Full & Historical Holdings

Total Return Fund

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				Based on Market Value		Based on Equivalent Exposure
CUSIP/SEDOL	Ticker	Securities (on 11-30-24)	Shares or Par Amount	Value	Percent of Net Assets	Value	Percent of Net Assets	Market Cap ($mm)	GICS Sectors The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and S&P Global Market Intelligence Inc. ("S&P Global Market Intelligence"). GICS is a service mark of MSCI and S&P Global Market Intelligence and has been licensed for use by MFS. MFS has applied its own internal sector/industry classification methodology for equity securities and non-equity securities that are unclassified by GICS.	Country
TUH25F00	TUH25F00	Us 2yr Note Future Mar 31 25	1,155	$0.00	0.00%	$238,056,328.70	2.91%	-	U.S. Governments	United States
80851310	SCHW US	Charles Schwab Corp	2,369,245	$196,078,716.20	2.40%	$196,078,716.20	2.40%	151,413.48	Financials	United States
38141G10	GS US	Goldman Sachs Group Inc	280,078	$170,447,068.46	2.08%	$170,447,068.46	2.08%	197,298.39	Financials	United States
G5960L10	MDT US	Medtronic PLC	1,595,026	$138,033,550.04	1.69%	$138,033,550.04	1.69%	110,992.14	Health Care	United States
06050510	BAC US	Bank of America Corp	2,798,477	$132,955,642.27	1.62%	$132,955,642.27	1.62%	365,293.37	Financials	United States
12552310	CI US	Cigna Group	383,821	$129,654,733.80	1.58%	$129,654,733.80	1.58%	94,529.61	Health Care	United States
49177J10	KVUE US	Kenvue Inc	5,288,365	$127,343,829.20	1.56%	$127,343,829.20	1.56%	46,167.56	Consumer Staples	United States
91282CAZ	91282CAZ	US Treasury Note 0.375% NOV 30 25	131,700,000	$126,611,357.25	1.55%	$126,611,357.25	1.55%	-	U.S. Governments	United States
G5150210	JCI US	Johnson Controls International PLC	1,487,083	$124,706,780.38	1.52%	$124,706,780.38	1.52%	55,588.95	Industrials	United States
20030N10	CMCSA US	Comcast Corp	2,809,926	$121,360,703.94	1.48%	$121,360,703.94	1.48%	165,607.52	Communication Services	United States
47816010	JNJ US	Johnson & Johnson	782,362	$121,273,933.62	1.48%	$121,273,933.62	1.48%	373,205.64	Health Care	United States
G0403H10	AON US	Aon PLC	308,128	$120,644,437.12	1.47%	$120,644,437.12	1.47%	84,768.41	Financials	United States
71708110	PFE US	Pfizer Inc	4,555,316	$119,394,832.36	1.46%	$119,394,832.36	1.46%	148,531.81	Health Care	United States
59491810	MSFT US	Microsoft Corp	278,207	$117,809,536.22	1.44%	$117,809,536.22	1.44%	3,148,848.56	Information Technology	United States
91282CJT	91282CJT	US Treasury Note 4% JAN 15 27	115,700,000	$117,036,798.46	1.43%	$117,036,798.46	1.43%	-	U.S. Governments	United States
912810RT	912810RT	US Treasury Bond 2.25% AUG 15 46	161,800,000	$111,838,205.29	1.37%	$111,838,205.30	1.37%	-	U.S. Governments	United States
FVH25F00	FVH25F00	Us 5yr Note Future Mar 31 25	1,035	$0.00	0.00%	$111,367,617.45	1.36%	-	U.S. Governments	United States
07588710	BDX US	Becton Dickinson & Co	497,983	$110,502,427.70	1.35%	$110,502,427.70	1.35%	64,156.20	Health Care	United States
46625H10	JPM US	JPMorgan Chase & Co	431,565	$107,770,411.80	1.32%	$107,770,411.80	1.32%	703,046.78	Financials	United States
42809H10	HES US	Hess Corp	715,660	$105,330,838.80	1.29%	$105,330,838.80	1.29%	45,348.85	Energy	United States
66585910	NTRS US	Northern Trust Corp	935,647	$104,006,520.52	1.27%	$104,006,520.52	1.27%	22,033.97	Financials	United States
57459910	MAS US	Masco Corp	1,176,230	$94,757,088.80	1.16%	$94,757,088.80	1.16%	17,380.74	Industrials	United States
H1467J10	CB US	Chubb Ltd	324,673	$93,742,835.29	1.15%	$93,742,835.29	1.15%	116,386.49	Financials	United States
20825C10	COP US	ConocoPhillips	857,975	$92,953,011.50	1.14%	$92,953,011.50	1.14%	140,144.52	Energy	United States
71817210	PM US	Philip Morris International Inc	690,585	$91,889,240.10	1.12%	$91,889,240.10	1.12%	206,886.13	Consumer Staples	United States
69331C10	PCG US	PG&E Corp	3,824,692	$82,728,087.96	1.01%	$82,728,087.96	1.01%	46,235.10	Utilities	United States
G9662910	WTW US	Willis Towers Watson PLC	256,171	$82,487,062.00	1.01%	$82,487,062.00	1.01%	32,480.46	Financials	United States
90781810	UNP US	Union Pacific Corp	336,604	$82,353,534.64	1.01%	$82,353,534.64	1.01%	148,486.36	Industrials	United States
58155Q10	MCK US	McKesson Corp	128,285	$80,627,122.50	0.99%	$80,627,122.50	0.99%	79,819.50	Health Care	United States
68191910	OMC US	Omnicom Group Inc	736,447	$77,194,374.54	0.94%	$77,194,374.54	0.94%	20,449.66	Communication Services	United States
33773810	FI US	Fiserv Inc	313,869	$69,352,494.24	0.85%	$69,352,494.24	0.85%	125,947.20	Financials	United States
N6596X10	NXPI US	NXP Semiconductors NV	296,828	$68,083,438.36	0.83%	$68,083,438.36	0.83%	58,295.67	Information Technology	United States
26441C20	DUK US	Duke Energy Corp	562,948	$65,893,063.40	0.81%	$65,893,063.40	0.81%	90,419.06	Utilities	United States
30231G10	XOM US	Exxon Mobil Corp	557,018	$65,705,843.28	0.80%	$65,705,843.28	0.80%	518,445.41	Energy	United States
26484T10	DNB US	Dun & Bradstreet Holdings Inc	4,986,092	$63,323,368.40	0.77%	$63,323,368.40	0.77%	5,607.95	Industrials	United States
69350610	PPG US	PPG Industries Inc	474,577	$59,023,141.49	0.72%	$59,023,141.49	0.72%	28,853.84	Materials	United States
69347510	PNC US	PNC Financial Services Group Inc	267,219	$57,377,263.68	0.70%	$57,377,263.68	0.70%	85,226.45	Financials	United States
87259010	TMUS US	T-Mobile US Inc	232,143	$57,325,392.42	0.70%	$57,325,392.42	0.70%	287,589.78	Communication Services	United States
50243110	LHX US	L3Harris Technologies Inc	227,313	$55,975,826.25	0.68%	$55,975,826.25	0.68%	46,705.84	Industrials	United States
WNH25F00	WNH25F00	Us Ultra Bond Future Mar 20 25	439	$0.00	0.00%	$55,835,312.50	0.68%	-	U.S. Governments	United States
G6095L10	APTV US	Aptiv PLC	987,357	$54,827,934.21	0.67%	$54,827,934.21	0.67%	13,051.53	Consumer Discretionary	United States
52186520	LEA US	Lear Corp	526,867	$51,548,667.28	0.63%	$51,548,667.28	0.63%	5,340.01	Consumer Discretionary	United States
B3NB1P	SU CN	Suncor Energy Inc	1,297,733	$51,323,507.17	0.63%	$51,323,507.17	0.63%	49,892.32	Energy	Canada
3132DWDC	3132DWDC	Freddie Mac Pool 2% MAR 01 52	63,758,845	$51,294,258.05	0.63%	$51,294,258.04	0.63%	-	Mortgage-Backed Securities	United States
43851610	HON US	Honeywell International Inc	218,486	$50,891,943.98	0.62%	$50,891,943.98	0.62%	151,462.13	Industrials	United States
61744644	MS US	Morgan Stanley	380,603	$50,091,160.83	0.61%	$50,091,160.83	0.61%	212,164.27	Financials	United States
89832Q10	TFC US	Truist Financial Corp	1,032,480	$49,228,646.40	0.60%	$49,228,646.40	0.60%	63,296.20	Financials	United States
BDR05C	NG/ LN	National Grid PLC	3,833,328	$48,416,230.99	0.59%	$48,416,230.99	0.59%	61,712.42	Utilities	United Kingdom
50188920	LKQ US	LKQ Corp	1,193,380	$46,887,900.20	0.57%	$46,887,900.20	0.57%	10,262.55	Consumer Discretionary	United States
02079K30	GOOGL US	Alphabet Inc Class A	276,886	$46,779,889.70	0.57%	$46,779,889.70	0.57%	2,072,002.80	Communication Services	United States
75875010	RRX US	Regal Rexnord Corp	270,798	$46,769,522.58	0.57%	$46,769,522.58	0.57%	11,438.25	Industrials	United States
45814010	INTC US	Intel Corp	1,936,284	$46,567,630.20	0.57%	$46,567,630.20	0.57%	103,727.65	Information Technology	United States
26614N10	DD US	DuPont de Nemours Inc	548,689	$45,864,913.51	0.56%	$45,864,913.51	0.56%	34,936.89	Materials	United States
G2918310	ETN US	Eaton Corp PLC	122,066	$45,826,017.72	0.56%	$45,826,017.72	0.56%	148,365.98	Industrials	United States
G0750C10	AXTA US	Axalta Coating Systems Ltd	1,132,059	$45,803,107.14	0.56%	$45,803,107.14	0.56%	8,822.84	Materials	United States
G1151C10	ACN US	Accenture PLC	123,147	$44,624,778.39	0.55%	$44,624,778.39	0.55%	226,582.71	Information Technology	United States
31620M10	FIS US	Fidelity National Information Services Inc	489,602	$41,763,050.60	0.51%	$41,763,050.60	0.51%	46,317.90	Financials	United States
12503M10	CBOE US	Cboe Global Markets Inc	184,550	$39,835,117.50	0.49%	$39,835,117.50	0.49%	22,596.43	Financials	United States
91282CKJ	91282CKJ	US Treasury Note 4.5% APR 15 27	38,900,000	$39,423,854.22	0.48%	$39,423,854.23	0.48%	-	U.S. Governments	United States
711038	ROG SW	Roche Holding AG	133,552	$38,733,794.20	0.47%	$38,733,794.20	0.47%	231,091.00	Health Care	Switzerland
G4705A10	ICLR US	ICON PLC	182,482	$38,366,840.50	0.47%	$38,366,840.50	0.47%	17,358.11	Health Care	United States
912810TX	912810TX	US Treasury Bond 4.25% FEB 15 54	37,800,000	$37,391,441.58	0.46%	$37,391,441.58	0.46%	-	U.S. Governments	United States
36955010	GD US	General Dynamics Corp	131,408	$37,321,186.08	0.46%	$37,321,186.08	0.46%	78,093.95	Industrials	United States
507670	HEN3 GY	Henkel AG & Co KGaA IPS	426,680	$36,414,206.71	0.44%	$36,414,206.71	0.44%	35,789.65	Consumer Staples	Germany
12572Q10	CME US	CME Group Inc	147,925	$35,206,150.00	0.43%	$35,206,150.00	0.43%	85,765.46	Financials	United States
85450210	SWK US	Stanley Black & Decker Inc	383,927	$34,342,270.15	0.42%	$34,342,270.15	0.42%	13,789.96	Industrials	United States
84258710	SO US	Southern Co	382,638	$34,104,524.94	0.42%	$34,104,524.94	0.42%	97,658.33	Utilities	United States
21036P10	STZ US	Constellation Brands Inc	139,199	$33,539,999.05	0.41%	$33,539,999.05	0.41%	43,741.19	Consumer Staples	United States
89417E10	TRV US	Travelers Cos Inc	118,564	$31,542,766.56	0.39%	$31,542,766.56	0.39%	60,396.13	Financials	United States
91282CHQ	91282CHQ	US Treasury Note 4.125% JUL 31 28	30,000,000	$30,414,792.72	0.37%	$30,414,792.72	0.37%	-	U.S. Governments	United States
28551210	EA US	Electronic Arts Inc	184,207	$30,149,159.69	0.37%	$30,149,159.69	0.37%	43,069.43	Communication Services	United States
19244610	CTSH US	Cognizant Technology Solutions Corp	369,645	$29,752,726.05	0.36%	$29,752,726.05	0.36%	39,923.04	Information Technology	United States
09857L10	BKNG US	Booking Holdings Inc	5,705	$29,677,295.90	0.36%	$29,677,295.90	0.36%	172,580.89	Consumer Discretionary	United States
912810TD	912810TD	US Treasury Bond 2.25% FEB 15 52	44,658,400	$29,471,130.80	0.36%	$29,471,130.80	0.36%	-	U.S. Governments	United States
30161N10	EXC US	Exelon Corp	734,578	$29,059,905.68	0.36%	$29,059,905.68	0.36%	39,751.22	Utilities	United States
912810RB	912810RB	US Treasury Bond 2.875% MAY 15 43	36,361,000	$29,029,898.76	0.35%	$29,029,898.75	0.35%	-	U.S. Governments	United States
02209S10	MO US	Altria Group Inc	492,248	$28,422,399.52	0.35%	$28,422,399.52	0.35%	97,954.52	Consumer Staples	United States
09702310	BA US	Boeing Co	182,328	$28,341,064.32	0.35%	$28,341,064.32	0.35%	116,203.20	Industrials	United States
G0260210	DOX US	Amdocs Ltd	312,035	$27,059,675.20	0.33%	$27,059,675.20	0.33%	9,902.64	Information Technology	United States
31418EB8	31418EB8	Fannie Mae 2% MAR 01 52	32,991,143	$26,526,944.45	0.32%	$26,526,944.44	0.32%	-	Mortgage-Backed Securities	United States
023740	DGE LN	Diageo PLC	882,528	$26,417,934.03	0.32%	$26,417,934.03	0.32%	66,607.62	Consumer Staples	United Kingdom
00915810	APD US	Air Products and Chemicals Inc	77,492	$25,907,900.36	0.32%	$25,907,900.36	0.32%	74,347.94	Materials	United States
677381	005935 KS	Samsung Electronics Co Ltd IPS	750,567	$24,856,596.82	0.30%	$24,856,596.82	0.30%	224,953.46	Information Technology	South Korea
3132DWDR	3132DWDR	Freddie Mac Pool 2.5% MAY 01 52	29,175,477	$24,537,333.77	0.30%	$24,537,333.77	0.30%	-	Mortgage-Backed Securities	United States
95000U2U	95000U2U	Wells Fargo & Co FRB MAR 02 33	25,966,000	$23,488,874.62	0.29%	$23,488,874.61	0.29%	-	Corporate Debt	United States
16676410	CVX US	Chevron Corp	143,473	$23,232,582.89	0.28%	$23,232,582.89	0.28%	291,002.99	Energy	United States
91282CKX	91282CKX	US Treasury Note 4.25% JUN 30 29	21,300,000	$21,804,464.22	0.27%	$21,804,464.22	0.27%	-	U.S. Governments	United States
912810TV	912810TV	US Treasury Bond 4.75% NOV 15 53	20,000,000	$21,206,051.35	0.26%	$21,206,051.35	0.26%	-	U.S. Governments	United States
94106LBW	94106LBW	Waste Management Inc 4.875% FEB 15 34	20,620,000	$20,996,995.39	0.26%	$20,996,995.39	0.26%	-	Corporate Debt	United States
3132DWL4	3132DWL4	Freddie Mac Pool 6% JUL 01 54	20,324,103	$20,668,242.53	0.25%	$20,668,242.53	0.25%	-	Mortgage-Backed Securities	United States
93442310	WBD US	Warner Bros Discovery Inc	1,840,261	$19,285,935.28	0.24%	$19,285,935.28	0.24%	25,709.17	Communication Services	United States
86614U10	SUM US	Summit Materials Inc	378,319	$19,271,569.86	0.24%	$19,271,569.86	0.24%	8,944.86	Materials	United States
55608JBE	55608JBE	Macquarie Group Ltd 144A FRB JUN 21 33	19,423,000	$19,047,135.08	0.23%	$19,047,135.08	0.23%	-	Corporate Debt	Australia
09702320	09702320	Boeing Co	341,457	$18,913,303.23	0.23%	$18,913,303.23	0.23%	6,369.85	Industrials	United States
77341EAN	77341EAN	Rockford Tower CLO 2020-1 Ltd 144A 0% JAN 20 36	18,536,627	$18,687,334.51	0.23%	$18,687,334.52	0.23%	-	Collateralized Loan Obligations	United States
74834L10	DGX US	Quest Diagnostics Inc	113,236	$18,418,967.76	0.23%	$18,418,967.76	0.23%	18,217.92	Health Care	United States
36179W7L	36179W7L	Ginnie Mae II 3.5% JUN 20 52	19,410,517	$17,808,345.35	0.22%	$17,808,345.35	0.22%	-	Mortgage-Backed Securities	United States
902613AE	902613AE	UBS Group AG 144A FRB FEB 11 32	20,862,000	$17,663,501.77	0.22%	$17,663,501.77	0.22%	-	Corporate Debt	Switzerland
6174468L	6174468L	Morgan Stanley FRB JAN 22 31	19,340,000	$17,609,507.79	0.22%	$17,609,507.79	0.22%	-	Corporate Debt	United States
55287EAA	55287EAA	MF1 2024-FL16 144A 0% NOV 18 29	17,590,246	$17,590,874.98	0.22%	$17,590,874.97	0.22%	-	Collateralized Loan Obligations	United States
06541DBH	06541DBH	BANK 2023-BNK46 5.745% AUG 15 56	16,647,021	$17,485,604.69	0.21%	$17,485,604.69	0.21%	-	Commercial Mortgage-Backed Securities	United States
55282XAC	55282XAC	MF1 Multifamily Housing Mortgage Loan Trust 144A FRB JUL 15 36	17,497,000	$17,464,854.28	0.21%	$17,464,854.28	0.21%	-	Commercial Mortgage-Backed Securities	United States
