1646000000000000 N N N N N N BANK OF AMERICA CREDIT CARD TRUST BACCT_24-A1 N/A 05522RDJ4 14833000.000000000000 PA USD 15083633.200000000000 0.0562637364 Long ABS-O CORP US N 2 2029-05-15 Fixed 4.930000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-2 N/A 10805MAC1 11694154.720000000000 PA USD 11749585.010000000000 0.0438273422 Long ABS-O CORP US N 2 2028-06-15 Fixed 5.840000000000 N N N N N N BMO 2025-5C9 N/A 096933AC0 11037000.000000000000 PA USD 11598507.380000000000 0.0432638047 Long ABS-CBDO CORP US N 2 2058-04-15 Fixed 5.778500000000 N N N N N N BMARK 2025-V14 N/A 08164BAG5 552000.000000000000 PA USD 578440.800000000000 0.0021576526 Long ABS-CBDO CORP US N 2 2058-04-15 Fixed 6.089800000000 N N N N N N BMARK 2025-V14 N/A 08164BAD2 7861000.000000000000 PA USD 8254340.860000000000 0.0307896680 Long ABS-CBDO CORP US N 2 2058-04-15 Fixed 5.659900000000 N N N N N N BANK5 2025-5YR14 N/A 06604MAC2 14000000.000000000000 PA USD 14697984.000000000000 0.0548252192 Long ABS-CBDO CORP US N 2 2058-04-15 Fixed 5.646000000000 N N N N N N BBCMS 2025-5C34 N/A 07337BAC8 3552000.000000000000 PA USD 3741229.250000000000 0.0139552277 Long ABS-CBDO CORP US N 2 2058-05-15 Fixed 5.659000000000 N N N N N N BBCMS 2025-5C34 N/A 07337BAE4 197000.000000000000 PA USD 208360.400000000000 0.0007772089 Long ABS-CBDO CORP US N 2 2058-05-15 Variable 6.5420000000000000 N N N N N N BRAVO 2025-NQM5 254900HGOJX787MBR512 10569RAC6 10085219.400000000000 PA USD 10172436.380000000000 0.0379443912 Long ABS-CBDO CORP US Y 2 2065-02-25 Variable 5.4960000000000000 N N N N N N BRDGE 2025-SFR1 N/A 10807GAA6 9554000.000000000000 PA USD 9219418.920000000000 0.0343895233 Long ABS-O CORP US Y 2 2042-09-17 Fixed 4.050000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_25-NQM8 N/A 10571JAB2 10000000.000000000000 PA USD 10032900.000000000000 0.0374239040 Long ABS-CBDO CORP US Y 2 2065-06-25 Variable 5.0820000000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36 N/A 17324TAE9 715000.000000000000 PA USD 709164.170000000000 0.0026452663 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.616000000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C4 54930025J96YEH8FQE77 12635RBD9 137500.000000000000 PA USD 136816.490000000000 0.0005103417 Long ABS-MBS CORP US N 2 2048-11-18 Variable 4.9294100000000000 N N N N N N CS FIRST BOSTON MORTGAGE SECURITIES CORP. CSFB_02-30 N/A 22541NTQ2 42158.390000000000 PA USD 43565.550000000000 0.0001625047 Long ABS-CBDO CORP US N 2 2032-11-25 Fixed 7.500000000000 N N N N N N CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34 N/A 2254W0BZ7 56763.320000000000 PA USD 58351.730000000000 0.0002176589 Long ABS-CBDO CORP US N 2 2032-12-25 Fixed 7.500000000000 N N N N N N CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-21 N/A 22541QQA3 64787.330000000000 PA USD 66972.480000000000 0.0002498153 Long ABS-CBDO CORP US N 2 2033-07-25 Fixed 6.500000000000 N N N N N N CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-29 N/A 22541Q4B5 38227.180000000000 PA USD 39782.720000000000 0.0001483943 Long ABS-CBDO CORP US N 2 2033-12-25 Fixed 7.000000000000 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST CFCRE_16-C7 N/A 12532BAC1 2463351.630000000000 PA USD 2425691.910000000000 0.0090481178 Long ABS-CBDO CORP US N 2 2054-12-10 Fixed 3.585300000000 N N N N N N COMM MORTGAGE TRUST COMM_16-COR1 N/A 12594MBC1 5975000.000000000000 PA USD 5878629.230000000000 0.0219279825 Long ABS-CBDO CORP US N 2 2049-10-10 Fixed 3.091000000000 N N N N N N CD 2017-CD3 N/A 12515GAD9 2000000.000000000000 PA USD 1936768.000000000000 0.0072243738 Long ABS-CBDO CORP US N 2 2050-02-10 Fixed 3.631000000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_17-CX9 N/A 12595FAD4 2330187.530000000000 PA USD 2279617.800000000000 0.0085032441 Long ABS-CBDO CORP US N 2 2050-09-15 Fixed 3.175500000000 N N N N N N ELM TRUST ELM_24-ELM N/A 26860XAA9 7231000.000000000000 PA USD 7287105.330000000000 0.0271817650 Long ABS-CBDO CORP US Y 2 2039-06-10 Variable 5.9942320000000000 N N N N N N ELM TRUST ELM_24-ELM N/A 26860XAU5 6570000.000000000000 PA USD 6640220.160000000000 0.0247688068 Long ABS-CBDO CORP US Y 2 2039-06-10 Variable 5.8008700000000000 N N N N N N PUBLIC STORAGE OPERATING CO 549300LMZF40TKJ6DM64 74460WAD9 2660000.000000000000 PA USD 2516394.580000000000 0.0093864495 Long DBT CORP US N 2 2028-05-01 Fixed 1.850000000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCH7 5449000.000000000000 PA USD 4753010.130000000000 0.0177292901 Long DBT CORP US N 2 2031-08-15 Fixed 1.900000000000 N N N N N N PUBLIC STORAGE OPERATING CO 549300LMZF40TKJ6DM64 74460DAH2 3041000.000000000000 PA USD 2854772.200000000000 0.0106486381 Long DBT CORP US N 2 2028-11-09 Fixed 1.950000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KC0 2145000.000000000000 PA USD 2073204.710000000000 0.0077332988 Long DBT CORP US N 2 2032-03-01 Fixed 4.400000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KG1 2648000.000000000000 PA USD 2756178.740000000000 0.0102808728 Long DBT CORP US N 2 2032-06-15 Fixed 5.900000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CU1 1300000.000000000000 PA USD 1301326.000000000000 0.0048540999 Long DBT CORP US N 2 2025-11-17 Fixed 5.000000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CV9 19946000.000000000000 PA USD 20376713.920000000000 0.0760075537 Long DBT CORP US N 2 2027-11-17 Fixed 5.125000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CX5 281000.000000000000 PA USD 297674.540000000000 0.0011103613 Long DBT CORP US N 2 2032-11-17 Fixed 5.750000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KJ5 2405000.000000000000 PA USD 2528535.230000000000 0.0094317356 Long DBT CORP US N 2 2033-01-15 Fixed 6.150000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BL8 800000.000000000000 PA USD 800768.800000000000 0.0029869624 Long DBT CORP US N 2 2027-01-26 Variable 4.7580000000000000 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAD4 4813000.000000000000 PA USD 4874649.720000000000 0.0181830202 Long DBT CORP US N 2 2029-10-01 Fixed 5.026000000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807EA1 6595000.000000000000 PA USD 6596114.560000000000 0.0246042877 Long DBT CORP US N 2 2035-10-01 Fixed 5.125000000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DZ7 15000000.000000000000 PA USD 15044910.000000000000 0.0561192942 Long DBT CORP US N 2 2030-10-01 Fixed 4.375000000000 N N N N N N SCENTRE GROUP TRUST 1 549300SQ859FBKRKSI77 806213AD6 1360000.000000000000 PA USD 1357297.680000000000 0.0050628809 Long DBT CORP AU Y 2 2025-10-28 Fixed 3.250000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400FC2 484000.000000000000 PA USD 487489.160000000000 0.0018183922 Long DBT CORP US N 2 2036-02-01 Fixed 5.625000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GJ6 7000000.000000000000 PA USD 6888980.000000000000 0.0256967104 Long DBT CORP US N 2 2028-03-01 Fixed 3.650000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GS6 5235000.000000000000 PA USD 4930396.290000000000 0.0183909615 Long DBT CORP US N 2 2029-08-01 Fixed 2.850000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GU1 7230000.000000000000 PA USD 6506725.260000000000 0.0242708550 Long DBT CORP US N 2 2030-06-01 Fixed 2.250000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400GV9 2770000.000000000000 PA USD 2728915.360000000000 0.0101791771 Long DBT CORP US N 2 2026-02-01 Fixed 1.200000000000 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V. TAFO772JB70PDRN5VS48 82620KAZ6 4172000.000000000000 PA USD 4107834.640000000000 0.0153227092 Long DBT CORP NL Y 2 2026-03-11 Fixed 1.200000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31392CT20 136045.300000000000 PA USD 142552.620000000000 0.0005317381 Long ABS-CBDO USGA US N 2 2041-11-25 Fixed 7.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31392MEN8 100260.160000000000 PA USD 92606.200000000000 0.0003454321 Long ABS-CBDO USGA US N 2 2032-07-25 Variable 4.4289180000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31392DD74 71092.600000000000 PA USD 76175.720000000000 0.0002841444 Long ABS-CBDO USGA US N 2 2029-02-25 Fixed 7.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137BQYS0 965517.590000000000 PA USD 954227.790000000000 0.0035593826 Long ABS-CBDO USGA US N 2 2026-05-25 Fixed 2.525000000000 N N N N N N GCAR 2025-2A N/A 37989BAG7 3314000.000000000000 PA USD 3350314.810000000000 0.0124970706 Long ABS-O CORP US Y 2 2029-10-15 Fixed 4.970000000000 N N N N N N GCAR 2025-2A N/A 37989BAE2 14663000.000000000000 PA USD 14751799.130000000000 0.0550259560 Long ABS-O CORP US Y 2 2029-01-16 Fixed 4.750000000000 N N N N N N NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1 N/A 63943BAA1 9597233.100000000000 PA USD 9106564.960000000000 0.0339685647 Long ABS-O CORP KY Y 2 2046-11-15 Fixed 2.771000000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G N/A 63942KAA2 16771637.100000000000 PA USD 15188226.840000000000 0.0566538830 Long ABS-O CORP US Y 2 2070-04-15 Fixed 1.580000000000 N N N N N N NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO LTD NBLALS_23-1A 549300IDH2882S517E68 640977AG9 1000000.000000000000 PA USD 1001541.000000000000 0.0037358664 Long ABS-O CORP JE Y 2 2036-10-25 Variable 9.3184600000000000 N N N N N N NMEF 2024-A N/A 62919UAB9 10275563.190000000000 PA USD 10344245.050000000000 0.0385852579 Long ABS-O CORP US Y 2 2031-12-15 Fixed 5.150000000000 N N N N N N NMEF 2025-A N/A 62919VAB7 19862000.000000000000 PA USD 19916044.500000000000 0.0742892022 Long ABS-O CORP US Y 2 2032-07-15 Fixed 4.720000000000 N N N N N N NSLT 2025-AA N/A 64033XAD6 16830245.110000000000 PA USD 17116224.630000000000 0.0638455429 Long ABS-O CORP US Y 2 2057-03-15 Fixed 5.070000000000 N N N N N N NAVEL 2025-A N/A 63943EAA5 7342491.510000000000 PA USD 7451784.500000000000 0.0277960378 Long ABS-O CORP US Y 2 2055-07-15 Fixed 5.020000000000 N N N N N N NMEF 2025-B N/A 62919WAC3 6354000.000000000000 PA USD 6383628.700000000000 0.0238116903 Long ABS-O CORP US Y 2 2033-01-18 Fixed 4.730000000000 N N N N N N NMEF 2025-B N/A 62919WAB5 17775000.000000000000 PA USD 17828342.780000000000 0.0665018278 Long ABS-O CORP US Y 2 2033-01-18 Fixed 4.640000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1 N/A 64828XAA1 2698099.160000000000 PA USD 2597840.490000000000 0.0096902524 Long ABS-CBDO CORP US Y 2 2059-11-25 Variable 2.7500000000000000 N N N N N N NAVIENT STUDENT LOAN TRUST NAVSL_21-A N/A 63942BAA2 2191538.080000000000 PA USD 2002787.480000000000 0.0074706342 Long ABS-O CORP US Y 2 2069-05-15 Fixed 0.840000000000 N N N N N N NEWARK BSL CLO NBCLO_17-1A N/A 65023PAN0 3672484.090000000000 PA USD 3674595.770000000000 0.0137066770 Long ABS-O CORP US Y 2 2030-07-25 Variable 5.5500700000000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-B N/A 63942LAA0 1237695.160000000000 PA USD 1134463.960000000000 0.0042316848 Long ABS-O CORP US Y 2 2069-07-15 Fixed 0.940000000000 N N N N N N OPTION ONE MORTGAGE LOAN TRUST OOMLT_07-FXD2 N/A 68403BAG0 143958.660000000000 PA USD 127658.220000000000 0.0004761803 Long ABS-O CORP US N 2 2037-03-25 Fixed 5.680000000000 N N N N N N OPORTUN FUNDING LLC OPTN_21-B N/A 68377GAB2 602621.920000000000 PA USD 590323.010000000000 0.0022019747 Long ABS-O CORP US Y 2 2031-05-08 Fixed 1.960000000000 N N N N N N OPORTUN FUNDING LLC OPTN_21-B N/A 68377GAA4 5644156.900000000000 PA USD 5522525.320000000000 0.0205996728 Long ABS-O CORP US Y 2 2031-05-08 Fixed 1.470000000000 N N N N N N OCP CLO LTD OCP_19-16A 254900XAI48J82ID5O83 67570QAK7 1640528.240000000000 PA USD 1642303.290000000000 0.0061259856 Long ABS-O CORP US Y 2 2033-04-10 Variable 5.5900900000000000 N N N N N N OCTAGON INVESTMENT PARTNERS LTD 18-18X N/A N/A 301821.870000000000 PA USD 301857.790000000000 0.0011259653 Long ABS-O CORP US Y 2 2031-04-16 Variable 5.5393800000000000 N N N N N N OWLEF 2024-1A N/A 095921AC6 3345000.000000000000 PA USD 3390261.200000000000 0.0126460754 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.410000000000 N N N N N N OWLEF 2024-1A N/A 095921AB8 2205510.750000000000 PA USD 2214714.350000000000 0.0082611465 Long ABS-O CORP US Y 2 2029-03-15 Fixed 5.050000000000 N N N N N N OCTR 2021-11A 549300E51CF32RJNO651 67514VAS8 3000000.000000000000 PA USD 2993910.000000000000 0.0111676385 Long ABS-O CORP US Y 2 2034-07-20 Variable 7.4254900000000000 N N N N N N ONDK 2025-1A N/A 68237DAB9 515000.000000000000 PA USD 518729.120000000000 0.0019349210 Long ABS-O CORP US Y 2 2032-04-19 Fixed 5.520000000000 N N N N N N ONDK 2025-1A N/A 68237DAA1 4220000.000000000000 PA USD 4230364.320000000000 0.0157797594 Long ABS-O CORP US Y 2 2032-04-19 Fixed 5.080000000000 N N N N N N OPTION ONE MORTGAGE LOAN TRUST OOMLT_07-FXD2 N/A 68403BAD7 1460708.190000000000 PA USD 1295326.810000000000 0.0048317223 Long ABS-O CORP US N 2 2037-03-25 Fixed 5.715000000000 N N N N N N PRDGY 2021-1A 635400HTAZNW3LYYMQ40 742855AA7 1075882.210000000000 PA USD 1075911.260000000000 0.0040132763 Long ABS-O CORP US Y 2 2051-07-25 Variable 5.6956300000000000 N N N N N N PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A N/A 693342AB3 3145000.000000000000 PA USD 3006733.220000000000 0.0112154706 Long ABS-O CORP US N 2 2036-06-01 Fixed 4.263000000000 N N N N N N PFSFC_23-A N/A 69335PET8 17000000.000000000000 PA USD 17131954.000000000000 0.0639042153 Long ABS-O CORP US Y 2 2028-03-15 Fixed 5.800000000000 N N N N N N PFS FINANCING CORP PFSFC_23-B N/A 69335PEV3 5722000.000000000000 PA USD 5761052.650000000000 0.0214894080 Long ABS-O CORP US Y 2 2028-05-15 Fixed 5.270000000000 N N N N N N PART 2024-1A N/A 74113QAE1 4808829.990000000000 PA USD 4822722.700000000000 0.0179893262 Long ABS-O CORP US Y 2 2028-05-15 Fixed 5.710000000000 N N N N N N PART 2024-1A N/A 74113QAJ0 1712000.000000000000 PA USD 1756027.500000000000 0.0065501903 Long ABS-O CORP US Y 2 2030-02-15 Fixed 6.210000000000 N N N N N N PKAIR 2024-1 N/A 69291VAB0 4393786.280000000000 PA USD 4507440.350000000000 0.0168132858 Long ABS-O CORP US Y 2 2039-09-15 Fixed 5.842000000000 N N N N N N PKAIR 2024-1 N/A 69291VAA2 1281977.960000000000 PA USD 1289991.600000000000 0.0048118213 Long ABS-O CORP US Y 2 2039-09-15 Variable 6.0631000000000000 N N N N N N PEAC 2024-1A N/A 69433BAC1 2857000.000000000000 PA USD 2938470.210000000000 0.0109608415 Long ABS-O CORP US Y 2 2030-11-20 Fixed 5.640000000000 N N N N N N PEAC 2024-1A N/A 69433BAB3 10196272.950000000000 PA USD 10285164.060000000000 0.0383648788 Long ABS-O CORP US Y 2 2027-06-21 Fixed 5.790000000000 N N N N N N PEAC 2024-1A N/A 69433BAD9 2728000.000000000000 PA USD 2807343.880000000000 0.0104717248 Long ABS-O CORP US Y 2 2030-11-20 Fixed 5.790000000000 N N N N N N PG&E RECOVERY FUNDING LLC PCG_24-A N/A 71710TAG3 7056288.910000000000 PA USD 7141952.260000000000 0.0266403269 Long ABS-O CORP US N 2 2033-06-01 Fixed 4.838000000000 N N N N N N PFS FINANCING CORP PFSFC_24-F N/A 69335PFP5 12866000.000000000000 PA USD 13025988.710000000000 0.0485884790 Long ABS-O CORP US Y 2 2029-08-15 Fixed 4.750000000000 N N N N N N PILOT 2024-1A N/A 73328AAD1 7331000.000000000000 PA USD 7362911.840000000000 0.0274645323 Long ABS-O CORP US Y 2 2027-11-22 Fixed 4.670000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E74 12000000.000000000000 PA USD 12125412.000000000000 0.0452292213 Long DBT CORP US N 2 2027-05-17 Fixed 5.850000000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GU5 3310000.000000000000 PA USD 3424701.430000000000 0.0127745415 Long DBT CORP US N 2 2034-06-15 Fixed 5.300000000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DM9 4947000.000000000000 PA USD 5033978.150000000000 0.0187773341 Long DBT CORP US N 2 2030-09-06 Variable 4.8950000000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G49 15500000.000000000000 PA USD 15673538.000000000000 0.0584641511 Long DBT CORP US N 2 2029-11-07 Fixed 5.875000000000 N N N N N N FIRST CITIZENS BANCSHARES INC 549300N3Z00ZHE2XC526 31959XAC7 6245000.000000000000 PA USD 6336689.090000000000 0.0236366000 Long DBT CORP US N 2 2031-03-12 Variable 5.2310000000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G72 16449000.000000000000 PA USD 16698794.510000000000 0.0622884791 Long DBT CORP US N 2 2028-03-20 Fixed 5.918000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G98 14500000.000000000000 PA USD 14909523.500000000000 0.0556142866 Long DBT CORP US N 2 2032-03-19 Fixed 6.532000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADQ7 1573000.000000000000 PA USD 1607090.060000000000 0.0059946361 Long DBT CORP US Y 2 2030-03-27 Fixed 5.150000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADW4 11737000.000000000000 PA USD 11980085.010000000000 0.0446871344 Long DBT CORP US Y 2 2030-06-24 Fixed 5.100000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 6150000.000000000000 PA USD 6149661.750000000000 0.0229389659 Long DBT CORP GB N 2 2026-09-12 Variable 4.2920000000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABN6 7423000.000000000000 PA USD 7395787.280000000000 0.0275871615 Long DBT CORP US Y 2 2025-10-15 Fixed 1.800000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABP1 745000.000000000000 PA USD 715633.590000000000 0.0026693980 Long DBT CORP US Y 2 2027-10-15 Fixed 2.375000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 267000.000000000000 PA USD 241355.180000000000 0.0009002834 Long DBT CORP GB N 2 2032-05-24 Variable 2.8040000000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABW6 20850000.000000000000 PA USD 20397513.300000000000 0.0760851378 Long DBT CORP US Y 2 2026-06-15 Fixed 1.500000000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CC1 3023000.000000000000 PA USD 2665905.100000000000 0.0099441414 Long DBT CORP US N 2 2031-07-15 Fixed 2.375000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 1136000.000000000000 PA USD 1070336.930000000000 0.0039924834 Long DBT CORP GB N 2 2029-08-17 Variable 2.2060000000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 13875000.000000000000 PA USD 13981185.380000000000 0.0521514756 Long DBT CORP GB N 2 2028-06-09 Variable 4.7550000000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 7259000.000000000000 PA USD 7716433.140000000000 0.0287832085 Long DBT CORP GB N 2 2028-11-03 Variable 7.3900000000000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CH0 15875000.000000000000 PA USD 15624794.130000000000 0.0582823307 Long DBT CORP US N 2 2027-03-15 Fixed 3.125000000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CJ6 3459000.000000000000 PA USD 3349373.910000000000 0.0124935609 Long DBT CORP US N 2 2029-03-15 Fixed 3.375000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACR6 2835000.000000000000 PA USD 3006378.590000000000 0.0112141478 Long DBT CORP US Y 2 2029-01-16 Fixed 6.500000000000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FBA1 2620000.000000000000 PA USD 2739618.720000000000 0.0102191019 Long DBT CORP US N 2 2031-06-15 Fixed 5.250000000000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAJ2 1934000.000000000000 PA USD 1946919.120000000000 0.0072622387 Long DBT CORP GB Y 2 2028-06-30 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSVQ8 14324381.380000000000 PA USD 14440208.330000000000 0.0538636855 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSVH8 6023526.970000000000 PA USD 6109187.550000000000 0.0227879923 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSVA3 5439860.430000000000 PA USD 5487486.410000000000 0.0204689735 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVEU4 2398809.690000000000 PA USD 2422401.980000000000 0.0090358460 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVGU2 4147094.170000000000 PA USD 4175709.120000000000 0.0155758890 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DT6X3 1270222.130000000000 PA USD 1287716.900000000000 0.0048033364 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140APCK8 101546.320000000000 PA USD 104144.280000000000 0.0003884705 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FX2S0 4164865.820000000000 PA USD 3702228.360000000000 0.0138097498 Long ABS-MBS USGA US N 2 2063-12-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DT6V7 985162.480000000000 PA USD 785641.460000000000 0.0029305356 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FX2U5 1001071.860000000000 PA USD 929005.700000000000 0.0034653012 Long ABS-MBS USGA US N 2 2063-12-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWKN2 615719.090000000000 PA USD 620586.350000000000 0.0023148605 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CRXD0 2491981.580000000000 PA USD 2588765.160000000000 0.0096564003 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWLU5 818.750000000000 PA USD 837.040000000000 0.0000031223 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNLM4 758269.600000000000 PA USD 632166.330000000000 0.0023580552 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNKM5 90297.700000000000 PA USD 81655.040000000000 0.0003045830 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTYV5 102511.290000000000 PA USD 95741.750000000000 0.0003571281 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C1LA6 146645.200000000000 PA USD 137034.070000000000 0.0005111533 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XL3C0 116306.190000000000 PA USD 96684.870000000000 0.0003606460 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X5X57 3435874.080000000000 PA USD 3258991.850000000000 0.0121564252 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DT6G0 16493831.390000000000 PA USD 17146492.300000000000 0.0639584449 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMH31 119750.110000000000 PA USD 99547.790000000000 0.0003713250 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAQS4 3898.130000000000 PA USD 3240.500000000000 0.0000120874 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQ2K1 728831.350000000000 PA USD 605874.590000000000 0.0022599839 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N RESEARCH DRIVEN PAGAYA MOTOR ASSET TRUST RPM _25-4 N/A 76089MAB1 7905000.000000000000 PA USD 7940461.830000000000 0.0296188621 Long ABS-O CORP US Y 2 2034-04-25 Fixed 5.124000000000 N N N N N N RACE POINT CLO LTD RACEP_15-9A 549300C3570PBQ31OI09 74982WAA4 2409649.800000000000 PA USD 2409536.550000000000 0.0089878564 Long ABS-O CORP KY Y 2 2030-10-15 Variable 5.5191600000000000 N N N N N N SBA TOWER TRUST N/A 78403DAT7 13740000.000000000000 PA USD 13293628.620000000000 0.0495868075 Long DBT CORP US Y 2 2026-11-15 Fixed 1.631000000000 N N N N N N GLOBAL SC FINANCE SRL SEACO_21-2 549300JZYOMTAKV6RT73 37959PAG2 10586152.090000000000 PA USD 9934119.220000000000 0.0370554400 Long ABS-O CORP BM Y 2 2041-08-17 Fixed 1.950000000000 N N N N N N SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1 N/A 78472VAA4 11174784.200000000000 PA USD 10836512.310000000000 0.0404214730 Long ABS-O CORP US Y 2 2075-09-15 Fixed 1.950000000000 N N N N N N STONEPEAK 2021-1 ABS SALTT_21-1A N/A 78433XAB6 479911.210000000000 PA USD 460304.920000000000 0.0017169918 Long ABS-O CORP US Y 2 2033-02-28 Fixed 2.675000000000 N N N N N N STONEPEAK 2021-1 ABS SALTT_21-1A N/A 78433XAA8 1419807.960000000000 PA USD 1361967.820000000000 0.0050803011 Long ABS-O CORP US Y 2 2033-02-28 Fixed 2.301000000000 N N N N N N STELLAR JAY US LLC STELLAR_21-1 254900N0ZJ7Y0Q6V4A92 858558AA7 3959232.600000000000 PA USD 3922356.310000000000 0.0146308531 Long ABS-O CORP US Y 2 2041-10-15 Fixed 3.967000000000 N N N N N N SPRITE LIMITED SPRTE_21-1 N/A 85208UAA2 5134183.160000000000 PA USD 4972415.320000000000 0.0185476974 Long ABS-O CORP US Y 2 2046-11-15 Fixed 3.750000000000 N N N N N N SOLRR AIRCRAFT SOLRR_21-1 LIMITED N/A 83438LAA9 5343864.970000000000 PA USD 5050871.540000000000 0.0188403484 Long ABS-O CORP IE Y 2 2046-10-15 Fixed 2.636000000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4 N/A 80286FAD5 1980018.800000000000 PA USD 1979927.720000000000 0.0073853646 Long ABS-O CORP US N 2 2027-11-15 Fixed 4.420000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_22-1 N/A 12530MAL9 43527613.420000000000 PA USD 42294258.490000000000 0.1577625880 Long ABS-O CORP US Y 2 2062-08-15 Fixed 5.970000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_22-1 N/A 12530MAM7 11368894.060000000000 PA USD 10938047.080000000000 0.0408002097 Long ABS-O CORP US Y 2 2062-08-15 Fixed 6.110000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EP5B6 670737.170000000000 PA USD 662025.640000000000 0.0024694340 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XGRT2 1533748.040000000000 PA USD 1518708.110000000000 0.0056649609 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YUW98 2166994.440000000000 PA USD 2146470.840000000000 0.0080065902 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31307FFN6 1745496.420000000000 PA USD 1730436.280000000000 0.0064547321 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGNT4 2081504.350000000000 PA USD 1658430.260000000000 0.0061861411 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSFM8 933809.600000000000 PA USD 900141.090000000000 0.0033576328 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EEA4 4807458.680000000000 PA USD 4512867.230000000000 0.0168335287 Long ABS-MBS USGA US N 2 2037-06-01 Fixed 2.500000000000 N N N N N N FS COMMERCIAL TRUST FS_23-4SZN N/A 30334RAA2 7270000.000000000000 PA USD 7438584.030000000000 0.0277467985 Long ABS-CBDO CORP US Y 2 2039-11-10 Fixed 7.066260000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXW5 4854138.240000000000 PA USD 5033450.110000000000 0.0187753644 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJT1 2964828.730000000000 PA USD 3075342.720000000000 0.0114713922 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQJY3 2341536.050000000000 PA USD 2454817.220000000000 0.0091567587 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BHRQ1 14942222.930000000000 PA USD 14771597.690000000000 0.0550998070 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EYN4 23085759.220000000000 PA USD 23691575.710000000000 0.0883723803 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EW48 15220149.120000000000 PA USD 15603636.000000000000 0.0582034083 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXU9 3394664.740000000000 PA USD 3421760.950000000000 0.0127635732 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132E0QE5 35661534.780000000000 PA USD 36575504.250000000000 0.1364309581 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGM99 805857.900000000000 PA USD 642374.310000000000 0.0023961322 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MHT66 854847.160000000000 PA USD 681029.380000000000 0.0025403202 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJR5 3236339.040000000000 PA USD 3266417.580000000000 0.0121841240 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJF1 1290336.270000000000 PA USD 1302628.010000000000 0.0048589566 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 5.500000000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5 N/A 80287HAE8 3193605.410000000000 PA USD 3196169.880000000000 0.0119220918 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.740000000000 N N N N N N SDART 2022-6 N/A 802918AE2 7676871.830000000000 PA USD 7685308.710000000000 0.0286671107 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.960000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWKH5 10642284.420000000000 PA USD 10903499.290000000000 0.0406713423 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EZM5 8457387.940000000000 PA USD 8651696.430000000000 0.0322718513 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C6BD0 22580373.220000000000 PA USD 22424952.510000000000 0.0836477259 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.000000000000 N N N N N N WFCM 2024-5C2 N/A 95003UAG5 7100000.000000000000 PA USD 7464932.900000000000 0.0278450829 Long ABS-CBDO CORP US N 2 2057-11-15 Variable 6.3462600000000000 N N N N N N SYMPHONY CLO LTD SYMP_14-15A 549300JNP1PJXORD0Y06 87154EBE9 289184.590000000000 PA USD 289446.880000000000 0.0010796711 Long ABS-O CORP KY Y 2 2032-01-17 Variable 5.6640100000000000 N N N N N N SOUND POINT CLO LTD SNDPT_13-3RA 549300HOEGQTNS4MTZ12 83609YAC0 174836.280000000000 PA USD 175027.550000000000 0.0006528735 Long ABS-O CORP KY Y 2 2031-04-18 Variable 5.7406100000000000 N N N N N N WFCM 2025-1918 N/A 95004QAA6 3108000.000000000000 PA USD 3137737.340000000000 0.0117041315 Long ABS-CBDO CORP US Y 2 2040-09-15 Variable 5.5754900000000000 N N N N N N STATE BOARD OF ADMINISTRATION FINANCE CORP 549300S34SOJ0RULXM35 341271AF1 3805000.000000000000 PA USD 3476579.040000000000 0.0129680511 Long DBT MUN US N 2 2030-07-01 Fixed 2.154000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3131XA2W0 1834583.080000000000 PA USD 1798388.590000000000 0.0067082022 Long ABS-MBS USGA US N 2 2030-01-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3131X7LJ5 102983.610000000000 PA USD 101816.290000000000 0.0003797868 Long ABS-MBS USGA US N 2 2027-03-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132A7XY2 1396173.240000000000 PA USD 1371920.310000000000 0.0051174251 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31329MFP0 2520287.400000000000 PA USD 2472996.730000000000 0.0092245704 Long ABS-MBS USGA US N 2 2030-03-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132KEVH5 1900314.220000000000 PA USD 1868865.920000000000 0.0069710910 Long ABS-MBS USGA US N 2 2029-09-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132KELW3 1613993.210000000000 PA USD 1589567.040000000000 0.0059292731 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132KEMK8 1065773.720000000000 PA USD 1049644.300000000000 0.0039152974 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128MD6L2 2819223.820000000000 PA USD 2771497.180000000000 0.0103380124 Long ABS-MBS USGA US N 2 2029-09-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128MDGK3 373942.590000000000 PA USD 370253.650000000000 0.0013810899 Long ABS-MBS USGA US N 2 2027-02-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31307QL96 404395.160000000000 PA USD 393268.630000000000 0.0014669385 Long ABS-MBS USGA US N 2 2031-03-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132KERN7 1639762.560000000000 PA USD 1613086.900000000000 0.0060170050 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31307NGR9 1486985.530000000000 PA USD 1459083.730000000000 0.0054425549 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132KEP90 1232441.740000000000 PA USD 1213489.250000000000 0.0045264585 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EPCE2 744627.020000000000 PA USD 730228.910000000000 0.0027238402 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132KEWL5 1274523.820000000000 PA USD 1252233.670000000000 0.0046709797 Long ABS-MBS USGA US N 2 2029-11-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W9GA2 1782176.770000000000 PA USD 1754797.190000000000 0.0065456011 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132KEVP7 1423957.470000000000 PA USD 1400658.680000000000 0.0052246226 Long ABS-MBS USGA US N 2 2029-11-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XQL74 224787.900000000000 PA USD 219598.900000000000 0.0008191299 Long ABS-MBS USGA US N 2 2029-05-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417HBD5 1154187.250000000000 PA USD 1136774.030000000000 0.0042403016 Long ABS-MBS USGA US N 2 2028-07-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W9ZW3 1814071.580000000000 PA USD 1785244.170000000000 0.0066591720 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WAFD4 2840845.150000000000 PA USD 2794962.660000000000 0.0104255414 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138Y47F0 484380.120000000000 PA USD 479328.040000000000 0.0017879503 Long ABS-MBS USGA US N 2 2027-06-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417BPE1 1198638.190000000000 PA USD 1185905.060000000000 0.0044235662 Long ABS-MBS USGA US N 2 2027-04-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417GWQ5 1164080.350000000000 PA USD 1147181.400000000000 0.0042791223 Long ABS-MBS USGA US N 2 2028-06-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WANN3 2136503.670000000000 PA USD 2101482.100000000000 0.0078387769 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31307LGS1 34198.880000000000 PA USD 33811.540000000000 0.0001261210 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WAAF4 1285227.170000000000 PA USD 1273517.470000000000 0.0047503708 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31307H5Z6 347395.380000000000 PA USD 343677.550000000000 0.0012819579 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ENKA6 2611665.390000000000 PA USD 2587559.720000000000 0.0096519039 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WAZF7 1236726.150000000000 PA USD 1225314.880000000000 0.0045705695 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EMLZ2 1777302.530000000000 PA USD 1760814.490000000000 0.0065680464 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128MC6P5 624580.710000000000 PA USD 620667.710000000000 0.0023151640 Long ABS-MBS USGA US N 2 2026-10-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138E2F26 287113.890000000000 PA USD 284295.870000000000 0.0010604572 Long ABS-MBS USGA US N 2 2027-01-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WMLB5 86684.100000000000 PA USD 85540.650000000000 0.0003190767 Long ABS-MBS USGA US N 2 2028-04-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128PXBD7 168505.730000000000 PA USD 167227.450000000000 0.0006237782 Long ABS-MBS USGA US N 2 2026-11-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138Y2ME0 242472.670000000000 PA USD 239239.540000000000 0.0008923918 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ENZE2 4023657.640000000000 PA USD 3979622.730000000000 0.0148444636 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 3.500000000000 N N N N N N SOUND POINT CLO LTD SNDPT_13-3RA 549300HOEGQTNS4MTZ12 83609YAG1 800000.000000000000 PA USD 803735.200000000000 0.0029980274 Long ABS-O CORP KY Y 2 2031-04-18 Variable 6.8406100000000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7 N/A 80287FAE2 1162000.000000000000 PA USD 1186547.250000000000 0.0044259616 Long ABS-O CORP US N 2 2031-03-17 Fixed 6.690000000000 N N N N N N AFFRM 2024-A N/A 00834BAF4 20400000.000000000000 PA USD 20507467.200000000000 0.0764952789 Long ABS-O CORP US Y 2 2029-02-15 Fixed 5.610000000000 N N N N N N ACAR 2024-3 N/A 02490BAA6 3919000.840000000000 PA USD 3924025.000000000000 0.0146370775 Long ABS-O CORP US Y 2 2027-11-12 Fixed 5.760000000000 N N N N N N ACAR 2024-3 N/A 02490BAC2 7059000.000000000000 PA USD 7094640.890000000000 0.0264638499 Long ABS-O CORP US Y 2 2028-08-14 Fixed 5.660000000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7 N/A 80287FAD4 1005630.050000000000 PA USD 1008045.570000000000 0.0037601292 Long ABS-O CORP US N 2 2028-01-17 Fixed 5.950000000000 N N N N N N SDART 2023-1 N/A 80287GAD2 1584860.050000000000 PA USD 1585208.720000000000 0.0059130161 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.980000000000 N N N N N N ALLEG 2019-1A 254900MQVJ2U7KN3HP03 01750FAS5 5512762.750000000000 PA USD 5516142.070000000000 0.0205758625 Long ABS-O CORP KY Y 2 2032-04-20 Variable 5.4554900000000000 N N N N N N AXIS 2024-2A 254900VBZK8DVZNJFJ70 03238BAB9 4975134.910000000000 PA USD 5035508.170000000000 0.0187830412 Long ABS-O CORP US Y 2 2031-07-21 Fixed 5.190000000000 N N N N N N SDART 2023-1 N/A 80287GAE0 12380000.000000000000 PA USD 12465038.220000000000 0.0464960673 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.090000000000 N N N N N N SOUND POINT CLO LTD SNDPT_19-2A N/A 83614BAU3 1600000.000000000000 PA USD 1606044.800000000000 0.0059907371 Long ABS-O CORP US Y 2 2034-07-15 Variable 6.8291600000000000 N N N N N N AFFRM 2024-B N/A 00835AAA6 12804000.000000000000 PA USD 12823449.280000000000 0.0478329829 Long ABS-O CORP US Y 2 2029-09-15 Fixed 4.620000000000 N N N N N N AVCCT 2024-2A N/A 05351KAK5 33686000.000000000000 PA USD 33678016.420000000000 0.1256229857 Long ABS-O CORP US Y 2 2029-05-15 Fixed 5.380000000000 N N N N N N ACAR 2024-4 N/A 024945AG2 1000000.000000000000 PA USD 1013275.000000000000 0.0037796356 Long ABS-O CORP US Y 2 2031-08-12 Fixed 5.340000000000 N N N N N N ACAR 2024-4 N/A 024945AC1 1368000.000000000000 PA USD 1370065.680000000000 0.0051105071 Long ABS-O CORP US Y 2 2028-11-13 Fixed 4.800000000000 N N N N N N ACAR 2024-4 N/A 024945AE7 1025000.000000000000 PA USD 1030320.780000000000 0.0038432184 Long ABS-O CORP US Y 2 2031-08-12 Fixed 4.910000000000 N N N N N N ACHV 2024-3AL N/A 00092KAC8 437853.790000000000 PA USD 441836.070000000000 0.0016481008 Long ABS-O CORP US Y 2 2031-12-26 Fixed 5.680000000000 N N N N N N ACHV 2024-3AL N/A 00092KAA2 918713.940000000000 PA USD 926370.500000000000 0.0034554716 Long ABS-O CORP US Y 2 2031-12-26 Fixed 5.010000000000 N N N N N N ACHV 2024-3AL N/A 00092KAB0 775994.550000000000 PA USD 782807.010000000000 0.0029199628 Long ABS-O CORP US Y 2 2031-12-26 Fixed 5.450000000000 N N N N N N AFFRM 2024-X2 N/A 00833QAA3 4356654.790000000000 PA USD 4360488.650000000000 0.0162651385 Long ABS-O CORP US Y 2 2029-12-17 Fixed 5.220000000000 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1 N/A 00258PAA1 4044863.420000000000 PA USD 4155365.040000000000 0.0155000032 Long ABS-O CORP US Y 2 2050-02-16 Fixed 5.943000000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-3 N/A 02530EAG9 2000000.000000000000 PA USD 2048730.000000000000 0.0076420053 Long ABS-O CORP US Y 2 2029-10-12 Fixed 6.820000000000 N N N N N N ATCLO 2021-17A N/A 04942FAQ2 2998000.000000000000 PA USD 2994945.040000000000 0.0111714993 Long ABS-O CORP KY Y 2 2034-10-20 Variable 6.4054900000000000 N N N N N N ACHV 2025-1PL N/A 00112MAC0 3895268.000000000000 PA USD 3896974.130000000000 0.0145361746 Long ABS-O CORP US Y 2 2032-04-26 Fixed 5.310000000000 N N N N N N ACHV 2025-1PL N/A 00112MAB2 1837234.560000000000 PA USD 1842582.750000000000 0.0068730517 Long ABS-O CORP US Y 2 2032-04-26 Fixed 5.040000000000 N N N N N N ACHV 2025-1PL N/A 00112MAA4 2372691.540000000000 PA USD 2377856.890000000000 0.0088696875 Long ABS-O CORP US Y 2 2032-04-26 Fixed 4.760000000000 N N N N N N AFFRM 2025-X1 N/A 00834MAA1 11577748.640000000000 PA USD 11593621.730000000000 0.0432455807 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.080000000000 N N N N N N ACAR 2025-2 N/A 024938AC6 1390000.000000000000 PA USD 1396591.380000000000 0.0052094511 Long ABS-O CORP US Y 2 2029-05-14 Fixed 4.850000000000 N N N N N N ACAR 2025-2 N/A 024938AA0 4556409.100000000000 PA USD 4563621.900000000000 0.0170228496 Long ABS-O CORP US Y 2 2028-09-12 Fixed 4.810000000000 N N N N N N FORDO 2024-C N/A 34532UAE9 7417000.000000000000 PA USD 7448225.570000000000 0.0277827626 Long ABS-O CORP US N 2 2030-07-15 Fixed 4.110000000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-3 N/A 34528QJK1 10210000.000000000000 PA USD 10264174.260000000000 0.0382865843 Long ABS-O CORP US Y 2 2029-09-15 Fixed 4.300000000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1 N/A 78398AAD5 6327660.290000000000 PA USD 6372441.140000000000 0.0237699594 Long ABS-O CORP US Y 2 2028-10-20 Fixed 5.470000000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1 N/A 78398AAE3 4131000.000000000000 PA USD 4210662.200000000000 0.0157062682 Long ABS-O CORP US Y 2 2029-12-20 Fixed 5.470000000000 N N N N N N FCBSL 2019-2A N/A 34962DAN6 3326329.760000000000 PA USD 3324879.480000000000 0.0124021938 Long ABS-O CORP US Y 2 2032-10-20 Variable 5.3754900000000000 N N N N N N FIRST NATIONAL MASTER NOTE TRUST FNMNT_25-1 N/A 32113CCE8 13375000.000000000000 PA USD 13654203.130000000000 0.0509317931 Long ABS-O CORP US N 2 2030-02-15 Fixed 4.850000000000 N N N N N N FORTRESS CREDIT BSL LTD FCBSL_23-1 N/A 34965DAY9 408000.000000000000 PA USD 407975.110000000000 0.0015217954 Long ABS-O CORP US Y 2 2036-04-23 Variable 6.1689900000000000 N N N N N N FORTRESS CREDIT BSL LTD FCBSL_23-1 N/A 34965DAU7 1600000.000000000000 PA USD 1601016.000000000000 0.0059719791 Long ABS-O CORP US Y 2 2036-04-23 Variable 5.8889900000000000 N N N N N N FORDF 2025-1 5493001DTG5N7T8BG747 34529BAA4 6232000.000000000000 PA USD 6332272.880000000000 0.0236201270 Long ABS-O CORP US N 2 2030-04-15 Fixed 4.630000000000 N N N N N N FLATIRON CLO 28 LTD FLAT_24-1A 254900U51J2X527SRJ56 33884EAQ4 17997000.000000000000 PA USD 17997000.000000000000 0.0671309392 Long ABS-O CORP KY Y 2 2036-07-15 Variable 5.3325900000000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K090 N/A 3137FLMV3 5000000.000000000000 PA USD 4919195.000000000000 0.0183491793 Long ABS-CBDO USGA US N 2 2029-02-25 Fixed 3.422000000000 N N N N N N GCI FUNDING I LLC GCI_21-1 N/A 36166VAE5 7235518.210000000000 PA USD 6723048.160000000000 0.0250777650 Long ABS-O CORP US Y 2 2046-06-18 Fixed 2.380000000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1 N/A 36265UAA5 3487000.000000000000 PA USD 3622734.960000000000 0.0135132300 Long ABS-O CORP US Y 2 2035-10-11 Fixed 5.910000000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_23-1 N/A 361886CR3 7050000.000000000000 PA USD 7112949.450000000000 0.0265321430 Long ABS-O CORP US Y 2 2028-06-15 Fixed 5.340000000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3 N/A 379929AD4 1214586.130000000000 PA USD 1216174.810000000000 0.0045364759 Long ABS-O CORP US N 2 2026-11-20 Fixed 5.380000000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3 N/A 379929AE2 2229000.000000000000 PA USD 2236935.240000000000 0.0083440331 Long ABS-O CORP US N 2 2027-08-20 Fixed 5.440000000000 N N N N N N GLS AUTO RECEIVABLES TRUST GCAR_23-3A N/A 36267PAE6 3087304.330000000000 PA USD 3095427.030000000000 0.0115463090 Long ABS-O CORP US Y 2 2028-01-18 Fixed 5.890000000000 N N N N N N GLS AUTO RECEIVABLES TRUST GCAR_23-3A N/A 36267PAG1 585000.000000000000 PA USD 590389.020000000000 0.0022022209 Long ABS-O CORP US Y 2 2029-05-15 Fixed 6.010000000000 N N N N N N GLS AUTO RECEIVABLES TRUST GCAR_23-3A N/A 36267PAJ5 529000.000000000000 PA USD 541868.450000000000 0.0020212334 Long ABS-O CORP US Y 2 2029-05-15 Fixed 6.440000000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-2 N/A 36268DAA0 13906000.000000000000 PA USD 14627902.180000000000 0.0545638057 Long ABS-O CORP US Y 2 2036-08-11 Fixed 5.770000000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1 N/A 36268GAE5 3743000.000000000000 PA USD 3802012.140000000000 0.0141819551 Long ABS-O CORP US N 2 2029-06-18 Fixed 4.860000000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1 N/A 36268GAD7 5406000.000000000000 PA USD 5436889.880000000000 0.0202802425 Long ABS-O CORP US N 2 2028-12-18 Fixed 4.850000000000 N N N N N N GCAR 2024-1A N/A 36269HAD4 2000000.000000000000 PA USD 2009430.000000000000 0.0074954116 Long ABS-O CORP US Y 2 2028-07-17 Fixed 5.490000000000 N N N N N N GCAR 2024-1A N/A 36269HAC6 889175.200000000000 PA USD 889696.260000000000 0.0033186723 Long ABS-O CORP US Y 2 2027-09-15 Fixed 5.400000000000 N N N N N N GCAR 2024-1A N/A 36269HAF9 2531000.000000000000 PA USD 2587527.350000000000 0.0096517831 Long ABS-O CORP US Y 2 2029-12-17 Fixed 5.950000000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAG5 12150000.000000000000 PA USD 11911981.500000000000 0.0444331003 Long DBT CORP NO Y 2 2027-05-25 Variable 1.5350000000000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AG5 6525000.000000000000 PA USD 6157596.830000000000 0.0229685647 Long DBT CORP US Y 2 2028-12-14 Fixed 2.375000000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) N/A 25160PAH0 13473000.000000000000 PA USD 13161814.120000000000 0.0490951238 Long DBT CORP US N 2 2028-01-07 Variable 2.5520000000000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3 N/A 80285XAC9 448943.660000000000 PA USD 449199.560000000000 0.0016755675 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.610000000000 N N N N N N SYCAMORE TREE CLO LTD STCP_23-4 5493000NGQSA68NFD567 870923AJ8 2000000.000000000000 PA USD 2001348.000000000000 0.0074652648 Long ABS-O CORP KY Y 2 2036-10-20 Variable 9.8254900000000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23341CAC7 10000000.000000000000 PA USD 10013120.000000000000 0.0373501222 Long DBT CORP NO Y 2 2026-10-09 Variable 5.8960000000000000 N N N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) N/A 251526CS6 4100000.000000000000 PA USD 4314462.800000000000 0.0160934567 Long DBT CORP US N 2 2029-01-18 Variable 6.7200000000000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AT7 11271000.000000000000 PA USD 11643224.780000000000 0.0434306059 Long DBT CORP US Y 2 2028-09-20 Fixed 5.400000000000 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AV2 5691000.000000000000 PA USD 5747449.030000000000 0.0214386649 Long DBT CORP US Y 2 2027-01-15 Fixed 5.000000000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAN8 1802000.000000000000 PA USD 1838620.240000000000 0.0068582710 Long DBT CORP IT Y 2 2034-05-15 Fixed 5.500000000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BA4 1754000.000000000000 PA USD 1774460.410000000000 0.0066189473 Long DBT CORP US N 2 2029-06-15 Fixed 5.450000000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCG6 716000.000000000000 PA USD 714900.220000000000 0.0026666624 Long DBT CORP US N 2 2035-02-15 Fixed 4.950000000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BD4 1445000.000000000000 PA USD 1454438.740000000000 0.0054252286 Long DBT CORP US N 2 2035-02-15 Fixed 5.200000000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BB2 3862000.000000000000 PA USD 3801609.910000000000 0.0141804547 Long DBT CORP US N 2 2032-03-15 Fixed 5.250000000000 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 532457CW6 20690000.000000000000 PA USD 21373245.870000000000 0.0797247357 Long DBT CORP US N 2 2032-02-12 Fixed 4.900000000000 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 532457CX4 2757000.000000000000 PA USD 2826735.560000000000 0.0105440581 Long DBT CORP US N 2 2035-02-12 Fixed 5.100000000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BC0 8889000.000000000000 PA USD 9253066.770000000000 0.0345150338 Long DBT CORP US N 2 2030-03-15 Fixed 6.250000000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAQ1 4133000.000000000000 PA USD 4269442.730000000000 0.0159255265 Long DBT CORP IT Y 2 2035-05-19 Fixed 5.750000000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAZ4 1500000.000000000000 PA USD 1523289.000000000000 0.0056820482 Long DBT CORP US N 2 2036-01-15 Fixed 5.350000000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAX9 4147000.000000000000 PA USD 4188382.910000000000 0.0156231638 Long DBT CORP US N 2 2028-07-15 Fixed 4.400000000000 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 532457DB1 2500000.000000000000 PA USD 2506385.000000000000 0.0093491126 Long DBT CORP US N 2 2028-10-15 Fixed 4.000000000000 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 532457DE5 10000000.000000000000 PA USD 10060020.000000000000 0.0375250648 Long DBT CORP US N 2 2035-10-15 Fixed 4.900000000000 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 532457DD7 2000000.000000000000 PA USD 2010684.000000000000 0.0075000892 Long DBT CORP US N 2 2032-10-15 Fixed 4.550000000000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BS8 7000000.000000000000 PA