NPORT-P false 0000892538 XXXXXXXX S000008102 C000022029 C000022030 C000022031 SUNAMERICA SERIES TRUST 811-07238 0000892538 549300YDIAXUNCUXFM44 5300 Memorial Drive Suite 1150 Houston 77007 800-445-7862 SA JPMorgan MFS Core Bond Portfolio S000008102 NUJO4J5K8U32DYTBRC38 2026-01-31 2026-01-31 N 1799954023.88 11520131.61 1788433892.27 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2858388.90000000 0.00000000 0.00000000 2537852.32000000 USD N Bloomberg US Aggregate LBUSTRUU ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAW0 500000.00000000 PA USD 477133.14000000 0.026678824532 Long DBT CORP NL N 2 2029-12-13 Fixed 2.47000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBF6 300000.00000000 PA USD 308939.52000000 0.017274304705 Long DBT CORP NL N 2 2035-12-03 Fixed 5.52000000 N N N N N N ACREC LLC N/A 00112HAC1 2224000.00000000 PA USD 2225391.78000000 0.124432431616 Long ABS-CBDO CORP US N 2 2042-08-18 Floating 5.32000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAL3 95000.00000000 PA USD 63973.62000000 0.003577074907 Long DBT CORP US N 2 2049-09-15 Fixed 3.15000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCM5 510000.00000000 PA USD 527226.92000000 0.029479810368 Long DBT CORP US N 2 2032-03-15 Fixed 5.80000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAK1 250000.00000000 PA USD 196018.67000000 0.010960353125 Long DBT CORP HK N 2 2040-09-16 Fixed 3.20000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 495000.00000000 PA USD 525121.67000000 0.029362095645 Long DBT CORP IE N 2 2029-09-13 Fixed 6.61000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAF1 1120000.00000000 PA USD 1157257.21000000 0.064707855012 Long DBT CORP IE N 2 2031-05-15 Fixed 5.32000000 N N N N N N APA INFRASTRUCTURE LTD 261700SS8OEHDOCOUJ33 00188LAA5 227000.00000000 PA USD 227501.41000000 0.012720705583 Long DBT CORP AU N 2 2034-09-16 Fixed 5.13000000 N N N N N N AREIT CRE Trust N/A 00193DAC2 2314123.00000000 PA USD 2308337.00000000 0.129070300556 Long ABS-CBDO CORP KY N 2 2030-01-17 Floating 5.22000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 765000.00000000 PA USD 672797.64000000 0.037619374297 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 1393000.00000000 PA USD 925200.27000000 0.051732427684 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNH1 110000.00000000 PA USD 109461.19000000 0.006120505234 Long DBT CORP US N 2 2036-04-30 Fixed 5.13000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAM1 275000.00000000 PA USD 244611.58000000 0.013677418050 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAR0 420000.00000000 PA USD 411251.36000000 0.022995055158 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 1184000.00000000 PA USD 1053821.37000000 0.058924256275 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDU0 115000.00000000 PA USD 117886.78000000 0.006591620775 Long DBT CORP US N 2 2034-03-15 Fixed 5.05000000 N N N N N N Academic Loan Funding Trust N/A 00389VAA0 80944.03000000 PA USD 79615.83000000 0.004451706621 Long ABS-O CORP US N 2 2044-12-26 Floating 4.61000000 N N N N N N Accelerated Assets N/A 00439KAB2 322097.09000000 PA USD 302444.05000000 0.016911111520 Long ABS-O CORP US N 2 2040-10-20 Fixed 1.90000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAD5 260000.00000000 PA USD 255708.68000000 0.014297910652 Long DBT CORP US N 2 2034-10-04 Fixed 4.50000000 N N N N N N ACREC 2021-FL1 Ltd. N/A 00500RAG0 1389000.00000000 PA USD 1388852.63000000 0.077657476521 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.94000000 N N N N N N ACREC 2021-FL1 Ltd. N/A 00500RAJ4 1675500.00000000 PA USD 1670376.32000000 0.093398829401 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 6.44000000 N N N N N N Acres PLC N/A 00501XAC5 2283500.00000000 PA USD 2287781.56000000 0.127920946359 Long ABS-CBDO CORP US N 2 2044-08-18 Floating 0.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 835000.00000000 PA USD 825612.36000000 0.046163985348 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 1255000.00000000 PA USD 1217463.65000000 0.068074288642 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 1477000.00000000 PA USD 1366518.57000000 0.076408671067 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBD6 610000.00000000 PA USD 621577.16000000 0.034755389208 Long DBT CORP IE N 2 2027-01-15 Fixed 6.10000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBS3 185000.00000000 PA USD 182231.46000000 0.010189443444 Long DBT CORP IE N 2 2035-11-15 Fixed 5.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBU8 155000.00000000 PA USD 153498.83000000 0.008582862954 Long DBT CORP IE N 2 2033-01-15 Fixed 4.75000000 N N N N N N ADVENTIST HEALTH SYS/W 5493008YM33UCY5QPW83 007944AH4 2427000.00000000 PA USD 2484009.26000000 0.138892987363 Long DBT CORP US N 2 2032-03-01 Fixed 5.43000000 N N N N N N Affirm Inc N/A 00834MAA1 159657.05000000 PA USD 159916.44000000 0.008941702608 Long ABS-O CORP US N 2 2030-04-15 Fixed 5.08000000 N N N N N N AIR CANADA 2017-1AA PTT N/A 00908PAA5 131824.00000000 PA USD 125617.95000000 0.007023907931 Long DBT CORP CA N 2 2030-01-15 Fixed 3.30000000 N N N N N N AIR CANADA 2017-1A PTT N/A 00908PAB3 186031.99000000 PA USD 177559.94000000 0.009928236138 Long DBT CORP CA N 2 2030-01-15 Fixed 3.55000000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAB2 370000.00000000 PA USD 378528.86000000 0.021165381713 Long DBT CORP BM N 2 2030-03-15 Fixed 5.25000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392EC8 100000.00000000 PA USD 106155.37000000 0.005935660829 Long DBT CORP US N 2 2033-02-15 Fixed 5.70000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FG8 63000.00000000 PA USD 53017.44000000 0.002964461824 Long DBT CORP US N 2 2042-01-15 Fixed 4.10000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FM5 50000.00000000 PA USD 39369.90000000 0.002201361770 Long DBT CORP US N 2 2045-03-01 Fixed 3.75000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 716000.00000000 PA USD 710218.07000000 0.039711731759 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAB9 1307000.00000000 PA USD 1254814.35000000 0.070162747162 Long DBT CORP US N 2 2029-09-23 Fixed 3.00000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAD5 989000.00000000 PA USD 921776.44000000 0.051540984767 Long DBT CORP US N 2 2030-05-27 Fixed 2.60000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAE3 707000.00000000 PA USD 739071.49000000 0.041325066204 Long DBT CORP US N 2 2032-12-06 Fixed 5.38000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AS8 334000.00000000 PA USD 252947.67000000 0.014143529212 Long DBT US N 2 2050-02-01 Fixed 4.00000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CJ3 655000.00000000 PA USD 510656.75000000 0.028553291916 Long DBT CORP US N 2 2052-04-13 Fixed 3.95000000 N N N N N N AMEREN ILLINOIS CO RC71E2BZ6UOMFPDJSE79 02361DAU4 400000.00000000 PA USD 275231.00000000 0.015389498107 Long DBT CORP US N 2 2050-03-15 Fixed 3.25000000 N N N N N N AMER AIRLINE 16-3 AA PTT N/A 023771R91 88346.59000000 PA USD 85551.14000000 0.004783578547 Long DBT CORP US N 2 2028-10-15 Fixed 3.00000000 N N N N N N AMER AIRLN 14-1 A PTT N/A 02377AAA6 153695.91000000 PA USD 153138.12000000 0.008562693911 Long DBT CORP US N 2 2026-10-01 Fixed 3.70000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024948AA9 3579671.36000000 PA USD 3585603.59000000 0.200488461189 Long ABS-O CORP US N 2 2029-05-14 Fixed 4.42000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AW1 1608000.00000000 PA USD 1724403.81000000 0.096419768013 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DZ9 445000.00000000 PA USD 459350.98000000 0.025684537850 Long DBT CORP US N 2 2036-01-30 Fixed 5.44000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EK1 245000.00000000 PA USD 248193.22000000 0.013877684888 Long DBT CORP US N 2 2033-07-20 Fixed 4.92000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EM7 305000.00000000 PA USD 298986.65000000 0.016717791543 Long DBT CORP US N 2 2036-10-24 Fixed 4.80000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBC3 300000.00000000 PA USD 273146.47000000 0.015272941939 Long DBT US N 2 2030-06-15 Fixed 2.10000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBG4 545000.00000000 PA USD 487545.82000000 0.027261047898 Long DBT US N 2 2030-10-15 Fixed 1.88000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAW5 500000.00000000 PA USD 474057.98000000 0.026506877444 Long DBT CORP US N 2 2030-05-01 Fixed 2.80000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAY1 780000.00000000 PA USD 796036.55000000 0.044510258581 Long DBT CORP US N 2 2035-02-15 Fixed 5.15000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CR9 578000.00000000 PA USD 455478.20000000 0.025467991965 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DS6 146000.00000000 PA USD 147089.98000000 0.008224513113 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 1045000.00000000 PA USD 1028611.11000000 0.057514628549 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095BB6 500000.00000000 PA USD 476956.01000000 0.026668920336 Long DBT CORP US N 2 2055-11-15 Fixed 5.30000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AW5 473000.00000000 PA USD 347267.36000000 0.019417399854 Long DBT CORP US N 2 2041-10-01 Fixed 2.80000000 N N N N N N Anchor Mortgage Trust 254900S7O2LYCU17JI96 03290CAA4 955000.00000000 PA USD 960398.81000000 0.053700548516 Long ABS-MBS CORP US N 2 2040-05-25 Variable 5.72000000 N N N N N N Angel Oak Mortgage Trust 254900O3R79X1AD55F36 03466JAA7 1305106.96000000 PA USD 1310639.05000000 0.073284176488 Long ABS-MBS CORP US N 2 2069-09-25 Variable 5.14000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BA7 1551000.00000000 PA USD 1433930.26000000 0.080177985118 Long DBT CORP GB N 2 2031-03-17 Fixed 2.88000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BB5 1901000.00000000 PA USD 1877796.51000000 0.104996696725 Long DBT CORP GB N 2 2029-03-16 Fixed 3.88000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BC3 2499000.00000000 PA USD 2117992.76000000 0.118427232292 Long DBT CORP GB N 2 2052-03-16 Fixed 4.75000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BE9 755000.00000000 PA USD 791725.07000000 0.044269182854 Long DBT CORP GB N 2 2034-04-05 Fixed 5.75000000 N N N N N N Angel Oak Mortgage Trust 254900S8TF74AZOT0548 034932AA1 2116835.25000000 PA USD 2139488.99000000 0.119629190614 Long ABS-MBS CORP US N 2 2069-10-25 Variable 5.65000000 N N N N N N Angel Oak Mortgage Trust 254900QN92XYN8GJBJ44 034933AA9 2414635.91000000 PA USD 2431493.69000000 0.135956587521 Long ABS-MBS CORP US N 2 2069-10-25 Variable 5.35000000 N N N N N N Angel Oak Mortgage Trust 254900CFOEUA52TRVZ51 034940AA4 807994.13000000 PA USD 810749.71000000 0.045332942609 Long ABS-MBS CORP US N 2 2070-09-25 Variable 4.96000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 498000.00000000 PA USD 491111.07000000 0.027460398291 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAD2 650000.00000000 PA USD 675121.97000000 0.037749338844 Long DBT CORP US N 2 2034-03-01 Fixed 5.45000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAF7 225000.00000000 PA USD 224369.03000000 0.012545559048 Long DBT CORP US N 2 2054-03-01 Fixed 5.75000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EK2 890000.00000000 PA USD 551096.22000000 0.030814458526 Long DBT CORP US N 2 2051-08-05 Fixed 2.70000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880RAA7 2188022.39000000 PA USD 2188030.27000000 0.122343368656 Long ABS-CBDO CORP KY N 2 2036-11-15 Floating 5.14000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880RAG4 1850500.00000000 PA USD 1850667.47000000 0.103479780717 Long ABS-CBDO CORP KY N 2 2036-11-15 Floating 6.09000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880XAJ5 5065500.00000000 PA USD 5069324.96000000 0.283450508397 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 6.71000000 N N N N N N ARDN 2025-ARCP Mortgage Trust N/A 039961AC1 3177000.00000000 PA USD 3186928.13000000 0.178196585502 Long ABS-MBS CORP US N 2 2035-06-15 Floating 5.68000000 N N N N N N AREIT CRE Trust N/A 04002VAE1 614000.00000000 PA USD 611587.90000000 0.034196841305 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 5.55000000 N N N N N N AREIT CRE Trust N/A 04002VAG6 1264000.00000000 PA USD 1250703.23000000 0.069932874533 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 5.85000000 N N N N N N AREIT CRE Trust N/A 04002VAJ0 537000.00000000 PA USD 527046.33000000 0.029469712706 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 6.55000000 N N N N N N ARI Fleet Lease Trust N/A 04033GAB3 140823.29000000 PA USD 141834.77000000 0.007930668872 Long ABS-O CORP US N 2 2032-07-15 Fixed 6.05000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAC5 2600000.00000000 PA USD 2328498.07000000 0.130197603616 Long DBT CORP US N 2 2032-02-15 Fixed 2.95000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAE1 1627000.00000000 PA USD 1694428.02000000 0.094743676426 Long DBT CORP US N 2 2034-04-10 Fixed 5.88000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AQ6 2790000.00000000 PA USD 2883703.32000000 0.161241817909 Long DBT CORP US N 2 2033-05-30 Fixed 5.55000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AS2 718000.00000000 PA USD 752764.15000000 0.042090689136 Long DBT CORP US N 2 2034-04-15 Fixed 5.80000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 140000.00000000 PA USD 158475.68000000 0.008861142739 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AG3 110000.00000000 PA USD 94799.98000000 0.005300725982 Long DBT CORP GB N 2 2042-09-18 Fixed 4.00000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AM7 270000.00000000 PA USD 227860.05000000 0.012740758883 Long DBT CORP US N 2 2044-10-15 Fixed 4.13000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AK2 200000.00000000 PA USD 200254.96000000 0.011197224614 Long DBT CORP AU N 2 2026-05-19 Fixed 4.40000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAS0 355000.00000000 PA USD 360744.02000000 0.020170945180 Long DBT CORP US N 2 2030-04-10 Fixed 5.13000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHY3 1034000.00000000 PA USD 1067499.22000000 0.059689051108 Long ABS-O CORP US N 2 2030-06-20 Fixed 5.36000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 614000.00000000 PA USD 614233.19000000 0.034344752280 Long DBT CORP KY N 2 2026-05-01 Fixed 4.38000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAL5 1194000.00000000 PA USD 1194141.23000000 0.066770219193 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAM3 1762000.00000000 PA USD 1759564.46000000 0.098385770232 Long DBT CORP KY N 2 2026-02-21 Fixed 2.13000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAP6 257000.00000000 PA USD 249487.84000000 0.013950073361 Long DBT CORP KY N 2 2028-02-21 Fixed 2.75000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 856000.00000000 PA USD 831202.23000000 0.046476542051 Long DBT CORP KY N 2 2027-11-18 Fixed 2.53000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAW1 506000.00000000 PA USD 512216.80000000 0.028640521867 Long DBT CORP KY N 2 2028-01-15 Fixed 4.95000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAX9 195000.00000000 PA USD 198334.65000000 0.011089850782 Long DBT CORP KY N 2 2030-01-15 Fixed 5.15000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401ABA8 180000.00000000 PA USD 181046.62000000 0.010123193302 Long DBT CORP KY N 2 2030-10-10 Fixed 4.90000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401ABD2 305000.00000000 PA USD 303375.33000000 0.016963183895 Long DBT CORP KY N 2 2031-01-30 Fixed 4.70000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492JAW2 1315000.00000000 PA USD 1257438.51000000 0.070309476656 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.06000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAE7 231000.00000000 PA USD 154220.79000000 0.008623231234 Long DBT CORP GB N 2 2050-09-15 Fixed 3.00000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAF4 479000.00000000 PA USD 425966.94000000 0.023817874501 Long DBT CORP GB N 2 2031-02-15 Fixed 1.90000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 495000.00000000 PA USD 454417.50000000 0.025408683092 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 409000.00000000 PA USD 339681.82000000 0.018993255577 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBW4 3067000.00000000 PA USD 3090711.84000000 0.172816666769 Long DBT CORP US N 2 2032-03-16 Fixed 4.74000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 2960000.00000000 PA USD 2984476.00000000 0.166876506473 Long DBT CORP GB N 2 2028-03-16 Fixed 4.45000000 N N N N N N BDS Ltd N/A 05555MAA7 712500.00000000 PA USD 714717.80000000 0.039963333455 Long ABS-CBDO CORP US N 2 2039-09-19 Floating 5.25000000 N N N N N N BDS Ltd N/A 05556XAC8 708217.00000000 PA USD 709102.41000000 0.039649349806 Long ABS-CBDO CORP US N 2 2043-07-19 Floating 5.33000000 N N N N N N BMD2 Re-REMIC Trust N/A 055631BQ7 1843000.00000000 PA USD 1740617.30000000 0.097326342758 Long ABS-MBS CORP US N 2 2052-05-25 Variable 3.42000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAY1 974000.00000000 PA USD 1017369.61000000 0.056886061844 Long DBT CORP FR N 2 2035-05-30 Fixed 5.94000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 465000.00000000 PA USD 496066.92000000 0.027737503865 Long DBT CORP FR N 2 2036-01-14 Fixed 6.29000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAH4 910000.00000000 PA USD 932887.36000000 0.052162250113 Long DBT CORP FR N 2 2030-01-09 Fixed 5.18000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAJ1 410000.00000000 PA USD 365216.43000000 0.020421019282 Long DBT CORP FR N 2 2032-01-20 Fixed 2.28000000 N N N N N N BG BETA I LTD 254900Z3OU5JTNX05R08 05593PAD8 970000.00000000 PA USD 988364.04000000 0.055264219956 Long ABS-O CORP KY N 2 2054-07-16 Fixed 6.28000000 N N N N N N BXMT Ltd N/A 05609GAC2 2281000.00000000 PA USD 2272553.00000000 0.127069443820 Long ABS-CBDO CORP US N 2 2038-05-15 Floating 5.09000000 N N N N N N BXMT Ltd N/A 05609GAE8 4995500.00000000 PA USD 4922100.62000000 0.275218482565 Long ABS-CBDO CORP US N 2 2038-05-15 Floating 5.34000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 056121AA4 765000.00000000 PA USD 785995.61000000 0.043948820999 Long DBT CORP FR N 2 2031-05-28 Fixed 5.39000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 056121AB2 950000.00000000 PA USD 996215.61000000 0.055703239258 Long DBT CORP FR N 2 2036-05-28 Fixed 6.03000000 N N N N N N Bain Capital Credit CLO, Limited 254900YXN9JEMKU5DF45 05684PAQ9 1972783.00000000 PA USD 1973217.01000000 0.110332118985 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 5.22000000 N N N N N N Bain Capital Credit CLO, Limited 254900YXN9JEMKU5DF45 05684PAS5 1562236.00000000 PA USD 1562649.99000000 0.087375328590 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 5.47000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EL0 230000.00000000 PA USD 156126.00000000 0.008729760751 Long DBT CORP US N 2 2049-09-15 Fixed 3.20000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165ES5 330000.00000000 PA USD 327760.13000000 0.018326656155 Long DBT CORP US N 2 2054-06-01 Fixed 5.65000000 N N N N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 059626AC5 600000.00000000 PA USD 535100.59000000 0.029920065388 Long DBT CORP PA N 2 2030-08-11 Fixed 2.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 200000.00000000 PA USD 197102.21000000 0.011020939093 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAU9 600000.00000000 PA USD 621886.40000000 0.034772680314 Long DBT CORP ES N 2 2028-08-08 Fixed 5.59000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAY1 600000.00000000 PA USD 639797.35000000 0.035774168268 Long DBT CORP ES N 2 2028-11-07 Fixed 6.61000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FL3 2572000.00000000 PA USD 2603748.77000000 0.145588203246 Long DBT CORP US N 2 2028-03-15 Fixed 5.88000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 290000.00000000 PA USD 260897.03000000 0.014588016427 Long DBT CORP US N 2 2031-07-23 Fixed 1.90000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 3990000.00000000 PA USD 3599897.23000000 0.201287687823 Long DBT CORP US N 2 2032-10-20 Fixed 2.57000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLH0 5455000.00000000 PA USD 5603719.83000000 0.313331113563 Long DBT CORP US N 2 2034-04-25 Fixed 5.29000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMM8 980000.00000000 PA USD 1017323.70000000 0.056883494793 Long DBT CORP US N 2 2036-01-24 Fixed 5.51000000 N N N N N N Bank5 N/A 06211GAG1 2060760.00000000 PA USD 2126895.35000000 0.118925019213 Long ABS-MBS CORP US N 2 2058-11-15 Fixed 5.23000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAB5 430000.00000000 PA USD 424430.41000000 0.023731959667 Long DBT CORP IE N 2 2027-09-30 Fixed 2.03000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAD1 275000.00000000 PA USD 285707.90000000 0.015975312324 Long DBT CORP IE N 2 2030-03-20 Fixed 5.60000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBU0 400000.00000000 PA USD 445163.52000000 0.024891248254 Long DBT CORP US N 2 2034-10-25 Fixed 6.47000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAP6 187000.00000000 PA USD 191317.76000000 0.010697502481 Long DBT CORP CA N 2 2030-02-01 Fixed 4.85000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAZ0 465000.00000000 PA USD 465499.55000000 0.026028334176 Long DBT CORP CA N 2 2034-02-02 Fixed 4.81000000 N N N N N N Bank N/A 06541DBH6 2563434.00000000 PA USD 2702744.59000000 0.151123538962 Long ABS-MBS CORP US N 2 2056-08-15 Fixed 5.75000000 N N N N N N Bank N/A 06541DBN3 1486048.00000000 PA USD 1580971.55000000 0.088399775738 Long ABS-MBS CORP US N 2 2056-08-15 Variable 6.39000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675DCU4 315000.00000000 PA USD 314271.99000000 0.017572468927 Long DBT CORP FR N 2 2031-01-15 Fixed 4.54000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675FBB2 820000.00000000 PA USD 852170.54000000 0.047648981809 Long DBT CORP FR N 2 2028-07-13 Fixed 5.79000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 1576000.00000000 PA USD 1603263.11000000 0.089646204812 Long DBT CORP GB N 2 2029-05-16 Fixed 4.97000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBV6 2322000.00000000 PA USD 2109870.37000000 0.117973070132 Long DBT CORP GB N 2 2032-11-24 Fixed 2.89000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 200000.00000000 PA USD 214676.10000000 0.012003580391 Long DBT CORP GB N 2 2034-05-09 Fixed 6.22000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECU7 210000.00000000 PA USD 213904.05000000 0.011960411336 Long DBT CORP GB N 2 2030-09-10 Fixed 4.94000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECZ6 290000.00000000 PA USD 302197.05000000 0.016897300554 Long DBT CORP GB N 2 2036-02-25 Fixed 5.79000000 N N N N N N Bastion Funding LLC 549300NX3WVP5ASDEU57 07030UAA0 648970.93000000 PA USD 654914.85000000 0.036619460905 Long ABS-O CORP US N 2 2038-04-25 Fixed 7.12000000 N N N N N N BDS Ltd N/A 072921AE9 1425617.00000000 PA USD 1427849.09000000 0.079837957453 Long ABS-CBDO CORP US N 2 2042-10-17 Floating 5.37000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MWN8 54618.90000000 PA USD 51039.27000000 0.002853852760 Long ABS-MBS CORP US N 2 2033-08-25 Variable 4.70000000 N N N N N N BENCHMARK Mortgage Trust N/A 08164EAC8 1439865.00000000 PA USD 1484380.01000000 0.082998874960 Long ABS-MBS CORP US N 2 2058-10-15 Fixed 5.18000000 N N N N N N Berks County Municipal Authority/The N/A 084538JJ7 2206000.00000000 PA USD 1802674.59000000 0.100796266375 Long DBT MUN US N 2 2039-06-30 Fixed 7.00000000 N N N N N N Berks County Municipal Authority/The N/A 084538JL2 1160000.00000000 PA USD 589994.33000000 0.032989440233 Long DBT MUN US N 2 2044-06-30 None 0.00000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664DB4 410000.00000000 PA USD 312956.54000000 0.017498915747 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAA1 445000.00000000 PA USD 343170.61000000 0.019188330722 Long DBT CORP US N 2 2051-05-17 Fixed 4.00000000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAE3 200000.00000000 PA USD 203708.60000000 0.011390334352 Long DBT CORP US N 2 2036-01-09 Fixed 5.38000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAL7 360000.00000000 PA USD 377949.28000000 0.021132974589 Long DBT CORP US N 2 2035-05-15 Fixed 5.75000000 N N N N N N Black Diamond CLO Ltd 254900MIPS4I29O2I690 09204GAK5 2724119.00000000 PA USD 2727306.22000000 0.152496898643 Long ABS-CBDO CORP KY N 2 2032-07-23 Floating 5.87000000 N N N N N N Black Diamond CLO Ltd 549300IEWA7GZ3ECTT90 09204WAH7 3583333.00000000 PA USD 3586181.75000000 0.200520788914 Long ABS-CBDO CORP KY N 2 2034-11-22 Floating 5.52000000 N N N N N N BLACKSTONE HOLDINGS FINA 549300D2L6J4NC1QVZ22 09256BAH0 110000.00000000 PA USD 94346.34000000 0.005275360772 Long DBT CORP US N 2 2045-07-15 Fixed 4.45000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2U7 315000.00000000 PA USD 287510.68000000 0.016076114484 Long DBT CORP FR N 2 2033-01-20 Fixed 3.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2W3 851000.00000000 PA USD 881040.97000000 0.049263267365 Long DBT CORP FR N 2 2030-05-20 Fixed 5.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2Z6 1095000.00000000 PA USD 1127752.19000000 0.063058086456 Long DBT CORP FR N 2 2030-11-19 Fixed 5.28000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3A0 565000.00000000 PA USD 593382.86000000 0.033178909355 Long DBT CORP FR N 2 2033-01-13 Fixed 5.79000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BX2 429000.00000000 PA USD 422483.34000000 0.023623089554 Long DBT CORP US N 2 2028-03-01 Fixed 3.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CU7 170000.00000000 PA USD 171789.37000000 0.009605575623 Long DBT CORP US N 2 2027-05-01 Fixed 5.04000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 1195000.00000000 PA USD 1221578.72000000 0.068304382134 Long DBT CORP US N 2 2040-05-01 Fixed 5.71000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 1698000.00000000 PA USD 1677041.74000000 0.093771525313 Long DBT CORP US N 2 2050-05-01 Fixed 5.81000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 1317000.00000000 PA USD 1353556.90000000 0.075683921326 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DA0 278000.00000000 PA USD 278000.00000000 0.015544326307 Long DBT CORP US N 2 2026-02-01 Fixed 2.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 3216000.00000000 PA USD 3215449.45000000 0.179791350627 Long DBT CORP US N 2 2026-02-04 Fixed 2.20000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DR3 235000.00000000 PA USD 254987.12000000 0.014257564738 Long DBT CORP US N 2 2031-05-01 Fixed 6.39000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DS1 2716000.00000000 PA USD 3004562.59000000 0.167999644995 Long DBT CORP US N 2 2034-05-01 Fixed 6.53000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AK9 3510000.00000000 PA USD 3464476.98000000 0.193715685828 Long DBT CORP US N 2 2027-08-01 Fixed 3.15000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBE3 3765000.00000000 PA USD 3291609.23000000 0.184049812756 Long DBT US N 2 2032-04-01 Fixed 2.55000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBH6 1676000.00000000 PA USD 1798380.08000000 0.100556139523 Long DBT US N 2 2034-01-15 Fixed 6.50000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBJ2 1501000.00000000 PA USD 1536098.27000000 0.085890693340 Long DBT US N 2 2035-01-15 Fixed 5.75000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AT4 98000.00000000 PA USD 93472.95000000 0.005226525308 Long DBT CORP US N 2 2039-03-01 Fixed 4.55000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBN9 450000.00000000 PA USD 278931.14000000 0.015596390853 Long DBT CORP US N 2 2050-11-10 Fixed 2.77000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBP4 500000.00000000 PA USD 319942.58000000 0.017889539075 Long DBT CORP US N 2 2051-06-04 Fixed 2.94000000 N N N N N N BRAZOS SECURITIZATN LLC N/A 106230AC9 1837000.00000000 PA USD 1743890.88000000 0.097509384469 Long DBT CORP US N 2 2050-09-01 Fixed 5.41000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107933AE3 901000.00000000 PA USD 909117.74000000 0.050833175547 Long ABS-O CORP US N 2 2029-04-16 Fixed 5.65000000 N N N N N N BRIDGE HOUSING CORP N/A 10806CAC2 1910000.00000000 PA USD 1920647.30000000 0.107392691913 Long DBT CORP US N 2 2035-07-15 Fixed 5.32000000 N N N N N N Village of Bridgeview IL N/A 108555GG2 3955000.00000000 PA USD 3700292.07000000 0.206901249523 Long DBT MUN US N 2 2036-12-01 Fixed 5.14000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CQ9 241000.00000000 PA USD 217688.71000000 0.012172030005 Long DBT CORP US N 2 2039-06-15 Fixed 4.13000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CR7 401000.00000000 PA USD 327425.73000000 0.018307958231 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DL9 121000.00000000 PA USD 104248.11000000 0.005829016686 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N BRITISH AIR 18-1 AA PTT 635400GSHSFIWYIDXC76 11042TAA1 156435.35000000 PA USD 153350.41000000 0.008574564073 Long DBT CORP US N 2 2031-09-20 Fixed 3.80000000 N N N N N N BRITISH AIR 18-1 A PTT 635400GSHSFIWYIDXC76 11043HAA6 211367.94000000 PA USD 204814.48000000 0.011452169458 Long DBT CORP US N 2 2031-09-20 Fixed 4.13000000 N N N N N N BRITISH AIR 19-1 AA PTT 635400GSHSFIWYIDXC76 11043XAA1 283493.32000000 PA USD 267355.58000000 0.014949145235 Long DBT CORP US N 2 2032-12-15 Fixed 3.30000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120BAA5 2909000.00000000 PA USD 3044748.49000000 0.170246633278 Long DBT US N 2 2035-02-15 Fixed 5.75000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAK9 380000.00000000 PA USD 365762.30000000 0.020451541518 Long DBT US N 2 2028-04-01 Fixed 2.25000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAL7 215000.00000000 PA USD 192908.38000000 0.010786441748 Long DBT US N 2 2031-08-16 Fixed 2.