05530QAP	05530QAP	BAT International Finance PLC 4.448% MAR 16 28	17,004,000	$17,021,994.60	0.21%	$17,021,994.60	0.21%	-	Corporate Debt	United Kingdom
53947XAE	53947XAE	LoanCore 2021-CRE5 Issuer Ltd 144A 1.851% JUL 15 36	16,915,500	$16,876,578.30	0.21%	$16,876,578.30	0.21%	-	Collateralized Loan Obligations	United States
67401XAL	67401XAL	Oaktree CLO 2019-1 Ltd 144A 6.643% APR 22 30	16,678,518	$16,841,078.51	0.21%	$16,841,078.51	0.21%	-	Collateralized Loan Obligations	United States
05601HAC	05601HAC	BSPRT 2021-FL6 Issuer Ltd 144A 6.024% MAR 15 36	17,122,500	$16,838,820.44	0.21%	$16,810,533.28	0.21%	-	Collateralized Loan Obligations	United States
78485KAE	78485KAE	STWD 2022-FL3 Ltd 144A 1.8% NOV 15 38	17,154,000	$16,750,236.62	0.20%	$16,750,236.62	0.20%	-	Collateralized Loan Obligations	United States
03880XAE	03880XAE	Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd 144A 2.1% JAN 15 37	16,706,500	$16,654,811.05	0.20%	$16,654,811.05	0.20%	-	Collateralized Loan Obligations	United States
3140QKNN	3140QKNN	Fannie Mae 2.5% MAY 01 51	19,473,570	$16,349,954.30	0.20%	$16,349,954.30	0.20%	-	Mortgage-Backed Securities	United States
69690EAC	69690EAC	Palmer Square Loan Funding 2024-3 Ltd 144A 0% AUG 08 32	16,148,818	$16,244,441.42	0.20%	$16,244,441.42	0.20%	-	Collateralized Loan Obligations	United States
74460WAG	74460WAG	Public Storage Operating Co 5.1% AUG 01 33	15,515,000	$16,033,737.20	0.20%	$16,033,737.20	0.20%	-	Corporate Debt	United States
05609GAC	05609GAC	BXMT 2021-FL4 Ltd 144A 1.42% MAY 15 38	16,816,500	$15,904,428.68	0.19%	$15,904,428.67	0.19%	-	Commercial Mortgage-Backed Securities	United States
775109CH	775109CH	Rogers Communications Inc 3.8% MAR 15 32	17,162,000	$15,887,557.13	0.19%	$15,887,557.13	0.19%	-	Corporate Debt	Canada
86562MCN	86562MCN	Sumitomo Mitsui Financial Group Inc 2.472% JAN 14 29	17,106,000	$15,849,426.14	0.19%	$15,849,426.14	0.19%	-	Corporate Debt	Japan
14040HCN	14040HCN	Capital One Financial Corp FRB MAR 01 30	16,465,000	$15,459,571.85	0.19%	$15,459,571.86	0.19%	-	Corporate Debt	United States
74251V10	PFG US	Principal Financial Group Inc	176,603	$15,380,355.27	0.19%	$15,380,355.27	0.19%	19,968.95	Financials	United States
03948310	ADM US	Archer-Daniels-Midland Co	278,956	$15,230,997.60	0.19%	$15,230,997.60	0.19%	26,127.93	Consumer Staples	United States
36179XFH	36179XFH	Ginnie Mae II 4.5% SEP 20 52	15,523,803	$15,064,261.12	0.18%	$15,064,261.12	0.18%	-	Mortgage-Backed Securities	United States
303901BL	303901BL	Fairfax Financial Holdings Ltd 5.625% AUG 16 32	14,394,000	$15,029,697.19	0.18%	$15,029,697.19	0.18%	-	Corporate Debt	Canada
87612E10	TGT US	Target Corp	111,653	$14,772,808.43	0.18%	$14,772,808.43	0.18%	60,762.71	Consumer Staples	United States
59319MAA	59319MAA	MF1 2023-FL12 LLC 144A 7.366% OCT 19 38	14,505,000	$14,525,455.22	0.18%	$14,525,455.22	0.18%	-	Collateralized Loan Obligations	United States
59217GEZ	59217GEZ	Metropolitan Life Global Funding I 144A 3.3% MAR 21 29	15,225,000	$14,525,905.40	0.18%	$14,525,905.40	0.18%	-	Corporate Debt	United States
04505AAA	04505AAA	Ashtead Capital Inc 144A 5.5% AUG 11 32	14,128,000	$14,428,056.19	0.18%	$14,428,056.19	0.18%	-	Corporate Debt	United Kingdom
912810TZ	912810TZ	US Treasury Bond 4.5% FEB 15 44	14,000,000	$14,222,078.80	0.17%	$14,222,078.80	0.17%	-	U.S. Governments	United States
26442CBJ	26442CBJ	Duke Energy Carolinas LLC 4.95% JAN 15 33	13,849,000	$14,198,296.02	0.17%	$14,198,296.02	0.17%	-	Corporate Debt	United States
36179WY9	36179WY9	Ginnie Mae II 2.5% MAR 20 52	16,449,996	$14,094,139.51	0.17%	$14,094,139.50	0.17%	-	Mortgage-Backed Securities	United States
B4T3BW	GLEN LN	Glencore PLC	2,887,939	$13,962,242.95	0.17%	$13,962,242.95	0.17%	58,986.46	Materials	United Kingdom
95058W10	WEN US	The Wendys Co	751,527	$13,798,035.72	0.17%	$13,798,035.72	0.17%	3,742.60	Consumer Discretionary	United States
808513CE	808513CE	Charles Schwab Corp FRB MAY 19 34	13,058,000	$13,752,525.38	0.17%	$13,752,525.38	0.17%	-	Corporate Debt	United States
36179WXH	36179WXH	Ginnie Mae II 2% FEB 20 52	16,615,763	$13,691,336.74	0.17%	$13,691,336.74	0.17%	-	Mortgage-Backed Securities	United States
50212YAF	50212YAF	LPL Holdings Inc 144A 4.375% MAY 15 31	14,519,000	$13,656,224.61	0.17%	$13,656,224.60	0.17%	-	Corporate Debt	United States
034863AX	034863AX	Anglo American Capital PLC 144A 2.625% SEP 10 30	14,840,000	$13,125,536.73	0.16%	$13,125,536.73	0.16%	-	Corporate Debt	United Kingdom
00774MAV	00774MAV	AerCap Ireland Capital DAC 2.45% OCT 29 26	13,587,000	$13,017,654.27	0.16%	$13,017,654.26	0.16%	-	Corporate Debt	Ireland
46647PCR	46647PCR	JPMorgan Chase & Co FRB NOV 08 32	15,046,000	$12,952,985.73	0.16%	$12,952,985.73	0.16%	-	Corporate Debt	United States
91282CEN	91282CEN	US Treasury Note 2.75% APR 30 27	13,267,600	$12,878,531.38	0.16%	$12,878,531.38	0.16%	-	U.S. Governments	United States
91200810	USFD US	US Foods Holding Corp	181,604	$12,670,511.08	0.15%	$12,670,511.08	0.15%	16,423.86	Consumer Staples	United States
3140QNFR	3140QNFR	Fannie Mae 2.5% FEB 01 52	14,866,917	$12,572,875.06	0.15%	$12,572,875.07	0.15%	-	Mortgage-Backed Securities	United States
36179W2U	36179W2U	Ginnie Mae II 2.5% APR 20 52	14,551,677	$12,467,655.44	0.15%	$12,467,655.44	0.15%	-	Mortgage-Backed Securities	United States
79588TAF	79588TAF	Sammons Financial Group Inc 144A 6.875% APR 15 34	11,604,000	$12,412,199.25	0.15%	$12,412,199.25	0.15%	-	Corporate Debt	United States
46644FAD	46644FAD	JPMBB Commercial Mortgage Securities Trust 2015-C28 3.198% OCT 15 48	12,430,293	$12,401,837.25	0.15%	$12,401,837.25	0.15%	-	Commercial Mortgage-Backed Securities	United States
03523TBJ	03523TBJ	Anheuser-Busch InBev Worldwide Inc 8% NOV 15 39	9,558,000	$12,367,326.79	0.15%	$12,367,326.79	0.15%	-	Corporate Debt	Belgium
928668BE	928668BE	Volkswagen Group of America Finance LLC 144A 3.35% MAY 13 25	12,232,000	$12,159,383.51	0.15%	$12,159,383.51	0.15%	-	Corporate Debt	Germany
10373QBT	10373QBT	BP Capital Markets America Inc 2.721% JAN 12 32	13,688,000	$12,095,025.65	0.15%	$12,095,025.65	0.15%	-	Corporate Debt	United States
26874RAE	26874RAE	Eni SpA 144A 4.75% SEP 12 28	11,589,000	$11,721,645.85	0.14%	$11,721,645.85	0.14%	-	Corporate Debt	Italy
36179X2K	36179X2K	Ginnie Mae II 5% MAY 20 53	11,827,832	$11,721,660.11	0.14%	$11,721,660.12	0.14%	-	Mortgage-Backed Securities	United States
912810TW	912810TW	US Treasury Bond 4.75% NOV 15 43	11,250,000	$11,693,296.54	0.14%	$11,693,296.55	0.14%	-	U.S. Governments	United States
05684KAS	05684KAS	Bain Capital Credit CLO 2020-4 Ltd 144A 6.367% OCT 20 36	11,516,802	$11,682,997.52	0.14%	$11,682,997.51	0.14%	-	Collateralized Loan Obligations	United States
36179Y2L	36179Y2L	Ginnie Mae II 5.5% JUL 20 54	11,346,105	$11,416,914.89	0.14%	$11,416,914.90	0.14%	-	Mortgage-Backed Securities	United States
25746U10	D US	Dominion Energy Inc	193,152	$11,347,680.00	0.14%	$11,347,680.00	0.14%	49,350.57	Utilities	United States
36179XTD	36179XTD	Ginnie Mae II 5.5% FEB 20 53	11,240,494	$11,334,468.48	0.14%	$11,334,468.48	0.14%	-	Mortgage-Backed Securities	United States
60819010	MHK US	Mohawk Industries Inc	80,784	$11,215,242.72	0.14%	$11,215,242.72	0.14%	8,763.13	Consumer Discretionary	United States
26884LAR	26884LAR	EQT Corp 5.75% FEB 01 34	10,541,000	$10,987,572.59	0.13%	$10,987,572.59	0.13%	-	Corporate Debt	United States
12593GAF	12593GAF	COMM 2015-PC1 Mortgage Trust 3.902% JUL 10 50	11,000,000	$10,984,463.23	0.13%	$10,984,463.23	0.13%	-	Commercial Mortgage-Backed Securities	United States
912810RU	912810RU	US Treasury Bond 2.875% NOV 15 46	14,148,000	$10,900,332.37	0.13%	$10,900,332.38	0.13%	-	U.S. Governments	United States
BLBM79	BLBM79	Genuine Parts Co 2.75% FEB 01 32	12,549,000	$10,891,072.64	0.13%	$10,891,072.64	0.13%	-	Corporate Debt	United States
06738ECE	06738ECE	Barclays PLC FRB NOV 02 33	9,484,000	$10,758,279.37	0.13%	$10,758,279.38	0.13%	-	Corporate Debt	United Kingdom
36250GAP	36250GAP	GS Mortgage Securities Trust 2015-GC30 3.382% MAY 10 50	10,734,280	$10,674,350.87	0.13%	$10,674,350.87	0.13%	-	Commercial Mortgage-Backed Securities	United States
574599BQ	574599BQ	Masco Corp 2% FEB 15 31	12,460,000	$10,658,407.34	0.13%	$10,658,407.34	0.13%	-	Corporate Debt	United States
49177JAK	49177JAK	Kenvue Inc 4.9% MAR 22 33	10,448,000	$10,613,800.21	0.13%	$10,613,800.22	0.13%	-	Corporate Debt	United States
31418EFE	31418EFE	Fannie Mae 2% JUL 01 37	11,794,810	$10,596,522.54	0.13%	$10,596,522.54	0.13%	-	Mortgage-Backed Securities	United States
034933AA	034933AA	Angel Oak Mortgage Trust 2024-10 144A FRB OCT 25 69	10,560,534	$10,580,210.08	0.13%	$10,580,210.08	0.13%	-	Residential Mortgage Backed Securities	United States
57563RTX	57563RTX	Massachusetts Educational Financing Authority MA Txbl-Ref-Senior-Ser A 6.352 JUL 01 49	9,860,000	$10,556,969.44	0.13%	$10,556,969.44	0.13%	-	Municipal	United States
21871XAH	21871XAH	Corebridge Financial Inc 3.9% APR 05 32	11,118,000	$10,388,196.10	0.13%	$10,388,196.10	0.13%	-	Corporate Debt	United States
26441CBT	26441CBT	Duke Energy Corp 4.5% AUG 15 32	10,428,000	$10,260,397.74	0.13%	$10,260,397.74	0.13%	-	Corporate Debt	United States
06051GKD	06051GKD	Bank of America Corp FRB OCT 20 32	11,722,000	$10,133,401.53	0.12%	$10,133,401.53	0.12%	-	Corporate Debt	United States
04002VAE	04002VAE	AREIT 2022-CRE6 Trust 144A 1.95% JAN 20 37	10,151,500	$10,075,972.18	0.12%	$10,075,972.17	0.12%	-	Commercial Mortgage-Backed Securities	United States
665859AX	665859AX	Northern Trust Corp 6.125% NOV 02 32	9,142,000	$9,958,030.26	0.12%	$9,958,030.26	0.12%	-	Corporate Debt	United States
31418E2F	31418E2F	Fannie Mae 6.5% FEB 01 54	9,604,786	$9,884,879.66	0.12%	$9,884,879.65	0.12%	-	Mortgage-Backed Securities	United States
38141GXG	38141GXG	Goldman Sachs Group Inc 2.6% FEB 07 30	10,872,000	$9,852,292.00	0.12%	$9,852,292.00	0.12%	-	Corporate Debt	United States
034932AA	034932AA	Angel Oak Mortgage Trust 2024-12 144A FRB OCT 25 69	9,755,516	$9,811,120.49	0.12%	$9,811,120.49	0.12%	-	Residential Mortgage Backed Securities	United States
3140QNDE	3140QNDE	Fannie Mae 3% FEB 01 52	11,057,206	$9,670,567.01	0.12%	$9,670,567.01	0.12%	-	Mortgage-Backed Securities	United States
12593FBD	12593FBD	COMM 2015-LC21 Mortgage Trust 3.708% JUL 10 48	9,641,397	$9,598,566.06	0.12%	$9,598,566.06	0.12%	-	Commercial Mortgage-Backed Securities	United States
36179Y5L	36179Y5L	Ginnie Mae II 5.5% AUG 20 54	9,303,506	$9,360,617.40	0.11%	$9,360,617.40	0.11%	-	Mortgage-Backed Securities	United States
126650DY	126650DY	CVS Health Corp 5.3% JUN 01 33	9,092,000	$9,263,436.12	0.11%	$9,263,436.12	0.11%	-	Corporate Debt	United States
61747YEL	61747YEL	Morgan Stanley FRB JAN 21 33	10,273,000	$9,108,143.71	0.11%	$9,108,143.71	0.11%	-	Corporate Debt	United States
007944AH	007944AH	Adventist Health System/West 5.43% MAR 01 32	8,829,000	$9,045,258.68	0.11%	$9,045,258.67	0.11%	-	Corporate Debt	United States
762323CU	762323CU	Rhode Island Student Loan Authority RI Txbl-Senior-Ser 1 6.081 DEC 01 42	8,490,000	$8,931,435.85	0.11%	$8,931,435.85	0.11%	-	Municipal	United States
718546AW	718546AW	Phillips 66 2.15% DEC 15 30	9,976,000	$8,670,052.61	0.11%	$8,670,052.60	0.11%	-	Corporate Debt	United States
26860XBA	26860XBA	ELM Trust 2024-ELM 144A FRB JUN 10 39	8,492,449	$8,621,890.13	0.11%	$8,621,890.13	0.11%	-	Commercial Mortgage-Backed Securities	United States
58003MAC	58003MAC	MF1 2024-FL15 144A 7.34% AUG 18 41	8,571,000	$8,597,925.09	0.11%	$8,597,925.08	0.11%	-	Collateralized Loan Obligations	United States
36179XNE	36179XNE	Ginnie Mae II 4.5% DEC 20 52	8,816,426	$8,552,268.30	0.10%	$8,552,268.30	0.10%	-	Mortgage-Backed Securities	United States
85855CAB	85855CAB	Stellantis Finance US Inc 144A 2.691% SEP 15 31	10,166,000	$8,504,614.95	0.10%	$8,504,614.94	0.10%	-	Corporate Debt	United States
04273WAC	04273WAC	Arrow Electronics Inc 2.95% FEB 15 32	9,575,000	$8,361,369.14	0.10%	$8,361,369.14	0.10%	-	Corporate Debt	United States
3140KSJQ	3140KSJQ	Fannie Mae 1.5% SEP 01 51	10,907,247	$8,358,330.04	0.10%	$8,358,330.04	0.10%	-	Mortgage-Backed Securities	United States
36179WNE	36179WNE	Ginnie Mae II 2.5% SEP 20 51	9,679,673	$8,293,758.04	0.10%	$8,293,758.04	0.10%	-	Mortgage-Backed Securities	United States
87612GAC	87612GAC	Targa Resources Corp 6.125% MAR 15 33	7,772,000	$8,301,174.00	0.10%	$8,301,174.00	0.10%	-	Corporate Debt	United States
50202KAE	50202KAE	LCCM 2021-FL2 Trust 144A 6.624% DEC 13 38	8,231,500	$8,170,244.54	0.10%	$8,170,244.54	0.10%	-	Collateralized Loan Obligations	United States
606822CD	606822CD	Mitsubishi UFJ Financial Group Inc FRB JAN 19 33	9,207,000	$8,143,586.93	0.10%	$8,143,586.93	0.10%	-	Corporate Debt	Japan
251526CS	251526CS	Deutsche Bank AG/New York NY FRB JAN 18 29	7,588,000	$8,118,532.75	0.10%	$8,118,532.75	0.10%	-	Corporate Debt	Germany
55361AAU	55361AAU	MSWF Commercial Mortgage Trust 2023-2 6.014% DEC 15 56	7,477,126	$8,066,412.25	0.10%	$8,066,412.26	0.10%	-	Commercial Mortgage-Backed Securities	United States
68622V10	OGN US	Organon & Co	505,202	$8,017,555.74	0.10%	$8,017,555.74	0.10%	4,087.14	Health Care	United States
87276WAA	87276WAA	TRTX 2021-FL4 Issuer Ltd 144A 5.925% MAR 15 38	7,821,374	$7,812,573.20	0.10%	$7,812,573.20	0.10%	-	Collateralized Loan Obligations	United States
22822VAH	22822VAH	Crown Castle Inc 3.65% SEP 01 27	7,941,000	$7,789,700.93	0.10%	$7,789,700.92	0.10%	-	Corporate Debt	United States
38141GYJ	38141GYJ	Goldman Sachs Group Inc FRB JUL 21 32	9,008,000	$7,762,973.04	0.09%	$7,762,973.04	0.09%	-	Corporate Debt	United States
88731EAJ	88731EAJ	Time Warner Cable Enterprises LLC 8.375% JUL 15 33	6,553,000	$7,731,583.65	0.09%	$7,731,583.65	0.09%	-	Corporate Debt	United States
912810TM	912810TM	US Treasury Bond 4% NOV 15 42	8,150,000	$7,721,252.59	0.09%	$7,721,252.59	0.09%	-	U.S. Governments	United States