USD 7052661.000000000000 0.0263072599 Long DBT CORP US N 2 2035-09-01 Fixed 5.000000000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WAZ1 1110000.000000000000 PA USD 1091274.300000000000 0.0040705822 Long DBT CORP US N 2 2027-09-01 Fixed 3.120000000000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231GBN1 7280000.000000000000 PA USD 6793157.280000000000 0.0253392803 Long DBT CORP US N 2 2030-10-15 Fixed 2.610000000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAM5 6025000.000000000000 PA USD 6017131.350000000000 0.0224446118 Long DBT CORP US N 2 2025-09-15 Fixed 0.900000000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAN3 10000000.000000000000 PA USD 9418330.000000000000 0.0351314852 Long DBT CORP US N 2 2028-06-15 Fixed 1.900000000000 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAN8 1175000.000000000000 PA USD 1107283.580000000000 0.0041302988 Long DBT CORP NL Y 2 2028-07-12 Variable 2.1250000000000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAN8 17138000.000000000000 PA USD 16673114.610000000000 0.0621926901 Long DBT CORP US N 2 2026-08-15 Fixed 1.400000000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AW7 5804000.000000000000 PA USD 6162878.730000000000 0.0229882668 Long DBT CORP US N 2 2029-11-15 Fixed 6.950000000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCC5 8361000.000000000000 PA USD 8374862.540000000000 0.0312392281 Long DBT CORP US N 2 2026-01-10 Fixed 5.050000000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 28622HAA9 6009000.000000000000 PA USD 6009282.420000000000 0.0224153344 Long DBT CORP US N 2 2026-02-08 Fixed 4.900000000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AY3 5950000.000000000000 PA USD 6009976.000000000000 0.0224179215 Long DBT CORP US N 2 2028-11-15 Fixed 5.250000000000 N N N N N N EIDP INC GLU7INWNWH88J9XBXD45 263534CQ0 8125000.000000000000 PA USD 8134571.250000000000 0.0303429132 Long DBT CORP US N 2 2026-05-15 Fixed 4.500000000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAS9 7310000.000000000000 PA USD 7692313.000000000000 0.0286932376 Long DBT CORP US N 2 2028-12-01 Fixed 6.100000000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAW8 5000000.000000000000 PA USD 5248575.000000000000 0.0195778057 Long DBT CORP US N 2 2029-02-01 Fixed 5.950000000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JZ0 6351000.000000000000 PA USD 6427319.970000000000 0.0239746639 Long DBT NUSS LU N 2 2029-02-15 Fixed 4.000000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E58 15000000.000000000000 PA USD 15172020.000000000000 0.0565934296 Long DBT CORP US N 2 2029-03-08 Fixed 5.800000000000 N N N N N N GSMBS 2024-RPL2 N/A 36269MAA9 3636131.090000000000 PA USD 3558401.520000000000 0.0132732587 Long ABS-CBDO CORP US Y 2 2061-07-25 Variable 3.7500000000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_16-1A N/A 64829FAA9 495197.650000000000 PA USD 480291.210000000000 0.0017915430 Long ABS-CBDO CORP US Y 2 2056-03-25 Variable 3.7500000000000000 N N N N N N NRZT 2019-RPL3 N/A 64830NAA9 1695720.700000000000 PA USD 1637879.670000000000 0.0061094849 Long ABS-CBDO CORP US Y 2 2059-07-25 Variable 2.7500000000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-RPL1 N/A 64829VAA4 958483.270000000000 PA USD 932008.050000000000 0.0034765003 Long ABS-CBDO CORP US Y 2 2057-12-25 Variable 3.5000000000000000 N N N N N N NRZT 2018-1A N/A 64830GAB2 30146.860000000000 PA USD 29525.380000000000 0.0001101332 Long ABS-CBDO CORP US Y 2 2057-12-25 Variable 4.0000000000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A N/A 64830DAB9 1221585.310000000000 PA USD 1202978.120000000000 0.0044872507 Long ABS-CBDO CORP US Y 2 2057-12-25 Variable 4.2500000000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 18-5A N/A 64829XAA0 1005660.260000000000 PA USD 1005940.840000000000 0.0037522783 Long ABS-CBDO CORP US Y 2 2057-12-25 Variable 4.7500000000000000 N N N N N N NYMT 2024-CP1 N/A 67118PAA0 3934167.560000000000 PA USD 3661356.640000000000 0.0136572934 Long ABS-CBDO CORP US Y 2 2068-02-25 Variable 3.7500000000000000 N N N N N N ONE MARKET PLAZA TRUST OMPT_17-1MKT N/A 68245HAA2 10751043.490000000000 PA USD 10307476.940000000000 0.0384481085 Long ABS-CBDO CORP US Y 2 2032-02-10 Fixed 3.613900000000 N N N N N N ONE MARKET PLAZA TRUST OMPT_17-1MKT N/A 68245HAE4 1164000.000000000000 PA USD 1087733.560000000000 0.0040573749 Long ABS-CBDO CORP US Y 2 2032-02-10 Fixed 4.016300000000 N N N N N N OBX TRUST OBX_23-NQM1 N/A 670855AA3 3053742.990000000000 PA USD 3053657.490000000000 0.0113905037 Long ABS-CBDO CORP US Y 2 2062-11-25 Variable 6.1200000000000000 N N N N N N OBX TRUST OBX_22-NQM9 N/A 67118LAA9 7806526.720000000000 PA USD 7802389.260000000000 0.0291038350 Long ABS-CBDO CORP US Y 2 2062-09-25 Variable 6.4500000000000000 N N N N N N ONSLOW BAY FINANCIAL LLC OBX_2023-NQM4 N/A 67448GAA1 8652915.550000000000 PA USD 8685865.850000000000 0.0323993072 Long ABS-CBDO CORP US Y 2 2063-03-25 Variable 6.1130000000000000 N N N N N N OBX 2024-HYB1 N/A 67448MAA8 7077159.600000000000 PA USD 6959791.990000000000 0.0259608475 Long ABS-CBDO CORP US Y 2 2053-03-25 Variable 3.6316000000000000 N N N N N N OBX 2024-NQM4 254900LSNFNEGAD7J679 67118TAA2 5920845.540000000000 PA USD 5982594.040000000000 0.0223157836 Long ABS-CBDO CORP US Y 2 2064-01-25 Variable 6.0670000000000000 N N N N N N OBX 2024-HYB2 N/A 67118RAA6 13681977.260000000000 PA USD 13727182.510000000000 0.0512040148 Long ABS-CBDO CORP US Y 2 2053-04-25 Variable 3.6831700000000000 N N N N N N OBX 2024-NQM5 254900RDM4XSF0B1E373 67448NAA6 6027843.580000000000 PA USD 6080460.630000000000 0.0226808375 Long ABS-CBDO CORP US Y 2 2028-03-25 Variable 5.9880000000000000 N N N N N N ONSLOW BAY FINANCIAL LLC OBX_24-NQM7 N/A 67119FAA1 6424952.940000000000 PA USD 6503832.090000000000 0.0242600632 Long ABS-CBDO CORP US Y 2 2064-03-25 Variable 6.2430000000000000 N N N N N N OBX 2024-NQM8 254900Y1YRD8JNADSC78 67119CAA8 15794539.000000000000 PA USD 16014430.570000000000 0.0597357207 Long ABS-CBDO CORP US Y 2 2064-05-25 Variable 6.2330000000000000 N N N N N N OBX TRUST OBX_22-NQM6 N/A 67116VAA9 5171055.420000000000 PA USD 5223422.700000000000 0.0194839846 Long ABS-CBDO CORP US Y 2 2062-07-25 Variable 4.7000000000000000 N N N N N N OBX 2024-NQM10 25490010LUJWFEUCIH44 67119MAA6 9645171.110000000000 PA USD 9771156.340000000000 0.0364475692 Long ABS-CBDO CORP US Y 2 2064-05-25 Variable 6.1800000000000000 N N N N N N OBX 2024-NQM11 254900F5LT8CA1U6PK21 67119EAA4 12756000.660000000000 PA USD 12886150.130000000000 0.0480668645 Long ABS-CBDO CORP US Y 2 2064-06-25 Variable 5.8750000000000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1 N/A 87166PAK7 20672000.000000000000 PA USD 20909438.590000000000 0.0779946797 Long ABS-O CORP US N 2 2029-07-15 Fixed 5.540000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GRFS4 589330.260000000000 PA USD 603366.930000000000 0.0022506300 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.000000000000 N N N N N N OBX 2024-NQM13 254900W2SY2Z6X7UAX78 67119PAP6 6034546.210000000000 PA USD 6037792.800000000000 0.0225216815 Long ABS-CBDO CORP US Y 2 2064-06-25 Variable 5.1160000000000000 N N N N N N OBX 2024-NQM17 254900HMH8TR6ZSMCB34 673911AC7 17492480.380000000000 PA USD 17635358.960000000000 0.0657819753 Long ABS-CBDO CORP US Y 2 2064-11-25 Variable 5.6100000000000000 N N N N N N OBX 2025-NQM1 2549007E8KF1RJ2ZV866 673914AC1 17470645.330000000000 PA USD 17623059.240000000000 0.0657360959 Long ABS-CBDO CORP US Y 2 2064-12-25 Variable 5.5470000000000000 N N N N N N ONSLOW BAY FINANCIAL LLC OBX_23-NQM7 254900K7TTKPUWNMSZ83 67117XAA4 3415456.210000000000 PA USD 3457073.540000000000 0.0128952933 Long ABS-CBDO CORP US Y 2 2063-04-25 Variable 6.8440000000000000 N N N N N N OBX 2025-NQM3 254900MBGY6CR10DAX67 67448YAC8 10979308.000000000000 PA USD 11097533.190000000000 0.0413951117 Long ABS-CBDO CORP US Y 2 2064-12-01 Variable 5.6480000000000000 N N N N N N OBX 2025-NQM8 2549006UJL1L84XG2C80 67449AAA3 11440421.780000000000 PA USD 11545879.590000000000 0.0430674969 Long ABS-CBDO CORP US Y 2 2065-03-25 Variable 5.4720000000000000 N N N N N N OBX 2025-NQM14 254900T4WKE0IYMYAI09 673924AA4 7998000.000000000000 PA USD 8027672.580000000000 0.0299441685 Long ABS-CBDO CORP US Y 2 2065-07-25 Variable 5.1620000000000000 N N N N N N PRKCM_21-AFC2 TRUST N/A 69361JAA4 8251376.690000000000 PA USD 7373702.510000000000 0.0275047827 Long ABS-CBDO CORP US Y 2 2056-11-25 Variable 2.0710000000000000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3 N/A 74331UAA6 1543544.090000000000 PA USD 1512977.290000000000 0.0056435843 Long ABS-CBDO CORP US Y 2 2039-04-17 Fixed 3.200000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_24-SFR1 N/A 74331QAA5 6098531.650000000000 PA USD 5894840.690000000000 0.0219884532 Long ABS-CBDO CORP US Y 2 2041-02-17 Fixed 3.350000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_21-SFR6 N/A 74333HAA3 5861942.760000000000 PA USD 5745043.900000000000 0.0214296934 Long ABS-CBDO CORP US Y 2 2038-07-17 Fixed 1.524000000000 N N N N N N PROG 2024-SFR3 N/A 74331VAA4 8964993.180000000000 PA USD 8542213.070000000000 0.0318634654 Long ABS-CBDO CORP US Y 2 2041-06-17 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSQR6 843914.470000000000 PA USD 869412.500000000000 0.0032430115 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EYD6 841892.950000000000 PA USD 786513.230000000000 0.0029337874 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 4.000000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_24-SFR5 N/A 74332HAA4 5000000.000000000000 PA USD 4742295.000000000000 0.0176893214 Long ABS-CBDO CORP US Y 2 2029-08-09 Variable 3.0000000000000000 N N N N N N PMTLT 2024-INV1 N/A 73015BAB1 1513494.040000000000 PA USD 1540308.610000000000 0.0057455333 Long ABS-CBDO CORP US Y 2 2059-10-25 Variable 6.0000000000000000 N N N N N N PROG 2025-SFR2 N/A 74334GAA4 3389089.480000000000 PA USD 3226182.730000000000 0.0120340433 Long ABS-CBDO CORP US Y 2 2042-04-17 Fixed 3.305000000000 N N N N N N PROG 2025-SFR3 N/A 74334BAA5 9485000.000000000000 PA USD 9001909.980000000000 0.0335781892 Long ABS-CBDO CORP US Y 2 2042-07-17 Fixed 3.390000000000 N N N N N N PRPM 2025-RPL3 N/A 69392NAA8 7632300.800000000000 PA USD 7358240.140000000000 0.0274471063 Long ABS-CBDO CORP US Y 2 2055-04-25 Variable 3.2500000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-1 N/A 35563PAP4 4617005.150000000000 PA USD 4350248.440000000000 0.0162269414 Long ABS-CBDO USGA US N 2 2056-01-25 Variable 3.0000000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-2 N/A 35563PBF5 4695721.110000000000 PA USD 4407230.090000000000 0.0164394897 Long ABS-CBDO USGA US N 2 2056-08-25 Variable 3.0000000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-2 N/A 35563PBC2 4914003.420000000000 PA USD 4605585.820000000000 0.0171793800 Long ABS-CBDO USGA US N 2 2056-08-25 Fixed 3.000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-4 N/A 35563PCM9 2605998.300000000000 PA USD 2379696.010000000000 0.0088765477 Long ABS-CBDO USGA US N 2 2057-06-25 Fixed 3.500000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_17-4 N/A 35563PDD8 4988135.730000000000 PA USD 4527346.720000000000 0.0168875389 Long ABS-CBDO USGA US N 2 2057-06-25 Variable 3.2500000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_18-2 N/A 35563PFF1 6388796.250000000000 PA USD 5739598.720000000000 0.0214093823 Long ABS-CBDO USGA US N 2 2057-11-25 Fixed 3.500000000000 N N N N N N SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1 N/A 35564CAA5 723555.110000000000 PA USD 708225.870000000000 0.0026417663 Long ABS-CBDO USGA US N 2 2028-06-25 Fixed 3.500000000000 N N N N N N FREDDIE MAC - SLST SLST_18-2 N/A 35564CAN7 10007659.250000000000 PA USD 9804203.540000000000 0.0365708391 Long ABS-CBDO USGA US N 2 2028-11-25 Fixed 3.500000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_19-1 N/A 35563PJF7 2198991.380000000000 PA USD 2135904.520000000000 0.0079671766 Long ABS-CBDO USGA US N 2 2058-07-25 Fixed 3.500000000000 N N N N N N FREDDIE MAC - SLST SLST_19-2 N/A 35564CCZ8 24339363.280000000000 PA USD 23278872.880000000000 0.0868329499 Long ABS-CBDO USGA US N 2 2029-09-25 Fixed 2.750000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_19-4 N/A 35563PML0 3210109.580000000000 PA USD 2989690.620000000000 0.0111518997 Long ABS-CBDO USGA US N 2 2059-02-25 Fixed 3.000000000000 N N N N N N FREDDIE MAC - SLST SLST_19-3 N/A 35564CEE3 13688841.490000000000 PA USD 13078168.580000000000 0.0487831161 Long ABS-CBDO USGA US N 2 2029-11-25 Fixed 2.750000000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_19-3SC N/A 35563PLH0 445433.090000000000 PA USD 432471.880000000000 0.0016131713 Long ABS-CBDO USGA US N 2 2058-10-25 Fixed 3.500000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_19-1 N/A 35563PJE0 6720007.030000000000 PA USD 5988917.310000000000 0.0223393701 Long ABS-CBDO USGA US N 2 2058-07-25 Fixed 3.500000000000 N N N N N N MANHATTAN WEST OMW_20-OMW N/A 563136AA8 8385000.000000000000 PA USD 7982369.070000000000 0.0297751810 Long ABS-CBDO CORP US Y 2 2039-09-10 Fixed 2.130000000000 N N N N N N SREIT TRUST SREIT_21-MFP N/A 78472UAA6 31458233.930000000000 PA USD 31456661.020000000000 0.1173370672 Long ABS-CBDO CORP US Y 2 2038-11-15 Variable 5.2083800000000000 N N N N N N STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI N/A 78457JAA0 38092000.000000000000 PA USD 38034938.180000000000 0.1418748193 Long ABS-CBDO CORP US Y 2 2039-01-15 Variable 5.3631000000000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2 N/A 35564KRE1 649620.660000000000 PA USD 650933.540000000000 0.0024280591 Long ABS-CBDO CORP US Y 2 2042-02-25 Variable 5.6483900000000000 N N N N N N FREDDIE MAC - STACR 2016-DNA1 N/A 3137G0HW2 6025240.790000000000 PA USD 6131080.170000000000 0.0228696544 Long ABS-CBDO CORP US N 2 2028-07-25 Variable 10.0128700000000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5 5493000IS349P4O9HR58 35564KYN3 9665290.570000000000 PA USD 9863293.710000000000 0.0367912525 Long ABS-CBDO CORP US Y 2 2042-06-25 Variable 7.2983900000000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6 5493000IS30HKV5IAS29 35564KH36 660171.850000000000 PA USD 664775.230000000000 0.0024796903 Long ABS-CBDO CORP US Y 2 2042-09-25 Variable 6.4983900000000000 N N N N N N SFO COMMERICAL MORTGAGE TRUST SFO_21-555 N/A 78432WAA1 24800000.000000000000 PA USD 24649885.600000000000 0.0919469896 Long ABS-CBDO CORP US Y 2 2038-05-15 Variable 5.6284800000000000 N N N N N N SFO COMMERICAL MORTGAGE TRUST SFO_21-555 N/A 78432WAC7 2472000.000000000000 PA USD 2453761.580000000000 0.0091528210 Long ABS-CBDO CORP US Y 2 2038-05-15 Variable 5.9784800000000000 N N N N N N STACR 2024-DNA1 529900N6M839KA246662 35564NAW3 10328240.720000000000 PA USD 10382391.690000000000 0.0387275493 Long ABS-CBDO CORP US Y 2 2044-02-25 Variable 5.6983900000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_24-1 N/A 35563PR43 18023192.250000000000 PA USD 15242213.690000000000 0.0568552604 Long ABS-CBDO USGA US N 2 2063-11-25 Fixed 3.000000000000 N N N N N N STACR 2018-DNA1 N/A 3137G0TV1 2518797.080000000000 PA USD 2552594.300000000000 0.0095214787 Long ABS-CBDO CORP US N 2 2030-07-25 Variable 6.2628700000000000 N N N N N N SDR 2024-DSNY N/A 811304AA2 5663000.000000000000 PA USD 5669512.450000000000 0.0211479522 Long ABS-CBDO CORP US Y 2 2039-05-15 Variable 5.7547500000000000 N N N N N N STACR 2024-DNA2 529900GRKKKHILZX4347 35564NCW1 18604885.470000000000 PA USD 18691919.120000000000 0.0697230697 Long ABS-CBDO CORP US Y 2 2044-05-25 Variable 5.5983900000000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6 5493000ITBQFEOXM0S98 35566CBD6 4000000.000000000000 PA USD 4275824.000000000000 0.0159493294 Long ABS-CBDO CORP US Y 2 2050-12-25 Variable 7.3483900000000000 N N N N N N SCRT 2024-2 N/A 35563PX46 11387929.580000000000 PA USD 9860762.670000000000 0.0367818114 Long ABS-CBDO USGA US N 2 2064-05-25 Fixed 3.500000000000 N N N N N N STAR 2024-SFR4 N/A 85520AAA7 13180843.550000000000 PA USD 13235359.520000000000 0.0493694569 Long ABS-CBDO CORP US Y 2 2041-10-17 Variable 6.1131000000000000 N N N N N N STACR 2024-DNA3 529900P3PHNE8PW64Z68 35564NEY5 4055512.500000000000 PA USD 4062702.920000000000 0.0151543625 Long ABS-CBDO CORP US Y 2 2044-10-25 Variable 5.3983900000000000 N N N N N N STAR 2025-SFR5 N/A 85520CAA3 1859000.000000000000 PA USD 1861082.080000000000 0.0069420563 Long ABS-CBDO CORP US Y 2 2042-02-17 Variable 5.8140000000000000 N N N N N N SWCH 2025-DATA N/A 78489CAA7 14350000.000000000000 PA USD 14265593.300000000000 0.0532123508 Long ABS-CBDO CORP US Y 2 2042-03-15 Variable 5.8060000000000000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA5 5493000IT2BRJ2Q9YQ96 35565TBD0 4000000.000000000000 PA USD 4422332.000000000000 0.0164958216 Long ABS-CBDO CORP US Y 2 2050-11-25 Variable 8.3483900000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-6 N/A 89175JAA8 660561.920000000000 PA USD 649585.360000000000 0.0024230302 Long ABS-CBDO CORP US Y 2 2057-10-25 Variable 2.7500000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMP_20-4 N/A 89179JAA4 6885478.000000000000 PA USD 6286503.380000000000 0.0234494014 Long ABS-CBDO CORP US Y 2 2060-10-25 Fixed 1.750000000000 N N N N N N TRICON AMERICAN HOMES TAH_20-SFR2 N/A 89613JAA8 3157370.680000000000 PA USD 2980090.630000000000 0.0111160906 Long ABS-CBDO CORP US Y 2 2039-11-17 Fixed 1.482000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_19-4 N/A 89178BAB0 2285000.000000000000 PA USD 2094714.340000000000 0.0078135323 Long ABS-CBDO CORP US Y 2 2059-10-25 Variable 3.2500000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_18-3 N/A 89175MAF0 3435000.000000000000 PA USD 3006143.690000000000 0.0112132716 Long ABS-CBDO CORP US Y 2 2058-05-25 Variable 3.8750000000000000 N N N N N N TRICON RESIDENTIAL TCN_21-SFR1 N/A 89614YAA4 20349147.230000000000 PA USD 19906186.990000000000 0.0742524326 Long ABS-CBDO CORP US Y 2 2038-07-17 Fixed 1.943000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E4E7 2723341.750000000000 PA USD 2543917.100000000000 0.0094891118 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133W6AA5 779823.780000000000 PA USD 728326.560000000000 0.0027167442 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 4.000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_16-2 N/A 89172PAF6 5800000.000000000000 PA USD 5300011.000000000000 0.0197696681 Long ABS-CBDO CORP US Y 2 2055-08-25 Variable 3.5617600000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_16-4 N/A 89172UAD0 4904999.950000000000 PA USD 4821448.180000000000 0.0179845721 Long ABS-CBDO CORP US Y 2 2056-07-25 Variable 3.7500000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-6 N/A 89175JAB6 10335000.000000000000 PA USD 9928204.070000000000 0.0370333758 Long ABS-CBDO CORP US Y 2 2057-10-25 Variable 3.0000000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_23-1 N/A 89181JAA0 15761364.520000000000 PA USD 15326697.610000000000 0.0571703954 Long ABS-CBDO CORP US Y 2 2063-01-25 Fixed 3.750000000000 N N N N N N TRICON RESIDENTIAL TRUST TCN_23-SFR2 N/A 895978AA2 6902060.980000000000 PA USD 6948035.610000000000 0.0259169948 Long ABS-CBDO CORP US Y 2 2040-12-17 Fixed 5.000000000000 N N N N N N TCN 2024-SFR2 N/A 89616VAA8 5483374.770000000000 PA USD 5519312.810000000000 0.0205876898 Long ABS-CBDO CORP US Y 2 2040-06-17 Fixed 4.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2024-3 N/A 89183FAP3 7503697.200000000000 PA USD 7692700.330000000000 0.0286946823 Long ABS-CBDO CORP US Y 2 2065-07-25 Variable 5.0206400000000000 N N N N N N TRICON RESIDENTIAL TRUST TCN_24-SFR3 N/A 89616YAA2 9710235.010000000000 PA USD 9719129.590000000000 0.0362535032 Long ABS-CBDO CORP US Y 2 2041-08-17 Fixed 4.500000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_15-2 N/A 89171YAE1 13157123.000000000000 PA USD 12842680.920000000000 0.0479047192 Long ABS-CBDO CORP US Y 2 2060-11-25 Variable 3.4230000000000000 N N N N N N TPMT 2015-5 N/A 89171VAE7 13480000.000000000000 PA USD 13303533.320000000000 0.0496237532 Long ABS-CBDO CORP US Y 2 2055-05-25 Variable 3.9989500000000000 N N N N N N WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI N/A 92943AAC8 2077000.000000000000 PA USD 2116307.230000000000 0.0078940763 Long ABS-CBDO CORP US Y 2 2037-07-05 Variable 7.2632400000000000 N N N N N N WFCM 2024-5C1 N/A 95003VAF5 740000.000000000000 PA USD 779169.680000000000 0.0029063951 Long ABS-CBDO CORP US N 2 2057-07-15 Fixed 6.520000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-NXS2 N/A 94989MAE9 285308.180000000000 PA USD 283616.590000000000 0.0010579234 Long ABS-CBDO CORP US N 2 2058-07-15 Variable 3.7670000000000000 N N N N N N WFCM 2024-5C2 N/A 95003UAD2 4466000.000000000000 PA USD 4721022.000000000000 0.0176099706 Long ABS-CBDO CORP US N 2 2057-11-15 Fixed 5.920000000000 N N N N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3558.000000000000 NC USD 22237.500000000000 0.0000829485 N/A DIR US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Call Purchased CME CHICAGO MERCANTILE EXCHANGE SOFR 90DAY FUT SFRU5 12-16-25 1000000.000000000000 97.000000000000 USD 2025-09-12 XXXX -803663.830000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 5000.000000000000 NC USD 62500.000000000000 0.0002331324 N/A DIR US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Call Purchased CME CHICAGO MERCANTILE EXCHANGE SOFR 90DAY FUT SFRZ5 03-17-26 1000000.000000000000 98.000000000000 USD 2025-12-12 XXXX -194963.000000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AVVR9 763785.210000000000 PA USD 780848.940000000000 0.0029126589 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPDF1 3247448.780000000000 PA USD 3048094.390000000000 0.0113697527 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 2.500000000000 N N N N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 26450.000000000000 NC USD 165312.500000000000 0.0006166352 N/A DIR US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Put Purchased CME CHICAGO MERCANTILE EXCHANGE SOFR 90DAY FUT SFRZ5 03-17-26 1000000.000000000000 95.687500000000 USD 2025-12-12 XXXX -1991968.500000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 52167.000000000000 NC USD 652087.500000000000 0.0024323635 N/A DIR US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Call Purchased CME CHICAGO MERCANTILE EXCHANGE SOFR 90DAY FUT SFRU5 12-16-25 1000000.000000000000 96.125000000000 USD 2025-09-12 XXXX -2147910.260000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 52167.000000000000 NC USD -326043.750000000000 -0.0012161818 N/A DIR US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Call Written CME CHICAGO MERCANTILE EXCHANGE SOFR 90DAY FUT SFRU5 12-16-25 1000000.000000000000 96.250000000000 USD 2025-09-12 XXXX 644570.740000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 10674.000000000000 NC USD -1214487.720000000000 -0.0045301829 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE SOFR 90DAY FUT SFRM5 09-16-25 2025-09-17 2552019975.000000000000 USD -1214487.720000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 25.000000000000 NC USD 3187.060000000000 0.0000118881 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE SOFR 90DAY FUT SFRZ5 03-17-26 2026-03-18 6014375.000000000000 USD 3187.060000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 61454.000000000000 NC USD 25466634.870000000000 0.0949935610 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE UST 5YR FUT FVZ5 12-31-25 2026-01-06 6727292562.500000000000 USD 25466634.870000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 40158.000000000000 NC USD 11352245.640000000000 0.0423452193 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE UST 2YR FUT TUZ5 12-31-25 2026-01-06 8374511571.480000000000 USD 11352245.640000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 569.000000000000 NC USD -89475.250000000000 -0.0003337533 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Short CME CHICAGO MERCANTILE EXCHANGE UST 20YR FUT USZ5 12-19-25 2025-12-31 -65008250.000000000000 USD -89475.250000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 8321.000000000000 NC USD 5547773.610000000000 0.0206938519 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Long CME CHICAGO MERCANTILE EXCHANGE UST 10YR FUT TYZ5 12-19-25 2025-12-31 936112500.000000000000 USD 5547773.610000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 2687.000000000000 NC USD 821080.560000000000 0.0030627276 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Short CME CHICAGO MERCANTILE EXCHANGE UST 30YR FUT ULTRA WNZ5 12-19-25 2025-12-31 -313203437.500000000000 USD 821080.560000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 12431.000000000000 NC USD -6988660.430000000000 -0.0260685302 N/A DIR CORP US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Short CME CHICAGO MERCANTILE EXCHANGE UST 10YR FUT ULTRA UXYZ5 12-19-25 2025-12-31 -1422184093.750000000000 USD -6988660.430000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EJT8 426530.210000000000 PA USD 400346.370000000000 0.0014933393 Long ABS-MBS USGA US N 2 2037-10-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCMD8 1137971.920000000000 PA USD 1149572.410000000000 0.0042880411 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N7NT3 158593.430000000000 PA USD 160250.890000000000 0.0005977548 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MW3M6 270963.170000000000 PA USD 277431.060000000000 0.0010348507 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EUP3 3277135.340000000000 PA USD 3063262.930000000000 0.0114263331 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NH4F2 4934212.140000000000 PA USD 5090636.530000000000 0.0189886765 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NJQN7 656725.050000000000 PA USD 672102.920000000000 0.0025070234 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLP93 32279317.540000000000 PA USD 30196204.060000000000 0.1126354136 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLJV1 6272792.120000000000 PA USD 6434918.710000000000 0.0240030081 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NMZG5 42464.370000000000 PA USD 42788.670000000000 0.0001596068 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQS56 462884.020000000000 PA USD 474841.240000000000 0.0017712140 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEBT8 150894.240000000000 PA USD 131363.390000000000 0.0004900010 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFFX2 123493.920000000000 PA USD 107509.480000000000 0.0004010231 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KLZ83 59718.170000000000 PA USD 52219.300000000000 0.0001947842 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MBV82 226183.480000000000 PA USD 188760.070000000000 0.0007040974 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJ5K5 125139.110000000000 PA USD 104245.380000000000 0.0003888476 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KJ3P5 132415.590000000000 PA USD 115849.210000000000 0.0004321313 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KMRW7 62871.960000000000 PA USD 54995.300000000000 0.0002051390 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEP22 74977.500000000000 PA USD 65249.540000000000 0.0002433885 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNBQ5 124106.120000000000 PA USD 108557.730000000000 0.0004049332 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBXQ8 144246.190000000000 PA USD 120767.530000000000 0.0004504772 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTCW8 824394.580000000000 PA USD 687146.900000000000 0.0025631392 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQWR3 241189.980000000000 PA USD 247279.060000000000 0.0009223801 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A8XK3 5696068.720000000000 PA USD 5739193.660000000000 0.0214078714 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QM5E0 2524538.000000000000 PA USD 2098638.340000000000 0.0078281693 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMK6 31804788.540000000000 PA USD 32029616.590000000000 0.1194742593 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M9NZ6 355292.060000000000 PA USD 295484.680000000000 0.0011021928 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDSU1 573194.340000000000 PA USD 476494.160000000000 0.0017773796 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXZ47 2884440.930000000000 PA USD 2443075.320000000000 0.0091129600 Long ABS-MBS USGA US N 2 2063-09-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRMY8 27317998.120000000000 PA USD 28455601.520000000000 0.1061427602 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUPS0 22962780.900000000000 PA USD 23875735.140000000000 0.0890593168 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUHG5 16752794.420000000000 PA USD 17524377.870000000000 0.0653680027 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6W33 4903910.540000000000 PA USD 4951135.200000000000 0.0184683201 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FEC7 6626532.180000000000 PA USD 6540559.550000000000 0.0243970609 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVPS7 44462505.170000000000 PA USD 45692515.910000000000 0.1704384902 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTEZ5 107516.680000000000 PA USD 103531.570000000000 0.0003861850 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTFA9 8148826.670000000000 PA USD 8043103.790000000000 0.0300017287 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTG34 35900575.070000000000 PA USD 36155253.750000000000 0.1348633740 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTEY8 1897312.950000000000 PA USD 1830510.460000000000 0.0068280206 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTGX8 6134002.790000000000 PA USD 6180369.720000000000 0.0230535102 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WMDP4 1071880.400000000000 PA USD 1108212.860000000000 0.0041337651 Long ABS-MBS USGA US N 2 2039-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FJG3 3003323.860000000000 PA USD 3102190.280000000000 0.0115715368 Long ABS-MBS USGA US N 2 2040-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AXXT9 2138674.000000000000 PA USD 2222242.690000000000 0.0082892281 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132CXRT1 10718890.240000000000 PA USD 11071531.010000000000 0.0412981205 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AXXR3 1915484.940000000000 PA USD 1986262.110000000000 0.0074089927 Long ABS-MBS USGA US N 2 2039-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D6J76 16063933.400000000000 PA USD 16589031.250000000000 0.0618790492 Long ABS-MBS USGA US N 2 2040-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133W7RZ0 5681149.980000000000 PA USD 5725962.890000000000 0.0213585190 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNK5 8446.890000000000 PA USD 8502.380000000000 0.0000317149 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ANQB8 68012.430000000000 PA USD 70609.010000000000 0.0002633800 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMY6 2762495.010000000000 PA USD 2780641.840000000000 0.0103721230 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132CXTH5 74025.620000000000 PA USD 76468.840000000000 0.0002852378 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D6JZ4 508548.280000000000 PA USD 525289.690000000000 0.0019593927 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XR3A1 542833.560000000000 PA USD 531789.610000000000 0.0019836382 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQXZ5 2668042.510000000000 PA USD 2728497.690000000000 0.0101776192 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVZB3 13746461.790000000000 PA USD 13599745.800000000000 0.0507286608 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVZA5 1951540.100000000000 PA USD 1878593.480000000000 0.0070073759 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M65X7 7695055.770000000000 PA USD 7612926.440000000000 0.0283971163 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425V5D1 6575163.590000000000 PA USD 6505664.110000000000 0.0242668968 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6BA7 173461.710000000000 PA USD 179171.030000000000 0.0006683291 Long ABS-MBS USGA US N 2 2040-02-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425XEG0 2174425.850000000000 PA USD 2151048.600000000000 0.0080236658 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XABA9 160127.620000000000 PA USD 127325.640000000000 0.0004749397 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLQ33 1121653.920000000000 PA USD 891884.240000000000 0.0033268337 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNR39 753641.870000000000 PA USD 600887.710000000000 0.0022413822 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LQRU6 163951.390000000000 PA USD 130854.850000000000 0.0004881041 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNLW0 858388.000000000000 PA USD 684976.460000000000 0.0025550432 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LQRS1 31018.520000000000 PA USD 24821.520000000000 0.0000925872 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L3GC9 49361.590000000000 PA USD 39370.850000000000 0.0001468579 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNKN1 954750.800000000000 PA USD 761725.010000000000 0.0028413244 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KNN87 46273.530000000000 PA USD 36882.130000000000 0.0001375747 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNQ30 22625.170000000000 PA USD 18124.070000000000 0.0000676049 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNEX6 36556.510000000000 PA USD 29182.620000000000 0.0001088546 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFRL7 3792356.690000000000 PA USD 3015496.210000000000 0.0112481576 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FF51 20879886.490000000000 PA USD 21348284.980000000000 0.0796316287 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FGW1 20910129.580000000000 PA USD 20133443.730000000000 0.0751001271 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTTW6 8246118.940000000000 PA USD 7939825.100000000000 0.0296164870 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNY5 9449318.050000000000 PA USD 9660670.950000000000 0.0360354456 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNX7 2847.370000000000 PA USD 2866.070000000000 0.0000106908 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWN90 9422647.510000000000 PA USD 9633158.880000000000 0.0359328223 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNM1 13422383.860000000000 PA USD 13722253.340000000000 0.0511856284 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FGZ4 51255604.990000000000 PA USD 52402039.110000000000 0.1954658055 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FHZ3 9005199.220000000000 PA USD 9204511.290000000000 0.0343339161 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNG4 8936589.170000000000 PA USD 8820699.480000000000 0.0329022526 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426CNQ3 393942.700000000000 PA USD 408419.700000000000 0.0015234538 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AF2G0 43664.960000000000 PA USD 45389.810000000000 0.0001693094 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ASPM4 905652.920000000000 PA USD 939398.450000000000 0.0035040674 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AXMP9 24850.000000000000 PA USD 25821.730000000000 0.0000963181 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADPF2 68158.250000000000 PA USD 70955.870000000000 0.0002646738 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133D0GE5 26560.400000000000 PA USD 27700.880000000000 0.0001033276 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B5KK2 36211.360000000000 PA USD 38095.550000000000 0.0001421009 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425W2W0 960890.350000000000 PA USD 1005378.610000000000 0.0037501812 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CRCJ0 224049.010000000000 PA USD 233551.820000000000 0.0008711759 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CQEQ4 628106.040000000000 PA USD 655120.880000000000 0.0024436784 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACAE3 368026.150000000000 PA USD 385516.590000000000 0.0014380225 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KY4A4 329416.510000000000 PA USD 342211.710000000000 0.0012764902 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FJU2 61596492.790000000000 PA USD 62958144.860000000000 0.2348413288 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWPJ6 23363348.510000000000 PA USD 23879818.690000000000 0.0890745489 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X6RQ0 4320.590000000000 PA USD 4250.240000000000 0.0000158539 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132A9PK7 13253.500000000000 PA USD 13024.280000000000 0.0000485821 Long ABS-MBS USGA US N 2 2029-05-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YGAV4 69202.020000000000 PA USD 67918.530000000000 0.0002533442 Long ABS-MBS USGA US N 2 2030-02-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KGQW1 12811608.700000000000 PA USD 11744055.780000000000 0.0438067175 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XCR80 5629230.180000000000 PA USD 5374254.200000000000 0.0200466040 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KGXH6 4435346.190000000000 PA USD 4112173.560000000000 0.0153388939 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31334WJ51 1768198.680000000000 PA USD 1635576.710000000000 0.0061008946 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412RDK0 46985.320000000000 PA USD 47887.390000000000 0.0001786256 Long ABS-MBS USGA US N 2 2040-02-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FQR74 84290.220000000000 PA USD 78837.400000000000 0.0002940728 Long ABS-MBS USGA US N 2 2045-01-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GRPG3 35970.690000000000 PA USD 34298.160000000000 0.0001279362 Long ABS-MBS USGA US N 2 2047-06-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419BM93 54530.740000000000 PA USD 55622.010000000000 0.0002074767 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HPZ34 98351.030000000000 PA USD 97346.570000000000 0.0003631142 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XXGK9 574708.790000000000 PA USD 527202.210000000000 0.0019665266 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XUJP1 833924.560000000000 PA USD 768285.520000000000 0.0028657959 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HAKZ2 1225711.590000000000 PA USD 1133783.220000000000 0.0042291455 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419BM36 88516.620000000000 PA USD 90127.000000000000 0.0003361844 Long ABS-MBS USGA US N 2 2041-11-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H6SD2 785802.030000000000 PA USD 749265.380000000000 0.0027948485 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H6NT2 462005.040000000000 PA USD 427337.570000000000 0.0015940197 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HPZH3 181546.310000000000 PA USD 172847.880000000000 0.0006447430 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419BNG6 121091.110000000000 PA USD 122722.690000000000 0.0004577702 Long ABS-MBS USGA US N 2 2042-02-01 Fixed 5.000000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C N/A 83207DAB4 1921795.640000000000 PA USD 1942968.060000000000 0.0072475007 Long ABS-O CORP US Y 2 2052-11-15 Variable 5.8927000000000000 N N N N N N SDART 2023-4 N/A 802927AD5 4786274.220000000000 PA USD 4800723.980000000000 0.0179072684 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.730000000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A2 N/A 87166PAL5 5977000.000000000000 PA USD 6081095.430000000000 0.0226832054 Long ABS-O CORP US N 2 2029-10-15 Fixed 5.740000000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6 N/A 80287DAC1 2986534.800000000000 PA USD 3000332.590000000000 0.0111915955 Long ABS-O CORP US N 2 2028-07-17 Fixed 5.930000000000 N N N N N N SDART 2024-1 N/A 80288AAC6 1458617.830000000000 PA USD 1461082.890000000000 0.0054500120 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.250000000000 N N N N N N SDART 2024-1 N/A 80288AAE2 1325000.000000000000 PA USD 1346127.130000000000 0.0050212135 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.450000000000 N N N N N N SDART 2024-1 N/A 80288AAD4 5950000.000000000000 PA USD 5990162.500000000000 0.0223440148 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.230000000000 N N N N N N SYCAMORE TREE CLO LTD STCP_23-2R N/A 87122CAQ6 1500000.000000000000 PA USD 1506975.000000000000 0.0056211950 Long ABS-O CORP KY Y 2 2037-01-20 Variable 8.8254900000000000 N N N N N N SBNA AUTO LEASE TRUST SBALT_24-A N/A 78414SAE4 6393339.010000000000 PA USD 6409910.540000000000 0.0239097247 Long ABS-O CORP US Y 2 2026-11-20 Fixed 5.390000000000 N N N N N N SYCAMORE TREE CLO LTD STCP_24-5A N/A 87122YAA3 19000000.000000000000 PA USD 19038988.000000000000 0.0710176777 Long ABS-O CORP KY Y 2 2036-04-20 Variable 5.7454900000000000 N N N N N N SYCAMORE TREE CLO LTD STCP_24-5A N/A 87122YAG0 2666000.000000000000 PA USD 2669345.830000000000 0.0099569758 Long ABS-O CORP KY Y 2 2036-04-20 Variable 7.0754900000000000 N N N N N N SDART 2024-2 N/A 80286YAD4 12138000.000000000000 PA USD 12336407.750000000000 0.0460162604 Long ABS-O CORP US N 2 2029-07-16 Fixed 5.780000000000 N N N N N N SDART 2024-2 N/A 80286YAC6 19239195.230000000000 PA USD 19328772.920000000000 0.0720986098 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.630000000000 N N N N N N SBALT 2024-B N/A 78437VAC4 383229.630000000000 PA USD 383530.080000000000 0.0014306126 Long ABS-O CORP US Y 2 2026-11-20 Fixed 5.670000000000 N N N N N N SBALT 2024-B N/A 78437VAE0 3739000.000000000000 PA USD 3767349.100000000000 0.0140526579 Long ABS-O CORP US Y 2 2027-11-22 Fixed 5.560000000000 N N N N N N SUBWAY 2024-1A N/A 864300AC2 1488750.000000000000 PA USD 1526489.810000000000 0.0056939876 Long ABS-O CORP US Y 2 2054-07-30 Fixed 6.268000000000 N N N N N N SCFET 2024-1A N/A 783896AE3 1625000.000000000000 PA USD 1688594.380000000000 0.0062986568 Long ABS-O CORP US Y 2 2032-09-20 Fixed 5.820000000000 N N N N N N SCFET 2024-1A N/A 783896AB9 1410085.610000000000 PA USD 1419427.430000000000 0.0052946322 Long ABS-O CORP US Y 2 2029-11-20 Fixed 5.880000000000 N N N N N N SCFET 2024-1A N/A 783896AC7 12158000.000000000000 PA USD 12475810.120000000000 0.0465362477 Long ABS-O CORP US Y 2 2032-01-20 Fixed 5.520000000000 N N N N N N SCFET 2024-1A N/A 783896AD5 3390000.000000000000 PA USD 3515511.360000000000 0.0131132733 Long ABS-O CORP US Y 2 2032-04-20 Fixed 5.560000000000 N N N N N N MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC N/A 55316VAA2 2298071.790000000000 PA USD 2298908.290000000000 0.0085751999 Long ABS-CBDO CORP US Y 2 2038-04-15 Variable 5.2785400000000000 N N N N N N 522 FUNDING CLO LTD MORGN_18-3 N/A 33835NAA9 266017.850000000000 PA USD 266522.750000000000 0.0009941614 Long ABS-O CORP US Y 2 2031-10-20 Variable 5.6271000000000000 N N N N N N MBART 2024-1 N/A 587918AE3 7429000.000000000000 PA USD 7564987.850000000000 0.0282182997 Long ABS-O CORP US N 2 2031-07-15 Fixed 4.790000000000 N N N N N N MBART 2024-1 N/A 587918AD5 13650000.000000000000 PA USD 13734548.100000000000 0.0512314893 Long ABS-O CORP US N 2 2029-04-16 Fixed 4.800000000000 N N N N N N MBALT 2024-A N/A 58770JAD6 7634000.000000000000 PA USD 7727058.460000000000 0.0288228422 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.320000000000 N N N N N N MAGNE 2019-22A 5493000081NBXWGGSW23 55954HAW2 4618000.000000000000 PA USD 4622040.750000000000 0.0172407588 Long ABS-O CORP US Y 2 2036-07-15 Variable 5.5675500000000000 N N N N N N MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC_24-2 N/A 58940BAZ9 8816000.000000000000 PA USD 8891244.560000000000 0.0331653941 Long ABS-O CORP US Y 2 2029-07-20 Fixed 6.560000000000 N N N N N N MERCHANTS FLEET FUNDING LLC MFF_24-1 N/A 588926AF2 11466150.650000000000 PA USD 11556893.770000000000 0.0431085810 Long ABS-O CORP US Y 2 2037-04-20 Fixed 5.820000000000 N N N N N N MISSION LANE CREDIT MASTER TRUST MLANE_24-A N/A 60510MAY4 10115000.000000000000 PA USD 10209565.140000000000 0.0380828859 Long ABS-O CORP US Y 2 2029-08-15 Fixed 6.200000000000 N N N N N N MISSION LANE CREDIT MASTER TRUST MLANE_24-A N/A 60510MBA5 1103000.000000000000 PA USD 1111182.050000000000 0.0041448405 Long ABS-O CORP US Y 2 2029-08-15 Fixed 6.590000000000 N N N N N N M&T EQUIPMENT NOTES MTLRF_24-1 N/A 55376YAC9 12721000.000000000000 PA USD 12894857.910000000000 0.0480993456 Long ABS-O CORP US Y 2 2031-08-18 Fixed 4.760000000000 N N N N N N MARBLE POINT CLO XV LTD MP15_19-1A 549300CO8XB55W8SS394 56606YAW5 12917636.750000000000 PA USD 12905946.290000000000 0.0481407066 Long ABS-O CORP KY Y 2 2032-07-23 Variable 5.3589900000000000 N N N N N N MARATHON CLO LTD MCLO_19-2A N/A 56578HBA3 3614000.000000000000 PA USD 3606952.700000000000 0.0134543603 Long ABS-O CORP US Y 2 2033-01-20 Variable 6.1754900000000000 N N N N N N MISSION LANE CREDIT MASTER TRUST MLANE_25-B N/A 60510MBW7 394000.000000000000 PA USD 397256.410000000000 0.0014818134 Long ABS-O CORP US Y 2 2031-09-15 Fixed 5.410000000000 N N N N N N MISSION LANE CREDIT MASTER TRUST MLANE_25-B N/A 60510MBU1 11884000.000000000000 PA USD 11967211.770000000000 0.0446391157 Long ABS-O CORP US Y 2 2031-09-15 Fixed 5.060000000000 N N N N N N MISSION LANE CREDIT MASTER TRUST MLANE_25-B N/A 60510MBX5 805000.000000000000 PA USD 811599.390000000000 0.0030273617 Long ABS-O CORP US Y 2 2031-09-15 Fixed 5.800000000000 N N N N N N MMP 2025-A N/A 55317QAA2 2739628.970000000000 PA USD 2758165.300000000000 0.0102882829 Long ABS-O CORP US Y 2 2031-12-15 Fixed 5.360000000000 N N N N N N NELNET STUDENT LOAN TRUST NSLT_21-A N/A 64035DAB2 16520719.840000000000 PA USD 15586902.670000000000 0.0581409910 Long ABS-O CORP US Y 2 2062-04-20 Fixed 1.360000000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C N/A 63942JAA5 9702356.530000000000 PA USD 8873076.710000000000 0.0330976259 Long ABS-O CORP US Y 2 2069-10-15 Fixed 1.060000000000 N N N N N N NELNET STUDENT LOAN TRUST NSLT_21-B N/A 64034QAB4 44147328.160000000000 PA USD 41697372.180000000000 0.1555361314 Long ABS-O CORP US Y 2 2062-04-20 Fixed 1.420000000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-F N/A 63942GAA1 6121774.400000000000 PA USD 5483132.530000000000 0.0204527330 Long ABS-O CORP US Y 2 2070-02-18 Fixed 1.110000000000 N N N N N N PILOT 2024-2A N/A 73328NAF8 3950000.000000000000 PA USD 3956083.000000000000 0.0147566576 Long ABS-O CORP US Y 2 2030-09-20 Fixed 4.260000000000 N N N N N N PSTAT 2024-2A N/A 69703RAA3 4202189.540000000000 PA USD 4195411.410000000000 0.0156493809 Long ABS-O CORP US Y 2 2033-01-15 Variable 5.3175500000000000 N N N N N N PREF 2025-1A N/A 73747LAD0 6575000.000000000000 PA USD 6690575.350000000000 0.0249566376 Long ABS-O CORP US Y 2 2031-05-15 Fixed 5.130000000000 N N N N N N PREF 2025-1A N/A 73747LAC2 725000.000000000000 PA USD 736705.850000000000 0.0027480000 Long ABS-O CORP US Y 2 2031-05-15 Fixed 5.040000000000 N N N N N N PREF 2025-1A N/A 73747LAB4 