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 2538000.00000000 PA USD 2182530.69000000 0.122035860505 Long DBT CORP US N 2 2035-11-15 Fixed 3.14000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 710000.00000000 PA USD 601706.78000000 0.033644340034 Long DBT CORP US N 2 2036-11-15 Fixed 3.19000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 1552000.00000000 PA USD 1528357.08000000 0.085457845917 Long DBT CORP US N 2 2037-05-15 Fixed 4.93000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 930000.00000000 PA USD 958134.85000000 0.053573959548 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCY5 167000.00000000 PA USD 164845.79000000 0.009217326439 Long DBT CORP US N 2 2036-02-15 Fixed 4.80000000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAB8 35000.00000000 PA USD 30328.96000000 0.001695839031 Long DBT CORP CA N 2 2047-09-20 Fixed 4.70000000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAD4 197000.00000000 PA USD 200354.32000000 0.011202780313 Long DBT CORP CA N 2 2029-03-29 Fixed 4.85000000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AQ7 250000.00000000 PA USD 199845.55000000 0.011174332518 Long DBT CORP US N 2 2048-03-15 Fixed 4.27000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AC5 910000.00000000 PA USD 817950.65000000 0.045735582038 Long DBT CORP US N 2 2031-03-15 Fixed 2.38000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AF8 628000.00000000 PA USD 545350.93000000 0.030493211538 Long DBT CORP US N 2 2052-03-17 Fixed 4.95000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AM3 968000.00000000 PA USD 990396.03000000 0.055377838357 Long DBT CORP US N 2 2035-06-23 Fixed 5.55000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BC3 805000.00000000 PA USD 741159.86000000 0.041441837084 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BF6 479000.00000000 PA USD 470180.38000000 0.026290062049 Long DBT CORP US N 2 2034-09-17 Fixed 4.65000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LBE0 193000.00000000 PA USD 141302.93000000 0.007900931122 Long DBT CORP US N 2 2050-02-15 Fixed 3.55000000 N N N N N N Business Jet Securities, LLC N/A 12327CAA2 380699.98000000 PA USD 389121.86000000 0.021757687644 Long ABS-O CORP US N 2 2039-05-15 Fixed 6.20000000 N N N N N N Business Jet Securities, LLC N/A 12327CAB0 63450.04000000 PA USD 65420.41000000 0.003657971943 Long ABS-O CORP US N 2 2039-05-15 Fixed 6.92000000 N N N N N N BX Trust N/A 12433HAC8 927619.72000000 PA USD 928199.48000000 0.051900128040 Long ABS-MBS CORP US N 2 2042-08-15 Floating 5.23000000 N N N N N N BXG Receivables Note Trust 549300MVRSYZ837KPY83 12434KAC0 674654.13000000 PA USD 666879.75000000 0.037288476408 Long ABS-O CORP US N 2 2037-09-28 Fixed 5.35000000 N N N N N N BXMT Ltd N/A 12434LAE4 875000.00000000 PA USD 871056.55000000 0.048704990090 Long ABS-CBDO CORP KY N 2 2038-02-15 Floating 5.44000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 3485000.00000000 PA USD 3275345.54000000 0.183140431086 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAG5 1483000.00000000 PA USD 1578303.81000000 0.088250609475 Long DBT CORP US N 2 2034-08-15 Fixed 5.95000000 N N N N N N Cantor Commercial Real Estate Lending N/A 12528YAF0 3173122.00000000 PA USD 3013681.19000000 0.168509510081 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87000000 N N N N N N CFIN 2022-RTL1 ISSUER LLC N/A 12531CAA4 211778.29000000 PA USD 210961.67000000 0.011795888621 Long ABS-O CORP US N 2 2026-02-16 Variable 4.75000000 N N N N N N CGI INC 549300WSRCZY73ZG3090 12532HAF1 776000.00000000 PA USD 688022.71000000 0.038470681693 Long DBT CORP CA N 2 2031-09-14 Fixed 2.30000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CJ7 319000.00000000 PA USD 249832.01000000 0.013969317573 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CZ1 496000.00000000 PA USD 502914.48000000 0.028120384106 Long DBT CORP US N 2 2036-01-15 Fixed 5.25000000 N N N N N N CIP Commercial Mortgage Trust 2025-SBAY N/A 12576AAA4 1104000.00000000 PA USD 1105380.00000000 0.061807148968 Long ABS-MBS CORP US N 2 2037-10-15 Floating 5.08000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BR0 116000.00000000 PA USD 114739.60000000 0.006415646700 Long DBT CORP US N 2 2027-02-15 Fixed 2.95000000 N N N N N N CNH INDUSTRIAL NV 549300WGC2HZ5J67V817 12594KAB8 713000.00000000 PA USD 710390.38000000 0.039721366446 Long DBT CORP NL N 2 2027-11-15 Fixed 3.85000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12595EAD7 5110000.00000000 PA USD 5045462.74000000 0.282116256117 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 3.51000000 N N N N N N CRH AMERICA INC 549300RN11MJ182CNF63 12626PAN3 200000.00000000 PA USD 186788.90000000 0.010444271986 Long DBT CORP US N 2 2045-05-18 Fixed 5.13000000 N N N N N N CPS Auto Trust N/A 12630SAC5 1365000.00000000 PA USD 1380237.09000000 0.077175739956 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.12000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HN6 345000.00000000 PA USD 306851.14000000 0.017157533265 Long DBT CORP US N 2 2048-11-15 Fixed 4.75000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HR7 85000.00000000 PA USD 60261.52000000 0.003369513419 Long DBT CORP US N 2 2049-09-15 Fixed 3.35000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 129136.60000000 PA USD 137272.64000000 0.007675578090 Long DBT CORP US N 2 2032-01-10 Fixed 7.51000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CX6 75000.00000000 PA USD 75245.50000000 0.004207340306 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N CVS PASS THRU TR 2009 N/A 126659AA9 171255.85000000 PA USD 185217.80000000 0.010356424176 Long DBT CORP US N 2 2031-07-10 Fixed 8.35000000 N N N N N N CVS PASS-THROUGH TR 2013 N/A 12665UAA2 174533.88000000 PA USD 166682.31000000 0.009320015166 Long DBT CORP US N 2 2036-01-10 Fixed 4.70000000 N N N N N N Castle Hill INGOTS Ltd N/A 12676JAE6 450000.00000000 PA USD 450081.09000000 0.025166213408 Long ABS-MBS CORP US N 2 2042-11-10 Variable 5.14000000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AM5 410000.00000000 PA USD 417314.49000000 0.023334074119 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N Colony American Finance Ltd N/A 12770JAA9 875000.00000000 PA USD 878416.79000000 0.049116536753 Long ABS-MBS CORP US N 2 2040-11-28 Variable 5.18000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 255000.00000000 PA USD 284255.20000000 0.015894084831 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAM6 2255000.00000000 PA USD 2311351.48000000 0.129238854731 Long DBT CORP ES N 2 2036-07-03 Fixed 5.58000000 N N N N N N State of California 9845007J7054602FF597 13063A7D0 360000.00000000 PA USD 415494.90000000 0.023232332030 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AD2 479000.00000000 PA USD 406537.79000000 0.022731496632 Long DBT CORP US N 2 2039-01-15 Fixed 3.70000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13648TAF4 382000.00000000 PA USD 339727.69000000 0.018995820391 Long DBT CORP CA N 2 2048-05-01 Fixed 4.70000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCJ2 475000.00000000 PA USD 425890.10000000 0.023813578004 Long DBT CORP US N 2 2032-11-02 Fixed 2.62000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCY9 1300000.00000000 PA USD 1355744.62000000 0.075806247346 Long DBT CORP US N 2 2034-02-01 Fixed 5.82000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDA0 2029000.00000000 PA USD 2178740.81000000 0.121823949960 Long DBT CORP US N 2 2034-06-08 Fixed 6.38000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDF9 1689000.00000000 PA USD 1773972.24000000 0.099191378986 Long DBT CORP US N 2 2035-02-01 Fixed 6.05000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDN2 335000.00000000 PA USD 330333.64000000 0.018470553562 Long DBT CORP US N 2 2036-09-11 Fixed 5.20000000 N N N N N N CarMax Select Receivables Trust N/A 14320BAB5 1111000.00000000 PA USD 1112184.99000000 0.062187648914 Long ABS-O CORP US N 2 2029-03-15 Fixed 4.19000000 N N N N N N Capital Automotive LP N/A 14576AAC6 365468.75000000 PA USD 352750.91000000 0.019724011691 Long ABS-O CORP US N 2 2050-12-15 Fixed 3.10000000 N N N N N N Carvana Auto Receivables Trust N/A 14688FAD8 1081815.89000000 PA USD 1086833.14000000 0.060770104206 Long ABS-O CORP US N 2 2029-07-10 Fixed 5.92000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 471000.00000000 PA USD 486813.81000000 0.027220117674 Long DBT CORP US N 2 2035-10-23 Fixed 6.38000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BC7 175000.00000000 PA USD 167937.79000000 0.009390215133 Long DBT CORP US N 2 2055-10-23 Fixed 6.83000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 510000.00000000 PA USD 386473.31000000 0.021609594387 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 525000.00000000 PA USD 335694.78000000 0.018770320862 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BZ6 260000.00000000 PA USD 186074.56000000 0.010404329777 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CK8 784000.00000000 PA USD 626173.47000000 0.035012391160 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAV3 3257000.00000000 PA USD 3331258.16000000 0.186266776446 Long DBT CORP US N 2 2035-10-30 Fixed 5.55000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAN9 260000.00000000 PA USD 269564.51000000 0.015072657209 Long DBT CORP US N 2 2034-04-15 Fixed 5.65000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAL9 1036000.00000000 PA USD 887070.64000000 0.049600415415 Long DBT CORP US N 2 2039-12-31 Fixed 2.74000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CU6 173311.22000000 PA USD 174110.88000000 0.009735382490 Long ABS-O CORP US N 2 2035-05-15 Fixed 5.65000000 N N N N N N CHILDREN'S HOSPITAL CORP 549300NXFO6BISJLOS32 16876BAB8 270000.00000000 PA USD 165320.31000000 0.009243859150 Long DBT CORP US N 2 2050-02-01 Fixed 2.59000000 N N N N N N CHILDREN'S HOSPITAL/DC 549300C1PQZDYQ6KZS51 16876DAA6 340000.00000000 PA USD 217850.47000000 0.012181074790 Long DBT CORP US N 2 2050-07-15 Fixed 2.93000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DN5 256000.00000000 PA USD 228787.20000000 0.012792600329 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17291EAW1 843000.00000000 PA USD 829693.84000000 0.046392200661 Long ABS-MBS CORP US N 2 2049-12-10 Variable 3.72000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 53000.00000000 PA USD 53341.95000000 0.002982606750 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LP4 1380000.00000000 PA USD 1373357.18000000 0.076791050870 Long DBT CORP US N 2 2028-07-24 Fixed 3.67000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 200000.00000000 PA USD 198342.58000000 0.011090294187 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 910000.00000000 PA USD 825459.03000000 0.046155411925 Long DBT CORP US N 2 2032-05-01 Fixed 2.56000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PL9 700000.00000000 PA USD 721540.83000000 0.040344842105 Long DBT CORP US N 2 2035-06-11 Fixed 5.45000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QF1 300000.00000000 PA USD 300241.60000000 0.016787961875 Long DBT CORP US N 2 2031-09-11 Fixed 4.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QH7 330000.00000000 PA USD 331402.73000000 0.018530331561 Long DBT CORP US N 2 2036-09-11 Fixed 5.17000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 342000.00000000 PA USD 313148.78000000 0.017509664816 Long DBT CORP US N 2 2033-01-25 Fixed 3.06000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAT0 648000.00000000 PA USD 653360.38000000 0.036532542959 Long DBT CORP US N 2 2030-09-19 Fixed 4.54000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBC6 1475000.00000000 PA USD 1506795.45000000 0.084252230765 Long DBT CORP US N 2 2030-08-15 Fixed 6.88000000 N N N N N N Citizens Auto Receivables Trust N/A 17331QAD8 527395.99000000 PA USD 530101.00000000 0.029640514099 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.11000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CE4 100000.00000000 PA USD 104407.93000000 0.005837952996 Long DBT CORP US N 2 2036-12-15 Fixed 5.95000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CK0 286000.00000000 PA USD 281860.44000000 0.015760182202 Long DBT CORP US N 2 2028-04-01 Fixed 3.50000000 N N N N N N COLT Funding LLC 213800AWBXHFGYDU9Q16 19685AAA7 1492469.49000000 PA USD 1498621.00000000 0.083795157678 Long ABS-MBS CORP US N 2 2069-08-25 Variable 5.12000000 N N N N N N Cent CLO LP 549300EPPYTG18BLNK44 19736WBL3 1978941.00000000 PA USD 1980017.54000000 0.110712369551 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 5.22000000 N N N N N N Cent CLO LP 5493007YZPNOMQEILE23 19737LAW3 1417722.00000000 PA USD 1408634.40000000 0.078763571082 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.52000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAG1 1130000.00000000 PA USD 1154005.14000000 0.064526016029 Long DBT CORP US N 2 2035-02-15 Fixed 5.44000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAH9 765000.00000000 PA USD 757374.17000000 0.042348457679 Long DBT CORP US N 2 2055-02-15 Fixed 5.96000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBM2 630000.00000000 PA USD 600016.59000000 0.033549833325 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBT7 300000.00000000 PA USD 254721.08000000 0.014242689153 Long DBT CORP US N 2 2036-07-15 Fixed 3.20000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCJ8 273000.00000000 PA USD 236879.83000000 0.013245098464 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 550000.00000000 PA USD 429086.94000000 0.023992328810 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEF4 360000.00000000 PA USD 323767.51000000 0.018103409435 Long DBT CORP US N 2 2053-05-15 Fixed 5.35000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NES6 393000.00000000 PA USD 386536.71000000 0.021613139388 Long DBT CORP US N 2 2037-01-15 Fixed 5.17000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 20048JAA8 1790000.00000000 PA USD 1763740.16000000 0.098619253841 Long ABS-MBS CORP US N 2 2033-04-10 Variable 3.82000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 275000.00000000 PA USD 255751.25000000 0.014300290947 Long DBT CORP US N 2 2030-10-01 Fixed 2.78000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAG8 275000.00000000 PA USD 204528.37000000 0.011436171663 Long DBT CORP US N 2 2050-10-01 Fixed 3.91000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JJ0 121000.00000000 PA USD 92420.20000000 0.005167660957 Long DBT CORP US N 2 2046-06-15 Fixed 3.65000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBM7 400000.00000000 PA USD 385203.72000000 0.021538605461 Long DBT CORP US N 2 2055-01-15 Fixed 5.50000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBS6 754000.00000000 PA USD 767176.59000000 0.042896558453 Long DBT CORP US N 2 2030-05-01 Fixed 4.80000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AC4 109000.00000000 PA USD 115689.60000000 0.006468765801 Long DBT CORP US N 2 2033-03-01 Fixed 5.80000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AL4 2005000.00000000 PA USD 1932332.48000000 0.108046066916 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N CONSUMERS 23 SECURE FUND N/A 21071BAA3 600962.71000000 PA USD 606443.25000000 0.033909179009 Long DBT CORP US N 2 2028-03-01 Fixed 5.55000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21684AAF3 485000.00000000 PA USD 484285.94000000 0.027078772220 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N Colony American Finance Ltd N/A 21872NAA8 52237.10000000 PA USD 52147.31000000 0.002915808642 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.71000000 N N N N N N Colony American Finance Ltd N/A 21872NAG5 1900000.00000000 PA USD 1837920.35000000 0.102767027506 Long ABS-O CORP US N 2 2052-10-15 Fixed 3.16000000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350BP9 355000.00000000 PA USD 275329.31000000 0.015394995095 Long DBT CORP US N 2 2049-11-15 Fixed 3.90000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBK3 339000.00000000 PA USD 364871.12000000 0.020401711328 Long DBT CORP CL N 2 2036-01-26 Fixed 6.44000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 624000.00000000 PA USD 569852.76000000 0.031863227512 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAN6 175000.00000000 PA USD 164496.93000000 0.009197819987 Long DBT US N 2 2029-01-15 Fixed 2.00000000 N N N N N N COTTAGE HEALTH SYSTEM N/A 22170QAA8 320000.00000000 PA USD 223691.68000000 0.012507685129 Long DBT CORP US N 2 2049-11-01 Fixed 3.30000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CM7 255000.00000000 PA USD 143140.01000000 0.008003651161 Long DBT CORP US N 2 2050-10-01 Fixed 2.95000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224936AA2 494360.98000000 PA USD 496577.40000000 0.027766047274 Long ABS-O CORP US N 2 2033-08-15 Fixed 6.39000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224940AC0 1020000.00000000 PA USD 1030167.56000000 0.057601657207 Long ABS-O CORP US N 2 2036-01-15 Fixed 4.87000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22534QAE1 456959.52000000 PA USD 458197.70000000 0.025620052381 Long ABS-O CORP US N 2 2033-02-15 Fixed 8.45000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535LAE1 1800000.00000000 PA USD 1819098.72000000 0.101714619022 Long ABS-O CORP US N 2 2035-01-16 Fixed 5.39000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAN7 400000.00000000 PA USD 420553.78000000 0.023515198510 Long DBT CORP FR N 2 2036-01-09 Fixed 5.86000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAP2 745000.00000000 PA USD 760093.54000000 0.042500510825 Long DBT CORP FR N 2 2029-01-09 Fixed 5.23000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAS6 505000.00000000 PA USD 503367.60000000 0.028145720240 Long DBT CORP FR N 2 2033-09-25 Fixed 4.82000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAE0 1490000.00000000 PA USD 1526882.57000000 0.085375398923 Long ABS-O CORP US N 2 2034-07-17 Fixed 6.71000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AF5 250000.00000000 PA USD 248747.81000000 0.013908694700 Long DBT CORP CH N 2 2029-01-12 Fixed 3.87000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BG2 200000.00000000 PA USD 217292.77000000 0.012149891082 Long DBT CORP CH N 2 2034-09-22 Fixed 6.30000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BM9 265000.00000000 PA USD 263682.37000000 0.014743758275 Long DBT CORP CH N 2 2031-09-23 Fixed 4.40000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BP2 665000.00000000 PA USD 656980.71000000 0.036734973142 Long DBT CORP CH N 2 2037-03-23 Fixed 5.01000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAE1 71000.00000000 PA USD 70985.89000000 0.003969164882 Long DBT US N 2 2027-03-01 Fixed 4.00000000 N N N N N N DH EUROPE FINANCE II 222100KDGL314CKTZ511 23291KAJ4 202000.00000000 PA USD 165024.79000000 0.009227335196 Long DBT CORP LU N 2 2039-11-15 Fixed 3.25000000 N N N N N N DBWF Mortgage Trust N/A 23306NAA0 67442.67000000 PA USD 66833.50000000 0.003736984648 Long ABS-MBS CORP US N 2 2034-06-10 Fixed 3.00000000 N N N N N N DBWF Mortgage Trust N/A 23306NAC6 1000000.00000000 PA USD 981081.70000000 0.054857029059 Long ABS-MBS CORP US N 2 2034-06-10 Variable 3.42000000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UBG8 308468.19000000 PA USD 299770.00000000 0.016761592435 Long ABS-MBS CORP US N 2 2044-07-19 Floating 4.53000000 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 23338VAE6 111000.00000000 PA USD 86781.50000000 0.004852373933 Long DBT CORP US N 2 2045-03-15 Fixed 3.70000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23341CAE3 400000.00000000 PA USD 408975.01000000 0.022867773405 Long DBT CORP NO N 2 2030-11-05 Fixed 4.85000000 N N N N N N DT Auto Owner Trust 549300XVMF0FUK76JG97 23346CAE8 868468.94000000 PA USD 871700.60000000 0.048741002044 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.79000000 N N N N N N DP Lion Holdco LLC 254900327YUW2NAXPW14 23359MAA8 558890.02000000 PA USD 578702.17000000 0.032358040881 Long ABS-O CORP US N 2 2043-11-30 Fixed 8.24000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABH3 580000.00000000 PA USD 603175.60000000 0.033726468873 Long DBT CORP DK N 2 2030-03-01 Fixed 5.71000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABJ9 303000.00000000 PA USD 305362.30000000 0.017074285011 Long DBT CORP DK N 2 2030-10-02 Fixed 4.61000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABK6 465000.00000000 PA USD 473846.51000000 0.026495053132 Long DBT CORP DK N 2 2031-03-04 Fixed 5.02000000 N N N N N N DataBank Issuer LLC N/A 23802WAA9 1250000.00000000 PA USD 1247391.75000000 0.069747713649 Long ABS-O CORP US N 2 2051-02-27 Fixed 2.06000000 N N N N N N Deephaven Residential Mortgage Trust N/A 24380QAC6 2846806.37000000 PA USD 2880800.94000000 0.161079531787 Long ABS-MBS CORP US N 2 2069-07-25 Variable 5.74000000 N N N N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAG1 3767000.00000000 PA USD 3886228.45000000 0.217297852987 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N DELL INT LLC / EMC CORP 254900ZARLSVK41DKO78 24703TAN6 1015000.00000000 PA USD 1042953.43000000 0.058316577118 Long DBT CORP US N 2 2032-04-01 Fixed 5.30000000 N N N N N N DELMARVA PWR & LIGHT CO NJ98T8DDD027ZFXUDB24 247109BT7 190000.00000000 PA USD 160851.54000000 0.008993988578 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N DELTA AIR LINES 2020-AA N/A 247361ZV3 116777.21000000 PA USD 112329.61000000 0.006280892488 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CP2 2867000.00000000 PA USD 2826585.57000000 0.158048087895 Long DBT CORP DE N 2 2027-11-16 Fixed 2.31000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 2978000.00000000 PA USD 3119381.06000000 0.174419701700 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CU1 390000.00000000 PA USD 415974.83000000 0.023259167241 Long DBT CORP DE N 2 2029-11-20 Fixed 6.82000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CW7 440000.00000000 PA USD 457405.38000000 0.025575749932 Long DBT CORP DE N 2 2029-05-10 Fixed 5.41000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CX5 260000.00000000 PA USD 264511.70000000 0.014790130132 Long DBT CORP DE N 2 2030-09-11 Fixed 5.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526DA4 1065000.00000000 PA USD 1091299.58000000 0.061019844497 Long DBT CORP DE N 2 2031-05-09 Fixed 5.30000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526DB2 375000.00000000 PA USD 379383.22000000 0.021213153119 Long DBT CORP DE N 2 2031-08-04 Fixed 4.95000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526DD8 175000.00000000 PA USD 174805.36000000 0.009774214230 Long DBT CORP DE N 2 2031-12-10 Fixed 4.47000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAN7 545000.00000000 PA USD 552397.18000000 0.030887201500 Long DBT CORP DE N 2 2027-07-13 Fixed 7.15000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAQ0 435000.00000000 PA USD 444217.82000000 0.024838369588 Long DBT CORP DE N 2 2029-01-10 Fixed 5.37000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBH5 143000.00000000 PA USD 135857.66000000 0.007596459706 Long DBT CORP US N 2 2054-09-15 Fixed 5.75000000 N N N N N N DICK'S SPORTING GOODS 529900SSBV5I4LWSK313 253393AF9 2038000.00000000 PA USD 1878186.81000000 0.105018520288 Long DBT CORP US N 2 2032-01-15 Fixed 3.15000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 254709AS7 4075000.00000000 PA USD 4496998.77000000 0.251448979435 Long DBT CORP US N 2 2032-11-29 Fixed 6.70000000 N N N N N N Diversified ABS VIII LLC N/A 255123AA9 1507567.81000000 PA USD 1524145.03000000 0.085222329804 Long ABS-O CORP US N 2 2044-05-30 Fixed 7.08000000 N N N N N N Diversified ABS Phase VI LLC 549300N7EGAMCATEDO05 25512VAA7 566322.65000000 PA USD 564625.38000000 0.031570939381 Long ABS-O CORP US N 2 2039-11-28 Fixed 7.50000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 25601B2B0 675000.00000000 PA USD 656760.14000000 0.036722640005 Long DBT CORP NO N 2 2028-03-30 Fixed 1.61000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 25601B2E4 305000.00000000 PA USD 303503.29000000 0.016970338759 Long DBT CORP NO N 2 2031-11-04 Fixed 4.38000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAE0 420000.00000000 PA USD 419721.94000000 0.023468686307 Long DBT CORP US N 2 2038-11-15 Fixed 5.32000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAF7 106000.00000000 PA USD 100189.42000000 0.005602075672 Long DBT CORP US N 2 2048-11-15 Fixed 5.42000000 N N N N N N Dryden Senior Loan Fund N/A 26245MAG6 5500000.00000000 PA USD 5507881.50000000 0.307972328404 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.48000000 N N N N N N Dryden Senior Loan Fund 25490017VKY7XEFZL303 26245XBE6 4596611.00000000 PA USD 4601161.64000000 0.257273229940 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 5.57000000 N N N N N N EIDP INC GLU7INWNWH88J9XBXD45 263534CS6 690000.00000000 PA USD 710623.03000000 0.039734375034 Long DBT CORP US N 2 2032-05-15 Fixed 5.13000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAT2 705000.00000000 PA USD 534532.71000000 0.029888312467 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCK9 325000.00000000 PA USD 316215.07000000 0.017681115939 Long DBT CORP US N 2 2055-09-15 Fixed 5.70000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442RAD3 180000.00000000 PA USD 150052.57000000 0.008390165867 Long DBT CORP US N 2 2044-12-01 Fixed 4.15000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAM6 320000.00000000 PA USD 201728.38000000 0.011279610662 Long DBT CORP US N 2 2051-08-15 Fixed 2.90000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AG0 400000.00000000 PA USD 395755.78000000 0.022128622238 Long DBT CORP US N 2 2027-08-01 Fixed 3.62000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AH8 350000.00000000 PA USD 319720.99000000 0.017877148905 Long DBT CORP US N 2 2030-10-01 Fixed 2.53000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AZ7 375000.00000000 PA USD 398270.54000000 0.022269234648 Long DBT CORP FR N 2 2034-04-22 Fixed 5.95000000 N N N N N N Elm CLO Ltd 254900IIXJ23M1M8Y987 26860XAJ0 591167.00000000 PA USD 594625.21000000 0.033248375160 Long ABS-MBS CORP US N 2 2039-06-10 Variable 6.40000000 N N N N N N Elm CLO Ltd 254900IIXJ23M1M8Y987 26860XBC4 433675.00000000 PA USD 435809.11000000 0.024368197889 Long ABS-MBS CORP US N 2 2039-06-10 Variable 6.40000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAJ7 1407000.00000000 PA USD 1412187.10000000 0.078962219744 Long DBT CORP IT N 2 2029-05-09 Fixed 4.25000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAN8 3097000.00000000 PA USD 3200921.69000000 0.178979033210 Long DBT CORP IT N 2 2034-05-15 Fixed 5.50000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAP3 290000.00000000 PA USD 291285.18000000 0.016287165058 Long DBT CORP IT N 2 2054-05-15 Fixed 5.95000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 719000.00000000 PA USD 828983.93000000 0.046352506155 Long DBT CORP US N 2 2037-10-15 Fixed 7.