26245MAC	26245MAC	Dryden 55 CLO Ltd 144A FRB APR 15 31	7,639,304	$7,704,085.32	0.09%	$7,704,085.32	0.09%	-	Collateralized Loan Obligations	United States
00774MAB	00774MAB	AerCap Ireland Capital DAC 3.65% JUL 21 27	7,729,000	$7,615,869.97	0.09%	$7,615,869.97	0.09%	-	Corporate Debt	Ireland
25243YBB	25243YBB	Diageo Capital PLC 2.375% OCT 24 29	8,369,000	$7,605,217.55	0.09%	$7,605,217.54	0.09%	-	Corporate Debt	United Kingdom
00131LAJ	00131LAJ	AIA Group Ltd 144A 3.375% APR 07 30	7,948,000	$7,503,777.86	0.09%	$7,503,777.86	0.09%	-	Emerging Markets	China
36179XNF	36179XNF	Ginnie Mae II 5% DEC 20 52	7,549,099	$7,483,186.28	0.09%	$7,483,186.28	0.09%	-	Mortgage-Backed Securities	United States
29250NCC	29250NCC	Enbridge Inc 5.625% APR 05 34	7,064,000	$7,339,512.18	0.09%	$7,339,512.18	0.09%	-	Corporate Debt	Canada
36179W7K	36179W7K	Ginnie Mae II 3% JUN 20 52	8,220,940	$7,307,898.26	0.09%	$7,307,898.26	0.09%	-	Mortgage-Backed Securities	United States
55284JAE	55284JAE	MF1 2022-FL8 Ltd 144A 6.556% FEB 19 37	7,392,231	$7,298,499.70	0.09%	$7,298,499.70	0.09%	-	Collateralized Loan Obligations	United States
31418FBK	31418FBK	Fannie Mae 4% AUG 01 54	7,738,560	$7,265,301.21	0.09%	$7,265,301.21	0.09%	-	Mortgage-Backed Securities	United States
3140XPTH	3140XPTH	Fannie Mae 4% MAR 01 53	7,717,034	$7,245,979.54	0.09%	$7,245,979.54	0.09%	-	Mortgage-Backed Securities	United States
36179WVT	36179WVT	Ginnie Mae II 2% JAN 20 52	8,785,918	$7,240,714.44	0.09%	$7,240,714.44	0.09%	-	Mortgage-Backed Securities	United States
912810TL	912810TL	US Treasury Bond 4% NOV 15 52	7,700,000	$7,192,960.90	0.09%	$7,192,960.90	0.09%	-	U.S. Governments	United States
37940XAH	37940XAH	Global Payments Inc 2.9% NOV 15 31	8,226,000	$7,191,547.75	0.09%	$7,191,547.75	0.09%	-	Corporate Debt	United States
646139W3	646139W3	New Jersey Turnpike Authority 7.414% JAN 01 40	5,815,000	$7,154,960.72	0.09%	$7,154,960.72	0.09%	-	Municipal	United States
023947AB	023947AB	AmeriCredit Automobile Receivables Trust 2024-1 5.75% FEB 18 28	7,101,925	$7,145,104.39	0.09%	$7,145,104.39	0.09%	-	Asset Backed Securities	United States
037389BB	037389BB	Aon Corp 4.5% DEC 15 28	6,955,000	$7,054,581.06	0.09%	$7,054,581.06	0.09%	-	Corporate Debt	United States
19685AAA	19685AAA	COLT 2024-5 Mortgage Loan Trust 144A 5.123% AUG 25 69	6,989,972	$6,980,287.40	0.09%	$6,980,287.40	0.09%	-	Residential Mortgage Backed Securities	United States
36179XHX	36179XHX	Ginnie Mae II 4% OCT 20 52	7,392,975	$6,978,794.73	0.09%	$6,978,794.73	0.09%	-	Mortgage-Backed Securities	United States
36179XLG	36179XLG	Ginnie Mae II 4.5% NOV 20 52	7,175,379	$6,961,131.02	0.09%	$6,961,131.02	0.09%	-	Mortgage-Backed Securities	United States
05401AAJ	05401AAJ	Avolon Holdings Funding Ltd 144A 3.25% FEB 15 27	7,097,000	$6,884,363.62	0.08%	$6,884,363.62	0.08%	-	Corporate Debt	Ireland
3132DWDS	3132DWDS	Freddie Mac Pool 3% MAY 01 52	7,860,332	$6,876,707.92	0.08%	$6,876,707.92	0.08%	-	Mortgage-Backed Securities	United States
571903BE	571903BE	Marriott International Inc/MD 4.625% JUN 15 30	6,716,000	$6,805,937.51	0.08%	$6,805,937.51	0.08%	-	Corporate Debt	United States
3140A6M7	3140A6M7	Fannie Mae 6% JAN 01 54	6,682,692	$6,802,000.06	0.08%	$6,802,000.07	0.08%	-	Mortgage-Backed Securities	United States
960386AM	960386AM	Westinghouse Air Brake Technologies Corp FRB SEP 15 28	6,723,000	$6,764,052.33	0.08%	$6,764,052.33	0.08%	-	Corporate Debt	United States
31418ECY	31418ECY	Fannie Mae 2% APR 01 42	7,953,700	$6,767,002.71	0.08%	$6,767,002.71	0.08%	-	Mortgage-Backed Securities	United States
03881CAC	03881CAC	Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd 144A FRB DEC 15 35	6,771,500	$6,741,466.95	0.08%	$6,741,466.95	0.08%	-	Collateralized Loan Obligations	United States
3132DWE6	3132DWE6	Freddie Mac Pool 4.5% OCT 01 52	6,965,214	$6,722,744.02	0.08%	$6,722,744.02	0.08%	-	Mortgage-Backed Securities	United States
115236AE	115236AE	Brown & Brown Inc 4.2% MAR 17 32	7,012,000	$6,652,674.50	0.08%	$6,652,674.50	0.08%	-	Corporate Debt	United States
12629NAF	12629NAF	COMM 2015-DC1 Mortgage Trust 3.35% FEB 10 48	6,497,251	$6,502,378.90	0.08%	$6,502,378.90	0.08%	-	Commercial Mortgage-Backed Securities	United States
29444UBS	29444UBS	Equinix Inc 2.5% MAY 15 31	7,470,000	$6,498,506.26	0.08%	$6,498,506.26	0.08%	-	Corporate Debt	United States
254687FY	254687FY	Walt Disney Co 3.5% MAY 13 40	7,789,000	$6,488,881.38	0.08%	$6,488,881.38	0.08%	-	Corporate Debt	United States
92916GBF	92916GBF	Voya 2012-4 Ltd 144A 6.368% OCT 15 30	6,439,259	$6,491,581.59	0.08%	$6,491,581.58	0.08%	-	Collateralized Loan Obligations	United States
94989HAQ	94989HAQ	Wells Fargo Commercial Mortgage Trust 2015-NXS1 3.148% MAY 15 48	6,507,931	$6,482,851.60	0.08%	$6,482,851.60	0.08%	-	Commercial Mortgage-Backed Securities	United States
3140XGQ3	3140XGQ3	Fannie Mae 3% NOV 01 51	7,398,206	$6,470,544.66	0.08%	$6,470,544.65	0.08%	-	Mortgage-Backed Securities	United States
36179TQN	36179TQN	Ginnie Mae II 3% JAN 20 48	7,203,683	$6,472,773.74	0.08%	$6,472,773.74	0.08%	-	Mortgage-Backed Securities	United States
36179XHV	36179XHV	Ginnie Mae II 3% OCT 20 52	7,208,061	$6,407,524.79	0.08%	$6,407,524.79	0.08%	-	Mortgage-Backed Securities	United States
87264AAZ	87264AAZ	T-Mobile USA Inc 4.5% APR 15 50	7,223,000	$6,286,725.56	0.08%	$6,286,725.56	0.08%	-	Corporate Debt	United States
36267FAC	36267FAC	GLS Auto Select Receivables Trust 2023-1 144A 6.27% AUG 16 27	6,226,925	$6,273,016.06	0.08%	$6,273,016.07	0.08%	-	Asset Backed Securities	United States
03466JAA	03466JAA	Angel Oak Mortgage Trust 2024-9 144A FRB SEP 25 69	6,268,714	$6,255,949.21	0.08%	$6,255,949.21	0.08%	-	Residential Mortgage Backed Securities	United States
37940XAE	37940XAE	Global Payments Inc 1.2% MAR 01 26	6,442,000	$6,175,096.22	0.08%	$6,175,096.22	0.08%	-	Corporate Debt	United States
45866FAK	45866FAK	Intercontinental Exchange Inc 2.1% JUN 15 30	6,958,000	$6,165,715.73	0.08%	$6,165,715.73	0.08%	-	Corporate Debt	United States
46647PBM	46647PBM	JPMorgan Chase & Co FRB APR 22 41	7,872,000	$6,144,022.26	0.08%	$6,144,022.27	0.08%	-	Corporate Debt	United States
31418EBJ	31418EBJ	Fannie Mae 2% FEB 01 42	7,203,359	$6,115,252.46	0.07%	$6,115,252.46	0.07%	-	Mortgage-Backed Securities	United States
3140XMWM	3140XMWM	Fannie Mae 5.5% OCT 01 53	6,052,673	$6,074,737.91	0.07%	$6,074,737.91	0.07%	-	Mortgage-Backed Securities	United States
718172CX	718172CX	Philip Morris International Inc 5.75% NOV 17 32	5,756,000	$6,049,350.92	0.07%	$6,049,350.92	0.07%	-	Corporate Debt	United States
00500JAC	00500JAC	ACRES Commercial Realty 2021-FL2 Ltd 144A 1.84% JAN 15 37	6,082,500	$6,031,995.96	0.07%	$6,031,995.96	0.07%	-	Collateralized Loan Obligations	United States
01F0226C	01F0226C	Fannie Mae or Freddie Mac 2.5% DEC TBA	7,125,000	$5,967,420.84	0.07%	$5,961,978.13	0.07%	-	Mortgage-Backed Securities	United States
055983AE	055983AE	BSPRT 2022-FL8 Issuer Ltd 144A 2.1% FEB 15 37	5,979,000	$5,940,732.28	0.07%	$5,940,732.29	0.07%	-	Collateralized Loan Obligations	United States
694308JG	694308JG	Pacific Gas and Electric Co 2.5% FEB 01 31	6,796,000	$5,941,946.09	0.07%	$5,941,946.09	0.07%	-	Corporate Debt	United States
31418EBR	31418EBR	Fannie Mae 2% FEB 01 52	7,258,881	$5,845,786.79	0.07%	$5,845,786.80	0.07%	-	Mortgage-Backed Securities	United States
92343VDR	92343VDR	Verizon Communications Inc 4.812% MAR 15 39	6,030,000	$5,826,663.68	0.07%	$5,826,663.68	0.07%	-	Corporate Debt	United States
03880KAE	03880KAE	Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd 144A 6.324% AUG 15 34	5,818,000	$5,796,163.16	0.07%	$5,796,163.16	0.07%	-	Collateralized Loan Obligations	United States
64130TBA	64130TBA	NEUB 2015-20A AR2 144A 0.000 JUL 15 34	5,725,000	$5,784,314.02	0.07%	$5,784,314.02	0.07%	-	Collateralized Loan Obligations	United States
72650RBN	72650RBN	Plains All American Pipeline LP 3.8% SEP 15 30	6,093,000	$5,787,168.64	0.07%	$5,787,168.64	0.07%	-	Corporate Debt	United States
87264ACA	87264ACA	T-Mobile USA Inc 2.05% FEB 15 28	6,192,000	$5,751,132.33	0.07%	$5,751,132.33	0.07%	-	Corporate Debt	United States
64129KBG	64129KBG	Neuberger Berman CLO XV 144A 1.620 OCT 15 29	5,618,950	$5,674,741.30	0.07%	$5,674,741.30	0.07%	-	Collateralized Loan Obligations	United States
404119BY	404119BY	HCA Inc 5.125% JUN 15 39	5,707,000	$5,552,261.34	0.07%	$5,552,261.34	0.07%	-	Corporate Debt	United States
29444UBG	29444UBG	Equinix Inc 1.8% JUL 15 27	5,883,000	$5,520,905.94	0.07%	$5,520,905.94	0.07%	-	Corporate Debt	United States
12634NAT	12634NAT	Csail 2015-C2 Commercial Mortgage Trust 3.504% JUN 15 57	5,534,308	$5,516,275.01	0.07%	$5,516,275.01	0.07%	-	Commercial Mortgage-Backed Securities	United States
106230AB	106230AB	Brazos Securitization LLC 144A 5.243% SEP 01 40	5,403,000	$5,507,936.04	0.07%	$5,507,936.04	0.07%	-	Asset Backed Securities	United States
559222AV	559222AV	Magna International Inc 2.45% JUN 15 30	6,114,000	$5,476,677.21	0.07%	$5,476,677.20	0.07%	-	Corporate Debt	Canada
05401AAR	05401AAR	Avolon Holdings Funding Ltd 144A 2.528% NOV 18 27	5,867,000	$5,460,804.94	0.07%	$5,460,804.94	0.07%	-	Corporate Debt	Ireland
3132A5HG	3132A5HG	Freddie Mac Pool 4% AUG 01 47	5,730,454	$5,431,967.89	0.07%	$5,431,967.89	0.07%	-	Mortgage-Backed Securities	United States
26442UAH	26442UAH	Duke Energy Progress LLC 3.45% MAR 15 29	5,584,000	$5,390,006.83	0.07%	$5,390,006.83	0.07%	-	Corporate Debt	United States
92345YAH	92345YAH	Verisk Analytics Inc 5.75% APR 01 33	5,062,000	$5,386,190.24	0.07%	$5,386,190.24	0.07%	-	Corporate Debt	United States
912810TB	912810TB	US Treasury Bond 1.875% NOV 15 51	9,015,000	$5,377,734.62	0.07%	$5,377,734.62	0.07%	-	U.S. Governments	United States
14040HBN	14040HBN	Capital One Financial Corp 3.75% MAR 09 27	5,440,000	$5,365,205.86	0.07%	$5,365,205.86	0.07%	-	Corporate Debt	United States
01F0706C	01F0706C	Fannie Mae or Freddie Mac 7% DEC TBA	5,175,000	$5,371,649.94	0.07%	$5,360,581.19	0.07%	-	Mortgage-Backed Securities	United States
01626PAP	01626PAP	Alimentation Couche-Tard Inc 144A 3.439% MAY 13 41	6,827,000	$5,296,734.57	0.06%	$5,296,734.57	0.06%	-	Corporate Debt	Canada
11120VAJ	11120VAJ	Brixmor Operating Partnership LP 4.05% JUL 01 30	5,371,000	$5,211,666.23	0.06%	$5,211,666.22	0.06%	-	Corporate Debt	United States
46647PCU	46647PCU	JPMorgan Chase & Co FRB JAN 25 33	5,837,000	$5,194,529.06	0.06%	$5,194,529.06	0.06%	-	Corporate Debt	United States
65479VAA	65479VAA	Nissan Master Owner Trust Receivables 144A 5.476% FEB 15 28	5,130,663	$5,157,001.84	0.06%	$5,157,001.84	0.06%	-	Asset Backed Securities	United States
361841AL	361841AL	GLP Capital LP 5.3% JAN 15 29	5,014,000	$5,110,135.54	0.06%	$5,110,135.54	0.06%	-	Corporate Debt	United States
3133BCWD	3133BCWD	Freddie Mac Pool 3.5% JUN 01 52	5,598,899	$5,098,143.30	0.06%	$5,098,143.30	0.06%	-	Mortgage-Backed Securities	United States
30161NAX	30161NAX	Exelon Corp 4.05% APR 15 30	5,246,000	$5,078,653.12	0.06%	$5,078,653.12	0.06%	-	Corporate Debt	United States
718172DA	718172DA	Philip Morris International Inc 5.125% FEB 15 30	4,902,000	$5,064,988.35	0.06%	$5,064,988.35	0.06%	-	Corporate Debt	United States
31418EZN	31418EZN	Fannie Mae 6.5% JAN 01 54	4,880,748	$5,023,948.55	0.06%	$5,023,948.55	0.06%	-	Mortgage-Backed Securities	United States
31418ECZ	31418ECZ	Fannie Mae 2.5% APR 01 42	5,746,228	$5,024,799.32	0.06%	$5,024,799.31	0.06%	-	Mortgage-Backed Securities	United States
161175BZ	161175BZ	Charter Communications Operating LLC 3.5% JUN 01 41	6,803,000	$5,000,625.09	0.06%	$5,000,625.09	0.06%	-	Corporate Debt	United States
075887BX	075887BX	Becton Dickinson & Co 4.669% JUN 06 47	5,389,000	$4,944,782.89	0.06%	$4,944,782.89	0.06%	-	Corporate Debt	United States
46647PEH	46647PEH	JPMorgan Chase & Co 5.77% APR 22 35	4,657,000	$4,904,513.09	0.06%	$4,904,513.09	0.06%	-	Corporate Debt	United States
161175CK	161175CK	Charter Communications Operating LLC 5.25% APR 01 53	5,724,000	$4,896,706.56	0.06%	$4,896,706.56	0.06%	-	Corporate Debt	United States
25278XAZ	25278XAZ	Diamondback Energy Inc 5.4% APR 18 34	4,744,000	$4,822,189.71	0.06%	$4,822,189.71	0.06%	-	Corporate Debt	United States
36179YU8	36179YU8	Ginnie Mae II 6.5% APR 20 54	4,700,001	$4,808,141.22	0.06%	$4,808,141.22	0.06%	-	Mortgage-Backed Securities	United States
378272AY	378272AY	Glencore Funding LLC 144A 2.5% SEP 01 30	5,444,000	$4,815,326.66	0.06%	$4,815,326.66	0.06%	-	Corporate Debt	Australia
55903VBD	55903VBD	Warnermedia Holdings Inc 5.05% MAR 15 42	5,552,000	$4,749,999.56	0.06%	$4,749,999.56	0.06%	-	Corporate Debt	United States
26250UAQ	26250UAQ	Dryden XXVI Senior Loan Fund 144A VRB APR 15 29	4,709,086	$4,744,118.36	0.06%	$4,744,118.36	0.06%	-	Collateralized Loan Obligations	United States
31418DKQ	31418DKQ	Fannie Mae 2.5% JAN 01 50	5,546,999	$4,705,644.31	0.06%	$4,705,644.31	0.06%	-	Mortgage-Backed Securities	United States
21871XAS	21871XAS	Corebridge Financial Inc 5.75% JAN 15 34	4,447,000	$4,708,752.38	0.06%	$4,708,752.39	0.06%	-	Corporate Debt	United States
025537AW	025537AW	American Electric Power Co Inc 5.95% NOV 01 32	4,413,000	$4,686,737.13	0.06%	$4,686,737.12	0.06%	-	Corporate Debt	United States
101137BA	101137BA	Boston Scientific Corp 2.65% JUN 01 30	5,104,000	$4,675,128.23	0.06%	$4,675,128.23	0.06%	-	Corporate Debt	United States
3132DWDZ	3132DWDZ	Freddie Mac Pool 3% JUN 01 52	5,297,338	$4,638,205.04	0.06%	$4,638,205.04	0.06%	-	Mortgage-Backed Securities	United States
09857LAR	09857LAR	Booking Holdings Inc 4.625% APR 13 30	4,593,000	$4,630,646.14	0.06%	$4,630,646.14	0.06%	-	Corporate Debt	United States
444859BV	444859BV	Humana Inc 5.875% MAR 01 33	4,392,000	$4,600,300.88	0.06%	$4,600,300.88	0.06%	-	Corporate Debt	United States
291918AA	291918AA	Empire District Bondco LLC 4.943% JAN 01 33	4,396,000	$4,575,318.74	0.06%	$4,575,318.74	0.06%	-	Asset Backed Securities	United States
55903VBE	55903VBE	Warnermedia Holdings Inc 5.141% MAR 15 52	5,588,000	$4,552,592.23	0.06%	$4,552,592.23	0.06%	-	Corporate Debt	United States