3756000.000000000000 PA USD 3784267.660000000000 0.0141157661 Long ABS-O CORP US Y 2 2031-05-15 Fixed 4.900000000000 N N N N N N PEAC 2025-1A N/A 69392HAB9 7296000.000000000000 PA USD 7345576.320000000000 0.0273998687 Long ABS-O CORP US Y 2 2028-10-20 Fixed 4.940000000000 N N N N N N PEAC 2025-1A N/A 69392HAC7 5100000.000000000000 PA USD 5206824.600000000000 0.0194220718 Long ABS-O CORP US Y 2 2032-07-20 Fixed 5.040000000000 N N N N N N PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR6 N/A 74334DAC7 500000.000000000000 PA USD 503105.500000000000 0.0018766430 Long ABS-O CORP US Y 2 2039-07-20 Fixed 4.997000000000 N N N N N N PARL 2023-1A N/A 69915NAN8 1636000.000000000000 PA USD 1636000.000000000000 0.0061024736 Long ABS-O CORP KY Y 2 2036-07-20 Variable 6.3754900000000000 N N N N N N PARL 2023-1A N/A 69915NAJ7 14000000.000000000000 PA USD 14030212.000000000000 0.0523343507 Long ABS-O CORP KY Y 2 2036-07-20 Variable 5.7154900000000000 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3 N/A 76088TAA9 1336782.940000000000 PA USD 1337169.270000000000 0.0049877996 Long ABS-O CORP US Y 2 2030-11-25 Fixed 5.380000000000 N N N N N N ROCKFORD TOWER CLO LTD ROCKT_17-3A 549300V5ZF7112UGSH89 77341DAA5 328900.000000000000 PA USD 328998.010000000000 0.0012272015 Long ABS-O CORP KY Y 2 2030-10-20 Variable 5.7771000000000000 N N N N N N RECETTE CLO LLC RCTTE_15-1A 549300392I5L5XOJ0016 75620TAW8 12000000.000000000000 PA USD 12033972.000000000000 0.0448881393 Long ABS-O CORP KY Y 2 2034-04-20 Variable 5.6671000000000000 N N N N N N RAD 2020-7A N/A 74936GAE8 3000000.000000000000 PA USD 3002772.000000000000 0.0112006948 Long ABS-O CORP KY Y 2 2036-04-17 Variable 6.9224000000000000 N N N N N N RRAM 2020-8A N/A 74980FAQ8 5000000.000000000000 PA USD 5012725.000000000000 0.0186980573 Long ABS-O CORP US Y 2 2037-07-15 Variable 5.6675500000000000 N N N N N N REACH 2024-2A N/A 75525HAB6 3823000.000000000000 PA USD 3886465.620000000000 0.0144969766 Long ABS-O CORP US Y 2 2031-07-15 Fixed 5.840000000000 N N N N N N REACH 2024-2A N/A 75525HAA8 2604331.600000000000 PA USD 2618176.230000000000 0.0097661071 Long ABS-O CORP US Y 2 2031-07-15 Fixed 5.880000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N45S2 21359.540000000000 PA USD 21645.290000000000 0.0000807395 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MWRW8 243481.890000000000 PA USD 227723.500000000000 0.0008494356 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LXFD2 48753.610000000000 PA USD 47066.930000000000 0.0001755652 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSSF3 514863.720000000000 PA USD 428830.510000000000 0.0015995885 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDRB4 997391.460000000000 PA USD 829127.530000000000 0.0030927438 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N9S64 274339.160000000000 PA USD 281570.190000000000 0.0010502901 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRYC1 4400307.680000000000 PA USD 4619856.630000000000 0.0172326118 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138Y2NK5 996465.600000000000 PA USD 985508.460000000000 0.0036760632 Long ABS-MBS USGA US N 2 2029-09-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BKRS0 216742.530000000000 PA USD 210134.050000000000 0.0007838249 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BJQ88 191900.340000000000 PA USD 186091.900000000000 0.0006941448 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BMGV1 863021.130000000000 PA USD 833432.450000000000 0.0031088016 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XME44 3201813.260000000000 PA USD 3091664.480000000000 0.0115322743 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EU73 7991568.150000000000 PA USD 7705182.310000000000 0.0287412416 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ET42 27548578.310000000000 PA USD 26567050.010000000000 0.0990982397 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHD8 6127235.100000000000 PA USD 5901691.580000000000 0.0220140078 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES35 5748608.380000000000 PA USD 5537002.110000000000 0.0206536729 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EW30 248218.780000000000 PA USD 250601.930000000000 0.0009347748 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNU35 5013826.860000000000 PA USD 4687832.850000000000 0.0174861711 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH5Q6 2983351.290000000000 PA USD 2791130.980000000000 0.0104112488 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 4.000000000000 N N N N N N AFFRM 2024-A N/A 00834BAA5 12922000.000000000000 PA USD 12990073.100000000000 0.0484545095 Long ABS-O CORP US Y 2 2029-02-15 Fixed 5.610000000000 N N N N N N EART 2025-3A N/A 30166XAE4 1847000.000000000000 PA USD 1874551.700000000000 0.0069922996 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.090000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BJ4Z2 11936256.430000000000 PA USD 11519573.650000000000 0.0429693726 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJG9 2664398.240000000000 PA USD 2733190.340000000000 0.0101951233 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.000000000000 N N N N N N EART 2025-3A N/A 30166XAD6 2107000.000000000000 PA USD 2135347.580000000000 0.0079650991 Long ABS-O CORP US N 2 2030-02-15 Fixed 4.860000000000 N N N N N N OWN EQUIPMENT FUND II LLC 25-1M N/A 690912AA8 3778059.000000000000 PA USD 3823671.510000000000 0.0142627471 Long ABS-O CORP US Y 2 2033-09-26 Fixed 5.480000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4 N/A 30167KAC5 13868000.000000000000 PA USD 13912960.060000000000 0.0518969871 Long ABS-O CORP US N 2 2029-09-17 Fixed 4.390000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4 N/A 30167KAB7 6000000.000000000000 PA USD 6003390.000000000000 0.0223933550 Long ABS-O CORP US N 2 2028-03-15 Fixed 4.530000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4 N/A 30167KAF8 3686000.000000000000 PA USD 3714732.370000000000 0.0138563912 Long ABS-O CORP US N 2 2032-01-15 Fixed 5.230000000000 N N N N N N EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A N/A 28166LAA2 1647346.800000000000 PA USD 1540695.920000000000 0.0057469781 Long ABS-O CORP US Y 2 2045-11-25 Fixed 1.800000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDR_21-1 N/A 345340AA1 6591000.000000000000 PA USD 6471636.990000000000 0.0241399716 Long ABS-O CORP US Y 2 2033-10-17 Fixed 1.370000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDR_23-1 N/A 34535QAA3 8653000.000000000000 PA USD 8815200.490000000000 0.0328817407 Long ABS-O CORP US Y 2 2035-08-15 Fixed 4.850000000000 N N N N N N FNMNT 2023-1 N/A 32113CBV1 7104000.000000000000 PA USD 7143775.300000000000 0.0266471270 Long ABS-O CORP US N 2 2029-04-16 Fixed 5.130000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDR_23-2 N/A 34535CAA4 38713000.000000000000 PA USD 40107984.240000000000 0.1496075264 Long ABS-O CORP US Y 2 2036-02-15 Fixed 5.280000000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST FCAT_23-3 N/A 33846BAG9 4486000.000000000000 PA USD 4527356.430000000000 0.0168875751 Long ABS-O CORP US Y 2 2029-07-16 Fixed 5.640000000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST FCAT_23-3 N/A 33846BAJ3 474000.000000000000 PA USD 483053.870000000000 0.0018018481 Long ABS-O CORP US Y 2 2029-07-16 Fixed 6.010000000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST FCAT_23-3 N/A 33846BAL8 320000.000000000000 PA USD 323367.680000000000 0.0012061997 Long ABS-O CORP US Y 2 2029-08-15 Fixed 6.580000000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST FCAT_23-3 N/A 33846BAE4 2725921.220000000000 PA USD 2735590.060000000000 0.0102040746 Long ABS-O CORP US Y 2 2028-04-17 Fixed 5.440000000000 N N N N N N FIRST NATIONAL MASTER NOTE TRUST FNMNT_23-2 N/A 32113CBY5 8022000.000000000000 PA USD 8149902.770000000000 0.0304001015 Long ABS-O CORP US N 2 2029-09-17 Fixed 5.770000000000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_24-A N/A 345290AE0 1521000.000000000000 PA USD 1531075.100000000000 0.0057110913 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.050000000000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_24-A N/A 345290AD2 5572840.460000000000 PA USD 5585485.240000000000 0.0208345208 Long ABS-O CORP US N 2 2027-05-15 Fixed 5.060000000000 N N N N N N GLS AUTO RECEIVABLES TRUST GSAR_25-3 N/A 36272GAC3 5576000.000000000000 PA USD 5599112.520000000000 0.0208853521 Long ABS-O CORP US Y 2 2030-10-15 Fixed 4.460000000000 N N N N N N GCAR 2025-3A N/A 37989YAD4 3702000.000000000000 PA USD 3718325.820000000000 0.0138697952 Long ABS-O CORP US Y 2 2030-01-15 Fixed 4.570000000000 N N N N N N GCAR 2025-3A N/A 37989YAB8 14702000.000000000000 PA USD 14719627.700000000000 0.0549059528 Long ABS-O CORP US Y 2 2028-07-17 Fixed 4.520000000000 N N N N N N GCAR 2025-3A N/A 37989YAC6 3426000.000000000000 PA USD 3435866.880000000000 0.0128161900 Long ABS-O CORP US Y 2 2029-03-15 Fixed 4.440000000000 N N N N N N GCI 2020-1 N/A 36166VAA3 6348225.690000000000 PA USD 6038025.990000000000 0.0225225513 Long ABS-O CORP US Y 2 2045-10-18 Fixed 2.820000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR N/A 05608WAG9 5368265.610000000000 PA USD 5367648.260000000000 0.0200219631 Long ABS-CBDO CORP US Y 2 2038-06-15 Variable 5.3475800000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR N/A 05608WAJ3 2693338.550000000000 PA USD 2693147.320000000000 0.0100457581 Long ABS-CBDO CORP US Y 2 2038-06-15 Variable 5.5775800000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_21-B27 N/A 08163HAE8 10274000.000000000000 PA USD 9066743.360000000000 0.0338200254 Long ABS-CBDO CORP US N 2 2054-07-15 Fixed 2.390000000000 N N N N N N CFMT 2024-RM5 984500AB3AED98FEEV98 147275AA9 20924302.560000000000 PA USD 20554465.510000000000 0.0766705881 Long ABS-CBDO CORP US Y 2 2054-10-25 Variable 4.0000000000000000 N N N N N N CIM TRUST CIM_24-R1 N/A 17179VAA8 6606008.870000000000 PA USD 6574286.820000000000 0.0245228676 Long ABS-CBDO CORP US Y 2 2064-06-25 Variable 4.7500000000000000 N N N N N N CFMT 2024-NR1 N/A 12531DAA2 8339684.790000000000 PA USD 8413749.530000000000 0.0313842812 Long ABS-CBDO CORP US Y 2 2029-11-25 Variable 6.4050000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D7E6 1604059.300000000000 PA USD 1281993.070000000000 0.0047819858 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D6B3 5171920.520000000000 PA USD 4134557.390000000000 0.0154223882 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D2L5 152323.330000000000 PA USD 121972.450000000000 0.0004549717 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B3L54 818826.070000000000 PA USD 652398.850000000000 0.0024335249 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDC4 13873468.640000000000 PA USD 11055739.410000000000 0.0412392160 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWCT8 800587.420000000000 PA USD 639763.820000000000 0.0023863947 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWC68 818018.120000000000 PA USD 652514.240000000000 0.0024339553 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWAF0 16769606.870000000000 PA USD 13458062.290000000000 0.0502001646 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVLE3 3709305.320000000000 PA USD 3154560.160000000000 0.0117668826 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KYVN6 76461399.690000000000 PA USD 65744875.760000000000 0.2452361648 Long ABS-MBS USGA US N 2 2041-08-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFKT7 33745694.180000000000 PA USD 28017160.120000000000 0.1045073219 Long ABS-MBS USGA US N 2 2042-01-01 Fixed 1.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKQK7 3190734.010000000000 PA USD 2677900.100000000000 0.0099888842 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KLZY6 3103559.950000000000 PA USD 2604721.660000000000 0.0097159200 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.500000000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K144 N/A 3137H7M91 5358183.000000000000 PA USD 4807115.310000000000 0.0179311088 Long ABS-CBDO USGA US N 2 2032-04-25 Fixed 2.450000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVMB8 5588053.560000000000 PA USD 4734511.910000000000 0.0176602896 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR_16-DNA2 N/A 3137G0JU4 342331.880000000000 PA USD 349538.990000000000 0.0013038218 Long ABS-CBDO CORP US N 2 2028-10-25 Variable 9.1128700000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGY27 15755519.800000000000 PA USD 13313855.390000000000 0.0496622558 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFWH0 433118.800000000000 PA USD 382132.490000000000 0.0014253994 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF5G0 4700693.010000000000 PA USD 4191466.940000000000 0.0156346676 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFNR6 5010079.840000000000 PA USD 4254935.560000000000 0.0158714130 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDPA8 27477538.000000000000 PA USD 25606400.090000000000 0.0955149018 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6UE9 7087908.670000000000 PA USD 6610452.970000000000 0.0246577717 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDT20 3523104.410000000000 PA USD 2984872.700000000000 0.0111339283 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHJ2 32338358.360000000000 PA USD 30251402.400000000000 0.1128413100 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNCB6 5460901.300000000000 PA USD 4376333.540000000000 0.0163242419 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVL94 2465809.520000000000 PA USD 2085663.060000000000 0.0077797700 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDS9 14143988.850000000000 PA USD 12289103.720000000000 0.0458398108 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ED80 1475256.510000000000 PA USD 1380130.490000000000 0.0051480500 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECP3 7506191.600000000000 PA USD 5992027.620000000000 0.0223509719 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EB82 1654346.080000000000 PA USD 1320953.990000000000 0.0049273147 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWER0 52687336.080000000000 PA USD 49287158.850000000000 0.1838469336 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDH3 2043817.180000000000 PA USD 1631934.880000000000 0.0060873102 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTV31 10111429.200000000000 PA USD 10557221.890000000000 0.0393796867 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KPMD7 8398680.020000000000 PA USD 8108992.750000000000 0.0302475023 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KL2V8 48277826.030000000000 PA USD 38936066.690000000000 0.1452361352 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KMM77 5154914.590000000000 PA USD 4361542.310000000000 0.0162690688 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKKC1 5312818.540000000000 PA USD 4257076.490000000000 0.0158793990 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B42W4 837423.860000000000 PA USD 762608.410000000000 0.0028446196 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNRE5 3569746.860000000000 PA USD 3021305.230000000000 0.0112698260 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBX62 1285225.270000000000 PA USD 1088476.560000000000 0.0040601463 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFSM4 1457510.170000000000 PA USD 1229489.990000000000 0.0045861431 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTWG1 3690399.750000000000 PA USD 3862114.050000000000 0.0144061423 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTV49 2592873.690000000000 PA USD 2707175.340000000000 0.0100980843 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXUK6 2690017.830000000000 PA USD 2590863.770000000000 0.0096642284 Long ABS-MBS USGA US N 2 2061-12-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMRG1 13585936.350000000000 PA USD 11468364.380000000000 0.0427783559 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEKF8 9730320.610000000000 PA USD 8248314.940000000000 0.0307671906 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LUS77 4316870.210000000000 PA USD 3711852.220000000000 0.0138456479 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DRP9 2189821.840000000000 PA USD 1905674.940000000000 0.0071083930 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D9DS0 2049458.230000000000 PA USD 1767516.310000000000 0.0065930449 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EVA5 151521850.450000000000 PA USD 155142162.020000000000 0.5786986190 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHP1 1163421.590000000000 PA USD 1086775.380000000000 0.0040538007 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUBV7 5548216.500000000000 PA USD 5591431.560000000000 0.0208567012 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E2D1 627934.810000000000 PA USD 632898.630000000000 0.0023607868 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUBX3 21170550.730000000000 PA USD 21841868.890000000000 0.0814727550 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUBM7 1268429.080000000000 PA USD 1280807.680000000000 0.0047775642 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUBS4 2484188.230000000000 PA USD 2511976.360000000000 0.0093699690 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUCE4 374906.100000000000 PA USD 384027.570000000000 0.0014324683 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKUR9 4392338.660000000000 PA USD 4452829.950000000000 0.0166095825 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N FANNIEMAE-ACES FNMA_24-M1A N/A 3136BQL23 16000000.000000000000 PA USD 15988784.000000000000 0.0596400559 Long ABS-CBDO USGA US N 2 2034-01-25 Variable 4.5000000000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DJ5 211000.000000000000 PA USD 215692.640000000000 0.0008045591 Long DBT CORP US N 2 2034-02-13 Fixed 5.250000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GRK66 2656428.080000000000 PA USD 2693015.060000000000 0.0100452648 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GRK58 1712277.640000000000 PA USD 1725152.260000000000 0.0064350220 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 5.500000000000 N N N N N N FARM 2024-1 N/A 30335JAC5 2134469.570000000000 PA USD 2081705.480000000000 0.0077650077 Long ABS-CBDO USGA US Y 2 2053-10-01 Variable 4.6931600000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNR71 116886.050000000000 PA USD 117999.510000000000 0.0004401521 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EYM6 2433291.180000000000 PA USD 2454779.570000000000 0.0091566182 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133W8RA3 9674271.640000000000 PA USD 9971852.240000000000 0.0371961886 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUHE9 5366150.040000000000 PA USD 5440058.020000000000 0.0202920600 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUHP4 7179595.100000000000 PA USD 7237268.790000000000 0.0269958688 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUJ98 2413315.080000000000 PA USD 2527747.240000000000 0.0094287963 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.500000000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K755 N/A 3137HCH39 13009000.000000000000 PA USD 13650759.990000000000 0.0509189498 Long ABS-CBDO USGA US N 2 2031-02-25 Fixed 5.203000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMD29 4417762.180000000000 PA USD 4264938.530000000000 0.0159087253 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KQP59 8777284.510000000000 PA USD 8867102.460000000000 0.0330753412 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BEDS9 382718.680000000000 PA USD 358061.650000000000 0.0013356123 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BNLA9 1136986.110000000000 PA USD 1063908.600000000000 0.0039685049 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EZA1 359022.450000000000 PA USD 335332.350000000000 0.0012508293 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133W95H0 210259.580000000000 PA USD 196374.670000000000 0.0007325008 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQMR5 274499.200000000000 PA USD 278318.030000000000 0.0010381592 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTKN9 4525817.670000000000 PA USD 4725342.870000000000 0.0176260880 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPKL2 2731852.020000000000 PA USD 2181080.600000000000 0.0081356887 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E7A2 15091576.440000000000 PA USD 15205834.770000000000 0.0567195627 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 5.500000000000 N N N N N N CMXS 2024-A N/A 14319FAG8 3022000.000000000000 PA USD 3127588.680000000000 0.0116662758 Long ABS-O CORP US N 2 2030-12-16 Fixed 6.270000000000 N N N N N N CHASE AUTO OWNER TRUST CHAOT_24-3 N/A 16144LAB2 2377575.620000000000 PA USD 2383545.710000000000 0.0088909075 Long ABS-O CORP US Y 2 2027-09-27 Fixed 5.530000000000 N N N N N N CHASE AUTO OWNER TRUST CHAOT_24-3 N/A 16144LAC0 8384000.000000000000 PA USD 8495549.120000000000 0.0316894033 Long ABS-O CORP US Y 2 2029-07-25 Fixed 5.220000000000 N N N N N N CPS 2024-C N/A 223920AB5 4845000.000000000000 PA USD 4881051.650000000000 0.0182069001 Long ABS-O CORP US Y 2 2028-12-15 Fixed 5.680000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSSC3 8648069.550000000000 PA USD 8864452.900000000000 0.0330654581 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSSP4 1745387.200000000000 PA USD 1820025.190000000000 0.0067889093 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N CPTRS 2024-1A N/A 14077AAB2 15645699.540000000000 PA USD 15902273.370000000000 0.0593173611 Long ABS-O CORP US Y 2 2032-07-20 Fixed 5.580000000000 N N N N N N CHASE AUTO OWNER TRUST CHAOT_24-4 N/A 16144YAC2 6236000.000000000000 PA USD 6296832.180000000000 0.0234879290 Long ABS-O CORP US Y 2 2029-07-25 Fixed 4.940000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSSJ8 3272597.160000000000 PA USD 3416879.420000000000 0.0127453645 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSR75 2660245.170000000000 PA USD 2724631.080000000000 0.0101631963 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSR42 4124809.710000000000 PA USD 4257508.960000000000 0.0158810121 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSR67 4349228.210000000000 PA USD 4487146.590000000000 0.0167375877 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSSA7 4718382.880000000000 PA USD 4847770.380000000000 0.0180827571 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QS3N9 97270.010000000000 PA USD 98220.630000000000 0.0003663746 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSYS5 4814221.260000000000 PA USD 5033879.730000000000 0.0187769669 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPQF9 3382583.980000000000 PA USD 3536406.990000000000 0.0131912165 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHUH3 25409.670000000000 PA USD 25616.450000000000 0.0000955524 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNXH0 608697.640000000000 PA USD 569890.120000000000 0.0021257576 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 4.000000000000 N N N N N N CHASE AUTO OWNER TRUST CHAOT_24-4 N/A 16144YAB4 2909292.320000000000 PA USD 2915340.740000000000 0.0108745659 Long ABS-O CORP US Y 2 2027-09-27 Fixed 5.250000000000 N N N N N N CARMX 2024-3 N/A 14319GAD3 8001000.000000000000 PA USD 8100372.420000000000 0.0302153475 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.890000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0VA0 7008384.890000000000 PA USD 7054422.970000000000 0.0263138323 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQXW2 1205376.240000000000 PA USD 1232305.550000000000 0.0045966455 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FKM8 1461900.550000000000 PA USD 1442675.100000000000 0.0053813488 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 5.000000000000 N N N N N N MFRA 2024-NQM2 254900MMVXALAH2X8D73 58004JAA0 10097480.770000000000 PA USD 10117302.120000000000 0.0377387339 Long ABS-CBDO CORP US Y 2 2069-08-25 Variable 5.2720000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPVR7 8312775.570000000000 PA USD 6638782.080000000000 0.0247634426 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DS5C2 2727663.000000000000 PA USD 2177594.300000000000 0.0081226844 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N MFRA 2024-NQM3 N/A 55287GAA0 6532776.500000000000 PA USD 6592682.060000000000 0.0245914841 Long ABS-CBDO CORP US Y 2 2069-12-25 Variable 5.7220000000000000 N N N N N N MSBAM 2025-5C1 N/A 61778GAM8 6144000.000000000000 PA USD 6413881.340000000000 0.0239245362 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 6.011000000000 N N N N N N MFA TRUST MFRA_25-NQM3 N/A 58004LAA5 7979000.000000000000 PA USD 8018815.210000000000 0.0299111294 Long ABS-CBDO CORP US Y 2 2070-08-25 Variable 5.2610000000000000 N N N N N N MSRM 2025-NQM1 N/A 617932AA6 9016077.970000000000 PA USD 9103335.570000000000 0.0339565187 Long ABS-CBDO CORP US Y 2 2069-11-25 Variable 5.7380000000000000 N N N N N N TCN 2025-SFR2 N/A 89617FAA2 8680000.000000000000 PA USD 8820294.840000000000 0.0329007433 Long ABS-CBDO CORP US Y 2 2044-08-17 Fixed 5.200000000000 N N N N N N UBSCM 2017-C2 N/A 90276CAE1 1102000.000000000000 PA USD 1078311.410000000000 0.0040222291 Long ABS-CBDO CORP US N 2 2050-08-15 Fixed 3.487000000000 N N N N N N UNIFORM MBS N/A 01F040693 5889024.000000000000 PA USD 5496125.990000000000 0.0205012002 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 4.000000000000 N N N N N N UNIFORM MBS N/A 01F032690 54529760.000000000000 PA USD 49268565.170000000000 0.1837775770 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XG5C9 2026233.200000000000 PA USD 1618806.330000000000 0.0060383391 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B6KV1 873867.900000000000 PA USD 696746.240000000000 0.0025989459 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N UNIFORM MBS N/A 01F062697 309349033.000000000000 PA USD 320617690.230000000000 1.1959419165 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 6.500000000000 N N N N N N UNIFORM MBS N/A 01F020695 16693266.000000000000 PA USD 13261781.550000000000 0.0494680142 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 2.000000000000 N N N N N N UNIFORM MBS N/A 01F042699 165073.000000000000 PA USD 158790.650000000000 0.0005923079 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 4.500000000000 N N N N N N UNIFORM MBS N/A 01F022691 11184377.000000000000 PA USD 9288065.880000000000 0.0346455846 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 2.500000000000 N N N N N N UNIFORM MBS N/A 01F070690 52735303.000000000000 PA USD 55483286.900000000000 0.2069592243 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 7.000000000000 N N N N N N UNIFORM MBS N/A 01F060691 22069.000000000000 PA USD 22548.340000000000 0.0000841080 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 6.000000000000 N N N N N N UNIFORM MBS N/A 01F052698 670000.000000000000 PA USD 673876.620000000000 0.0025136395 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 5.500000000000 N N N N N N UNIFORM MBS N/A 01F040495 3562500.000000000000 PA USD 3498207.560000000000 0.0130487281 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AYBJ8 2001460.920000000000 PA USD 1596255.150000000000 0.0059542206 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KSYC5 1582026.010000000000 PA USD 1259825.850000000000 0.0046992995 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.000000000000 N N N N N N UNIFORM MBS N/A 01F030496 1421000.000000000000 PA USD 1358825.570000000000 0.0050685801 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 3.000000000000 N N N N N N UNIFORM MBS N/A 01F020497 9550000.000000000000 PA USD 8765190.550000000000 0.0326951978 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 2.000000000000 N N N N N N CARMX 2024-3 N/A 14319GAF8 2473000.000000000000 PA USD 2524638.710000000000 0.0094172011 Long ABS-O CORP US N 2 2030-02-15 Fixed 5.080000000000 N N N N N N CCG 2024-1 N/A 12515PAB3 853521.070000000000 PA USD 860296.320000000000 0.0032090071 Long ABS-O CORP US Y 2 2032-03-15 Fixed 4.990000000000 N N N N N N CLARUS 2024-1A N/A 18271JAC6 2313000.000000000000 PA USD 2320267.450000000000 0.0086548721 Long ABS-O CORP US Y 2 2032-08-20 Fixed 4.790000000000 N N N N N N CLARUS 2024-1A N/A 18271JAB8 1305964.610000000000 PA USD 1309635.680000000000 0.0048850960 Long ABS-O CORP US Y 2 2032-08-20 Fixed 4.710000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GR6E5 864462.000000000000 PA USD 875634.310000000000 0.0032662196 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GR6R6 3601425.040000000000 PA USD 3712867.540000000000 0.0138494352 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GR6X3 5133689.950000000000 PA USD 5284846.320000000000 0.0197131020 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUWR3 4659064.280000000000 PA USD 4802283.920000000000 0.0179130872 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSBZ0 7893431.800000000000 PA USD 7811632.170000000000 0.0291383122 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSB31 1893457.400000000000 PA USD 1916953.310000000000 0.0071504626 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWG64 3980051.170000000000 PA USD 3721542.870000000000 0.0138817952 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXF2 1730489.010000000000 PA USD 1617015.650000000000 0.0060316597 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQBX4 4247488.360000000000 PA USD 4374628.430000000000 0.0163178816 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWL43 4574630.510000000000 PA USD 4682312.740000000000 0.0174655805 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N UNIFORM MBS N/A 01F052490 3652000.000000000000 PA USD 3733618.550000000000 0.0139268389 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 5.500000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22 549300XO83D3BDYP0P62 94989TBF0 1690000.000000000000 PA USD 1587898.650000000000 0.0059230498 Long ABS-CBDO CORP US N 2 2058-09-15 Variable 4.8420600000000000 N N N N N N CHASE AUTO OWNER TRUST CHAOT_24-5 N/A 16144QAD7 3470000.000000000000 PA USD 3482849.410000000000 0.0129914404 Long ABS-O CORP US Y 2 2030-03-25 Fixed 4.150000000000 N N N N N N CHASE AUTO OWNER TRUST CHAOT_24-5 N/A 16144QAB1 1612593.600000000000 PA USD 1613156.400000000000 0.0060172642 Long ABS-O CORP US Y 2 2027-11-26 Fixed 4.400000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FAX5 14923844.530000000000 PA USD 15257258.140000000000 0.0569113779 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6GH0 5606962.420000000000 PA USD 5662398.460000000000 0.0211214162 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N CPS 2024-D N/A 22411JAB1 2340000.000000000000 PA USD 2342616.120000000000 0.0087382353 Long ABS-O CORP US Y 2 2029-03-15 Fixed 4.650000000000 N N N N N N CPS 2024-D N/A 22411JAA3 2426011.400000000000 PA USD 2429097.290000000000 0.0090608203 Long ABS-O CORP US Y 2 2028-06-15 Fixed 4.910000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6GJ6 2946512.080000000000 PA USD 3024898.140000000000 0.0112832279 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNQV9 7374882.010000000000 PA USD 7700018.430000000000 0.0287219797 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GQLG5 2443585.660000000000 PA USD 2547306.100000000000 0.0095017531 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQWS2 1594762.260000000000 PA USD 1640937.010000000000 0.0061208892 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N3 N/A 14687WAE0 1942000.000000000000 PA USD 1954529.780000000000 0.0072906273 Long ABS-O CORP US Y 2 2030-12-10 Fixed 4.900000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N3 N/A 14687WAD2 1900000.000000000000 PA USD 1905791.200000000000 0.0071088266 Long ABS-O CORP US Y 2 2030-12-10 Fixed 4.670000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTVW7 2461305.740000000000 PA USD 2528799.670000000000 0.0094327219 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6PA5 1946872.550000000000 PA USD 1993992.710000000000 0.0074378287 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-1 N/A 224927AA1 751063.770000000000 PA USD 753799.140000000000 0.0028117600 Long ABS-O CORP US Y 2 2033-03-15 Fixed 6.480000000000 N N N N N N CLAST 2025-1A N/A 14856VAA5 12841524.710000000000 PA USD 13070656.040000000000 0.0487550934 Long ABS-O CORP US Y 2 2050-02-15 Fixed 5.783000000000 N N N N N N DRIVE 2025-1 N/A 262102AC0 10253000.000000000000 PA USD 10326103.890000000000 0.0385175892 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.730000000000 N N N N N N DRIVE 2025-1 N/A 262102AF3 2003000.000000000000 PA USD 2043286.340000000000 0.0076216998 Long ABS-O CORP US N 2 2032-09-15 Fixed 5.410000000000 N N N N N N DRIVE 2025-1 N/A 262102AE6 647000.000000000000 PA USD 655777.200000000000 0.0024461265 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.990000000000 N N N N N N CLIF FUNDING VII LLC CLIF_21-1 N/A 12565KAA5 2714735.840000000000 PA USD 2510981.340000000000 0.0093662575 Long ABS-O CORP US Y 2 2046-02-18 Fixed 1.640000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DH9 11166000.000000000000 PA USD 11542874.830000000000 0.0430562887 Long DBT CORP US N 2 2031-02-13 Fixed 5.125000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DQ9 6180000.000000000000 PA USD 6155953.620000000000 0.0229624353 Long DBT CORP US N 2 2034-11-01 Fixed 4.900000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTN63 4188475.380000000000 PA USD 4317957.910000000000 0.0161064939 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQWT0 3986839.260000000000 PA USD 4103494.180000000000 0.0153065188 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJA2 2726452.970000000000 PA USD 2547668.540000000000 0.0095031051 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ESR2 1505322.030000000000 PA USD 1407551.360000000000 0.0052503331 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 4.000000000000 N N N N N N GCAR 2024-1A N/A 36269HAE2 12409000.000000000000 PA USD 12566308.890000000000 0.0468738189 Long ABS-O CORP US Y 2 2029-12-17 Fixed 5.640000000000 N N N N N N GCAR 2024-2A N/A 37964VAC1 3870000.000000000000 PA USD 3879833.670000000000 0.0144722386 Long ABS-O CORP US Y 2 2028-01-18 Fixed 5.640000000000 N N N N N N GMALT 2024-2 N/A 36269WAD1 6773000.000000000000 PA USD 6825192.740000000000 0.0254587764 Long ABS-O CORP US N 2 2027-07-20 Fixed 5.390000000000 N N N N N N GALC 2024-2 N/A 39154GAC0 5285000.000000000000 PA USD 5369517.720000000000 0.0200289364 Long ABS-O CORP US Y 2 2028-09-15 Fixed 5.000000000000 N N N N N N GCAR 2024-3A N/A 37989AAC8 2097914.060000000000 PA USD 2100771.420000000000 0.0078361259 Long ABS-O CORP US Y 2 2027-08-16 Fixed 5.350000000000 N N N N N N GCAR 2024-3A N/A 37989AAE4 8340000.000000000000 PA USD 8367930.660000000000 0.0312133714 Long ABS-O CORP US Y 2 2028-04-17 Fixed 5.020000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_21-1 N/A 12530MAE5 43230162.010000000000 PA USD 36338106.970000000000 0.1355454381 Long ABS-O CORP US Y 2 2061-03-15 Fixed 1.530000000000 N N N N N N GLOBAL SC FINANCE SRL SEACO_21-1A N/A 37959PAE7 23925990.000000000000 PA USD 22289236.950000000000 0.0831414908 Long ABS-O CORP US Y 2 2041-04-17 Fixed 1.860000000000 N N N N N N GCAR 2024-3A N/A 37989AAG9 3421000.000000000000 PA USD 3447054.340000000000 0.0128579205 Long ABS-O CORP US Y 2 2029-01-16 Fixed 5.080000000000 N N N N N N GMREV 2024-2 N/A 379925AA8 19512000.000000000000 PA USD 19827235.870000000000 0.0739579355 Long ABS-O CORP US Y 2 2037-03-11 Fixed 4.520000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6QW6 1145889.600000000000 PA USD 1171752.330000000000 0.0043707748 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQZ83 4172325.810000000000 PA USD 4286739.330000000000 0.0159900449 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N GSAR 2024-4A N/A 36271BAC5 2262993.500000000000 PA USD 2265586.890000000000 0.0084509071 Long ABS-O CORP US Y 2 2029-12-17 Fixed 4.430000000000 N N N N N N GSAR 2024-4A N/A 36271BAE1 544000.000000000000 PA USD 547125.280000000000 0.0020408420 Long ABS-O CORP US Y 2 2030-11-15 Fixed 4.500000000000 N N N N N N GSAR 2024-4A N/A 36271BAG6 238000.000000000000 PA USD 240372.150000000000 0.0008966166 Long ABS-O CORP US Y 2 2030-11-15 Fixed 4.750000000000 N N N N N N GSAR 2024-4A N/A 36271BAJ0 268000.000000000000 PA USD 273814.800000000000 0.0010213616 Long ABS-O CORP US Y 2 2031-10-15 Fixed 5.280000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C31 N/A 94989WAS6 2648910.320000000000 PA USD 2641811.240000000000 0.0098542685 Long ABS-CBDO CORP US N 2 2048-11-15 Fixed 3.695000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C33 549300JPCJUA5JJLRW54 95000LAZ6 1000000.000000000000 PA USD 993720.000000000000 0.0037066932 Long ABS-CBDO CORP US N 2 2059-03-15 Fixed 3.426000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQWU7 2255464.650000000000 PA USD 2310051.410000000000 0.0086167651 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FCG0 3315461.930000000000 PA USD 3339880.310000000000 0.0124581487 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A N/A 88315LAJ7 2735287.480000000000 PA USD 2599778.600000000000 0.0096974818 Long ABS-O CORP US Y 2 2045-09-20 Fixed 2.110000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-2 N/A 89173HAC0 8649955.920000000000 PA USD 8529444.730000000000 0.0318158380 Long ABS-CBDO CORP US Y 2 2057-04-25 Variable 3.7500000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6P80 1020455.230000000000 PA USD 1027970.880000000000 0.0038344530 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CTLZ0 2073303.670000000000 PA USD 2088892.840000000000 0.0077918174 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-4 N/A 89173UAC1 7381000.000000000000 PA USD 6829735.250000000000 0.0254757205 Long ABS-CBDO CORP US Y 2 2057-06-25 Variable 3.2500000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-3 N/A 89169DAB7 4965315.780000000000 PA USD 4892131.990000000000 0.0182482311 Long ABS-CBDO CORP US Y 2 2057-07-25 Variable 3.0000000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-4 N/A 89173UAE7 2600000.000000000000 PA USD 2269961.200000000000 0.0084672238 Long ABS-CBDO CORP US Y 2 2057-06-25 Variable 3.6065500000000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-A N/A 891940AC2 3097263.460000000000 PA USD 3102547.390000000000 0.0115728688 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.630000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADAN1 399184.290000000000 PA USD 402124.280000000000 0.0014999711 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXEF5 2045715.380000000000 PA USD 1916420.030000000000 0.0071484734 Long ABS-MBS USGA US N 2 2056-08-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWH63 3171985.200000000000 PA USD 2963665.070000000000 0.0110548213 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGZD9 443474.550000000000 PA USD 455431.510000000000 0.0016988134 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M56R1 2701767.340000000000 PA USD 2727504.380000000000 0.0101739140 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXTC6 9047090.830000000000 PA USD 7204207.480000000000 0.0268725462 Long ABS-MBS USGA US N 2 2061-07-01 Fixed 2.500000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_19-2 N/A 89177JAA6 2893631.860000000000 PA USD 2817995.220000000000 0.0105114556 Long ABS-CBDO CORP US Y 2 2058-12-25 Variable 3.7500000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_16-1 N/A 89172EAJ3 7070000.000000000000 PA USD 7007133.560000000000 0.0261374372 Long ABS-CBDO CORP US Y 2 2055-02-25 Variable 4.4449000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNWD2 709324.390000000000 PA USD 616070.220000000000 0.0022980148 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWL35 13729211.520000000000 PA USD 13831741.270000000000 0.0515940314 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C N/A 89231FAD2 6394586.540000000000 PA USD 6434169.030000000000 0.0240002117 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.160000000000 N N N N N N TCW CLO LTD TCW_19-1R 549300RWQDI4UTTLDE63 87241EAY1 1000000.000000000000 PA USD 1003798.000000000000 0.0037442853 Long ABS-O CORP KY Y 2 2034-08-16 Variable 6.9467600000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWKP7 4845106.360000000000 PA USD 4954203.620000000000 0.0184797656 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTHQ5 35942461.890000000000 PA USD 36865500.250000000000 0.1375126775 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QS4G3 33525638.360000000000 PA USD 34382151.370000000000 0.1282494923 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E3E8 4504119.600000000000 PA USD 4538684.210000000000 0.0169298291 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWKV4 14707425.270000000000 PA USD 14819525.270000000000 0.0552785825 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUB96 9665993.630000000000 PA USD 9969544.490000000000 0.0371875804 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.000000000000 N N N N N N TCW CLO LTD TCW_19-1R 549300RWQDI4UTTLDE63 87241EBC8 1500000.000000000000 PA USD 1494775.500000000000 0.0055756895 Long ABS-O CORP KY Y 2 2034-08-16 Variable 8.1167600000000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_24-A N/A 89238DAD0 10269000.000000000000 PA USD 10333068.290000000000 0.0385435672 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.830000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132CXK43 568027.010000000000 PA USD 587224.620000000000 0.0021904173 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQUW0 856160.140000000000 PA USD 884323.530000000000 0.0032986314 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D6FU9 15088.450000000000 PA USD 15596.490000000000 0.0000581768 Long ABS-MBS USGA US N 2 2039-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0J97 51966087.100000000000 PA USD 53127061.450000000000 0.1981702246 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NHQ5 1343479.250000000000 PA USD 1373420.030000000000 0.0051230192 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_24-A N/A 89238DAE8 5269000.000000000000 PA USD 5354542.220000000000 0.0199730760 Long ABS-O CORP US N 2 2029-04-16 Fixed 4.770000000000 N N N N N N T-MOBILE US TRUST TMUST_24-1 N/A 87267RAA3 14656000.000000000000 PA USD 14774508.420000000000 0.0551106644 Long ABS-O CORP US Y 2 2029-09-20 Fixed 5.050000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NHP7 1236401.440000000000 PA USD 1264245.200000000000 0.0047157842 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6A60 149433173.710000000000 PA USD 152736543.450000000000 0.5697253772 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLJ80 3850773.140000000000 PA USD 3080768.690000000000 0.0114916317 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FMK0 70734.890000000000 PA USD 72298.560000000000 0.0002696822 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSXC7 4208351.670000000000 PA USD 4375667.320000000000 0.0163217568 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSW87 1442289.520000000000 PA USD 1499409.950000000000 0.0055929765 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AWFB5 378519.990000000000 PA USD 314662.150000000000 0.0011737270 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BAUN9 85671.440000000000 PA USD 77471.570000000000 0.0002889781 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MLM98 180875.810000000000 PA USD 163586.610000000000 0.0006101974 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B9ZH0 805718.960000000000 PA USD 728601.180000000000 0.0027177686 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQJ72 95200.960000000000 PA USD 86088.990000000000 0.0003211221 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y66R6 48962.240000000000 PA USD 50503.620000000000 0.0001883845 Long ABS-MBS USGA US N 2 2055-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NEM7 2042548.470000000000 PA USD 1773622.450000000000 0.0066158216 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMYS9 3332387.190000000000 PA USD 2893951.670000000000 0.0107947821 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.000000000000 N N N N N N NY 2025-299P N/A 62957FAA7 9200000.000000000000 PA USD 9605039.200000000000 0.0358279326 Long ABS-CBDO CORP US Y 2 2047-02-10 Variable 5.8525000000000000 N N N N N N NRZT 2025-NQM2 2138006ZAYPD4ZHQYX81 64831XAC2 9012971.090000000000 PA USD 9121270.950000000000 0.0340234198 Long ABS-CBDO CORP US Y 2 2065-04-25 Variable 5.5660000000000000 N N N N N N ONSLOW BAY FINANCIAL OBX_20-EXP1 N/A 67448TBD6 2549515.210000000000 PA USD 2506459.000000000000 0.0093493886 Long ABS-CBDO CORP US Y 2 2060-02-25 Variable 5.1870300000000000 N N N N N N STACR 2015-DNA3 N/A 3137G0GW3 795132.080000000000 PA USD 799977.610000000000 0.0029840111 Long ABS-CBDO CORP US N 2 2028-04-25 Variable 9.1628700000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_19-3 N/A 35563PLG2 1919594.300000000000 PA USD 1722993.290000000000 0.0064269688 Long ABS-CBDO USGA US N 2 2058-10-25 Fixed 3.500000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT_19-2 N/A 35563PKF5 2287622.320000000000 PA USD 2044830.100000000000 0.0076274582 Long ABS-CBDO USGA US N 2 2058-08-26 Fixed 3.500000000000 N N N N N N STATE BOARD OF ADMINISTRATION FINANCE CORP 549300S34SOJ0RULXM35 341271AE4 3785000.000000000000 PA USD 3637241.170000000000 0.0135673399 Long DBT MUN US N 2 2027-07-01 Fixed 1.705000000000 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION CORP N/A 38122NC75 11085000.000000000000 PA USD 10547222.310000000000 0.0393423870 Long DBT MUN US N 2 2028-06-01 Fixed 2.532000000000 N N N N N N TRNTS 2018-9A 549300QFERVNPGSISO16 89641JAW6 3458777.240000000000 PA USD 3459278.760000000000 0.0129035190 Long ABS-O CORP US Y 2 2032-01-20 Variable 5.5254900000000000 N N N N N N TPRK 2021-1A N/A 884887AS9 2000000.000000000000 PA USD 2006272.000000000000 0.0074836319 Long ABS-O CORP KY Y 2 2034-04-15 Variable 6.2175500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSVD7 2900162.730000000000 PA USD 3024771.120000000000 0.0112827541 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQXM4 457762.680000000000 PA USD 477944.060000000000 0.0017827879 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N DORMITORY AUTHORITY OF STATE OF NEW YORK 549300C8XO7EXTX2XU71 64990FD76 15255000.000000000000 PA USD 14508054.180000000000 0.0541167585 Long DBT MUN US N 2 2028-03-15 Fixed 1.748000000000 N N N N N N CAPITAL GROUP CENTRAL CASH FUND 549300YD0SRETB6WWP29 14020B102 30029138.380000000000 NS USD 3003214129.380000000000 11.2023440099 Long STIV RF US N 1 N N N CDX HIGH GRADE ISSUER N/A N/A 1.000000000000 NC USD -2971128.080000000000 -0.0110826592 N/A DCR CORP US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 Y CDX 2030-06-20 0.000000000000 USD 3934176.280000000000 USD 320102000.000000000000 USD -2971128.080000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 15334.800000000000 0.0000572006 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2027-06-30 0.000000000000 USD 0.000000000000 USD 90846000.000000000000 