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAF6 1076000.00000000 PA USD 1071910.50000000 0.059935707136 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 697000.00000000 PA USD 709285.47000000 0.039659585577 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 807000.00000000 PA USD 763037.05000000 0.042665096725 Long DBT CORP US N 2 2031-05-15 Fixed 3.63000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAN2 200000.00000000 PA USD 174157.47000000 0.009737987562 Long DBT CORP US N 2 2045-02-15 Fixed 4.50000000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 1700000.00000000 PA USD 1726894.00000000 0.096559006595 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N EASTERN ENERGY GAS 549300BFOD6TDMVV4O24 27636AAC6 230000.00000000 PA USD 240195.04000000 0.013430467910 Long DBT CORP US N 2 2055-01-15 Fixed 6.20000000 N N N N N N EASTERN GAS TRAN H2VQBNB3NSKRM5QWBI71 276480AB6 423000.00000000 PA USD 316122.09000000 0.017675916977 Long DBT CORP US N 2 2049-11-15 Fixed 3.90000000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278058DB5 300000.00000000 PA USD 314620.87000000 0.017591976497 Long DBT CORP US N 2 2037-03-15 Fixed 5.80000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAD5 983000.00000000 PA USD 1092551.90000000 0.061089867773 Long DBT CORP FR N 2 2053-05-23 Fixed 6.90000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AH5 355000.00000000 PA USD 357551.71000000 0.019992447668 Long DBT CORP CA N 2 2026-06-26 Fixed 6.27000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AP7 720000.00000000 PA USD 735627.60000000 0.041132501636 Long DBT CORP CA N 2 2030-03-25 Fixed 5.04000000 N N N N N N EMERA US FINANCE LP N/A 29103DAM8 320000.00000000 PA USD 273666.94000000 0.015302043938 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N EMPIRE DISTRICT BONDCO N/A 291918AA8 754289.92000000 PA USD 765434.26000000 0.042799136345 Long DBT CORP US N 2 2033-01-01 Fixed 4.94000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AM2 189000.00000000 PA USD 188242.46000000 0.010525547565 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAL9 1450000.00000000 PA USD 1452346.69000000 0.081207736907 Long DBT CORP CA N 2 2026-12-01 Fixed 4.25000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBR5 972000.00000000 PA USD 1019252.64000000 0.056991351170 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCC7 800000.00000000 PA USD 833037.17000000 0.046579142432 Long DBT CORP CA N 2 2034-04-05 Fixed 5.63000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAP4 677000.00000000 PA USD 687397.75000000 0.038435737153 Long DBT CORP US N 2 2041-06-01 Fixed 6.05000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAP5 676000.00000000 PA USD 695225.16000000 0.038873405553 Long DBT CORP US N 2 2028-02-15 Fixed 5.55000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 3200000.00000000 PA USD 3160950.11000000 0.176744028597 Long DBT CORP NL N 2 2028-04-06 Fixed 3.50000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBH0 405000.00000000 PA USD 400581.92000000 0.022398475097 Long DBT CORP NL N 2 2035-09-30 Fixed 5.00000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WAX6 145000.00000000 PA USD 135924.65000000 0.007600205441 Long DBT CORP US N 2 2031-06-01 Fixed 3.05000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBD9 240000.00000000 PA USD 150489.88000000 0.008414617987 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBQ0 150000.00000000 PA USD 150877.00000000 0.008436263741 Long DBT CORP US N 2 2055-03-15 Fixed 5.80000000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAB4 590000.00000000 PA USD 350922.79000000 0.019621792648 Long DBT CORP US N 2 2051-06-15 Fixed 2.65000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAE6 210000.00000000 PA USD 212578.47000000 0.011886291739 Long DBT CORP US N 2 2054-06-01 Fixed 5.85000000 N N N N N N Enterprise Fleet Financing LLC N/A 29373NAB3 1099000.00000000 PA USD 1101112.61000000 0.061568538527 Long ABS-O CORP US N 2 2028-08-20 Fixed 4.05000000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29374LAB6 508584.11000000 PA USD 514833.64000000 0.028786842064 Long ABS-O CORP US N 2 2030-03-20 Fixed 6.40000000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29374MAB4 452600.10000000 PA USD 454154.51000000 0.025393978047 Long ABS-O CORP US N 2 2027-07-20 Fixed 4.69000000 N N N N N N Enterprise Fleet Financing LLC N/A 29376JAB9 2049000.00000000 PA USD 2050815.00000000 0.114670998400 Long ABS-O CORP US N 2 2028-10-20 Fixed 4.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCG6 365000.00000000 PA USD 369076.70000000 0.020636865673 Long DBT CORP US N 2 2035-02-15 Fixed 4.95000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBH8 2406000.00000000 PA USD 2184854.63000000 0.122165803245 Long DBT US N 2 2030-07-15 Fixed 2.15000000 N N N N N N Escambia County Health Facilities Authority N/A 296110GG8 655000.00000000 PA USD 541816.79000000 0.030295600656 Long DBT MUN US N 2 2040-08-15 Fixed 3.61000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 365000.00000000 PA USD 325433.48000000 0.018196561886 Long DBT US N 2 2032-03-15 Fixed 2.65000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAB2 239000.00000000 PA USD 227849.53000000 0.012740170659 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 30037DAD7 211000.00000000 PA USD 219665.40000000 0.012282556316 Long DBT CORP US N 2 2034-04-01 Fixed 5.40000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 30161MAJ2 950000.00000000 PA USD 970130.57000000 0.054244698347 Long DBT CORP US N 2 2041-10-01 Fixed 5.75000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166BAF9 1236077.23000000 PA USD 1244969.69000000 0.069612284545 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.98000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166QAF6 1389722.37000000 PA USD 1391648.39000000 0.077813801002 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.56000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166VAL2 700000.00000000 PA USD 704772.53000000 0.039407245246 Long ABS-O CORP US N 2 2032-03-15 Fixed 5.16000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167MAB3 4586.18000000 PA USD 4587.31000000 0.000256498717 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.70000000 N N N N N N F&G ANNUITIES & LIFE INC N/A 30190AAF1 430000.00000000 PA USD 446884.17000000 0.024987458129 Long DBT CORP US N 2 2029-06-04 Fixed 6.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 301989AE9 455089.95000000 PA USD 457165.21000000 0.025562320864 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.21000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAN7 415000.00000000 PA USD 412057.70000000 0.023040141532 Long DBT US N 2 2029-06-15 Fixed 4.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAY8 410000.00000000 PA USD 327622.73000000 0.018318973455 Long DBT CORP US N 2 2039-08-16 Fixed 3.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAZ5 510000.00000000 PA USD 347232.76000000 0.019415465201 Long DBT CORP US N 2 2049-08-16 Fixed 3.10000000 N N N N N N FORTESCUE TREASURY PTY L 549300EFD6S2NFE9D745 30251GBC0 1295000.00000000 PA USD 1251229.14000000 0.069962280708 Long DBT CORP AU N 2 2031-04-01 Fixed 4.38000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAH8 2200000.00000000 PA USD 2124569.04000000 0.118794943955 Long ABS-O CORP US N 2 2026-07-25 Variable 3.62000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAK1 1750000.00000000 PA USD 1695193.85000000 0.094786497690 Long ABS-O CORP US N 2 2026-10-25 Variable 3.85000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAR6 2160000.00000000 PA USD 2183858.71000000 0.122110116534 Long ABS-O CORP US N 2 2027-03-26 Variable 6.50000000 N N N N N N FW ENERGY ASSET ISSUER LLC 254900YOL2L2C8PFZR08 302704AA9 1147258.16000000 PA USD 1170337.55000000 0.065439240167 Long ABS-O CORP US N 2 2044-08-25 Fixed 7.15000000 N N N N N N FW ENERGY ASSET ISSUER LLC 254900YOL2L2C8PFZR08 302704AB7 432460.00000000 PA USD 440318.23000000 0.024620324626 Long ABS-O CORP US N 2 2044-08-25 Fixed 8.11000000 N N N N N N FREMF Mortgage Trust 549300KQ08QVSM4XK212 30295RAS0 690000.00000000 PA USD 684763.87000000 0.038288464167 Long ABS-MBS USGSE US N 2 2049-11-25 Variable 3.56000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Q8 525000.00000000 PA USD 498036.82000000 0.027847650514 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8V7 250000.00000000 PA USD 230398.80000000 0.012882712690 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8X3 730000.00000000 PA USD 701992.50000000 0.039251800306 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAD4 730000.00000000 PA USD 722074.89000000 0.040374703986 Long DBT CORP US N 2 2035-11-15 Fixed 4.88000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 235000.00000000 PA USD 223598.37000000 0.012502467715 Long DBT CORP US N 2 2055-11-15 Fixed 5.63000000 N N N N N N FREMF Mortgage Trust 549300KQ08QVSM4XK212 30307MAS7 2000000.00000000 PA USD 1918456.40000000 0.107270188084 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.79000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2A9 380000.00000000 PA USD 376542.52000000 0.021054315825 Long DBT CORP US N 2 2026-06-30 Fixed 1.75000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BB7 2552000.00000000 PA USD 2587169.93000000 0.144661200013 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BJ0 551000.00000000 PA USD 520811.27000000 0.029121080306 Long DBT CORP CA N 2 2031-03-03 Fixed 3.38000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BL5 1822000.00000000 PA USD 1901900.40000000 0.106344461946 Long DBT CORP CA N 2 2032-08-16 Fixed 5.63000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HXKY0 703910.11000000 PA USD 663194.68000000 0.037082426298 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HXRT4 338645.27000000 PA USD 310388.37000000 0.017355316925 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXMK3 1920.39000000 PA USD 2005.06000000 0.000112112614 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4W66 791.40000000 PA USD 824.05000000 0.000046076626 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6JU3 4770.65000000 PA USD 4890.69000000 0.000273462162 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M72C9 7422.32000000 PA USD 7749.40000000 0.000433306483 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M73V6 10119.75000000 PA USD 10376.48000000 0.000580199248 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7U38 1731.96000000 PA USD 1773.95000000 0.000099190135 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7XB7 8813.26000000 PA USD 9046.45000000 0.000505830829 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9T51 197129.25000000 PA USD 193806.79000000 0.010836676202 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJP95 8623.10000000 PA USD 8668.35000000 0.000484689427 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJW55 861466.88000000 PA USD 816849.48000000 0.045674010290 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXK1 519278.19000000 PA USD 491980.89000000 0.027509034140 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8E23 54306.61000000 PA USD 53613.42000000 0.002997785952 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8FJ5 289898.83000000 PA USD 274649.64000000 0.015356991454 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292LLA1 17110.96000000 PA USD 16336.02000000 0.000913425990 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292SBD1 35493.40000000 PA USD 33711.73000000 0.001884986084 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312934RV6 10520.78000000 PA USD 10799.05000000 0.000603827183 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312940BC2 7579.32000000 PA USD 7737.07000000 0.000432617053 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312941LZ8 138101.65000000 PA USD 138218.91000000 0.007728488628 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312943ZX4 21082.59000000 PA USD 20748.97000000 0.001160175396 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312946T22 4059.91000000 PA USD 4071.21000000 0.000227641067 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297VPS1 6075.83000000 PA USD 6236.25000000 0.000348698938 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XVRK3 69424.19000000 PA USD 65464.20000000 0.003660420454 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y1WR7 434797.20000000 PA USD 433346.88000000 0.024230522686 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329NKX5 829993.07000000 PA USD 753908.24000000 0.042154660748 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QWH0 78287.16000000 PA USD 73249.97000000 0.004095760559 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A94H7 47.33000000 PA USD 48.00000000 0.000002683912 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9ZF7 44.08000000 PA USD 44.71000000 0.000002499952 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADWH7 341326.90000000 PA USD 307186.52000000 0.017176285985 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6CT5 225055.63000000 PA USD 216146.02000000 0.012085770736 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM3S2 2134408.05000000 PA USD 1898372.74000000 0.106147213391 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMT62 56885.25000000 PA USD 47224.17000000 0.002640532043 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNXJ7 65783.25000000 PA USD 56233.52000000 0.003144288432 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPPP7 2215116.64000000 PA USD 1813012.41000000 0.101374303955 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQDZ6 320101.40000000 PA USD 330439.43000000 0.018476468793 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQYN0 68040.30000000 PA USD 58014.93000000 0.003243895692 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTZL7 353317.31000000 PA USD 370859.19000000 0.020736533321 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTZY9 4394736.35000000 PA USD 3920889.37000000 0.219235912881 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC68 7277762.79000000 PA USD 5924028.61000000 0.331241128654 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC76 48603.72000000 PA USD 41517.99000000 0.002321471885 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 5806153.51000000 PA USD 4725231.14000000 0.264210556533 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDJ9 22787.68000000 PA USD 19423.05000000 0.001086036788 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 109644.54000000 PA USD 93624.81000000 0.005235016536 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDS9 2282268.21000000 PA USD 2030285.56000000 0.113523097989 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDY6 369582.68000000 PA USD 315586.65000000 0.017645977934 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDZ3 573294.67000000 PA USD 509157.25000000 0.028469447610 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE33 838611.00000000 PA USD 744571.55000000 0.041632601194 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 705575.35000000 PA USD 694067.51000000 0.038808675735 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEF6 487485.00000000 PA USD 415958.68000000 0.023258264216 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEP4 459983.19000000 PA USD 408521.62000000 0.022842422175 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF57 855737.78000000 PA USD 859042.09000000 0.048033203447 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWGG2 120792.82000000 PA USD 120906.37000000 0.006760460675 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWKW2 286757.73000000 PA USD 294138.43000000 0.016446704084 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWNW9 1774061.11000000 PA USD 1774552.17000000 0.099223805681 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FCFU4 711155.93000000 PA USD 692922.78000000 0.038744668337 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GDZZ8 15257.78000000 PA USD 15337.88000000 0.000857615149 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GRL58 48167.75000000 PA USD 45931.64000000 0.002568260431 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GVCM2 60732.05000000 PA USD 57878.19000000 0.003236249897 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7EG5 372936.93000000 PA USD 365032.27000000 0.020410722005 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3132HTZ66 132881.59000000 PA USD 122504.86000000 0.006849839992 Long ABS-MBS USGSE US N 2 2044-01-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J4MM8 202175.74000000 PA USD 196017.73000000 0.010960300565 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J7RK0 289060.53000000 PA USD 267632.21000000 0.014964612958 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J93Z9 17049.53000000 PA USD 15736.06000000 0.000879879321 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J9KC1 39410.45000000 PA USD 36403.14000000 0.002035475851 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L5AD5 34274.49000000 PA USD 31733.70000000 0.001774384847 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L6HF1 269795.34000000 PA USD 263243.79000000 0.014719235144 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WHJY2 1457094.52000000 PA USD 1334582.14000000 0.074622950603 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJEF4 671224.88000000 PA USD 633832.55000000 0.035440647414 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJUV1 325222.57000000 PA USD 306969.70000000 0.017164162529 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XGNV4 2200000.00000000 PA USD 2127545.18000000 0.118961354355 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ALX4 423685.75000000 PA USD 425908.94000000 0.023814631440 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313385SP2 7290000.00000000 PA USD 7287885.90000000 0.407500994669 Long DBT USGSE US N 2 2026-02-02 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339S5R2 439729.61000000 PA USD 411391.42000000 0.023002886591 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A67D7 215971.50000000 PA USD 195013.55000000 0.010904151998 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A7RS0 2224211.70000000 PA USD 1892480.78000000 0.105817765374 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B4H99 433649.08000000 PA USD 356830.73000000 0.019952134185 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B93G7 778405.18000000 PA USD 662668.53000000 0.037053006704 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9LG7 37711.85000000 PA USD 32213.59000000 0.001801217821 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BB3C1 188138.90000000 PA USD 175754.49000000 0.009827284685 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BNAD5 63139.52000000 PA USD 63386.53000000 0.003544247862 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BQHE9 1083406.34000000 PA USD 1075776.46000000 0.060151871682 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BX4N8 694844.27000000 PA USD 695356.94000000 0.038880774011 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BXLE9 20314.92000000 PA USD 20341.79000000 0.001137407990 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1DM9 385488.04000000 PA USD 391608.69000000 0.021896738352 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C6CR8 842428.84000000 PA USD 844601.89000000 0.047225781934 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CASH4 69745.39000000 PA USD 70889.37000000 0.003963767981 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CEPW6 2643500.56000000 PA USD 2686885.90000000 0.150236802803 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KGYU6 520433.02000000 PA USD 504446.05000000 0.028206021602 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL2H9 1962821.91000000 PA USD 1689620.81000000 0.094474882035 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KM4E2 139186.97000000 PA USD 123545.92000000 0.006908050699 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMY58 66174.06000000 PA USD 56598.81000000 0.003164713565 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMZB4 612713.18000000 PA USD 530006.73000000 0.029635243007 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN2Y8 704634.46000000 PA USD 600158.82000000 0.033557786093 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNEG4 775917.79000000 PA USD 670168.37000000 0.037472359078 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNK69 2177025.57000000 PA USD 1871768.94000000 0.104659666096 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNNT6 1620436.56000000 PA USD 1437399.05000000 0.080371941966 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNWN9 21198.87000000 PA USD 18832.76000000 0.001053030815 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWE5 1054498.17000000 PA USD 918351.19000000 0.051349462452 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8QH1 217377.35000000 PA USD 205542.51000000 0.011492877141 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WGZ40 444646.25000000 PA USD 464553.81000000 0.025975453272 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HMH3 3732.89000000 PA USD 3817.73000000 0.000213467772 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABC35 76530.89000000 PA USD 5087.63000000 0.000284474031 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AEXM4 16383.86000000 PA USD 877.70000000 0.000049076457 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AJEW2 71333.52000000 PA USD 70158.46000000 0.003922899264 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AKFL2 43406.51000000 PA USD 42846.36000000 0.002395747485 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AN6U6 692976.49000000 PA USD 687913.60000000 0.038464580825 Long ABS-MBS USGSE US N 2 2027-04-25 Variable 3.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARB31 71201.04000000 PA USD 66770.33000000 0.003733452507 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ASG67 135638.69000000 PA USD 24663.28000000 0.001379043424 Long ABS-MBS USGSE US N 2 2046-07-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ASMM5 207240.36000000 PA USD 195994.25000000 0.010958987684 Long ABS-MBS USGSE US N 2 2046-01-25 Fixed 3.00000000 N N N N N N FannieMae Grantor Trust N/A 3136AV6R5 1507621.97000000 PA USD 1485524.91000000 0.083062891864 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 2.90000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AVYL7 201838.51000000 PA USD 199554.91000000 0.011158081428 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.48000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AW7J0 760305.34000000 PA USD 753284.53000000 0.042119786102 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 3.06000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AWWF0 469984.66000000 PA USD 459470.45000000 0.025691217997 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 3.02000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AX7E9 624864.19000000 PA USD 618257.75000000 0.034569784920 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 3.06000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B1LF9 346573.96000000 PA USD 336275.90000000 0.018802814096 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 3.07000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B1XJ8 512500.83000000 PA USD 505501.86000000 0.028265057052 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.07000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B2HA3 1411614.63000000 PA USD 1398248.90000000 0.078182867482 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B32G4 573391.03000000 PA USD 559149.37000000 0.031264749142 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BBHB1 50731.47000000 PA USD 49380.03000000 0.002761076616 Long ABS-MBS USGSE US N 2 2028-11-25 Fixed 1.59000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BBSN3 1770457.46000000 PA USD 64822.29000000 0.003624528157 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 1.97000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BCGS3 312316.48000000 PA USD 301676.36000000 0.016868186255 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 1.20000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BCGU8 5017834.34000000 PA USD 165802.29000000 0.009270808986 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.82000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BDXR4 3513872.36000000 PA USD 211334.83000000 0.011816753804 Long ABS-MBS USGSE US N 2 2033-11-25 Variable 1.83000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BLW22 2400000.00000000 PA USD 2094549.12000000 0.117116384846 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 1.71000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BNET9 2470000.00000000 PA USD 2192858.59000000 0.122613343410 Long ABS-MBS USGSE US N 2 2032-04-25 Variable 2.08000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BPHK0 1649825.10000000 PA USD 1604669.88000000 0.089724864135 Long ABS-MBS USGSE US N 2 2032-08-25 Variable 3.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371M7K7 3560.46000000 PA USD 3758.05000000 0.000210130775 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A9RJ7 22540.32000000 PA USD 3456.23000000 0.000193254557 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ASC69 92991.91000000 PA USD 92138.85000000 0.005151929316 Long ABS-MBS USGSE US N 2 2042-07-15 Floating 4.32000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BCAE8 1227313.29000000 PA USD 1113990.42000000 0.062288599249 Long ABS-MBS USGSE US N 2 2042-05-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJF65 48128.82000000 PA USD 46567.91000000 0.002603837368 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJGN7 8020.48000000 PA USD 741.88000000 0.000041482103 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSLS0 20834.86000000 PA USD 1737.94000000 0.000097176641 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F1G44 776000.00000000 PA USD 770949.33000000 0.043107510617 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 3.24000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCJK1 681000.00000000 PA USD 675281.30000000 0.037758247756 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.30000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FG6Q3 719000.00000000 PA USD 709678.17000000 0.039681543336 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.34000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FG6Y6 2745000.00000000 PA USD 2743603.34000000 0.153408149546 Long ABS-MBS USGSE US N 2 2028-05-25 Variable 3.85000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FJEH8 1255000.00000000 PA USD 1256516.54000000 0.070257924848 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 3.90000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FNX70 1857436.99000000 PA USD 61198.83000000 0.003421922960 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.08000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FPHM0 3233424.99000000 PA USD 114851.58000000 0.006421908044 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.13000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTZU4 914237.00000000 PA USD 63563.24000000 0.003554128574 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5FP7 1521054.83000000 PA USD 1370121.47000000 0.076610126654 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 2.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H7ZB2 2225000.00000000 PA USD 2062851.12000000 0.115343996158 Long ABS-MBS USGSE US N 2 2032-06-25 Fixed 2.92000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H9C98 1895000.00000000 PA USD 1832758.35000000 0.102478395087 Long ABS-MBS USGSE US N 2 2032-09-25 Variable 3.71000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137HASK3 2000000.00000000 PA USD 2016345.40000000 0.112743636134 Long ABS-MBS USGSE US N 2 2033-08-25 Variable 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381TQQ6 114496.00000000 PA USD 114642.51000000 0.006410217928 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A36S1 192479.17000000 PA USD 184778.22000000 0.010331845129 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABYR4 423197.58000000 PA USD 424918.10000000 0.023759228777 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AM6S9 5104.57000000 PA USD 4847.68000000 0.000271057265 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E2LH6 66990.55000000 PA USD 64071.18000000 0.003582529959 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EH3F7 306900.28000000 PA USD 301756.36000000 0.016872659442 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHGM8 148984.23000000 PA USD 146394.92000000 0.008185648943 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKBW4 1437718.63000000 PA USD 1474073.49000000 0.082422587514 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKET8 194836.47000000 PA USD 195628.48000000 0.010938535712 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EN4Y2 1157996.16000000 PA USD 1142375.79000000 0.063875762751 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENAA7 323827.38000000 PA USD 325143.69000000 0.018180358323 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENEK1 26484.21000000 PA USD 26591.86000000 0.001486879672 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPPA6 768668.60000000 PA USD 788480.96000000 0.044087788953 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQ5E8 411931.45000000 PA USD 413605.17000000 0.023126668074 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQ7L0 165895.66000000 PA USD 162807.69000000 0.009103366398 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQGD8 578009.36000000 PA USD 598458.11000000 0.033462691161 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQTZ5 318635.29000000 PA USD 319396.13000000 0.017858984409 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERCZ1 96972.64000000 PA USD 94987.58000000 0.005311215606 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETDS2 446770.38000000 PA USD 438475.33000000 0.024517279162 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETEE2 396628.99000000 PA USD 398321.19000000 0.022272066735 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L82Z6 2529504.91000000 PA USD 2393635.16000000 0.133839733766 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L92X9 2000000.00000000 PA USD 1914951.94000000 0.107074236754 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.92000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L9AZ5 1407010.74000000 PA USD 1353717.31000000 0.075692890626 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 2.92000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L9BV3 1600627.13000000 PA USD 1534920.54000000 0.085824840752 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L9RR5 2327762.78000000 PA USD 2301463.58000000 0.128685974357 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 2.