3132DWFN	3132DWFN	Freddie Mac Pool 3.5% NOV 01 52	4,866,021	$4,426,652.08	0.05%	$4,426,652.08	0.05%	-	Mortgage-Backed Securities	United States
034863AW	034863AW	Anglo American Capital PLC 144A 5.625% APR 01 30	4,259,000	$4,421,287.11	0.05%	$4,421,287.11	0.05%	-	Corporate Debt	United Kingdom
571903BH	571903BH	Marriott International Inc/MD 2.75% OCT 15 33	5,250,000	$4,422,093.58	0.05%	$4,422,093.58	0.05%	-	Corporate Debt	United States
01F0224C	01F0224C	Fannie Mae or Freddie Mac 2.5% DEC TBA	4,700,000	$4,332,306.88	0.05%	$4,327,084.66	0.05%	-	Mortgage-Backed Securities	United States
694308JW	694308JW	Pacific Gas and Electric Co 3% JUN 15 28	4,502,000	$4,298,520.24	0.05%	$4,298,520.24	0.05%	-	Corporate Debt	United States
67449DAA	67449DAA	OBX 2024-NQM15 Trust 144A FRB OCT 25 64	4,189,640	$4,200,674.53	0.05%	$4,200,674.53	0.05%	-	Residential Mortgage Backed Securities	United States
3140XQPE	3140XQPE	Fannie Mae 3% MAY 01 51	4,740,191	$4,188,680.34	0.05%	$4,188,680.34	0.05%	-	Mortgage-Backed Securities	United States
476556DC	476556DC	Jersey Central Power & Light Co 144A 4.3% JAN 15 26	4,141,000	$4,177,765.55	0.05%	$4,177,765.56	0.05%	-	Corporate Debt	United States
749685AY	749685AY	RPM International Inc 2.95% JAN 15 32	4,666,000	$4,175,037.95	0.05%	$4,175,037.95	0.05%	-	Corporate Debt	United States
11135FAS	11135FAS	Broadcom Inc 4.3% NOV 15 32	4,290,000	$4,123,767.61	0.05%	$4,123,767.61	0.05%	-	Corporate Debt	United States
3133KYWE	3133KYWE	Freddie Mac Pool 2% FEB 01 42	4,849,743	$4,095,147.04	0.05%	$4,095,147.03	0.05%	-	Mortgage-Backed Securities	United States
92808VAA	92808VAA	Virginia Power Fuel Securitization LLC 5.088% MAY 01 27	4,053,023	$4,086,993.31	0.05%	$4,086,993.31	0.05%	-	Asset Backed Securities	United States
36179WY8	36179WY8	Ginnie Mae II 2% MAR 20 52	4,911,296	$4,046,949.97	0.05%	$4,046,949.97	0.05%	-	Mortgage-Backed Securities	United States
61767EAE	61767EAE	Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 3.536% NOV 15 52	4,195,516	$4,030,562.86	0.05%	$4,030,562.86	0.05%	-	Commercial Mortgage-Backed Securities	United States
30217AAB	30217AAB	Experian Finance PLC 144A 4.25% FEB 01 29	4,011,000	$3,993,877.43	0.05%	$3,993,877.43	0.05%	-	Corporate Debt	United States
3140NEPE	3140NEPE	Fannie Mae 5% MAR 01 53	4,015,102	$3,966,208.66	0.05%	$3,966,208.67	0.05%	-	Mortgage-Backed Securities	United States
31418ECG	31418ECG	Fannie Mae 2% MAR 01 42	4,639,760	$3,937,446.48	0.05%	$3,937,446.48	0.05%	-	Mortgage-Backed Securities	United States
3140MHS3	3140MHS3	Fannie Mae 2.5% MAR 01 52	4,614,889	$3,928,477.44	0.05%	$3,928,477.44	0.05%	-	Mortgage-Backed Securities	United States
3140MNM3	3140MNM3	Fannie Mae 3% MAY 01 52	4,399,867	$3,877,004.35	0.05%	$3,877,004.35	0.05%	-	Mortgage-Backed Securities	United States
3140XHHS	3140XHHS	Fannie Mae 2% FEB 01 52	4,722,320	$3,805,263.13	0.05%	$3,805,263.14	0.05%	-	Mortgage-Backed Securities	United States
21071BAA	21071BAA	Consumers 2023 Securitization Funding LLC 5.55% MAR 01 28	3,706,469	$3,788,556.16	0.05%	$3,788,556.16	0.05%	-	Asset Backed Securities	United States
68233JBK	68233JBK	Oncor Electric Delivery Co LLC 5.75% MAR 15 29	3,548,000	$3,753,731.45	0.05%	$3,753,731.45	0.05%	-	Corporate Debt	United States
65473PAH	65473PAH	NiSource Inc 2.95% SEP 01 29	3,979,000	$3,706,897.88	0.05%	$3,706,897.88	0.05%	-	Corporate Debt	United States
12327CAA	12327CAA	Business Jet Securities 2024-1 LLC 144A 6.197% MAY 15 39	3,617,760	$3,684,847.58	0.04%	$3,684,847.59	0.04%	-	Asset Backed Securities	United States
3140QMZC	3140QMZC	Fannie Mae 2.5% JAN 01 52	4,326,166	$3,680,335.56	0.04%	$3,680,335.55	0.04%	-	Mortgage-Backed Securities	United States
75575WAE	75575WAE	Ready Capital Mortgage Financing 2021-FL7 LLC 144A 2.08% NOV 25 36	3,695,000	$3,681,147.55	0.04%	$3,681,147.56	0.04%	-	Commercial Mortgage-Backed Securities	United States
3140MSKJ	3140MSKJ	Fannie Mae 3.5% SEP 01 52	4,036,454	$3,675,556.96	0.04%	$3,675,556.96	0.04%	-	Mortgage-Backed Securities	United States
776743AJ	776743AJ	Roper Technologies Inc 2% JUN 30 30	4,196,000	$3,661,867.70	0.04%	$3,661,867.70	0.04%	-	Corporate Debt	United States
21H0606C	21H0606C	Ginnie Mae 6% DEC TBA	3,625,000	$3,672,269.78	0.04%	$3,661,394.78	0.04%	-	Mortgage-Backed Securities	United States
224044CL	224044CL	Cox Communications Inc 144A 1.8% OCT 01 30	4,310,000	$3,608,473.50	0.04%	$3,608,473.50	0.04%	-	Corporate Debt	United States
3140XL4T	3140XL4T	Fannie Mae 3.5% JUN 01 53	3,918,995	$3,565,247.99	0.04%	$3,565,247.99	0.04%	-	Mortgage-Backed Securities	United States
3132WHJY	3132WHJY	Freddie Mac Gold 3% OCT 01 46	3,970,606	$3,556,084.97	0.04%	$3,556,084.96	0.04%	-	Mortgage-Backed Securities	United States
161175AZ	161175AZ	Charter Communications Operating LLC 6.384% OCT 23 35	3,413,000	$3,533,172.23	0.04%	$3,533,172.23	0.04%	-	Corporate Debt	United States
10112RBE	10112RBE	Boston Properties LP 2.55% APR 01 32	4,222,000	$3,492,531.28	0.04%	$3,492,531.28	0.04%	-	Corporate Debt	United States
31418EE3	31418EE3	Fannie Mae 3% JUL 01 52	3,981,746	$3,486,316.39	0.04%	$3,486,316.38	0.04%	-	Mortgage-Backed Securities	United States
04033GAB	04033GAB	ARI Fleet Lease Trust 2023-B 144A 6.05% JUL 15 32	3,442,357	$3,486,501.83	0.04%	$3,486,501.84	0.04%	-	Asset Backed Securities	United States
3140XLKG	3140XLKG	Fannie Mae 2% AUG 01 37	3,811,189	$3,424,028.92	0.04%	$3,424,028.92	0.04%	-	Mortgage-Backed Securities	United States
3133BAFE	3133BAFE	Freddie Mac Pool 3% APR 01 52	3,881,292	$3,403,490.90	0.04%	$3,403,490.90	0.04%	-	Mortgage-Backed Securities	United States
3140MKFU	3140MKFU	Fannie Mae 3% MAY 01 52	3,842,337	$3,366,786.18	0.04%	$3,366,786.19	0.04%	-	Mortgage-Backed Securities	United States
3138ENEK	3138ENEK	Fannie Mae 4.5% APR 01 44	3,351,068	$3,326,708.70	0.04%	$3,326,708.70	0.04%	-	Mortgage-Backed Securities	United States
36179XX5	36179XX5	Ginnie Mae II 5% APR 20 53	3,325,914	$3,297,882.92	0.04%	$3,297,882.92	0.04%	-	Mortgage-Backed Securities	United States
36179TLR	36179TLR	Ginnie Mae II Pool 3.000 NOV 20 47	3,589,607	$3,229,259.65	0.04%	$3,229,259.64	0.04%	-	Mortgage-Backed Securities	United States
667274AC	667274AC	Northwell Healthcare Inc 4.26% NOV 01 47	3,797,000	$3,211,777.20	0.04%	$3,211,777.20	0.04%	-	Corporate Debt	United States
27409LAC	27409LAC	East Ohio Gas Co 144A 2% JUN 15 30	3,679,000	$3,211,101.52	0.04%	$3,211,101.51	0.04%	-	Corporate Debt	United States
3138X6UA	3138X6UA	Fannie Mae 3.5% SEP 01 43	3,424,794	$3,197,109.26	0.04%	$3,197,109.26	0.04%	-	Mortgage-Backed Securities	United States
3133KPF5	3133KPF5	Freddie Mac Pool 4% MAY 01 52	3,380,536	$3,197,674.22	0.04%	$3,197,674.22	0.04%	-	Mortgage-Backed Securities	United States
31418ECH	31418ECH	Fannie Mae 2.5% MAR 01 42	3,640,215	$3,187,538.08	0.04%	$3,187,538.08	0.04%	-	Mortgage-Backed Securities	United States
36179YYX	36179YYX	Ginnie Mae II 6% JUN 20 54	3,135,425	$3,188,009.53	0.04%	$3,188,009.53	0.04%	-	Mortgage-Backed Securities	United States
92343VFE	92343VFE	Verizon Communications Inc 3.15% MAR 22 30	3,413,000	$3,179,107.59	0.04%	$3,179,107.59	0.04%	-	Corporate Debt	United States
3140XFGA	3140XFGA	Fannie Mae 2.5% JAN 01 52	3,747,547	$3,180,035.11	0.04%	$3,180,035.11	0.04%	-	Mortgage-Backed Securities	United States
26882PBE	26882PBE	ERAC USA Finance LLC 144A 7% OCT 15 37	2,711,000	$3,183,435.79	0.04%	$3,183,435.79	0.04%	-	Corporate Debt	United States
25160PAN	25160PAN	Deutsche Bank AG/New York NY FRB JUL 13 27	2,981,000	$3,159,846.43	0.04%	$3,159,846.44	0.04%	-	Corporate Debt	Germany
3132DWDY	3132DWDY	Freddie Mac Pool 2.5% JUN 01 52	3,761,779	$3,161,379.12	0.04%	$3,161,379.12	0.04%	-	Mortgage-Backed Securities	United States
06738EBV	06738EBV	Barclays PLC FRB NOV 24 32	3,616,000	$3,108,931.83	0.04%	$3,108,931.84	0.04%	-	Corporate Debt	United Kingdom
50540RAS	50540RAS	Laboratory Corp of America Holdings 4.7% FEB 01 45	3,373,000	$3,092,144.68	0.04%	$3,092,144.68	0.04%	-	Corporate Debt	United States
3140XGQ6	3140XGQ6	Fannie Mae 3% DEC 01 51	3,479,120	$3,083,039.12	0.04%	$3,083,039.12	0.04%	-	Mortgage-Backed Securities	United States
3132DPPP	3132DPPP	Freddie Mac Pool 2% AUG 01 51	3,785,862	$3,065,692.86	0.04%	$3,065,692.86	0.04%	-	Mortgage-Backed Securities	United States
718172CV	718172CV	Philip Morris International Inc 5.125% NOV 17 27	3,015,000	$3,068,441.67	0.04%	$3,068,441.68	0.04%	-	Corporate Debt	United States
36179YU7	36179YU7	Ginnie Mae II 6% APR 20 54	3,009,385	$3,056,851.96	0.04%	$3,056,851.95	0.04%	-	Mortgage-Backed Securities	United States
3140QFA6	3140QFA6	Fannie Mae 2.5% OCT 01 50	3,582,900	$3,063,684.69	0.04%	$3,063,684.69	0.04%	-	Mortgage-Backed Securities	United States
3132DWC8	3132DWC8	Freddie Mac Pool 3% FEB 01 52	3,459,246	$3,032,101.50	0.04%	$3,032,101.50	0.04%	-	Mortgage-Backed Securities	United States
3140XDY6	3140XDY6	Fannie Mae 2.5% DEC 01 51	3,571,509	$3,029,607.18	0.04%	$3,029,607.18	0.04%	-	Mortgage-Backed Securities	United States
3133KNEG	3133KNEG	Freddie Mac Pool 2.5% DEC 01 51	3,556,913	$3,018,876.11	0.04%	$3,018,876.11	0.04%	-	Mortgage-Backed Securities	United States
3140XEAU	3140XEAU	Fannie Mae 3% DEC 01 51	3,419,703	$3,019,692.97	0.04%	$3,019,692.96	0.04%	-	Mortgage-Backed Securities	United States
3140XCTH	3140XCTH	Fannie Mae 2.5% APR 01 51	3,517,591	$2,981,767.68	0.04%	$2,981,767.69	0.04%	-	Mortgage-Backed Securities	United States
3140XFLN	3140XFLN	Fannie Mae 3% JAN 01 52	3,355,830	$2,978,834.12	0.04%	$2,978,834.11	0.04%	-	Mortgage-Backed Securities	United States
29278GAZ	29278GAZ	Enel Finance International NV 144A 6.8% OCT 14 25	2,896,000	$2,975,009.51	0.04%	$2,975,009.50	0.04%	-	Corporate Debt	Italy
98389BAY	98389BAY	Xcel Energy Inc 3.4% JUN 01 30	3,122,000	$2,953,012.98	0.04%	$2,953,012.98	0.04%	-	Corporate Debt	United States
3142GSCR	3142GSCR	Freddie Mac Pool 6% APR 01 54	2,894,533	$2,943,542.43	0.04%	$2,943,542.42	0.04%	-	Mortgage-Backed Securities	United States
3138WD3L	3138WD3L	Fannie Mae 3.5% FEB 01 45	3,113,476	$2,902,552.15	0.04%	$2,902,552.16	0.04%	-	Mortgage-Backed Securities	United States
3140XDYN	3140XDYN	Fannie Mae 2.5% DEC 01 51	3,409,514	$2,897,985.23	0.04%	$2,897,985.23	0.04%	-	Mortgage-Backed Securities	United States
05523RAD	05523RAD	BAE Systems PLC 3.4% APR 15 30	3,048,000	$2,864,618.77	0.04%	$2,864,618.77	0.04%	-	Corporate Debt	United Kingdom
341271AF	341271AF	State Board of Administration Finance Corp FL Txbl-Ser A 2.154 JUL 01 30	3,243,000	$2,861,780.49	0.04%	$2,861,780.49	0.04%	-	Municipal	United States
38383WQB	38383WQB	Ginnie Mae 4.821% SEP 20 41	2,866,834	$2,788,410.89	0.03%	$2,788,410.89	0.03%	-	Mortgage-Backed Securities	United States
05602CAE	05602CAE	BSPRT 2021-FL7 Issuer Ltd 144A 2.15% DEC 15 38	2,794,000	$2,778,346.34	0.03%	$2,778,346.34	0.03%	-	Collateralized Loan Obligations	United States
404280CQ	404280CQ	HSBC Holdings PLC FRB SEP 09 69	3,072,000	$2,739,669.06	0.03%	$2,739,669.06	0.03%	-	Corporate Debt	United Kingdom
251526CP	251526CP	Deutsche Bank AG/New York NY FRB NOV 16 27	2,877,000	$2,732,820.63	0.03%	$2,732,820.63	0.03%	-	Corporate Debt	Germany
92345YAF	92345YAF	Verisk Analytics Inc 4.125% MAR 15 29	2,750,000	$2,720,825.54	0.03%	$2,720,825.53	0.03%	-	Corporate Debt	United States
92857WBY	92857WBY	Vodafone Group PLC 5.625% FEB 10 53	2,616,000	$2,642,351.46	0.03%	$2,642,351.46	0.03%	-	Corporate Debt	United Kingdom
960386AQ	960386AQ	Westinghouse Air Brake Technologies Corp FRB JUN 15 25	2,623,000	$2,636,595.02	0.03%	$2,636,595.02	0.03%	-	Corporate Debt	United States
84756NAH	84756NAH	Spectra Energy Partners LP 3.375% OCT 15 26	2,677,000	$2,619,320.90	0.03%	$2,619,320.90	0.03%	-	Corporate Debt	United States
68389XCP	68389XCP	Oracle Corp 4.9% FEB 06 33	2,585,000	$2,614,531.50	0.03%	$2,614,531.50	0.03%	-	Corporate Debt	United States
476556DD	476556DD	Jersey Central Power & Light Co 144A 2.75% MAR 01 32	2,958,000	$2,582,177.43	0.03%	$2,582,177.43	0.03%	-	Corporate Debt	United States
3131XVRK	3131XVRK	Freddie Mac Pool 3.5% DEC 01 46	2,785,899	$2,575,988.50	0.03%	$2,575,988.50	0.03%	-	Mortgage-Backed Securities	United States
3140X54P	3140X54P	Fannie Mae 2.5% MAR 01 50	2,990,639	$2,543,338.11	0.03%	$2,543,338.11	0.03%	-	Mortgage-Backed Securities	United States
36179XBT	36179XBT	Ginnie Mae II 4% JUL 20 52	2,686,133	$2,535,651.42	0.03%	$2,535,651.42	0.03%	-	Mortgage-Backed Securities	United States
3138WHNH	3138WHNH	Fannie Mae 3.5% JUL 01 46	2,732,532	$2,527,086.00	0.03%	$2,527,086.01	0.03%	-	Mortgage-Backed Securities	United States
56585AAH	56585AAH	Marathon Petroleum Corp 4.75% SEP 15 44	2,845,000	$2,504,588.46	0.03%	$2,504,588.46	0.03%	-	Corporate Debt	United States
28504DAD	28504DAD	Electricite de France SA 144A 6.9% MAY 23 53	2,221,000	$2,506,142.67	0.03%	$2,506,142.67	0.03%	-	Non U.S. Markets	France
92343VGJ	92343VGJ	Verizon Communications Inc 2.55% MAR 21 31	2,821,000	$2,480,587.91	0.03%	$2,480,587.91	0.03%	-	Corporate Debt	United States
3142GSKF	3142GSKF	Freddie Mac Pool 6.5% MAY 01 54	2,342,222	$2,412,431.92	0.03%	$2,412,431.92	0.03%	-	Mortgage-Backed Securities	United States
31418ECQ	31418ECQ	Fannie Mae 2.5% APR 01 52	2,856,398	$2,405,244.92	0.03%	$2,405,244.92	0.03%	-	Mortgage-Backed Securities	United States
92540PAA	92540PAA	Verus Securitization Trust 2024-8 144A 5.364% AUG 25 69	2,389,324	$2,396,615.13	0.03%	$2,396,615.13	0.03%	-	Residential Mortgage Backed Securities	United States
31418ECU	31418ECU	Fannie Mae 2% APR 01 37	2,659,465	$2,389,316.29	0.03%	$2,389,316.29	0.03%	-	Mortgage-Backed Securities	United States
3140QN6T	3140QN6T	Fannie Mae 3% MAY 01 52	2,727,148	$2,389,143.23	0.03%	$2,389,143.23	0.03%	-	Mortgage-Backed Securities	United States
3133KN2Y	3133KN2Y	Freddie Mac Pool 2.5% MAR 01 52	2,803,443	$2,370,054.90	0.03%	$2,370,054.89	0.03%	-	Mortgage-Backed Securities	United States
59863KAU	59863KAU	MidOcean Credit CLO II 144A 0% JAN 29 30	2,356,940	$2,371,285.39	0.03%	$2,371,285.39	0.03%	-	Collateralized Loan Obligations	United States