USD 15334.800000000000 N N N TPRK 2021-1A N/A 884887AU4 2000000.000000000000 PA USD 2006646.000000000000 0.0074850270 Long ABS-O CORP KY Y 2 2034-04-15 Variable 7.0175500000000000 N N N N N N NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1 N/A 643821AA9 159685000.000000000000 PA USD 133155093.790000000000 0.4966842533 Long ABS-O CORP US Y 2 2061-10-20 Fixed 1.910000000000 N N N N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -141838.260000000000 -0.0005290735 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A U.S. Urban CPI CPURNSA Y Rate on Reference Inflation Index 2030-08-18 0.000000000000 USD 0.000000000000 USD 33746107.000000000000 USD -141838.260000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -282544.780000000000 -0.0010539255 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A U.S. Urban CPI CPURNSA Y Rate on Reference Inflation Index 2030-08-21 0.000000000000 USD 0.000000000000 USD 47445850.000000000000 USD -282544.780000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -199249.920000000000 -0.0007432258 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A U.S. Urban CPI CPURNSA Y Rate on Reference Inflation Index 2030-08-22 0.000000000000 USD 0.000000000000 USD 33656512.000000000000 USD -199249.920000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -100897.940000000000 -0.0003763613 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A U.S. Urban CPI CPURNSA Y Rate on Reference Inflation Index 2030-08-27 0.000000000000 USD 0.000000000000 USD 33559935.000000000000 USD -100897.940000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 16729.440000000000 0.0000624028 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A U.S. Urban CPI CPURNSA Y Rate on Reference Inflation Index 2030-08-29 0.000000000000 USD 0.000000000000 USD 33600000.000000000000 USD 16729.440000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 21472613.280000000000 0.0800953879 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2045-07-28 0.000000000000 USD 0.000000000000 USD 233400000.000000000000 USD 21472613.280000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 966912.780000000000 0.0036066991 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2050-07-27 0.000000000000 USD 0.000000000000 USD 5800000.000000000000 USD 966912.780000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD 239178.660000000000 0.0008921647 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2033-08-21 0.000000000000 USD 0.000000000000 USD 7300000.000000000000 USD 239178.660000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -328833.820000000000 -0.0012265891 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2033-05-15 0.000000000000 USD 0.000000000000 USD 7790000.000000000000 USD -328833.820000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -50940.500000000000 -0.0001900141 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2034-01-08 0.000000000000 USD 0.000000000000 USD 23050000.000000000000 USD -50940.500000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -4252.050000000000 -0.0000158606 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2025-10-31 0.000000000000 USD 0.000000000000 USD 9600463.000000000000 USD -4252.050000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -10.000000000000 -0.0000000373 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2025-08-31 0.000000000000 USD 0.000000000000 USD 25000000.000000000000 USD -10.000000000000 N N N RISKLESS ISSUER N/A N/A 1.000000000000 NC USD -23353.640000000000 -0.0000871118 N/A DIR CORP US N 2 Lch Clearnet (Us) N/A Y 2026-11-15 0.000000000000 USD 0.000000000000 USD 9885140.000000000000 USD -23353.640000000000 N N N CME CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 5759.000000000000 NC USD 35993.750000000000 0.0001342609 N/A DIR US N 1 CME Clearing SNZ2OJLFK8MNNCLQOF39 Call Purchased CME CHICAGO MERCANTILE EXCHANGE SOFR 90DAY FUT SFRU5 12-16-25 1000000.000000000000 98.000000000000 USD 2025-09-12 XXXX -411649.020000000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHRL8 193456.430000000000 PA USD 199039.780000000000 0.0007424419 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133W9V24 278808.440000000000 PA USD 286531.150000000000 0.0010687951 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTKD1 340042.920000000000 PA USD 350787.940000000000 0.0013084805 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQDZ7 541427.540000000000 PA USD 558431.070000000000 0.0020830140 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1 N/A 90945JAA5 3680267.460000000000 PA USD 3683406.730000000000 0.0137395429 Long ABS-O CORP US Y 2 2027-06-10 Fixed 4.800000000000 N N N N N N UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1 N/A 90945JAB3 4783000.000000000000 PA USD 4799573.100000000000 0.0179029755 Long ABS-O CORP US Y 2 2028-02-10 Fixed 5.050000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CVGA6 191297.750000000000 PA USD 199779.890000000000 0.0007452026 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WGEY7 9259807.920000000000 PA USD 9670387.800000000000 0.0360716906 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQY59 465675.800000000000 PA USD 480939.260000000000 0.0017939603 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTRR3 493986.060000000000 PA USD 506254.200000000000 0.0018883881 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQD53 596784.540000000000 PA USD 611228.520000000000 0.0022799547 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FS 2024-HULA N/A 30338DAA9 18000000.000000000000 PA USD 18094878.000000000000 0.0674960357 Long ABS-CBDO CORP US Y 2 2039-08-15 Variable 6.1742000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSNY0 1974492.100000000000 PA USD 1990939.620000000000 0.0074264403 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSN46 657082.910000000000 PA USD 673523.780000000000 0.0025123234 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSP93 7993967.490000000000 PA USD 8349635.090000000000 0.0311451267 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSNS3 3121397.330000000000 PA USD 3146799.260000000000 0.0117379335 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSP51 1799857.650000000000 PA USD 1815892.580000000000 0.0067734942 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSNV6 331815.790000000000 PA USD 335079.530000000000 0.0012498863 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.500000000000 N N N N N N UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1 N/A 90945JAC1 1843000.000000000000 PA USD 1853431.380000000000 0.0069135183 Long ABS-O CORP US Y 2 2030-06-10 Fixed 5.150000000000 N N N N N N USCLN 2025-SUP1 N/A 90357PBC7 5900667.880000000000 PA USD 5915537.560000000000 0.0220656550 Long ABS-O CORP US Y 2 2032-02-25 Fixed 5.582000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSPA0 1924959.550000000000 PA USD 1971549.350000000000 0.0073541123 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSPN2 4570058.770000000000 PA USD 4751284.450000000000 0.0177228531 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSPG7 19466299.290000000000 PA USD 20324529.490000000000 0.0758128996 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVCH5 5977627.840000000000 PA USD 6249454.490000000000 0.0233112046 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A6NR3 1418000.190000000000 PA USD 1492073.680000000000 0.0055656114 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 7.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRY81 141155.400000000000 PA USD 117441.720000000000 0.0004380715 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSN61 4804134.850000000000 PA USD 4956478.770000000000 0.0184882522 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FASST 2025-PC1 254900FJW75GV74X3O58 316929AA6 23705672.970000000000 PA USD 22966553.790000000000 0.0856679628 Long ABS-CBDO CORP US Y 2 2075-05-25 Variable 4.5000000000000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAZ7 1059000.000000000000 PA USD 1079268.200000000000 0.0040257981 Long DBT CORP US N 2 2034-05-09 Fixed 4.875000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 7870000.000000000000 PA USD 8023024.280000000000 0.0299268298 Long DBT CORP US N 2 2035-07-19 Variable 5.3200000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FLQ8 774052.940000000000 PA USD 763828.470000000000 0.0028491706 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6AN3 1812943.320000000000 PA USD 1788996.150000000000 0.0066731673 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NGC7 657655.440000000000 PA USD 648968.470000000000 0.0024207292 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427M3F6 7429736.180000000000 PA USD 7640658.960000000000 0.0285005619 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6AL7 1047074.460000000000 PA USD 977683.790000000000 0.0036468762 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427MUK5 352750.970000000000 PA USD 355276.670000000000 0.0013252240 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FJQ1 1784861.440000000000 PA USD 1666576.890000000000 0.0062165290 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNW9 97025.460000000000 PA USD 95847.280000000000 0.0003575217 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MHHZ5 662208.980000000000 PA USD 553122.630000000000 0.0020632128 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWNJ8 8086611.740000000000 PA USD 8139732.690000000000 0.0303621659 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N GCAR 2024-4A N/A 36270YAC6 4369325.840000000000 PA USD 4371794.510000000000 0.0163073107 Long ABS-O CORP US Y 2 2027-10-15 Fixed 4.760000000000 N N N N N N GALC 2023-1 N/A 39154TCE6 1500000.000000000000 PA USD 1524499.500000000000 0.0056865635 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.210000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWN82 333116.450000000000 PA USD 335226.740000000000 0.0012504354 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427M3E9 8049082.610000000000 PA USD 8228472.510000000000 0.0306931760 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AUY98 4440636.830000000000 PA USD 4539845.100000000000 0.0169341593 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425YQT7 2793604.610000000000 PA USD 2856089.160000000000 0.0106535505 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWLM3 29762.840000000000 PA USD 30428.460000000000 0.0001135018 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 6.000000000000 N N N N N N FARM 2024-2 N/A 307910AA7 3622504.500000000000 PA USD 3625406.130000000000 0.0135231938 Long ABS-CBDO USGA US Y 2 2054-08-01 Variable 5.1946100000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B04V7 4124611.720000000000 PA USD 4215790.390000000000 0.0157253969 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FARM MORTGAGE TRUST FARM_25-1 N/A 30768CAA0 14639198.850000000000 PA USD 14810770.260000000000 0.0552459253 Long ABS-CBDO USGA US Y 2 2055-08-01 Variable 5.2200000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FLS4 282415.420000000000 PA USD 288658.500000000000 0.0010767304 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FJR9 2797934.570000000000 PA USD 2693350.570000000000 0.0100465163 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FHW0 2578988.860000000000 PA USD 2482588.840000000000 0.0092603501 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWPT4 23442103.440000000000 PA USD 23960314.580000000000 0.0893748081 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426LNC4 4077455.320000000000 PA USD 4227933.810000000000 0.0157706933 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAJA1 2494669.730000000000 PA USD 1983639.130000000000 0.0073992086 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WDVD1 43711.010000000000 PA USD 45445.990000000000 0.0001695189 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2YG0 2721263.020000000000 PA USD 2360075.220000000000 0.0088033598 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0ZH1 11185694.160000000000 PA USD 11553871.280000000000 0.0430973068 Long ABS-MBS USGA US N 2 2040-03-01 Fixed 6.000000000000 N N N N N N GWT 2024-WLF2 N/A 362414AA2 14461000.000000000000 PA USD 14542834.800000000000 0.0542464944 Long ABS-CBDO CORP US Y 2 2041-05-15 Variable 6.0543400000000000 N N N N N N GCAT 2024-NQM2 N/A 36831CAA0 5627088.660000000000 PA USD 5704146.010000000000 0.0212771395 Long ABS-CBDO CORP US Y 2 2059-06-25 Variable 6.0850000000000000 N N N N N N GINNIE MAE II POOL N/A 36179Y2H6 1439574.320000000000 PA USD 1351213.250000000000 0.0050401853 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 4.000000000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8S4 4980000.000000000000 PA USD 5047170.240000000000 0.0188265421 Long DBT CORP US N 2 2029-08-15 Fixed 4.300000000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8U9 5923000.000000000000 PA USD 5955416.580000000000 0.0222144084 Long DBT CORP US N 2 2034-08-15 Fixed 4.750000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWM91 843909.880000000000 PA USD 788180.600000000000 0.0029400069 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QK5E4 819633.530000000000 PA USD 681358.070000000000 0.0025415462 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.500000000000 N N N N N N GCI 2020-1 N/A 36166VAC9 870594.210000000000 PA USD 827885.470000000000 0.0030881107 Long ABS-O CORP US Y 2 2045-10-18 Fixed 3.810000000000 N N N N N N HERTZ VEHICLE FINANCING LLC HERTZ_21-2 N/A 42806MAE9 54758000.000000000000 PA USD 53126704.420000000000 0.1981688929 Long ABS-O CORP US Y 2 2027-12-27 Fixed 1.680000000000 N N N N N N GINNIE MAE II POOL N/A 3618N5A25 5809475.390000000000 PA USD 5599672.000000000000 0.0208874391 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL N/A 21H022697 2960000.000000000000 PA USD 2523805.520000000000 0.0094140932 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 2.500000000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QBC7 789000.000000000000 PA USD 779570.660000000000 0.0029078908 Long DBT CORP US N 2 2035-01-15 Fixed 4.550000000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QBB9 10000000.000000000000 PA USD 10010560.000000000000 0.0373405731 Long DBT CORP US N 2 2032-01-15 Fixed 4.350000000000 N N N N N N GINNIE MAE II POOL N/A 21H052694 9695000.000000000000 PA USD 9769195.840000000000 0.0364402563 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 5.500000000000 N N N N N N GCAT 2025-NQM4 TRUST N/A 367923AC3 12512844.680000000000 PA USD 12642728.010000000000 0.0471588712 Long ABS-CBDO CORP US Y 2 2070-06-25 Variable 0.0000000000000000 N N N N N N GINNIE MAE II POOL N/A 3618N5RF8 9289901.500000000000 PA USD 9366979.810000000000 0.0349399429 Long ABS-MBS USGA US N 2 2055-07-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL N/A 3618N5EV7 51994832.750000000000 PA USD 52426233.880000000000 0.1955560549 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL N/A 3618N5GP8 3259710.300000000000 PA USD 3286756.120000000000 0.0122599892 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL N/A 3618N5PJ2 39996023.600000000000 PA USD 40327870.610000000000 0.1504277285 Long ABS-MBS USGA US N 2 2055-06-20 Fixed 5.500000000000 N N N N N N GINNIE MAE II POOL N/A 3618N5MQ9 13999506.200000000000 PA USD 14115660.100000000000 0.0526530822 Long ABS-MBS USGA US N 2 2055-05-20 Fixed 5.500000000000 N N N N N N HOME PARTNERS OF AMERICA TRUST HPA_19-1 N/A 43731QAA6 2347225.200000000000 PA USD 2279920.860000000000 0.0085043745 Long ABS-CBDO CORP US Y 2 2039-09-17 Fixed 2.908000000000 N N N N N N HILTON USA TRUST HILT_16-HHV N/A 43300LAA8 795000.000000000000 PA USD 784769.940000000000 0.0029272847 Long ABS-CBDO CORP US Y 2 2038-11-05 Fixed 3.719000000000 N N N N N N HOME PARTNERS OF AMERICA TRUST HPA_21-2 N/A 43732VAT3 15131107.900000000000 PA USD 14642236.930000000000 0.0546172761 Long ABS-CBDO CORP US Y 2 2026-12-17 Fixed 1.901000000000 N N N N N N HOME PARTNERS OF AMERICA TRUST HPA_22-1 N/A 43730NAA4 6151923.030000000000 PA USD 6115036.100000000000 0.0228098081 Long ABS-CBDO CORP US Y 2 2039-04-17 Fixed 3.930000000000 N N N N N N HTL 2024-T53 N/A 404300AA3 5246000.000000000000 PA USD 5323955.560000000000 0.0198589841 Long ABS-CBDO CORP US Y 2 2039-05-10 Variable 6.0715000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTK70 18896379.830000000000 PA USD 18665466.070000000000 0.0696243967 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTK21 1069156.650000000000 PA USD 1058820.040000000000 0.0039495240 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.000000000000 N N N N N N HERTZ VEHICLE FINANCING LLC HERTZ_21-2 N/A 42806MAF6 1580000.000000000000 PA USD 1527649.860000000000 0.0056983147 Long ABS-O CORP US Y 2 2027-12-27 Fixed 2.120000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_22-4 N/A 42806MBA6 2398333.380000000000 PA USD 2396606.580000000000 0.0089396261 Long ABS-O CORP US Y 2 2026-09-25 Fixed 3.730000000000 N N N N N N BLAST 2024-3 N/A 10805NAC9 8442467.990000000000 PA USD 8464671.680000000000 0.0315742268 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.340000000000 N N N N N N BJETS 2024-2A N/A 12326TAA6 1365880.670000000000 PA USD 1375690.420000000000 0.0051314880 Long ABS-O CORP US Y 2 2039-09-15 Fixed 5.364000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4 N/A 10806EAC8 5217000.000000000000 PA USD 5227548.770000000000 0.0194993754 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.720000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFU4 6197000.000000000000 PA USD 6258641.560000000000 0.0233454735 Long DBT CORP US N 2 2030-10-18 Variable 4.6540000000000000 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748CA8 5700000.000000000000 PA USD 5804954.100000000000 0.0216531656 Long DBT CORP US N 2 2030-03-15 Fixed 4.650000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRTY1 18730566.420000000000 PA USD 19604291.150000000000 0.0731263254 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRA39 20209317.590000000000 PA USD 20473352.320000000000 0.0763680263 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748CC4 4800000.000000000000 PA USD 4822243.200000000000 0.0179875377 Long DBT CORP US N 2 2035-03-15 Fixed 5.000000000000 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748CB6 16435000.000000000000 PA USD 16831083.500000000000 0.0627819327 Long DBT CORP US N 2 2031-11-15 Fixed 4.850000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FE29 16801811.340000000000 PA USD 16583824.640000000000 0.0618596279 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRR56 28783580.190000000000 PA USD 27769937.630000000000 0.1035851528 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 4.500000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_23-2 N/A 42806MBW8 14882000.000000000000 PA USD 15355530.360000000000 0.0572779449 Long ABS-O CORP US Y 2 2029-09-25 Fixed 5.570000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_23-1 N/A 42806MBS7 2806000.000000000000 PA USD 2820319.020000000000 0.0105201236 Long ABS-O CORP US Y 2 2027-06-25 Fixed 5.490000000000 N N N N N N FMBT 2024-FBLU N/A 34461WAA8 4001000.000000000000 PA USD 4007821.710000000000 0.0149496491 Long ABS-CBDO CORP US Y 2 2029-12-15 Variable 5.8131000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FED5 4623.430000000000 PA USD 4653.800000000000 0.0000173592 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.500000000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1 N/A 43815JAC7 2881468.450000000000 PA USD 2889294.520000000000 0.0107774104 Long ABS-O CORP US N 2 2027-04-21 Fixed 5.040000000000 N N N N N N HAROT 2023-3 N/A 43815QAC1 2699999.990000000000 PA USD 2720128.490000000000 0.0101464011 Long ABS-O CORP US N 2 2028-02-18 Fixed 5.410000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFV2 42000.000000000000 PA USD 40994.180000000000 0.0001529131 Long DBT CORP US N 2 2055-11-19 Variable 5.5160000000000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BK9 4731000.000000000000 PA USD 4798998.660000000000 0.0179008328 Long DBT CORP US N 2 2028-03-15 Fixed 4.900000000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BL7 5049000.000000000000 PA USD 5153186.120000000000 0.0192219939 Long DBT CORP US N 2 2030-02-15 Fixed 5.050000000000 N N N N N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 91087BBB5 3205000.000000000000 PA USD 3354833.750000000000 0.0125139268 Long DBT NUSS MX N 2 2030-05-13 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTQR0 28562812.690000000000 PA USD 28282211.620000000000 0.1054959954 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVVJ0 13123640.400000000000 PA USD 13248682.450000000000 0.0494191530 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QBG8 1350000.000000000000 PA USD 1400642.550000000000 0.0052245624 Long DBT CORP US N 2 2032-03-15 Fixed 4.950000000000 N N N N N N MCDONALDS CORP UE2136O97NLB5BYP9H04 58013MGA6 814000.000000000000 PA USD 819721.610000000000 0.0030576586 Long DBT CORP US N 2 2035-03-03 Fixed 4.950000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_23-3 N/A 42806MCB3 2850000.000000000000 PA USD 2900824.050000000000 0.0108204169 Long ABS-O CORP US Y 2 2028-02-25 Fixed 6.530000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_23-4 N/A 42806MCE7 4875000.000000000000 PA USD 5110238.250000000000 0.0190617933 Long ABS-O CORP US Y 2 2030-03-25 Fixed 6.150000000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AX3 23000000.000000000000 PA USD 23290513.000000000000 0.0868763690 Long DBT CORP US Y 2 2028-03-01 Fixed 4.600000000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AY1 35252000.000000000000 PA USD 35936241.320000000000 0.1340464317 Long DBT CORP US Y 2 2030-03-01 Fixed 4.800000000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A N/A 448988AE5 2315000.000000000000 PA USD 2329049.740000000000 0.0086876311 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.070000000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A N/A 448988AD7 8316000.000000000000 PA USD 8339492.700000000000 0.0311072944 Long ABS-O CORP US Y 2 2027-03-15 Fixed 5.020000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM3 N/A 10569JAA8 11753502.120000000000 PA USD 11732921.740000000000 0.0437651862 Long ABS-CBDO CORP US Y 2 2062-07-25 Variable 5.1080000000000000 N N N N N N BANK 2023-BNK45 N/A 06541BBK3 770000.000000000000 PA USD 789099.850000000000 0.0029434358 Long ABS-CBDO CORP US N 2 2056-02-15 Fixed 5.203000000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST 2024-A N/A 448973AD9 4925000.000000000000 PA USD 4973526.030000000000 0.0185518405 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.990000000000 N N N N N N HARBOR PARK CLO LTD HARB_18-1A N/A 41154XAU9 2834000.000000000000 PA USD 2838165.980000000000 0.0105866949 Long ABS-O CORP US Y 2 2031-01-20 Variable 6.3754900000000000 N N N N N N HPEFS 2024-2A N/A 40444MAC5 763581.660000000000 PA USD 764841.570000000000 0.0028529495 Long ABS-O CORP US Y 2 2031-10-20 Fixed 5.500000000000 N N N N N N HPEFS 2024-2A N/A 40444MAG6 453000.000000000000 PA USD 458296.480000000000 0.0017095001 Long ABS-O CORP US Y 2 2031-10-20 Fixed 5.350000000000 N N N N N N BANK5 2023-5YR1 N/A 06644EAG3 2661000.000000000000 PA USD 2775204.800000000000 0.0103518422 Long ABS-CBDO CORP US N 2 2056-04-15 Variable 6.2600000000000000 N N N N N N HERTZ VEHICLE FINANCING LLC HERTZ_24-1 N/A 42806MCK3 10661000.000000000000 PA USD 10865691.200000000000 0.0405303137 Long ABS-O CORP US Y 2 2029-01-25 Fixed 5.440000000000 N N N N N N HORZN 2024-1 N/A 43990EAA9 3267180.800000000000 PA USD 3307442.270000000000 0.0123371510 Long ABS-O CORP US Y 2 2049-09-15 Fixed 5.375000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_23-3 N/A 42806MCA5 4785000.000000000000 PA USD 4868412.120000000000 0.0181597532 Long ABS-O CORP US Y 2 2028-02-25 Fixed 5.940000000000 N N N N N N HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES HACLN_24-2 N/A 44644NAG4 3830055.360000000000 PA USD 3861182.220000000000 0.0144026665 Long ABS-O CORP US Y 2 2032-10-20 Fixed 5.442000000000 N N N N N N GSAR 2025-1A N/A 36271FAE2 679000.000000000000 PA USD 699183.280000000000 0.0026080364 Long ABS-O CORP US Y 2 2032-04-15 Fixed 5.740000000000 N N N N N N GSAR 2025-1A N/A 36271FAD4 520000.000000000000 PA USD 530405.200000000000 0.0019784741 Long ABS-O CORP US Y 2 2031-03-15 Fixed 5.260000000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_23-1A N/A 505710AF0 1040000.000000000000 PA USD 1061826.480000000000 0.0039607384 Long ABS-O CORP US Y 2 2030-06-17 Fixed 7.300000000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_23-1A N/A 505710AE3 449169.160000000000 PA USD 449452.140000000000 0.0016765097 Long ABS-O CORP US Y 2 2027-06-15 Fixed 5.480000000000 N N N N N N LCM_27-A N/A 50200JAC5 1426935.340000000000 PA USD 1427792.930000000000 0.0053258365 Long ABS-O CORP US Y 2 2031-07-16 Variable 5.6593800000000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAD2 2200000.000000000000 PA USD 2272681.400000000000 0.0084773705 Long DBT CORP US N 2 2034-03-01 Fixed 5.450000000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAE4 13200000.000000000000 PA USD 13730362.800000000000 0.0512158777 Long DBT CORP IE Y 2 2035-03-28 Variable 5.8710000000000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654BB0 1581000.000000000000 PA USD 1627179.430000000000 0.0060695718 Long DBT CORP US N 2 2034-04-01 Fixed 5.050000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DN6 18773000.000000000000 PA USD 19077310.330000000000 0.0711606245 Long DBT CORP US N 2 2029-11-01 Fixed 4.625000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DP1 3957000.000000000000 PA USD 4016109.670000000000 0.0149805642 Long DBT CORP US N 2 2031-11-01 Fixed 4.750000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DR7 7500000.000000000000 PA USD 7906207.500000000000 0.0294910894 Long DBT CORP US N 2 2035-04-25 Variable 5.9150000000000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAM1 26365000.000000000000 PA USD 26863957.630000000000 0.1002057402 Long DBT CORP US N 2 2032-02-15 Fixed 5.000000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475CC7 1000000.000000000000 PA USD 1032738.000000000000 0.0038522349 Long DBT CORP US N 2 2036-01-29 Variable 5.5750000000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475CB9 7687000.000000000000 PA USD 7945821.290000000000 0.0296388535 Long DBT CORP US N 2 2031-01-29 Variable 5.2220000000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KU0 11909000.000000000000 PA USD 12079560.700000000000 0.0450581905 Long DBT CORP US N 2 2035-03-01 Fixed 5.700000000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573BB1 250000.000000000000 PA USD 255416.500000000000 0.0009527338 Long DBT CORP US N 2 2035-03-15 Fixed 5.400000000000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AB3 929000.000000000000 PA USD 961398.880000000000 0.0035861316 Long DBT CORP US N 2 2032-04-15 Fixed 5.350000000000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AC1 82000.000000000000 PA USD 84908.540000000000 0.0003167189 Long DBT CORP US N 2 2035-04-15 Fixed 5.600000000000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AA5 2341000.000000000000 PA USD 2410167.190000000000 0.0089902088 Long DBT CORP US N 2 2030-04-15 Fixed 5.100000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DR7 5000000.000000000000 PA USD 5012460.000000000000 0.0186970688 Long DBT CORP US N 2 2028-04-28 Fixed 4.125000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DT3 10282000.000000000000 PA USD 10343578.900000000000 0.0385827730 Long DBT CORP US N 2 2030-04-30 Fixed 4.375000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DU0 513000.000000000000 PA USD 508504.580000000000 0.0018967822 Long DBT CORP US N 2 2035-04-30 Fixed 4.875000000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFY9 17204000.000000000000 PA USD 17234657.530000000000 0.0642873116 Long DBT CORP US N 2 2027-05-13 Variable 4.5430000000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KX4 16785000.000000000000 PA USD 17371283.270000000000 0.0647969418 Long DBT CORP US N 2 2035-08-15 Fixed 6.000000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475CE3 892000.000000000000 PA USD 906807.200000000000 0.0033824981 Long DBT CORP US N 2 2036-07-21 Variable 5.3730000000000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCW4 5277000.000000000000 PA USD 5260963.200000000000 0.0196240152 Long DBT CORP US N 2 2035-08-15 Fixed 4.900000000000 N N N N N N PRICOA GLOBAL FUNDING I 635400IBXEBMD9ADYA79 74153WCY3 2500000.000000000000 PA USD 2517775.000000000000 0.0093915986 Long DBT CORP US Y 2 2032-08-26 Fixed 4.750000000000 N N N N N N PROGRESS ENERGY INC 549300FBMTW0JYWMNB26 743263AG0 275000.000000000000 PA USD 310330.630000000000 0.0011575700 Long DBT CORP US N 2 2031-10-30 Fixed 7.000000000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCB0 1471000.000000000000 PA USD 1372184.100000000000 0.0051184090 Long DBT CORP US N 2 2030-01-15 Fixed 2.450000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JF5 8000000.000000000000 PA USD 7671192.000000000000 0.0286144537 Long DBT CORP US N 2 2027-08-01 Fixed 2.100000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JG3 16652000.000000000000 PA USD 14774836.690000000000 0.0551118888 Long DBT CORP US N 2 2031-02-01 Fixed 2.500000000000 N N N N N N PIONEER NATURAL RESOURCES CO FY8JBF7CCL2VE4F1B628 723787AT4 6015000.000000000000 PA USD 5942284.670000000000 0.0221654248 Long DBT CORP US N 2 2026-01-15 Fixed 1.125000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400HD8 9969000.000000000000 PA USD 8828825.530000000000 0.0329325638 Long DBT CORP US N 2 2031-06-01 Fixed 2.500000000000 N N N N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 85855CAA8 4050000.000000000000 PA USD 3888081.000000000000 0.0145030021 Long DBT CORP US Y 2 2027-01-29 Fixed 1.711000000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAL3 10800000.000000000000 PA USD 11015082.000000000000 0.0410875590 Long DBT CORP US N 2 2029-12-15 Fixed 4.850000000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAK5 11050000.000000000000 PA USD 11155538.550000000000 0.0416114786 Long DBT CORP US N 2 2027-12-15 Fixed 4.600000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DY2 5000000.000000000000 PA USD 5154630.000000000000 0.0192273797 Long DBT CORP US N 2 2031-01-30 Variable 5.0850000000000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBS1 2254000.000000000000 PA USD 2289038.430000000000 0.0085383842 Long DBT CORP US N 2 2028-02-04 Fixed 4.875000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400HM8 10875000.000000000000 PA USD 9560147.250000000000 0.0356604803 Long DBT CORP US N 2 2032-02-01 Fixed 2.750000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJE2 7504400.000000000000 PA USD 7514073.920000000000 0.0280283847 Long DBT UST US N 2 2025-10-31 Fixed 5.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJP7 65000000.000000000000 PA USD 65484666.000000000000 0.2442655516 Long DBT UST US N 2 2026-12-15 Fixed 4.375000000000 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EE9 2787000.000000000000 PA USD 2720474.310000000000 0.0101476910 Long DBT NUSS PH N 2 2027-11-02 Fixed 2.500000000000 N N N N N N CORPORACION ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CJ3 10024000.000000000000 PA USD 10349890.260000000000 0.0386063152 Long DBT NUSS VE N 2 2029-01-24 Fixed 5.000000000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 298785JP2 10357000.000000000000 PA USD 10001889.540000000000 0.0373082313 Long DBT NUSS LU N 2 2026-10-26 Fixed 0.750000000000 N N N N N N INTERNATIONAL DEVELOPMENT ASSOCIATION P41R60HC414IWQA1XW02 45939EAB6 20000000.000000000000 PA USD 19954960.000000000000 0.0744343617 Long DBT NUSS US Y 2 2025-09-23 Fixed 0.375000000000 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 4581X0DX3 1000.000000000000 PA USD 932.000000000000 0.0000034765 Long DBT NUSS US N 2 2028-07-20 Fixed 1.125000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YEA3 5093000.000000000000 PA USD 5215206.540000000000 0.0194533374 Long DBT CORP US N 2 2035-03-15 Fixed 5.200000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EH8 3000000.000000000000 PA USD 3135996.000000000000 0.0116976361 Long DBT CORP US N 2 2036-04-25 Variable 5.6670000000000000 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 4581X0EK0 8404000.000000000000 PA USD 8432934.970000000000 0.0314558451 Long DBT NUSS US N 2 2026-05-15 Fixed 4.500000000000 N N N N N N ARROYO MORTGAGE TRUST ARRW_19-1 N/A 042859AA6 2471842.470000000000 PA USD 2419577.830000000000 0.0090253116 Long ABS-CBDO CORP US Y 2 2049-01-25 Variable 3.8050000000000000 N N N N N N ARROYO MORTGAGE TRUST ARRW_20-1 N/A 04285CAA9 768877.200000000000 PA USD 737455.500000000000 0.0027507963 Long ABS-CBDO CORP US Y 2 2055-03-25 Fixed 1.662000000000 N N N N N N ARROYO MORTGAGE TRUST ARRW_21-1R N/A 042853AA9 7365557.990000000000 PA USD 6680332.760000000000 0.0249184315 Long ABS-CBDO CORP US Y 2 2048-10-25 Variable 1.1750000000000000 N N N N N N ARROYO MORTGAGE TRUST ARRW_22-1 N/A 042855AA4 9916715.570000000000 PA USD 9571008.950000000000 0.0357009957 Long ABS-CBDO CORP US Y 2 2056-12-25 Variable 2.4950000000000000 N N N N N N AMERICAN HOMES 4 RENT AH4R_15-SFR2 N/A 02666BAA4 17946597.830000000000 PA USD 17894606.540000000000 0.0667489995 Long ABS-O CORP US Y 2 2052-10-17 Fixed 3.732000000000 N N N N N N AMERICAN HOMES 4 RENT AH4R_15-SFR2 N/A 02666BAB2 4022000.000000000000 PA USD 4010694.160000000000 0.0149603637 Long ABS-O CORP US Y 2 2052-10-17 Fixed 4.295000000000 N N N N N N AMSR TRUST AMSR_23-SFR2 N/A 00178YAA9 2286000.000000000000 PA USD 2261041.450000000000 0.0084339521 Long ABS-CBDO CORP US Y 2 2040-06-17 Fixed 3.950000000000 N N N N N N AMSR TRUST AMSR_21-SFR3 N/A 00180UAA3 2972058.000000000000 PA USD 2872595.110000000000 0.0107151196 Long ABS-CBDO CORP US Y 2 2038-10-17 Fixed 1.476000000000 N N N N N N ARES1 2024-IND N/A 03990DAA5 3580000.000000000000 PA USD 3598411.940000000000 0.0134225023 Long ABS-CBDO CORP US Y 2 2041-07-15 Variable 6.0547300000000000 N N N N N N AOMT 2024-8 254900BM1HTLL3SKQ481 03465QAA2 4498135.140000000000 PA USD 4506897.510000000000 0.0168112609 Long ABS-CBDO CORP US Y 2 2069-05-27 Variable 5.3380000000000000 N N N N N N ATLX 2024-RPL1 N/A 049915AA9 10554891.430000000000 PA USD 10249190.110000000000 0.0382306917 Long ABS-CBDO CORP US Y 2 2064-04-25 Variable 3.8500000000000000 N N N N N N AHPT 2024-ATRM N/A 04963XAA2 8416000.000000000000 PA USD 8591246.370000000000 0.0320463654 Long ABS-CBDO CORP US Y 2 2029-11-10 Variable 5.5895300000000000 N N N N N N BANK_17-BNK4 N/A 06541FAZ2 11474487.110000000000 PA USD 11330229.860000000000 0.0422630978 Long ABS-CBDO CORP US N 2 2050-05-15 Fixed 3.362000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_18-B2 N/A 08161CAE1 4179555.000000000000 PA USD 4122148.810000000000 0.0153761027 Long ABS-CBDO CORP US N 2 2051-02-15 Variable 3.8819000000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK 18-B3 N/A 08161BBA0 8783937.000000000000 PA USD 8428811.210000000000 0.0314404630 Long ABS-CBDO CORP US N 2 2051-04-10 Variable 4.1950000000000000 N N N N N N BMARK 2018-B7 N/A 08162TBB8 2872488.000000000000 PA USD 2882245.840000000000 0.0107511180 Long ABS-CBDO CORP US N 2 2053-05-15 Variable 4.5100000000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_19-B9 N/A 08160JAE7 5140000.000000000000 PA USD 5045470.260000000000 0.0188202010 Long ABS-CBDO CORP US N 2 2052-03-15 Fixed 4.015600000000 N N N N N N BANK BANK_19-BN18 N/A 065402BC2 7587269.000000000000 PA USD 7259233.420000000000 0.0270777995 Long ABS-CBDO CORP US N 2 2062-05-15 Fixed 3.584000000000 N N N N N N BANK BANK_19-BN19 N/A 06540WBD4 9814483.000000000000 PA USD 9237587.690000000000 0.0344572950 Long ABS-CBDO CORP US N 2 2061-08-15 Fixed 3.183000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_19-B13 N/A 08162DAE8 1650000.000000000000 PA USD 1558660.950000000000 0.0058139897 Long ABS-CBDO CORP US N 2 2057-08-15 Fixed 2.952000000000 N N N N N N BANK_20-BN26 N/A 06540JBG6 2157000.000000000000 PA USD 1967818.160000000000 0.0073401945 Long ABS-CBDO CORP US N 2 2063-03-15 Fixed 2.403000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_20-B17 N/A 08162MAX6 2202000.000000000000 PA USD 1976552.630000000000 0.0073727752 Long ABS-CBDO CORP US N 2 2053-03-15 Fixed 2.289000000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-2 N/A 12061RAC5 452415.500000000000 PA USD 441924.890000000000 0.0016484321 Long ABS-CBDO CORP US Y 2 2049-07-25 Variable 3.1850000000000000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DX2 928000.000000000000 PA USD 957577.220000000000 0.0035718763 Long DBT CORP US N 2 2035-05-07 Fixed 5.450000000000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DW4 15300000.000000000000 PA USD 15664338.900000000000 0.0584298373 Long DBT CORP US N 2 2030-05-07 Fixed 4.850000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1 N/A 10568YAA6 2326234.270000000000 PA USD 2286125.340000000000 0.0085275180 Long ABS-CBDO CORP US Y 2 2059-05-26 Variable 2.5000000000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_20-B19 N/A 08162WBC9 12968266.000000000000 PA USD 11354118.900000000000 0.0423522068 Long ABS-CBDO CORP US N 2 2053-09-15 Fixed 1.850000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2 N/A 10569BAA5 4446526.220000000000 PA USD 4196649.230000000000 0.0156539981 Long ABS-CBDO CORP US Y 2 2059-05-25 Variable 2.0000000000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_20-B20 N/A 08162XBG8 2500000.000000000000 PA USD 2182435.000000000000 0.0081407408 Long ABS-CBDO CORP US N 2 2053-10-15 Fixed 2.034100000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_20-B21 N/A 08163LAQ2 2000000.000000000000 PA USD 1743878.000000000000 0.0065048713 Long ABS-CBDO CORP US N 2 2053-12-17 Fixed 2.254300000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_21-B23 N/A 08162RAD9 1500000.000000000000 PA USD 1304421.000000000000 0.0048656447 Long ABS-CBDO CORP US N 2 2054-02-15 Fixed 2.070000000000 N N N N N N BXP TRUST BXP_17-GM N/A 056083AA6 9331000.000000000000 PA USD 9103612.860000000000 0.0339575530 Long ABS-CBDO CORP US Y 2 2039-06-13 Fixed 3.379000000000 N N N N N N BMARK 2021-B25 N/A 08163DAE7 16713000.000000000000 PA USD 14921683.950000000000 0.0556596465 Long ABS-CBDO CORP US N 2 2054-04-15 Fixed 2.577000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR N/A 05608WAA2 17299877.290000000000 PA USD 17297351.510000000000 0.0645211676 Long ABS-CBDO CORP US Y 2 2038-06-15 Variable 5.1475800000000000 N N N N N N GSAR 2025-1A N/A 36271FAB8 12070972.170000000000 PA USD 12120535.580000000000 0.0452110317 Long ABS-O CORP US Y 2 2030-04-15 Fixed 4.710000000000 N N N N N N GCAR 2025-1A N/A 36271KAE1 9970000.000000000000 PA USD 10016579.840000000000 0.0373630279 Long ABS-O CORP US Y 2 2028-09-15 Fixed 4.770000000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBV4 5000000.000000000000 PA USD 4992830.000000000000 0.0186238466 Long DBT CORP US N 2 2035-08-06 Fixed 5.250000000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBU6 4350000.000000000000 PA USD 4353314.700000000000 0.0162383789 Long DBT CORP US N 2 2030-08-06 Fixed 4.500000000000 N N N N N N GCAR 2025-1A N/A 36271KAC5 8056553.430000000000 PA USD 8065294.790000000000 0.0300845038 Long ABS-O CORP US Y 2 2027-12-15 Fixed 4.680000000000 N N N N N N GALC 2025-1 549300JFP7GIDD4UWO79 39154GAJ5 14142000.000000000000 PA USD 14242549.620000000000 0.0531263951 Long ABS-O CORP US Y 2 2029-04-16 Fixed 4.490000000000 N N N N N N ORION CLO LTD ANTOR_23-1 2138006D8Y42BDBTP628 68626CAG9 757000.000000000000 PA USD 758815.290000000000 0.0028304708 Long ABS-O CORP JE Y 2 2036-10-25 Variable 9.4684600000000000 N N N N N N ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2 N/A 67108SAE8 370000.000000000000 PA USD 372378.360000000000 0.0013890153 Long ABS-O CORP US Y 2 2031-10-17 Fixed 5.420000000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4S7 4761000.000000000000 PA USD 4741579.880000000000 0.0176866539 Long DBT CORP US Y 2 2035-08-22 Fixed 5.543000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 2384000.000000000000 PA USD 2281955.260000000000 0.0085119631 Long DBT CORP US N 2 2035-05-15 Fixed 4.500000000000 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 025537AM3 2585000.000000000000 PA USD 2599881.850000000000 0.0096978669 Long DBT CORP US N 2 2028-12-01 Fixed 4.300000000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBC6 8708000.000000000000 PA USD 8701425.460000000000 0.0324573464 Long DBT CORP US N 2 2026-02-14 Fixed 4.400000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHJ4 2500000.000000000000 PA USD 2511122.500000000000 0.0093667840 Long DBT CORP US N 2 2029-03-01 Fixed 4.350000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DL0 5934000.000000000000 PA USD 5951463.760000000000 0.0221996639 Long DBT CORP US N 2 2026-10-30 Variable 6.3380000000000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EH7 12555000.000000000000 PA USD 12894863.850000000000 0.0480993677 Long DBT CORP US N 2 2034-02-22 Fixed 5.200000000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EG9 4725000.000000000000 PA USD 4917302.780000000000 0.0183421211 Long DBT CORP US N 2 2031-02-22 Fixed 5.100000000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CD0 10000000.000000000000 PA USD 10016770.000000000000 0.0373637372 Long DBT CORP US N 2 2026-02-10 Fixed 4.875000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 2174000.000000000000 PA USD 2270192.980000000000 0.0084680884 Long DBT CORP US N 2 2030-04-22 Variable 5.5810000000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 10178000.000000000000 PA USD 10441182.720000000000 0.0389468468 Long DBT CORP US N 2 2030-07-22 Variable 4.9950000000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEQ5 10000000.000000000000 PA USD 10112020.000000000000 0.0377190309 Long DBT CORP US N 2 2030-10-22 Variable 4.6030000000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEP7 7555000.000000000000 PA USD 7606215.350000000000 0.0283720831 Long DBT CORP US N 2 2028-10-22 Variable 4.5050000000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEV4 15000000.000000000000 PA USD 15462360.000000000000 0.0576764321 Long DBT CORP US N 2 2031-01-24 Variable 5.1400000000000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160DL5 2000000.000000000000 PA USD 2057682.000000000000 0.0076753973 Long DBT CORP US N 2 2035-03-01 Fixed 5.000000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEX0 18952000.000000000000 PA USD 19711141.310000000000 0.0735248891 Long DBT CORP US N 2 2036-04-22 Variable 5.5720000000000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAN5 8000000.000000000000 PA USD 7750728.000000000000 0.0289111324 Long DBT CORP MO N 2 2027-03-08 Variable 2.3000000000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCB9 24000000.000000000000 PA USD 24719880.000000000000 0.0922080770 Long DBT CORP US N 2 2032-08-15 Fixed 5.350000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCC7 2094000.000000000000 PA USD 2149505.660000000000 0.0080179104 Long DBT CORP US N 2 2035-08-15 Fixed 5.625000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 056121AA4 14949000.000000000000 PA USD 15313217.440000000000 0.0571201127 Long DBT CORP FR Y 2 2031-05-28 Variable 5.3890000000000000 N N N N N N BANK OF NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RCH8 5000000.000000000000 PA USD 5032750.000000000000 0.0187727529 Long DBT CORP US N 2 2028-06-09 Variable 4.4410000000000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AL5 16661000.000000000000 PA USD 17044702.830000000000 0.0635787581 Long DBT CORP US N 2 2032-06-23 Fixed 5.250000000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AK7 8500000.000000000000 PA USD 8610627.500000000000 0.0321186593 Long DBT CORP US N 2 2030-06-23 Fixed 4.900000000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AM3 2000000.000000000000 PA USD 2039666.000000000000 0.0076081955 Long DBT CORP US N 2 2035-06-23 Fixed 5.550000000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AJ0 8000000.000000000000 PA USD 8080592.000000000000 0.0301415642 Long DBT CORP US N 2 2028-06-23 Fixed 4.700000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCL3 2000000.000000000000 PA USD 2025352.000000000000 0.0075548026 Long DBT CORP US N 2 2032-07-15 Fixed 4.900000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 4000000.000000000000 PA USD 3978024.000000000000 0.0148385002 Long DBT CORP US N 2 2028-01-20 Variable 3.8240000000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHD4 2877000.000000000000 PA USD 2827504.090000000000 0.0105469248 Long DBT CORP US N 2 2028-12-20 Variable 3.4190000000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBJ3 14161000.000000000000 PA USD 14012026.280000000000 0.0522665158 Long DBT CORP US N 2 2026-09-06 Fixed 3.215000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 6224000.000000000000 PA USD 5888532.620000000000 0.0219649233 Long DBT CORP US N 2 2030-10-22 Variable 2.8840000000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CY9 3959000.000000000000 PA USD 4062302.190000000000 0.0151528678 Long DBT CORP US N 2 2030-05-01 Fixed 5.150000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 2194000.000000000000 PA USD 1951003.530000000000 0.0072774740 Long DBT CORP US N 2 2031-07-23 Variable 1.8980000000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBB6 1650000.000000000000 PA USD 1645932.750000000000 0.0061395239 Long DBT CORP US N 2 2025-11-15 Fixed 3.150000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 5162000.000000000000 PA USD 4560115.960000000000 0.0170097720 Long DBT CORP US N 2 2031-10-24 Variable 1.9220000000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QA2 3781000.000000000000 PA USD 3853322.970000000000 0.0143733506 Long DBT CORP US N 2 2031-05-07 Variable 4.9520000000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEP2 3282000.000000000000 PA USD 3349819.250000000000 0.0124952221 Long DBT CORP US N 2 2035-05-15 Fixed 5.300000000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBP2 8775000.000000000000 PA USD 9007476.080000000000 0.0335989514 Long DBT CORP US N 2 2030-05-29 Fixed 4.914000000000 N N N N N N CNH 2024-B N/A 18978JAD0 9158000.000000000000 PA USD 9314958.960000000000 0.0347458990 Long ABS-O CORP US N 2 2029-09-17 Fixed 5.190000000000 N N N N N N CRVNA 2024-P2 N/A 14688PAC8 1545000.000000000000 PA USD 1560664.760000000000 0.0058214642 Long ABS-O CORP US N 2 2029-07-10 Fixed 5.330000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2024-N2 N/A 14687VAB8 1932886.690000000000 PA USD 1935561.810000000000 0.0072198745 Long ABS-O CORP US Y 2 2027-08-10 Fixed 5.900000000000 N N N N N N CMXS 2024-A N/A 14319FAF0 1993000.000000000000 PA USD 2039831.510000000000 0.0076088129 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.620000000000 N N N N N N CMXS 2024-A N/A 14319FAB9 2465160.730000000000 PA USD 2473313.020000000000 0.0092257502 Long ABS-O CORP US N 2 2027-09-15 Fixed 5.780000000000 N N N N N N CCG RECEIVABLES TRUST CCG_23-1 N/A 12512XAC7 3000000.000000000000 PA USD 3040353.000000000000 0.0113408764 Long ABS-O CORP US Y 2 2030-09-16 Fixed 5.990000000000 N N N N N N CCG 2025-1 N/A 12515XAC4 3850000.000000000000 PA USD 3885100.450000000000 0.0144918843 Long ABS-O CORP US Y 2 2032-10-14 Fixed 4.690000000000 N N N N N N CPS 2025-B N/A 12630SAB7 8357000.000000000000 PA USD 8402796.360000000000 0.0313434245 Long ABS-O CORP US Y 2 2029-11-15 Fixed 4.790000000000 N N N N N N DEFT 2024-2 N/A 24704EAG3 1025000.000000000000 PA USD 1034417.700000000000 0.0038585004 Long ABS-O CORP US Y 2 2030-08-22 Fixed 4.820000000000 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DF9 375000.000000000000 PA USD 374935.500000000000 0.0013985538 Long DBT CORP US N 2 2035-01-15 Fixed 5.100000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRY8 5000000.000000000000 PA USD 4971990.000000000000 0.0185461109 Long DBT CORP US N 2 2028-02-01 Variable 3.7820000000000000 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDA5 12317000.000000000000 PA USD 12488994.590000000000 0.0465854274 Long DBT CORP JP N 2 2026-07-13 Fixed 5.880000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400HZ9 597000.000000000000 PA USD 594242.460000000000 0.0022165947 Long DBT CORP US N 2 2034-06-01 Fixed 5.200000000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508CG7 7100000.000000000000 PA USD 7257847.200000000000 0.0270726287 Long DBT CORP US N 2 2029-02-08 Fixed 4.600000000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAT9 13824000.000000000000 PA USD 14233729.540000000000 0.0530934952 Long DBT CORP US N 2 2032-08-05 Variable 5.1530000000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 1605000.000000000000 PA USD 1411515.650000000000 0.0052651204 Long DBT CORP US N 2 2032-02-04 Variable 1.9530000000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 5605000.000000000000 PA USD 4999245.230000000000 0.0186477762 Long DBT CORP US N 2 2032-11-08 Variable 2.5450000000000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAD3 1500000.000000000000 PA USD 1499869.500000000000 0.0055946907 Long DBT CORP FR N 2 2034-09-10 Fixed 4.724000000000 N N N N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 47837RAE0 2313000.000000000000 PA USD 2338662.740000000000 0.0087234887 Long DBT CORP US N 2 2032-12-01 Fixed 4.900000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDU7 4843000.000000000000 PA USD 4989539.490000000000 0.0186115726 Long DBT CORP US N 2 2029-07-24 Variable 5.2990000000000000 N N N N N N JM SMUCKER CO (THE) 5493000WDH6A0LHDJD55 832696AW8 4657000.000000000000 PA USD 4891172.590000000000 0.0182446524 Long DBT CORP US N 2 2028-11-15 Fixed 5.900000000000 N N N N N N JM SMUCKER CO (THE) 5493000WDH6A0LHDJD55 832696AX6 2478000.000000000000 PA USD 2666226.400000000000 0.0099453399 Long DBT CORP US N 2 2033-11-15 Fixed 6.200000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WF2D8 2792586.080000000000 PA USD 2820196.380000000000 0.0105196662 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WF2F3 1222021.000000000000 PA USD 1253032.230000000000 0.0046739585 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU2E5 5640614.650000000000 PA USD 5889292.430000000000 0.0219677575 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUVT0 3641730.130000000000 PA USD 3792122.660000000000 0.0141450662 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU2J4 1681500.910000000000 PA USD 1754432.650000000000 0.0065442413 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUZG4 2133575.640000000000 PA USD 2154781.250000000000 0.0080375890 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSFD5 559826.240000000000 PA USD 564813.730000000000 0.0021068220 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQG35 635408.240000000000 PA USD 663420.210000000000 0.0024746359 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEA0 5371000.000000000000 PA USD 5428888.640000000000 0.0202503969 Long DBT CORP US N 2 2028-01-23 Variable 5.0400000000000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DV0 7781000.000000000000 PA USD 7759508.880000000000 0.0289438861 Long DBT CORP US N 2 2034-09-15 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMB6 6153392.310000000000 PA USD 6293517.360000000000 0.0234755643 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FBP1 12414265.050000000000 PA USD 12691612.150000000000 0.0473412149 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DQ1 2000000.000000000000 PA USD 1745526.000000000000 0.0065110185 Long DBT CORP US N 2 2031-01-15 Fixed 1.700000000000 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP 254900TBF2Z4GR7NSX02 505742AS5 10832000.000000000000 PA USD 11043982.240000000000 0.0411953604 Long DBT CORP US N 2 2030-08-01 Fixed 5.500000000000 N N N N N N ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2 N/A 67108SAD0 4743000.000000000000 PA USD 4759913.540000000000 0.0177550406 Long ABS-O CORP US Y 2 2031-10-17 Fixed 4.980000000000 N N N N N N SDART 2024-3 N/A 80287LAD1 3675000.000000000000 PA USD 3733568.480000000000 0.0139266521 Long ABS-O CORP US N 2 2029-09-17 Fixed 5.550000000000 N N N N N N PUBLIC STORAGE OPERATING CO 549300LMZF40TKJ6DM64 74464AAA9 12055000.000000000000 PA USD 12099555.280000000000 0.0451327727 Long DBT CORP US N 2 2027-04-16 Variable 5.0216400000000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCN9 6326000.000000000000 PA USD 6363089.340000000000 0.0237350760 Long DBT CORP US N 2 2035-01-31 Fixed 5.000000000000 N N N N N N DEFT 2024-2 N/A 24704EAE8 4877000.000000000000 PA USD 4909163.820000000000 0.0183117618 Long ABS-O CORP US Y 2 2030-08-22 Fixed 4.590000000000 N N N N N N DEXT 2023-1 N/A 25216BAB8 748673.550000000000 PA USD 752309.860000000000 0.0028062048 Long ABS-O CORP US Y 2 2032-03-15 Fixed 5.990000000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCS3 2095000.000000000000 PA USD 2102330.410000000000 0.0078419412 Long DBT CORP US N 2 2034-08-01 Fixed 4.850000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 44297000.000000000000 PA USD 44390440.090000000000 0.1655815933 Long DBT UST US N 2 2035-08-15 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNU1 99842000.000000000000 PA USD 99978503.980000000000 0.3729316482 Long DBT UST US N 2 2028-08-15 Fixed 3.