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138L9US9 2000000.00000000 PA USD 1927463.44000000 0.107773815310 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LAAW9 1705509.94000000 PA USD 1637487.35000000 0.091559847813 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LAF61 1981675.44000000 PA USD 1790084.86000000 0.100092313601 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LCMZ5 1653750.32000000 PA USD 1574026.21000000 0.088011428144 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LQ2S2 151026.88000000 PA USD 147950.49000000 0.008272628395 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MBH82 233834.62000000 PA USD 229023.02000000 0.012805786167 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9A75 105450.16000000 PA USD 103040.96000000 0.005761519083 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAFE2 32698.68000000 PA USD 32324.65000000 0.001807427724 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WCA86 141992.25000000 PA USD 142132.18000000 0.007947298505 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEEL9 176280.66000000 PA USD 166954.00000000 0.009335206670 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGSS4 38042.04000000 PA USD 35903.31000000 0.002007527935 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHNH1 447900.10000000 PA USD 423045.86000000 0.023654542772 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHVK5 149653.95000000 PA USD 130520.97000000 0.007298059523 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJFL7 277506.87000000 PA USD 242774.00000000 0.013574670053 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJMB1 188223.63000000 PA USD 171067.66000000 0.009565221322 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X13A2 188106.21000000 PA USD 178511.25000000 0.009981428487 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31392EPQ7 98367.32000000 PA USD 101870.43000000 0.005696069082 Long ABS-MBS USGSE US N 2 2032-09-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394F4T9 1144430.59000000 PA USD 1200267.02000000 0.067112741778 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394LJJ2 625809.96000000 PA USD 646230.64000000 0.036133884668 Long ABS-MBS USGSE US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394UZB1 1109326.76000000 PA USD 1138091.16000000 0.063636188338 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396YVM1 282448.75000000 PA USD 250535.52000000 0.014008654224 Long ABS-MBS USGSE US N 2 2038-03-25 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397PHS2 190785.04000000 PA USD 160563.03000000 0.008977856586 Long ABS-MBS USGSE US N 2 2037-11-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398KBQ2 196487.19000000 PA USD 177804.36000000 0.009941902844 Long ABS-MBS USGSE US N 2 2039-10-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398PNS4 474170.10000000 PA USD 488678.80000000 0.027324398296 Long ABS-MBS USGSE US N 2 2039-09-25 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398RDA0 36029.01000000 PA USD 34601.90000000 0.001934759800 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398T7G0 47213.56000000 PA USD 47104.94000000 0.002633865316 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400GQN8 14393.58000000 PA USD 14731.83000000 0.000823727959 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DP79 926.04000000 PA USD 950.63000000 0.000053154327 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RCV9 3386.56000000 PA USD 3463.49000000 0.000193660498 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403C6S5 4697.19000000 PA USD 4955.45000000 0.000277083207 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DD97 36054.17000000 PA USD 37600.24000000 0.002102411510 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404JT88 5917.14000000 PA USD 6007.71000000 0.000335920160 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404MQL5 3897.05000000 PA USD 3899.73000000 0.000218052790 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407GAY4 10202.85000000 PA USD 10205.67000000 0.000570648434 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407NP72 4861.46000000 PA USD 4974.50000000 0.000278148385 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407S2R2 3166.93000000 PA USD 3238.66000000 0.000181089164 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A4XM8 294452.29000000 PA USD 299023.39000000 0.016719845854 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A55L8 74133.47000000 PA USD 76879.90000000 0.004298727525 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A5EB0 1668609.18000000 PA USD 1711282.37000000 0.095686084758 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AAEQ6 415198.72000000 PA USD 425641.35000000 0.023799669187 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E0E35 126312.33000000 PA USD 119595.53000000 0.006687165263 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E0X91 294351.95000000 PA USD 289358.33000000 0.016179425543 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EWZG3 5486.86000000 PA USD 5340.52000000 0.000298614336 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5A45 721025.35000000 PA USD 659621.57000000 0.036882636414 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5BK8 21173.40000000 PA USD 20485.70000000 0.001145454695 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5DA8 129585.06000000 PA USD 121063.96000000 0.006769272295 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FDVW3 447748.12000000 PA USD 409618.08000000 0.022903730563 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXJR4 794689.57000000 PA USD 818570.55000000 0.045770243649 Long ABS-MBS USGSE US N 2 2058-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXQS4 1207885.00000000 PA USD 1108745.74000000 0.061995343791 Long ABS-MBS USGSE US N 2 2060-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXRT1 1726927.52000000 PA USD 1505915.15000000 0.084203008929 Long ABS-MBS USGSE US N 2 2060-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXS45 757514.41000000 PA USD 688630.95000000 0.038504691337 Long ABS-MBS USGSE US N 2 2061-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXTC6 1499593.41000000 PA USD 1240401.41000000 0.069356849887 Long ABS-MBS USGSE US N 2 2061-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXTS1 1861332.77000000 PA USD 1539609.61000000 0.086087029364 Long ABS-MBS USGSE US N 2 2061-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXU67 1754877.37000000 PA USD 1595335.48000000 0.089202932626 Long ABS-MBS USGSE US N 2 2062-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXVK5 1384802.90000000 PA USD 1145443.80000000 0.064047310048 Long ABS-MBS USGSE US N 2 2062-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXWQ1 1582844.26000000 PA USD 1370385.60000000 0.076624895441 Long ABS-MBS USGSE US N 2 2062-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXWR9 1262225.21000000 PA USD 1147476.91000000 0.064160991074 Long ABS-MBS USGSE US N 2 2062-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H5JW2 741611.56000000 PA USD 669516.32000000 0.037435899805 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HF7H6 62889.48000000 PA USD 54768.23000000 0.003062356972 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJHS3 211048.00000000 PA USD 205286.92000000 0.011478585867 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HNWU2 419951.48000000 PA USD 418524.81000000 0.023401748972 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HSEN7 920000.00000000 PA USD 919648.44000000 0.051421997982 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HV4V3 1818282.05000000 PA USD 1720754.86000000 0.096215737547 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 2.42000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8CF8 378141.08000000 PA USD 369991.08000000 0.020687993087 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JB2H8 2025755.64000000 PA USD 1776413.95000000 0.099327906817 Long ABS-MBS USGSE US N 2 2061-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBGA8 5375411.00000000 PA USD 4549345.41000000 0.254375933584 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 1.51000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBZB5 3081464.43000000 PA USD 2701018.05000000 0.151026999749 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JY2P0 528180.16000000 PA USD 516954.16000000 0.028905410607 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K1G67 779834.58000000 PA USD 701571.19000000 0.039228242823 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K1J98 484096.40000000 PA USD 496561.53000000 0.027765159905 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K4M64 143380.57000000 PA USD 124465.79000000 0.006959485085 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K4M72 87155.22000000 PA USD 75460.92000000 0.004219385481 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K5AX5 113916.02000000 PA USD 98609.72000000 0.005513746995 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KE2N7 60051.01000000 PA USD 52306.22000000 0.002924694070 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KELG1 429873.85000000 PA USD 352015.63000000 0.019682898625 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KFYV1 63697.70000000 PA USD 55546.19000000 0.003105856483 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KGJG9 111189.08000000 PA USD 96449.60000000 0.005392964225 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLC59 516497.71000000 PA USD 438813.62000000 0.024536194594 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1Y41 150319.10000000 PA USD 124510.90000000 0.006962007404 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LEAN7 2600000.00000000 PA USD 2298588.63000000 0.128525221979 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 1.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LEJP3 5100000.00000000 PA USD 4523272.88000000 0.252918092167 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGR53 2723000.00000000 PA USD 2601834.51000000 0.145481167699 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LGZZ8 2000000.00000000 PA USD 1960703.02000000 0.109632401201 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.92000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LHCT5 2314000.00000000 PA USD 2254769.31000000 0.126075071588 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LHTB6 1664000.00000000 PA USD 1655157.77000000 0.092547886570 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJAF3 1480042.72000000 PA USD 1548229.65000000 0.086569017546 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJEW2 1588225.15000000 PA USD 1642102.31000000 0.091817892576 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 5.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJGG5 1915000.00000000 PA USD 1952250.52000000 0.109159780992 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 4.74000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJGR1 1258728.09000000 PA USD 1297614.42000000 0.072555906349 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJKJ4 2000000.00000000 PA USD 1998406.36000000 0.111740577531 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 4.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LJWD4 2150000.00000000 PA USD 2091979.86000000 0.116972725077 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKCD3 2083000.00000000 PA USD 2104917.01000000 0.117696103786 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 4.59000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKCX9 1500000.00000000 PA USD 1483213.26000000 0.082933636317 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.17000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKTK9 2000000.00000000 PA USD 2028724.20000000 0.113435794790 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 4.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LLFY2 800000.00000000 PA USD 809123.34000000 0.045242004387 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.52000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LLKV2 1967820.14000000 PA USD 1993891.40000000 0.111488124253 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LR4M7 1496719.36000000 PA USD 1330098.96000000 0.074372274298 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M6KD4 1785973.30000000 PA USD 1828429.05000000 0.102236322958 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MFY56 2291986.20000000 PA USD 2035890.16000000 0.113836478317 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHS34 957796.31000000 PA USD 825590.28000000 0.046162750749 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHS42 437063.10000000 PA USD 376471.33000000 0.021050335247 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MXVY7 174121.07000000 PA USD 171119.52000000 0.009568121066 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N24Z1 303109.74000000 PA USD 299648.92000000 0.016754822266 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N8NW4 27788.95000000 PA USD 28261.30000000 0.001580226147 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NCB65 488965.17000000 PA USD 509573.59000000 0.028492727195 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NEEH4 195216.50000000 PA USD 195479.56000000 0.010930208874 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NFAL6 774698.14000000 PA USD 777463.68000000 0.043471759474 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGF96 127386.66000000 PA USD 127643.35000000 0.007137157853 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMGY7 2317423.05000000 PA USD 2323543.64000000 0.129920577441 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMJW8 2042977.33000000 PA USD 2043542.83000000 0.114264376157 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDKQ6 1859345.76000000 PA USD 1608985.73000000 0.089966184210 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDT38 360442.23000000 PA USD 312180.04000000 0.017455497871 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEAV4 255473.85000000 PA USD 221361.53000000 0.012377395158 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEP22 2795487.78000000 PA USD 2487259.79000000 0.139074740237 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEWL2 145396.38000000 PA USD 126264.87000000 0.007060080361 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEXT4 1586471.92000000 PA USD 1375846.26000000 0.076930227387 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFA41 1825918.05000000 PA USD 1586866.43000000 0.088729387027 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFA66 773272.14000000 PA USD 671393.62000000 0.037540868740 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFLK3 515877.59000000 PA USD 438291.59000000 0.024507005369 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKGH5 365965.28000000 PA USD 325916.08000000 0.018223546389 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKNN4 2791550.20000000 PA USD 2371701.50000000 0.132613316614 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKQL5 317212.75000000 PA USD 272005.98000000 0.015209171620 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKY77 250348.31000000 PA USD 227390.68000000 0.012714514133 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLC20 1752660.28000000 PA USD 1511713.57000000 0.084527226672 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLYS9 25364.14000000 PA USD 20666.03000000 0.001155537819 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM4X9 1565569.11000000 PA USD 1354140.44000000 0.075716549873 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM5X8 397115.69000000 PA USD 355163.20000000 0.019858894507 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM6G4 1527816.88000000 PA USD 1355241.29000000 0.075778103728 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMCL6 2131552.73000000 PA USD 1897840.36000000 0.106117445447 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMDN1 2190482.64000000 PA USD 1887549.21000000 0.105542017413 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMJL9 1686632.05000000 PA USD 1500964.27000000 0.083926181252 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMQA5 170766.07000000 PA USD 161469.23000000 0.009028526617 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMU77 730877.60000000 PA USD 620944.30000000 0.034720002941 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMZC1 957763.38000000 PA USD 825548.69000000 0.046160425250 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNHF2 1693744.18000000 PA USD 1514961.40000000 0.084708828576 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ6V2 40075.36000000 PA USD 40544.89000000 0.002267061151 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRM42 523017.54000000 PA USD 538620.62000000 0.030116887312 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSEC1 83921.19000000 PA USD 85488.40000000 0.004780070449 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X54P5 464285.23000000 PA USD 401323.56000000 0.022439943781 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5XN8 370895.69000000 PA USD 320905.70000000 0.017943391779 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7DN6 2154.59000000 PA USD 2185.49000000 0.000122201329 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBTH3 726211.83000000 PA USD 589615.96000000 0.032968283734 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBZX1 2690315.12000000 PA USD 2325736.66000000 0.130043199810 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCAE8 19325.91000000 PA USD 17162.61000000 0.000959644640 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCAK4 252572.39000000 PA USD 218729.35000000 0.012230217227 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCTH1 538545.22000000 PA USD 460989.36000000 0.025776147611 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDSU1 522895.07000000 PA USD 444253.27000000 0.024840351769 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDY67 784760.66000000 PA USD 677809.04000000 0.037899585941 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDYN0 650292.12000000 PA USD 563649.99000000 0.031516400602 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XEAU8 831328.95000000 PA USD 746081.70000000 0.041717040994 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFGA3 783544.77000000 PA USD 677642.25000000 0.037890259904 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFLN9 686832.12000000 PA USD 618737.82000000 0.034596627958 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGQ69 707758.30000000 PA USD 633653.45000000 0.035430633066 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH7M3 798172.32000000 PA USD 801059.97000000 0.044791142320 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHGD3 354629.07000000 PA USD 301285.11000000 0.016846309572 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJR47 1351165.32000000 PA USD 1265338.46000000 0.070751201118 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMUL8 2056215.18000000 PA USD 1777067.68000000 0.099364460027 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPNL9 2956611.34000000 PA USD 2521171.73000000 0.140970921033 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQJD0 2152198.99000000 PA USD 2006245.08000000 0.112178878328 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XTCU3 948905.63000000 PA USD 841721.35000000 0.047064716992 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F2Z7 1893.70000000 PA USD 1998.86000000 0.000111765942 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F5D3 11195.95000000 PA USD 11452.74000000 0.000640378157 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KQ64 10139.54000000 PA USD 10574.37000000 0.000591264236 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LDU3 85782.82000000 PA USD 86157.82000000 0.004817500963 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LK35 131791.37000000 PA USD 129052.38000000 0.007215943544 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412LGN4 3018.24000000 PA USD 3185.77000000 0.000178131828 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QSX8 3980.53000000 PA USD 4081.12000000 0.000228195183 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QXG9 9014.97000000 PA USD 9242.78000000 0.000516808591 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412WZH2 41595.18000000 PA USD 43381.45000000 0.002425666958 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412XFD1 34276.29000000 PA USD 36179.56000000 0.002022974411 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414JRK1 7361.95000000 PA USD 7652.03000000 0.000427862054 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415MM51 17313.15000000 PA USD 18274.99000000 0.001021843193 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415VYC3 2775.85000000 PA USD 2841.08000000 0.000158858541 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BLD8 31881.73000000 PA USD 33233.79000000 0.001858262144 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BW87 18573.27000000 PA USD 18518.80000000 0.001035475791 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BZK7 2073.23000000 PA USD 2181.90000000 0.000122000595 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WEW8 6970.49000000 PA USD 7003.10000000 0.000391577235 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AVY2 10510.62000000 PA USD 10010.85000000 0.000559755104 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYE3 558348.70000000 PA USD 547608.93000000 0.030619467253 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYG8 197356.22000000 PA USD 193560.10000000 0.010822882569 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYK9 311633.12000000 PA USD 305381.81000000 0.017075375909 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417F3J5 38700.29000000 PA USD 36714.15000000 0.002052865926 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417G2Y1 57595.41000000 PA USD 54585.89000000 0.003052161460 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417G5A0 247254.48000000 PA USD 234373.25000000 0.013104943437 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GTH9 633671.64000000 PA USD 585813.60000000 0.032755675372 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417MLN1 6145.83000000 PA USD 6275.99000000 0.000350920994 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SBP4 8711.86000000 PA USD 8931.96000000 0.000499429139 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ASY5 164128.74000000 PA USD 151005.82000000 0.008443466691 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CM43 85325.79000000 PA USD 80987.25000000 0.004528389355 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CRF3 149384.41000000 PA USD 140901.25000000 0.007878471248 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CT95 97665.02000000 PA USD 88341.16000000 0.004939582076 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV68 140321.39000000 PA USD 135581.88000000 0.007581039510 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZB3 205821.84000000 PA USD 200650.61000000 0.011219347322 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4X7 41464.22000000 PA USD 33797.05000000 0.001889756738 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4Y5 437290.63000000 PA USD 374151.34000000 0.020920613371 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7E6 25405.65000000 PA USD 20692.00000000 0.001156989927 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DKQ4 901549.52000000 PA USD 774632.04000000 0.043313428768 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 422977.06000000 PA USD 345821.90000000 0.019336577186 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAN0 348461.01000000 PA USD 297983.60000000 0.016661706160 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB82 5616101.54000000 PA USD 4569687.37000000 0.255513351080 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB90 1948981.04000000 PA USD 1665440.00000000 0.093122815844 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBH2 61594.26000000 PA USD 52038.74000000 0.002909737968 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBJ8 1517453.62000000 PA USD 1325291.70000000 0.074103477110 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBR0 756422.64000000 PA USD 615721.68000000 0.034427980964 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBS8 586676.84000000 PA USD 501147.62000000 0.028021590407 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECG3 957659.04000000 PA USD 835789.55000000 0.046733041328 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECH1 759249.93000000 PA USD 681152.31000000 0.038086524357 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECQ1 373925.93000000 PA USD 319409.82000000 0.017859749883 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECY4 1638664.84000000 PA USD 1430138.15000000 0.079965949883 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECZ1 1156460.99000000 PA USD 1029281.62000000 0.057552120011 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED56 20365.99000000 PA USD 17397.00000000 0.000972750520 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDC1 282263.84000000 PA USD 241111.80000000 0.013481728401 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EE30 248719.25000000 PA USD 220895.20000000 0.012351320390 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EF21 23380.18000000 PA USD 23001.27000000 0.001286112396 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGG9 1197245.70000000 PA USD 1063155.34000000 0.059446163741 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 874707.47000000 PA USD 860441.04000000 0.048111425516 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EXU9 204707.92000000 PA USD 208073.07000000 0.011634373006 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EZK9 114168.53000000 PA USD 114328.31000000 0.006392649484 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FGV3 195340.73000000 PA USD 186697.50000000 0.010439161369 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FJU2 1819540.23000000 PA USD 1862523.99000000 0.104142736169 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FKN6 498220.14000000 PA USD 505365.93000000 0.028257456548 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MUR1 6837.89000000 PA USD 6960.14000000 0.000389175134 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418NX21 13833.28000000 PA USD 14182.76000000 0.000793026796 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418TC54 9279.93000000 PA USD 9514.50000000 0.000532001772 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ANB9 301771.47000000 PA USD 297086.52000000 0.016611546073 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419B5X9 214548.28000000 PA USD 211173.38000000 0.011807726352 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419BBY0 142065.23000000 PA USD 142657.14000000 0.007976651561 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FG83 170472.45000000 PA USD 167825.81000000 0.009383953789 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419GP24 9247.35000000 PA USD 9284.94000000 0.000519165960 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JSM1 431820.88000000 PA USD 424850.19000000 0.023755431600 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MK91 1639048.10000000 PA USD 1455679.20000000 0.081394073680 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427N6D6 1915954.31000000 PA USD 1943434.15000000 0.108666815049 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6CM3 223040.10000000 PA USD 223101.84000000 0.012474704318 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.00000000 N N N N N N FELLS POINT FUNDING TR N/A 314382AA0 1215000.00000000 PA USD 1204254.30000000 0.067335689913 Long DBT CORP US N 2 2027-01-31 Fixed 3.05000000 N N N N N N First Help Financial LLC N/A 31568AAB2 837196.18000000 PA USD 843312.32000000 0.047153675830 Long ABS-O CORP US N 2 2030-02-15 Fixed 5.69000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DP2 415000.00000000 PA USD 412150.27000000 0.023045317569 Long DBT CORP US N 2 2037-01-29 Fixed 5.14000000 N N N N N N firstkey homes 2020-sfr1 trust N/A 33768NAG7 880000.00000000 PA USD 878047.02000000 0.049095861121 Long ABS-O CORP US N 2 2039-05-19 Fixed 5.20000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 1675000.00000000 PA USD 1627758.90000000 0.091015883060 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 175000.00000000 PA USD 137685.75000000 0.007698677071 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BE7 1191000.00000000 PA USD 1225209.82000000 0.068507414520 Long DBT CORP US N 2 2033-03-02 Fixed 5.60000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BN7 275000.00000000 PA USD 271903.50000000 0.015203441467 Long DBT CORP US N 2 2034-08-12 Fixed 5.15000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AF1 2674000.00000000 PA USD 2467670.15000000 0.137979388596 Long DBT MUN US N 2 2030-07-01 Fixed 2.15000000 N N N N N N FORD FOUNDATION/THE 54930013YZ3DULPNNT44 34531XAC8 175000.00000000 PA USD 99448.52000000 0.005560648365 Long DBT CORP US N 2 2070-06-01 Fixed 2.82000000 N N N N N N FORTIS INC 549300MQYQ9Y065XPR71 349553AM9 127000.00000000 PA USD 126127.54000000 0.007052401575 Long DBT CORP CA N 2 2026-10-04 Fixed 3.06000000 N N N N N N Foundation Finance Trust N/A 35042RAD8 1003479.84000000 PA USD 1072626.22000000 0.059975726507 Long ABS-O CORP US N 2 2049-06-15 Fixed 9.10000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563P7E3 2108586.55000000 PA USD 1831674.31000000 0.102417781161 Long ABS-MBS USGSE US N 2 2061-11-25 Fixed 3.25000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PEL9 1772407.55000000 PA USD 1666632.22000000 0.093189478638 Long ABS-MBS USGSE US N 2 2057-05-25 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PFP9 1292927.68000000 PA USD 1229441.70000000 0.068744039425 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 4.00000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PG37 2115323.42000000 PA USD 1995369.35000000 0.111570763595 Long ABS-MBS USGSE US N 2 2062-04-25 Fixed 4.00000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PJE0 1003396.50000000 PA USD 894351.98000000 0.050007550397 Long ABS-MBS USGSE US N 2 2058-07-25 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PK73 