46647PAN	46647PAN	JPMorgan Chase & Co FRB JAN 23 49	2,847,000	$2,369,606.50	0.03%	$2,369,606.50	0.03%	-	Corporate Debt	United States
29374MAB	29374MAB	Enterprise Fleet Financing 2024-4 LLC 144A 4.69% JUL 20 27	2,360,000	$2,363,377.05	0.03%	$2,363,377.06	0.03%	-	Asset Backed Securities	United States
517834AF	517834AF	Las Vegas Sands Corp 3.9% AUG 08 29	2,476,000	$2,347,584.41	0.03%	$2,347,584.41	0.03%	-	Corporate Debt	United States
36179WLP	36179WLP	Ginnie Mae II 2.5% AUG 20 51	2,737,678	$2,346,340.01	0.03%	$2,346,340.01	0.03%	-	Mortgage-Backed Securities	United States
87612GAA	87612GAA	Targa Resources Corp 4.2% FEB 01 33	2,470,000	$2,337,127.17	0.03%	$2,337,127.17	0.03%	-	Corporate Debt	United States
694308JH	694308JH	Pacific Gas and Electric Co 3.3% AUG 01 40	3,004,000	$2,338,510.66	0.03%	$2,338,510.66	0.03%	-	Corporate Debt	United States
53079EBJ	53079EBJ	Liberty Mutual Group Inc 144A 3.951% OCT 15 50	3,061,000	$2,339,445.19	0.03%	$2,339,445.19	0.03%	-	Corporate Debt	United States
3132DWDJ	3132DWDJ	Freddie Mac Pool 2.5% APR 01 52	2,776,639	$2,335,526.60	0.03%	$2,335,526.60	0.03%	-	Mortgage-Backed Securities	United States
31418EBS	31418EBS	Fannie Mae 2.5% FEB 01 52	2,747,995	$2,314,024.81	0.03%	$2,314,024.81	0.03%	-	Mortgage-Backed Securities	United States
3132L5AD	3132L5AD	Freddie Mac Gold 3% APR 01 43	2,528,727	$2,296,188.06	0.03%	$2,296,188.06	0.03%	-	Mortgage-Backed Securities	United States
760759AX	760759AX	Republic Services Inc 1.45% FEB 15 31	2,765,000	$2,295,577.88	0.03%	$2,295,577.89	0.03%	-	Corporate Debt	United States
3133KMZB	3133KMZB	Freddie Mac Pool 2.5% OCT 01 51	2,681,388	$2,281,295.99	0.03%	$2,281,295.99	0.03%	-	Mortgage-Backed Securities	United States
035240AM	035240AM	Anheuser-Busch InBev Worldwide Inc 4.375% APR 15 38	2,398,000	$2,263,445.08	0.03%	$2,263,445.07	0.03%	-	Corporate Debt	Belgium
3138WFPH	3138WFPH	Fannie Mae 3.5% SEP 01 45	2,448,472	$2,265,473.02	0.03%	$2,265,473.01	0.03%	-	Mortgage-Backed Securities	United States
3128MJS3	3128MJS3	Freddie Mac Gold 3% JUL 01 43	2,497,669	$2,267,965.88	0.03%	$2,267,965.89	0.03%	-	Mortgage-Backed Securities	United States
05401AAG	05401AAG	Avolon Holdings Funding Ltd 144A 4.375% MAY 01 26	2,248,000	$2,228,446.70	0.03%	$2,228,446.70	0.03%	-	Corporate Debt	Ireland
337738BC	337738BC	Fiserv Inc 2.65% JUN 01 30	2,445,000	$2,218,278.82	0.03%	$2,218,278.82	0.03%	-	Corporate Debt	United States
3140XHKM	3140XHKM	Fannie Mae 1.5% APR 01 52	2,867,593	$2,193,237.46	0.03%	$2,193,237.46	0.03%	-	Mortgage-Backed Securities	United States
11135FBV	11135FBV	Broadcom Inc 144A 4.926% MAY 15 37	2,223,000	$2,162,127.78	0.03%	$2,162,127.78	0.03%	-	Corporate Debt	United States
3132DQDZ	3132DQDZ	Freddie Mac Pool 5.5% APR 01 53	2,100,312	$2,132,698.55	0.03%	$2,132,698.55	0.03%	-	Mortgage-Backed Securities	United States
36269EAB	36269EAB	GLS Auto Select Receivables Trust 2023-2 144A 6.37% JUN 15 28	2,107,672	$2,138,484.66	0.03%	$2,138,484.67	0.03%	-	Asset Backed Securities	United States
36179WXK	36179WXK	Ginnie Mae II 3% FEB 20 52	2,389,382	$2,124,020.69	0.03%	$2,124,020.69	0.03%	-	Mortgage-Backed Securities	United States
36179TLS	36179TLS	Ginnie Mae II 3.5% NOV 20 47	2,257,040	$2,092,855.76	0.03%	$2,092,855.77	0.03%	-	Mortgage-Backed Securities	United States
3140KELG	3140KELG	Fannie Mae 2% AUG 01 50	2,586,538	$2,084,449.54	0.03%	$2,084,449.54	0.03%	-	Mortgage-Backed Securities	United States
3140A1F5	3140A1F5	Fannie Mae 6% NOV 01 53	2,041,883	$2,076,528.99	0.03%	$2,076,529.00	0.03%	-	Mortgage-Backed Securities	United States
3133KRT6	3133KRT6	Freddie Mac Pool 5.5% AUG 01 53	2,059,262	$2,070,846.41	0.03%	$2,070,846.41	0.03%	-	Mortgage-Backed Securities	United States
31417AYE	31417AYE	Fannie Mae 4% JAN 01 42	2,118,610	$2,046,044.04	0.02%	$2,046,044.04	0.02%	-	Mortgage-Backed Securities	United States
3140M2PK	3140M2PK	Fannie Mae 1.5% FEB 01 52	2,653,051	$2,029,109.44	0.02%	$2,029,109.44	0.02%	-	Mortgage-Backed Securities	United States
378272BE	378272BE	Glencore Funding LLC 144A 2.85% APR 27 31	2,292,000	$2,026,206.72	0.02%	$2,026,206.72	0.02%	-	Corporate Debt	Australia
65473QBD	65473QBD	NiSource Inc 5.65% FEB 01 45	1,946,000	$2,023,929.90	0.02%	$2,023,929.89	0.02%	-	Corporate Debt	United States
31418EYP	31418EYP	Fannie Mae 6.5% DEC 01 53	1,931,279	$1,988,167.22	0.02%	$1,988,167.22	0.02%	-	Mortgage-Backed Securities	United States
3140QPAG	3140QPAG	Fannie Mae 3.5% MAY 01 52	2,186,872	$1,992,089.45	0.02%	$1,992,089.45	0.02%	-	Mortgage-Backed Securities	United States
3138ERQS	3138ERQS	Fannie Mae 3% DEC 01 31	2,047,873	$1,974,862.84	0.02%	$1,974,862.85	0.02%	-	Mortgage-Backed Securities	United States
3132WH5Q	3132WH5Q	Freddie Mac Gold 3% NOV 01 46	2,201,512	$1,971,706.66	0.02%	$1,971,706.66	0.02%	-	Mortgage-Backed Securities	United States
29278GAC	29278GAC	Enel Finance International NV 144A 4.75% MAY 25 47	2,194,000	$1,963,485.59	0.02%	$1,963,485.58	0.02%	-	Corporate Debt	Italy
3133B4JE	3133B4JE	Freddie Mac Pool 2% FEB 01 52	2,405,307	$1,958,111.90	0.02%	$1,958,111.89	0.02%	-	Mortgage-Backed Securities	United States
38384KSR	38384KSR	Ginnie Mae 5.911% MAR 20 64	1,918,718	$1,930,475.56	0.02%	$1,930,475.56	0.02%	-	Mortgage-Backed Securities	United States
31418ECW	31418ECW	Fannie Mae 3% APR 01 37	2,044,516	$1,929,220.92	0.02%	$1,929,220.92	0.02%	-	Mortgage-Backed Securities	United States
31418EAN	31418EAN	Fannie Mae 2.5% JAN 01 52	2,289,918	$1,926,791.19	0.02%	$1,926,791.19	0.02%	-	Mortgage-Backed Securities	United States
3140XHY9	3140XHY9	Fannie Mae 2.5% AUG 01 52	2,261,292	$1,899,214.62	0.02%	$1,899,214.63	0.02%	-	Mortgage-Backed Securities	United States
3140N24Z	3140N24Z	Fannie Mae 4.5% SEP 01 52	1,955,548	$1,900,969.49	0.02%	$1,900,969.50	0.02%	-	Mortgage-Backed Securities	United States
36179XFG	36179XFG	Ginnie Mae II 4% SEP 20 52	2,005,018	$1,893,936.94	0.02%	$1,893,936.95	0.02%	-	Mortgage-Backed Securities	United States
31418DYB	31418DYB	Fannie Mae 2% APR 01 51	2,304,685	$1,861,886.06	0.02%	$1,861,886.06	0.02%	-	Mortgage-Backed Securities	United States
3140QDT3	3140QDT3	Fannie Mae 2.5% JUN 01 50	2,165,467	$1,843,561.61	0.02%	$1,843,561.61	0.02%	-	Mortgage-Backed Securities	United States
3128MJXK	3128MJXK	Freddie Mac Gold 3.5% DEC 01 45	1,978,778	$1,831,950.67	0.02%	$1,831,950.67	0.02%	-	Mortgage-Backed Securities	United States
3133AWL7	3133AWL7	Freddie Mac Pool 2% NOV 01 51	2,230,785	$1,813,971.58	0.02%	$1,813,971.57	0.02%	-	Mortgage-Backed Securities	United States
3140XLVH	3140XLVH	Fannie Mae 5.5% JUN 01 53	1,782,029	$1,788,525.96	0.02%	$1,788,525.97	0.02%	-	Mortgage-Backed Securities	United States
3140MHS4	3140MHS4	Fannie Mae 2.5% MAR 01 52	2,077,759	$1,767,431.83	0.02%	$1,767,431.83	0.02%	-	Mortgage-Backed Securities	United States
3133B4H9	3133B4H9	Freddie Mac Pool 2% FEB 01 52	2,152,116	$1,755,851.24	0.02%	$1,755,851.24	0.02%	-	Mortgage-Backed Securities	United States
31419ANB	31419ANB	Fannie Mae 4% SEP 01 40	1,798,830	$1,740,209.71	0.02%	$1,740,209.71	0.02%	-	Mortgage-Backed Securities	United States
31417G2Y	31417G2Y	Fannie Mae 3.5% JUL 01 43	1,833,267	$1,711,017.02	0.02%	$1,711,017.02	0.02%	-	Mortgage-Backed Securities	United States
785592AX	785592AX	Sabine Pass Liquefaction LLC 4.5% MAY 15 30	1,665,000	$1,637,209.40	0.02%	$1,637,209.40	0.02%	-	Corporate Debt	United States
3140QRQH	3140QRQH	Fannie Mae 5% DEC 01 52	1,635,984	$1,616,743.52	0.02%	$1,616,743.53	0.02%	-	Mortgage-Backed Securities	United States
034863BB	034863BB	Anglo American Capital PLC 144A 3.875% MAR 16 29	1,639,000	$1,583,851.05	0.02%	$1,583,851.05	0.02%	-	Corporate Debt	United Kingdom
500945AB	500945AB	Kubota Credit Owner Trust 2023-2 144A 5.61% JUL 15 26	1,568,040	$1,576,643.78	0.02%	$1,576,643.78	0.02%	-	Asset Backed Securities	United States
3140XJ5R	3140XJ5R	Fannie Mae 2% JUL 01 37	1,758,790	$1,580,130.72	0.02%	$1,580,130.72	0.02%	-	Mortgage-Backed Securities	United States
3132DQZG	3132DQZG	Freddie Mac Pool 5.5% MAY 01 53	1,555,798	$1,561,469.07	0.02%	$1,561,469.06	0.02%	-	Mortgage-Backed Securities	United States
31418D4Y	31418D4Y	Fannie Mae 2.5% OCT 01 51	1,807,539	$1,527,066.78	0.02%	$1,527,066.78	0.02%	-	Mortgage-Backed Securities	United States
030288AC	030288AC	American Transmission Systems Inc 144A 2.65% JAN 15 32	1,738,000	$1,520,894.57	0.02%	$1,520,894.57	0.02%	-	Corporate Debt	United States
3133C6X3	3133C6X3	Freddie Mac Pool 5% JUL 01 53	1,511,138	$1,490,018.08	0.02%	$1,490,018.08	0.02%	-	Mortgage-Backed Securities	United States
3140QRKT	3140QRKT	Fannie Mae 6% FEB 01 53	1,426,959	$1,491,780.07	0.02%	$1,491,780.08	0.02%	-	Mortgage-Backed Securities	United States
756109AX	756109AX	Realty Income Corp 3.25% JAN 15 31	1,594,000	$1,479,869.60	0.02%	$1,479,869.60	0.02%	-	Corporate Debt	United States
694308JF	694308JF	Pacific Gas and Electric Co 2.1% AUG 01 27	1,561,000	$1,467,586.08	0.02%	$1,467,586.08	0.02%	-	Corporate Debt	United States
3140NJXN	3140NJXN	Fannie Mae 5% APR 01 53	1,462,724	$1,445,033.91	0.02%	$1,445,033.92	0.02%	-	Mortgage-Backed Securities	United States
3140NHFH	3140NHFH	Fannie Mae 5% APR 01 53	1,469,811	$1,450,258.25	0.02%	$1,450,258.26	0.02%	-	Mortgage-Backed Securities	United States
36179NF7	36179NF7	Ginnie Mae II 3.5% JUN 20 43	1,548,721	$1,451,320.46	0.02%	$1,451,320.46	0.02%	-	Mortgage-Backed Securities	United States
31417F3J	31417F3J	Fannie Mae 3.5% APR 01 43	1,539,947	$1,438,850.43	0.02%	$1,438,850.43	0.02%	-	Mortgage-Backed Securities	United States
01F0206C	01F0206C	Fannie Mae or Freddie Mac 2% DEC TBA	1,775,000	$1,422,740.22	0.02%	$1,421,655.49	0.02%	-	Mortgage-Backed Securities	United States
12592BAL	12592BAL	CNH Industrial Capital LLC 1.875% JAN 15 26	1,459,000	$1,422,209.06	0.02%	$1,422,209.06	0.02%	-	Corporate Debt	United States
58003UAA	58003UAA	MF1 2020-FL4 Ltd 144A FRB DEC 15 35	1,397,312	$1,402,143.51	0.02%	$1,402,143.51	0.02%	-	Collateralized Loan Obligations	United States
46647PBP	46647PBP	JPMorgan Chase & Co FRB MAY 13 31	1,546,000	$1,399,875.22	0.02%	$1,399,875.22	0.02%	-	Corporate Debt	United States
3132WDYH	3132WDYH	Freddie Mac Gold 3% MAY 01 46	1,535,503	$1,375,337.10	0.02%	$1,375,337.10	0.02%	-	Mortgage-Backed Securities	United States
36179NJA	36179NJA	Ginnie Mae II 3.5% MAY 20 42	1,455,038	$1,363,455.96	0.02%	$1,363,455.96	0.02%	-	Mortgage-Backed Securities	United States
718172CW	718172CW	Philip Morris International Inc 5.625% NOV 17 29	1,299,000	$1,354,838.36	0.02%	$1,354,838.36	0.02%	-	Corporate Debt	United States
50212YAH	50212YAH	LPL Holdings Inc 6.75% NOV 17 28	1,274,000	$1,353,880.49	0.02%	$1,353,880.49	0.02%	-	Corporate Debt	United States
3140XLTQ	3140XLTQ	Fannie Mae 2% AUG 01 37	1,500,042	$1,347,641.58	0.02%	$1,347,641.58	0.02%	-	Mortgage-Backed Securities	United States
3137ATAP	3137ATAP	Freddie Mac REMICS 3.5% AUG 15 42	1,444,371	$1,353,031.80	0.02%	$1,353,031.80	0.02%	-	Mortgage-Backed Securities	United States
31418D6B	31418D6B	Fannie Mae 2% NOV 01 51	1,674,289	$1,351,238.91	0.02%	$1,351,238.92	0.02%	-	Mortgage-Backed Securities	United States
3133AYUA	3133AYUA	Freddie Mac Pool 2.5% DEC 01 51	1,582,525	$1,338,435.74	0.02%	$1,338,435.74	0.02%	-	Mortgage-Backed Securities	United States
3137H4SM	3137H4SM	FHMS K136 XAM 0.567 DEC 25 31	40,016,231	$1,341,125.37	0.02%	$1,341,125.37	0.02%	-	Mortgage-Backed Securities	United States
3128P8FJ	3128P8FJ	Freddie Mac Gold 3% JAN 01 38	1,437,071	$1,334,353.45	0.02%	$1,334,353.45	0.02%	-	Mortgage-Backed Securities	United States
3138YWJX	3138YWJX	Fannie Mae 3.5% OCT 01 45	1,427,122	$1,324,790.37	0.02%	$1,324,790.36	0.02%	-	Mortgage-Backed Securities	United States
3140MSJV	3140MSJV	Fannie Mae 3% SEP 01 37	1,396,123	$1,317,381.42	0.02%	$1,317,381.42	0.02%	-	Mortgage-Backed Securities	United States
3132DWFF	3132DWFF	Freddie Mac Pool 4.5% NOV 01 52	1,354,491	$1,307,742.56	0.02%	$1,307,742.56	0.02%	-	Mortgage-Backed Securities	United States
3140QKQL	3140QKQL	Fannie Mae 2.5% MAY 01 51	1,524,119	$1,293,635.45	0.02%	$1,293,635.45	0.02%	-	Mortgage-Backed Securities	United States
3133BXSM	3133BXSM	Freddie Mac Pool 5% MAR 01 53	1,295,534	$1,278,886.96	0.02%	$1,278,886.96	0.02%	-	Mortgage-Backed Securities	United States
08163VAC	08163VAC	Benchmark 2023-V3 Mortgage Trust FRB JUL 15 56	1,190,323	$1,248,947.98	0.02%	$1,248,947.98	0.02%	-	Commercial Mortgage-Backed Securities	United States
31418CLH	31418CLH	Fannie Mae 4% JUN 01 47	1,308,356	$1,249,432.05	0.02%	$1,249,432.05	0.02%	-	Mortgage-Backed Securities	United States
3132E0QN	3132E0QN	Freddie Mac Pool 3.5% AUG 01 53	1,367,804	$1,244,592.51	0.02%	$1,244,592.50	0.02%	-	Mortgage-Backed Securities	United States
3132DWC6	3132DWC6	Freddie Mac Pool 2% FEB 01 52	1,546,675	$1,245,212.04	0.02%	$1,245,212.05	0.02%	-	Mortgage-Backed Securities	United States
31417GQH	31417GQH	Fannie Mae 3.5% MAY 01 43	1,283,307	$1,199,589.44	0.01%	$1,199,589.44	0.01%	-	Mortgage-Backed Securities	United States
26441CAS	26441CAS	Duke Energy Corp 2.65% SEP 01 26	1,236,000	$1,203,123.97	0.01%	$1,203,123.97	0.01%	-	Corporate Debt	United States
161175BL	161175BL	Charter Communications Operating LLC / Charter Communications Operating Capital 5.375 MAY 01 47	1,390,000	$1,193,506.20	0.01%	$1,193,506.20	0.01%	-	Corporate Debt	United States
312945AM	312945AM	Freddie Mac Gold 4% JAN 01 41	1,233,276	$1,194,556.76	0.01%	$1,194,556.76	0.01%	-	Mortgage-Backed Securities	United States
404280CP	404280CP	HSBC Holdings PLC FRB SEP 09 70	1,215,000	$1,183,375.26	0.01%	$1,183,375.26	0.01%	-	Corporate Debt	United Kingdom
929160AZ	929160AZ	Vulcan Materials Co 3.5% JUN 01 30	1,246,000	$1,190,184.87	0.01%	$1,190,184.87	0.01%	-	Corporate Debt	United States
073250BW	073250BW	Bayview Financial Revolving Asset Trust 2005-E 144A FRB DEC 28 40	672,499	$1,188,625.93	0.01%	$1,188,625.93	0.01%	-	Asset Backed Securities	United States