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828U24 10000000.000000000000 PA USD 9791099.000000000000 0.0365219576 Long DBT UST US N 2 2026-11-15 Fixed 2.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 11300000.000000000000 PA USD 11061476.210000000000 0.0412606149 Long DBT UST US N 2 2027-05-15 Fixed 2.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283F5 56000000.000000000000 PA USD 54400192.000000000000 0.2029191522 Long DBT UST US N 2 2027-11-15 Fixed 2.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QV3 20721323.700000000000 PA USD 16131071.070000000000 0.0601708035 Long DBT UST US N 2 2042-02-15 Fixed 0.750000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 10000000.000000000000 PA USD 9803125.000000000000 0.0365668160 Long DBT UST US N 2 2028-08-15 Fixed 2.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285J5 7500.000000000000 PA USD 7485.350000000000 0.0000279212 Long DBT UST US N 2 2025-10-31 Fixed 3.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 6000000.000000000000 PA USD 5816589.000000000000 0.0216965651 Long DBT UST US N 2 2027-01-31 Fixed 1.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAT8 8000000.000000000000 PA USD 7948905.600000000000 0.0296503583 Long DBT UST US N 2 2025-10-31 Fixed 0.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBQ3 45000000.000000000000 PA USD 44236233.000000000000 0.1650063826 Long DBT UST US N 2 2026-02-28 Fixed 0.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBW0 10175000.000000000000 PA USD 9964146.530000000000 0.0371674454 Long DBT UST US N 2 2026-04-30 Fixed 0.750000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 661600.000000000000 PA USD 411019.000000000000 0.0015331495 Long DBT UST US N 2 2051-05-15 Fixed 2.375000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGUC6 964001.240000000000 PA USD 986435.480000000000 0.0036795210 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGU36 603838.610000000000 PA USD 618052.370000000000 0.0023054085 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 4300000.000000000000 PA USD 4039648.330000000000 0.0150683662 Long DBT UST US N 2 2028-05-31 Fixed 1.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 16000000.000000000000 PA USD 15006249.600000000000 0.0559750864 Long DBT UST US N 2 2028-06-30 Fixed 1.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 100.000000000000 PA USD 92.920000000000 0.0000003466 Long DBT UST US N 2 2028-07-31 Fixed 1.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 3000000.000000000000 PA USD 2593007.700000000000 0.0096722255 Long DBT UST US N 2 2031-08-15 Fixed 1.250000000000 N N N N N N VIBR 2018-9RA N/A 92557BAG4 543000.000000000000 PA USD 543135.750000000000 0.0020259606 Long ABS-O CORP KY Y 2 2037-04-20 Variable 6.1454900000000000 N N N N N N VIBR 2018-9RA N/A 92557BAE9 2893000.000000000000 PA USD 2882382.690000000000 0.0107516284 Long ABS-O CORP KY Y 2 2037-04-20 Variable 5.9254900000000000 N N N N N N VERIZON MASTER TRUST VZMT_25-4 N/A 92348KEC3 5649000.000000000000 PA USD 5800082.510000000000 0.0216349940 Long ABS-O CORP US Y 2 2033-03-21 Fixed 4.760000000000 N N N N N N VERIZON MASTER TRUST VZMT_25-3 N/A 92348KDY6 6073000.000000000000 PA USD 6116980.670000000000 0.0228170616 Long ABS-O CORP US N 2 2030-03-20 Variable 4.5100000000000000 N N N N N N VERD 2025-1A N/A 92340GAC4 15582000.000000000000 PA USD 15869643.720000000000 0.0591956486 Long ABS-O CORP US Y 2 2033-05-12 Fixed 4.960000000000 N N N N N N VFI 2025-1A N/A 91824UAA4 4027000.000000000000 PA USD 4039028.650000000000 0.0150660547 Long ABS-O CORP US Y 2 2030-06-24 Fixed 4.780000000000 N N N N N N WIND RIVER CLO LTD WINDR_18-1 N/A 88432VAE4 250000.000000000000 PA USD 250363.000000000000 0.0009338836 Long ABS-O CORP US Y 2 2030-07-15 Variable 6.2291600000000000 N N N N N N WIND RIVER CLO LTD WINDR_14-3A 254900ZK5ODN8CA7YX85 88432DBJ2 250000.000000000000 PA USD 251146.500000000000 0.0009368062 Long ABS-O CORP KY Y 2 2031-10-22 Variable 6.8936000000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1 N/A 96042XAE5 1356781.140000000000 PA USD 1357745.810000000000 0.0050645525 Long ABS-O CORP US Y 2 2028-01-18 Fixed 5.410000000000 N N N N N N SDART 2024-3 N/A 80287LAC3 10351664.180000000000 PA USD 10411424.340000000000 0.0388358446 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.630000000000 N N N N N N SCCU 2024-1A N/A 78436RAE0 4919000.000000000000 PA USD 4954839.830000000000 0.0184821388 Long ABS-O CORP US Y 2 2029-06-15 Fixed 5.110000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1 N/A 96042XAF2 2883000.000000000000 PA USD 2904019.950000000000 0.0108323380 Long ABS-O CORP US Y 2 2028-08-15 Fixed 5.740000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3 N/A 96041CAL6 2312000.000000000000 PA USD 2344996.860000000000 0.0087471157 Long ABS-O CORP US Y 2 2028-09-15 Fixed 6.020000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3 N/A 96041CAG7 5650133.000000000000 PA USD 5660156.340000000000 0.0211130528 Long ABS-O CORP US Y 2 2027-05-17 Fixed 5.820000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3 N/A 96041CAJ1 4761000.000000000000 PA USD 4788528.100000000000 0.0178617763 Long ABS-O CORP US Y 2 2028-09-15 Fixed 5.920000000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST SYNIT_24-A2 N/A 87166PAN1 12285000.000000000000 PA USD 12496805.690000000000 0.0466145637 Long ABS-O CORP US N 2 2030-07-15 Fixed 4.930000000000 N N N N N N SDART 2024-4 N/A 802919AB6 4593771.370000000000 PA USD 4596509.260000000000 0.0171455233 Long ABS-O CORP US N 2 2027-07-15 Fixed 5.410000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3 N/A 96041CAN2 1287000.000000000000 PA USD 1327221.320000000000 0.0049506925 Long ABS-O CORP US Y 2 2029-03-15 Fixed 6.470000000000 N N N N N N WFLOOR 2024-1A N/A 96043GAA9 2146000.000000000000 PA USD 2156023.970000000000 0.0080422245 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.430000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSDT6 2838846.800000000000 PA USD 2962245.790000000000 0.0110495273 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN5Y6 2562737.040000000000 PA USD 2674136.660000000000 0.0099748461 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.500000000000 N N N N N N WLAKE 2024-1A N/A 96043RAE7 8245000.000000000000 PA USD 8299730.310000000000 0.0309589760 Long ABS-O CORP US Y 2 2027-11-15 Fixed 5.550000000000 N N N N N N WLAKE 2024-1A N/A 96043RAG2 7427000.000000000000 PA USD 7576126.730000000000 0.0282598490 Long ABS-O CORP US Y 2 2029-10-15 Fixed 6.020000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNQR8 1053318.530000000000 PA USD 1099749.860000000000 0.0041021971 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTKY4 16557703.440000000000 PA USD 17278162.230000000000 0.0644495893 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.500000000000 N N N N N N WLAKE 2024-1A N/A 96043RAF4 5770000.000000000000 PA USD 5829027.100000000000 0.0217429607 Long ABS-O CORP US Y 2 2029-02-15 Fixed 5.650000000000 N N N N N N WLAKE 2024-1A N/A 96043RAD9 4323310.390000000000 PA USD 4331503.060000000000 0.0161570189 Long ABS-O CORP US Y 2 2027-05-17 Fixed 5.440000000000 N N N N N N SDART 2024-4 N/A 802919AC4 10113000.000000000000 PA USD 10154341.940000000000 0.0378768968 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.850000000000 N N N N N N SUBWAY FUNDING LLC SUBWAY_24-3 N/A 864300AG3 21112460.000000000000 PA USD 21145205.430000000000 0.0788741179 Long ABS-O CORP US Y 2 2054-07-30 Fixed 5.246000000000 N N N N N N WINDR 2015-1A 549300H4V7OE3OL7II20 97316XAE2 3000000.000000000000 PA USD 3004230.000000000000 0.0112061333 Long ABS-O CORP KY Y 2 2030-10-20 Variable 6.1254900000000000 N N N N N N WINDR 2015-1A 549300H4V7OE3OL7II20 97316XAA0 1246001.690000000000 PA USD 1245974.280000000000 0.0046476315 Long ABS-O CORP KY Y 2 2030-10-20 Variable 5.5254900000000000 N N N N N N SUBWAY FUNDING LLC SUBWAY_24-3 N/A 864300AJ7 977612.500000000000 PA USD 981674.480000000000 0.0036617620 Long ABS-O CORP US Y 2 2054-07-30 Fixed 5.566000000000 N N N N N N SBALT 2024-C N/A 78398DAC1 3804000.000000000000 PA USD 3813144.820000000000 0.0142234813 Long ABS-O CORP US Y 2 2028-02-22 Fixed 4.560000000000 N N N N N N WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-A N/A 981464HR4 8630000.000000000000 PA USD 8821189.020000000000 0.0329040787 Long ABS-O CORP US N 2 2031-02-17 Fixed 5.470000000000 N N N N N N WOSAT 2024-A N/A 98164LAD1 3935000.000000000000 PA USD 3956717.270000000000 0.0147590235 Long ABS-O CORP US N 2 2030-02-15 Fixed 4.980000000000 N N N N N N WOSAT 2024-A N/A 98164LAB5 6255609.270000000000 PA USD 6268301.900000000000 0.0233815077 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.370000000000 N N N N N N WFNMT 2024-B N/A 981464HU7 21381000.000000000000 PA USD 21599706.250000000000 0.0805694598 Long ABS-O CORP US N 2 2031-05-15 Fixed 4.620000000000 N N N N N N WEF 2024-1A N/A 97415AAD4 718000.000000000000 PA USD 726877.350000000000 0.0027113385 Long ABS-O CORP US Y 2 2032-09-20 Fixed 5.280000000000 N N N N N N WEF 2024-1A N/A 97415AAB8 5625392.530000000000 PA USD 5641571.160000000000 0.0210437279 Long ABS-O CORP US Y 2 2032-09-20 Fixed 4.990000000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC WFLF_24-2 N/A 96328GBT3 14376718.830000000000 PA USD 14496505.650000000000 0.0540736811 Long ABS-O CORP US Y 2 2039-06-21 Fixed 4.870000000000 N N N N N N WELLFLEET CLO LTD WELF_18-2A 254900QO5AI38SSR4719 94949JAN5 1944000.000000000000 PA USD 1944167.180000000000 0.0072519736 Long ABS-O CORP US Y 2 2031-10-20 Variable 6.1754900000000000 N N N N N N SLAM 2024-1A N/A 83100AAA0 5560839.450000000000 PA USD 5625450.840000000000 0.0209835972 Long ABS-O CORP US Y 2 2049-09-15 Fixed 5.335000000000 N N N N N N SFAST 2024-3A N/A 78436XAD9 4269000.000000000000 PA USD 4328006.120000000000 0.0161439749 Long ABS-O CORP US Y 2 2031-11-20 Fixed 4.600000000000 N N N N N N WLAKE 2024-3A N/A 96043CAD2 9200000.000000000000 PA USD 9236901.200000000000 0.0344547343 Long ABS-O CORP US Y 2 2028-04-17 Fixed 4.710000000000 N N N N N N ACAR 2024-4 N/A 024945AA5 2750326.910000000000 PA USD 2751083.250000000000 0.0102618660 Long ABS-O CORP US Y 2 2028-03-13 Fixed 4.810000000000 N N N N N N SFAST 2024-3A N/A 78436XAC1 8827000.000000000000 PA USD 8890598.540000000000 0.0331629844 Long ABS-O CORP US Y 2 2030-06-20 Fixed 4.550000000000 N N N N N N SFAST 2024-3A N/A 78436XAB3 2081070.030000000000 PA USD 2083581.880000000000 0.0077720069 Long ABS-O CORP US Y 2 2028-05-22 Fixed 4.710000000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBT8 4385000.000000000000 PA USD 4508994.650000000000 0.0168190835 Long DBT CORP US N 2 2034-02-26 Fixed 5.050000000000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 171239AK2 7121000.000000000000 PA USD 7236815.940000000000 0.0269941796 Long DBT CORP US N 2 2034-03-15 Fixed 5.000000000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAG9 9619000.000000000000 PA USD 10004510.280000000000 0.0373180070 Long DBT CORP ES Y 2 2030-03-15 Variable 5.6730000000000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAH7 4232000.000000000000 PA USD 4459338.810000000000 0.0166338613 Long DBT CORP ES Y 2 2035-06-15 Variable 6.0370000000000000 N N N N N N SDART 2024-5 N/A 802920AC2 4772190.110000000000 PA USD 4774781.410000000000 0.0178104996 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.880000000000 N N N N N N SDART 2024-5 N/A 802920AD0 6957000.000000000000 PA USD 6975276.040000000000 0.0260186049 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.620000000000 N N N N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610BG9 12000000.000000000000 PA USD 13056168.000000000000 0.0487010513 Long DBT CORP US N 2 2035-04-25 Variable 6.6450000000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EB2 9490000.000000000000 PA USD 9811720.490000000000 0.0365988782 Long DBT CORP US N 2 2029-06-01 Fixed 5.400000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCW9 25246000.000000000000 PA USD 24486153.470000000000 0.0913362494 Long DBT UST US N 2 2026-08-31 Fixed 0.750000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 58000400.000000000000 PA USD 53978890.070000000000 0.2013476462 Long DBT UST US N 2 2028-08-31 Fixed 1.125000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EC0 9315000.000000000000 PA USD 9736820.460000000000 0.0363194923 Long DBT CORP US N 2 2031-06-01 Fixed 5.550000000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEJ6 8449000.000000000000 PA USD 8700281.710000000000 0.0324530801 Long DBT CORP US N 2 2034-06-01 Fixed 5.300000000000 N N N N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610BH7 10942000.000000000000 PA USD 11431227.760000000000 0.0426398320 Long DBT CORP US N 2 2032-07-23 Variable 5.7180000000000000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY (THE) 549300O45IUXEDS1VZ32 207597ES0 2125000.000000000000 PA USD 2139624.250000000000 0.0079810516 Long DBT CORP US N 2 2034-08-15 Fixed 4.950000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAT0 10907000.000000000000 PA USD 10960618.810000000000 0.0408844049 Long DBT CORP US N 2 2030-09-19 Variable 4.5420000000000000 N N N N N N THE CAMPBELL'S COMPANY 5493007JDSMX8Z5Z1902 134429BQ1 2026000.000000000000 PA USD 1941027.530000000000 0.0072402623 Long DBT CORP US N 2 2035-03-23 Fixed 4.750000000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XBF4 700000.000000000000 PA USD 703738.700000000000 0.0026250286 Long DBT CORP US N 2 2035-03-01 Fixed 5.050000000000 N N N N N N CONOCOPHILLIPS CO 6VJJ5GQWIRDQ06DUXG89 20826FBJ4 15950000.000000000000 PA USD 16258154.000000000000 0.0606448379 Long DBT CORP US N 2 2030-01-15 Fixed 4.700000000000 N N N N N N SBAT 2024-A N/A 78437PAF0 1247000.000000000000 PA USD 1275077.450000000000 0.0047561897 Long ABS-O CORP US Y 2 2030-01-15 Fixed 5.590000000000 N N N N N N SSTRT 2025-A 254900DVX7EZK9JMUP63 81378RAB0 609602.440000000000 PA USD 614717.000000000000 0.0022929671 Long ABS-O CORP US Y 2 2031-07-25 Fixed 5.038000000000 N N N N N N CONOCOPHILLIPS CO 6VJJ5GQWIRDQ06DUXG89 20826FBK1 17450000.000000000000 PA USD 17759248.900000000000 0.0662440995 Long DBT CORP US N 2 2032-01-15 Fixed 4.850000000000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607PVQ4 5000000.000000000000 PA USD 5164240.000000000000 0.0192632262 Long DBT CORP CA N 2 2031-01-13 Variable 5.2450000000000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBZ4 3699000.000000000000 PA USD 3786769.870000000000 0.0141250996 Long DBT CORP US N 2 2035-02-24 Fixed 5.100000000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756BF2 1500000.000000000000 PA USD 1525558.500000000000 0.0056905137 Long DBT CORP US N 2 2035-04-15 Fixed 4.980000000000 N N N N N N SCF EQUIPMENT TRUST LLC SCFET_25-1 N/A 78437DAC4 10356000.000000000000 PA USD 10629874.780000000000 0.0396506905 Long ABS-O CORP US Y 2 2033-11-21 Fixed 5.110000000000 N N N N N N SCF EQUIPMENT TRUST LLC SCFET_25-1 N/A 78437DAB6 390159.260000000000 PA USD 391301.260000000000 0.0014596000 Long ABS-O CORP US Y 2 2030-07-22 Fixed 4.820000000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756BD7 15513000.000000000000 PA USD 15862383.790000000000 0.0591685682 Long DBT CORP US N 2 2030-04-15 Fixed 4.687000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAW3 14170000.000000000000 PA USD 14357327.400000000000 0.0535545298 Long DBT CORP US N 2 2029-03-04 Variable 4.7860000000000000 N N N N N N CHEVRON PHILLIPS CHEMICAL COMPANY LLC N/A 166754AX9 4069000.000000000000 PA USD 4154074.650000000000 0.0154951899 Long DBT CORP US Y 2 2030-05-15 Fixed 4.750000000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HZ9 3150000.000000000000 PA USD 3181918.950000000000 0.0118689341 Long DBT CORP US N 2 2035-06-15 Fixed 5.050000000000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBK9 3300000.000000000000 PA USD 3364000.200000000000 0.0125481187 Long DBT CORP CA N 2 2035-03-30 Fixed 5.200000000000 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBJ2 27842000.000000000000 PA USD 28529001.350000000000 0.1064165503 Long DBT CORP CA N 2 2030-03-30 Fixed 4.800000000000 N N N N N N SCF EQUIPMENT TRUST LLC SCFET_25-1 N/A 78437DAD2 4552000.000000000000 PA USD 4689852.770000000000 0.0174937057 Long ABS-O CORP US Y 2 2034-09-20 Fixed 5.230000000000 N N N N N N SCF EQUIPMENT TRUST LLC SCFET_25-1 N/A 78437DAE0 1242000.000000000000 PA USD 1273279.770000000000 0.0047494842 Long ABS-O CORP US Y 2 2034-09-20 Fixed 5.370000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBA0 1639000.000000000000 PA USD 1656901.160000000000 0.0061804374 Long DBT CORP US N 2 2036-03-27 Variable 5.3330000000000000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607PH98 2500000.000000000000 PA USD 2537165.000000000000 0.0094639256 Long DBT CORP CA N 2 2029-03-30 Variable 4.8570000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGP0 38000000.000000000000 PA USD 38371092.800000000000 0.1431287158 Long DBT UST US N 2 2028-02-29 Fixed 4.000000000000 N N N N N N ALA 2025-OANA N/A 009920AA7 1840000.000000000000 PA USD 1851166.960000000000 0.0069050718 Long ABS-CBDO CORP US Y 2 2040-06-15 Variable 6.1066300000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D26 1070000.000000000000 PA USD 1084218.160000000000 0.0040442620 Long DBT CORP US N 2 2026-06-10 Fixed 6.950000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D59 8214000.000000000000 PA USD 8551841.820000000000 0.0318993817 Long DBT CORP US N 2 2028-11-07 Fixed 6.798000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D67 631000.000000000000 PA USD 660041.780000000000 0.0024620339 Long DBT CORP US N 2 2033-11-07 Fixed 7.122000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA95 2000000.000000000000 PA USD 2109776.000000000000 0.0078697141 Long DBT CORP US N 2 2035-04-25 Variable 5.8510000000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB29 2649000.000000000000 PA USD 2712650.170000000000 0.0101185061 Long DBT CORP US N 2 2030-07-23 Variable 5.0490000000000000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XEZ5 5991000.000000000000 PA USD 6038328.900000000000 0.0225236812 Long DBT CORP US N 2 2029-10-06 Fixed 4.900000000000 N N N N N N AMSR 2025-SFR1 N/A 00182MAA9 5160000.000000000000 PA USD 4960411.200000000000 0.0185029206 Long ABS-CBDO CORP US Y 2 2042-06-17 Fixed 3.655000000000 N N N N N N BACM 2015-UBS7 5493005NJP8BSE187672 06054AAX7 3010247.810000000000 PA USD 3002975.050000000000 0.0112014522 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.705000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB60 14317000.000000000000 PA USD 14478209.420000000000 0.0540054340 Long DBT CORP US N 2 2030-10-23 Variable 4.6920000000000000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XFB7 8725000.000000000000 PA USD 8926835.430000000000 0.0332981523 Long DBT CORP US N 2 2030-01-07 Fixed 5.350000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KYWH8 11141094.140000000000 PA USD 9517212.820000000000 0.0355003298 Long ABS-MBS USGA US N 2 2042-03-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EBJ8 4057886.010000000000 PA USD 3489055.610000000000 0.0130145902 Long ABS-MBS USGA US N 2 2042-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECY4 1531961.970000000000 PA USD 1316258.660000000000 0.0049098005 Long ABS-MBS USGA US N 2 2042-04-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVL52 3454811.160000000000 PA USD 2932167.330000000000 0.0109373310 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC36 3000000.000000000000 PA USD 3092262.000000000000 0.0115345031 Long DBT CORP US N 2 2031-01-28 Variable 5.2070000000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC77 3000000.000000000000 PA USD 3031959.000000000000 0.0113095658 Long DBT CORP US N 2 2028-04-23 Variable 4.9370000000000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BR8 1500000.000000000000 PA USD 1516530.000000000000 0.0056568363 Long DBT CORP US N 2 2035-08-15 Fixed 4.950000000000 N N N N N N GENERAL AEROSPACE CO 3C7474T6CDKPR9K6YT90 369604CA9 2180000.000000000000 PA USD 2190596.980000000000 0.0081711859 Long DBT CORP US N 2 2036-01-29 Fixed 4.900000000000 N N N N N N GENERAL AEROSPACE CO 3C7474T6CDKPR9K6YT90 369604BZ5 3181000.000000000000 PA USD 3195896.620000000000 0.0119210725 Long DBT CORP US N 2 2030-07-29 Fixed 4.300000000000 N N N N N N GLOBAL SC FINANCE SRL SEACO_19-1A N/A 37891TAB6 3166000.000000000000 PA USD 3084003.770000000000 0.0115036989 Long ABS-O CORP US Y 2 2039-09-17 Fixed 4.810000000000 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 40139LBC6 14000000.000000000000 PA USD 13866244.000000000000 0.0517227306 Long DBT CORP US Y 2 2025-12-10 Fixed 0.875000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 3640000.000000000000 PA USD 3198082.160000000000 0.0119292248 Long DBT CORP US N 2 2032-01-27 Variable 1.9920000000000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 10000000.000000000000 PA USD 9845700.000000000000 0.0367256258 Long DBT CORP US N 2 2027-03-09 Variable 1.4310000000000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BN7 10000000.000000000000 PA USD 9775490.000000000000 0.0364637342 Long DBT CORP US N 2 2026-06-01 Fixed 1.150000000000 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XEF9 13440000.000000000000 PA USD 13505493.120000000000 0.0503770872 Long DBT CORP US N 2 2026-04-06 Fixed 5.400000000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BZ5 3305000.000000000000 PA USD 3434486.600000000000 0.0128110413 Long DBT CORP US N 2 2033-10-15 Fixed 5.250000000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 29141000.000000000000 PA USD 30087616.240000000000 0.1122303682 Long DBT CORP US N 2 2031-04-15 Fixed 5.375000000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DE9 13198000.000000000000 PA USD 13430667.540000000000 0.0500979789 Long DBT CORP US N 2 2034-06-25 Fixed 4.950000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADB0 10000000.000000000000 PA USD 10153050.000000000000 0.0378720777 Long DBT CORP US Y 2 2027-06-24 Fixed 5.275000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 585000.000000000000 PA USD 529986.020000000000 0.0019769106 Long DBT CORP US N 2 2031-02-15 Fixed 2.550000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 3534000.000000000000 PA USD 3462249.200000000000 0.0129145991 Long DBT CORP US N 2 2030-04-15 Fixed 3.875000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 950000.000000000000 PA USD 904818.950000000000 0.0033750817 Long DBT CORP US N 2 2028-02-15 Fixed 2.050000000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TJK2 985000.000000000000 PA USD 962423.800000000000 0.0035899546 Long DBT CORP US N 2 2026-06-18 Fixed 1.125000000000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556CK6 2703000.000000000000 PA USD 2527959.130000000000 0.0094295866 Long DBT CORP US N 2 2028-10-15 Fixed 1.750000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFPT2 23057855.010000000000 PA USD 19731136.860000000000 0.0735994749 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XECN2 5339280.960000000000 PA USD 4735712.620000000000 0.0176647684 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.000000000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TJV8 1710000.000000000000 PA USD 1663977.060000000000 0.0062068313 Long DBT CORP US N 2 2027-01-13 Fixed 1.900000000000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EZ1 450000.000000000000 PA USD 452680.610000000000 0.0016885522 Long DBT USGA US N 2 2028-03-15 Fixed 3.875000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADE2 2000000.000000000000 PA USD 2041328.000000000000 0.0076143949 Long DBT CORP US N 2 2029-01-15 Fixed 4.850000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFA5 650000.000000000000 PA USD 665083.250000000000 0.0024808392 Long DBT CORP US N 2 2031-04-15 Fixed 4.900000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DM6J9 8382920.280000000000 PA USD 7714499.750000000000 0.0287759968 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC WI CERTIFICATES SERIES WI-K143 N/A 3137H6MG7 4990000.000000000000 PA USD 4459443.240000000000 0.0166342509 Long ABS-CBDO USGA US N 2 2032-06-25 Fixed 2.350000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFH0 9614000.000000000000 PA USD 9813769.310000000000 0.0366065206 Long DBT CORP US N 2 2032-01-15 Fixed 4.950000000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJT8 10000000.000000000000 PA USD 10261910.000000000000 0.0382781384 Long DBT CORP US N 2 2031-02-12 Variable 5.0460000000000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GG7 3013000.000000000000 PA USD 3066800.130000000000 0.0114395273 Long DBT CORP US N 2 2035-02-20 Fixed 5.100000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFN7 5000000.000000000000 PA USD 5049500.000000000000 0.0188352324 Long DBT CORP US N 2 2028-06-15 Fixed 4.400000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFQ0 11200000.000000000000 PA USD 11453220.800000000000 0.0427218686 Long DBT CORP US N 2 2035-06-15 Fixed 5.300000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFP2 1600000.000000000000 PA USD 1622123.200000000000 0.0060507114 Long DBT CORP US N 2 2031-01-15 Fixed 4.650000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDX7 13500000.000000000000 PA USD 12221550.000000000000 0.0455878274 Long DBT CORP US N 2 2030-05-15 Fixed 2.000000000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 2483000.000000000000 PA USD 2184153.570000000000 0.0081471512 Long DBT CORP CH Y 2 2032-02-11 Variable 2.0950000000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEC2 9295000.000000000000 PA USD 9095678.020000000000 0.0339279551 Long DBT CORP US N 2 2026-05-15 Fixed 1.150000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEH1 6500000.000000000000 PA USD 6467812.000000000000 0.0241257040 Long DBT CORP US N 2 2029-05-15 Fixed 4.000000000000 N N N N N N FREDDIE MAC WI CERTIFICATES SERIES WI-K749 N/A 3137H6ML6 2069000.000000000000 PA USD 1937217.110000000000 0.0072260490 Long ABS-CBDO USGA US N 2 2029-06-25 Fixed 2.120000000000 N N N N N N FREDDIE MAC WI CERTIFICATES SERIES WI-K749 N/A 3137H6MM4 2113000.000000000000 PA USD 1993025.970000000000 0.0074342227 Long ABS-CBDO USGA US N 2 2029-06-25 Fixed 2.120000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEJ7 3066000.000000000000 PA USD 2990879.930000000000 0.0111563360 Long DBT CORP US N 2 2032-05-15 Fixed 4.200000000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJH4 20000000.000000000000 PA USD 20030940.000000000000 0.0747177760 Long DBT CORP US N 2 2026-10-21 Variable 5.7270000000000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 1119000.000000000000 PA USD 1131922.210000000000 0.0042222038 Long DBT CORP US N 2 2029-02-01 Variable 4.6530000000000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BJ6 7475000.000000000000 PA USD 7723596.080000000000 0.0288099271 Long DBT CORP CH Y 2 2030-02-08 Variable 5.4280000000000000 N N N N N N TPRK 2021-1A N/A 884887AN0 12917000.000000000000 PA USD 12927346.520000000000 0.0482205319 Long ABS-O CORP KY Y 2 2034-04-15 Variable 5.3675500000000000 N N N N N N TAST 2025-1A N/A 89617CAA9 15823000.160000000000 PA USD 15875579.990000000000 0.0592177916 Long ABS-O CORP US Y 2 2029-02-15 Fixed 4.940000000000 N N N N N N PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4 N/A 69702YAJ0 4077764.730000000000 PA USD 4078906.500000000000 0.0152148038 Long ABS-O CORP US Y 2 2031-07-24 Variable 5.3186900000000000 N N N N N N PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4 N/A 69702YAQ4 1429000.000000000000 PA USD 1426739.320000000000 0.0053219065 Long ABS-O CORP US Y 2 2031-07-24 Variable 6.7186900000000000 N N N N N N PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4 N/A 69702YAL5 7111000.000000000000 PA USD 7118772.320000000000 0.0265538630 Long ABS-O CORP US Y 2 2031-07-24 Variable 5.6186900000000000 N N N N N N PEAC 2024-2A N/A 69392BAB2 4827204.460000000000 PA USD 4835912.740000000000 0.0180385267 Long ABS-O CORP US Y 2 2027-04-20 Fixed 4.740000000000 N N N N N N TRINITAS CLO LTD TRNTS_20-12 254900G1XMKSN9WBVL66 89641GBA9 1318000.000000000000 PA USD 1318000.000000000000 0.0049162959 Long ABS-O CORP US Y 2 2033-04-25 Variable 5.7920000000000000 N N N N N N TRINITAS CLO LTD TRNTS_20-12 254900G1XMKSN9WBVL66 89641GAY8 14000000.000000000000 PA USD 14000000.000000000000 0.0522216563 Long ABS-O CORP US Y 2 2033-04-25 Variable 5.3092200000000000 N N N N N N PEAC 2024-2A N/A 69392BAC0 301000.000000000000 PA USD 302790.050000000000 0.0011294427 Long ABS-O CORP US Y 2 2031-10-20 Fixed 4.650000000000 N N N N N N VERIZON MASTER TRUST VZMT_23-3 N/A 92348KBP7 13818000.000000000000 PA USD 14097994.130000000000 0.0525871860 Long ABS-O CORP US Y 2 2031-04-21 Fixed 4.730000000000 N N N N N N TRINITAS CLO LTD TRNTS_20-12 254900G1XMKSN9WBVL66 89641GBC5 818000.000000000000 PA USD 818000.000000000000 0.0030512368 Long ABS-O CORP US Y 2 2033-04-25 Variable 6.0420000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-4 N/A 89173UAA5 483550.020000000000 PA USD 473002.830000000000 0.0017643565 Long ABS-CBDO CORP US Y 2 2057-06-25 Variable 2.7500000000000000 N N N N N N VERIZON MASTER TRUST VZMT_24-2 N/A 92348KCH4 5212000.000000000000 PA USD 5345891.070000000000 0.0199408062 Long ABS-O CORP US Y 2 2031-12-22 Fixed 4.830000000000 N N N N N N VERIZON MASTER TRUST VZMT_24-1 N/A 92348KCL5 7486000.000000000000 PA USD 7501668.200000000000 0.0279821099 Long ABS-O CORP US N 2 2028-12-20 Fixed 5.000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_18-2 N/A 89175VAA1 2130751.340000000000 PA USD 2109601.500000000000 0.0078690632 Long ABS-CBDO CORP US Y 2 2058-03-25 Variable 3.2500000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_18-3 N/A 89175MAA1 1569893.000000000000 PA USD 1544782.560000000000 0.0057622217 Long ABS-CBDO CORP US Y 2 2058-05-25 Variable 3.7500000000000000 N N N N N N VSTRG 2024-A N/A 92891PAC7 117056.750000000000 PA USD 117109.070000000000 0.0004368307 Long ABS-O CORP US Y 2 2027-08-16 Fixed 5.790000000000 N N N N N N VSTRG 2024-A N/A 92891PAE3 440000.000000000000 PA USD 442351.360000000000 0.0016500229 Long ABS-O CORP US Y 2 2028-12-15 Fixed 5.620000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_19-1 N/A 89177BAA3 3402103.680000000000 PA USD 3319439.360000000000 0.0123819015 Long ABS-CBDO CORP US Y 2 2058-03-25 Variable 3.7500000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_18-4 N/A 89175TAA6 6483267.280000000000 PA USD 6177263.550000000000 0.0230419239 Long ABS-CBDO CORP US Y 2 2058-06-25 Variable 3.0000000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_18-5 N/A 89176VAK8 179567.740000000000 PA USD 177941.390000000000 0.0006637424 Long ABS-CBDO CORP US Y 2 2058-07-25 Variable 3.2500000000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-1 N/A 89173FAC4 3615000.000000000000 PA USD 3558981.960000000000 0.0132754238 Long ABS-CBDO CORP US Y 2 2056-10-25 Variable 3.7500000000000000 N N N N N N VOYA 2018-3A 54930068MLVF3BECCK93 92917KAQ7 8265235.040000000000 PA USD 8270995.910000000000 0.0308517933 Long ABS-O CORP KY Y 2 2031-10-15 Variable 5.5175500000000000 N N N N N N VERIZON MASTER TRUST VZMT_24-3 N/A 92348KCQ4 20000000.000000000000 PA USD 20421560.000000000000 0.0761748349 Long ABS-O CORP US N 2 2030-04-22 Fixed 5.340000000000 N N N N N N VIBRANT CLO XII LTD VIBR_21-12A N/A 92558WAU6 5000000.000000000000 PA USD 5003200.000000000000 0.0186625279 Long ABS-O CORP KY Y 2 2034-04-20 Variable 6.2254900000000000 N N N N N N VERD 2024-1A N/A 92339MAB6 3406954.200000000000 PA USD 3469539.950000000000 0.0129417945 Long ABS-O CORP US Y 2 2031-12-12 Fixed 5.680000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_17-1 N/A 89173FAB6 839361.180000000000 PA USD 834821.080000000000 0.0031139814 Long ABS-CBDO CORP US Y 2 2056-10-25 Variable 3.5000000000000000 N N N N N N TPMT 2019-HY2 A1 N/A 89177HAA0 1693918.380000000000 PA USD 1731994.280000000000 0.0064605436 Long ABS-CBDO CORP US Y 2 2058-05-25 Variable 5.4370300000000000 N N N N N N VZMT 2024-5 N/A 92348KDB6 4587000.000000000000 PA USD 4744875.370000000000 0.0176989465 Long ABS-O CORP US Y 2 2032-06-21 Fixed 5.000000000000 N N N N N N VERIZON MASTER TRUST VZMT_24-6 N/A 92348KDE0 9686000.000000000000 PA USD 9733519.520000000000 0.0363071794 Long ABS-O CORP US N 2 2030-08-20 Fixed 4.170000000000 N N N N N N VALLEY STREAM PARK CLO LTD VYSPK_22-1A 213800DEME82SWN32S20 92013AAT6 13000000.000000000000 PA USD 12999376.000000000000 0.0484892104 Long ABS-O CORP JE Y 2 2037-01-20 Variable 5.5154900000000000 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89115A3A8 6665000.000000000000 PA USD 6698738.230000000000 0.0249870861 Long DBT CORP CA N 2 2026-12-17 Fixed 4.568000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT_18-1 N/A 89176EAA8 24776.010000000000 PA USD 24540.510000000000 0.0000915390 Long ABS-CBDO CORP US Y 2 2058-01-25 Variable 3.0000000000000000 N N N N N N TRITON CONTAINER FINANCE LLC TCF_20-1 N/A 89680HAA0 17981136.150000000000 PA USD 16858429.970000000000 0.0628839383 Long ABS-O CORP US Y 2 2045-09-20 Fixed 2.110000000000 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89115A3C4 7332000.000000000000 PA USD 7495452.280000000000 0.0279589238 Long DBT CORP CA N 2 2029-12-17 Fixed 4.783000000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TNA9 12490000.000000000000 PA USD 12881486.560000000000 0.0480494689 Long DBT CORP US N 2 2030-01-09 Fixed 4.950000000000 N N N N N N TRITON CONTAINER FINANCE LLC TCF_20-1 N/A 89680HAB8 3058265.820000000000 PA USD 2935100.280000000000 0.0109482713 Long ABS-O CORP US Y 2 2045-09-20 Fixed 3.740000000000 N N N N N N TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2 549300WW1K7EYP0YPC14 88315LAG3 3409008.900000000000 PA USD 3209292.110000000000 0.0119710393 Long ABS-O CORP BM Y 2 2045-09-20 Fixed 2.100000000000 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89115A3E0 10095000.000000000000 PA USD 10267644.690000000000 0.0382995294 Long DBT CORP CA N 2 2028-01-31 Fixed 4.861000000000 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89115A3G5 4000000.000000000000 PA USD 4161544.000000000000 0.0155230515 Long DBT CORP CA N 2 2032-01-30 Fixed 5.298000000000 N N N N N N TAL ADVANTAGE VII LLC TAL_20-1A N/A 87407RAA4 3760188.750000000000 PA USD 3572502.690000000000 0.0133258577 Long ABS-O CORP US Y 2 2045-09-20 Fixed 2.050000000000 N N N N N N TRITON INTERNAL FINANCE TIF_21-1A N/A 872480AE8 262883.750000000000 PA USD 240144.310000000000 0.0008957667 Long ABS-O CORP US Y 2 2046-02-20 Fixed 1.650000000000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BN1 2525000.000000000000 PA USD 2549068.300000000000 0.0095083263 Long DBT CORP US N 2 2035-03-01 Fixed 5.150000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADS1 5111000.000000000000 PA USD 5238407.010000000000 0.0195398779 Long DBT CORP US N 2 2032-05-15 Fixed 5.125000000000 N N N N N N TEXTAINER MARINE CONTAINERS VII LTD 549300X48KLHDDGPK024 88315LAL2 4824960.000000000000 PA USD 4495063.010000000000 0.0167671168 Long ABS-O CORP BM Y 2 2046-02-20 Fixed 1.680000000000 N N N N N N TRITON CONTAINER FINANCE LLC TCF_21-1 N/A 89680HAE2 3865546.230000000000 PA USD 3567207.240000000000 0.0133061050 Long ABS-O CORP US Y 2 2046-03-20 Fixed 1.860000000000 N N N N N N TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2 N/A 88315LAQ1 20135079.900000000000 PA USD 18898161.810000000000 0.0704923794 Long ABS-O CORP US Y 2 2046-04-20 Fixed 2.230000000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 22134000.000000000000 PA USD 22606206.760000000000 0.0843238257 Long DBT CORP US Y 2 2032-03-01 Fixed 5.000000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADT9 6135000.000000000000 PA USD 6197920.560000000000 0.0231189770 Long DBT CORP US N 2 2035-05-15 Fixed 5.300000000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 89788JAE9 8000000.000000000000 PA USD 8016576.000000000000 0.0299027769 Long DBT CORP US N 2 2027-05-20 Variable 4.6710000000000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 17177000.000000000000 PA USD 17346983.590000000000 0.0647063011 Long DBT CORP US Y 2 2035-03-01 Fixed 5.200000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFZ3 8387000.000000000000 PA USD 8647676.350000000000 0.0322568559 Long DBT CORP US N 2 2031-04-17 Variable 5.1920000000000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508CM4 3000000.000000000000 PA USD 3069069.000000000000 0.0114479905 Long DBT CORP US N 2 2035-05-23 Fixed 5.100000000000 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89115KAB6 5000000.000000000000 PA USD 5108800.000000000000 0.0190564284 Long DBT CORP CA N 2 2030-06-03 Fixed 4.808000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 1866000.000000000000 PA USD 1943067.670000000000 0.0072478723 Long DBT CORP US N 2 2036-04-17 Variable 5.6640000000000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CH4 1325000.000000000000 PA USD 1392753.880000000000 0.0051951367 Long DBT CORP US N 2 2035-11-01 Fixed 6.050000000000 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207BG9 15000000.000000000000 PA USD 15112650.000000000000 0.0563719725 Long DBT CORP US N 2 2030-05-06 Fixed 4.500000000000 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207BH7 2000000.000000000000 PA USD 2026772.000000000000 0.0075600993 Long DBT CORP US N 2 2035-05-06 Fixed 5.125000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVMA0 5033173.490000000000 PA USD 4435031.150000000000 0.0165431909 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144 N/A 3137H73K7 3000000.000000000000 PA USD 2681079.000000000000 0.0100007419 Long ABS-CBDO USGA US N 2 2032-07-25 Fixed 2.450000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCA6 6250000.000000000000 PA USD 6256587.500000000000 0.0233378116 Long DBT CORP US N 2 2031-02-15 Fixed 4.800000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCC2 6138000.000000000000 PA USD 6061907.210000000000 0.0226116311 Long DBT CORP US N 2 2035-09-15 Fixed 5.400000000000 N N N N N N TAKEDA US FINANCING INC 254900ZGPIBGBZ2N3A33 87406BAA0 19225000.000000000000 PA USD 19320817.400000000000 0.0720689347 Long DBT CORP US N 2 2035-07-07 Fixed 5.200000000000 N N N N N N TRAVELERS COMPANIES INC 549300Y650407RU8B149 89417EAT6 874000.000000000000 PA USD 880180.930000000000 0.0032831790 Long DBT CORP US N 2 2035-07-24 Fixed 5.050000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABT1 280000.000000000000 PA USD 257228.160000000000 0.0009594915 Long DBT CORP US N 2 2031-02-15 Fixed 2.875000000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TJF3 3555000.000000000000 PA USD 3383513.910000000000 0.0126209072 Long DBT CORP US N 2 2028-04-06 Fixed 1.900000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCB4 28000000.000000000000 PA USD 27764268.000000000000 0.1035640044 Long DBT CORP US N 2 2033-01-15 Fixed 5.000000000000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BV4 12000000.000000000000 PA USD 12023340.000000000000 0.0448484807 Long DBT CORP US N 2 2027-07-15 Fixed 4.200000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABZ7 7500000.000000000000 PA USD 7401555.000000000000 0.0276086758 Long DBT CORP US N 2 2026-02-15 Fixed 1.500000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 29000000.000000000000 PA USD 28825739.000000000000 0.1075234168 Long DBT CORP US N 2 2027-04-15 Fixed 3.750000000000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BW2 9000000.000000000000 PA USD 8928765.000000000000 0.0333053498 Long DBT CORP US N 2 2031-10-15 Fixed 4.500000000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 592179KR5 5000000.000000000000 PA USD 5017870.000000000000 0.0187172488 Long DBT CORP US Y 2 2028-08-25 Fixed 4.150000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761J3R8 770000.000000000000 PA USD 763095.410000000000 0.0028464362 Long DBT CORP US N 2 2026-07-27 Fixed 3.125000000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GBY4 1170000.000000000000 PA USD 1160608.410000000000 0.0043292067 Long DBT CORP US Y 2 2026-12-18 Fixed 3.450000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468V4 1000000.000000000000 PA USD 990304.000000000000 0.0036939511 Long DBT CORP US N 2 2026-12-10 Variable 0.9850000000000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BS4 4158000.000000000000 PA USD 3893775.730000000000 0.0145242441 Long DBT CORP US N 2 2028-02-15 Fixed 1.500000000000 N N N N N N MONONGAHELA POWER CO N/A 610202BR3 5500000.000000000000 PA USD 5443174.000000000000 0.0203036830 Long DBT CORP US Y 2 2027-05-15 Fixed 3.550000000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GER6 12000000.000000000000 PA USD 11649252.000000000000 0.0434530882 Long DBT CORP US Y 2 2027-01-11 Fixed 1.875000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144 N/A 3137H73J0 2536000.000000000000 PA USD 2276531.700000000000 0.0084917326 Long ABS-CBDO USGA US N 2 2032-07-25 Fixed 2.450000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EAB6 19719850.120000000000 PA USD 16824542.290000000000 0.0627575332 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 