1709912.81000000 PA USD 1452145.33000000 0.081196477894 Long ABS-MBS USGSE US N 2 2062-10-25 Fixed 3.00000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PKG3 1746571.11000000 PA USD 1700319.46000000 0.095073095368 Long ABS-MBS USGSE US N 2 2058-08-26 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PLJ6 785687.45000000 PA USD 661642.49000000 0.036995635838 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PLK3 171340.39000000 PA USD 163997.48000000 0.009169893318 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PMN6 182631.99000000 PA USD 161424.29000000 0.009026013804 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PMT3 700382.74000000 PA USD 661782.90000000 0.037003486841 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 4.00000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PX46 2037230.57000000 PA USD 1789381.10000000 0.100052962971 Long ABS-MBS USGSE US N 2 2064-05-25 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT N/A 35563VAY2 1265891.31000000 PA USD 1085021.39000000 0.060668800490 Long ABS-MBS USGSE US N 2 2065-06-25 Fixed 3.25000000 N N N N N N Freddie Mac - SLST N/A 35564CTW7 2074152.30000000 PA USD 1944947.96000000 0.108751459497 Long ABS-MBS USGSE US N 2 2035-05-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177MPD8 19838.17000000 PA USD 18640.35000000 0.001042272240 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177PCJ2 22820.30000000 PA USD 21499.06000000 0.001202116560 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177T4M6 7637.05000000 PA USD 7173.55000000 0.000401107920 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177TZQ3 648264.24000000 PA USD 627392.63000000 0.035080560299 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QT35 121611.42000000 PA USD 112006.75000000 0.006262839822 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7H6 34132.84000000 PA USD 31214.36000000 0.001745346033 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBW8 133172.74000000 PA USD 122323.02000000 0.006839672437 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SB89 182444.49000000 PA USD 171533.09000000 0.009591245767 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJS7 64398.88000000 PA USD 58892.14000000 0.003292944752 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLR6 163095.89000000 PA USD 149485.40000000 0.008358452646 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG33 261795.78000000 PA USD 239244.09000000 0.013377295690 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLR4 736973.17000000 PA USD 673031.51000000 0.037632451101 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLS2 1701855.18000000 PA USD 1597390.42000000 0.089317834274 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQN8 1270943.25000000 PA USD 1159894.58000000 0.064855323141 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUB9 22808.23000000 PA USD 21973.11000000 0.001228622992 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXV2 57306.99000000 PA USD 55301.47000000 0.003092173003 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UQ62 26913.73000000 PA USD 26866.69000000 0.001502246748 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UWA6 108527.25000000 PA USD 107656.34000000 0.006019587330 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2U1 1717819.34000000 PA USD 1488823.75000000 0.083247345984 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5C8 55873.06000000 PA USD 50483.97000000 0.002822803248 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7K8 1238896.61000000 PA USD 1119402.11000000 0.062591193045 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 9320138.25000000 PA USD 8077777.89000000 0.451667681143 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNE4 1273578.13000000 PA USD 1103808.00000000 0.061719250835 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WQA9 1019966.83000000 PA USD 884002.47000000 0.049428859172 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WR34 149833.80000000 PA USD 135410.40000000 0.007571451233 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVT2 1705961.36000000 PA USD 1419792.24000000 0.079387459952 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXH6 3023125.58000000 PA USD 2516000.59000000 0.140681777552 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXJ2 2930611.19000000 PA USD 2539946.53000000 0.142020711024 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXK9 473075.82000000 PA USD 427446.54000000 0.023900606102 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WY85 1650858.78000000 PA USD 1373924.91000000 0.076822795404 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X2K1 558663.27000000 PA USD 561578.92000000 0.031400597049 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBR6 8338004.74000000 PA USD 7541298.30000000 0.421670509186 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBT2 649480.65000000 PA USD 619937.13000000 0.034663687189 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDD5 3360317.67000000 PA USD 3205255.54000000 0.179221359752 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFE1 847258.46000000 PA USD 767958.30000000 0.042940267645 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFG6 935419.32000000 PA USD 893276.79000000 0.049947431317 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFH4 3029816.36000000 PA USD 2981571.50000000 0.166714101812 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHV1 1471131.76000000 PA USD 1331851.08000000 0.074470243812 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHX7 1442258.93000000 PA USD 1375594.06000000 0.076916125664 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLG9 1470789.97000000 PA USD 1446917.14000000 0.080904144472 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLH7 1346443.74000000 PA USD 1355540.07000000 0.075794809965 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQV1 1034895.47000000 PA USD 1017092.49000000 0.056870566722 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQW9 92462.45000000 PA USD 93058.50000000 0.005203351401 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XTD8 923445.57000000 PA USD 938468.46000000 0.052474316442 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YW42 89562.29000000 PA USD 89690.63000000 0.005015037479 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617ALMQ0 305756.42000000 PA USD 297978.83000000 0.016661439446 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F23F2 1802098.88000000 PA USD 1707608.53000000 0.095480662571 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FHEU4 1835952.76000000 PA USD 1935068.87000000 0.108199071733 Long ABS-MBS USGA US N 2 2072-05-20 Floating 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FRAU6 1806984.79000000 PA USD 1923791.54000000 0.107568501598 Long ABS-MBS USGA US N 2 2072-07-20 Floating 5.42000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617KAZF3 761075.61000000 PA USD 757721.73000000 0.042367891442 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617LD5V4 510765.80000000 PA USD 517255.43000000 0.028922256071 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NFU31 1284380.00000000 PA USD 1177400.55000000 0.065834166702 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VUD53 1890199.90000000 PA USD 1990680.09000000 0.111308564359 Long ABS-MBS USGA US N 2 2071-08-20 Floating 5.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617VUEL7 1940212.01000000 PA USD 2042148.81000000 0.114186429748 Long ABS-MBS USGA US N 2 2071-09-20 Floating 5.33000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXDD8 1844922.14000000 PA USD 1943815.69000000 0.108688148798 Long ABS-MBS USGA US N 2 2072-03-20 Floating 5.26000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XXDJ5 1978219.85000000 PA USD 2083459.17000000 0.116496292035 Long ABS-MBS USGA US N 2 2072-04-20 Floating 5.22000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617Y9AT8 866103.38000000 PA USD 798609.00000000 0.044654096718 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617Y9AU5 286200.58000000 PA USD 263786.75000000 0.014749594667 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617Y9AV3 452407.28000000 PA USD 416628.21000000 0.023295700881 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YLKH6 1720122.14000000 PA USD 1708241.15000000 0.095516035419 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YNKD1 1855940.95000000 PA USD 1964360.19000000 0.109836891287 Long ABS-MBS USGA US N 2 2072-04-20 Floating 5.46000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YWBR0 1688318.59000000 PA USD 1788847.33000000 0.100023117305 Long ABS-MBS USGA US N 2 2072-03-20 Floating 5.57000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAE3 1818659.91000000 PA USD 1820522.00000000 0.101794201500 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AB93 1513273.57000000 PA USD 1514742.31000000 0.084696578193 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180B5U1 374515.64000000 PA USD 364393.27000000 0.020374992420 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36182NRG0 312002.88000000 PA USD 303396.55000000 0.016964370408 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36182NRM7 729432.91000000 PA USD 708155.94000000 0.039596428084 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183SXT3 547937.46000000 PA USD 531149.46000000 0.029699138575 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183SYA3 568470.54000000 PA USD 551890.15000000 0.030858850997 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183SYC9 713811.62000000 PA USD 692992.54000000 0.038748568957 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AWYK4 1549333.85000000 PA USD 1582079.35000000 0.088461718201 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BJF80 909744.10000000 PA USD 907231.21000000 0.050727690518 Long ABS-MBS USGA US N 2 2063-06-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EV7 1504715.73000000 PA USD 1522756.07000000 0.085144666324 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KW8 1597762.08000000 PA USD 1616643.44000000 0.090394363861 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5VL0 2435516.88000000 PA USD 2202161.05000000 0.123133488999 Long ABS-MBS USGA US N 2 2055-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200DBC6 3225.32000000 PA USD 3261.42000000 0.000182361786 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F2V7 14450.74000000 PA USD 14979.12000000 0.000837555140 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FPG5 27693.51000000 PA USD 27784.46000000 0.001553563714 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FUF1 26921.90000000 PA USD 26854.76000000 0.001501579684 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FXC5 448580.10000000 PA USD 449892.54000000 0.025155670664 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A2UH7 10547.40000000 PA USD 10524.50000000 0.000588475763 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A3YS7 35183.85000000 PA USD 35149.18000000 0.001965360875 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A3ZW7 4381.78000000 PA USD 4390.06000000 0.000245469514 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A8GZ0 6530.51000000 PA USD 6569.40000000 0.000367326968 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9SS1 19158.22000000 PA USD 19272.31000000 0.001077608184 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ACRE6 20227.89000000 PA USD 20286.13000000 0.001134295770 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AFPN1 4239.99000000 PA USD 4257.42000000 0.000238052970 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AKNL6 3883.13000000 PA USD 3880.76000000 0.000216992085 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ALND2 10226.54000000 PA USD 10238.83000000 0.000572502570 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ALQ49 15651.40000000 PA USD 15635.98000000 0.000874283364 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AMD58 11026.90000000 PA USD 10981.57000000 0.000614032760 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AMF80 13415.86000000 PA USD 13440.72000000 0.000751535746 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2P63 329295.56000000 PA USD 325598.63000000 0.018205796222 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAHY3 915034.97000000 PA USD 893959.84000000 0.049985623950 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAXX7 1309950.81000000 PA USD 1184729.93000000 0.066243987833 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230RVV5 18859.14000000 PA USD 17785.08000000 0.000994449952 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 3.50000000 N N N N N N GSR Mortgage Loan Trust N/A 362341MT3 1920.46000000 PA USD 1928.64000000 0.000107839602 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.29000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241L4N3 17987.23000000 PA USD 17868.63000000 0.000999121638 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N GLS Auto Receivables Trust N/A 36263LAG4 541469.31000000 PA USD 539536.05000000 0.030168073437 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.48000000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAM3 1762000.00000000 PA USD 1678440.71000000 0.093849748500 Long DBT CORP US N 2 2032-03-24 Fixed 3.63000000 N N N N N N GLS Auto Receivables Trust N/A 36267PAG1 758000.00000000 PA USD 763577.59000000 0.042695320934 Long ABS-O CORP US N 2 2029-05-15 Fixed 6.01000000 N N N N N N GLS Auto Select Receivables Trust N/A 36269EAB5 101621.12000000 PA USD 101996.46000000 0.005703116030 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.37000000 N N N N N N GLS Auto Receivables Trust N/A 36273HAL0 2000000.00000000 PA USD 2011266.00000000 0.112459622281 Long ABS-O CORP US N 2 2031-08-15 Fixed 5.13000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36277LAA1 953000.00000000 PA USD 953446.00000000 0.053311783237 Long ABS-MBS CORP US N 2 2056-05-25 Variable 4.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294RM71 16160.54000000 PA USD 16693.98000000 0.000933441267 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294UUL4 8058.89000000 PA USD 7565.00000000 0.000422995786 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295KJV6 3057.50000000 PA USD 3178.74000000 0.000177738747 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.50000000 N N N N N N GS Mortgage-Backed Securities Trust 25490038RWR4AJZ5B524 362960AA4 1720784.85000000 PA USD 1742179.54000000 0.097413695162 Long ABS-O CORP US N 2 2067-11-25 Variable 5.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296JWA9 26850.80000000 PA USD 26988.86000000 0.001509077865 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296V7L6 36785.67000000 PA USD 37457.94000000 0.002094454827 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296YCL4 9629.63000000 PA USD 9679.12000000 0.000541206473 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296YGA4 7625.52000000 PA USD 7594.71000000 0.000424657015 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297GSD3 66553.22000000 PA USD 62576.07000000 0.003498931119 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297H6K9 6011.88000000 PA USD 5995.99000000 0.000335264838 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAE0 433190.00000000 PA USD 367050.30000000 0.020523559835 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N GENMAB A/S/GENMAB FIN N/A 37230JAA0 2414000.00000000 PA USD 2474441.47000000 0.138358005889 Long DBT CORP DK N 2 2032-12-15 Fixed 6.25000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BS1 705000.00000000 PA USD 519210.47000000 0.029031571826 Long DBT CORP US N 2 2040-10-01 Fixed 2.60000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 2121000.00000000 PA USD 1964247.83000000 0.109830608695 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BU1 390000.00000000 PA USD 408343.67000000 0.022832472129 Long DBT CORP US N 2 2034-04-04 Fixed 5.63000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 2887000.00000000 PA USD 2683855.33000000 0.150067348958 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 1048000.00000000 PA USD 940187.93000000 0.052570460337 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAN2 169000.00000000 PA USD 173041.25000000 0.009675574297 Long DBT CORP US N 2 2029-08-15 Fixed 5.30000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAY8 1005000.00000000 PA USD 996574.92000000 0.055723330021 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N GLS Auto Receivables Trust N/A 37964VAE7 1955000.00000000 PA USD 1994776.04000000 0.111537588759 Long ABS-O CORP US N 2 2030-02-15 Fixed 6.03000000 N N N N N N GLS Auto Receivables Trust N/A 37989BAC6 191919.18000000 PA USD 192333.96000000 0.010754323144 Long ABS-O CORP US N 2 2028-03-15 Fixed 4.75000000 N N N N N N GLS Auto Receivables Trust N/A 37989BAL6 2100000.00000000 PA USD 2134251.00000000 0.119336309227 Long ABS-O CORP US N 2 2031-01-15 Fixed 5.59000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA46 530000.00000000 PA USD 561093.70000000 0.031373466048 Long DBT CORP US N 2 2029-10-24 Fixed 6.48000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB29 260000.00000000 PA USD 266281.74000000 0.014889101640 Long DBT CORP US N 2 2030-07-23 Fixed 5.05000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB37 550000.00000000 PA USD 562002.77000000 0.031424296555 Long DBT CORP US N 2 2035-07-23 Fixed 5.33000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB60 630000.00000000 PA USD 638549.56000000 0.035704398287 Long DBT CORP US N 2 2030-10-23 Fixed 4.69000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC93 373000.00000000 PA USD 384209.39000000 0.021483007656 Long DBT CORP US N 2 2031-04-23 Fixed 5.22000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GD43 455000.00000000 PA USD 448655.40000000 0.025086496176 Long DBT CORP US N 2 2036-10-21 Fixed 4.94000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXA7 530000.00000000 PA USD 488946.71000000 0.027339378442 Long DBT CORP US N 2 2039-04-23 Fixed 4.41000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 1250000.00000000 PA USD 1109457.56000000 0.062035145095 Long DBT CORP US N 2 2032-01-27 Fixed 1.99000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 365000.00000000 PA USD 326403.97000000 0.018250826681 Long DBT CORP US N 2 2032-07-21 Fixed 2.38000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 506000.00000000 PA USD 498453.41000000 0.027870944078 Long DBT CORP US N 2 2027-10-21 Fixed 1.95000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZK3 599000.00000000 PA USD 590419.62000000 0.033013220256 Long DBT CORP US N 2 2028-02-24 Fixed 2.64000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 654000.00000000 PA USD 600956.05000000 0.033602363084 Long DBT CORP US N 2 2033-02-24 Fixed 3.10000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAS9 590000.00000000 PA USD 587470.35000000 0.032848312288 Long DBT CORP US N 2 2037-01-21 Fixed 5.07000000 N N N N N N Goodgreen Trust 549300X0P2BXCQULUH20 38217DAA8 918509.89000000 PA USD 918606.24000000 0.051363723533 Long ABS-O CORP US N 2 2061-01-17 Fixed 5.90000000 N N N N N N Goodgreen Trust 549300X0P2BXCQULUH20 38217VAA8 63934.71000000 PA USD 59583.35000000 0.003331593650 Long ABS-O CORP US N 2 2052-10-15 Fixed 3.74000000 N N N N N N Goodgreen Trust 549300X0P2BXCQULUH20 38218EAA5 426605.03000000 PA USD 368868.26000000 0.020625210783 Long ABS-O CORP KY N 2 2055-04-15 Fixed 2.76000000 N N N N N N Goodgreen Trust 549300X0P2BXCQULUH20 38218QAA8 307624.31000000 PA USD 280562.72000000 0.015687620393 Long ABS-O CORP KY N 2 2053-10-15 Fixed 3.26000000 N N N N N N GOODMAN US FINANCE SIX N/A 38239EAC6 185000.00000000 PA USD 185214.20000000 0.010356222883 Long DBT US N 2 2034-10-07 Fixed 5.13000000 N N N N N N GOODMAN US FIN THREE N/A 38239JAA9 215000.00000000 PA USD 212806.03000000 0.011899015720 Long DBT US N 2 2028-03-15 Fixed 3.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374LZW4 918891.95000000 PA USD 916259.69000000 0.051232516558 Long ABS-MBS USGA US N 2 2035-07-20 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375B7F3 22601.96000000 PA USD 22605.57000000 0.001263986893 Long ABS-MBS USGA US N 2 2063-07-20 Floating 4.45000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BKL5 125337.43000000 PA USD 125293.09000000 0.007005743435 Long ABS-MBS USGA US N 2 2061-02-20 Floating 4.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BQN5 80936.16000000 PA USD 81062.30000000 0.004532585764 Long ABS-MBS USGA US N 2 2062-03-20 Floating 4.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UFZ8 42300.64000000 PA USD 42394.66000000 0.002370490750 Long ABS-MBS USGA US N 2 2064-04-20 Floating 4.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UUF5 350836.61000000 PA USD 350814.37000000 0.019615730361 Long ABS-MBS USGA US N 2 2065-02-20 Floating 4.43000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UUV0 579083.15000000 PA USD 579055.70000000 0.032377808455 Long ABS-MBS USGA US N 2 2065-02-20 Floating 4.43000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UVB3 751246.68000000 PA USD 751213.10000000 0.042003962419 Long ABS-MBS USGA US N 2 2065-03-20 Floating 4.43000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UVX5 198358.81000000 PA USD 198317.39000000 0.011088885692 Long ABS-MBS USGA US N 2 2065-02-20 Floating 4.58000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376CR35 436502.43000000 PA USD 457922.74000000 0.025604678035 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RBF2 250268.18000000 PA USD 250246.21000000 0.013992477501 Long ABS-MBS USGA US N 2 2065-05-20 Floating 4.43000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RDE3 98522.12000000 PA USD 98466.03000000 0.005505712591 Long ABS-MBS USGA US N 2 2065-06-20 Floating 4.39000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RDR4 363727.11000000 PA USD 363541.25000000 0.020327351856 Long ABS-MBS USGA US N 2 2065-07-20 Floating 4.39000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RDY9 242694.29000000 PA USD 242566.46000000 0.013563065486 Long ABS-MBS USGA US N 2 2065-07-20 Floating 4.39000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RHF6 172844.99000000 PA USD 172921.18000000 0.009668860601 Long ABS-MBS USGA US N 2 2065-09-20 Floating 4.47000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RKA3 148181.74000000 PA USD 148248.91000000 0.008289314502 Long ABS-MBS USGA US N 2 2065-10-20 Floating 4.47000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RLL8 577661.04000000 PA USD 578443.42000000 0.032343572915 Long ABS-MBS USGA US N 2 2065-11-20 Floating 4.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RLV6 442280.17000000 PA USD 442859.34000000 0.024762410392 Long ABS-MBS USGA US N 2 2065-11-20 Floating 4.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RMJ2 127987.90000000 PA USD 128299.51000000 0.007173846936 Long ABS-MBS USGA US N 2 2065-12-20 Floating 4.61000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RN28 107027.67000000 PA USD 107749.59000000 0.006024801389 Long ABS-MBS USGA US N 2 2066-12-20 Floating 4.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377DD94 422428.80000000 PA USD 435331.89000000 0.024341514208 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377NF41 60777.09000000 PA USD 52591.41000000 0.002940640424 Long ABS-MBS USGA US N 2 2040-12-20 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377YEC0 71503.84000000 PA USD 70555.53000000 0.003945101370 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378CP92 45686.27000000 PA USD 46168.87000000 0.002581525109 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QAG0 436443.72000000 PA USD 449158.55000000 0.025114629729 Long ABS-MBS USGA US N 2 2040-10-20 Variable 5.19000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QAH8 14120.00000000 PA USD 14665.86000000 0.000820039256 Long ABS-MBS USGA US N 2 2038-01-20 Variable 5.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Q3G3 967734.88000000 PA USD 749901.82000000 0.041930642404 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 1.00000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869PAP9 545000.00000000 PA USD 541403.34000000 0.030272482664 Long DBT CORP US N 2 2026-04-15 Fixed 1.51000000 N N N N N N GUARDIAN LIFE INSURANCE N1YIDVMMKBHFYCCAIX69 401378AC8 63000.00000000 PA USD 51375.26000000 0.002872639588 Long DBT CORP US N 2 2077-01-24 Fixed 4.85000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BV0 390000.00000000 PA USD 368062.63000000 0.020580164108 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 335000.00000000 PA USD 323309.11000000 0.018077778071 Long DBT CORP US N 2 2039-06-15 Fixed 5.13000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 137000.00000000 PA USD 92977.81000000 0.005198839632 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CK3 170000.00000000 PA USD 160405.53000000 0.008969049999 Long DBT CORP US N 2 2032-03-15 Fixed 3.63000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CW7 500000.00000000 PA USD 496356.28000000 0.027753683384 Long DBT CORP US N 2 2064-04-01 Fixed 6.10000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DB2 405000.00000000 PA USD 423531.35000000 0.023681688869 Long DBT CORP US N 2 2035-03-01 Fixed 5.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DF3 190000.00000000 PA USD 186598.44000000 0.010433622445 Long DBT CORP US N 2 2035-11-15 Fixed 4.90000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AK1 355000.00000000 PA USD 364376.92000000 0.020374078213 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AL9 200000.00000000 PA USD 197309.47000000 0.011032528004 Long DBT CORP US N 2 2054-09-15 Fixed 5.95000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 40414LAR0 356000.00000000 PA USD 347058.50000000 0.019405721480 Long DBT US N 2 2029-07-15 Fixed 3.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 580000.00000000 PA USD 528805.19000000 0.029568059087 Long DBT CORP GB N 2 2031-08-18 Fixed 2.36000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 600000.00000000 PA USD 580466.47000000 0.032456691438 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CP2 1271000.00000000 PA USD 1269519.29000000 0.070984971571 Long DBT CORP GB N 2 2026-03-09 Fixed 4.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CQ0 3212000.00000000 PA USD 3040156.39000000 0.169989866728 Long DBT CORP GB N 2 2031-03-09 Fixed 4.70000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 415000.00000000 PA USD 395435.50000000 0.022110713832 Long DBT CORP GB N 2 2029-08-17 Fixed 2.21000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DS5 600000.00000000 PA USD 701605.85000000 0.039230180832 Long DBT CORP GB N 2 2033-11-03 Fixed 8.11000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DW6 230000.00000000 PA USD 251193.11000000 0.014045423265 Long DBT CORP GB N 2 2044-03-09 Fixed 6.33000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EN5 415000.00000000 PA USD 428694.55000000 0.023970388385 Long DBT CORP GB N 2 2030-11-19 Fixed 5.29000000 N N N N N N HACKENSACK MERIDIAN HLTH 5493001CB3OCWTEJY668 404530AC1 760000.00000000 PA USD 549056.33000000 0.030700398397 Long DBT CORP US N 2 2041-09-01 Fixed 2.68000000 N N N N N N HACKENSACK MERIDIAN HLTH 5493001CB3OCWTEJY668 404530AD9 400000.00000000 PA USD 256781.84000000 0.014357916225 Long DBT CORP US N 2 2050-09-01 Fixed 2.88000000 N N N N N N HANOVER INSURANCE GROUP JJYR6MFKFF6CF8DBZ078 410867AG0 250000.00000000 PA USD 228353.59000000 0.012768355094 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 413875AS4 200000.00000000 PA USD 199463.71000000 0.011152981995 Long DBT CORP US N 2 2035-04-27 Fixed 4.85000000 N N N N N N Hartford Insurance Group Inc/The IU7C3FTM7Y3BQM112U94 416515BB9 260000.00000000 PA USD 223836.71000000 0.012515794459 Long DBT CORP US N 2 2043-04-15 Fixed 4.30000000 N N N N N N HARTFORD HEALTHCARE CORP 549300W3L482NUDOFF24 41652PAC3 700000.00000000 PA USD 497857.35000000 0.027837615477 Long DBT CORP US N 2 2054-07-01 Fixed 3.45000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 42217KAX4 250000.00000000 PA USD 280203.55000000 0.015667537458 Long DBT US N 2 2041-03-15 Fixed 6.50000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250PAD5 679000.00000000 PA USD 643343.68000000 0.035972460753 Long DBT US N 2 2028-12-01 Fixed 2.13000000 N N N N N N HERO Funding Trust 549300Z5C0ID42MSJA91 42770XAA5 50801.22000000 PA USD 47773.36000000 0.002671239915 Long ABS-O CORP US N 2 2042-09-20 Fixed 3.08000000 N N N N N N HERO Funding Trust 549300Z5C0ID42MSJA91 42771AAB2 196036.39000000 PA USD 183685.84000000 0.010270764873 Long ABS-O CORP KY N 2 2048-09-20 Fixed 3.95000000 N N N N N N HERO Funding Trust 549300Z5C0ID42MSJA91 42771XAC0 165245.79000000 PA USD 157917.87000000 0.008829952881 Long ABS-O CORP US N 2 2047-09-20 Fixed 4.46000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AR2 2184000.00000000 PA USD 2241046.08000000 0.125307739340 Long DBT CORP US N 2 2033-03-15 Fixed 5.88000000 N N N N N N Hilton Grand Vacations Trust N/A 43283DAB5 1201721.64000000 PA USD 1203436.02000000 0.067289935915 Long ABS-O CORP US N 2 2044-10-25 Fixed 4.90000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CT1 440000.00000000 PA USD 417550.78000000 0.023347286237 Long DBT CORP US N 2 2054-03-01 Fixed 5.25000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAH4 2009000.00000000 PA USD 2096098.19000000 0.117203000852 Long DBT CORP US N 2 2030-06-15 Fixed 7.25000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BV3 2100000.00000000 PA USD 2173914.10000000 0.121554065229 Long DBT CORP US N 2 2033-03-01 Fixed 5.88000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BE3 310000.00000000 PA USD 318994.36000000 0.017836519503 Long DBT CORP US N 2 2031-01-15 Fixed 5.27000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABG1 200000.00000000 PA USD 197875.81000000 0.011064194816 Long DBT CORP US N 2 2027-02-10 Fixed 3.