3128M9T5	3128M9T5	Freddie Mac Gold 4% JAN 01 41	1,214,225	$1,176,113.05	0.01%	$1,176,113.05	0.01%	-	Mortgage-Backed Securities	United States
125523CJ	125523CJ	Cigna Group 3.2% MAR 15 40	1,517,000	$1,174,749.99	0.01%	$1,174,749.99	0.01%	-	Corporate Debt	United States
36179WR3	36179WR3	Ginnie Mae II 3% NOV 20 51	1,316,510	$1,170,799.89	0.01%	$1,170,799.89	0.01%	-	Mortgage-Backed Securities	United States
3132DNP6	3132DNP6	Freddie Mac Pool 2.5% OCT 01 51	1,396,057	$1,171,983.98	0.01%	$1,171,983.98	0.01%	-	Mortgage-Backed Securities	United States
3133BNU8	3133BNU8	Freddie Mac Pool 4.5% OCT 01 52	1,207,306	$1,165,618.37	0.01%	$1,165,618.37	0.01%	-	Mortgage-Backed Securities	United States
78398DAB	78398DAB	SBNA Auto Lease Trust 2024-C 144A 4.94% NOV 20 26	1,148,000	$1,150,723.33	0.01%	$1,150,723.34	0.01%	-	Asset Backed Securities	United States
3140QQQM	3140QQQM	Fannie Mae 4.5% OCT 01 52	1,187,222	$1,145,539.89	0.01%	$1,145,539.89	0.01%	-	Mortgage-Backed Securities	United States
3140A5WM	3140A5WM	Fannie Mae 6% DEC 01 53	1,125,747	$1,144,820.64	0.01%	$1,144,820.64	0.01%	-	Mortgage-Backed Securities	United States
3133BQET	3133BQET	Freddie Mac Pool 4.5% NOV 01 52	1,180,914	$1,140,139.17	0.01%	$1,140,139.16	0.01%	-	Mortgage-Backed Securities	United States
31418EH5	31418EH5	Fannie Mae 2% AUG 01 37	1,254,590	$1,128,688.74	0.01%	$1,128,688.74	0.01%	-	Mortgage-Backed Securities	United States
3132JNDC	3132JNDC	Freddie Mac Gold 3.5% AUG 01 43	1,211,917	$1,131,004.26	0.01%	$1,131,004.26	0.01%	-	Mortgage-Backed Securities	United States
3140QKY7	3140QKY7	Fannie Mae 3% JUN 01 51	1,227,124	$1,093,439.32	0.01%	$1,093,439.32	0.01%	-	Mortgage-Backed Securities	United States
3138ETDS	3138ETDS	Fannie Mae 4% JAN 01 43	1,128,172	$1,088,935.68	0.01%	$1,088,935.68	0.01%	-	Mortgage-Backed Securities	United States
3140X5XN	3140X5XN	Fannie Mae 2.5% FEB 01 50	1,277,188	$1,090,127.17	0.01%	$1,090,127.17	0.01%	-	Mortgage-Backed Securities	United States
3138EH3F	3138EH3F	Fannie Mae 4% OCT 01 41	1,124,143	$1,087,537.73	0.01%	$1,087,537.73	0.01%	-	Mortgage-Backed Securities	United States
3140E0X9	3140E0X9	Fannie Mae 4% JUN 01 41	1,126,861	$1,090,160.35	0.01%	$1,090,160.36	0.01%	-	Mortgage-Backed Securities	United States
36202FPF	36202FPF	Ginnie Mae II 4% JAN 20 41	1,112,652	$1,079,221.03	0.01%	$1,079,221.03	0.01%	-	Mortgage-Backed Securities	United States
3140XCAK	3140XCAK	Fannie Mae 2.5% AUG 01 51	1,257,587	$1,067,856.77	0.01%	$1,067,856.77	0.01%	-	Mortgage-Backed Securities	United States
3132DQZR	3132DQZR	Freddie Mac Pool 5% APR 01 53	1,059,112	$1,046,572.39	0.01%	$1,046,572.39	0.01%	-	Mortgage-Backed Securities	United States
3140QEAV	3140QEAV	Fannie Mae 2.5% JUL 01 50	1,197,960	$1,023,422.56	0.01%	$1,023,422.56	0.01%	-	Mortgage-Backed Securities	United States
3138EK6N	3138EK6N	Fannie Mae 4% MAY 01 43	1,034,372	$995,531.28	0.01%	$995,531.27	0.01%	-	Mortgage-Backed Securities	United States
3132J4MM	3132J4MM	Freddie Mac Gold 3.5% NOV 01 37	1,019,007	$973,895.16	0.01%	$973,895.16	0.01%	-	Mortgage-Backed Securities	United States
31417AYK	31417AYK	Fannie Mae 4% JAN 01 42	1,011,957	$976,459.94	0.01%	$976,459.94	0.01%	-	Mortgage-Backed Securities	United States
36297GSD	36297GSD	Ginnie Mae I 3.5% DEC 15 41	1,014,540	$954,665.35	0.01%	$954,665.35	0.01%	-	Mortgage-Backed Securities	United States
3138ERQU	3138ERQU	Fannie Mae 3% DEC 01 31	989,999	$952,966.97	0.01%	$952,966.97	0.01%	-	Mortgage-Backed Securities	United States
3133BB3C	3133BB3C	Freddie Mac Pool 3.5% MAY 01 52	1,028,876	$945,288.71	0.01%	$945,288.71	0.01%	-	Mortgage-Backed Securities	United States
3138EQ7L	3138EQ7L	Fannie Mae 4% JUN 01 43	974,120	$942,397.80	0.01%	$942,397.80	0.01%	-	Mortgage-Backed Securities	United States
3133AC2G	3133AC2G	Freddie Mac Pool 2% DEC 01 50	1,146,690	$928,058.58	0.01%	$928,058.58	0.01%	-	Mortgage-Backed Securities	United States
3133KLHG	3133KLHG	Freddie Mac Pool 1.5% MAR 01 51	1,203,629	$925,002.08	0.01%	$925,002.08	0.01%	-	Mortgage-Backed Securities	United States
21H0706C	21H0706C	Ginnie Mae 7% DEC TBA	900,000	$926,100.77	0.01%	$922,950.77	0.01%	-	Mortgage-Backed Securities	United States
49271VAJ	49271VAJ	Keurig Dr Pepper Inc 3.2% MAY 01 30	986,000	$914,756.07	0.01%	$914,756.07	0.01%	-	Corporate Debt	United States
3138X13A	3138X13A	Fannie Mae 3.5% AUG 01 43	979,705	$916,000.47	0.01%	$916,000.47	0.01%	-	Mortgage-Backed Securities	United States
3138ER5E	3138ER5E	Fannie Mae 4% MAY 01 44	949,610	$914,745.87	0.01%	$914,745.86	0.01%	-	Mortgage-Backed Securities	United States
3140MMBM	3140MMBM	Fannie Mae 3% MAY 01 52	1,050,400	$920,202.79	0.01%	$920,202.78	0.01%	-	Mortgage-Backed Securities	United States
3140APG5	3140APG5	Fannie Mae 6% SEP 01 54	898,444	$913,795.19	0.01%	$913,795.19	0.01%	-	Mortgage-Backed Securities	United States
3132HQDE	3132HQDE	Freddie Mac Gold 3.5% DEC 01 42	973,073	$911,780.94	0.01%	$911,780.94	0.01%	-	Mortgage-Backed Securities	United States
31418EB9	31418EB9	Fannie Mae 2.5% MAR 01 52	1,068,061	$899,052.24	0.01%	$899,052.24	0.01%	-	Mortgage-Backed Securities	United States
3140MPWF	3140MPWF	Fannie Mae 3% MAY 01 52	1,009,335	$883,941.54	0.01%	$883,941.54	0.01%	-	Mortgage-Backed Securities	United States
31418ECD	31418ECD	Fannie Mae 2% MAR 01 37	985,120	$885,204.38	0.01%	$885,204.38	0.01%	-	Mortgage-Backed Securities	United States
3132CXEU	3132CXEU	Freddie Mac Pool 2% JUL 01 38	977,594	$878,333.10	0.01%	$878,333.11	0.01%	-	Mortgage-Backed Securities	United States
3133C52T	3133C52T	Freddie Mac Pool 5% JUN 01 53	888,251	$877,704.84	0.01%	$877,704.84	0.01%	-	Mortgage-Backed Securities	United States
36179WJS	36179WJS	Ginnie Mae II 3% JUL 20 51	975,418	$867,866.45	0.01%	$867,866.44	0.01%	-	Mortgage-Backed Securities	United States
31418EDC	31418EDC	Fannie Mae 2.5% MAY 01 52	1,033,545	$867,707.28	0.01%	$867,707.28	0.01%	-	Mortgage-Backed Securities	United States
3132GRL5	3132GRL5	Freddie Mac Gold 3.5% FEB 01 42	924,254	$866,041.03	0.01%	$866,041.03	0.01%	-	Mortgage-Backed Securities	United States
31418D4X	31418D4X	Fannie Mae 2% OCT 01 51	1,059,408	$854,533.19	0.01%	$854,533.19	0.01%	-	Mortgage-Backed Securities	United States
3132DNXJ	3132DNXJ	Freddie Mac Pool 2.5% SEP 01 52	999,999	$841,832.52	0.01%	$841,832.52	0.01%	-	Mortgage-Backed Securities	United States
01400EAD	01400EAD	Alcon Finance Corp 144A 2.6% MAY 27 30	944,000	$844,287.31	0.01%	$844,287.31	0.01%	-	Corporate Debt	United States
3140QEWL	3140QEWL	Fannie Mae 2.5% SEP 01 50	985,839	$841,284.28	0.01%	$841,284.28	0.01%	-	Mortgage-Backed Securities	United States
3133GHAH	3133GHAH	Freddie Mac Pool 2% MAR 01 37	924,944	$831,765.42	0.01%	$831,765.42	0.01%	-	Mortgage-Backed Securities	United States
3133KNF9	3133KNF9	Freddie Mac Pool 2.5% DEC 01 51	993,076	$833,768.46	0.01%	$833,768.46	0.01%	-	Mortgage-Backed Securities	United States
31381RTA	31381RTA	Fannie Mae 4.54% JUL 01 26	830,676	$833,623.82	0.01%	$833,623.82	0.01%	-	Mortgage-Backed Securities	United States
3132JAJ9	3132JAJ9	Freddie Mac Gold 3% MAY 01 43	913,429	$829,425.52	0.01%	$829,425.52	0.01%	-	Mortgage-Backed Securities	United States
3138WFUW	3138WFUW	Fannie Mae 3.5% OCT 01 45	871,641	$807,389.82	0.01%	$807,389.82	0.01%	-	Mortgage-Backed Securities	United States
3132DWFC	3132DWFC	Freddie Mac Pool 3% NOV 01 52	913,795	$799,176.92	0.01%	$799,176.92	0.01%	-	Mortgage-Backed Securities	United States
31419B5X	31419B5X	Fannie Mae 4% SEP 01 40	830,376	$803,316.36	0.01%	$803,316.36	0.01%	-	Mortgage-Backed Securities	United States
3128M9LS	3128M9LS	Freddie Mac Gold 3.5% DEC 01 42	852,194	$798,527.09	0.01%	$798,527.10	0.01%	-	Mortgage-Backed Securities	United States
3132WJUV	3132WJUV	Freddie Mac Gold 3.5% DEC 01 46	860,992	$797,116.71	0.01%	$797,116.71	0.01%	-	Mortgage-Backed Securities	United States
3138E2LH	3138E2LH	Fannie Mae 3.5% JAN 01 42	849,025	$794,746.54	0.01%	$794,746.54	0.01%	-	Mortgage-Backed Securities	United States
31381TQQ	31381TQQ	Fannie Mae 3.95% JAN 01 27	802,850	$797,791.84	0.01%	$797,791.84	0.01%	-	Mortgage-Backed Securities	United States
3140XGR3	3140XGR3	Fannie Mae 3% APR 01 52	890,115	$779,968.24	0.01%	$779,968.24	0.01%	-	Mortgage-Backed Securities	United States
3137FUZG	3137FUZG	Freddie Mac Multifamily Structured Pass Through Certificates FRB MAY 25 30	8,995,049	$774,486.43	0.01%	$774,486.43	0.01%	-	Mortgage-Backed Securities	United States
00205GAD	00205GAD	APA Infrastructure Ltd 144A 4.25% JUL 15 27	777,000	$779,252.58	0.01%	$779,252.58	0.01%	-	Corporate Debt	Australia
3140MGEZ	3140MGEZ	Fannie Mae 2.5% MAR 01 52	907,288	$766,081.97	0.01%	$766,081.97	0.01%	-	Mortgage-Backed Securities	United States
3132DWFS	3132DWFS	Freddie Mac Pool 5.5% DEC 01 52	767,800	$772,375.71	0.01%	$772,375.72	0.01%	-	Mortgage-Backed Securities	United States
3132L6HF	3132L6HF	Freddie Mac Gold 4% APR 01 44	800,977	$765,903.69	0.01%	$765,903.69	0.01%	-	Mortgage-Backed Securities	United States
3140XJ5L	3140XJ5L	Fannie Mae 2.5% JAN 01 51	912,085	$766,889.78	0.01%	$766,889.78	0.01%	-	Mortgage-Backed Securities	United States
3133BWMK	3133BWMK	Freddie Mac Pool 5.5% MAR 01 53	752,110	$755,760.42	0.01%	$755,760.42	0.01%	-	Mortgage-Backed Securities	United States
312943UJ	312943UJ	Freddie Mac Gold 4% NOV 01 40	780,647	$756,143.51	0.01%	$756,143.50	0.01%	-	Mortgage-Backed Securities	United States
3140EU7G	3140EU7G	Fannie Mae 3.5% MAY 01 46	816,098	$755,650.41	0.01%	$755,650.41	0.01%	-	Mortgage-Backed Securities	United States
3140NCW2	3140NCW2	Fannie Mae 4.5% MAR 01 53	777,604	$750,271.51	0.01%	$750,271.51	0.01%	-	Mortgage-Backed Securities	United States
3140A1FW	3140A1FW	Fannie Mae 6% NOV 01 53	735,346	$747,958.67	0.01%	$747,958.67	0.01%	-	Mortgage-Backed Securities	United States
3133KMSR	3133KMSR	Freddie Mac Pool 2% SEP 01 51	926,401	$746,994.41	0.01%	$746,994.41	0.01%	-	Mortgage-Backed Securities	United States
3138WGHU	3138WGHU	Fannie Mae 3.5% JAN 01 46	784,995	$728,724.75	0.01%	$728,724.75	0.01%	-	Mortgage-Backed Securities	United States
3132J9V8	3132J9V8	Freddie Mac Gold 3% MAY 01 43	805,306	$731,247.80	0.01%	$731,247.80	0.01%	-	Mortgage-Backed Securities	United States
31418CRF	31418CRF	Fannie Mae 3% NOV 01 37	780,796	$725,078.88	0.01%	$725,078.88	0.01%	-	Mortgage-Backed Securities	United States
35563PMN	35563PMN	Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 3% FEB 25 59	827,124	$721,555.19	0.01%	$721,555.19	0.01%	-	Mortgage-Backed Securities	United States
36179SLR	36179SLR	Ginnie Mae II 3% SEP 20 46	799,142	$720,440.16	0.01%	$720,440.17	0.01%	-	Mortgage-Backed Securities	United States
35563PLK	35563PLK	Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 3.5% OCT 25 58	763,298	$709,552.88	0.01%	$709,552.88	0.01%	-	Mortgage-Backed Securities	United States
3137H5DT	3137H5DT	Freddie Mac Multifamily Structured Pass Through Certificates FRB DEC 25 31	23,600,379	$700,614.67	0.01%	$700,614.68	0.01%	-	Mortgage-Backed Securities	United States
31418D7E	31418D7E	Fannie Mae 2% DEC 01 51	871,282	$701,392.35	0.01%	$701,392.35	0.01%	-	Mortgage-Backed Securities	United States
31418EB7	31418EB7	Fannie Mae 1.5% MAR 01 52	922,591	$706,470.90	0.01%	$706,470.90	0.01%	-	Mortgage-Backed Securities	United States
31418EVA	31418EVA	Fannie Mae 6% AUG 01 53	683,410	$696,028.13	0.01%	$696,028.13	0.01%	-	Mortgage-Backed Securities	United States
3140XJ5Q	3140XJ5Q	Fannie Mae 2% FEB 01 38	770,628	$693,072.15	0.01%	$693,072.15	0.01%	-	Mortgage-Backed Securities	United States
3137F2LN	3137F2LN	Freddie Mac Multifamily Structured Pass Through Certificates FRB JUN 25 27	39,273,000	$693,815.41	0.01%	$693,815.41	0.01%	-	Mortgage-Backed Securities	United States
31418CV6	31418CV6	Fannie Mae 3.5% APR 01 38	726,578	$690,764.82	0.01%	$690,764.83	0.01%	-	Mortgage-Backed Securities	United States
3137FTZU	3137FTZU	Freddie Mac Multifamily Structured Pass Through Certificates FRB APR 25 30	7,819,828	$686,258.05	0.01%	$686,258.05	0.01%	-	Mortgage-Backed Securities	United States
31419LZZ	31419LZZ	Fannie Mae 4% DEC 01 40	684,570	$662,262.36	0.01%	$662,262.36	0.01%	-	Mortgage-Backed Securities	United States
3140KHW3	3140KHW3	Fannie Mae 2.5% JUL 01 50	773,816	$666,461.26	0.01%	$666,461.25	0.01%	-	Mortgage-Backed Securities	United States
3140QSEC	3140QSEC	Fannie Mae 5.5% MAY 01 53	643,586	$649,076.76	0.01%	$649,076.76	0.01%	-	Mortgage-Backed Securities	United States
31381QC5	31381QC5	Fannie Mae 5% MAR 01 26	638,494	$643,429.53	0.01%	$643,429.53	0.01%	-	Mortgage-Backed Securities	United States
3140FDVW	3140FDVW	Fannie Mae 3% SEP 01 46	724,894	$648,394.04	0.01%	$648,394.04	0.01%	-	Mortgage-Backed Securities	United States
3133KRS5	3133KRS5	Freddie Mac Pool 3% JUL 01 53	737,341	$646,374.57	0.01%	$646,374.57	0.01%	-	Mortgage-Backed Securities	United States
3138A5GN	3138A5GN	Fannie Mae 4% FEB 01 41	657,777	$636,341.10	0.01%	$636,341.10	0.01%	-	Mortgage-Backed Securities	United States
3138EQTZ	3138EQTZ	Fannie Mae 4.5% JUN 01 44	646,222	$640,443.50	0.01%	$640,443.50	0.01%	-	Mortgage-Backed Securities	United States
3133C2SM	3133C2SM	Freddie Mac Pool 5.5% MAY 01 53	629,819	$632,602.66	0.01%	$632,602.66	0.01%	-	Mortgage-Backed Securities	United States
3132QSWK	3132QSWK	Freddie Mac Gold 3.5% SEP 01 45	666,116	$617,935.91	0.01%	$617,935.91	0.01%	-	Mortgage-Backed Securities	United States
3133D3L4	3133D3L4	Freddie Mac Pool 2.5% AUG 01 40	691,247	$613,916.74	0.01%	$613,916.74	0.01%	-	Mortgage-Backed Securities	United States
3140XJJ5	3140XJJ5	Fannie Mae 2.5% JUL 01 37	663,763	$613,009.19	0.01%	$613,009.19	0.01%	-	Mortgage-Backed Securities	United States
3140N17J	3140N17J	Fannie Mae 4.5% OCT 01 52	639,872	$617,787.02	0.01%	$617,787.02	0.01%	-	Mortgage-Backed Securities	United States
3138ABYR	3138ABYR	Fannie Mae 4.5% APR 01 41	618,329	$613,831.92	0.01%	$613,831.92	0.01%	-	Mortgage-Backed Securities	United States
3132GS6D	3132GS6D	Freddie Mac Gold 3.5% APR 01 42	657,547	$616,207.92	0.01%	$616,207.92	0.01%	-	Mortgage-Backed Securities	United States