2.000000000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GFB0 9400000.000000000000 PA USD 9463450.000000000000 0.0352997881 Long DBT CORP US Y 2 2027-06-30 Fixed 4.400000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KYV71 16542776.740000000000 PA USD 14224008.810000000000 0.0530572357 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133D4J20 1198667.990000000000 PA USD 1030656.690000000000 0.0038444714 Long ABS-MBS USGA US N 2 2041-11-01 Fixed 2.000000000000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAD5 10000000.000000000000 PA USD 10332370.000000000000 0.0385409625 Long DBT CORP US N 2 2028-09-18 Fixed 5.350000000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CP5 10000000.000000000000 PA USD 10144960.000000000000 0.0378419010 Long DBT CORP US Y 2 2028-03-27 Fixed 5.050000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBYF1 112845.170000000000 PA USD 98708.380000000000 0.0003681939 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBGV6 1995873.900000000000 PA USD 1587021.130000000000 0.0059197766 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CN0 9573000.000000000000 PA USD 9641159.760000000000 0.0359626665 Long DBT CORP US Y 2 2027-03-25 Fixed 4.950000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGZ1 10192000.000000000000 PA USD 10292707.150000000000 0.0383930154 Long DBT CORP US N 2 2035-04-02 Fixed 5.250000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8W45 80376.650000000000 PA USD 69960.640000000000 0.0002609615 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X97F6 43754.890000000000 PA USD 38112.260000000000 0.0001421632 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 3.000000000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAN6 3207000.000000000000 PA USD 3187623.310000000000 0.0118902121 Long DBT CORP US N 2 2036-02-15 Fixed 5.125000000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAM8 11263000.000000000000 PA USD 11314899.900000000000 0.0422059153 Long DBT CORP US N 2 2030-08-15 Fixed 4.500000000000 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAQ6 2291000.000000000000 PA USD 2185034.380000000000 0.0081504367 Long DBT CORP BR N 2 2030-07-08 Fixed 3.750000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFR0 1000000.000000000000 PA USD 872628.000000000000 0.0032550057 Long DBT CORP US N 2 2031-01-20 Fixed 1.750000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGJ7 20031000.000000000000 PA USD 18172103.170000000000 0.0677840947 Long DBT CORP US N 2 2031-03-21 Fixed 2.550000000000 N N N N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 85855CAD2 5000000.000000000000 PA USD 5084030.000000000000 0.0189640334 Long DBT CORP US Y 2 2028-01-12 Fixed 5.625000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNDK6 4102713.960000000000 PA USD 3282203.990000000000 0.0122430092 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXTE2 2363958.360000000000 PA USD 2002213.630000000000 0.0074684937 Long ABS-MBS USGA US N 2 2061-07-01 Fixed 3.000000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3L5 20000000.000000000000 PA USD 20459500.000000000000 0.0763163555 Long DBT CORP US N 2 2028-04-22 Variable 5.7070000000000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LCE7 262000.000000000000 PA USD 263442.310000000000 0.0009826710 Long DBT CORP US N 2 2035-03-15 Fixed 4.950000000000 N N N N N N WISCONSIN PUBLIC SERVICE CORPORATION 549300BJRHJVYNUMQZ30 976843BQ4 9195000.000000000000 PA USD 9370293.480000000000 0.0349523033 Long DBT CORP US N 2 2029-12-01 Fixed 4.550000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3W1 10866000.000000000000 PA USD 11194272.730000000000 0.0417559617 Long DBT CORP US N 2 2031-04-23 Variable 5.1500000000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3V3 4425000.000000000000 PA USD 4595999.700000000000 0.0171436226 Long DBT CORP US N 2 2036-04-23 Variable 5.6050000000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U2G7 3529000.000000000000 PA USD 3332988.750000000000 0.0124324424 Long DBT CORP US N 2 2030-10-30 Variable 2.8790000000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U2U6 1465000.000000000000 PA USD 1351254.470000000000 0.0050403390 Long DBT CORP US N 2 2033-03-02 Variable 3.3500000000000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAJ5 4353000.000000000000 PA USD 4437426.440000000000 0.0165521256 Long DBT CORP US N 2 2027-10-01 Fixed 5.150000000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBT5 400000.000000000000 PA USD 407614.800000000000 0.0015204514 Long DBT CORP US N 2 2030-02-15 Fixed 4.625000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3E1 7095000.000000000000 PA USD 7356500.420000000000 0.0274406169 Long DBT CORP US N 2 2029-07-25 Variable 5.5740000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KPZB7 53735356.310000000000 PA USD 53353029.250000000000 0.1990131112 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWGY3 5828636.560000000000 PA USD 5761479.010000000000 0.0214909983 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQAR7 12101820.590000000000 PA USD 12034062.500000000000 0.0448884769 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHE6 1699553.510000000000 PA USD 1683825.840000000000 0.0062808696 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSNF8 6651041.380000000000 PA USD 6722599.930000000000 0.0250760931 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSKK6 253721.110000000000 PA USD 260676.620000000000 0.0009723546 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BNXA6 631293.440000000000 PA USD 637546.400000000000 0.0023781235 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BWHG1 1199130.420000000000 PA USD 1210830.340000000000 0.0045165404 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BWMK6 4165005.850000000000 PA USD 4205860.390000000000 0.0156883568 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C5ED9 817715.340000000000 PA USD 824679.000000000000 0.0030761502 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NBLP4 1846661.750000000000 PA USD 1864458.030000000000 0.0069546490 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGAD2 1551103.060000000000 PA USD 1566896.390000000000 0.0058447089 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NEDR3 1307801.630000000000 PA USD 1320225.750000000000 0.0049245982 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C5UW9 1087062.420000000000 PA USD 1096511.170000000000 0.0040901164 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C1D49 1433590.760000000000 PA USD 1448500.100000000000 0.0054030767 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C3XK7 1543982.300000000000 PA USD 1558748.950000000000 0.0058143180 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BVT70 817216.490000000000 PA USD 826135.590000000000 0.0030815835 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ND2R7 1251452.010000000000 PA USD 1261459.870000000000 0.0047053946 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGC57 941880.420000000000 PA USD 951094.840000000000 0.0035476963 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCL98 1544623.340000000000 PA USD 1559575.290000000000 0.0058174003 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCUD9 1582445.830000000000 PA USD 1598191.170000000000 0.0059614421 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGEC0 1862694.250000000000 PA USD 1884316.400000000000 0.0070287231 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N STEELE CREEK CLO LTD STCR_19-2A N/A 85817EAU7 12973331.340000000000 PA USD 12972734.570000000000 0.0483898347 Long ABS-O CORP US Y 2 2032-07-15 Variable 5.3175500000000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST N/A 87166PAP6 11616000.000000000000 PA USD 11828410.180000000000 0.0441213694 Long ABS-O CORP US N 2 2031-02-18 Fixed 4.780000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKR52 1720385.090000000000 PA USD 1743011.590000000000 0.0065016394 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NHXW3 1535845.150000000000 PA USD 1551492.340000000000 0.0057872500 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N STCR 2019-1A N/A 85817BAW9 2000000.000000000000 PA USD 2005620.000000000000 0.0074811999 Long ABS-O CORP KY Y 2 2032-04-15 Variable 7.3175500000000000 N N N N N N STCR 2019-1A N/A 85817BAQ2 11225556.750000000000 PA USD 11225040.370000000000 0.0418707286 Long ABS-O CORP KY Y 2 2032-04-15 Variable 5.3575500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BU2E6 1478098.060000000000 PA USD 1493097.800000000000 0.0055694314 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C3W28 1832576.980000000000 PA USD 1856611.230000000000 0.0069253795 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N SMB 2025-A N/A 83207EAA4 6913305.640000000000 PA USD 7064223.100000000000 0.0263503879 Long ABS-O CORP US Y 2 2054-04-15 Fixed 5.130000000000 N N N N N N SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A2 N/A 87166PAQ4 17525000.000000000000 PA USD 17761745.230000000000 0.0662534111 Long ABS-O CORP US N 2 2031-05-15 Fixed 4.490000000000 N N N N N N SCCU 2025-1A N/A 80620BAB3 17958000.000000000000 PA USD 17990503.980000000000 0.0671067083 Long ABS-O CORP US Y 2 2028-11-15 Fixed 4.670000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_20-1 N/A 12530MAA3 49062807.940000000000 PA USD 42737777.930000000000 0.1594169679 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.690000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT_20-1 N/A 12530MAB1 6926597.230000000000 PA USD 5929970.710000000000 0.0221194923 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.990000000000 N N N N N N SEACO_20-1 N/A 37959PAA5 8000342.880000000000 PA USD 7659632.280000000000 0.0285713346 Long ABS-O CORP US Y 2 2040-10-17 Fixed 2.170000000000 N N N N N N GLOBAL SC FINANCE VII SRL N/A 37959PAC1 9739737.960000000000 PA USD 9296404.570000000000 0.0346766889 Long ABS-O CORP US Y 2 2040-11-19 Fixed 2.260000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A N/A 78448YAJ0 4668117.490000000000 PA USD 4258130.740000000000 0.0158833314 Long ABS-O CORP US Y 2 2053-01-15 Fixed 1.070000000000 N N N N N N WHEELS FLEET LEASE FUNDING LLC WFLF_24-3 N/A 96328GBZ9 6802000.000000000000 PA USD 6862034.450000000000 0.0255962003 Long ABS-O CORP US Y 2 2039-09-19 Fixed 4.800000000000 N N N N N N WLAKE 2025-1 N/A 96043VAH1 1139000.000000000000 PA USD 1162945.200000000000 0.0043379232 Long ABS-O CORP US Y 2 2030-11-15 Fixed 5.540000000000 N N N N N N WLAKE 2025-1 N/A 96043VAG3 1754000.000000000000 PA USD 1779611.910000000000 0.0066381630 Long ABS-O CORP US Y 2 2030-10-15 Fixed 5.140000000000 N N N N N N WLAKE 2025-1 N/A 96043VAB4 9634810.500000000000 PA USD 9646256.650000000000 0.0359816785 Long ABS-O CORP US Y 2 2028-01-18 Fixed 4.660000000000 N N N N N N WEFUN 2025-1 N/A 958250AA0 6119000.000000000000 PA USD 6142802.910000000000 0.0229133816 Long ABS-O CORP US Y 2 2035-07-16 Fixed 4.750000000000 N N N N N N WEFUN 2025-1 N/A 958250AB8 1631000.000000000000 PA USD 1641177.440000000000 0.0061217860 Long ABS-O CORP US Y 2 2035-09-17 Fixed 4.980000000000 N N N N N N ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1 N/A 67118NAB3 1106000.000000000000 PA USD 1124894.900000000000 0.0041959911 Long ABS-O CORP US Y 2 2031-06-17 Fixed 7.150000000000 N N N N N N ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1 N/A 67118NAA5 9829000.000000000000 PA USD 10010335.220000000000 0.0373397347 Long ABS-O CORP US Y 2 2031-06-17 Fixed 6.270000000000 N N N N N N XROAD 2024-A N/A 227927AB6 3277485.440000000000 PA USD 3320312.340000000000 0.0123851579 Long ABS-O CORP US Y 2 2030-08-20 Fixed 5.900000000000 N N N N N N AUXILIOR TERM FUNDING LLC XCAP_24-1 N/A 05335FAB7 3531651.470000000000 PA USD 3549207.310000000000 0.0132389632 Long ABS-O CORP US Y 2 2027-03-15 Fixed 5.840000000000 N N N N N N AUXILIOR TERM FUNDING LLC XCAP_24-1 N/A 05335FAE1 1197000.000000000000 PA USD 1235548.190000000000 0.0046087409 Long ABS-O CORP US Y 2 2031-07-15 Fixed 6.010000000000 N N N N N N AUXILIOR TERM FUNDING LLC XCAP_24-1 N/A 05335FAC5 3875000.000000000000 PA USD 3956685.000000000000 0.0147589032 Long ABS-O CORP US Y 2 2031-07-15 Fixed 5.490000000000 N N N N N N SUN COMMUNITIES OPERATING LP 549300PUNBPJCGT6X741 866677AF4 4193000.000000000000 PA USD 3971831.830000000000 0.0148154026 Long DBT CORP US N 2 2028-11-01 Fixed 2.300000000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AC4 2670000.000000000000 PA USD 2627894.100000000000 0.0098023559 Long DBT CORP US Y 2 2026-02-10 Fixed 0.950000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DP1 5555000.000000000000 PA USD 5622893.210000000000 0.0209740569 Long DBT CORP US N 2 2028-02-16 Variable 5.0980000000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDT3 22565000.000000000000 PA USD 23306215.120000000000 0.0869349397 Long DBT CORP US N 2 2031-03-15 Fixed 4.950000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKV73 1067918.790000000000 PA USD 1081984.350000000000 0.0040359296 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C5V57 1096785.120000000000 PA USD 1113896.060000000000 0.0041549641 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKR45 2045282.510000000000 PA USD 2060949.370000000000 0.0076875850 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGAH3 1527040.400000000000 PA USD 1542274.160000000000 0.0057528651 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDS5 30000000.000000000000 PA USD 30722040.000000000000 0.1145968439 Long DBT CORP US N 2 2029-03-15 Fixed 4.800000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDU0 1800000.000000000000 PA USD 1834419.600000000000 0.0068426021 Long DBT CORP US N 2 2034-03-15 Fixed 5.050000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C3BS4 1053237.930000000000 PA USD 1061620.650000000000 0.0039599706 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKTJ9 964381.470000000000 PA USD 974510.370000000000 0.0036350390 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 5.500000000000 N N N N N N ARGENT SECURITIES INC ARSI_05-W2 N/A 040104ND9 321516.960000000000 PA USD 318934.210000000000 0.0011896623 Long ABS-CBDO CORP US N 2 2035-10-25 Variable 5.1720300000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_22-5 N/A 05377RFV1 7683000.000000000000 PA USD 7737895.040000000000 0.0288632640 Long ABS-O CORP US Y 2 2027-04-20 Fixed 6.120000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_23-1 N/A 05377RGC2 16901000.000000000000 PA USD 17290348.340000000000 0.0644950449 Long ABS-O CORP US Y 2 2029-04-20 Fixed 5.250000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C1CQ1 1249750.470000000000 PA USD 1259417.290000000000 0.0046977755 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKR60 1208395.840000000000 PA USD 1218987.430000000000 0.0045469673 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_25-2 N/A 42806MCZ0 1398000.000000000000 PA USD 1427556.520000000000 0.0053249547 Long ABS-O CORP US Y 2 2031-09-25 Fixed 6.400000000000 N N N N N N HACLN 2025-1 N/A 446438SX2 18271185.180000000000 PA USD 18379240.970000000000 0.0685567432 Long ABS-O CORP US Y 2 2033-03-21 Fixed 4.957000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NFDD1 2443100.730000000000 PA USD 2475142.000000000000 0.0092325725 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C1RG7 989953.520000000000 PA USD 999806.530000000000 0.0037293966 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_25-3 N/A 42806MDC0 1583000.000000000000 PA USD 1602453.490000000000 0.0059773411 Long ABS-O CORP US Y 2 2029-12-26 Fixed 5.590000000000 N N N N N N HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4 N/A 42806MDG1 1320000.000000000000 PA USD 1350229.320000000000 0.0050365151 Long ABS-O CORP US Y 2 2031-12-25 Fixed 5.900000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTJ26 25225388.220000000000 PA USD 25873176.190000000000 0.0965100082 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTWY1 32608155.360000000000 PA USD 33427663.520000000000 0.1246891397 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GQ5S7 520260.310000000000 PA USD 541314.200000000000 0.0020191660 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTY60 19624494.090000000000 PA USD 20111475.910000000000 0.0750181845 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTY78 13941772.610000000000 PA USD 14468994.680000000000 0.0539710620 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTPB9 131595059.200000000000 PA USD 134860327.400000000000 0.5030449764 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 6.000000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_25-3 N/A 42806MDB2 5897000.000000000000 PA USD 6003204.970000000000 0.0223926648 Long ABS-O CORP US Y 2 2029-12-26 Fixed 5.060000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_25-3 N/A 42806MDD8 1615000.000000000000 PA USD 1635328.010000000000 0.0060999670 Long ABS-O CORP US Y 2 2029-12-26 Fixed 6.130000000000 N N N N N N HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4 N/A 42806MDH9 297000.000000000000 PA USD 302396.790000000000 0.0011279758 Long ABS-O CORP US Y 2 2031-12-25 Fixed 6.480000000000 N N N N N N HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4 N/A 42806MDF3 22897000.000000000000 PA USD 23500748.100000000000 0.0876605708 Long ABS-O CORP US Y 2 2031-12-25 Fixed 5.410000000000 N N N N N N HPEFS 2025-1A N/A 40446EAC1 1982000.000000000000 PA USD 1992381.720000000000 0.0074318195 Long ABS-O CORP US Y 2 2032-09-20 Fixed 4.430000000000 N N N N N N HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-2 N/A 44644NAN9 13000000.000000000000 PA USD 13040560.000000000000 0.0486428316 Long ABS-O CORP US Y 2 2033-09-20 Fixed 4.835000000000 N N N N N N JAMESTOWN CLO LTD JTWN_18-11A 549300ICXRO4NIJIWJ29 47049QAC0 500000.000000000000 PA USD 501545.000000000000 0.0018708222 Long ABS-O CORP US Y 2 2031-07-14 Variable 6.2818800000000000 N N N N N N JDOT 2024-A N/A 47800RAD5 9567000.000000000000 PA USD 9661483.690000000000 0.0360384772 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.960000000000 N N N N N N JAMESTOWN CLO LTD JTWN_19-1A 254900TDIR3OOT3N8P57 47047JAQ7 4000000.000000000000 PA USD 4000000.000000000000 0.0149204732 Long ABS-O CORP US Y 2 2032-04-20 Variable 6.8254900000000000 N N N N N N JAMESTOWN CLO LTD JTWN_19-1A 254900TDIR3OOT3N8P57 47047JAJ3 9283536.850000000000 PA USD 9283536.850000000000 0.0346286908 Long ABS-O CORP US Y 2 2032-04-20 Variable 5.5254900000000000 N N N N N N JDOT 2024-B N/A 47786WAD2 15243000.000000000000 PA USD 15495103.980000000000 0.0577985711 Long ABS-O CORP US N 2 2029-03-15 Fixed 5.200000000000 N N N N N N JNPPK 2023-1A 213800ACSV8GAJ4CCO70 48206KAQ9 11958000.000000000000 PA USD 11975805.460000000000 0.0446711712 Long ABS-O CORP JE Y 2 2036-07-20 Variable 5.5754900000000000 N N N N N N KKR FINANCIAL CLO LTD KKR_21 5493008X0MRR4A6VYF15 48252KAA7 489724.280000000000 PA USD 489945.640000000000 0.0018275552 Long ABS-O CORP KY Y 2 2031-04-15 Variable 5.5791600000000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_22-1 N/A 501687AA5 540366.710000000000 PA USD 540563.400000000000 0.0020163654 Long ABS-O CORP US Y 2 2027-06-15 Fixed 5.210000000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K515 N/A 3137HBPD0 22724000.000000000000 PA USD 23624302.160000000000 0.0881214420 Long ABS-CBDO USGA US N 2 2029-01-25 Fixed 5.400000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSNN8 29166392.560000000000 PA USD 29884964.970000000000 0.1114744550 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_22-1 N/A 501687AB3 1759000.000000000000 PA USD 1764303.390000000000 0.0065810604 Long ABS-O CORP US Y 2 2027-09-15 Fixed 5.870000000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_23-1A N/A 505710AD5 656000.000000000000 PA USD 660775.680000000000 0.0024647715 Long ABS-O CORP US Y 2 2027-12-15 Fixed 6.180000000000 N N N N N N LAD AUTO RECEIVABLES TRUST 2023-2 N/A 505713AC1 1324479.250000000000 PA USD 1326692.450000000000 0.0049487198 Long ABS-O CORP US Y 2 2028-02-15 Fixed 5.420000000000 N N N N N N LAD AUTO RECEIVABLES TRUST 2023-2 N/A 505713AE7 3336000.000000000000 PA USD 3367241.640000000000 0.0125602097 Long ABS-O CORP US Y 2 2028-09-15 Fixed 5.580000000000 N N N N N N LAD AUTO RECEIVABLES TRUST 2023-2 N/A 505713AF4 283000.000000000000 PA USD 289310.330000000000 0.0010791618 Long ABS-O CORP US Y 2 2031-02-15 Fixed 6.300000000000 N N N N N N LAD AUTO RECEIVABLES TRUST 2023-2 N/A 505713AD9 1508000.000000000000 PA USD 1515208.240000000000 0.0056519060 Long ABS-O CORP US Y 2 2028-04-15 Fixed 5.450000000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_23-3 N/A 50168BAG3 5730000.000000000000 PA USD 5768918.160000000000 0.0215187473 Long ABS-O CORP US Y 2 2028-03-15 Fixed 5.950000000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_23-3 N/A 50168BAC2 3343130.290000000000 PA USD 3348275.370000000000 0.0124894633 Long ABS-O CORP US Y 2 2027-09-15 Fixed 6.120000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133C8AT2 10501586.060000000000 PA USD 10766173.520000000000 0.0401591010 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMZ58 28963457.270000000000 PA USD 29872938.790000000000 0.1114295959 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_23-4 N/A 50571AAC5 1536777.070000000000 PA USD 1542304.860000000000 0.0057529796 Long ABS-O CORP US Y 2 2027-12-15 Fixed 6.100000000000 N N N N N N LADAR 2024-1A N/A 501689AE3 3507000.000000000000 PA USD 3563287.350000000000 0.0132914834 Long ABS-O CORP US Y 2 2029-02-15 Fixed 5.330000000000 N N N N N N LADAR 2024-1A N/A 501689AC7 3208040.950000000000 PA USD 3215897.440000000000 0.0119956779 Long ABS-O CORP US Y 2 2028-01-18 Fixed 5.230000000000 N N N N N N LADAR 2024-1A N/A 501689AG8 832000.000000000000 PA USD 861861.310000000000 0.0032148447 Long ABS-O CORP US Y 2 2031-06-16 Fixed 6.150000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132E0G22 16799374.090000000000 PA USD 17325177.700000000000 0.0646249625 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSGL0 56715879.930000000000 PA USD 58496928.710000000000 0.2182004648 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.000000000000 N N N N N N LADAR 2024-1A N/A 501689AD5 5073000.000000000000 PA USD 5109819.830000000000 0.0190602325 Long ABS-O CORP US Y 2 2028-09-15 Fixed 5.170000000000 N N N N N N LADAR 2024-1A N/A 501689AF0 1350000.000000000000 PA USD 1382985.900000000000 0.0051587010 Long ABS-O CORP US Y 2 2029-06-15 Fixed 5.640000000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_24-2 N/A 505920AC2 4686930.170000000000 PA USD 4719494.960000000000 0.0176042746 Long ABS-O CORP US Y 2 2028-08-15 Fixed 5.610000000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_24-2 N/A 505920AD0 3761000.000000000000 PA USD 3828107.520000000000 0.0142792939 Long ABS-O CORP US Y 2 2029-07-16 Fixed 5.460000000000 N N N N N N LAD AUTO RECEIVABLES TRUST LADAR_24-2 N/A 505920AG3 259000.000000000000 PA USD 271596.980000000000 0.0010130889 Long ABS-O CORP US Y 2 2031-10-15 Fixed 6.370000000000 N N N N N N LADAR 2024-3A N/A 505709AB1 3501737.970000000000 PA USD 3503226.210000000000 0.0130674482 Long ABS-O CORP US Y 2 2027-11-15 Fixed 4.640000000000 N N N N N N LADAR 2024-3A N/A 505709AF2 197000.000000000000 PA USD 199416.210000000000 0.0007438461 Long ABS-O CORP US Y 2 2030-03-15 Fixed 4.930000000000 N N N N N N LADAR 2024-3A N/A 505709AG0 179000.000000000000 PA USD 181725.100000000000 0.0006778561 Long ABS-O CORP US Y 2 2032-02-17 Fixed 5.180000000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAB6 15865000.000000000000 PA USD 16336920.290000000000 0.0609386455 Long DBT CORP US N 2 2029-03-01 Fixed 5.150000000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAC2 17250000.000000000000 PA USD 17778471.000000000000 0.0663158002 Long DBT CORP CA N 2 2031-02-04 Variable 5.1530000000000000 N N N N N N LADAR 2024-3A N/A 505709AE5 548000.000000000000 PA USD 553238.880000000000 0.0020636465 Long ABS-O CORP US Y 2 2030-01-15 Fixed 4.740000000000 N N N N N N LADAR 2024-3A N/A 505709AD7 3385000.000000000000 PA USD 3416135.230000000000 0.0127425886 Long ABS-O CORP US Y 2 2029-12-17 Fixed 4.600000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSQ62 101849407.240000000000 PA USD 100675796.520000000000 0.3755326319 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSNX6 13213187.880000000000 PA USD 13628108.410000000000 0.0508344567 Long ABS-MBS USGA US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N LADAR 2024-3A N/A 505709AC9 1891000.000000000000 PA USD 1897361.320000000000 0.0070773822 Long ABS-O CORP US Y 2 2029-03-15 Fixed 4.520000000000 N N N N N N LBZZ 2025-1X N/A 525938AC0 5144216.530000000000 PA USD 5172473.710000000000 0.0192939389 Long ABS-O CORP US Y 2 2030-10-15 Fixed 5.100000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTEP0 3619953.240000000000 PA USD 3729181.710000000000 0.0139102890 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSHF2 5477392.780000000000 PA USD 5651069.950000000000 0.0210791595 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.000000000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAA6 10000000.000000000000 PA USD 10186020.000000000000 0.0379950597 Long DBT CORP CA N 2 2029-01-24 Variable 4.9650000000000000 N N N N N N RIO TINTO FINANCE (USA) PLC 2138006TSNBEUA761G16 76720AAT3 16000000.000000000000 PA USD 16410544.000000000000 0.0612132706 Long DBT CORP GB N 2 2032-03-14 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMDX1 2622612.460000000000 PA USD 2705765.010000000000 0.0100928236 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNT79 37153770.480000000000 PA USD 38563050.150000000000 0.1438447394 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.500000000000 N N N N N N LADAR 2025-2A N/A 505912AH8 1642000.000000000000 PA USD 1653280.540000000000 0.0061669320 Long ABS-O CORP US Y 2 2032-12-15 Fixed 5.010000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL_21-E N/A 63942EAA6 3893572.890000000000 PA USD 3512275.300000000000 0.0131012024 Long ABS-O CORP US Y 2 2069-12-16 Fixed 0.970000000000 N N N N N N NELNET STUDENT LOAN TRUST NSLT_21-C N/A 64035GAB5 14901711.350000000000 PA USD 13951488.820000000000 0.0520407039 Long ABS-O CORP US Y 2 2062-04-20 Fixed 1.320000000000 N N N N N N NELNET STUDENT LOAN TRUST NSLT_21-C N/A 64035GAA7 11296425.150000000000 PA USD 11273233.590000000000 0.0420504950 Long ABS-O CORP US Y 2 2062-04-20 Variable 5.1949000000000000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WDN8 13000000.000000000000 PA USD 12990068.000000000000 0.0484544905 Long DBT CORP US N 2 2025-09-10 Fixed 1.000000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 4575000.000000000000 PA USD 4409627.480000000000 0.0164484322 Long DBT CORP US N 2 2029-11-21 Fixed 3.200000000000 N N N N N N ALLSTATE CORP/THE OBT0W1ED8G0NWVOLOJ77 020002BH3 6899000.000000000000 PA USD 6826036.180000000000 0.0254619225 Long DBT CORP US N 2 2025-12-15 Fixed 0.750000000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 2250000.000000000000 PA USD 1960083.000000000000 0.0073113415 Long DBT CORP US N 2 2032-02-04 Fixed 2.450000000000 N N N N N N RIO TINTO FINANCE (USA) PLC 2138006TSNBEUA761G16 76720AAS5 10250000.000000000000 PA USD 10513671.000000000000 0.0392172367 Long DBT CORP GB N 2 2030-03-14 Fixed 4.875000000000 N N N N N N RIO TINTO FINANCE (USA) PLC 2138006TSNBEUA761G16 76720AAU0 1710000.000000000000 PA USD 1743249.240000000000 0.0065025259 Long DBT CORP GB N 2 2035-03-14 Fixed 5.250000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RML3 2567000.000000000000 PA USD 2529901.720000000000 0.0094368327 Long DBT CORP US N 2 2026-03-25 Fixed 1.700000000000 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WDZ1 7500000.000000000000 PA USD 7284322.500000000000 0.0271713847 Long DBT CORP US N 2 2026-09-09 Fixed 1.300000000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAH1 16750000.000000000000 PA USD 17173289.250000000000 0.0640584007 Long DBT CORP CA N 2 2031-05-02 Variable 4.9710000000000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAM0 2500000.000000000000 PA USD 2526365.000000000000 0.0094236403 Long DBT CORP CA N 2 2031-08-06 Variable 4.6960000000000000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776696AK2 8000000.000000000000 PA USD 8032040.000000000000 0.0299604595 Long DBT CORP US N 2 2028-09-15 Fixed 4.250000000000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776696AL0 25000000.000000000000 PA USD 25062775.000000000000 0.0934871159 Long DBT CORP US N 2 2030-09-15 Fixed 4.450000000000 N N N N N N ROPER TECHNOLOGIES INC 549300LJXD867XMVE759 776696AM8 6634000.000000000000 PA USD 6620446.740000000000 0.0246950496 Long DBT CORP US N 2 2035-09-15 Fixed 5.100000000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECM1 2500000.000000000000 PA USD 2167700.000000000000 0.0080857775 Long DBT CORP US N 2 2031-09-01 Fixed 1.900000000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECN9 425000.000000000000 PA USD 372620.450000000000 0.0013899184 Long DBT CORP US N 2 2032-03-15 Fixed 2.375000000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016FZT4 6665000.000000000000 PA USD 6676437.140000000000 0.0249039004 Long DBT CORP CA N 2 2026-01-12 Fixed 4.875000000000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAK9 7250000.000000000000 PA USD 7326647.000000000000 0.0273292601 Long DBT CORP GB Y 2 2035-07-01 Fixed 5.625000000000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAC0 1325000.000000000000 PA USD 1265206.730000000000 0.0047193708 Long DBT CORP US N 2 2027-07-15 Fixed 1.350000000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBV8 2500000.000000000000 PA USD 2925372.500000000000 0.0109119855 Long DBT CORP IT Y 2 2033-11-21 Variable 8.2480000000000000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAG8 1192000.000000000000 PA USD 1066625.440000000000 0.0039786391 Long DBT CORP US N 2 2030-10-01 Fixed 2.250000000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECQ2 4046000.000000000000 PA USD 4056115.000000000000 0.0151297888 Long DBT CORP US N 2 2026-02-27 Fixed 5.000000000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECT6 10000000.000000000000 PA USD 10169020.000000000000 0.0379316477 Long DBT CORP US N 2 2026-11-08 Fixed 5.750000000000 N N N N N N LYB INTERNATIONAL FINANCE III LLC 984500A51LA0B8EB4053 50249AAF0 1227000.000000000000 PA USD 1223547.220000000000 0.0045639759 Long DBT CORP US N 2 2025-10-01 Fixed 1.250000000000 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AN9 4000000.000000000000 PA USD 3502772.000000000000 0.0130657540 Long DBT CORP US N 2 2031-01-15 Fixed 1.800000000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECW9 2000000.000000000000 PA USD 2172072.000000000000 0.0081020855 Long DBT CORP US N 2 2034-03-15 Fixed 6.100000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400JE4 1337000.000000000000 PA USD 1383686.700000000000 0.0051613151 Long DBT CORP US N 2 2031-06-01 Fixed 5.450000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400JF1 10000000.000000000000 PA USD 10009630.000000000000 0.0373371041 Long DBT CORP US N 2 2026-09-06 Fixed 4.400000000000 N N N N N N SHELL FINANCE US INC N/A 822905AB1 3000000.000000000000 PA USD 2840040.000000000000 0.0105936852 Long DBT CORP US N 2 2030-04-06 Fixed 2.750000000000 N N N N N N SHELL FINANCE US INC N/A 822905AC9 1650000.000000000000 PA USD 1568117.100000000000 0.0058492623 Long DBT CORP US N 2 2035-05-11 Fixed 4.125000000000 N N N N N N COMM MORTGAGE TRUST COMM_17-COR2 N/A 12595EAC9 850980.390000000000 PA USD 832935.350000000000 0.0031069474 Long ABS-CBDO CORP US N 2 2050-09-10 Fixed 3.239000000000 N N N N N N CGCMT 2017-C4 N/A 17326FAD9 2500000.000000000000 PA USD 2457457.500000000000 0.0091666072 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.471000000000 N N N N N N CD 2017-CD6 N/A 125039AF4 9983000.000000000000 PA USD 9784607.840000000000 0.0364977449 Long ABS-MBS CORP US N 2 2050-11-13 Fixed 3.456000000000 N N N N N N CSAIL 2017-CX10 N/A 12595JAJ3 1000000.000000000000 PA USD 967878.000000000000 0.0036102994 Long ABS-CBDO CORP US N 2 2050-11-15 Variable 3.4578000000000000 N N N N N N CSAIL 2017-CX10 N/A 12595JAG9 248000.000000000000 PA USD 241949.050000000000 0.0009024986 Long ABS-CBDO CORP US N 2 2050-11-15 Fixed 3.190800000000 N N N N N N CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF1 N/A 12529MAJ7 1255000.000000000000 PA USD 1193538.890000000000 0.0044520413 Long ABS-CBDO CORP US N 2 2052-05-15 Fixed 4.027300000000 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C17 N/A 12597BAU3 3000000.000000000000 PA USD 2819493.000000000000 0.0105170425 Long ABS-CBDO CORP US N 2 2052-09-15 Fixed 3.016100000000 N N N N N N COMM MORTGAGE TRUST COMM_19-G44 N/A 12655TBP3 510000.000000000000 PA USD 474917.610000000000 0.0017714989 Long ABS-CBDO CORP US N 2 2057-08-15 Fixed 3.263000000000 N N N N N N CREDIT SUISSE MORTGAGE TRUST CSMC_17-RPL3 N/A 12651YAA0 944391.640000000000 PA USD 904051.950000000000 0.0033722207 Long ABS-CBDO CORP US Y 2 2057-08-01 Variable 4.0000000000000000 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-RPL1 N/A 12596MAB2 870836.970000000000 PA USD 856496.030000000000 0.0031948315 Long ABS-CBDO CORP US Y 2 2058-07-25 Variable 3.6500000000000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1 N/A 17328JAA5 1179668.540000000000 PA USD 1109252.950000000000 0.0041376447 Long ABS-CBDO CORP US Y 2 2060-05-25 Variable 1.8040000000000000 N N N N N N CPS 2025-B N/A 12630SAA9 9721702.930000000000 PA USD 9745394.720000000000 0.0363514753 Long ABS-O CORP US Y 2 2029-02-15 Fixed 4.740000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 5601000.000000000000 PA USD 4716243.640000000000 0.0175921468 Long DBT CORP US N 2 2033-12-01 Fixed 2.550000000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBR0 3385000.000000000000 PA USD 3288564.740000000000 0.0122667355 Long DBT CORP US N 2 2026-09-15 Fixed 1.450000000000 N N N N N N CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3 N/A 12661GAA7 1495037.950000000000 PA USD 1333540.960000000000 0.0049742656 Long ABS-CBDO CORP US Y 2 2060-01-25 Variable 2.0000000000000000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_18-RP1 N/A 17326QAB9 10000000.000000000000 PA USD 9560540.000000000000 0.0356619453 Long ABS-CBDO CORP US Y 2 2064-09-25 Variable 3.0000000000000000 N N N N N N CLIF 2024-1A 2549008S2Z91ASJFZL83 12571WAC7 900083.330000000000 PA USD 905233.610000000000 0.0033766285 Long ABS-O CORP US Y 2 2049-07-20 Fixed 6.000000000000 N N N N N N CLI FUNDING LLC CLIF_20-1 549300NQLBWJD5AREU05 12563LAN7 5675760.890000000000 PA USD 5316031.160000000000 0.0198294252 Long ABS-O CORP US Y 2 2045-09-18 Fixed 2.080000000000 N N N N N N COLT MORTGAGE LOAN TRUST COLT_21-5 N/A 12598RAA1 1223728.560000000000 PA USD 1108698.080000000000 0.0041355750 Long ABS-CBDO CORP US Y 2 2066-11-26 Variable 1.7260000000000000 N N N N N N CIM TRUST CIM_22-R2 N/A 12567NAA7 32884041.050000000000 PA USD 31478610.020000000000 0.1174189396 Long ABS-CBDO CORP US Y 2 2061-12-25 Variable 3.7500000000000000 N N N N N N CLI FUNDING LLC CLIF_20-2 N/A 12563LAQ0 2434587.410000000000 PA USD 2283085.470000000000 0.0085161789 Long ABS-O CORP US Y 2 2045-09-15 Fixed 2.030000000000 N N N N N N CLI FUNDING LLC CLIF_20-3 N/A 12563LAS6 1456933.220000000000 PA USD 1367527.060000000000 0.0051010377 Long ABS-O CORP US Y 2 2045-10-18 Fixed 2.070000000000 N N N N N N CIM TRUST CIM_18-R3 N/A 12553WAA3 428601.720000000000 PA USD 427567.080000000000 0.0015948758 Long ABS-CBDO CORP US Y 2 2057-12-25 Variable 5.0000000000000000 N N N N N N CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH3 N/A 12664AAD1 7797476.060000000000 PA USD 7786255.490000000000 0.0290436542 Long ABS-CBDO CORP US Y 2 2067-08-25 Variable 4.9910000000000000 N N N N N N CAS 2023-R01 N/A 207932AA2 8121825.440000000000 PA USD 8308570.570000000000 0.0309919512 Long ABS-CBDO CORP US Y 2 2042-12-25 Variable 6.7483900000000000 N N N N N N CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12 N/A 12530QAA4 295548.370000000000 PA USD 295417.440000000000 0.0011019420 Long ABS-CBDO CORP US Y 2 2033-04-25 Variable 4.2500000000000000 N N N N N N COLT MORTGAGE LOAN TRUST COLT_23-1 N/A 19688NAA6 8624371.120000000000 PA USD 8665897.470000000000 0.0323248228 Long ABS-CBDO CORP US Y 2 2068-04-25 Variable 6.0480000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WRMC1 55722.110000000000 PA USD 52452.110000000000 0.0001956526 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132Y0KM1 641965.560000000000 PA USD 612260.530000000000 0.0022838042 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132J9S25 407815.090000000000 PA USD 384273.960000000000 0.0014333873 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.500000000000 N N N N N N DT AUTO OWNER TRUST DTAOT_22-2 N/A 23345AAE3 286008.800000000000 PA USD 286025.670000000000 0.0010669096 Long ABS-O CORP US Y 2 2028-03-15 Fixed 4.720000000000 N N N N N N DT AUTO OWNER TRUST DTAOT_23-1 N/A 23346KAE0 5884829.450000000000 PA USD 5903013.570000000000 0.0220189390 Long ABS-O CORP US Y 2 2028-10-16 Fixed 5.550000000000 N N N N N N DRYDEN SENIOR LOAN FUND DRSLF_15-37A 254900I0IPNA482LDS44 26249MAN7 1157386.570000000000 PA USD 1158856.450000000000 0.0043226717 Long ABS-O CORP KY Y 2 2031-01-15 Variable 5.6791600000000000 N N N N N N DRIVE 2024-1 N/A 26208WAD6 9283000.000000000000 PA USD 9338660.870000000000 0.0348343099 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.310000000000 N N N N N N DRIVE 2024-1 N/A 26208WAE4 7615000.000000000000 PA USD 7726849.120000000000 0.0288220614 Long ABS-O CORP US N 2 2031-11-17 Fixed 5.430000000000 N N N N N N DRIVE 2024-1 N/A 26208WAC8 2530262.170000000000 PA USD 2532458.440000000000 0.0094463696 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.350000000000 N N N N N N DEFT 2024-1 N/A 24702GAE5 12000000.000000000000 PA USD 12108720.000000000000 0.0451669582 Long ABS-O CORP US Y 2 2030-03-22 Fixed 5.390000000000 N N N N N N DAIMLER TRUCKS RETAIL TRUST DTRT_24-1 N/A 233874AB2 523191.630000000000 PA USD 523436.480000000000 0.0019524800 Long ABS-O CORP US N 2 2026-04-15 Fixed 5.600000000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AU9 2583000.000000000000 PA USD 2414337.850000000000 0.0090057658 Long DBT CORP US N 2 2028-10-01 Fixed 1.700000000000 N N N N N N AMERICAN TRANSMISSION SYSTEMS INC N/A 030288AC8 5125000.000000000000 PA USD 4558462.000000000000 0.0170036026 Long DBT CORP US Y 2 2032-01-15 Fixed 2.650000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GREW0 80402.180000000000 PA USD 74516.580000000000 0.0002779557 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 3.500000000000 N N N N N N DAIMLER TRUCKS RETAIL TRUST DTRT_24-1 N/A 233874AC0 3561000.000000000000 PA USD 3593020.510000000000 0.0134023916 Long ABS-O CORP US N 2 2027-12-15 Fixed 5.490000000000 N N N N N N DLLAD 2024-1A N/A 23346MAC0 1963000.000000000000 PA USD 2011784.480000000000 0.0075041941 Long ABS-O CORP US Y 2 2029-07-20 Fixed 5.300000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DD9 16261000.000000000000 PA USD 15654806.180000000000 0.0583942792 Long DBT CORP US N 2 2029-02-22 Fixed 3.000000000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 03740LAD4 10000000.000000000000 PA USD 9801520.000000000000 0.0365608292 Long DBT CORP US N 2 2027-05-28 Fixed 2.850000000000 N N N N N N DLLAD 2024-1A N/A 23346MAB2 2417341.350000000000 PA USD 2430184.680000000000 0.0090648764 Long ABS-O CORP US Y 2 2027-08-20 Fixed 5.500000000000 N N N N N N DRIVE 2024-2 N/A 26207AAD5 16952000.000000000000 PA USD 16972155.930000000000 0.0633081496 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.500000000000 N N N N N N DRIVE 2024-2 N/A 26207AAC7 4875554.130000000000 PA USD 4879337.560000000000 0.0182005064 Long ABS-O CORP US N 2 2027-12-15 Fixed 4.940000000000 N N N N N N DRIVE 2024-2 N/A 26207AAF0 4359000.000000000000 PA USD 4381915.260000000000 0.0163450623 Long ABS-O CORP US N 2 2032-05-17 Fixed 4.670000000000 N N N N N N DRIVE 2024-2 N/A 26207AAE3 4455000.000000000000 PA USD 4465758.830000000000 0.0166578088 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.520000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 17883000.000000000000 PA USD 18285939.760000000000 0.0682087187 Long DBT CORP US N 2 2029-04-20 Variable 5.1640000000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFJ9 2500000.000000000000 PA USD 2776300.000000000000 0.0103559275 Long DBT CORP US N 2 2034-11-01 Variable 6.6270000000000000 N N N N N N MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) 254900EGTWEU67VP6075 91087BAZ3 10000000.000000000000 PA USD 10021000.000000000000 0.0373795156 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.000000000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WFK4 740000.000000000000 PA USD 751029.700000000000 0.0028014296 Long DBT CORP US Y 2 2029-12-05 Fixed 4.600000000000 N N N N N N NORTHERN STATES POWER COMPANY (MINNESOTA) 3S1GHB0TEH85KX44SB51 665772CZ0 6225000.000000000000 PA USD 6296151.750000000000 0.0234853909 Long DBT CORP US N 2 2035-05-15 Fixed 5.050000000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CV8 6918000.000000000000 PA USD 6999784.600000000000 0.0261100247 Long DBT CORP US N 2 2035-05-01 Fixed 5.100000000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAU6 16187000.000000000000 PA USD 16589198.390000000000 0.0618796726 Long DBT CORP US N 2 2031-05-20 Variable 5.0710000000000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807CN0 2200000.000000000000 PA USD 2238814.600000000000 0.0083510433 Long DBT CORP US N 2 2030-07-15 Fixed 4.650000000000 N N N N N N NORTHWESTERN MUTUAL GLOBAL FUNDING 635400LZXFVELZDVP257 66815L2A6 15314000.000000000000 PA USD 15115867.470000000000 0.0563839740 Long DBT CORP US Y 2 2026-01-14 Fixed 0.800000000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WDW0 10870000.000000000000 PA USD 10727396.470000000000 0.0400144580 Long DBT CORP US Y 2 2026-01-15 Fixed 0.850000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST BX_22-AHP N/A 05610FAA5 18217000.000000000000 PA USD 18217437.210000000000 0.0679531961 Long ABS-CBDO CORP US Y 2 2039-02-15 Variable 5.3531000000000000 N N N N N N ALABAMA POWER 0RL818ELFOHP5JHOFU19 010392FY9 5000000.000000000000 PA USD 4986285.000000000000 0.0185994330 Long DBT CORP US N 2 2027-09-01 Fixed 3.750000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DH0 10000000.000000000000 PA USD 9955740.000000000000 0.0371360881 Long DBT CORP US N 2 2029-08-18 Fixed 4.050000000000 N N N N N N BINOM SECURITIZATION TRUST BINOM_22-RPL1 N/A 05552CAA2 12448644.980000000000 PA USD 11715867.940000000000 0.0437015735 Long ABS-CBDO CORP US Y 2 2061-02-25 Variable 3.0000000000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM1 N/A 10569FAA6 1833164.750000000000 PA USD 1809559.090000000000 0.0067498695 Long ABS-CBDO CORP US Y 2 2061-09-25 Variable 3.6260000000000000 N N N N N N BX TRUST BX_22-IND N/A 05609WAA1 7907669.670000000000 PA USD 7917293.300000000000 0.0295324407 Long ABS-CBDO CORP US Y 2 2037-04-15 Variable 5.8541000000000000 N N N N N N BENCHMARK MORTGAGE TRUST BMARK_22-B34 N/A 08161YBG7 2318658.000000000000 PA USD 2160615.950000000000 0.0080593531 Long ABS-CBDO CORP US N 2 2055-04-15 Variable 3.7860000000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2022-CSMO N/A 05610MAA0 27203000.000000000000 PA USD 27393121.770000000000 0.1021795851 Long ABS-CBDO CORP US Y 2 2027-06-15 Variable 6.4779000000000000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C16 N/A 05552YAE6 560000.000000000000 PA USD 555562.560000000000 0.0020723141 Long ABS-CBDO CORP US N 2 2055-06-15 Variable 4.6000000000000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAC8 15000000.000000000000 PA USD 15046335.000000000000 0.0561246097 Long DBT CORP IE Y 2 2026-10-14 Variable 7.5830000000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 11195000.000000000000 PA USD 11457970.550000000000 0.0427395857 Long DBT CORP US N 2 2028-03-02 Fixed 5.150000000000 N N N N N N BMO 2022-C2 N/A 05602NAE0 1830000.000000000000 PA USD 1856207.430000000000 0.0069238733 Long ABS-CBDO CORP US N 2 2054-07-15 Variable 4.9740000000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM2 N/A 10568KAA6 800429.900000000000 PA USD 802155.630000000000 0.0029921354 Long ABS-CBDO CORP US Y 2 2061-11-25 Variable 4.2720000000000000 N N N N N N BANK BANK_22-BNK43 N/A 06541QAZ8 1490000.000000000000 PA USD 1460349.000000000000 0.0054472745 Long ABS-CBDO CORP US N 2 2055-08-15 Fixed 4.399000000000 N N N N N N BENCHMARK 2024-V9 MORTGAGE TRUST N/A 081919AN2 15675800.000000000000 PA USD 16339795.540000000000 0.0609493705 Long ABS-CBDO CORP US N 2 2057-08-15 Fixed 5.601900000000 N N N N N N BANK5 2024-5YR9 N/A 06644VBG4 12415000.000000000000 PA USD 12967653.730000000000 0.0483708826 Long ABS-CBDO CORP US N 2 2057-08-15 Fixed 5.613600000000 N N N N N N BANK5 2024-5YR8 N/A 065923AY0 2360000.000000000000 PA USD 2485216.880000000000 0.0092701530 Long ABS-CBDO CORP US N 2 2057-08-15 Fixed 5.884000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 5891000.000000000000 PA USD 6103947.870000000000 0.0227684477 Long DBT CORP US N 2 2030-03-02 Fixed 5.250000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 9000000.000000000000 PA USD 9242325.000000000000 0.0344749657 Long DBT CORP US N 2 2033-03-02 Fixed 5.250000000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 03740LAG7 600000.000000000000 PA USD 622143.000000000000 0.0023206670 Long DBT CORP US N 2 2033-02-28 Fixed 5.350000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMT6 6070000.000000000000 PA USD 6259602.520000000000 0.0233490580 Long DBT CORP US N 2 2034-02-15 Fixed 5.400000000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EF1 1100000.000000000000 PA USD 1130130.100000000000 0.0042155190 Long DBT CORP US N 2 2029-02-22 Fixed 4.900000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBY0 2150000.000000000000 PA USD 2275130.000000000000 0.0084865041 Long DBT CORP US N 2 2031-02-20 Fixed 5.834000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBZ7 631000.000000000000 PA USD 670062.690000000000 0.0024994131 Long DBT CORP US N 2 2034-02-20 Fixed 6.000000000000 N N N N N N BANK OF NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBV8 12491000.000000000000 PA USD 12840535.650000000000 0.0478967171 Long DBT CORP US N 2 2030-03-14 Variable 4.9750000000000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 750000.000000000000 PA USD 773781.750000000000 0.0028862975 Long DBT CORP GB Y 2 2029-03-26 Fixed 5.125000000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAK3 8631000.000000000000 PA USD 8996358.860000000000 0.0335574829 Long DBT CORP GB Y 2 2031-03-26 Fixed 5.250000000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 3000000.000000000000 PA USD 3079413.000000000000 0.0114865748 Long DBT CORP GB Y 2 2034-03-26 Fixed 5.300000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBY6 3326000.000000000000 PA USD 3440041.890000000000 0.0128317632 Long DBT CORP US N 2 2031-11-15 Fixed 5.150000000000 N N N N N N BANK OF NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RBZ9 1600000.000000000000 PA USD 1648748.800000000000 0.0061500281 Long DBT CORP US N 2 