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABP1 260000.00000000 PA USD 252643.93000000 0.014126545638 Long DBT CORP US N 2 2027-10-15 Fixed 2.38000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABT3 415000.00000000 PA USD 396991.98000000 0.022197744166 Long DBT CORP US N 2 2028-01-10 Fixed 1.80000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABW6 380000.00000000 PA USD 376477.91000000 0.021050703167 Long DBT CORP US N 2 2026-06-15 Fixed 1.50000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44935DAB5 940739.54000000 PA USD 944469.95000000 0.052809888812 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.58000000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAC8 1524000.00000000 PA USD 1602087.17000000 0.089580452312 Long DBT CORP IE N 2 2034-05-08 Fixed 6.00000000 N N N N N N IDENTITY DIGITAL CAP LLC N/A 45175XAF8 2000000.00000000 PA USD 2016600.00000000 0.112757872053 Long ABS-O CORP US N 2 2065-03-20 Fixed 6.79000000 N N N N N N Commercial Mortgage Pass-through Certificates N/A 451955AA6 2218000.00000000 PA USD 2268103.29000000 0.126820638984 Long ABS-MBS CORP US N 2 2042-07-13 Variable 5.29000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LDB2 36171.01000000 PA USD 34667.99000000 0.001938455212 Long ABS-MBS CORP US N 2 2035-03-25 Variable 4.19000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BG4 130000.00000000 PA USD 93616.90000000 0.005234574249 Long DBT CORP US N 2 2047-12-08 Fixed 3.73000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BJ8 330000.00000000 PA USD 214977.89000000 0.012020454931 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CJ7 200000.00000000 PA USD 188810.71000000 0.010557321174 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FBA1 1023000.00000000 PA USD 1068703.55000000 0.059756391031 Long DBT CORP US N 2 2031-06-15 Fixed 5.25000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 535000.00000000 PA USD 483657.21000000 0.027043616881 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 3295000.00000000 PA USD 3148760.32000000 0.176062438405 Long DBT US N 2 2031-02-15 Fixed 4.50000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AH8 175000.00000000 PA USD 167150.06000000 0.009346169334 Long DBT CORP US N 2 2043-07-01 Fixed 5.30000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AQ8 210000.00000000 PA USD 198346.25000000 0.011090499394 Long DBT CORP US N 2 2030-05-14 Fixed 2.95000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AR6 585000.00000000 PA USD 592011.62000000 0.033102236686 Long DBT CORP US N 2 2027-09-22 Fixed 4.95000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 46590XAM8 490000.00000000 PA USD 463987.13000000 0.025943767449 Long DBT CORP NL N 2 2031-12-01 Fixed 3.75000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 466247AA1 72242.06000000 PA USD 69182.77000000 0.003868343711 Long ABS-MBS CORP US N 2 2033-10-25 Variable 5.02000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAM8 3928000.00000000 PA USD 3890133.61000000 0.217516209394 Long DBT CORP US N 2 2029-01-23 Fixed 3.51000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 5046000.00000000 PA USD 5042897.06000000 0.281972796523 Long DBT CORP US N 2 2029-04-23 Fixed 4.01000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 1708000.00000000 PA USD 1609722.52000000 0.090007381707 Long DBT CORP US N 2 2031-05-13 Fixed 2.96000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 3529000.00000000 PA USD 3179620.92000000 0.177788004004 Long DBT CORP US N 2 2032-11-08 Fixed 2.55000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEH5 1763000.00000000 PA USD 1866830.67000000 0.104383543505 Long DBT CORP US N 2 2035-04-22 Fixed 5.77000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAE8 3100000.00000000 PA USD 3224430.03000000 0.180293498347 Long DBT CORP US N 2 2033-05-01 Fixed 6.75000000 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AE6 3078000.00000000 PA USD 3274149.77000000 0.183073569794 Long DBT CORP JP N 2 2035-06-15 Fixed 5.85000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 472140AB8 175000.00000000 PA USD 183897.00000000 0.010282571852 Long DBT CORP NL N 2 2035-04-20 Fixed 5.95000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 472140AF9 610000.00000000 PA USD 619107.30000000 0.034617287375 Long DBT CORP NL N 2 2036-01-15 Fixed 5.50000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 472140AK8 685000.00000000 PA USD 692425.40000000 0.038716857413 Long DBT CORP NL N 2 2066-04-15 Fixed 6.38000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 47214BAC2 520000.00000000 PA USD 573296.36000000 0.032055775865 Long DBT CORP NL N 2 2034-03-15 Fixed 6.75000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556CX1 100000.00000000 PA USD 107690.01000000 0.006021469983 Long DBT CORP US N 2 2037-06-01 Fixed 6.15000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 2876000.00000000 PA USD 2595140.34000000 0.145106864235 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DF9 155000.00000000 PA USD 157034.66000000 0.008780568332 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N Jonah Energy LLC 2549003KXV9PPFRCPA79 47987EAC1 465323.10000000 PA USD 474266.61000000 0.026518542958 Long ABS-O CORP US N 2 2037-12-10 Fixed 7.20000000 N N N N N N Jonah Energy LLC 254900MMTK6TS4MGMV20 479913AA3 1206435.52000000 PA USD 1212105.77000000 0.067774703624 Long ABS-O CORP US N 2 2039-08-10 Fixed 6.50000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 48241FAD6 360000.00000000 PA USD 367029.06000000 0.020522372204 Long DBT CORP BE N 2 2030-10-16 Fixed 4.93000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 48241FAE4 1295000.00000000 PA USD 1290970.96000000 0.072184438327 Long DBT CORP BE N 2 2031-09-23 Fixed 4.45000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AJ9 350000.00000000 PA USD 245338.58000000 0.013718068141 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N KKR Static CLO Ltd, KKR Static CLO I N/A 48255QAW3 2063550.00000000 PA USD 2057573.96000000 0.115048924586 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 5.12000000 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 485134BR0 100000.00000000 PA USD 81387.42000000 0.004550764797 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEN9 110000.00000000 PA USD 109821.70000000 0.006140663094 Long DBT CORP US N 2 2033-06-01 Fixed 4.79000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEQ2 470000.00000000 PA USD 481545.26000000 0.026925527528 Long DBT CORP US N 2 2031-04-04 Fixed 5.12000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BW5 1611000.00000000 PA USD 1539883.00000000 0.086102315923 Long DBT CORP US N 2 2044-09-01 Fixed 5.40000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAX4 400000.00000000 PA USD 361274.70000000 0.020200618069 Long DBT CORP US N 2 2039-10-01 Fixed 4.63000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DV0 190000.00000000 PA USD 190172.92000000 0.010633488932 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DW8 140000.00000000 PA USD 133578.26000000 0.007469007413 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 2138000.00000000 PA USD 2108431.10000000 0.117892593576 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAH7 689000.00000000 PA USD 732879.99000000 0.040978869454 Long DBT CORP US N 2 2028-11-17 Fixed 6.75000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAK0 1976000.00000000 PA USD 2072046.74000000 0.115858167805 Long DBT CORP US N 2 2034-05-20 Fixed 6.00000000 N N N N N N LSEG FINANCE PLC 2138009YFYTGEHZNNZ09 50220PAC7 925000.00000000 PA USD 886691.30000000 0.049579204679 Long DBT CORP GB N 2 2028-04-06 Fixed 2.00000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AQ2 445000.00000000 PA USD 463349.30000000 0.025908103285 Long DBT CORP US N 2 2033-07-31 Fixed 5.40000000 N N N N N N ENI USA INC N/A 51808BAE2 200000.00000000 PA USD 211495.71000000 0.011825749384 Long DBT CORP US N 2 2027-11-15 Fixed 7.30000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 235000.00000000 PA USD 211790.41000000 0.011842227488 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CM8 330000.00000000 PA USD 305031.81000000 0.017055805714 Long DBT CORP US N 2 2054-02-09 Fixed 5.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAD5 1106000.00000000 PA USD 1105362.45000000 0.061806167663 Long DBT CORP GB N 2 2027-01-11 Fixed 3.75000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAP8 460000.00000000 PA USD 457010.26000000 0.025553656860 Long DBT CORP GB N 2 2027-05-11 Fixed 1.63000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAX1 515000.00000000 PA USD 539773.63000000 0.030181357685 Long DBT CORP GB N 2 2035-01-05 Fixed 5.68000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAZ6 475000.00000000 PA USD 481161.26000000 0.026904056229 Long DBT CORP GB N 2 2028-01-05 Fixed 5.46000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBE2 525000.00000000 PA USD 517046.23000000 0.028910558686 Long DBT CORP GB N 2 2036-11-04 Fixed 4.94000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd. N/A 53947FAC5 4351500.00000000 PA USD 4356935.46000000 0.243617361470 Long ABS-CBDO CORP US N 2 2042-08-17 Floating 5.27000000 N N N N N N LoanCore 2021-CRE5 Issuer, Ltd N/A 53947XAE2 1749633.47000000 PA USD 1747956.27000000 0.097736700112 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 5.54000000 N N N N N N LoanCore 2021-CRE5 Issuer, Ltd N/A 53947XAG7 1115000.00000000 PA USD 1112555.59000000 0.062208370955 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 5.79000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284JAG4 1327832.00000000 PA USD 1325341.78000000 0.074106277326 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 5.87000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284JAJ8 767466.00000000 PA USD 766954.18000000 0.042884122433 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 6.32000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287EAC1 2541544.00000000 PA USD 2552661.48000000 0.142731665455 Long ABS-CBDO CORP US N 2 2039-11-18 Floating 5.62000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287HAC4 2216049.00000000 PA USD 2214663.30000000 0.123832550343 Long ABS-CBDO CORP US N 2 2040-02-18 Floating 5.25000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287HAE0 1401955.00000000 PA USD 1401955.00000000 0.078390093481 Long ABS-CBDO CORP US N 2 2040-02-18 Floating 5.47000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287KAA1 2337221.00000000 PA USD 2345984.41000000 0.131175349569 Long ABS-CBDO CORP US N 2 2042-05-18 Floating 5.16000000 N N N N N N MNR ABS ISSUER I LLC 254900P5PAYARXBH9O74 55317XAB5 642191.16000000 PA USD 660074.26000000 0.036907948504 Long ABS-O CORP US N 2 2038-12-15 Fixed 8.95000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 3197000.00000000 PA USD 2696791.88000000 0.150790694118 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBX7 355000.00000000 PA USD 362702.86000000 0.020280473411 Long DBT CORP US N 2 2034-06-01 Fixed 5.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBY5 395000.00000000 PA USD 399032.01000000 0.022311812123 Long DBT CORP US N 2 2035-04-01 Fixed 5.40000000 N N N N N N MRCD Mortgage Trust N/A 55348UAG3 1920000.00000000 PA USD 1699200.00000000 0.095010500938 Long ABS-MBS CORP US N 2 2036-12-15 Fixed 2.72000000 N N N N N N MRCD Mortgage Trust N/A 55348UAQ1 1242000.00000000 PA USD 993600.00000000 0.055556987836 Long ABS-MBS CORP US N 2 2036-12-15 Fixed 2.72000000 N N N N N N MSWF Commercial Mortgage Trust N/A 55361AAU8 1808281.00000000 PA USD 1949321.13000000 0.108995984611 Long ABS-MBS CORP US N 2 2056-12-15 Variable 6.01000000 N N N N N N MVW Owner Trust N/A 55389TAA9 193580.09000000 PA USD 187837.90000000 0.010502926656 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.14000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55416AAC3 2090344.00000000 PA USD 2096878.83000000 0.117246650215 Long ABS-CBDO CORP US N 2 2039-03-19 Floating 5.92000000 N N N N N N MACQUARIE BANK LONDON 549300MPRNPO6FWNKN78 556079AB7 4363000.00000000 PA USD 4426132.61000000 0.247486509237 Long DBT CORP AU N 2 2027-03-08 Fixed 6.13000000 N N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AD3 340000.00000000 PA USD 310310.56000000 0.017350966191 Long DBT CORP AU N 2 2036-03-03 Fixed 3.05000000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAE8 185000.00000000 PA USD 187309.71000000 0.010473392995 Long DBT CORP GB N 2 2030-03-17 Fixed 5.15000000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAF5 330000.00000000 PA USD 335178.30000000 0.018741441964 Long DBT CORP GB N 2 2028-03-27 Fixed 5.20000000 N N N N N N Man Glg Us Clo 2018-2 Ltd 254900N9T03W7ZI61W42 56166RAC6 1900921.00000000 PA USD 1906886.09000000 0.106623236019 Long ABS-CBDO CORP JE N 2 2035-07-20 Floating 6.67000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAH5 2160000.00000000 PA USD 1863910.53000000 0.104220264336 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAM4 974000.00000000 PA USD 951067.96000000 0.053178815505 Long DBT CORP US N 2 2045-12-15 Fixed 5.85000000 N N N N N N MARIN GENERAL HOSPITAL N/A 568039AA9 1226000.00000000 PA USD 1330888.26000000 0.074416407883 Long DBT CORP US N 2 2045-08-01 Fixed 7.24000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BB0 745000.00000000 PA USD 751486.83000000 0.042019267989 Long DBT CORP US N 2 2045-05-01 Fixed 5.65000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BF9 1699000.00000000 PA USD 1585420.56000000 0.088648541433 Long DBT CORP US N 2 2032-10-15 Fixed 3.50000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 725000.00000000 PA USD 671958.85000000 0.037572473486 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AS3 636000.00000000 PA USD 653736.09000000 0.036553550725 Long DBT CORP US N 2 2035-07-15 Fixed 5.45000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599AY2 250000.00000000 PA USD 272747.69000000 0.015250644218 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BP0 107000.00000000 PA USD 95893.27000000 0.005361857120 Long DBT CORP US N 2 2030-10-01 Fixed 2.00000000 N N N N N N MASSACHUSETTS ELECTRIC 549300XN8GZY5U5O1B96 575634AT7 241000.00000000 PA USD 189762.46000000 0.010610538126 Long DBT CORP US N 2 2046-08-15 Fixed 4.00000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 58003MAC0 2321000.00000000 PA USD 2329707.23000000 0.130265213607 Long ABS-CBDO CORP US N 2 2041-08-18 Floating 5.72000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MEC4 102000.00000000 PA USD 113270.05000000 0.006333477043 Long DBT CORP US N 2 2037-10-15 Fixed 6.30000000 N N N N N N MEDLINE BORROWER/MEDL CO N/A 58506DAA6 1534000.00000000 PA USD 1583257.74000000 0.088527607693 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N MEMORIAL HEALTH SERVICES 549300FTIZOMIONZZ882 58601VAC6 620000.00000000 PA USD 443359.27000000 0.024790363899 Long DBT CORP US N 2 2049-11-01 Fixed 3.45000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAZ9 1580000.00000000 PA USD 1585396.33000000 0.088647186616 Long ABS-O CORP US N 2 2029-07-20 Fixed 6.56000000 N N N N N N MLCC Mortgage Investors Inc 9DJT3UXIJIZJI4WXO774 5899292M9 19187.32000000 PA USD 18881.82000000 0.001055773997 Long ABS-MBS CORP US N 2 2028-10-25 Floating 4.43000000 N N N N N N MLCC Mortgage Investors Inc 9DJT3UXIJIZJI4WXO774 5899295W4 95163.49000000 PA USD 92842.85000000 0.005191293365 Long ABS-MBS CORP US N 2 2029-01-25 Floating 4.88000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 59319CAE5 2621351.00000000 PA USD 2627909.36000000 0.146939138838 Long ABS-CBDO CORP US N 2 2043-02-18 Floating 5.63000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CF9 91000.00000000 PA USD 56107.65000000 0.003137250431 Long DBT CORP US N 2 2062-03-17 Fixed 3.04000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAS6 300000.00000000 PA USD 263896.97000000 0.014755757601 Long DBT US N 2 2031-02-15 Fixed 1.70000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 59562VAM9 176000.00000000 PA USD 190738.86000000 0.010665133378 Long DBT CORP US N 2 2036-04-01 Fixed 6.13000000 N N N N N N MYMICHIGAN HEALTH N/A 597861AA1 155000.00000000 PA USD 107335.81000000 0.006001664946 Long DBT CORP US N 2 2050-06-01 Fixed 3.41000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BU7 4140000.00000000 PA USD 3767213.08000000 0.210643127279 Long DBT CORP JP N 2 2030-07-17 Fixed 2.05000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822DK7 200000.00000000 PA USD 205858.54000000 0.011510547909 Long DBT CORP JP N 2 2031-04-24 Fixed 5.16000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822DQ4 370000.00000000 PA USD 374333.47000000 0.020930797141 Long DBT CORP JP N 2 2036-09-12 Fixed 5.19000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBA6 337000.00000000 PA USD 321012.22000000 0.017949347828 Long DBT CORP JP N 2 2030-09-13 Fixed 2.87000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YDL0 605000.00000000 PA USD 612369.31000000 0.034240533723 Long DBT CORP JP N 2 2031-07-08 Fixed 4.71000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YDM8 1265000.00000000 PA USD 1296331.08000000 0.072484148595 Long DBT CORP JP N 2 2036-07-08 Fixed 5.32000000 N N N N N N MOLSON COORS BEVERAGE 54930073LBBH6ZCBE225 60871RAH3 166000.00000000 PA USD 134074.75000000 0.007496768573 Long DBT CORP US N 2 2046-07-15 Fixed 4.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467Y9 75000.00000000 PA USD 75208.54000000 0.004205273693 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 457000.00000000 PA USD 459996.64000000 0.025720639828 Long DBT CORP US N 2 2030-01-23 Fixed 4.43000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 272000.00000000 PA USD 255241.45000000 0.014271785560 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAR9 300000.00000000 PA USD 281330.54000000 0.015730552927 Long DBT CORP US N 2 2039-04-22 Fixed 4.46000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDY8 275000.00000000 PA USD 237491.04000000 0.013279274175 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 3649000.00000000 PA USD 3275399.58000000 0.183143452724 Long DBT CORP US N 2 2032-10-20 Fixed 2.51000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 688000.00000000 PA USD 709235.99000000 0.039656818910 Long DBT CORP US N 2 2029-07-20 Fixed 5.45000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFG5 1632000.00000000 PA USD 1689519.71000000 0.094469229044 Long DBT CORP US N 2 2034-07-21 Fixed 5.42000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFL4 264000.00000000 PA USD 273096.19000000 0.015270130541 Long DBT CORP US N 2 2035-01-18 Fixed 5.47000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFS9 210000.00000000 PA USD 215146.49000000 0.012029882174 Long DBT CORP US N 2 2030-07-19 Fixed 5.04000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 285000.00000000 PA USD 292241.90000000 0.016340659907 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAT9 585000.00000000 PA USD 582280.50000000 0.032558122641 Long DBT CORP US N 2 2037-01-30 Fixed 5.07000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761J3R8 73000.00000000 PA USD 72735.49000000 0.004066993491 Long DBT CORP US N 2 2026-07-27 Fixed 3.13000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 705000.00000000 PA USD 547642.46000000 0.030621342078 Long DBT CORP US N 2 2042-04-22 Fixed 3.22000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61775UAA6 1113384.99000000 PA USD 1124437.34000000 0.062872737139 Long ABS-MBS CORP US N 2 2068-12-25 Variable 6.15000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61780XAC9 590770.00000000 PA USD 590834.87000000 0.033036438895 Long ABS-MBS CORP US N 2 2070-12-25 Variable 4.81000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617945AA8 1533572.53000000 PA USD 1551116.45000000 0.086730432514 Long ABS-MBS CORP US N 2 2070-06-25 Variable 5.59000000 N N N N N N NBN CO LTD 2549007CRZ2NT7S96A24 62878U2B7 1050000.00000000 PA USD 966565.12000000 0.054045336770 Long DBT CORP AU N 2 2031-05-05 Fixed 2.63000000 N N N N N N NMABS Issuer I, LLC. N/A 629174AA1 1579341.73000000 PA USD 1563912.67000000 0.087445931144 Long ABS-O CORP US N 2 2055-11-22 Fixed 5.14000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62928CAA0 410000.00000000 PA USD 377821.82000000 0.021125847683 Long DBT CORP US N 2 2031-07-15 Fixed 3.25000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CL4 300000.00000000 PA USD 298642.14000000 0.016698528320 Long DBT CORP US N 2 2029-06-15 Fixed 4.45000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 395000.00000000 PA USD 381852.14000000 0.021351202392 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N NXP BV/NXP FDG/NXP USA 724500RKKW4NOJ9YQF60 62954HAU2 745000.00000000 PA USD 564268.90000000 0.031551006857 Long DBT CORP XX N 2 2041-05-11 Fixed 3.25000000 N N N N N N NYU LANGONE HOSPITALS 254900A1087KNNZSNH72 62954RAA4 270000.00000000 PA USD 185276.23000000 0.010359691280 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAU9 630000.00000000 PA USD 646671.32000000 0.036158525221 Long DBT CORP JP N 2 2032-07-16 Fixed 5.17000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAV7 4529000.00000000 PA USD 4678523.76000000 0.261598920721 Long DBT CORP JP N 2 2035-07-16 Fixed 5.50000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62955MAB2 947774.54000000 PA USD 937837.69000000 0.052439047037 Long ABS-O CORP US N 2 2026-07-25 Fixed 3.10000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAJ0 162000.00000000 PA USD 169324.51000000 0.009467753364 Long DBT CORP US N 2 2034-02-15 Fixed 5.55000000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AT3 240000.00000000 PA USD 247705.29000000 0.013850402358 Long DBT US N 2 2034-06-15 Fixed 5.50000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAN7 1180000.00000000 PA USD 1213848.68000000 0.067872158162 Long DBT CORP GB N 2 2036-07-14 Fixed 5.54000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AH1 416000.00000000 PA USD 446062.82000000 0.024941532473 Long DBT CORP GB N 2 2034-03-02 Fixed 6.02000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AN8 495000.00000000 PA USD 522606.89000000 0.029221482116 Long DBT CORP GB N 2 2035-03-01 Fixed 5.78000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAJ7 815000.00000000 PA USD 845646.44000000 0.047284187783 Long DBT CORP GB N 2 2029-05-17 Fixed 5.41000000 N N N N N N Neuberger Berman CLO Ltd 549300HMTDFWN3B2DI35 64133VAN7 820473.00000000 PA USD 821277.06000000 0.045921577730 Long ABS-CBDO CORP KY N 2 2035-10-16 Floating 5.37000000 N N N N N N NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 641423BZ0 96000.00000000 PA USD 95089.77000000 0.005316929544 Long DBT CORP US N 2 2040-09-15 Fixed 5.38000000 N N N N N N NEW ENGLAND POWER CO 549300DTVRGN9GYD5U85 644188BF0 140000.00000000 PA USD 106652.58000000 0.005963462248 Long DBT CORP US N 2 2047-12-05 Fixed 3.80000000 N N N N N N New Residential Mortgage Loan Trust 213800CVLC5IFCJL6C96 64831PAA3 1585000.00000000 PA USD 1590828.52000000 0.088950926666 Long ABS-MBS CORP US N 2 2039-03-25 Variable 6.66000000 N N N N N N New Residential Mortgage Loan Trust 213800H34ZKQ2LAZZL53 64831WAA8 1200000.00000000 PA USD 1210042.68000000 0.067659346271 Long ABS-MBS CORP US N 2 2039-09-25 Variable 5.44000000 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64832FAC0 4115000.63000000 PA USD 4158264.51000000 0.232508706526 Long ABS-MBS CORP US N 2 2065-07-25 Variable 5.35000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAQ1 305000.00000000 PA USD 238623.52000000 0.013342596616 Long DBT CORP US N 2 2069-05-15 Fixed 4.45000000 N N N N N N NY STATE ELECTRIC & GAS 549300GEC6J0YHUXA160 649840CQ6 113000.00000000 PA USD 112240.98000000 0.006275936755 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 653522DV1 40000.00000000 PA USD 40317.23000000 0.002254331578 Long DBT CORP US N 2 2055-07-03 Fixed 6.00000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAN6 450000.00000000 PA USD 407686.82000000 0.022795744464 Long DBT CORP US N 2 2030-06-27 Fixed 1.96000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 1413000.00000000 PA USD 1374825.19000000 0.076873134419 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 360000.00000000 PA USD 316651.13000000 0.017705498166 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAS8 350000.00000000 PA USD 324225.87000000 0.018129038562 Long DBT CORP JP N 2 2030-07-16 Fixed 2.68000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859AS3 105000.00000000 PA USD 103615.84000000 0.005793663408 Long DBT CORP US N 2 2032-05-08 Fixed 3.38000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BJ0 51000.00000000 PA USD 40874.28000000 0.002285478942 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N NORTHWELL HEALTHCARE INC 54930073NUTKK4QD3P47 667274AA2 594000.00000000 PA USD 470337.25000000 0.026298833411 Long DBT CORP US N 2 2046-11-01 Fixed 3.98000000 N N N N N N Northwoods Capital Ltd 549300QQDSTCZ860F679 66860CAN3 1940049.00000000 PA USD 1941203.33000000 0.108542079100 Long ABS-CBDO CORP KY N 2 2031-11-13 Floating 5.69000000 N N N N N N Continental Credit Card llc N/A 66981PAH1 882191.01000000 PA USD 885051.07000000 0.049487491476 Long ABS-O CORP US N 2 2030-10-15 Fixed 6.19000000 N N N N N N Continental Credit Card llc N/A 66981PAV0 1750000.00000000 PA USD 1751975.58000000 0.097961439199 Long ABS-O CORP US N 2 2035-12-17 Fixed 5.40000000 N N N N N N AMSR Trust N/A 66981YAF6 1750000.00000000 PA USD 1711221.23000000 0.095682666124 Long ABS-O CORP US N 2 2039-10-17 Fixed 4.00000000 N N N N N N NVENT FINANCE SARL 549300KO1OQ4MVFB6X02 67078AAD5 225000.00000000 PA USD 226071.30000000 0.012640741208 Long DBT CORP LU N 2 2028-04-15 Fixed 4.55000000 N N N N N N OGE ENERGY CORP CE5OG6JPOZMDSA0LAQ19 670837AD5 140000.00000000 PA USD 144985.31000000 0.008106830821 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N Onslow Bay Financial LLC 2549004KB8X0K1PPTU08 67119DAA6 1184912.72000000 PA USD 1200443.84000000 0.067122628641 Long ABS-MBS CORP US N 2 2064-01-25 Variable 6.03000000 N N N N N N Onslow Bay Financial LLC 254900Y3YIZHUWMEGC78 67122CAC9 847034.70000000 PA USD 853432.78000000 0.047719559760 Long ABS-MBS CORP US N 2 2065-07-27 Variable 5.14000000 N N N N N N Onslow Bay Financial LLC 254900WI6P4MRT24JH23 67122DAC7 1205361.02000000 PA USD 1210007.93000000 0.067657403230 Long ABS-MBS CORP US N 2 2065-08-25 Variable 4.91000000 N N N N N N Onslow Bay Financial LLC 254900JLM1WC0WGYCA96 673918AC2 847655.42000000 PA USD 852953.35000000 0.047692752507 Long ABS-MBS CORP US N 2 2065-09-25 Variable 5.06000000 N N N N N N Onslow Bay Financial LLC 254900T4WKE0IYMYAI09 673924AC0 828559.50000000 PA USD 834897.57000000 0.046683166406 Long ABS-MBS CORP US N 2 2065-07-25 Variable 5.16000000 N N N N N N Onslow Bay Financial LLC 254900YXEB756F6RCA13 67449DAA7 826766.59000000 PA USD 832942.87000000 0.046573869663 Long ABS-MBS CORP US N 2 2064-10-25 Variable 5.32000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CU3 335000.00000000 PA USD 207725.54000000 0.011614940921 Long DBT CORP US N 2 2051-10-01 Fixed 2.90000000 N N N N N N Oklahoma Development Finance Authority 549300PXGPHUWC32DJ91 67884XCP0 1578000.00000000 PA USD 1567790.18000000 0.087662741506 Long DBT MUN US N 2 2028-08-15 Fixed 5.45000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBR4 425000.00000000 PA USD 282630.89000000 0.015803261793 Long DBT CORP US N 2 2049-09-15 Fixed 3.10000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAR0 1534000.00000000 PA USD 1572606.65000000 0.087932053669 Long DBT CORP CA N 2 2029-06-15 Fixed 6.13000000 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAC7 240000.00000000 PA USD 262329.72000000 0.014668125063 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N OneMain Financial Issuance Trust N/A 682696AB5 1585000.00000000 PA USD 1528648.65000000 0.085474149008 Long ABS-O CORP US N 2 2035-09-14 Fixed 2.21000000 N N N N N N OneMain Financial Issuance Trust N/A 68269PAA5 361053.53000000 PA USD 362148.14000000 0.020249456329 Long ABS-O CORP US N 2 2034-05-15 Fixed 5.94000000 N N N N N N CADILLAC FAIRVIEW PRP TR N/A 68327LAB2 243000.00000000 PA USD 242614.61000000 0.013565757786 Long DBT CORP CA N 2 2027-03-20 Fixed 3.88000000 N N N N N N Oportun Funding LLC N/A 68377GAA4 192336.77000000 PA USD 188935.26000000 0.010564285368 Long ABS-O CORP US N 2 2031-05-08 Fixed 1.47000000 N N N N N N Oportun Funding LLC N/A 68379HAB8 2060000.00000000 PA USD 2066701.59000000 0.115559294583 Long ABS-O CORP US N 2 2033-02-08 Fixed 5.31000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 81000.00000000 PA USD 73147.40000000 0.004090025374 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 46000.00000000 PA USD 39652.93000000 0.002217187348 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 200000.00000000 PA USD 137221.27000000 0.007672705745 Long DBT CORP US N 2 2055-05-15 Fixed 4.38000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 54000.00000000 PA USD 45186.15000000 0.002526576475 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 200000.00000000 PA USD 161034.87000000 0.009004239446 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 970000.00000000 PA USD 605026.53000000 0.033829963333 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 510000.00000000 PA USD 491315.16000000 0.027471809951 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 345000.00000000 PA USD 334002.11000000 0.018675675485 Long DBT CORP US N 2 2032-09-26 Fixed 4.80000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 1225000.00000000 PA USD 1167419.74000000 0.065276091279 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDP7 180000.00000000 PA USD 161835.82000000 0.009049024439 Long DBT CORP US N 2 2045-09-26 Fixed 5.88000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 904000.00000000 PA USD 797123.33000000 0.044571025713 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N ORANGE SA 969500MCOONR8990S771 685218AF6 870000.00000000 PA USD 862858.61000000 0.048246603563 Long DBT CORP FR N 2 2036-01-13 Fixed 5.00000000 N N N N N N PFP III N/A 69291WAA0 1735916.25000000 PA USD 1739173.52000000 0.097245614026 Long ABS-CBDO CORP KY N 2 2039-09-17 Floating 5.50000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AB3 305000.00000000 PA USD 296603.22000000 0.016584522429 Long DBT CORP US N 2 2036-06-01 Fixed 4.26000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AJ6 205000.00000000 PA USD 198440.42000000 0.011095764895 Long DBT CORP US N 2 2047-12-01 Fixed 5.21000000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AK3 385000.00000000 PA USD 357226.04000000 0.019974237881 Long DBT CORP US N 2 2052-06-01 Fixed 5.10000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BM6 606000.00000000 PA USD 617537.67000000 0.034529521760 Long DBT CORP US N 2 2034-01-24 Fixed 5.07000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CA1 390000.00000000 PA USD 395629.71000000 0.022121573053 Long DBT CORP US N 2 2032-10-21 Fixed 4.81000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CE3 610000.00000000 PA USD 624571.94000000 0.034922841861 Long DBT CORP US N 2 2036-07-21 Fixed 5.37000000 N N N N N N PPL ELECTRIC UTILITIES 549300GCZLSGYEYPIR35 69351UAS2 270000.00000000 PA USD 226204.29000000 0.012648177323 Long DBT CORP US N 2 2044-06-15 Fixed 4.13000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 693627AY7 100000.00000000 PA USD 107997.25000000 0.006038649259 Long DBT CORP US N 2 2035-10-15 Fixed 6.12000000 N N N N N N Preston Ridge Partners Mortgage Trust N/A 69380RAA3 370969.44000000 PA USD 367930.05000000 0.020572750918 Long ABS-MBS CORP US N 2 2053-11-25 Variable 4.00000000 N N N N N N PFP III N/A 69382JAC5 1328500.00000000 PA USD 1331821.91000000 0.074468612776 Long ABS-CBDO CORP KY N 2 2042-12-18 Floating 5.72000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900640HC5OZKI7J87 69392CAA2 1235948.87000000 PA USD 1181633.49000000 0.066070850877 Long ABS-MBS CORP US N 2 2064-06-25 Variable 4.08000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308GZ4 420000.00000000 PA USD 349263.38000000 0.019529006999 Long DBT CORP US N 2 2042-04-15 Fixed 4.45000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HA8 75000.00000000 PA USD 56926.44000000 0.003183032945 Long DBT CORP US N 2 2042-08-15 Fixed 3.