3137FPHM	3137FPHM	Freddie Mac Multifamily Structured Pass Through Certificates FRB AUG 25 29	13,203,086	$603,180.36	0.01%	$603,180.36	0.01%	-	Mortgage-Backed Securities	United States
3140L1Y4	3140L1Y4	Fannie Mae 2% FEB 01 51	736,499	$601,415.37	0.01%	$601,415.37	0.01%	-	Mortgage-Backed Securities	United States
3140NEEH	3140NEEH	Fannie Mae 5% APR 01 53	595,502	$588,713.18	0.01%	$588,713.18	0.01%	-	Mortgage-Backed Securities	United States
3138WDKV	3138WDKV	Fannie Mae 4% NOV 01 44	610,660	$583,187.24	0.01%	$583,187.25	0.01%	-	Mortgage-Backed Securities	United States
3140QM3U	3140QM3U	Fannie Mae 2% JAN 01 52	719,399	$582,003.03	0.01%	$582,003.03	0.01%	-	Mortgage-Backed Securities	United States
3138WEXT	3138WEXT	Fannie Mae 3.5% JUN 01 45	628,632	$581,845.86	0.01%	$581,845.86	0.01%	-	Mortgage-Backed Securities	United States
3140MSHE	3140MSHE	Fannie Mae 3% JUN 01 52	650,532	$569,691.11	0.01%	$569,691.11	0.01%	-	Mortgage-Backed Securities	United States
31417EN9	31417EN9	Fannie Mae 3.5% JAN 01 43	607,492	$567,885.38	0.01%	$567,885.38	0.01%	-	Mortgage-Backed Securities	United States
573284AV	573284AV	Martin Marietta Materials Inc 2.5% MAR 15 30	622,000	$560,607.58	0.01%	$560,607.58	0.01%	-	Corporate Debt	United States
31416BW8	31416BW8	Fannie Mae 4.5% MAR 01 34	574,369	$567,058.96	0.01%	$567,058.97	0.01%	-	Mortgage-Backed Securities	United States
3138ERCZ	3138ERCZ	Fannie Mae 4% APR 01 44	580,418	$559,120.76	0.01%	$559,120.75	0.01%	-	Mortgage-Backed Securities	United States
36179UQ6	36179UQ6	Ginnie Mae II 4.5% APR 20 49	564,917	$554,360.23	0.01%	$554,360.23	0.01%	-	Mortgage-Backed Securities	United States
31334YPZ	31334YPZ	Freddie Mac Pool 2.5% APR 01 48	647,589	$556,725.27	0.01%	$556,725.27	0.01%	-	Mortgage-Backed Securities	United States
36179RBW	36179RBW	Ginnie Mae II 3% APR 20 45	609,658	$552,363.89	0.01%	$552,363.88	0.01%	-	Mortgage-Backed Securities	United States
11120VAH	11120VAH	Brixmor Operating Partnership LP 4.125% MAY 15 29	567,000	$549,290.98	0.01%	$549,290.98	0.01%	-	Corporate Debt	United States
35563PLH	35563PLH	Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 3.5% OCT 25 58	576,763	$551,142.09	0.01%	$551,142.09	0.01%	-	Mortgage-Backed Securities	United States
3133CDMS	3133CDMS	Freddie Mac Pool 6.5% AUG 01 53	522,045	$538,939.49	0.01%	$538,939.49	0.01%	-	Mortgage-Backed Securities	United States
3137H4CH	3137H4CH	Freddie Mac Multifamily Structured Pass Through Certificates FRB NOV 25 31	25,136,487	$541,687.83	0.01%	$541,687.84	0.01%	-	Mortgage-Backed Securities	United States
36179XQW	36179XQW	Ginnie Mae II 5% JAN 20 53	543,055	$537,641.75	0.01%	$537,641.74	0.01%	-	Mortgage-Backed Securities	United States
3133KMMG	3133KMMG	Freddie Mac Pool 2.5% SEP 01 51	635,604	$533,646.31	0.01%	$533,646.31	0.01%	-	Mortgage-Backed Securities	United States
3133BX4N	3133BX4N	Freddie Mac Pool 5% MAR 01 53	537,604	$530,422.34	0.01%	$530,422.35	0.01%	-	Mortgage-Backed Securities	United States
3137FEBS	3137FEBS	Freddie Mac Multifamily Structured Pass Through Certificates FRB DEC 25 27	49,513,298	$525,176.78	0.01%	$525,176.78	0.01%	-	Mortgage-Backed Securities	United States
36179XQT	36179XQT	Ginnie Mae II 3.5% JAN 20 53	569,276	$522,288.14	0.01%	$522,288.14	0.01%	-	Mortgage-Backed Securities	United States
3137H4BT	3137H4BT	Freddie Mac Multifamily Structured Pass Through Certificates FRB SEP 25 31	16,898,337	$522,240.05	0.01%	$522,240.05	0.01%	-	Mortgage-Backed Securities	United States
36179UWA	36179UWA	Ginnie Mae II 4.5% JUL 20 49	531,469	$520,824.10	0.01%	$520,824.10	0.01%	-	Mortgage-Backed Securities	United States
3140XG3S	3140XG3S	Fannie Mae 2% MAY 01 37	570,445	$513,198.74	0.01%	$513,198.74	0.01%	-	Mortgage-Backed Securities	United States
31419JSM	31419JSM	Fannie Mae 4% NOV 01 40	536,197	$518,722.61	0.01%	$518,722.61	0.01%	-	Mortgage-Backed Securities	United States
3140KG4A	3140KG4A	Fannie Mae 2.5% JUL 01 50	600,054	$515,406.13	0.01%	$515,406.13	0.01%	-	Mortgage-Backed Securities	United States
3132DWF4	3132DWF4	Freddie Mac Pool 4.5% JAN 01 53	525,414	$506,967.33	0.01%	$506,967.33	0.01%	-	Mortgage-Backed Securities	United States
3138WEVB	3138WEVB	Fannie Mae 3.5% JUN 01 45	535,267	$495,262.72	0.01%	$495,262.73	0.01%	-	Mortgage-Backed Securities	United States
3138EHGM	3138EHGM	Fannie Mae 4% NOV 01 41	495,140	$479,001.10	0.01%	$479,001.10	0.01%	-	Mortgage-Backed Securities	United States
3133C23A	3133C23A	Freddie Mac Pool 5% APR 01 53	489,886	$484,115.69	0.01%	$484,115.70	0.01%	-	Mortgage-Backed Securities	United States
3133BRZA	3133BRZA	Freddie Mac Pool 4.5% DEC 01 52	500,538	$483,195.92	0.01%	$483,195.92	0.01%	-	Mortgage-Backed Securities	United States
3140NFAL	3140NFAL	Fannie Mae 5% MAY 01 53	477,448	$470,716.63	0.01%	$470,716.62	0.01%	-	Mortgage-Backed Securities	United States
31418EDG	31418EDG	Fannie Mae 2% MAY 01 37	524,733	$471,427.76	0.01%	$471,427.76	0.01%	-	Mortgage-Backed Securities	United States
3133BSYV	3133BSYV	Freddie Mac Pool 5% DEC 01 52	476,448	$470,453.22	0.01%	$470,453.22	0.01%	-	Mortgage-Backed Securities	United States
3138EPN9	3138EPN9	Fannie Mae 4% FEB 01 45	482,661	$460,957.16	0.01%	$460,957.16	0.01%	-	Mortgage-Backed Securities	United States
3140QEFD	3140QEFD	Fannie Mae 2.5% JUL 01 40	511,943	$454,676.17	0.01%	$454,676.16	0.01%	-	Mortgage-Backed Securities	United States
31418EP3	31418EP3	Fannie Mae 5.5% MAR 01 53	449,372	$451,847.30	0.01%	$451,847.30	0.01%	-	Mortgage-Backed Securities	United States
3138A2AX	3138A2AX	Fannie Mae 4% DEC 01 40	469,570	$448,178.46	0.01%	$448,178.46	0.01%	-	Mortgage-Backed Securities	United States
36202F3N	36202F3N	Ginnie Mae II 4% FEB 20 42	464,137	$450,194.15	0.01%	$450,194.15	0.01%	-	Mortgage-Backed Securities	United States
3138MBH8	3138MBH8	Fannie Mae 4% OCT 01 42	456,185	$439,960.80	0.01%	$439,960.80	0.01%	-	Mortgage-Backed Securities	United States
3138EQ5E	3138EQ5E	Fannie Mae 4.5% NOV 01 42	446,245	$443,003.96	0.01%	$443,003.96	0.01%	-	Mortgage-Backed Securities	United States
3138ENAA	3138ENAA	Fannie Mae 4.5% JAN 01 43	440,655	$437,451.50	0.01%	$437,451.50	0.01%	-	Mortgage-Backed Securities	United States
3140KGJG	3140KGJG	Fannie Mae 2.5% JUL 01 50	510,376	$436,414.52	0.01%	$436,414.53	0.01%	-	Mortgage-Backed Securities	United States
31417TNK	31417TNK	Fannie Mae 4.5% JAN 01 40	441,029	$436,996.15	0.01%	$436,996.14	0.01%	-	Mortgage-Backed Securities	United States
36200AJD	36200AJD	Ginnie Mae I 5.5% DEC 15 32	420,302	$430,066.97	0.01%	$430,066.97	0.01%	-	Mortgage-Backed Securities	United States
31417AYH	31417AYH	Fannie Mae 4% JAN 01 42	449,974	$433,818.20	0.01%	$433,818.20	0.01%	-	Mortgage-Backed Securities	United States
3140K5AX	3140K5AX	Fannie Mae 2.5% FEB 01 50	503,486	$430,132.49	0.01%	$430,132.49	0.01%	-	Mortgage-Backed Securities	United States
3133KMBC	3133KMBC	Freddie Mac Pool 2.5% JUN 01 51	503,837	$423,018.05	0.01%	$423,018.05	0.01%	-	Mortgage-Backed Securities	United States
3137FAWU	3137FAWU	Freddie Mac Multifamily Structured Pass Through Certificates FRB JUL 25 27	32,407,816	$423,885.97	0.01%	$423,885.97	0.01%	-	Mortgage-Backed Securities	United States
3132D6B3	3132D6B3	Freddie Mac Pool 2% JUN 01 37	462,317	$415,348.49	0.01%	$415,348.49	0.01%	-	Mortgage-Backed Securities	United States
31418CM4	31418CM4	Fannie Mae 3% JUL 01 37	443,375	$411,946.69	0.00%	$411,946.69	0.00%	-	Mortgage-Backed Securities	United States
3138ETEE	3138ETEE	Fannie Mae 4.5% JUN 01 44	409,210	$406,239.24	0.00%	$406,239.24	0.00%	-	Mortgage-Backed Securities	United States
31410LK3	31410LK3	Fannie Mae 4% DEC 01 42	426,657	$410,768.41	0.00%	$410,768.41	0.00%	-	Mortgage-Backed Securities	United States
36241L4N	36241L4N	Ginnie Mae I 4.5% APR 15 40	406,682	$399,154.70	0.00%	$399,154.70	0.00%	-	Mortgage-Backed Securities	United States
3137FDEU	3137FDEU	Freddie Mac Multifamily Structured Pass Through Certificates FRB NOV 25 32	23,918,386	$403,575.62	0.00%	$403,575.62	0.00%	-	Mortgage-Backed Securities	United States
3133BHQL	3133BHQL	Freddie Mac Pool 5% AUG 01 52	401,960	$397,595.03	0.00%	$397,595.03	0.00%	-	Mortgage-Backed Securities	United States
3138AA5A	3138AA5A	Fannie Mae 4.5% APR 01 41	406,291	$403,336.05	0.00%	$403,336.05	0.00%	-	Mortgage-Backed Securities	United States
3133B95J	3133B95J	Freddie Mac Pool 2.5% FEB 01 52	465,661	$390,950.60	0.00%	$390,950.60	0.00%	-	Mortgage-Backed Securities	United States
667274AA	667274AA	Northwell Healthcare Inc 3.979 NOV 01 46	490,000	$395,982.61	0.00%	$395,982.61	0.00%	-	Corporate Debt	United States
31335ALX	31335ALX	Freddie Mac Gold 4.5% MAY 01 42	390,012	$387,656.19	0.00%	$387,656.19	0.00%	-	Mortgage-Backed Securities	United States
303901BN	303901BN	Fairfax Financial Holdings Ltd 6% DEC 07 33	357,000	$383,066.14	0.00%	$383,066.14	0.00%	-	Corporate Debt	Canada
3140XKJJ	3140XKJJ	Fannie Mae 5% FEB 01 53	388,812	$384,288.51	0.00%	$384,288.51	0.00%	-	Mortgage-Backed Securities	United States
3132XVEW	3132XVEW	Freddie Mac Gold 3% DEC 01 47	433,819	$387,415.23	0.00%	$387,415.23	0.00%	-	Mortgage-Backed Securities	United States
3133KMMQ	3133KMMQ	Freddie Mac Pool 2.5% SEP 01 51	449,838	$377,679.41	0.00%	$377,679.41	0.00%	-	Mortgage-Backed Securities	United States
373334KN	373334KN	Georgia Power Co 3.7% JAN 30 50	482,000	$379,103.69	0.00%	$379,103.68	0.00%	-	Corporate Debt	United States
3132J8ZX	3132J8ZX	Freddie Mac Gold 3% APR 01 43	414,294	$376,195.13	0.00%	$376,195.13	0.00%	-	Mortgage-Backed Securities	United States
3132J93Z	3132J93Z	Freddie Mac Gold 3% MAY 01 43	411,465	$373,108.42	0.00%	$373,108.42	0.00%	-	Mortgage-Backed Securities	United States
3138EJQT	3138EJQT	Fannie Mae 4.5% FEB 01 42	371,311	$368,612.88	0.00%	$368,612.87	0.00%	-	Mortgage-Backed Securities	United States
3140L1Y5	3140L1Y5	Fannie Mae 2% JAN 01 51	448,175	$364,739.90	0.00%	$364,739.90	0.00%	-	Mortgage-Backed Securities	United States
3140MMU5	3140MMU5	Fannie Mae 3% JUN 01 52	419,316	$367,235.82	0.00%	$367,235.82	0.00%	-	Mortgage-Backed Securities	United States
3140X7LA	3140X7LA	Fannie Mae 2.5% AUG 01 50	433,853	$364,801.14	0.00%	$364,801.14	0.00%	-	Mortgage-Backed Securities	United States
31292HYT	31292HYT	Freddie Mac Gold 5% SEP 01 33	362,182	$364,254.37	0.00%	$364,254.37	0.00%	-	Mortgage-Backed Securities	United States
3138W9A7	3138W9A7	Fannie Mae 4% JUL 01 43	378,288	$363,729.65	0.00%	$363,729.65	0.00%	-	Mortgage-Backed Securities	United States
36200MJ7	36200MJ7	Ginnie Mae I 5.5% MAY 15 33	352,892	$361,842.15	0.00%	$361,842.15	0.00%	-	Mortgage-Backed Securities	United States
3137FYUL	3137FYUL	Freddie Mac Multifamily Structured Pass Through Certificates FRB MAR 25 31	13,793,381	$361,937.78	0.00%	$361,937.78	0.00%	-	Mortgage-Backed Securities	United States
31398W3B	31398W3B	Freddie Mac REMICS 5% JAN 15 40	344,297	$351,219.33	0.00%	$351,219.34	0.00%	-	Mortgage-Backed Securities	United States
31404BKC	31404BKC	Fannie Mae 5.5% APR 01 34	344,564	$353,303.00	0.00%	$353,303.00	0.00%	-	Mortgage-Backed Securities	United States
312934M5	312934M5	Freddie Mac Gold 5% JUL 01 39	344,967	$351,107.52	0.00%	$351,107.52	0.00%	-	Mortgage-Backed Securities	United States
3128MJS4	3128MJS4	Freddie Mac Gold 3.5% JUL 01 43	376,955	$352,569.79	0.00%	$352,569.79	0.00%	-	Mortgage-Backed Securities	United States
3136ARB3	3136ARB3	Fannie Mae REMICS 2% APR 25 46	381,806	$351,209.59	0.00%	$351,209.59	0.00%	-	Mortgage-Backed Securities	United States
3132JADZ	3132JADZ	Freddie Mac Gold 3% MAY 01 43	382,710	$347,519.85	0.00%	$347,519.86	0.00%	-	Mortgage-Backed Securities	United States
31404UV6	31404UV6	Fannie Mae 6% JUN 01 34	327,106	$341,277.53	0.00%	$341,277.53	0.00%	-	Mortgage-Backed Securities	United States
31418EBH	31418EBH	Fannie Mae 1.5% FEB 01 42	418,597	$341,035.53	0.00%	$341,035.53	0.00%	-	Mortgage-Backed Securities	United States
3133CAKL	3133CAKL	Freddie Mac Pool 5% AUG 01 53	352,679	$347,618.45	0.00%	$347,618.45	0.00%	-	Mortgage-Backed Securities	United States
3132A5H3	3132A5H3	Freddie Mac Pool 3% JAN 01 48	379,877	$338,810.25	0.00%	$338,810.25	0.00%	-	Mortgage-Backed Securities	United States
3620AFWD	3620AFWD	Ginnie Mae I 4.5% MAR 15 40	339,315	$335,567.37	0.00%	$335,567.37	0.00%	-	Mortgage-Backed Securities	United States
3133BW3Z	3133BW3Z	Freddie Mac Pool 5% MAR 01 53	331,753	$327,707.79	0.00%	$327,707.79	0.00%	-	Mortgage-Backed Securities	United States
3138LQ2S	3138LQ2S	Fannie Mae 4% APR 01 42	335,883	$323,660.64	0.00%	$323,660.64	0.00%	-	Mortgage-Backed Securities	United States
31410F5D	31410F5D	Fannie Mae 5% OCT 01 35	319,897	$323,666.33	0.00%	$323,666.33	0.00%	-	Mortgage-Backed Securities	United States
3137FUZZ	3137FUZZ	Freddie Mac Multifamily Structured Pass Through Certificates FRB MAY 25 30	4,048,749	$326,968.10	0.00%	$326,968.10	0.00%	-	Mortgage-Backed Securities	United States
3132A5HP	3132A5HP	Freddie Mac Pool 3% OCT 01 47	362,029	$322,893.75	0.00%	$322,893.75	0.00%	-	Mortgage-Backed Securities	United States
36202FPG	36202FPG	Ginnie Mae II 4.5% JUL 20 40	318,553	$316,535.82	0.00%	$316,535.83	0.00%	-	Mortgage-Backed Securities	United States
31405XDY	31405XDY	Fannie Mae 5.5% NOV 01 34	310,266	$319,031.21	0.00%	$319,031.21	0.00%	-	Mortgage-Backed Securities	United States
31404U5K	31404U5K	Fannie Mae 6% JUN 01 34	307,556	$319,635.89	0.00%	$319,635.88	0.00%	-	Mortgage-Backed Securities	United States
38377YEC	38377YEC	Ginnie Mae 4% JUL 20 41	328,436	$316,429.68	0.00%	$316,429.68	0.00%	-	Mortgage-Backed Securities	United States
3137FEBU	3137FEBU	Freddie Mac Multifamily Structured Pass Through Certificates FRB DEC 25 27	32,765,000	$308,338.42	0.00%	$308,338.42	0.00%	-	Mortgage-Backed Securities	United States
3133CJYF	3133CJYF	Freddie Mac Pool 6% DEC 01 53	307,372	$313,085.88	0.00%	$313,085.88	0.00%	-	Mortgage-Backed Securities	United States
3133C1CP	3133C1CP	Freddie Mac Pool 5% APR 01 53	305,347	$301,117.16	0.00%	$301,117.16	0.00%	-	Mortgage-Backed Securities	United States