2032-07-22 Variable 5.0600000000000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBJ2 3396000.000000000000 PA USD 3444325.080000000000 0.0128477400 Long DBT CORP US N 2 2035-01-15 Fixed 5.750000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCD1 460000.000000000000 PA USD 455120.320000000000 0.0016976526 Long DBT CORP US N 2 2034-10-15 Fixed 4.800000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCB5 4350000.000000000000 PA USD 4363493.700000000000 0.0162763477 Long DBT CORP US N 2 2030-02-15 Fixed 4.350000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCC3 1978000.000000000000 PA USD 1969933.720000000000 0.0073480858 Long DBT CORP US N 2 2032-02-15 Fixed 4.550000000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2Z6 5000000.000000000000 PA USD 5124490.000000000000 0.0191149540 Long DBT CORP FR Y 2 2030-11-19 Variable 5.2830000000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DS1 1400000.000000000000 PA USD 1534080.800000000000 0.0057223029 Long DBT CORP US N 2 2034-05-01 Fixed 6.528000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DP7 738000.000000000000 PA USD 759751.070000000000 0.0028339614 Long DBT CORP US N 2 2027-05-01 Fixed 6.259000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DR3 11349000.000000000000 PA USD 12332322.760000000000 0.0460010229 Long DBT CORP US N 2 2031-05-01 Fixed 6.388000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DQ5 2852000.000000000000 PA USD 3029870.680000000000 0.0113017761 Long DBT CORP US N 2 2029-05-01 Fixed 6.298000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FUWC8 174587.420000000000 PA USD 161974.530000000000 0.0006041842 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4S98 3478387.440000000000 PA USD 3217490.990000000000 0.0120016221 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BU5D5 1102513.730000000000 PA USD 1113469.410000000000 0.0041533726 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BVJ48 634956.570000000000 PA USD 641102.950000000000 0.0023913899 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NJYB4 2238099.190000000000 PA USD 2258121.230000000000 0.0084230593 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 2000000.000000000000 PA USD 2105534.000000000000 0.0078538909 Long DBT CORP FR Y 2 2036-01-14 Variable 6.2930000000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 29147000.000000000000 PA USD 30384902.240000000000 0.1133392802 Long DBT CORP FR Y 2 2031-01-14 Variable 5.8760000000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GML0 9730000.000000000000 PA USD 10044862.800000000000 0.0374685266 Long DBT CORP US N 2 2031-01-24 Variable 5.1620000000000000 N N N N N N BANK OF NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 06406RCB1 7600000.000000000000 PA USD 7811477.600000000000 0.0291377356 Long DBT CORP US N 2 2031-02-11 Variable 4.9420000000000000 N N N N N N BHP BILLITON FINANCE (USA) LTD 5493003NUVITP3TMY274 055451BL1 3000000.000000000000 PA USD 3084111.000000000000 0.0115040989 Long DBT CORP AU N 2 2035-02-21 Fixed 5.300000000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAM6 877000.000000000000 PA USD 887008.320000000000 0.0033086460 Long DBT CORP ES Y 2 2036-07-03 Variable 5.5810000000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADA2 6226000.000000000000 PA USD 6275390.860000000000 0.0234079503 Long DBT CORP US Y 2 2026-06-24 Fixed 5.450000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADC8 2733000.000000000000 PA USD 2807422.320000000000 0.0104720174 Long DBT CORP US Y 2 2029-06-24 Fixed 5.300000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADH7 13000000.000000000000 PA USD 13078312.000000000000 0.0487836510 Long DBT CORP US Y 2 2031-09-26 Fixed 4.750000000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBV0 10000000.000000000000 PA USD 10290800.000000000000 0.0383859015 Long DBT CORP US N 2 2029-02-15 Fixed 4.875000000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAL8 11698000.000000000000 PA USD 11838785.430000000000 0.0441600703 Long DBT CORP ES Y 2 2031-07-03 Variable 4.8850000000000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAK0 2250000.000000000000 PA USD 2266922.250000000000 0.0084558882 Long DBT CORP ES Y 2 2029-07-03 Variable 4.6340000000000000 N N N N N N WELLS FARGO & CO PBLD0EJDB5FWOLXP3B76 95000U3G6 10050000.000000000000 PA USD 10655010.000000000000 0.0397444479 Long DBT CORP US N 2 2029-10-23 Variable 6.3030000000000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBB5 6638000.000000000000 PA USD 6793999.640000000000 0.0253424224 Long DBT CORP US N 2 2034-03-15 Fixed 5.500000000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 2150000.000000000000 PA USD 2109754.150000000000 0.0078696326 Long DBT CORP GB N 2 2027-05-11 Variable 1.6270000000000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BU2 4445000.000000000000 PA USD 4445684.530000000000 0.0165829293 Long DBT CORP US N 2 2025-10-15 Fixed 4.950000000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBE9 2135000.000000000000 PA USD 2184220.290000000000 0.0081474001 Long DBT CORP US N 2 2035-04-15 Fixed 5.600000000000 N N N N N N ZIONS BANCORPORATION NA 8WH0EE09O9V05QJZ3V89 98971DAD2 8000000.000000000000 PA USD 8031648.000000000000 0.0299589973 Long DBT CORP US N 2 2028-08-18 Variable 4.7040000000000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BZ1 6968000.000000000000 PA USD 7054542.560000000000 0.0263142784 Long DBT CORP US N 2 2028-05-15 Fixed 4.450000000000 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AP4 5555000.000000000000 PA USD 5645029.890000000000 0.0210566293 Long DBT CORP US N 2 2027-01-15 Fixed 5.400000000000 N N N N N N CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 969500P04DQJS4BPM574 12802D2A3 10000000.000000000000 PA USD 9976520.000000000000 0.0372135999 Long DBT USGA FR Y 2 2025-09-23 Fixed 0.375000000000 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AQ2 6114000.000000000000 PA USD 6318543.870000000000 0.0235689162 Long DBT CORP US N 2 2033-07-31 Fixed 5.400000000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AY5 6785000.000000000000 PA USD 6881543.770000000000 0.0256689724 Long DBT CORP GB N 2 2027-08-07 Variable 5.9850000000000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BE3 25400000.000000000000 PA USD 25907822.200000000000 0.0966392419 Long DBT CORP US N 2 2029-03-15 Fixed 5.050000000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 20000000.000000000000 PA USD 19580320.000000000000 0.0730369101 Long DBT CORP GB N 2 2027-06-14 Variable 1.6420000000000000 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WEZ2 1347000.000000000000 PA USD 1331734.450000000000 0.0049675271 Long DBT CORP US Y 2 2033-01-28 Fixed 4.550000000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CQ9 2773000.000000000000 PA USD 2726837.870000000000 0.0101714279 Long DBT CORP US N 2 2033-03-01 Fixed 4.450000000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807CH3 8697000.000000000000 PA USD 8706862.400000000000 0.0324776269 Long DBT CORP US N 2 2033-03-15 Fixed 4.700000000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KCL2 10325000.000000000000 PA USD 10426783.850000000000 0.0388931373 Long DBT CORP US N 2 2027-09-01 Fixed 4.685000000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CR7 4288000.000000000000 PA USD 4441673.340000000000 0.0165679670 Long DBT CORP US N 2 2030-08-01 Fixed 5.050000000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EL5 1924000.000000000000 PA USD 1915765.280000000000 0.0071460311 Long DBT CORP US N 2 2034-10-01 Fixed 5.550000000000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EK7 4100000.000000000000 PA USD 4126613.100000000000 0.0153927551 Long DBT CORP US N 2 2032-01-01 Fixed 5.375000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCZ6 6050000.000000000000 PA USD 6222273.750000000000 0.0232098172 Long DBT CORP US N 2 2032-02-03 Fixed 5.250000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 700000.000000000000 PA USD 713778.800000000000 0.0026624794 Long DBT CORP US N 2 2035-08-03 Fixed 5.500000000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BH5 5705000.000000000000 PA USD 5773887.880000000000 0.0215372849 Long DBT CORP US N 2 2026-11-01 Fixed 5.550000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGCB3 348838.940000000000 PA USD 278709.060000000000 0.0010396178 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JBPW0 1212628.010000000000 PA USD 1178830.850000000000 0.0043971785 Long ABS-MBS USGA US N 2 2059-11-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWFF5 3288065.520000000000 PA USD 3183577.370000000000 0.0118751202 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M4MG0 997834.000000000000 PA USD 829495.410000000000 0.0030941160 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EKT6 1134125.210000000000 PA USD 1094774.470000000000 0.0040836383 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MAVY7 110617.800000000000 PA USD 92289.320000000000 0.0003442501 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.500000000000 N N N N N N ALLEG 2019-2A 2549008FHFGEJOVBP855 01750HAW2 2500000.000000000000 PA USD 2507450.000000000000 0.0093530852 Long ABS-O CORP US Y 2 2033-01-19 Variable 6.8554900000000000 N N N N N N ACAR 2024-2 N/A 02531BAA7 104587.760000000000 PA USD 104647.060000000000 0.0003903459 Long ABS-O CORP US Y 2 2027-02-12 Fixed 5.900000000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAW4 6351000.000000000000 PA USD 6505151.470000000000 0.0242649846 Long DBT CORP US N 2 2028-03-09 Fixed 4.875000000000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BL6 2798000.000000000000 PA USD 2855219.100000000000 0.0106503050 Long DBT CORP US N 2 2029-04-15 Fixed 4.900000000000 N N N N N N AXIS EQUIPMENT FINANCE RECEIVABLES LLC AXIS_23-1A 5493000K1GV1VHEHGY40 03236YAB1 1863162.400000000000 PA USD 1882045.550000000000 0.0070202526 Long ABS-O CORP US Y 2 2029-12-20 Fixed 6.090000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1 N/A 023947AD6 7946000.000000000000 PA USD 8027160.440000000000 0.0299422581 Long ABS-O CORP US N 2 2029-01-18 Fixed 5.430000000000 N N N N N N APID 2019-32A 549300CXPXW83QGWOL98 03768RAQ9 9242762.350000000000 PA USD 9256321.480000000000 0.0345271742 Long ABS-O CORP KY Y 2 2033-01-20 Variable 5.4254900000000000 N N N N N N ACAR 2025-2 N/A 024938AE2 3517000.000000000000 PA USD 3556604.940000000000 0.0132665572 Long ABS-O CORP US Y 2 2031-03-12 Fixed 5.110000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1 N/A 05377RKL7 1254000.000000000000 PA USD 1272199.300000000000 0.0047454539 Long ABS-O CORP US Y 2 2029-08-20 Fixed 4.800000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_25-2 N/A 05377RKQ6 5839000.000000000000 PA USD 5996361.050000000000 0.0223671361 Long ABS-O CORP US Y 2 2031-08-20 Fixed 5.120000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4FC5 4737596.730000000000 PA USD 4392396.480000000000 0.0163841585 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQWY9 5712327.480000000000 PA USD 5958048.960000000000 0.0222242275 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.500000000000 N N N N N N AASET 2025-2A N/A 00039NAA2 9496532.490000000000 PA USD 9701895.010000000000 0.0361892162 Long ABS-O CORP US Y 2 2050-02-16 Fixed 5.522000000000 N N N N N N AFFIRM MASTER TRUST AFRMT_25-2-A N/A 00833BAG3 2496000.000000000000 PA USD 2511435.260000000000 0.0093679506 Long ABS-O CORP US Y 2 2033-07-15 Fixed 4.670000000000 N N N N N N ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1 N/A 039962AF2 3921000.000000000000 PA USD 3931853.330000000000 0.0146662781 Long ABS-O CORP US Y 2 2029-05-15 Fixed 4.920000000000 N N N N N N ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1 N/A 039962AB1 932000.000000000000 PA USD 939444.820000000000 0.0035042403 Long ABS-O CORP US Y 2 2031-11-17 Fixed 5.110000000000 N N N N N N ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1 N/A 039962AC9 897000.000000000000 PA USD 906244.480000000000 0.0033803991 Long ABS-O CORP US Y 2 2031-12-15 Fixed 5.420000000000 N N N N N N ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1 N/A 039962AD7 502000.000000000000 PA USD 508818.670000000000 0.0018979538 Long ABS-O CORP US Y 2 2032-01-15 Fixed 5.820000000000 N N N N N N MEDTRONIC GLOBAL HOLDINGS SCA 549300JXMTTP8GKYIX14 58507LBB4 6917000.000000000000 PA USD 6970758.920000000000 0.0260017555 Long DBT CORP LU N 2 2028-03-30 Fixed 4.250000000000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-C19 N/A 05553RAC4 3627000.000000000000 PA USD 3787400.450000000000 0.0141274518 Long ABS-CBDO CORP US N 2 2056-04-15 Fixed 5.451000000000 N N N N N N BMO MORTGAGE TRUST BMO_23-C5 N/A 055988AD1 1327501.000000000000 PA USD 1394693.790000000000 0.0052023728 Long ABS-CBDO CORP US N 2 2056-06-15 Fixed 5.765300000000 N N N N N N BBCMS 2018-TALL N/A 05548WAA5 2539000.000000000000 PA USD 2416412.000000000000 0.0090135026 Long ABS-CBDO CORP US Y 2 2037-03-15 Variable 5.2821100000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LTHB3 853596.010000000000 PA USD 709590.950000000000 0.0026468582 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWG98 87601700.350000000000 PA USD 88496989.730000000000 0.3301042417 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N APEXC 2021-2A N/A 03755QAE3 526000.000000000000 PA USD 526394.500000000000 0.0019635138 Long ABS-O CORP US Y 2 2034-10-20 Variable 6.0824600000000000 N N N N N N ARES 2022-65A N/A 04019FAS6 4000000.000000000000 PA USD 4000000.000000000000 0.0149204732 Long ABS-O CORP KY Y 2 2034-07-25 Variable 6.0550000000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2 N/A 05377REA8 692000.000000000000 PA USD 688405.750000000000 0.0025678349 Long ABS-O CORP US Y 2 2027-02-20 Fixed 2.960000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2 N/A 05377RDY7 16719000.000000000000 PA USD 16607066.300000000000 0.0619463221 Long ABS-O CORP US Y 2 2027-02-20 Fixed 2.020000000000 N N N N N N BHG SECURITIZATION TRUST BHG_21-A N/A 08861YAA4 1168705.930000000000 PA USD 1152930.740000000000 0.0043005681 Long ABS-O CORP US Y 2 2033-11-17 Fixed 1.420000000000 N N N N N N BETONY CLO 2 LTD BTNY2_18-1A 5493000QRX4XEMRJZO43 08763QAC6 800000.000000000000 PA USD 800470.400000000000 0.0029858493 Long ABS-O CORP US Y 2 2031-04-30 Variable 6.1715700000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_23-1 N/A 108056AC6 1291413.040000000000 PA USD 1293188.730000000000 0.0048237470 Long ABS-O CORP US N 2 2027-11-15 Fixed 6.510000000000 N N N N N N BLACKROCK BAKER CLO LTD BLKMM_23-1 549300N3N5OOLMSHXG32 09263GAC1 2000000.000000000000 PA USD 2002520.000000000000 0.0074696365 Long ABS-O CORP US Y 2 2035-04-20 Variable 6.8254900000000000 N N N N N N BANK OF AMERICA CREDIT CARD TRUST BACCT_23-A2 N/A 05522RDH8 7806000.000000000000 PA USD 7895636.300000000000 0.0294516575 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.980000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1 N/A 107933AD5 3188000.000000000000 PA USD 3200398.130000000000 0.0119378637 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.430000000000 N N N N N N BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1 N/A 107933AF0 2892000.000000000000 PA USD 2962000.860000000000 0.0110486136 Long ABS-O CORP US N 2 2029-11-15 Fixed 6.030000000000 N N N N N N FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1 N/A 32113CCB4 6751000.000000000000 PA USD 6891589.580000000000 0.0257064445 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.340000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWG80 2665902.180000000000 PA USD 2637520.990000000000 0.0098382653 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ER85 17594987.860000000000 PA USD 17792474.000000000000 0.0663680330 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FORTRESS CREDIT BSL LIMITED FCBSL_22-2A 254900VHYDP7XYPMH337 34964WAS1 3000000.000000000000 PA USD 3008463.000000000000 0.0112219229 Long ABS-O CORP KY Y 2 2033-10-18 Variable 6.9290000000000000 N N N N N N FORTRESS CREDIT BSL LIMITED FCBSL_22-2A 254900VHYDP7XYPMH337 34964WAN2 3938000.000000000000 PA USD 3944631.590000000000 0.0147139425 Long ABS-O CORP KY Y 2 2033-10-18 Variable 5.7290000000000000 N N N N N N GALC 2025-1 549300JFP7GIDD4UWO79 39154GAK2 3945000.000000000000 PA USD 3992750.280000000000 0.0148934309 Long ABS-O CORP US Y 2 2032-01-15 Fixed 4.580000000000 N N N N N N GALC 2025-1 549300JFP7GIDD4UWO79 39154GAH9 6316000.000000000000 PA USD 6333766.910000000000 0.0236256999 Long ABS-O CORP US Y 2 2027-10-15 Fixed 4.520000000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_25-2 N/A 361886EB6 11343000.000000000000 PA USD 11510365.970000000000 0.0429350268 Long ABS-O CORP US Y 2 2030-03-15 Fixed 4.640000000000 N N N N N N PKAIR 2024-2 N/A 69381EAA1 5898763.520000000000 PA USD 5910325.100000000000 0.0220462119 Long ABS-O CORP US Y 2 2039-10-15 Fixed 5.052000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKQB7 35797067.240000000000 PA USD 28638656.110000000000 0.1068255755 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K751 N/A 3137HA4B9 44953000.000000000000 PA USD 45609178.940000000000 0.1701276334 Long ABS-CBDO USGA US N 2 2030-03-25 Fixed 4.412000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ERA0 2989540.650000000000 PA USD 3071884.560000000000 0.0114584928 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ER93 46992752.610000000000 PA USD 48291303.340000000000 0.1801322748 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHA4 6959479.410000000000 PA USD 7140864.320000000000 0.0266362687 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D3R1 83103289.970000000000 PA USD 71455865.260000000000 0.2665388313 Long ABS-MBS USGA US N 2 2041-08-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBRL6 11024976.320000000000 PA USD 9479847.940000000000 0.0353609544 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D9FQ2 7076633.440000000000 PA USD 6084857.420000000000 0.0226972381 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCAW8 7528572.550000000000 PA USD 6473586.150000000000 0.0241472422 Long ABS-MBS USGA US N 2 2041-08-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D9FJ8 3675951.080000000000 PA USD 3160755.510000000000 0.0117899920 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 2.000000000000 N N N N N N VERUS 2025-7 213800OVCAXDOBS94P47 924931AC2 9567000.000000000000 PA USD 9593309.250000000000 0.0357841785 Long ABS-CBDO CORP US Y 2 2070-08-25 Variable 5.1290000000000000 N N N N N N WFCM 2016-C34 549300FWFHJGIW2B2U59 95000DBD2 9455000.000000000000 PA USD 9323830.790000000000 0.0347789919 Long ABS-CBDO CORP US N 2 2049-06-15 Fixed 3.096000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C36 549300BSYX29G4VVM177 95000MBP5 5000000.000000000000 PA USD 4892310.000000000000 0.0182488951 Long ABS-CBDO CORP US N 2 2059-11-15 Fixed 3.065000000000 N N N N N N WFCM 2017-C39 N/A 95000XAF4 1851000.000000000000 PA USD 1807544.070000000000 0.0067423532 Long ABS-CBDO CORP US N 2 2050-09-15 Fixed 3.418000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40 N/A 95000YBB0 2000000.000000000000 PA USD 1938202.000000000000 0.0072297228 Long ABS-CBDO CORP US N 2 2050-10-15 Variable 3.8540000000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-NXS3 549300ZVNWG0TX42H716 94989VAJ8 2250000.000000000000 PA USD 2235066.750000000000 0.0083370634 Long ABS-CBDO CORP US N 2 2057-09-17 Variable 4.5600900000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-NXS3 549300ZVNWG0TX42H716 94989VAZ2 1000000.000000000000 PA USD 977357.000000000000 0.0036456572 Long ABS-CBDO CORP US Y 2 2057-09-15 Fixed 3.153000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46 N/A 95001QAT8 11000000.000000000000 PA USD 10895148.000000000000 0.0406401910 Long ABS-CBDO CORP US N 2 2051-08-15 Fixed 3.888000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C28 549300S7ENI2U7O0XH56 94989JBF2 8550.780000000000 PA USD 8155.550000000000 0.0000304212 Long ABS-CBDO CORP US N 2 2048-05-15 Variable 4.2360700000000000 N N N N N N WFCM 2022-C62 N/A 95003MBS6 1850000.000000000000 PA USD 1772725.500000000000 0.0066124758 Long ABS-CBDO CORP US N 2 2055-04-15 Variable 4.0000000000000000 N N N N N N WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK N/A 929342AA1 19755000.000000000000 PA USD 19844213.580000000000 0.0740212644 Long ABS-CBDO CORP US Y 2 2027-11-15 Variable 7.1521000000000000 N N N N N N WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI N/A 92943AAE4 891000.000000000000 PA USD 907029.980000000000 0.0033833291 Long ABS-CBDO CORP US Y 2 2037-07-05 Variable 7.9576000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WAZ68 5147435.810000000000 PA USD 5352365.520000000000 0.0199649566 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTPL7 1281983.730000000000 PA USD 1337766.690000000000 0.0049900280 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 6.500000000000 N N N N N N BMO MORTGAGE TRUST BMO_23-5C1 N/A 055986AF0 2661000.000000000000 PA USD 2832610.550000000000 0.0105659725 Long ABS-CBDO CORP US N 2 2056-08-15 Variable 7.3546800000000000 N N N N N N BMO MORTGAGE TRUST BMO_23-5C1 N/A 055986AC7 1768000.000000000000 PA USD 1864223.400000000000 0.0069537738 Long ABS-CBDO CORP US N 2 2056-08-15 Variable 6.5340000000000000 N N N N N N BMO MORTGAGE TRUST BMO_23-C6 N/A 055985AJ4 5500000.000000000000 PA USD 5918055.000000000000 0.0220750453 Long ABS-CBDO CORP US N 2 2056-09-15 Variable 6.5504000000000000 N N N N N N BMO MORTGAGE TRUST BMO_23-C6 N/A 055985AE5 1240000.000000000000 PA USD 1318612.280000000000 0.0049185798 Long ABS-CBDO CORP US N 2 2056-09-15 Variable 5.9562000000000000 N N N N N N BANK5 BANK5_23-5YR3 N/A 06211EAP6 3909000.000000000000 PA USD 4204938.660000000000 0.0156849187 Long ABS-CBDO CORP US N 2 2056-09-15 Variable 7.5590000000000000 N N N N N N BBCMS 2023-C21 N/A 05553WAE9 2300000.000000000000 PA USD 2478866.400000000000 0.0092464649 Long ABS-CBDO CORP US N 2 2056-09-15 Variable 6.0000000000000000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-5C23 N/A 05493QAD7 777000.000000000000 PA USD 836892.710000000000 0.0031217088 Long ABS-CBDO CORP US N 2 2056-12-15 Variable 7.7032100000000000 N N N N N N BMO 2024-5C3 N/A 09660QAW4 3648000.000000000000 PA USD 3814662.530000000000 0.0142291425 Long ABS-CBDO CORP US N 2 2057-02-15 Variable 6.2858000000000000 N N N N N N BLP COMMERICAL MORTGAGE TRUST BLP_24-IND2 N/A 05625AAA9 7939787.430000000000 PA USD 7962971.610000000000 0.0297028262 Long ABS-CBDO CORP US Y 2 2041-03-15 Variable 5.7052500000000000 N N N N N N BX TRUST BX_24-CNYN N/A 05612HAA9 9755073.560000000000 PA USD 9790523.500000000000 0.0365198110 Long ABS-CBDO CORP US Y 2 2029-04-15 Variable 5.8049800000000000 N N N N N N BMO 2024-C8 N/A 05593HAD6 800000.000000000000 PA USD 842592.000000000000 0.0031429678 Long ABS-CBDO CORP US N 2 2057-03-15 Variable 5.5980100000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST BX_24-KING N/A 05612RAA7 6113516.710000000000 PA USD 6123316.680000000000 0.0228406957 Long ABS-CBDO CORP US Y 2 2034-05-15 Variable 5.9041400000000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AT6 2285000.000000000000 PA USD 2143825.850000000000 0.0079967241 Long DBT CORP US N 2 2029-12-15 Fixed 2.750000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJX1 550000.000000000000 PA USD 532932.400000000000 0.0019879009 Long DBT CORP US N 2 2027-06-01 Fixed 2.300000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKG6 2413000.000000000000 PA USD 2277611.400000000000 0.0084957600 Long DBT CORP US N 2 2028-02-01 Fixed 1.650000000000 N N N N N N BMARK 2024-V8 N/A 08190AAC4 3974000.000000000000 PA USD 4219807.800000000000 0.0157403823 Long ABS-CBDO CORP US N 2 2057-07-15 Fixed 6.189000000000 N N N N N N BX 2024-AIRC N/A 12433CAA3 22700861.450000000000 PA USD 22811346.540000000000 0.0850890214 Long ABS-CBDO CORP US Y 2 2039-08-15 Variable 6.0552400000000000 N N N N N N BX 2024-BIO2 N/A 05613GAA0 21869000.000000000000 PA USD 22293542.900000000000 0.0831575525 Long ABS-CBDO CORP US Y 2 2041-08-13 Variable 5.5936610000000000 N N N N N N BMO 2024-5C5 N/A 05593RAF9 7389000.000000000000 PA USD 7793902.420000000000 0.0290721781 Long ABS-CBDO CORP US N 2 2057-02-15 Variable 6.3638000000000000 N N N N N N BOCA 2024-BOCA N/A 096817AA9 17000000.000000000000 PA USD 17101643.000000000000 0.0637911517 Long ABS-CBDO CORP US Y 2 2041-08-15 Variable 6.2837800000000000 N N N N N N BENCHMARK 2024-V9 MORTGAGE TRUST N/A 081919AS1 1000000.000000000000 PA USD 1043765.000000000000 0.0038933669 Long ABS-CBDO CORP US N 2 2057-08-15 Variable 6.0641200000000000 N N N N N N BMO 2024-5C6 N/A 05593QAC8 7016000.000000000000 PA USD 7234358.970000000000 0.0269850148 Long ABS-CBDO CORP US N 2 2057-09-15 Fixed 5.316100000000 N N N N N N BANK 2024-BNK48 N/A 06541GAQ0 3447009.000000000000 PA USD 3467522.150000000000 0.0129342679 Long ABS-CBDO CORP US N 2 2034-10-15 Variable 5.3550000000000000 N N N N N N BMARK 2024-V10 N/A 08163UAC3 1058146.000000000000 PA USD 1091805.620000000000 0.0040725641 Long ABS-CBDO CORP US N 2 2057-09-15 Fixed 5.277400000000 N N N N N N BMARK 2024-V11 N/A 081921AZ1 4250000.000000000000 PA USD 4483495.000000000000 0.0167239668 Long ABS-CBDO CORP US N 2 2057-11-15 Fixed 5.909000000000 N N N N N N BMARK 2024-V11 N/A 081921BC1 2316000.000000000000 PA USD 2433041.380000000000 0.0090755322 Long ABS-CBDO CORP US N 2 2057-11-15 Fixed 6.201000000000 N N N N N N BANK5 2024-5YR11 N/A 06644WBL1 2509000.000000000000 PA USD 2628277.860000000000 0.0098037874 Long ABS-CBDO CORP US N 2 2057-11-15 Fixed 6.139000000000 N N N N N N BANK5 2024-5YR11 N/A 06644WBD9 18087940.000000000000 PA USD 19091675.970000000000 0.0712142101 Long ABS-CBDO CORP US N 2 2057-11-15 Fixed 5.893000000000 N N N N N N BANK5 2024-5YR12 N/A 06644XBG0 6956000.000000000000 PA USD 7336660.140000000000 0.0273666103 Long ABS-CBDO CORP US N 2 2057-12-15 Variable 5.9020000000000000 N N N N N N BANK5 2024-5YR12 N/A 06644XBP0 3272000.000000000000 PA USD 3432694.460000000000 0.0128043565 Long ABS-CBDO CORP US N 2 2057-12-15 Variable 6.1220000000000000 N N N N N N BMO 2024-5C8 N/A 09661XAC2 5990000.000000000000 PA USD 6261430.860000000000 0.0233558779 Long ABS-CBDO CORP US N 2 2057-12-15 Variable 5.6253000000000000 N N N N N N BBCMS 2024-5C31 N/A 07336YAD7 3130000.000000000000 PA USD 3245387.450000000000 0.0121056791 Long ABS-CBDO CORP US N 2 2057-12-15 Fixed 5.852000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTHC6 3477235.180000000000 PA USD 3621658.670000000000 0.0135092153 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTAU4 18576426.990000000000 PA USD 19340103.900000000000 0.0721408757 Long ABS-MBS USGA US N 2 2054-05-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GS4K1 1083787.260000000000 PA USD 1093697.410000000000 0.0040796207 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUA56 2744339.020000000000 PA USD 2780654.860000000000 0.0103721716 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WGZ40 114709.120000000000 PA USD 119226.590000000000 0.0004447293 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSKU5 1050362.620000000000 PA USD 839726.050000000000 0.0031322775 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRF75 1800811.550000000000 PA USD 1439666.000000000000 0.0053701245 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6TF0 770809.470000000000 PA USD 808993.060000000000 0.0030176398 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJME0 7670362.100000000000 PA USD 6112572.920000000000 0.0228006202 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCGZ5 35537.980000000000 PA USD 29637.080000000000 0.0001105498 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KDFS4 523691.280000000000 PA USD 436108.100000000000 0.0016267348 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FDC8 4786172.250000000000 PA USD 4893765.400000000000 0.0182543239 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPXH7 1038030.320000000000 PA USD 863369.260000000000 0.0032204695 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABZF5 600616.960000000000 PA USD 614417.940000000000 0.0022918516 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWML4 1421482.760000000000 PA USD 1453865.560000000000 0.0054230905 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31329HTQ4 1539.960000000000 PA USD 1619.350000000000 0.0000060404 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 7.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABDZ5 177468.560000000000 PA USD 187133.320000000000 0.0006980294 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 7.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQZX3 939854.600000000000 PA USD 960851.890000000000 0.0035840912 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425VMB6 32594.000000000000 PA USD 33435.220000000000 0.0001247173 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426CPB4 69944.260000000000 PA USD 71518.780000000000 0.0002667735 Long ABS-MBS USGA US N 2 2055-02-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AXX93 90809.700000000000 PA USD 92838.480000000000 0.0003462985 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NQK49 65972.240000000000 PA USD 67562.240000000000 0.0002520151 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KKL98 5937382.960000000000 PA USD 4732955.140000000000 0.0176544826 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426SUL1 23367684.240000000000 PA USD 23895630.330000000000 0.0891335282 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGN78 409355.330000000000 PA USD 341038.020000000000 0.0012721122 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRXF7 145314.300000000000 PA USD 120831.310000000000 0.0004507151 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L0QL4 145523.740000000000 PA USD 121795.370000000000 0.0004543111 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KLA56 584835.560000000000 PA USD 486171.460000000000 0.0018134771 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCG69 240102.080000000000 PA USD 199877.540000000000 0.0007455669 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NA25 1078758.930000000000 PA USD 1102605.970000000000 0.0041128507 Long ABS-MBS USGA US N 2 2055-03-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTZG8 298506.690000000000 PA USD 305175.630000000000 0.0011383412 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6BK8 922769.600000000000 PA USD 943168.340000000000 0.0035181295 Long ABS-MBS USGA US N 2 2055-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MUT67 642996.950000000000 PA USD 513002.900000000000 0.0019135615 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GTRH1 588955.610000000000 PA USD 602397.930000000000 0.0022470155 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CTUV9 5604.090000000000 PA USD 5729.290000000000 0.0000213709 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQZZ8 5638.280000000000 PA USD 5764.240000000000 0.0000215013 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQTU6 9485.080000000000 PA USD 9697.460000000000 0.0000361727 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179WZA9 14993442.470000000000 PA USD 13292361.450000000000 0.0495820808 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179W7L6 2552901.420000000000 PA USD 2332621.770000000000 0.0087009552 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179WXJ2 579246.180000000000 PA USD 494339.700000000000 0.0018439456 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGS4 11700000.000000000000 PA USD 11675777.490000000000 0.0435520314 Long DBT UST US N 2 2030-03-31 Fixed 3.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHR5 3962900.000000000000 PA USD 4015687.020000000000 0.0149789877 Long DBT UST US N 2 2030-07-31 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJG7 58802700.000000000000 PA USD 61958752.630000000000 0.2311134776 Long DBT UST US N 2 2030-10-31 Fixed 4.875000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XXLM9 163636.260000000000 PA USD 151712.410000000000 0.0005659052 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HLS64 615286.370000000000 PA USD 586678.630000000000 0.0021883807 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417J3C2 133071.980000000000 PA USD 135601.010000000000 0.0005058078 Long ABS-MBS USGA US N 2 2039-10-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YAPF6 41134.590000000000 PA USD 38507.040000000000 0.0001436358 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31339SBR5 520690.630000000000 PA USD 480588.080000000000 0.0017926504 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132M9E75 354354.380000000000 PA USD 331839.410000000000 0.0012378003 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XYT56 437687.550000000000 PA USD 414454.220000000000 0.0015459633 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138NXVE4 293550.430000000000 PA USD 276080.360000000000 0.0010298124 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XXGT0 580601.750000000000 PA USD 535674.790000000000 0.0019981303 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132Y0KC3 325785.920000000000 PA USD 301583.610000000000 0.0011249425 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419BL60 208284.730000000000 PA USD 211732.260000000000 0.0007897864 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132Y0KB5 177661.730000000000 PA USD 164537.330000000000 0.0006137437 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBTH1 6259403.500000000000 PA USD 5803312.060000000000 0.0216470406 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132J66L3 22593.540000000000 PA USD 21721.090000000000 0.0000810222 Long ABS-MBS USGA US N 2 2043-02-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FQSF5 738324.560000000000 PA USD 688418.990000000000 0.0025678843 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132Y2JY3 377530.710000000000 PA USD 369332.630000000000 0.0013776544 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YFA79 65088.170000000000 PA USD 61098.720000000000 0.0002279055 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WMN64 136039.670000000000 PA USD 127239.670000000000 0.0004746190 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XTYU6 592597.250000000000 PA USD 540139.360000000000 0.0020147837 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132WMN91 589282.680000000000 PA USD 538302.660000000000 0.0020079326 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FUWA2 628931.610000000000 PA USD 581734.070000000000 0.0021699369 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XXJ42 276382.130000000000 PA USD 254747.210000000000 0.0009502372 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132Y2KZ8 1194465.870000000000 PA USD 1173560.330000000000 0.0043775189 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XYT49 195118.140000000000 PA USD 185215.890000000000 0.0006908772 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132J87J3 304284.420000000000 PA USD 286658.440000000000 0.0010692699 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ATCK4 142880.710000000000 PA USD 139258.680000000000 0.0005194514 Long ABS-MBS USGA US N 2 2041-10-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XXTS8 164708.250000000000 PA USD 151310.880000000000 0.0005644075 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XXGG8 151723.350000000000 PA USD 139459.250000000000 0.0005201995 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ELHF3 1252438.500000000000 PA USD 1179256.010000000000 0.0043987644 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132Y2LS3 580114.070000000000 PA USD 570786.420000000000 0.0021291009 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J8F65 16606759.820000000000 PA USD 15360688.200000000000 0.0572971843 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC - SCRT SCRT_17-3 N/A 35563PBX6 989888.520000000000 PA USD 879585.240000000000 0.0032809570 Long ABS-CBDO USGA US N 2 2056-07-25 Fixed 3.250000000000 N N N N N N FREDDIE MAC - SCRT SCRT_17-3 N/A 35563PBS7 4924787.550000000000 PA USD 4238843.440000000000 0.0158113875 Long ABS-CBDO USGA US N 2 2056-07-25 Fixed 3.000000000000 N N N N N N FREDDIE MAC FHLMC_18-1SC N/A 35563PDT3 5185929.030000000000 PA USD 4447857.240000000000 0.0165910337 Long ABS-CBDO USGA US N 2 2057-05-25 Fixed 3.000000000000 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K105 N/A 3137FRUJ8 52000.000000000000 PA USD 47658.470000000000 0.0001777717 Long ABS-CBDO USGA US N 2 2053-03-25 Fixed 1.872000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YFEW0 41477.590000000000 PA USD 40913.540000000000 0.0001526123 Long ABS-MBS USGA US N 2 2030-01-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YRTL2 61909.020000000000 PA USD 61021.000000000000 0.0002276155 Long ABS-MBS USGA US N 2 2030-10-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DMF42 3880420.830000000000 PA USD 3450900.930000000000 0.0128722687 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QC4T0 35815376.000000000000 PA USD 31757314.820000000000 0.1184585415 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KHWS1 8312611.890000000000 PA USD 7341133.560000000000 0.0273832967 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DV74 5546052.390000000000 PA USD 4449703.210000000000 0.0165979194 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVLH6 7677050.270000000000 PA USD 6205114.070000000000 0.0231458096 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXRT1 8956502.440000000000 PA USD 7730769.260000000000 0.0288366840 Long ABS-MBS USGA US N 2 2060-07-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXRB0 6933587.370000000000 PA USD 6223719.760000000000 0.0232152110 Long ABS-MBS USGA US N 2 2060-06-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXM58 10879326.750000000000 PA USD 9767992.640000000000 0.0364357682 Long ABS-MBS USGA US N 2 2059-04-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKBK3 19124508.860000000000 PA USD 16983730.460000000000 0.0633513239 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DY71 23364243.130000000000 PA USD 20090141.650000000000 0.0749386052 Long ABS-MBS USGA US N 2 2041-05-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXRA2 4459934.280000000000 PA USD 4003335.130000000000 0.0149329137 Long ABS-MBS USGA US N 2 2060-06-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DMTK1 13054527.140000000000 PA USD 10852176.190000000000 0.0404799011 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MTMU4 71499.540000000000 PA USD 59587.930000000000 0.0002222700 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XC6S2 787709.650000000000 PA USD 657419.320000000000 0.0024522518 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MRFA0 684696.470000000000 PA USD 573060.130000000000 0.0021375821 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KMYC3 825370.440000000000 PA USD 686127.150000000000 0.0025593354 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KM4Q5 173965.830000000000 PA USD 144617.100000000000 0.0005394389 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QL7F7 704286.230000000000 PA USD 585470.330000000000 0.0021838736 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MEBW5 810068.890000000000 PA USD 781575.530000000000 0.0029153692 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSKE4 675463.020000000000 PA USD 651429.370000000000 0.0024299086 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133ATXF3 472683.530000000000 PA USD 392939.930000000000 0.0014657124 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSK53 2074243.470000000000 PA USD 2002271.370000000000 0.0074687091 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KLC59 616180.130000000000 PA USD 512228.080000000000 0.0019106713 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWFR9 5561302.480000000000 PA USD 5513569.820000000000 0.0205662677 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWF40 1866659.010000000000 PA USD 1801695.540000000000 0.0067205375 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWF57 2065446.050000000000 PA USD 2047716.260000000000 0.0076382239 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGX46 1331387.760000000000 PA USD 1062282.340000000000 0.0039624388 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MKFU1 882105.800000000000 PA USD 766588.750000000000 0.0028594667 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BD2Q7 71388.450000000000 PA USD 66766.690000000000 0.0002490477 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LXAM7 744652.510000000000 PA USD 620739.350000000000 0.0023154312 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMZV9 515740.340000000000 PA USD 428732.880000000000 0.0015992244 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNYD9 128166.460000000000 PA USD 123732.410000000000 0.0004615365 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KSJC2 1733860.450000000000 PA USD 1441351.260000000000 0.0053764107 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MUHL7 809340.140000000000 PA USD 675424.290000000000 0.0025194125 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDZ3 7138219.590000000000 PA USD 6202092.060000000000 0.0231345371 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B6T67 6278731.810000000000 PA USD 5451364.480000000000 0.0203342345 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2GQ8 566470.790000000000 PA USD 585465.120000000000 0.0021838542 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QP4F1 233466.890000000000 PA USD 237388.200000000000 0.0008854861 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWD67 7403479.910000000000 PA USD 6431240.120000000000 0.0239892865 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELY4 14953922.910000000000 PA USD 15133280.260000000000 0.0564489258 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BNLR2 1253326.120000000000 PA USD 1210225.490000000000 0.0045142843 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ENL0 6612242.370000000000 PA USD 6781363.690000000000 0.0252952889 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MNB21 163883.520000000000 PA USD 136543.160000000000 0.0005093221 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWGJ6 4394867.400000000000 PA USD 4514948.360000000000 0.0168412915 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWF73 22393167.110000000000 PA USD 22972769.450000000000 0.0856911479 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B6YR5 254151.930000000000 PA USD 202494.530000000000 0.0007553286 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGM65 12129093.470000000000 PA USD 9673849.600000000000 0.0360846035 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGM24 15879036.860000000000 PA USD 12660546.640000000000 0.0472253368 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.000000000000 N N N N N N FIVE 2023-V1 MORTGAGE TRUST N/A 337964AC4 10941000.000000000000 PA USD 11239536.130000000000 0.0419247995 Long ABS-CBDO CORP US N 2 2056-02-10 Fixed 5.667900000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MLK74 2368186.810000000000 PA USD 2141520.550000000000 0.0079881250 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPD6 14247520.400000000000 PA USD 14399356.220000000000 0.0537113023 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPA2 455705.250000000000 PA USD 425685.670000000000 0.0015878579 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DPFA1 1004441.060000000000 PA USD 1013026.020000000000 0.0037787069 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N0TG0 440995.830000000000 PA USD 412222.180000000000 0.0015376375 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BVWM3 992023.260000000000 PA USD 927668.730000000000 0.0034603141 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MWTU0 83910.740000000000 PA USD 78443.450000000000 0.0002926033 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NAGA5 845573.240000000000 PA USD 855279.580000000000 0.0031902940 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES68 73872934.040000000000 PA USD 75798284.320000000000 0.2827365681 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHH9 27946838.670000000000 PA USD 28669152.660000000000 0.1069393312 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES50 47488481.240000000000 PA USD 47911508.630000000000 0.1787155956 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L2Q55 13899358.400000000000 PA USD 11213905.060000000000 0.0418291926 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFS34 8229161.550000000000 PA USD 6934245.380000000000 0.0258655557 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8QX8 4254932.370000000000 PA USD 3436168.500000000000 0.0128173150 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSF97 16128400.200000000000 PA USD 16867242.210000000000 0.0629168090 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSFJ5 4309826.440000000000 PA USD 4504621.980000000000 0.0168027729 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSF89 5890560.370000000000 PA USD 6128727.510000000000 0.0228608787 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSF48 16045659.830000000000 PA USD 16480657.670000000000 0.0614748029 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSFF3 11787453.580000000000 PA USD 12157567.830000000000 0.0453491664 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSF30 25684401.860000000000 PA USD 26300699.080000000000 0.0981047192 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRJ88 3344634.820000000000 PA USD 3525017.670000000000 0.0131487330 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRJY1 8297227.960000000000 PA USD 8545680.150000000000 0.0318763980 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRJ96 4830129.500000000000 PA USD 5080470.280000000000 0.0189507552 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKA1 4847393.160000000000 PA USD 5089248.990000000000 0.0189835008 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKB9 2573902.440000000000 PA USD 2698432.990000000000 0.0100654743 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRJ21 4978012.090000000000 PA USD 5134321.670000000000 0.0191516273 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKC7 1605422.260000000000 PA USD 1669884.780000000000 0.0062288678 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKD5 5129320.020000000000 PA USD 5356456.570000000000 0.0199802167 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRJ47 7222737.000000000000 PA USD 7412550.530000000000 0.0276496904 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKF0 5766383.270000000000 PA USD 6021724.490000000000 0.0224617448 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRJ54 4002247.780000000000 PA USD 4160016.390000000000 0.0155173533 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KRKG8 1409478.500000000000 PA USD 1494960.550000000000 0.0055763797 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHT3 2211997.760000000000 PA USD 2235413.970000000000 0.0083383586 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHG1 60170757.580000000000 PA USD 60716024.990000000000 0.2264779565 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ET67 62327588.120000000000 PA USD 62873203.830000000000 0.2345244888 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWGZ0 32490600.070000000000 