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HL4 130000.00000000 PA USD 103382.25000000 0.005780602260 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HP5 1185000.00000000 PA USD 1183815.24000000 0.066192843085 Long DBT CORP US N 2 2026-03-01 Fixed 2.95000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 3970000.00000000 PA USD 3014028.68000000 0.168528939930 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JW8 1428000.00000000 PA USD 1389515.90000000 0.077694563159 Long DBT CORP US N 2 2028-06-15 Fixed 3.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KH9 25000.00000000 PA USD 26641.68000000 0.001489665349 Long DBT CORP US N 2 2053-01-15 Fixed 6.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KM8 355000.00000000 PA USD 382536.47000000 0.021389466597 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KR7 683000.00000000 PA USD 708510.77000000 0.039616268348 Long DBT CORP US N 2 2034-05-15 Fixed 5.80000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KT3 40000.00000000 PA USD 38460.05000000 0.002150487651 Long DBT CORP US N 2 2054-10-01 Fixed 5.90000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KX4 1285000.00000000 PA USD 1344818.97000000 0.075195341343 Long DBT CORP US N 2 2035-08-15 Fixed 6.00000000 N N N N N N PACIFIC LIFE INSURANCE C 8WC3XYHE06SQFW7CQK10 69448FAA9 249000.00000000 PA USD 199709.03000000 0.011166699024 Long DBT CORP US N 2 2067-10-24 Fixed 4.30000000 N N N N N N PACKAGING CORP OF AMERIC 549300XZP8MFZFY8TJ84 695156AV1 385000.00000000 PA USD 306644.57000000 0.017145982936 Long DBT CORP US N 2 2049-12-15 Fixed 4.05000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69704AAE1 4500000.00000000 PA USD 4502961.00000000 0.251782356589 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 5.37000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69704CAE7 2000000.00000000 PA USD 1982910.00000000 0.110874100998 Long ABS-CBDO CORP KY N 2 2033-02-15 Floating 5.45000000 N N N N N N FIRSTENERGY PENN ELECTRI O1PLQWO3TX952VMBJ146 708696BY4 75000.00000000 PA USD 73584.11000000 0.004114443945 Long DBT CORP US N 2 2028-03-15 Fixed 3.25000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 70959WAK9 3167000.00000000 PA USD 3059965.47000000 0.171097488323 Long DBT CORP US N 2 2029-06-15 Fixed 3.75000000 N N N N N N PEPCO HOLDINGS LLC 0IYTXJPU5BH89F2Z1F31 713291AH5 119000.00000000 PA USD 136706.15000000 0.007643902891 Long DBT CORP US N 2 2032-08-15 Fixed 7.45000000 N N N N N N PEPPERDINE UNIV 549300G0RVHY0VSFWD76 71338QAC0 290000.00000000 PA USD 184691.89000000 0.010327018001 Long DBT CORP US N 2 2059-12-01 Fixed 3.30000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAF7 2170000.00000000 PA USD 2228715.73000000 0.124618289758 Long DBT CORP US N 2 2032-09-15 Fixed 6.13000000 N N N N N N Perimeter Master Note Business Trust 5493005H6EB040833X54 71384PBC4 1850000.00000000 PA USD 1853962.15000000 0.103664002231 Long ABS-O CORP US N 2 2030-12-16 Fixed 5.58000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638BM3 54000.00000000 PA USD 52155.90000000 0.002916288951 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.63000000 N N N N N N SUNCOR ENERGY INC 894500XO86FKXQGPYV71 71644EAE2 144000.00000000 PA USD 145980.72000000 0.008162489015 Long DBT CORP CA N 2 2026-06-15 Fixed 7.88000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AG7 795000.00000000 PA USD 754007.07000000 0.042160186812 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N N PG&E RECOVERY FND LLC N/A 71710TAF5 420000.00000000 PA USD 421211.35000000 0.023551966433 Long DBT CORP US N 2 2047-07-15 Fixed 5.54000000 N N N N N N PG&E RECOVERY FND LLC N/A 71710TAH1 345000.00000000 PA USD 345636.84000000 0.019326229585 Long DBT CORP US N 2 2042-06-01 Fixed 5.23000000 N N N N N N PG&E RECOVERY FND LLC N/A 71710TAJ7 410000.00000000 PA USD 411026.47000000 0.022982480469 Long DBT CORP US N 2 2049-06-01 Fixed 5.53000000 N N N N N N School District of Philadelphia/The 254900HSKDHZKBZCUL90 717883NM0 1250000.00000000 PA USD 1307132.25000000 0.073088094318 Long DBT MUN US N 2 2030-06-01 Fixed 6.62000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CV9 1150000.00000000 PA USD 1174341.89000000 0.065663142209 Long DBT CORP US N 2 2027-11-17 Fixed 5.13000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CW7 495000.00000000 PA USD 520668.26000000 0.029113083925 Long DBT CORP US N 2 2029-11-17 Fixed 5.63000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DA4 2052000.00000000 PA USD 2118268.70000000 0.118442661434 Long DBT CORP US N 2 2030-02-15 Fixed 5.13000000 N N N N N N DOC DR LLC 549300P6Q1UMT0X60U20 71951QAC6 265000.00000000 PA USD 238089.85000000 0.013312756542 Long DBT US N 2 2031-11-01 Fixed 2.63000000 N N N N N N PIEDMONT HEALTHCARE INC 254900D1I6W7J0DSAY11 72014TAE9 460000.00000000 PA USD 291843.26000000 0.016318370014 Long DBT CORP US N 2 2052-01-01 Fixed 2.86000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AR8 285000.00000000 PA USD 258839.20000000 0.014472953186 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 4937000.00000000 PA USD 4808931.80000000 0.268890665782 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N PLAINS ALL AMERICAN PIPE 5521FA2ITF25TVH63740 72650RBQ4 465000.00000000 PA USD 484861.49000000 0.027110954008 Long DBT CORP US N 2 2035-06-15 Fixed 5.95000000 N N N N N N PMT Loan Trust N/A 729911BE6 2343451.07000000 PA USD 2352607.87000000 0.131545699294 Long ABS-MBS CORP US N 2 2057-01-25 Floating 5.10000000 N N N N N N PMT Loan Trust N/A 73015KBM6 1778217.64000000 PA USD 1785506.73000000 0.099836328181 Long ABS-MBS CORP US N 2 2056-12-25 Floating 5.00000000 N N N N N N Republic of Poland Government International Bonds 259400R9L8QEP0TPXS31 731011AZ5 368000.00000000 PA USD 349095.49000000 0.019519619456 Long DBT NUSS PL N 2 2054-03-18 Fixed 5.50000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 681000.00000000 PA USD 665004.60000000 0.037183627690 Long DBT CORP US N 2 2030-04-15 Fixed 4.63000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 270000.00000000 PA USD 255788.33000000 0.014302364269 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N PRECISION CASTPARTS CORP 0XOOAY5P5J7Q734SEC89 740189AP0 100000.00000000 PA USD 86916.60000000 0.004859928028 Long DBT CORP US N 2 2045-06-15 Fixed 4.38000000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAP7 321000.00000000 PA USD 320811.02000000 0.017938097761 Long DBT CORP US N 2 2028-02-15 Fixed 4.11000000 N N N N N N PRM7 Trust N/A 74290HAE6 550000.00000000 PA USD 545573.66000000 0.030505665451 Long ABS-MBS CORP US N 2 2042-11-10 Variable 4.94000000 N N N N N N PROGRESS ENERGY INC 549300FBMTW0JYWMNB26 743263AG0 150000.00000000 PA USD 168099.03000000 0.009399230842 Long DBT CORP US N 2 2031-10-30 Fixed 7.00000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74331UAJ7 1615000.00000000 PA USD 1608766.10000000 0.089953903633 Long ABS-O CORP US N 2 2039-04-17 Fixed 5.20000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74332VAJ4 1500000.00000000 PA USD 1483207.80000000 0.082933331022 Long ABS-O CORP US N 2 2027-04-17 Fixed 4.55000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74333HAJ4 1800000.00000000 PA USD 1780562.52000000 0.099559873456 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.43000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74333YAJ7 2050000.00000000 PA USD 1986988.33000000 0.111102140179 Long ABS-O CORP US N 2 2041-02-17 Fixed 3.93000000 N N N N N N Progress Residential Trust N/A 74334EAE1 710000.00000000 PA USD 675966.15000000 0.037796541036 Long ABS-O CORP US N 2 2042-12-17 Fixed 4.00000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74334RAG7 735000.00000000 PA USD 695726.82000000 0.038901455793 Long ABS-O CORP US N 2 2042-10-17 Fixed 4.00000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CM1 53000.00000000 PA USD 39032.32000000 0.002182486038 Long DBT CORP US N 2 2046-06-15 Fixed 3.55000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BJ8 450000.00000000 PA USD 497663.18000000 0.027826758492 Long DBT CORP US N 2 2037-11-15 Fixed 6.63000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BR0 110000.00000000 PA USD 110898.16000000 0.006200853186 Long DBT CORP US N 2 2035-01-15 Fixed 5.20000000 N N N N N N PUB SVC ELEC & GAS 549300RUHPVD434XUK18 74456QAQ9 100000.00000000 PA USD 105848.21000000 0.005918486026 Long DBT CORP US N 2 2036-12-01 Fixed 5.70000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCG9 675000.00000000 PA USD 442432.00000000 0.024738515743 Long DBT CORP US N 2 2051-03-01 Fixed 3.00000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AQ5 205000.00000000 PA USD 209629.94000000 0.011721425147 Long DBT CORP US N 2 2035-03-15 Fixed 5.73000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 710000.00000000 PA USD 665551.20000000 0.037214190744 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAH5 560000.00000000 PA USD 495776.46000000 0.027721262840 Long DBT CORP US N 2 2032-01-15 Fixed 2.35000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAP7 455000.00000000 PA USD 454749.78000000 0.025427262476 Long DBT CORP US N 2 2035-08-09 Fixed 5.10000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 3210000.00000000 PA USD 3329064.13000000 0.186144097603 Long DBT CORP US N 2 2032-03-01 Fixed 6.38000000 N N N N N N ROCC Trust N/A 74970WAA8 650000.00000000 PA USD 668659.81000000 0.037388008183 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.39000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDV3 605000.00000000 PA USD 618685.74000000 0.034593715913 Long DBT CORP NL N 2 2031-05-27 Fixed 4.99000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECK5 50000.00000000 PA USD 42468.50000000 0.002374619502 Long DBT CORP US N 2 2047-04-15 Fixed 4.35000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECR0 362000.00000000 PA USD 374396.39000000 0.020934315303 Long DBT CORP US N 2 2033-02-27 Fixed 5.15000000 N N N N N N Reach Financial LLC N/A 75525QAB6 1040000.00000000 PA USD 1048936.72000000 0.058651131838 Long ABS-O CORP US N 2 2032-08-18 Fixed 5.12000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AM5 829000.00000000 PA USD 859355.90000000 0.048050750084 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AN3 2533000.00000000 PA USD 2685657.78000000 0.150168132666 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AP8 1964000.00000000 PA USD 2098783.49000000 0.117353148979 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAX1 400000.00000000 PA USD 401129.77000000 0.022429108044 Long DBT US N 2 2028-03-15 Fixed 4.13000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAE7 900000.00000000 PA USD 805047.03000000 0.045014078154 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N Renew Financial N/A 75973LAA6 87716.56000000 PA USD 82181.08000000 0.004595142171 Long ABS-O CORP KY N 2 2052-09-20 Fixed 3.67000000 N N N N N N RFC PRINCIPAL STRIP N/A 76116FAB3 1000000.00000000 PA USD 859123.89000000 0.048037777281 Long DBT USGSE US N 2 2030-01-15 None 0.00000000 N N N N N N Rockford Tower CLO Ltd 5493009YDNBJVFWX7747 77341EBE4 1891996.00000000 PA USD 1892493.59000000 0.105818481643 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 5.22000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CJ8 3354000.00000000 PA USD 2881923.73000000 0.161142312414 Long DBT CORP CA N 2 2042-03-15 Fixed 4.50000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CK5 3354000.00000000 PA USD 2704976.88000000 0.151248357106 Long DBT CORP CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696AH9 255000.00000000 PA USD 256570.11000000 0.014346077375 Long DBT CORP US N 2 2032-02-15 Fixed 4.75000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 400000.00000000 PA USD 406769.94000000 0.022744477263 Long DBT CORP GB N 2 2029-05-18 Fixed 4.89000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BL4 250000.00000000 PA USD 251168.33000000 0.014044037696 Long DBT CORP GB N 2 2030-05-08 Fixed 4.45000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 78009PEH0 355000.00000000 PA USD 363694.00000000 0.020335892848 Long DBT CORP GB N 2 2030-01-27 Fixed 5.08000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZT3 625000.00000000 PA USD 634084.04000000 0.035454709438 Long DBT CORP CA N 2 2030-10-18 Fixed 4.65000000 N N N N N N SCF Equipment Trust Llc N/A 784024AE1 1526000.00000000 PA USD 1586658.19000000 0.088717743320 Long ABS-O CORP US N 2 2033-08-22 Fixed 6.77000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAG9 2080000.00000000 PA USD 1986632.44000000 0.111082240645 Long DBT US N 2 2029-02-01 Fixed 3.13000000 N N N N N N SCE RECOVERY FUNDING LLC N/A 78433LAG1 356145.35000000 PA USD 354721.42000000 0.019834192448 Long DBT CORP US N 2 2040-06-15 Fixed 4.70000000 N N N N N N SCE RECOVERY FUNDING LLC N/A 78433LAH9 165000.00000000 PA USD 157049.92000000 0.008781421593 Long DBT CORP US N 2 2047-12-15 Fixed 5.11000000 N N N N N N SCE RECOVERY FUNDING LLC N/A 78433LAK2 335000.00000000 PA USD 333933.42000000 0.018671834695 Long DBT CORP US N 2 2045-03-15 Fixed 5.34000000 N N N N N N SLG Office Trust N/A 78449RAA3 2010000.00000000 PA USD 1802783.27000000 0.100802343200 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.59000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAC0 2616000.00000000 PA USD 2613736.64000000 0.146146673427 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N Starwood Commercial Mortgage Trust N/A 78485KAG0 759000.00000000 PA USD 752697.11000000 0.042086940605 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 5.66000000 N N N N N N Starwood Commercial Mortgage Trust N/A 78485KAJ4 1436000.00000000 PA USD 1428188.02000000 0.079856908671 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 5.91000000 N N N N N N Starwood Commercial Mortgage Trust N/A 78486BAG9 1072500.00000000 PA USD 1070124.63000000 0.059835850496 Long ABS-CBDO CORP KY N 2 2038-04-18 Floating 5.89000000 N N N N N N SAFEHOLD GL HOLDINGS LLC 54930012UY5Z4Q8NL108 78646UAA7 399000.00000000 PA USD 366500.64000000 0.020492825683 Long DBT US N 2 2031-06-15 Fixed 2.80000000 N N N N N N SAMMONS FINANCIAL GROUP 254900SHCOQLVJ21CT59 79588TAF7 2862000.00000000 PA USD 3123265.48000000 0.174636898433 Long DBT CORP US N 2 2034-04-15 Fixed 6.88000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CA0 445000.00000000 PA USD 285415.14000000 0.015958942694 Long DBT CORP US N 2 2051-08-15 Fixed 2.95000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAQ8 465000.00000000 PA USD 460811.63000000 0.025766209866 Long DBT CORP GB N 2 2027-06-14 Fixed 1.67000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAT2 800000.00000000 PA USD 835112.42000000 0.046695179710 Long DBT CORP GB N 2 2029-01-10 Fixed 6.53000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAU9 410000.00000000 PA USD 415295.03000000 0.023221156330 Long DBT CORP GB N 2 2030-09-11 Fixed 4.86000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAV7 680000.00000000 PA USD 709106.48000000 0.039649577379 Long DBT CORP GB N 2 2031-04-15 Fixed 5.69000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBJ4 570000.00000000 PA USD 594981.50000000 0.033268297059 Long DBT CORP US N 2 2030-01-09 Fixed 6.17000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286YAF9 1456000.00000000 PA USD 1503944.77000000 0.084092835441 Long ABS-O CORP US N 2 2031-08-15 Fixed 6.28000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287LAF6 1955000.00000000 PA USD 2009030.73000000 0.112334637510 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.97000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288DAC0 1376000.00000000 PA USD 1379257.82000000 0.077120984228 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.74000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802918AF9 2200000.00000000 PA USD 2225049.42000000 0.124413288610 Long ABS-O CORP US N 2 2031-02-18 Fixed 5.69000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AB5 1618000.00000000 PA USD 1772497.97000000 0.099108945410 Long DBT CORP AU N 2 2033-09-19 Fixed 6.88000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AC3 790000.00000000 PA USD 792229.19000000 0.044297370645 Long DBT CORP AU N 2 2035-11-13 Fixed 5.75000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CB9 3313000.00000000 PA USD 3318168.28000000 0.185534857863 Long DBT CORP US N 2 2027-06-01 Fixed 5.00000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CE3 2505000.00000000 PA USD 2673788.93000000 0.149504487784 Long DBT CORP US N 2 2034-05-19 Fixed 5.85000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CH6 1643000.00000000 PA USD 1784169.29000000 0.099761545434 Long DBT CORP US N 2 2034-08-24 Fixed 6.14000000 N N N N N N Sequoia Mortgage Trust N/A 81743PAA4 163184.27000000 PA USD 153732.44000000 0.008595925220 Long ABS-MBS CORP US N 2 2033-04-20 Floating 4.55000000 N N N N N N Sequoia Mortgage Trust N/A 81744FDV6 205394.73000000 PA USD 189191.57000000 0.010578616901 Long ABS-MBS CORP US N 2 2034-10-20 Floating 4.47000000 N N N N N N SIGECO SECURITIZATION I N/A 82655KAA9 329744.75000000 PA USD 337661.36000000 0.018880281874 Long DBT CORP US N 2 2036-11-15 Fixed 5.03000000 N N N N N N SOUTH BOW USA INFRA HLDS 254900Z1WAY7QFQ7O850 83007CAB8 130000.00000000 PA USD 131371.65000000 0.007345625162 Long DBT CORP US N 2 2027-09-01 Fixed 4.91000000 N N N N N N SOUTH BOW USA INFRA HLDS 254900Z1WAY7QFQ7O850 83007CAD4 150000.00000000 PA USD 152302.20000000 0.008515953575 Long DBT CORP US N 2 2029-10-01 Fixed 5.03000000 N N N N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 830505BB8 650000.00000000 PA USD 672073.97000000 0.037578910403 Long DBT CORP SE N 2 2029-03-05 Fixed 5.38000000 N N N N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 830505BK8 410000.00000000 PA USD 411674.56000000 0.023018718319 Long DBT CORP SE N 2 2030-09-03 Fixed 4.50000000 N N N N N N Small Business Administration Participation Certs N/A 83162CUY7 126371.36000000 PA USD 119215.95000000 0.006665941107 Long ABS-O USGA US N 2 2032-08-01 Fixed 2.37000000 N N N N N N Small Business Administration Participation Certs N/A 83162CVL4 272770.16000000 PA USD 256410.09000000 0.014337129882 Long ABS-O USGA US N 2 2033-04-01 Fixed 2.08000000 N N N N N N Small Business Administration Participation Certs N/A 83162CVP5 329223.10000000 PA USD 313090.51000000 0.017506406658 Long ABS-O USGA US N 2 2033-06-01 Fixed 2.45000000 N N N N N N Small Business Administration Participation Certs N/A 83162CVR1 400561.57000000 PA USD 386150.13000000 0.021591523828 Long ABS-O USGA US N 2 2033-07-01 Fixed 3.15000000 N N N N N N Small Business Administration Participation Certs N/A 83162CVS9 485740.65000000 PA USD 469753.42000000 0.026266188648 Long ABS-O USGA US N 2 2033-08-01 Fixed 3.16000000 N N N N N N Small Business Administration Participation Certs N/A 83162CVU4 183237.03000000 PA USD 180308.87000000 0.010081942127 Long ABS-O USGA US N 2 2033-09-01 Fixed 3.62000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAW2 352000.00000000 PA USD 331915.67000000 0.018559012521 Long DBT CORP FR N 2 2030-01-22 Fixed 3.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBC5 420000.00000000 PA USD 416349.20000000 0.023280100080 Long DBT CORP FR N 2 2027-06-09 Fixed 1.79000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBD3 980000.00000000 PA USD 890597.90000000 0.049797641604 Long DBT CORP FR N 2 2032-06-09 Fixed 2.89000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBJ0 700000.00000000 PA USD 641926.43000000 0.035893215442 Long DBT CORP FR N 2 2033-01-21 Fixed 3.34000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBZ4 466000.00000000 PA USD 471514.97000000 0.026364685440 Long DBT CORP FR N 2 2027-02-19 Fixed 5.25000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCG5 1734000.00000000 PA USD 1791077.80000000 0.100147833685 Long DBT CORP FR N 2 2031-05-22 Fixed 5.51000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAR2 543000.00000000 PA USD 564575.72000000 0.031568162650 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400EZ2 100000.00000000 PA USD 101011.63000000 0.005648049415 Long DBT CORP US N 2 2036-01-15 Fixed 5.55000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FV0 350000.00000000 PA USD 280226.86000000 0.015668840833 Long DBT CORP US N 2 2042-03-15 Fixed 4.05000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HX4 447000.00000000 PA USD 429146.69000000 0.023995669722 Long DBT CORP US N 2 2053-12-01 Fixed 5.88000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JD6 660000.00000000 PA USD 622399.50000000 0.034801370220 Long DBT CORP US N 2 2054-04-15 Fixed 5.75000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JH7 255000.00000000 PA USD 246108.98000000 0.013761144936 Long DBT CORP US N 2 2055-03-01 Fixed 5.90000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DR5 696000.00000000 PA USD 713838.30000000 0.039914156351 Long DBT CORP US N 2 2033-06-15 Fixed 5.20000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAB4 71000.00000000 PA USD 55335.38000000 0.003094069075 Long DBT CORP US N 2 2046-10-01 Fixed 3.95000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAE8 295000.00000000 PA USD 191971.36000000 0.010734048422 Long DBT CORP US N 2 2051-09-30 Fixed 3.15000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAK4 150000.00000000 PA USD 150690.42000000 0.008425831150 Long DBT CORP US N 2 2035-09-15 Fixed 5.10000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BN1 110000.00000000 PA USD 85113.64000000 0.004759115803 Long DBT CORP US N 2 2045-04-01 Fixed 3.90000000 N N N N N N SOUTHWESTERN PUBLIC SERV OL6FE7QD5EQ3DOYEO258 845743BN2 100000.00000000 PA USD 88468.71000000 0.004946714015 Long DBT CORP US N 2 2041-08-15 Fixed 4.50000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254DB3 240000.00000000 PA USD 244694.28000000 0.013682042207 Long DBT CORP GB N 2 2028-05-14 Fixed 5.69000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325C2L5 200000.00000000 PA USD 199245.90000000 0.011140803183 Long DBT CORP GB N 2 2037-01-13 Fixed 5.24000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477DE0 265000.00000000 PA USD 261793.29000000 0.014638130664 Long DBT CORP US N 2 2036-10-23 Fixed 4.78000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 113714.70000000 PA USD 113714.70000000 0.006358339578 Long RA CORP US N 2 Repurchase N 1.06000000 2026-02-02 116400.00000000 USD 115988.99000000 USD UST N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 85749Q133 9843635.23000000 NS USD 9843635.23000000 0.550405316771 Long EC RF US N 1 N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAB6 398000.00000000 PA USD 350591.57000000 0.019603272534 Long DBT CORP US N 2 2031-09-15 Fixed 2.69000000 N N N N N N Stellantis Financial Underwritten Enhanced Lease Trust N/A 858928AB0 1470123.15000000 PA USD 1475935.87000000 0.082526722199 Long ABS-O CORP US N 2 2027-07-20 Fixed 4.63000000 N N N N N N Stellantis Financial Underwritten Enhanced Lease Trust N/A 858928AD6 1223000.00000000 PA USD 1231832.51000000 0.068877721190 Long ABS-O CORP US N 2 2028-07-20 Fixed 4.47000000 N N N N N N STORE Master Funding LLC N/A 86212XAL4 249138.88000000 PA USD 252212.38000000 0.014102415587 Long ABS-O CORP US N 2 2054-05-20 Fixed 5.69000000 N N N N N N STORE Master Funding LLC N/A 86212XAM2 520487.59000000 PA USD 530903.74000000 0.029685399180 Long ABS-O CORP US N 2 2054-05-20 Fixed 5.70000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LPF0 87934.49000000 PA USD 87133.34000000 0.004872047011 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.29000000 N N N N N N Starwood Commercial Mortgage Trust N/A 863922AC4 1179649.00000000 PA USD 1181121.32000000 0.066042212972 Long ABS-CBDO CORP US N 2 2042-11-19 Floating 5.38000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBP4 1142000.00000000 PA USD 1099580.26000000 0.061482857418 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCB4 4943000.00000000 PA USD 4504587.78000000 0.251873317737 Long DBT CORP JP N 2 2030-07-08 Fixed 2.13000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCW8 330000.00000000 PA USD 347016.53000000 0.019403374734 Long DBT CORP JP N 2 2030-01-13 Fixed 5.71000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MDS6 300000.00000000 PA USD 310415.01000000 0.017356806496 Long DBT CORP JP N 2 2030-04-15 Fixed 5.24000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AG2 450000.00000000 PA USD 443787.58000000 0.024814312786 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAX3 317000.00000000 PA USD 283252.57000000 0.015838022933 Long DBT CORP US N 2 2040-04-15 Fixed 4.38000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 4081000.00000000 PA USD 3733212.45000000 0.208741987396 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACT0 720000.00000000 PA USD 482508.66000000 0.026979395888 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N TPG Real Estate Finance N/A 87277LAC0 1491550.00000000 PA USD 1491548.51000000 0.083399700511 Long ABS-CBDO CORP KY N 2 2043-06-18 Floating 5.38000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AZ9 693000.00000000 PA USD 464075.37000000 0.025948701375 Long DBT CORP JP N 2 2050-07-09 Fixed 3.18000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060BL9 292000.00000000 PA USD 293865.41000000 0.016431438213 Long DBT CORP JP N 2 2044-07-05 Fixed 5.65000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 507000.00000000 PA USD 485014.04000000 0.027119483817 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAB7 836000.00000000 PA USD 713788.65000000 0.039911380179 Long DBT CORP US N 2 2052-04-15 Fixed 4.95000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 2375000.00000000 PA USD 2537728.59000000 0.141896695257 Long DBT CORP US N 2 2033-03-15 Fixed 6.13000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BF3 200000.00000000 PA USD 164743.54000000 0.009211609146 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EJ7 240000.00000000 PA USD 212112.06000000 0.011860212497 Long DBT USGA US N 2 2060-09-15 Fixed 4.63000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591ES7 405000.00000000 PA USD 332819.08000000 0.018609526549 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N N TEXAS HEALTH RESOURCES 54930008C10TUBW7Z611 882484AA6 400000.00000000 PA USD 329079.00000000 0.018400400563 Long DBT CORP US N 2 2055-11-15 Fixed 4.33000000 N N N N N N TEXAS HEALTH RESOURCES 54930008C10TUBW7Z611 882484AC2 220000.00000000 PA USD 124652.95000000 0.006969950107 Long DBT CORP US N 2 2050-11-15 Fixed 2.33000000 N N N N N N Texas Natural Gas Securitization Finance Corp N/A 88258MAB1 445000.00000000 PA USD 451122.71000000 0.025224455427 Long DBT MUN US N 2 2041-04-01 Fixed 5.17000000 N N N N N N Thornburg Mortgage Securities Trust N/A 885220GF4 29429.34000000 PA USD 28885.64000000 0.001615136020 Long ABS-MBS CORP US N 2 2044-12-25 Variable 5.08000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 700000.00000000 PA USD 613920.59000000 0.034327273300 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 2789000.00000000 PA USD 2150718.16000000 0.120257067890 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N TOLEDO HOSPITAL/THE 5493009DCR7NWV6K4T34 889184AC1 3425000.00000000 PA USD 3478142.51000000 0.194479791790 Long DBT CORP US N 2 2028-11-15 Fixed 5.33000000 N N N N N N TOLEDO HOSPITAL/THE 5493009DCR7NWV6K4T34 889184AD9 1296000.00000000 PA USD 1308400.91000000 0.073159031242 Long DBT CORP US N 2 2038-11-15 Fixed 5.75000000 N N N N N N TOLL ROAD INV PART II N/A 88948ABB2 939000.00000000 PA USD 936925.09000000 0.052388019151 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N N N TOLL ROAD INV PART II N/A 88948ABE6 2723000.00000000 PA USD 2266525.48000000 0.126732415986 Long DBT CORP US N 2 2029-02-15 None 0.00000000 N N N N N N TOLL ROAD INV PART II N/A 88948ABG1 939000.00000000 PA USD 661831.62000000 0.037006211012 Long DBT CORP US N 2 2031-02-15 None 0.00000000 N N N N N N TOLL ROAD INV PART II N/A 88948ABM8 1484090.88000000 PA USD 512604.99000000 0.028662227450 Long DBT CORP US N 2 2043-02-15 None 0.00000000 N N N N N N Toorak Mortgage Corp. 25490023B58UP9CM5N96 89053JAB3 1400000.00000000 PA USD 1409171.68000000 0.078793613009 Long ABS-MBS CORP US N 2 2040-02-25 Variable 5.52000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A3G5 445000.00000000 PA USD 464590.75000000 0.025977518767 Long DBT CORP CA N 2 2032-01-30 Fixed 5.30000000 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 89153VAU3 385000.00000000 PA USD 276790.11000000 0.015476675497 Long DBT CORP FR N 2 2049-07-12 Fixed 3.46000000 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 89153VAX7 760000.00000000 PA USD 572687.20000000 0.032021714779 Long DBT CORP FR N 2 2041-06-29 Fixed 2.99000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89179TAA2 2450339.77000000 PA USD 2220604.00000000 0.124164723650 Long ABS-MBS CORP US N 2 2060-11-30 Variable 2.92000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 2900000.00000000 PA USD 2882470.66000000 0.161172893919 Long DBT CORP US N 2 2029-01-15 Fixed 4.63000000 N N N N N N Tricon American Homes N/A 89612LAD8 1657000.00000000 PA USD 1650919.14000000 0.092310884239 Long ABS-O CORP US N 2 2038-03-17 Fixed 3.20000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 517000.00000000 PA USD 556729.46000000 0.031129440255 Long DBT CORP US N 2 2029-10-30 Fixed 7.16000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAS1 308000.00000000 PA USD 322555.70000000 0.018035651269 Long DBT CORP US N 2 2035-01-24 Fixed 5.71000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAV4 600000.00000000 PA USD 590746.00000000 0.033031469743 Long DBT CORP US N 2 2036-10-23 Fixed 4.96000000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BM4 165000.00000000 PA USD 173728.69000000 0.009714012396 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AD0 3708000.00000000 PA USD 3386544.58000000 0.189358107931 Long DBT CORP CH N 2 2031-02-10 Fixed 4.38000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BT4 790000.00000000 PA USD 790354.13000000 0.044192526959 Long DBT CORP CH N 2 2033-11-06 Fixed 4.84000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAQ3 370000.00000000 PA USD 355896.30000000 0.019899885678 Long DBT US N 2 2030-01-15 Fixed 3.20000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAR1 55000.00000000 PA USD 50992.67000000 0.002851247128 Long DBT US N 2 2031-08-15 Fixed 3.00000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAT7 310000.00000000 PA USD 265835.42000000 0.014864145728 Long DBT US N 2 2032-08-01 Fixed 2.10000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276VAE9 2736930.00000000 PA USD 2705171.21000000 0.151259223038 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.98000000 N N N N N N GRENE ENERGY SENIO 11.0 17JAN6 N/A 000000000 53680.67000000 PA USD 43943.00000000 0.002457065938 Long ABS-O CORP US N 2 2027-01-25 Fixed 11.00000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAP5 240000.00000000 PA USD 238737.95000000 0.013348994952 Long DBT CORP US N 2 2034-09-15 Fixed 4.80000000 N N N N N N USASF Receivables LLC N/A 90355FAB4 2044994.83000000 PA USD 681494.32000000 0.038105647793 Long ABS-O CORP US N 2 2025-12-15 Fixed 5.13000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AW9 330000.00000000 PA USD 327564.84000000 0.018315736545 Long DBT CORP IT N 2 2027-06-03 Fixed 1.98000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818ER5 100000.00000000 PA USD 73674.50000000 0.004119498088 Long DBT CORP US N 2 2067-09-15 Fixed 4.10000000 N N N N N N UNITED AIR 2018-1 AA PTT N/A 909318AA5 244624.06000000 PA USD 240674.53000000 0.013457278518 Long DBT CORP US N 2 2030-03-01 Fixed 3.50000000 N N N N N N UNITED AIR 2019-1 AA PTT N/A 90931CAA6 355297.14000000 PA USD 350011.49000000 0.019570837452 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N UNITED AIR 2019-1 A PTT N/A 90931EAA2 317844.97000000 PA USD 308536.47000000 0.017251768227 Long DBT CORP US N 2 2031-08-25 Fixed 4.55000000 N N N N N N UNITED AIR 2018-1 A PTT N/A 90931VAA4 507464.81000000 PA USD 484188.36000000 0.027073316050 Long DBT CORP US N 2 2030-03-01 Fixed 3.70000000 N N N N N N UNITED AIR 2016-2 A PTT N/A 90932DAA3 367350.42000000 PA USD 350800.22000000 0.019614939166 Long DBT CORP US N 2 2028-10-07 Fixed 3.10000000 N N N N N N UNITED AIR 2019-2 AA PTT N/A 90932JAA0 435892.15000000 PA USD 404637.11000000 0.022625220409 Long DBT CORP US N 2 2032-05-01 Fixed 2.70000000 N N N N N N UNITED AIR 2018-1 B PTT N/A 90932NAA1 118570.34000000 PA USD 118525.89000000 0.006627356510 Long DBT CORP US N 2 2026-03-01 Fixed 4.60000000 N N N N N N UNITED AIR 2014-1 A PTT N/A 90932PAA6 160411.39000000 PA USD 160332.95000000 0.008964991699 Long DBT CORP US N 2 2026-04-11 Fixed 4.00000000 N N N N N N UNITED AIR 2024-1 AA PTT N/A 90932WAA1 324415.21000000 PA USD 332058.43000000 0.018566994924 Long DBT CORP US N 2 2037-02-15 Fixed 5.45000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91086QBB3 1080000.00000000 PA USD 883278.00000000 0.049388350546 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAD2 400000.00000000 PA USD 307480.00000000 0.017192695873 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAM2 541000.00000000 PA USD 479380.10000000 0.026804462947 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.66000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAN0 398000.00000000 PA USD 242401.90000000 0.013553864140 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BBB5 347000.00000000 PA USD 361053.50000000 0.020188249706 Long DBT NUSS MX N 2 2030-05-13 Fixed 6.00000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BBC3 513000.00000000 PA USD 542369.25000000 0.030326491370 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.88000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBE9 771000.00000000 PA USD 787653.60000000 0.044041527249 Long DBT NUSS MX N 2 2032-07-02 Fixed 5.85000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBK5 1744000.00000000 PA USD 1717404.00000000 0.096028374737 Long DBT NUSS MX N 2 2033-03-22 Fixed 5.38000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJV3 510000.00000000 PA USD 524636.21000000 0.029334951225 Long DBT CORP US N 2 2031-05-15 Fixed 5.08000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PV4 1810434.60000000 PA USD 1838840.37000000 0.102818470279 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PW2 360000.00000000 PA USD 360984.38000000 0.020184384872 Long DBT UST US N 2 2038-02-15 Fixed 4.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PZ5 5752642.80000000 PA USD 5991947.39000000 0.335038796563 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QA9 351200.00000000 PA USD 318371.03000000 0.017801666104 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QK7 7140000.00000000 PA USD 6588044.51000000 0.368369473340 Long DBT UST US N 2 2040-08-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QL5 543000.00000000 PA USD 521683.01000000 0.029169823511 Long DBT UST US N 2 2040-11-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QX9 4100000.00000000 PA USD 3156679.71000000 0.176505249852 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QZ4 4020000.00000000 PA USD 3243166.40000000 0.181341139530 Long DBT UST US N 2 2043-02-15 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RB6 4565000.00000000 PA USD 3533951.93000000 0.197600366738 Long DBT UST US N 2 2043-05-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RC4 9037000.00000000 PA USD 7779939.20000000 0.435014077603 Long DBT UST US N 2 2043-08-15 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RD2 9944000.00000000 PA USD 8688958.41000000 0.485841743860 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RE0 1250000.00000000 PA USD 1070654.30000000 0.059865466910 Long DBT UST US N 2 2044-02-15 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RG5 3500000.00000000 PA USD 2882851.58000000 0.161194193000 Long DBT UST US N 2 2044-05-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RJ9 317000.00000000 PA USD 244572.93000000 0.013675256941 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RP5 295000.00000000 PA USD 224776.17000000 0.012568324217 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RV2 181000.00000000 PA USD 135926.76000000 0.007600323421 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SA7 330000.00000000 PA USD 244792.97000000 0.013687560443 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 905000.00000000 PA USD 667791.01000000 0.037339429368 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 59000.00000000 PA USD 42164.26000000 0.002357607970 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 4800000.00000000 PA USD 2999437.49000000 0.167713075834 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SK5 2750000.00000000 PA USD 1760000.00000000 0.098410123382 Long DBT UST US N 2 2049-11-15 Fixed 2.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 9185000.00000000 PA USD 4504596.70000000 0.251873816497 Long DBT UST US N 2 2050-08-15 Fixed 1.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SR0 515000.00000000 PA USD 325395.51000000 0.018194438799 Long DBT UST US N 2 2040-05-15 Fixed 1.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SS8 2825000.00000000 PA USD 1477717.78000000 0.082626357417 Long DBT UST US N 2 2050-11-15 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810ST6 17380000.00000000 PA USD 11242687.50000000 0.628633104561 Long DBT UST US N 2 2040-11-15 Fixed 1.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 772800.00000000 PA USD 430473.75000000 0.024069872074 Long DBT UST US N 2 2051-02-15 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SW9 9000000.00000000 PA USD 6265546.92000000 0.350337071282 Long DBT UST US N 2 2041-02-15 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SY5 2500000.00000000 PA USD 1832812.50000000 0.102481422876 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 2400000.00000000 PA USD 1370437.49000000 0.076627796863 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TA6 6050000.00000000 PA USD 4068861.31000000 0.227509740649 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TB4 6730000.00000000 PA USD 3705706.25000000 0.207203982546 Long DBT UST US N 2 2051-11-15 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 4920000.00000000 PA USD 2972948.43000000 0.166231944208 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TF5 5800000.00000000 PA USD 4254164.05000000 0.237870914233 Long DBT UST US N 2 2042-02-15 Fixed 2.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TG3 2330000.00000000 PA USD 1620988.27000000 0.090637304348 Long DBT UST US N 2 2052-05-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TJ7 5475000.00000000 PA USD 3903503.91000000 0.218263807618 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TN8 8213000.00000000 PA USD 6616918.92000000 0.369983981437 Long DBT UST US N 2 2053-02-15 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TS7 760000.00000000 PA USD 679457.81000000 0.037991776656 Long DBT UST US N 2 2043-05-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TU2 20500000.00000000 PA USD 19513437.50000000 1.091090790906 Long DBT UST US N 2 2043-08-15 Fixed 4.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TV0 1400000.00000000 PA USD 1367570.32000000 0.076467479503 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TW8 7250000.00000000 PA USD 7220546.88000000 0.403735743949 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TX6 22100000.00000000 PA USD 19880503.85000000 1.111615248174 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TZ1 27300000.00000000 PA USD 26315706.96000000 1.471438618656 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UC0 2965000.00000000 PA USD 2666994.34000000 0.149124569352 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UE6 460000.00000000 PA USD 431555.47000000 0.024130356277 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UF3 2785000.00000000 PA USD 2717333.19000000 0.151939258238 Long DBT UST US N 2 2044-11-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UK2 325000.00000000 PA USD 317738.28000000 0.017766285987 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z94 660000.00000000 PA USD 605885.15000000 0.033877972935 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAE1 620000.00000000 PA USD 539351.57000000 0.030157758267 Long DBT UST US N 2 2030-08-15 Fixed 0.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCB5 18145000.00000000 PA USD 16230560.79000000 0.907529255632 Long DBT UST US N 2 2031-05-15 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCS8 490000.00000000 PA USD 426127.74000000 0.023826865608 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEB3 3105000.00000000 PA USD 2948537.12000000 0.164866989646 Long DBT UST US N 2 2029-02-28 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEM9 13060000.00000000 PA USD 12756457.00000000 0.713275288236 Long DBT UST US N 2 2029-04-30 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEP2 23325000.00000000 PA USD 21917299.86000000 1.225502376952 Long DBT UST US N 2 2032-05-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CES6 400000.00000000 PA USD 388843.75000000 0.021742137167 Long DBT UST US N 2 2029-05-31 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEV9 7000000.00000000 PA USD 6909492.17000000 0.386343168727 Long DBT UST US N 2 2029-06-30 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFJ5 2235000.00000000 PA USD 2193617.59000000 0.122655782776 Long DBT UST US N 2 2029-08-31 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHF1 2622000.00000000 PA USD 2621487.90000000 0.146580083911 Long DBT UST US N 2 2030-05-31 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHQ7 26700000.00000000 PA USD 27052523.30000000 1.512637588502 Long DBT UST US N 2 2028-07-31 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJG7 210000.00000000 PA USD 219851.95000000 0.012292987230 Long DBT UST US N 2 2030-10-31 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJZ5 18291300.00000000 PA USD 18139825.17000000 1.014285473363 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKX8 55700000.00000000 PA USD 56746550.64000000 3.172974460239 Long DBT UST US N 2 2029-06-30 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLW9 31265000.00000000 PA USD 31409112.27000000 1.756235576039 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMU2 17000000.00000000 PA USD 17169335.98000000 0.960020722835 Long DBT UST US N 2 2030-03-31 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMW8 20600000.00000000 PA USD 20682882.86000000 1.156480144409 Long DBT UST US N 2 2028-04-15 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNA5 10340000.00000000 PA USD 10363022.63000000 0.579446781611 Long DBT UST US N 2 2032-04-30 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334T4 5850000.00000000 PA USD 4597274.27000000 0.257055868258 Long DBT UST US N 2 2032-02-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334W7 630000.00000000 PA USD 460810.19000000 0.025766129348 Long DBT UST US N 2 2033-08-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334X5 1765000.00000000 PA USD 1257565.89000000 0.070316599089 Long DBT UST US N 2 2034-02-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334Y3 540000.00000000 PA USD 374931.84000000 0.020964254905 Long DBT UST US N 2 2034-08-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334Z0 1012000.00000000 PA USD 684625.92000000 0.038280750714 Long DBT UST US N 2 2035-02-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128335A4 11649000.00000000 PA USD 7682494.42000000 0.429565468044 Long DBT UST US N 2 2035-08-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128335B2 443000.00000000 PA USD 284445.02000000 0.015904698587 Long DBT UST US N 2 2036-02-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337E4 306000.00000000 PA USD 191127.28000000 0.010686851821 Long DBT UST US N 2 2036-08-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337N4 1270000.00000000 PA USD 1057007.96000000 0.059102433954 Long DBT UST US N 2 2030-11-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337T1 10400000.00000000 PA USD 7704131.76000000 0.430775316510 Long DBT UST US N 2 2033-05-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337W4 630000.00000000 PA USD 432569.98000000 0.024187082445 Long DBT UST US N 2 2034-11-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833X88 990000.00000000 PA USD 662050.40000000 0.037018444062 Long DBT UST US N 2 2035-05-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833XT2 710000.00000000 PA USD 616244.55000000 0.034457217158 Long DBT UST US N 2 2029-11-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833XZ8 19260000.00000000 PA USD 15836501.30000000 0.885495481183 Long DBT UST US N 2 2031-02-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833Y20 812000.00000000 PA USD 514494.37000000 0.028767871836 Long DBT UST US N 2 2036-05-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834JH2 2290000.00000000 PA USD 1121843.73000000 0.062727715843 Long DBT UST US N 2 2040-11-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834JP4 1468724.00000000 PA USD 708570.18000000 0.039619590249 Long DBT UST US N 2 2041-02-15 None 0.00000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017BT5 225000.00000000 PA USD 203746.56000000 0.011392456879 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CA5 296000.00000000 PA USD 248035.76000000 0.013868880536 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CJ6 225000.00000000 PA USD 175069.43000000 0.009788979662 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 420000.00000000 PA USD 346819.71000000 0.019392369575 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEF5 345000.00000000 PA USD 232064.25000000 0.012975836065 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PES7 250000.00000000 PA USD 251203.71000000 0.014046015963 Long DBT CORP US N 2 2053-02-15 Fixed 5.88000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFJ6 3146000.00000000 PA USD 3209629.83000000 0.179465947490 Long DBT CORP US N 2 2034-07-15 Fixed 5.15000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue RRR42I7GG51DB5HDQR14 913366KD1 740000.00000000 PA USD 466648.00000000 0.026092549577 Long DBT MUN US N 2 2120-05-15 Fixed 3.71000000 N N N N N N UNIV SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AD8 280000.00000000 PA USD 159056.83000000 0.008893637650 Long DBT CORP US N 2 2120-10-01 Fixed 3.23000000 N N N N N N VM DEBT 2019 1 TR N/A 91834VAC6 1999176.18000000 PA USD 1908213.66000000 0.106697466886 Long ABS-O CORP US N 2 2027-07-18 Fixed 7.46000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 91835DAA9 214458.47000000 PA USD 214498.79000000 0.011993666130 Long ABS-O CORP US N 2 2051-05-25 Variable 5.99000000 N N N N N N Venture CLO 43 Limited 549300OLN5VHTMLSN650 92290CAV1 3258603.00000000 PA USD 3259404.62000000 0.182249097050 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.52000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 2624000.00000000 PA USD 2688846.91000000 0.150346452369 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAH9 395000.00000000 PA USD 417431.77000000 0.023340631812 Long DBT CORP US N 2 2033-04-01 Fixed 5.75000000 N N N N N N Verus Securitization Trust 2138002AFCEWDDRL8N22 92490EAA1 526166.19000000 PA USD 528869.11000000 0.029571633163 Long ABS-MBS CORP US N 2 2070-10-27 Variable 4.94000000 N N N N N N Verus Securitization Trust 984500A3F1D749452747 92540EAA1 585855.70000000 PA USD 589563.40000000 0.032965344849 Long ABS-MBS CORP US N 2 2069-01-25 Variable 5.71000000 N N N N N N Verus Securitization Trust 213800RZ8QGNZ38DSP77 92540PAA6 527846.32000000 PA USD 531967.37000000 0.029744871884 Long ABS-MBS CORP US N 2 2069-10-25 Variable 5.36000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FR0 180000.00000000 PA USD 155917.45000000 0.008718099711 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAS1 318000.00000000 PA USD 333373.07000000 0.018640502813 Long DBT CORP US N 2 2034-04-15 Fixed 6.00000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAU6 155000.00000000 PA USD 158903.37000000 0.008885056958 Long DBT CORP US N 2 2034-12-30 Fixed 5.70000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AJ4 859000.00000000 PA USD 847756.23000000 0.047402156359 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WAB6 300000.00000000 PA USD 327474.90000000 0.018310707564 Long DBT CORP GB N 2 2032-11-30 Fixed 6.25000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBY5 732000.00000000 PA USD 704793.86000000 0.039408437910 Long DBT CORP GB N 2 2053-02-10 Fixed 5.63000000 N N N N N N Vericrest Opportunity Loan Transferee N/A 92873BAA4 60795.67000000 PA USD 60815.45000000 0.003400486328 Long ABS-O CORP US N 2 2051-03-27 Variable 6.24000000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AZ2 1177000.00000000 PA USD 1139978.61000000 0.063741724808 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N Voya CLO Ltd N/A 92916GBF0 1015249.80000000 PA USD 1016747.29000000 0.056851264919 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 5.38000000 N N N N N N Voya CLO Ltd N/A 92916GBG8 446999.00000000 PA USD 448529.97000000 0.025079482777 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 5.88000000 N N N N N N Voya CLO Ltd N/A 92916GBH6 631645.00000000 PA USD 636170.10000000 0.035571351155 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 7.23000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FJ25 11692.11000000 PA USD 11388.38000000 0.000636779477 Long ABS-MBS CORP US N 2 2045-04-25 Floating 4.25000000 N N N N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 92933BAR5 820000.00000000 PA USD 763753.17000000 0.042705138462 Long DBT CORP US N 2 2031-02-15 Fixed 3.00000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAG4 395000.00000000 PA USD 356842.13000000 0.019952771614 Long DBT US N 2 2031-02-01 Fixed 2.40000000 N N N N N N P4 SFR HOLDCO LLC N/A 000000000 847431.20000000 PA USD 837262.03000000 0.046815374815 Long ABS-O CORP US N 2 2026-10-11 Fixed 7.25000000 N N N N N N PABRIK KERTAS TJIWI KIMIA BL 529900AYY9T852XBBO93 000000000 188282.15000000 PA USD 47070.54000000 0.002631941846 Long DBT CORP LU Y 3 2029-04-30 Floating 2.00000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBK2 180000.00000000 PA USD 158358.79000000 0.008854606853 Long DBT CORP US N 2 2044-08-15 Fixed 4.65000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300FWFHJGIW2B2U59 95000DBD2 1100000.00000000 PA USD 1095873.24000000 0.061275579977 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 3.10000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000JAV0 5195581.00000000 PA USD 5173569.40000000 0.289279319876 Long ABS-MBS CORP US N 2 2059-12-15 Fixed 3.64000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 6334000.00000000 PA USD 5919391.88000000 0.330981866625 Long DBT CORP US N 2 2031-02-11 Fixed 2.57000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 443000.00000000 PA USD 448646.63000000 0.025086005803 Long DBT CORP US N 2 2033-07-25 Fixed 4.90000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 536000.00000000 PA USD 554331.99000000 0.030995386097 Long DBT CORP US N 2 2034-04-24 Fixed 5.39000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 456000.00000000 PA USD 471824.57000000 0.026381996675 Long DBT CORP US N 2 2029-07-25 Fixed 5.57000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 485000.00000000 PA USD 505433.74000000 0.028261248133 Long DBT CORP US N 2 2034-07-25 Fixed 5.56000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3G6 1090000.00000000 PA USD 1151110.22000000 0.064364147032 Long DBT CORP US N 2 2029-10-23 Fixed 6.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3J0 410000.00000000 PA USD 422179.51000000 0.023606100948 Long DBT CORP US N 2 2030-01-23 Fixed 5.20000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3N1 1280000.00000000 PA USD 1298211.25000000 0.072589278005 Long DBT CORP US N 2 2035-12-03 Fixed 5.21000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3V3 1835000.00000000 PA USD 1912882.63000000 0.106958531610 Long DBT CORP US N 2 2036-04-23 Fixed 5.61000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U4E0 280000.00000000 PA USD 277713.41000000 0.015528301672 Long DBT CORP US N 2 2037-01-23 Fixed 4.96000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001GAE3 1910000.00000000 PA USD 1884803.47000000 0.105388489792 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.59000000 N N N N N N JONAH 7.8 10NOV37 144A N/A 000000000 793519.41000000 PA USD 803120.99000000 0.044906383930 Long ABS-O CORP US N 2 2037-11-10 Fixed 7.80000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 215000.00000000 PA USD 184633.64000000 0.010323760961 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AM2 3564000.00000000 PA USD 3611087.53000000 0.201913391689 Long DBT CORP US N 2 2028-09-15 Fixed 4.70000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041AAL0 1013000.00000000 PA USD 1031496.57000000 0.057675968592 Long ABS-O CORP US N 2 2028-11-15 Fixed 6.64000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042XAF2 918783.28000000 PA USD 922816.00000000 0.051599111601 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.74000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043PAN1 1750000.00000000 PA USD 1767826.90000000 0.098847763266 Long ABS-O CORP US N 2 2028-04-17 Fixed 6.68000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CP3 315000.00000000 PA USD 327174.63000000 0.018293918014 Long DBT CORP US N 2 2035-03-15 Fixed 5.60000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CQ1 85000.00000000 PA USD 86141.89000000 0.004816610240 Long DBT CORP US N 2 2055-03-15 Fixed 6.00000000 N N N N N N YALE-NEW HAVEN HLTH SRVC 549300AVJD56IH6OKW11 98459HAA0 390000.00000000 PA USD 227703.07000000 0.012731981371 Long DBT CORP US N 2 2050-07-01 Fixed 2.50000000 N N N N N N PINDO DELI PULP & PAPER N/A 000000000 812969.66000000 PA USD 0.00000000 0.000000 Long DBT CORP ID N 3 2027-04-28 Variable 8.51000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 100.00000000 NC USD -219132.00000000 -0.01225273133 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USH6 Comdty 2026-03-20 11731632.00000000 USD -219132.00000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -107.00000000 NC USD 149451.93000000 0.008356581176 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USH6 Comdty 2026-03-20 -12467826.93000000 USD 149451.93000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 131.00000000 NC USD -22149.72000000 -0.00123849811 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes Futures TYH6 Comdty 2026-03-20 14671634.10000000 USD -22149.72000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 335.00000000 NC USD -1131905.37000000 -0.06329031086 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra U.S. Treasury Bond Futures WNH6 Comdty 2026-03-20 40473467.87000000 USD -1131905.37000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -133.00000000 NC USD 345670.84000000 0.019328130689 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra U.S. Treasury Bond Futures WNH6 Comdty 2026-03-20 -15964858.34000000 USD 345670.84000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 471.00000000 NC USD -301792.34000000 -0.01687467125 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes Futures FVH6 Comdty 2026-03-31 51607675.39000000 USD -301792.34000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 421.00000000 NC USD -171176.32000000 -0.00957129702 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUH6 Comdty 2026-03-31 87946387.47000000 USD -171176.32000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 254.00000000 NC USD -323864.48000000 -0.01810883149 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYH6 Comdty 2026-03-20 29319551.98000000 USD -323864.48000000 N N N 2026-02-25 SUNAMERICA SERIES TRUST Shawn Parry Shawn Parry Assistant Treasurer