PA USD 32822654.000000000000 0.1224323826 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKF94 1247874.880000000000 PA USD 1091569.820000000000 0.0040716846 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKGB8 152119.330000000000 PA USD 133442.120000000000 0.0004977549 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EQ94 26260100.860000000000 PA USD 26534571.430000000000 0.0989770907 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQHZ2 19532857.650000000000 PA USD 19734964.130000000000 0.0736137510 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHS5 182892.320000000000 PA USD 181080.220000000000 0.0006754506 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVXD1 1848464.850000000000 PA USD 1902053.690000000000 0.0070948853 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KJXM9 269592.340000000000 PA USD 236115.440000000000 0.0008807385 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEZS4 268960.270000000000 PA USD 235645.510000000000 0.0008789856 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6Y80 895448.960000000000 PA USD 903979.900000000000 0.0033719520 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425UM28 8999897.640000000000 PA USD 9087493.640000000000 0.0338974264 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSLZ6 6054858.520000000000 PA USD 6121867.640000000000 0.0228352906 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLB98 7933054.780000000000 PA USD 7887003.400000000000 0.0294194558 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWMS9 33994069.340000000000 PA USD 34219959.930000000000 0.1276444991 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AXXS1 1097348.420000000000 PA USD 1134041.560000000000 0.0042301092 Long ABS-MBS USGA US N 2 2039-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLXW3 22199934.180000000000 PA USD 22434232.290000000000 0.0836823406 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DQW69 6385862.520000000000 PA USD 6452607.560000000000 0.0240689896 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B0VB6 12463.210000000000 PA USD 10837.800000000000 0.0000404263 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LYUC9 160445.460000000000 PA USD 157901.760000000000 0.0005889922 Long ABS-MBS USGA US N 2 2027-07-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B06P8 1809960.910000000000 PA USD 1870440.750000000000 0.0069769653 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133WLYX6 1420954.860000000000 PA USD 1470696.810000000000 0.0054858731 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B06N3 1268481.860000000000 PA USD 1314829.650000000000 0.0049044702 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNRN5 100526.730000000000 PA USD 90951.760000000000 0.0003392608 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KQTC0 85861.820000000000 PA USD 82873.660000000000 0.0003091286 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W76V1 33329.430000000000 PA USD 32759.900000000000 0.0001221983 Long ABS-MBS USGA US N 2 2028-04-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DPT32 128778.440000000000 PA USD 116645.320000000000 0.0004351008 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MLZ60 100142.270000000000 PA USD 90580.490000000000 0.0003378759 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417EL90 68731.190000000000 PA USD 67594.990000000000 0.0002521373 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3131X7KL1 71319.070000000000 PA USD 70473.440000000000 0.0002628743 Long ABS-MBS USGA US N 2 2027-02-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AUW61 108982.400000000000 PA USD 99343.340000000000 0.0003705624 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1JG9 8838.620000000000 PA USD 9035.600000000000 0.0000337039 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B45V8 3973082.390000000000 PA USD 4061384.150000000000 0.0151494434 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426RAD3 50088790.350000000000 PA USD 51196053.150000000000 0.1909673352 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CRJG9 236107.710000000000 PA USD 241418.480000000000 0.0009005195 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KTGV1 2335570.660000000000 PA USD 1870462.780000000000 0.0069770475 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEYT3 2120448.140000000000 PA USD 1692885.220000000000 0.0063146622 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426MZP0 2080986.420000000000 PA USD 2126988.710000000000 0.0079339195 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQZ70 12877401.200000000000 PA USD 13166885.180000000000 0.0491140395 Long ABS-MBS USGA US N 2 2054-09-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6KD4 5066069.610000000000 PA USD 5183572.030000000000 0.0193353369 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3131X7HD3 194442.000000000000 PA USD 192145.060000000000 0.0007167238 Long ABS-MBS USGA US N 2 2027-01-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417AVF3 93986.320000000000 PA USD 92974.930000000000 0.0003468075 Long ABS-MBS USGA US N 2 2027-01-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NSB6 133078.690000000000 PA USD 136058.590000000000 0.0005075146 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NSE0 6240645.580000000000 PA USD 6383100.800000000000 0.0238097212 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CRB28 358852.500000000000 PA USD 367368.790000000000 0.0013703290 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BHVK4 236525.990000000000 PA USD 241869.820000000000 0.0009022030 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31426TCQ8 525753.310000000000 PA USD 539031.210000000000 0.0020106502 Long ABS-MBS USGA US N 2 2055-07-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133CR6Y4 82937.820000000000 PA USD 84871.100000000000 0.0003165792 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATKJ4 2372897.640000000000 PA USD 2428501.750000000000 0.0090585988 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ARJX9 10988574.330000000000 PA USD 11239597.320000000000 0.0419250277 Long ABS-MBS USGA US N 2 2054-10-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WSQW1 125633.180000000000 PA USD 123501.180000000000 0.0004606740 Long ABS-MBS USGA US N 2 2028-05-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3131X92D5 586310.890000000000 PA USD 576228.100000000000 0.0021493990 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31425VF57 24252.700000000000 PA USD 24788.850000000000 0.0000924653 Long ABS-MBS USGA US N 2 2054-12-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M8GM5 527673.100000000000 PA USD 422366.430000000000 0.0015754768 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XEAX2 8149179.370000000000 PA USD 7067701.780000000000 0.0263633638 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLUH9 1155786.290000000000 PA USD 1009121.630000000000 0.0037641431 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3131X9Y73 1194712.720000000000 PA USD 1176351.180000000000 0.0043879291 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3131X9ZW7 1251155.480000000000 PA USD 1231587.410000000000 0.0045939667 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427NW21 448295.450000000000 PA USD 390333.090000000000 0.0014559886 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6BU6 17000.000000000000 PA USD 17375.800000000000 0.0000648138 Long ABS-MBS USGA US N 2 2055-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3131X7LP1 30431.780000000000 PA USD 30038.420000000000 0.0001120469 Long ABS-MBS USGA US N 2 2027-03-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FF44 11371.260000000000 PA USD 11445.960000000000 0.0000426948 Long ABS-MBS USGA US N 2 2055-01-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3139216A1 23876.370000000000 PA USD 24363.160000000000 0.0000908775 Long ABS-CBDO USGA US N 2 2041-12-25 Fixed 7.000000000000 N N N N N N GINNIE MAE II POOL N/A 36202F3P9 5222.640000000000 PA USD 5214.660000000000 0.0000194513 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 4.500000000000 N N N N N N GS MORTGAGE SECURITIES TRUST GSMS_14-GC24 N/A 36253GAE2 6906.850000000000 PA USD 6895.980000000000 0.0000257228 Long ABS-CBDO CORP US N 2 2047-09-10 Fixed 3.931000000000 N N N N N N GSMS 2016-GS4 N/A 36251XAQ0 2059483.710000000000 PA USD 2032117.290000000000 0.0075800379 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.178000000000 N N N N N N GINNIE MAE II POOL N/A 36179TAL9 12819703.370000000000 PA USD 12160514.220000000000 0.0453601567 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.000000000000 N N N N N N GSMS 2017-GS6 N/A 36253PAC6 1663000.000000000000 PA USD 1643795.680000000000 0.0061315524 Long ABS-CBDO CORP US N 2 2050-05-10 Fixed 3.433000000000 N N N N N N GS MORTGAGE SECURITIES TRUST GSMS_17-GS7 N/A 36254CAV2 4830000.000000000000 PA USD 4718644.350000000000 0.0176011017 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.430000000000 N N N N N N GINNIE MAE II POOL N/A 36179T4R3 2076.990000000000 PA USD 2096.830000000000 0.0000078214 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179UWB4 4005.740000000000 PA USD 4043.190000000000 0.0000150816 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5.000000000000 N N N N N N GS MORTGAGE SECURITIES TRUST GSMS_20-GC47 N/A 36258RBA0 1809000.000000000000 PA USD 1657521.580000000000 0.0061827516 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.377200000000 N N N N N N GS MORTGAGE SECURITIES TRUST GSMS_20-GSA2 N/A 36264KAV2 2975000.000000000000 PA USD 2621516.450000000000 0.0097785665 Long ABS-CBDO CORP US N 2 2053-12-12 Fixed 2.012000000000 N N N N N N GINNIE MAE II POOL N/A 36179VZQ6 46392607.540000000000 PA USD 38050381.640000000000 0.1419324252 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.000000000000 N N N N N N GCAT TRUST GCAT_21-NQM6 N/A 36167KAA6 15305681.440000000000 PA USD 13992821.310000000000 0.0521948790 Long ABS-CBDO CORP US Y 2 2066-08-25 Variable 1.8550000000000000 N N N N N N GINNIE MAE II POOL N/A 36179WLP1 24664148.240000000000 PA USD 21048852.730000000000 0.0785147110 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179U4A7 36135.810000000000 PA USD 31021.470000000000 0.0001157138 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179XBU9 342793.630000000000 PA USD 332959.570000000000 0.0012419786 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179W2U1 4275259.020000000000 PA USD 3648587.280000000000 0.0136096622 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179W2V9 11365014.660000000000 PA USD 10075596.920000000000 0.0375831685 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGWH3 556437.380000000000 PA USD 578565.230000000000 0.0021581168 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132FCJS5 837181.000000000000 PA USD 821346.560000000000 0.0030637198 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 4.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EFF2 951879.960000000000 PA USD 893738.180000000000 0.0033337491 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPPF8 1273310.940000000000 PA USD 1192132.270000000000 0.0044467944 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL N/A 36179XHX7 1264608.390000000000 PA USD 1190334.150000000000 0.0044400872 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.000000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2 N/A 38380RNG1 9896360.430000000000 PA USD 7383644.830000000000 0.0275418688 Long ABS-CBDO USGA US N 2 2063-06-16 Fixed 1.500000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_25-1 549300MNOMKDMDFI8J66 42806MCU1 1083000.000000000000 PA USD 1099628.380000000000 0.0041017440 Long ABS-O CORP US Y 2 2029-09-25 Fixed 5.450000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_25-1 549300MNOMKDMDFI8J66 42806MCV9 1204000.000000000000 PA USD 1215930.440000000000 0.0045355644 Long ABS-O CORP US Y 2 2029-09-25 Fixed 6.030000000000 N N N N N N HERTZ VEHICLE FINANCING III LLC HERTZ_25-1 549300MNOMKDMDFI8J66 42806MCT4 6761000.000000000000 PA USD 6849494.730000000000 0.0255494257 Long ABS-O CORP US Y 2 2029-09-25 Fixed 4.910000000000 N N N N N N GINNIE MAE II POOL N/A 3622ABCL4 4531788.800000000000 PA USD 3823569.910000000000 0.0142623681 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL N/A 3622ABE81 5585078.020000000000 PA USD 4724294.630000000000 0.0176221779 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL N/A 3622ABDL3 6158777.970000000000 PA USD 5209599.430000000000 0.0194324222 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL N/A 3622ABL42 5488925.340000000000 PA USD 4642977.660000000000 0.0173188560 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.500000000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_23-SHIP N/A 36270GAC5 1548000.000000000000 PA USD 1546876.150000000000 0.0057700310 Long ABS-CBDO CORP US Y 2 2038-09-15 Variable 5.1007500000000000 N N N N N N GINNIE MAE II POOL N/A 36179XFF8 14321141.860000000000 PA USD 13080945.300000000000 0.0487934736 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL N/A 36179YAQ7 27875000.170000000000 PA USD 26986066.410000000000 0.1006612204 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 4.500000000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P N/A 36269JAA6 4789000.000000000000 PA USD 4846444.060000000000 0.0180778097 Long ABS-CBDO CORP US Y 2 2041-03-10 Variable 5.4872200000000000 N N N N N N PEAC 2024-2A N/A 69392BAD8 3250000.000000000000 PA USD 3270533.500000000000 0.0121994769 Long ABS-O CORP US Y 2 2031-10-20 Fixed 4.830000000000 N N N N N N VERIZON MASTER TRUST VZMT_23-1 N/A 92348KBG7 14481000.000000000000 PA USD 14496219.530000000000 0.0540726139 Long ABS-O CORP US N 2 2029-01-22 Variable 4.4900000000000000 N N N N N N VIBRANT CLO LTD VIBR_19-11A 5493008IYL3HLPE46G85 92558NAJ1 1340277.930000000000 PA USD 1340481.650000000000 0.0050001551 Long ABS-O CORP US Y 2 2032-07-20 Variable 5.7071000000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DA0 20292000.000000000000 PA USD 20139302.700000000000 0.0751219817 Long DBT CORP US N 2 2026-02-01 Fixed 2.750000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DB8 9350000.000000000000 PA USD 9135118.300000000000 0.0340750720 Long DBT CORP US N 2 2028-02-01 Fixed 3.250000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 2435000.000000000000 PA USD 2317435.770000000000 0.0086443096 Long DBT CORP US Y 2 2028-02-15 Fixed 1.950000000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DG7 22066000.000000000000 PA USD 21857388.040000000000 0.0815306433 Long DBT CORP US N 2 2026-02-04 Fixed 2.196000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 21134000.000000000000 PA USD 18657623.550000000000 0.0695951432 Long DBT CORP US N 2 2032-07-21 Variable 2.2990000000000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2R4 5325000.000000000000 PA USD 4985467.350000000000 0.0185963830 Long DBT CORP FR Y 2 2029-09-15 Variable 2.1590000000000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBF0 2250000.000000000000 PA USD 1827245.250000000000 0.0068158410 Long DBT CORP US N 2 2033-10-01 Fixed 2.450000000000 N N N N N N BAKER HUGHES HOLDINGS LLC 549300XU3XH6F05YEQ93 05724BAD1 1671000.000000000000 PA USD 1626927.380000000000 0.0060686316 Long DBT CORP US N 2 2026-12-15 Fixed 2.061000000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DU9 4500000.000000000000 PA USD 4107069.000000000000 0.0153198533 Long DBT CORP US N 2 2032-03-15 Fixed 2.950000000000 N N N N N N BANK OF IRELAND GROUP PLC 635400C8EK6DRI12LJ39 06279JAC3 10000000.000000000000 PA USD 10004600.000000000000 0.0373183416 Long DBT CORP IE Y 2 2026-09-16 Variable 6.2530000000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAN2 5000000.000000000000 PA USD 5025290.000000000000 0.0187449262 Long DBT CORP FR Y 2 2027-01-18 Variable 5.9750000000000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBH6 7010000.000000000000 PA USD 7526924.410000000000 0.0280763186 Long DBT CORP US N 2 2034-01-15 Fixed 6.500000000000 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAQ3 12406000.000000000000 PA USD 13043953.740000000000 0.0486554907 Long DBT CORP GB N 2 2029-02-02 Fixed 5.931000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AB4 8886000.000000000000 PA USD 9692031.290000000000 0.0361524234 Long DBT CORP US N 2 2033-08-02 Fixed 6.421000000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AA6 4369000.000000000000 PA USD 4716160.740000000000 0.0175918375 Long DBT CORP US N 2 2030-08-02 Fixed 6.343000000000 N N N N N N BHP BILLITON FINANCE (USA) LTD 5493003NUVITP3TMY274 055451BD9 4661000.000000000000 PA USD 4867002.220000000000 0.0181544941 Long DBT CORP AU N 2 2030-09-08 Fixed 5.250000000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 2235000.000000000000 PA USD 2336688.030000000000 0.0087161228 Long DBT CORP US N 2 2029-09-15 Variable 5.8190000000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAR6 3000000.000000000000 PA USD 3185667.000000000000 0.0118829148 Long DBT CORP FR Y 2 2029-10-19 Variable 6.7140000000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PF2 2350000.000000000000 PA USD 2411957.750000000000 0.0089968878 Long DBT CORP US N 2 2030-02-13 Variable 5.1740000000000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBS0 4854000.000000000000 PA USD 5026593.680000000000 0.0187497891 Long DBT CORP US N 2 2031-02-26 Fixed 4.950000000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DY9 11384000.000000000000 PA USD 11499763.900000000000 0.0428954799 Long DBT CORP US N 2 2031-01-15 Fixed 4.500000000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DZ6 5336000.000000000000 PA USD 5381622.800000000000 0.0200740897 Long DBT CORP US N 2 2035-05-15 Fixed 5.050000000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBS6 496000.000000000000 PA USD 503837.790000000000 0.0018793746 Long DBT CORP US N 2 2030-05-01 Fixed 4.800000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YT4 765000.000000000000 PA USD 744803.240000000000 0.0027782042 Long DBT CORP US N 2 2027-11-02 Fixed 3.815000000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AT5 13500000.000000000000 PA USD 13378743.000000000000 0.0499042942 Long DBT CORP US N 2 2026-07-01 Fixed 3.200000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A45 200000.000000000000 PA USD 198127.600000000000 0.0007390394 Long DBT CORP US N 2 2027-01-09 Fixed 4.271000000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AN7 33567000.000000000000 PA USD 33175575.210000000000 0.1237488205 Long DBT CORP US N 2 2026-01-15 Fixed 1.600000000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AP2 3975000.000000000000 PA USD 3571891.280000000000 0.0133235771 Long DBT CORP US N 2 2030-09-01 Fixed 2.250000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A86 2275000.000000000000 PA USD 2232614.480000000000 0.0083279161 Long DBT CORP US N 2 2027-08-17 Fixed 4.125000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B28 255000.000000000000 PA USD 254175.840000000000 0.0009481060 Long DBT CORP US N 2 2025-11-13 Fixed 3.375000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B36 450000.000000000000 PA USD 418581.450000000000 0.0015613583 Long DBT CORP US N 2 2030-11-13 Fixed 4.000000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B51 650000.000000000000 PA USD 616803.200000000000 0.0023007489 Long DBT CORP US N 2 2028-02-16 Fixed 2.900000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412QFH7 29614.700000000000 PA USD 30177.380000000000 0.0001125652 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WMKN0 38817.810000000000 PA USD 36809.840000000000 0.0001373051 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GREV2 23048.130000000000 PA USD 21318.280000000000 0.0000795197 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418Q6C2 18524.960000000000 PA USD 18917.620000000000 0.0000705650 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 5.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GREU4 87865.380000000000 PA USD 81458.940000000000 0.0003038515 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132Y0KD1 160039.890000000000 PA USD 147225.500000000000 0.0005491685 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31400RR94 2419.210000000000 PA USD 2474.540000000000 0.0000092303 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XXGJ2 482114.030000000000 PA USD 443475.000000000000 0.0016542142 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132JASX4 312715.370000000000 PA USD 293047.450000000000 0.0010931017 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HJY62 459792.180000000000 PA USD 438414.140000000000 0.0016353366 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XY2H9 317239.650000000000 PA USD 302869.960000000000 0.0011297408 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WU5X7 410202.220000000000 PA USD 384814.800000000000 0.0014354047 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XXTN9 538705.940000000000 PA USD 498913.890000000000 0.0018610078 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KGTU2 4282706.030000000000 PA USD 3970642.370000000000 0.0148109658 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XXJ34 389212.970000000000 PA USD 360061.310000000000 0.0013430713 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XXGH6 255565.380000000000 PA USD 235251.770000000000 0.0008775169 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DVA7 1626088.250000000000 PA USD 1304979.730000000000 0.0048677288 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KYVK2 49026823.230000000000 PA USD 41887635.280000000000 0.1562458353 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D2V3 9028670.610000000000 PA USD 7763257.280000000000 0.0289578681 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 2.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJRD2 10020112.700000000000 PA USD 9257481.920000000000 0.0345315028 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXLA8 1784975.000000000000 PA USD 1850674.570000000000 0.0069032351 Long ABS-MBS USGA US N 2 2049-01-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416WF23 92168.580000000000 PA USD 95000.640000000000 0.0003543636 Long ABS-MBS USGA US N 2 2040-05-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132XCRV9 1603181.380000000000 PA USD 1489512.610000000000 0.0055560583 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31335AHP6 4289073.510000000000 PA USD 4005896.010000000000 0.0149424661 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 3.500000000000 N N N N N N FLAGSTAR MORTGAGE TRUST FSMT_21-8INV N/A 33852HAB8 1700852.490000000000 PA USD 1389535.250000000000 0.0051831309 Long ABS-CBDO CORP US Y 2 2051-09-25 Variable 2.5000000000000000 N N N N N N FLAGSTAR MORTGAGE TRUST FSMT_21-11INV N/A 33851TAB3 14501526.590000000000 PA USD 12364277.100000000000 0.0461202164 Long ABS-CBDO CORP US Y 2 2051-11-25 Variable 3.0000000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDV29 8429770.970000000000 PA USD 7405907.850000000000 0.0276249125 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDVZ6 3662554.430000000000 PA USD 3226750.740000000000 0.0120361620 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMRN6 1044791.410000000000 PA USD 921913.490000000000 0.0034388464 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMRP1 1083239.080000000000 PA USD 954427.870000000000 0.0035601289 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMT95 12300203.830000000000 PA USD 10388370.850000000000 0.0387498523 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNFY4 10269605.440000000000 PA USD 8667968.050000000000 0.0323325463 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DVL29 12826645.750000000000 PA USD 10886179.470000000000 0.0406067374 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDRN8 7649169.750000000000 PA USD 6480827.910000000000 0.0241742548 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMSH8 12362406.050000000000 PA USD 10456382.650000000000 0.0390035444 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMT61 5930340.600000000000 PA USD 5008973.230000000000 0.0186840628 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XD3N4 3932637.200000000000 PA USD 3338954.490000000000 0.0124546953 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDXY7 3601338.960000000000 PA USD 3062819.940000000000 0.0114246807 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LYR88 4642060.780000000000 PA USD 3932962.790000000000 0.0146704165 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KMT47 61720374.810000000000 PA USD 54407621.360000000000 0.2029468646 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LYRD7 4635214.990000000000 PA USD 3920571.450000000000 0.0146241953 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J5JZ3 1257892.080000000000 PA USD 1130907.870000000000 0.0042184202 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJGU6 996025.720000000000 PA USD 896406.220000000000 0.0033437013 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMZJ6 11132101.830000000000 PA USD 9774196.920000000000 0.0364589109 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KYWE5 5173218.470000000000 PA USD 4448047.050000000000 0.0165917417 Long ABS-MBS USGA US N 2 2042-02-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31307GBH1 877825.330000000000 PA USD 868275.470000000000 0.0032387702 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W9DT4 794316.550000000000 PA USD 784952.350000000000 0.0029279651 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31307FBL4 479809.040000000000 PA USD 474412.150000000000 0.0017696134 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31307TCU3 137955.760000000000 PA USD 136044.520000000000 0.0005074622 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X7L76 887977.540000000000 PA USD 877505.620000000000 0.0032731998 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31307GR84 56401.460000000000 PA USD 55589.110000000000 0.0002073540 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3132KEMR3 1170351.030000000000 PA USD 1160809.160000000000 0.0043299555 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31307HCN5 589815.310000000000 PA USD 582305.780000000000 0.0021720695 Long ABS-MBS USGA US N 2 2029-05-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31307EP40 553280.160000000000 PA USD 547317.460000000000 0.0020415589 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WAAE7 1373037.400000000000 PA USD 1360621.020000000000 0.0050752774 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X77H0 259783.470000000000 PA USD 255975.300000000000 0.0009548182 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 3128MDWB5 2279332.310000000000 PA USD 2259663.950000000000 0.0084288139 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31374CPN0 604199.520000000000 PA USD 599971.330000000000 0.0022379640 Long ABS-MBS USGA US N 2 2027-07-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31307H2S5 96731.170000000000 PA USD 95708.620000000000 0.0003570045 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W9RZ5 2140044.250000000000 PA USD 2119604.690000000000 0.0079063763 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DPW20 85797.770000000000 PA USD 83147.730000000000 0.0003101509 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31307TCT6 180112.470000000000 PA USD 177702.930000000000 0.0006628530 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31307HLB1 961958.990000000000 PA USD 951086.930000000000 0.0035476668 Long ABS-MBS USGA US N 2 2029-06-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP - GOLD N/A 31307JBG7 224488.840000000000 PA USD 222017.220000000000 0.0008281505 Long ABS-MBS USGA US N 2 2029-08-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WAFM4 1376362.660000000000 PA USD 1363740.040000000000 0.0050869117 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X6NA9 2699549.180000000000 PA USD 2673522.830000000000 0.0099725565 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 3.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WAZD2 680613.420000000000 PA USD 672439.930000000000 0.0025082805 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 3.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31329MCJ7 2865074.430000000000 PA USD 2819528.340000000000 0.0105171743 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31329MEX4 1543032.180000000000 PA USD 1515117.180000000000 0.0056515663 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31329MEP1 2532224.390000000000 PA USD 2485375.710000000000 0.0092707454 Long ABS-MBS USGA US N 2 2029-11-01 Fixed 3.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31329MDC1 2120301.990000000000 PA USD 2085554.480000000000 0.0077793650 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2WG2 586656.100000000000 PA USD 548126.870000000000 0.0020445781 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 4.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJY0 327662.340000000000 PA USD 306142.460000000000 0.0011419476 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 4.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXV7 18085005.850000000000 PA USD 18561437.240000000000 0.0692363569 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BKP94 18752128.730000000000 PA USD 18101861.160000000000 0.0675220837 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BMVH5 3977684.290000000000 PA USD 3838843.220000000000 0.0143193394 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133BKPJ2 1398071.080000000000 PA USD 1351150.420000000000 0.0050399509 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJL8 8024418.530000000000 PA USD 8088469.440000000000 0.0301709479 Long ABS-MBS USGA US N 2 2053-10-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQMA0 7994191.840000000000 PA USD 7716809.370000000000 0.0287846119 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 4.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AQQJ9 25957430.750000000000 PA USD 22521367.770000000000 0.0840073663 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRET6 1979065.950000000000 PA USD 2075288.140000000000 0.0077410703 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AEYK9 2785261.640000000000 PA USD 2803558.020000000000 0.0104576031 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLLW6 436798.200000000000 PA USD 441060.040000000000 0.0016452061 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNS47 2260192.720000000000 PA USD 2281723.320000000000 0.0085110979 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 5.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GR7K0 29040612.070000000000 PA USD 30171511.590000000000 0.1125433078 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLHN1 3979528.850000000000 PA USD 4137480.330000000000 0.0154332911 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GRDV9 2047702.780000000000 PA USD 2127645.100000000000 0.0079363679 Long ABS-MBS USGA US N 2 2054-03-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AFCS3 1026004.190000000000 PA USD 1065773.140000000000 0.0039754599 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQSH1 21947861.120000000000 PA USD 22915432.580000000000 0.0854772746 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTTE0 8924793.860000000000 PA USD 9140800.650000000000 0.0340962679 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQR58 2112892.570000000000 PA USD 2206043.660000000000 0.0082288038 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTR28 1289287.480000000000 PA USD 1346127.010000000000 0.0050212130 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GSF45 74928076.150000000000 PA USD 77848697.630000000000 0.2903848524 Long ABS-MBS USGA US N 2 2054-07-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GQ5Q1 4230711.250000000000 PA USD 4399550.470000000000 0.0164108438 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.500000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GR4K3 7196212.940000000000 PA USD 7538198.570000000000 0.0281183725 Long ABS-MBS USGA US N 2 2054-06-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AMKJ9 179680.320000000000 PA USD 184866.250000000000 0.0006895730 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHRH7 228668.490000000000 PA USD 235639.450000000000 0.0008789630 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 6.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU6P6 301457.680000000000 PA USD 298097.930000000000 0.0011119405 Long ABS-MBS USGA US N 2 2054-08-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DSGA4 1928402.400000000000 PA USD 2007025.290000000000 0.0074864418 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FCP0 5431708.590000000000 PA USD 5610868.070000000000 0.0209292017 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWPR8 1349693.850000000000 PA USD 1331865.740000000000 0.0049680168 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 5.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142J6AP8 1521043.780000000000 PA USD 1530679.590000000000 0.0057096160 Long ABS-MBS USGA US N 2 2055-06-01 Fixed 5.500000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FKP1 69865357.350000000000 PA USD 71409800.940000000000 0.2663670059 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.000000000000 N N N N N N FIRSTENERGY TRANSMISSION LLC 549300AINIIPOLYX2R63 33767BAD1 100000.000000000000 PA USD 96169.500000000000 0.0003587236 Long DBT CORP US Y 2 2028-09-15 Fixed 2.866000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B77 200000.000000000000 PA USD 196056.000000000000 0.0007313121 Long DBT CORP US N 2 2026-08-10 Fixed 2.700000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C27 5980000.000000000000 PA USD 5969911.740000000000 0.0222684771 Long DBT CORP US N 2 2027-05-28 Fixed 4.950000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C35 3715000.000000000000 PA USD 3868931.030000000000 0.0144315705 Long DBT CORP US N 2 2027-11-04 Fixed 7.350000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C43 1405000.000000000000 PA USD 1416627.780000000000 0.0052841892 Long DBT CORP US N 2 2026-03-06 Fixed 6.950000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C92 10010000.000000000000 PA USD 10398538.150000000000 0.0387877775 Long DBT CORP US N 2 2028-05-12 Fixed 6.800000000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GN1 12505000.000000000000 PA USD 12626698.660000000000 0.0470990799 Long DBT CORP US N 2 2028-05-15 Fixed 4.400000000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GQ4 7786000.000000000000 PA USD 7864280.440000000000 0.0293346965 Long DBT CORP US N 2 2033-05-15 Fixed 4.800000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EN5 3067000.000000000000 PA USD 3163711.710000000000 0.0118010190 Long DBT CORP GB N 2 2030-11-19 Variable 5.2860000000000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADM6 5000000.000000000000 PA USD 5150965.000000000000 0.0192137089 Long DBT CORP US Y 2 2030-01-08 Fixed 5.300000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ES4 1669000.000000000000 PA USD 1696867.290000000000 0.0063295157 Long DBT CORP GB N 2 2036-03-03 Variable 5.4500000000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ER6 14500000.000000000000 PA USD 14858034.000000000000 0.0554222247 Long DBT CORP GB N 2 2031-03-03 Variable 5.1300000000000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AV4 4251000.000000000000 PA USD 4406021.220000000000 0.0164349804 Long DBT CORP US N 2 2032-03-30 Fixed 5.750000000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AU6 3399000.000000000000 PA USD 3458411.120000000000 0.0129002826 Long DBT CORP US N 2 2028-03-30 Fixed 5.050000000000 N N N N N N PROCTER & GAMBLE CO 2572IBTT8CCZW6AU4141 742718FZ7 7500000.000000000000 PA USD 7547917.500000000000 0.0281546253 Long DBT CORP US N 2 2028-01-26 Fixed 3.950000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DB2 300000.000000000000 PA USD 310698.900000000000 0.0011589437 Long DBT CORP US N 2 2033-02-15 Fixed 5.375000000000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AC6 9000000.000000000000 PA USD 9110439.000000000000 0.0339830153 Long DBT CORP SG N 2 2028-05-19 Fixed 4.450000000000 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AE2 5425000.000000000000 PA USD 5437878.950000000000 0.0202839318 Long DBT CORP SG N 2 2033-05-19 Fixed 4.750000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KM8 12367000.000000000000 PA USD 13146739.350000000000 0.0490388932 Long DBT CORP US N 2 2033-06-15 Fixed 6.400000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BR5 19943000.000000000000 PA USD 20691221.470000000000 0.0771807040 Long DBT CORP US N 2 2029-06-12 Variable 5.5820000000000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCG4 9286000.000000000000 PA USD 9500525.170000000000 0.0354380829 Long DBT CORP US N 2 2028-06-15 Fixed 4.875000000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCN4 733000.000000000000 PA USD 758871.970000000000 0.0028306822 Long DBT CORP US N 2 2033-08-01 Fixed 5.200000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DE6 400000.000000000000 PA USD 420054.400000000000 0.0015668526 Long DBT CORP US N 2 2033-09-07 Fixed 5.625000000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DD8 5000000.000000000000 PA USD 5261835.000000000000 0.0196272671 Long DBT CORP US N 2 2030-09-07 Fixed 5.500000000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BU8 700000.000000000000 PA USD 786240.700000000000 0.0029327708 Long DBT CORP US N 2 2034-10-20 Variable 6.8750000000000000 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KP1 87000.000000000000 PA USD 95364.180000000000 0.0003557197 Long DBT CORP US N 2 2034-03-15 Fixed 6.950000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DC9 22000000.000000000000 PA USD 22845460.000000000000 0.0852162686 Long DBT CORP US N 2 2031-02-15 Fixed 5.300000000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DD7 1650000.000000000000 PA USD 1678200.150000000000 0.0062598851 Long DBT CORP US N 2 2034-02-15 Fixed 5.450000000000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BM2 1600000.000000000000 PA USD 1637243.200000000000 0.0061071108 Long DBT CORP US N 2 2035-02-10 Fixed 5.200000000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AE7 13752000.000000000000 PA USD 13877143.200000000000 0.0517633859 Long DBT CORP US N 2 2035-04-01 Fixed 5.150000000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AA5 10240000.000000000000 PA USD 10305198.080000000000 0.0384396080 Long DBT CORP US N 2 2027-04-01 Fixed 4.550000000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AB3 18000000.000000000000 PA USD 18246726.000000000000 0.0680624467 Long DBT CORP US N 2 2028-04-01 Fixed 4.650000000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AD9 2000000.000000000000 PA USD 2041272.000000000000 0.0076141861 Long DBT CORP US N 2 2032-04-01 Fixed 5.000000000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AC1 2500000.000000000000 PA USD 2550755.000000000000 0.0095146179 Long DBT CORP US N 2 2030-04-01 Fixed 4.850000000000 N N N N N N SOUTHERN CALIFORNIA EDISON CO 9R1Z5I36FERIBVKW4P77 842400JJ3 21346000.000000000000 PA USD 21854653.830000000000 0.0815204444 Long DBT CORP US N 2 2030-03-15 Fixed 5.250000000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477DB6 2000000.000000000000 PA USD 2054614.000000000000 0.0076639533 Long DBT CORP US N 2 2030-04-24 Fixed 4.834000000000 N N N N N N SIEMENS FUNDING BV 213800CCRGH2TO338X64 82622RAE6 13500000.000000000000 PA USD 13903555.500000000000 0.0518619069 Long DBT CORP NL Y 2 2035-05-28 Fixed 5.200000000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BU9 8000000.000000000000 PA USD 8037120.000000000000 0.0299794085 Long DBT CORP US N 2 2028-08-15 Fixed 4.300000000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BW5 1183000.000000000000 PA USD 1192309.030000000000 0.0044474537 Long DBT CORP US N 2 2035-08-15 Fixed 5.150000000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BV7 7000000.000000000000 PA USD 7042070.000000000000 0.0262677542 Long DBT CORP US N 2 2030-08-15 Fixed 4.500000000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDH2 2500000.000000000000 PA USD 2503532.500000000000 0.0093384724 Long DBT CORP MX N 2 2025-10-16 Fixed 6.875000000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCK6 5000000.000000000000 PA USD 4905260.000000000000 0.0182972001 Long DBT CORP MX N 2 2028-02-12 Fixed 5.350000000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 4000000.000000000000 PA USD 3999212.000000000000 0.0149175339 Long DBT CORP MX N 2 2030-01-23 Fixed 6.840000000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2N4 695000.000000000000 PA USD 713281.980000000000 0.0026606262 Long DBT CORP SA Y 2 2034-07-17 Fixed 5.250000000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2H7 1920000.000000000000 PA USD 1907656.320000000000 0.0071157838 Long DBT CORP SA Y 2 2025-11-24 Fixed 1.625000000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 683234EV6 11889000.000000000000 PA USD 11909053.180000000000 0.0444221773 Long DBT NUSS CA N 2 2030-09-04 Fixed 3.900000000000 N N N N N N POLAND (REPUBLIC OF) 259400R9L8QEP0TPXS31 731011AU6 472000.000000000000 PA USD 469016.490000000000 0.0017494870 Long DBT NUSS PL N 2 2026-04-06 Fixed 3.250000000000 N N N N N N SASKATCHEWAN (PROVINCE OF) 549300FKDIB7OJMBSP83 803854KQ0 10528000.000000000000 PA USD 10400664.890000000000 0.0387957105 Long DBT NUSS CA N 2 2027-06-08 Fixed 3.250000000000 N N N N N N SWEDEN (KINGDOM OF) ERE94C0BSULG2RM19605 87020D2C7 6020000.000000000000 PA USD 6026658.120000000000 0.0224801478 Long DBT NUSS SE Y 2 2026-01-30 Fixed 4.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286B1 50000000.000000000000 PA USD 48431640.000000000000 0.1806557471 Long DBT UST US N 2 2029-02-15 Fixed 2.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SU3 578100.000000000000 PA USD 318000.210000000000 0.0011861784 Long DBT UST US N 2 2051-02-15 Fixed 1.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJK8 228000.000000000000 PA USD 230183.780000000000 0.0008586127 Long DBT UST US N 2 2026-11-15 Fixed 4.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJL6 50000000.000000000000 PA USD 50081055.000000000000 0.1868082602 Long DBT UST US N 2 2025-11-30 Fixed 4.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJN2 13194400.000000000000 PA USD 13507251.100000000000 0.0503836446 Long DBT UST US N 2 2028-11-30 Fixed 4.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJS1 4889000.000000000000 PA USD 4891291.960000000000 0.0182450977 Long DBT UST US N 2 2025-12-31 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJX0 64000.000000000000 PA USD 64775.000000000000 0.0002416184 Long DBT UST US N 2 2031-01-31 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJV4 205000000.000000000000 PA USD 205108096.500000000000 0.7650774661 Long DBT UST US N 2 2026-01-31 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 160000.000000000000 PA USD 162031.250000000000 0.0006043957 Long DBT UST US N 2 2029-01-31 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKB6 8316000.000000000000 PA USD 8340038.230000000000 0.0311093293 Long DBT UST US N 2 2026-02-28 Fixed 4.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 1000000000.000000000000 PA USD 1021093800.000000000000 3.8088006786 Long DBT UST US N 2 2029-02-28 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2355000.000000000000 PA USD 2412219.200000000000 0.0089978630 Long DBT UST US N 2 2031-02-28 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TY4 1891926.000000000000 PA USD 1691278.200000000000 0.0063086678 Long DBT UST US N 2 2054-02-15 Fixed 2.125000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKH3 267750000.000000000000 PA USD 268523958.150000000000 1.0016261327 Long DBT UST US N 2 2026-03-31 Fixed 4.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKN0 29000000.000000000000 PA USD 30239297.600000000000 0.1127961576 Long DBT UST US N 2 2031-04-30 Fixed 4.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKK6 67000000.000000000000 PA USD 67386033.900000000000 0.2513578788 Long DBT UST US N 2 2026-04-30 Fixed 4.875000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 179000.000000000000 PA USD 182552.040000000000 0.0006809407 Long DBT UST US N 2 2034-05-15 Fixed 4.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UB2 997200.000000000000 PA USD 969932.760000000000 0.0036179639 Long DBT UST US N 2 2044-05-15 Fixed 4.625000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 223100000.000000000000 PA USD 229897589.280000000000 0.8575452070 Long DBT UST US N 2 2029-05-31 Fixed 4.500000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 19120000.000000000000 PA USD 19542731.730000000000 0.0728967014 Long DBT UST US N 2 2029-06-30 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKW0 60000000.000000000000 PA USD 61396872.000000000000 0.2290175964 Long DBT UST US N 2 2031-06-30 Fixed 4.250000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKZ3 4881000.000000000000 PA USD 4944760.990000000000 0.0184445435 Long DBT UST US N 2 2027-07-15 Fixed 4.375000000000 N N N N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLB5 787750000.000000000000 PA USD 791104081.950000000000 2.9509118204 Long DBT UST US N 2 2026-07-31 Fixed 4.375000000000 N N N N N N BX 2024-GPA3 N/A 123910AA9 7939940.620000000000 PA USD 7971684.500000000000 0.0297353263 Long ABS-CBDO CORP US Y 2 2039-12-15 Variable 5.6568200000000000 N N N N N N BX 2025-BIO3 N/A 123911AA7 14225000.000000000000 PA USD 14752463.000000000000 0.0550284323 Long ABS-CBDO CORP US Y 2 2042-02-10 Fixed 6.138200000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT N/A 17291NAA9 67170000.000000000000 PA USD 69445853.940000000000 0.2590412513 Long ABS-MBS CORP US Y 2 2040-10-12 Variable 6.0146900000000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS_23-R04 N/A 20754QAA6 2391830.520000000000 PA USD 2441403.600000000000 0.0091067243 Long ABS-CBDO CORP US Y 2 2043-05-25 Variable 6.6483900000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3 N/A 17331LAA5 14000000.000000000000 PA USD 14658826.000000000000 0.0546791553 Long ABS-CBDO CORP US Y 2 2028-07-10 Variable 6.3597300000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QC4Y9 11566524.440000000000 PA USD 10078456.370000000000 0.0375938346 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.000000000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDLM4 24513949.490000000000 PA USD 21511873.180000000000 0.0802418320 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 3.000000000000 N N N N N N FIRSTKEY HOMES FKH_20-SFR2 N/A 33767JAA0 17639244.320000000000 PA USD 17507585.000000000000 0.0653053634 Long ABS-CBDO CORP US Y 2 2037-10-19 Fixed 1.266000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWEM1 26228.150000000000 PA USD 20890.960000000000 0.0000779258 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KNXA6 4161911.240000000000 PA USD 3320622.500000000000 0.0123863148 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B53T7 909743.730000000000 PA USD 724834.680000000000 0.0027037191 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N 2025-10-27 Intermediate Bond Fund of America Scott Lewis Scott Lewis Lead Analyst