3137BFXT	3137BFXT	Freddie Mac Multifamily Structured Pass Through Certificates 2.67% DEC 25 24	298,402	$298,073.88	0.00%	$298,073.89	0.00%	-	Mortgage-Backed Securities	United States
36202FP6	36202FP6	Ginnie Mae II 4% FEB 20 41	294,704	$285,848.54	0.00%	$285,848.54	0.00%	-	Mortgage-Backed Securities	United States
31401XPX	31401XPX	Fannie Mae 5.5% JUN 01 33	281,457	$283,038.42	0.00%	$283,038.42	0.00%	-	Mortgage-Backed Securities	United States
31376KTN	31376KTN	Fannie Mae 5.5% SEP 01 35	277,843	$285,694.08	0.00%	$285,694.08	0.00%	-	Mortgage-Backed Securities	United States
3138A7PB	3138A7PB	Fannie Mae 4.5% FEB 01 41	291,249	$289,131.66	0.00%	$289,131.66	0.00%	-	Mortgage-Backed Securities	United States
3137FCLH	3137FCLH	Freddie Mac Multifamily Structured Pass Through Certificates FRB NOV 25 27	47,333,000	$283,145.30	0.00%	$283,145.30	0.00%	-	Mortgage-Backed Securities	United States
3128P8E2	3128P8E2	Freddie Mac Gold 4% AUG 01 37	285,177	$278,531.43	0.00%	$278,531.43	0.00%	-	Mortgage-Backed Securities	United States
3128M7PU	3128M7PU	Freddie Mac Gold 4.5% JUL 01 39	281,044	$279,345.31	0.00%	$279,345.31	0.00%	-	Mortgage-Backed Securities	United States
3137F9ZC	3137F9ZC	Freddie Mac Multifamily Structured Pass Through Certificates FRB JAN 25 31	6,541,106	$277,223.64	0.00%	$277,223.63	0.00%	-	Mortgage-Backed Securities	United States
36179R7H	36179R7H	Ginnie Mae II 3% APR 20 46	309,812	$279,685.35	0.00%	$279,685.35	0.00%	-	Mortgage-Backed Securities	United States
31371LJS	31371LJS	Fannie Mae 5.5% FEB 01 34	263,087	$269,215.86	0.00%	$269,215.85	0.00%	-	Mortgage-Backed Securities	United States
3137FBUB	3137FBUB	Freddie Mac Multifamily Structured Pass Through Certificates FRB SEP 25 27	30,183,000	$273,740.84	0.00%	$273,740.85	0.00%	-	Mortgage-Backed Securities	United States
3137FBC3	3137FBC3	Freddie Mac Multifamily Structured Pass Through Certificates FRB AUG 25 27	27,934,000	$268,310.40	0.00%	$268,310.40	0.00%	-	Mortgage-Backed Securities	United States
3137FXZ5	3137FXZ5	Freddie Mac Multifamily Structured Pass Through Certificates FRB JAN 25 31	17,024,140	$269,451.00	0.00%	$269,451.00	0.00%	-	Mortgage-Backed Securities	United States
3138EPS4	3138EPS4	Fannie Mae 4% APR 01 43	275,182	$265,990.55	0.00%	$265,990.55	0.00%	-	Mortgage-Backed Securities	United States
31292H5P	31292H5P	Freddie Mac Gold 5.5% JAN 01 34	259,631	$265,998.71	0.00%	$265,998.70	0.00%	-	Mortgage-Backed Securities	United States
31385XQ9	31385XQ9	Fannie Mae 5.5% NOV 01 33	259,174	$263,846.10	0.00%	$263,846.10	0.00%	-	Mortgage-Backed Securities	United States
3137FWHX	3137FWHX	Freddie Mac Multifamily Structured Pass Through Certificates FRB AUG 25 30	3,331,192	$263,500.64	0.00%	$263,500.64	0.00%	-	Mortgage-Backed Securities	United States
3140HF7H	3140HF7H	Fannie Mae 2.5% JUN 01 50	307,503	$263,383.14	0.00%	$263,383.14	0.00%	-	Mortgage-Backed Securities	United States
3133AULZ	3133AULZ	Freddie Mac Pool 1.5% OCT 01 51	342,388	$261,851.05	0.00%	$261,851.05	0.00%	-	Mortgage-Backed Securities	United States
36179SJS	36179SJS	Ginnie Mae II 3% AUG 20 46	294,877	$265,437.99	0.00%	$265,438.00	0.00%	-	Mortgage-Backed Securities	United States
3133GG2J	3133GG2J	Freddie Mac Pool 2% MAR 01 37	283,160	$254,395.93	0.00%	$254,395.93	0.00%	-	Mortgage-Backed Securities	United States
31419BBY	31419BBY	Fannie Mae 4.5% FEB 01 41	257,397	$255,525.65	0.00%	$255,525.65	0.00%	-	Mortgage-Backed Securities	United States
3133KMY5	3133KMY5	Freddie Mac Pool 2.5% OCT 01 51	303,835	$257,349.29	0.00%	$257,349.29	0.00%	-	Mortgage-Backed Securities	United States
31371LCC	31371LCC	Fannie Mae 4.5% AUG 01 33	250,871	$248,496.81	0.00%	$248,496.81	0.00%	-	Mortgage-Backed Securities	United States
3140QQ6V	3140QQ6V	Fannie Mae 5% OCT 01 37	244,369	$245,971.27	0.00%	$245,971.27	0.00%	-	Mortgage-Backed Securities	United States
3137H3EZ	3137H3EZ	Freddie Mac Multifamily Structured Pass Through Certificates FRB SEP 25 31	5,075,984	$244,522.49	0.00%	$244,522.50	0.00%	-	Mortgage-Backed Securities	United States
3137FCJM	3137FCJM	Freddie Mac Multifamily Structured Pass Through Certificates FRB NOV 25 27	28,847,885	$247,825.16	0.00%	$247,825.16	0.00%	-	Mortgage-Backed Securities	United States
3137F84L	3137F84L	Freddie Mac Multifamily Structured Pass Through Certificates 1.171% NOV 25 30	4,320,889	$243,929.29	0.00%	$243,929.28	0.00%	-	Mortgage-Backed Securities	United States
36200NGH	36200NGH	Ginnie Mae I 6% MAR 15 34	236,880	$247,021.14	0.00%	$247,021.14	0.00%	-	Mortgage-Backed Securities	United States
3136AKFL	3136AKFL	Fannie Mae REMICS 3.5% JUN 25 44	251,706	$245,501.18	0.00%	$245,501.18	0.00%	-	Mortgage-Backed Securities	United States
3132DWMG	3132DWMG	Freddie Mac Pool 3.5% JUL 01 54	273,938	$249,172.97	0.00%	$249,172.97	0.00%	-	Mortgage-Backed Securities	United States
31296R3K	31296R3K	Freddie Mac Gold 5.5% DEC 01 33	237,325	$243,823.08	0.00%	$243,823.08	0.00%	-	Mortgage-Backed Securities	United States
31297DDQ	31297DDQ	Freddie Mac Gold 6% AUG 01 34	233,339	$242,797.55	0.00%	$242,797.55	0.00%	-	Mortgage-Backed Securities	United States
36202EBF	36202EBF	Ginnie Mae II 6% NOV 20 34	235,449	$246,642.64	0.00%	$246,642.64	0.00%	-	Mortgage-Backed Securities	United States
3133AMS2	3133AMS2	Freddie Mac Pool 1.5% JUN 01 51	322,518	$247,232.14	0.00%	$247,232.14	0.00%	-	Mortgage-Backed Securities	United States
3137FYUN	3137FYUN	Freddie Mac Multifamily Structured Pass Through Certificates FRB MAR 25 31	5,934,811	$242,052.87	0.00%	$242,052.88	0.00%	-	Mortgage-Backed Securities	United States
3137BJF6	3137BJF6	Freddie Mac REMICS 3% JUL 15 39	248,411	$236,220.88	0.00%	$236,220.88	0.00%	-	Mortgage-Backed Securities	United States
3137F9Z3	3137F9Z3	Freddie Mac Multifamily Structured Pass Through Certificates FRB JAN 25 31	4,767,487	$237,968.72	0.00%	$237,968.72	0.00%	-	Mortgage-Backed Securities	United States
3133BBTH	3133BBTH	Freddie Mac Pool 2.5% MAY 01 52	285,651	$240,999.61	0.00%	$240,999.60	0.00%	-	Mortgage-Backed Securities	United States
3137FVNL	3137FVNL	Freddie Mac Multifamily Structured Pass Through Certificates FRB JUN 25 30	3,687,431	$239,761.71	0.00%	$239,761.70	0.00%	-	Mortgage-Backed Securities	United States
3138EKBW	3138EKBW	Fannie Mae 5% MAR 01 42	222,029	$225,699.92	0.00%	$225,699.92	0.00%	-	Mortgage-Backed Securities	United States
3138WAFE	3138WAFE	Fannie Mae 3% NOV 01 28	230,999	$225,374.62	0.00%	$225,374.61	0.00%	-	Mortgage-Backed Securities	United States
3137FCLF	3137FCLF	Freddie Mac Multifamily Structured Pass Through Certificates FRB NOV 25 27	32,580,045	$225,031.32	0.00%	$225,031.32	0.00%	-	Mortgage-Backed Securities	United States
36202FSD	36202FSD	Ginnie Mae II 4% APR 20 41	232,061	$225,087.56	0.00%	$225,087.56	0.00%	-	Mortgage-Backed Securities	United States
3620A9WQ	3620A9WQ	Ginnie Mae I 4.5% NOV 15 39	230,772	$228,983.40	0.00%	$228,983.41	0.00%	-	Mortgage-Backed Securities	United States
31418ETW	31418ETW	Fannie Mae 3% MAY 01 38	242,488	$228,799.60	0.00%	$228,799.60	0.00%	-	Mortgage-Backed Securities	United States
31398T7G	31398T7G	Fannie Mae REMICS 4% OCT 25 40	231,683	$227,288.42	0.00%	$227,288.41	0.00%	-	Mortgage-Backed Securities	United States
3132J87H	3132J87H	Freddie Mac Gold 3.5% APR 01 43	231,988	$217,370.40	0.00%	$217,370.40	0.00%	-	Mortgage-Backed Securities	United States
3137FCJP	3137FCJP	Freddie Mac Multifamily Structured Pass Through Certificates FRB DEC 25 27	29,308,000	$224,687.77	0.00%	$224,687.78	0.00%	-	Mortgage-Backed Securities	United States
38378CP9	38378CP9	Ginnie Mae 4.5% SEP 20 41	219,543	$218,917.63	0.00%	$218,917.63	0.00%	-	Mortgage-Backed Securities	United States
3138EPUM	3138EPUM	Fannie Mae 4.5% APR 01 44	223,868	$222,242.10	0.00%	$222,242.10	0.00%	-	Mortgage-Backed Securities	United States
3140XJJ6	3140XJJ6	Fannie Mae 2.5% JUL 01 37	238,923	$221,205.92	0.00%	$221,205.92	0.00%	-	Mortgage-Backed Securities	United States
3137H2NA	3137H2NA	Freddie Mac Multifamily Structured Pass Through Certificates FRB JUL 25 31	4,010,843	$218,734.07	0.00%	$218,734.07	0.00%	-	Mortgage-Backed Securities	United States
3137FTG4	3137FTG4	Freddie Mac Multifamily Structured Pass Through Certificates FRB APR 25 30	2,500,000	$211,452.55	0.00%	$211,452.55	0.00%	-	Mortgage-Backed Securities	United States
3138EPPA	3138EPPA	Fannie Mae 5.5% DEC 01 38	210,100	$215,332.94	0.00%	$215,332.94	0.00%	-	Mortgage-Backed Securities	United States
31296RC5	31296RC5	Freddie Mac Gold 5.5% DEC 01 33	210,708	$214,406.41	0.00%	$214,406.41	0.00%	-	Mortgage-Backed Securities	United States
3128MJM6	3128MJM6	Freddie Mac Gold 4.5% DEC 01 39	216,692	$215,381.97	0.00%	$215,381.96	0.00%	-	Mortgage-Backed Securities	United States
31402DJR	31402DJR	Fannie Mae 5% SEP 01 34	208,837	$211,316.68	0.00%	$211,316.68	0.00%	-	Mortgage-Backed Securities	United States
31417AVY	31417AVY	Fannie Mae 3.5% JAN 01 42	231,408	$216,558.14	0.00%	$216,558.14	0.00%	-	Mortgage-Backed Securities	United States
3138ENSU	3138ENSU	Fannie Mae 4.5% JAN 01 43	204,344	$202,858.14	0.00%	$202,858.13	0.00%	-	Mortgage-Backed Securities	United States
31417AYG	31417AYG	Fannie Mae 4% JAN 01 42	212,975	$205,768.57	0.00%	$205,768.56	0.00%	-	Mortgage-Backed Securities	United States
36295PM9	36295PM9	Ginnie Mae I 6% JAN 15 38	192,856	$201,133.37	0.00%	$201,133.37	0.00%	-	Mortgage-Backed Securities	United States
3140QQHC	3140QQHC	Fannie Mae 2.5% SEP 01 37	209,230	$193,360.70	0.00%	$193,360.69	0.00%	-	Mortgage-Backed Securities	United States
3140KFYV	3140KFYV	Fannie Mae 2.5% JUN 01 50	232,151	$199,956.84	0.00%	$199,956.83	0.00%	-	Mortgage-Backed Securities	United States
3138AEEF	3138AEEF	Fannie Mae 5% JUN 01 41	190,674	$193,672.50	0.00%	$193,672.50	0.00%	-	Mortgage-Backed Securities	United States
3132DWG9	3132DWG9	Freddie Mac Pool 5.5% MAY 01 53	186,833	$187,742.76	0.00%	$187,742.76	0.00%	-	Mortgage-Backed Securities	United States
3137F2LL	3137F2LL	Freddie Mac Multifamily Structured Pass Through Certificates FRB JUN 25 27	12,125,401	$190,835.04	0.00%	$190,835.04	0.00%	-	Mortgage-Backed Securities	United States
31418ES4	31418ES4	Fannie Mae 5% JUN 01 53	194,185	$191,549.17	0.00%	$191,549.17	0.00%	-	Mortgage-Backed Securities	United States
31407B3J	31407B3J	Fannie Mae 5% JUL 01 35	189,633	$192,024.11	0.00%	$192,024.11	0.00%	-	Mortgage-Backed Securities	United States
31418EBG	31418EBG	Fannie Mae 3% FEB 01 37	200,995	$189,661.72	0.00%	$189,661.72	0.00%	-	Mortgage-Backed Securities	United States
31385XF9	31385XF9	Fannie Mae 5.5% JUL 01 33	188,082	$191,271.78	0.00%	$191,271.78	0.00%	-	Mortgage-Backed Securities	United States
3131WHFH	3131WHFH	Freddie Mac Pool 5% OCT 01 35	177,390	$179,588.82	0.00%	$179,588.82	0.00%	-	Mortgage-Backed Securities	United States
3140KE2N	3140KE2N	Fannie Mae 2.5% JUN 01 50	212,946	$183,404.75	0.00%	$183,404.75	0.00%	-	Mortgage-Backed Securities	United States
31417NB6	31417NB6	Fannie Mae 5% OCT 01 39	180,292	$183,413.82	0.00%	$183,413.83	0.00%	-	Mortgage-Backed Securities	United States
3140M14C	3140M14C	Fannie Mae 1.5% SEP 01 51	238,624	$182,896.15	0.00%	$182,896.15	0.00%	-	Mortgage-Backed Securities	United States
3140NDJ7	3140NDJ7	Fannie Mae 5% MAR 01 53	181,651	$179,203.50	0.00%	$179,203.50	0.00%	-	Mortgage-Backed Securities	United States
31419EJE	31419EJE	Fannie Mae 5% OCT 01 40	180,885	$183,878.32	0.00%	$183,878.32	0.00%	-	Mortgage-Backed Securities	United States
912810RP	912810RP	US Treasury Bond 3% NOV 15 45	215,000	$170,974.92	0.00%	$170,974.93	0.00%	-	U.S. Governments	United States
31402RJV	31402RJV	Fannie Mae 5% JUL 01 35	167,342	$169,320.80	0.00%	$169,320.79	0.00%	-	Mortgage-Backed Securities	United States
31398RDA	31398RDA	Fannie Mae REMICS 3.25% MAY 25 40	177,129	$167,949.31	0.00%	$167,949.31	0.00%	-	Mortgage-Backed Securities	United States
31385JJC	31385JJC	Fannie Mae 6.5% JUL 01 32	160,250	$167,851.60	0.00%	$167,851.60	0.00%	-	Mortgage-Backed Securities	United States
31405KD7	31405KD7	Fannie Mae 5.5% SEP 01 34	173,865	$174,471.42	0.00%	$174,471.42	0.00%	-	Mortgage-Backed Securities	United States
3137H13T	3137H13T	Freddie Mac Multifamily Structured Pass Through Certificates FRB MAY 25 31	2,518,959	$169,535.47	0.00%	$169,535.47	0.00%	-	Mortgage-Backed Securities	United States
3137FBBZ	3137FBBZ	Freddie Mac Multifamily Structured Pass Through Certificates FRB AUG 25 27	16,887,189	$174,977.20	0.00%	$174,977.20	0.00%	-	Mortgage-Backed Securities	United States
31404QYR	31404QYR	Fannie Mae 5.5% MAY 01 34	173,546	$174,172.37	0.00%	$174,172.37	0.00%	-	Mortgage-Backed Securities	United States
3128KQ3H	3128KQ3H	Freddie Mac Gold 6% MAY 01 37	157,820	$166,232.87	0.00%	$166,232.87	0.00%	-	Mortgage-Backed Securities	United States
3133A62T	3133A62T	Freddie Mac Pool 3% JUL 01 50	183,076	$163,318.09	0.00%	$163,318.09	0.00%	-	Mortgage-Backed Securities	United States
3140XCAE	3140XCAE	Fannie Mae 3% JUL 01 51	188,643	$165,268.56	0.00%	$165,268.55	0.00%	-	Mortgage-Backed Securities	United States
36290RYF	36290RYF	Ginnie Mae I 6% JUL 15 34	158,868	$161,628.10	0.00%	$161,628.10	0.00%	-	Mortgage-Backed Securities	United States
3132DWBS	3132DWBS	Freddie Mac Pool 1.5% JUN 01 51	215,445	$164,769.24	0.00%	$164,769.23	0.00%	-	Mortgage-Backed Securities	United States
3140NCLT	3140NCLT	Fannie Mae 5% FEB 01 53	161,624	$159,573.57	0.00%	$159,573.57	0.00%	-	Mortgage-Backed Securities	United States
3128MJMN	3128MJMN	Freddie Mac Gold 4.5% SEP 01 39	161,010	$160,036.21	0.00%	$160,036.20	0.00%	-	Mortgage-Backed Securities	United States
36179TSF	36179TSF	Ginnie Mae II 3% FEB 20 48	172,507	$155,202.39	0.00%	$155,202.38	0.00%	-	Mortgage-Backed Securities	United States
31406TAC	31406TAC	Fannie Mae 5.5% APR 01 35	152,738	$156,989.74	0.00%	$156,989.74	0.00%	-	Mortgage-Backed Securities	United States
3140NGGN	3140NGGN	Fannie Mae 5.5% MAY 01 53	157,875	$159,107.10	0.00%	$159,107.09	0.00%	-	Mortgage-Backed Securities	United States
31404XS3	31404XS3	Fannie Mae 5.5% OCT 01 34	155,254	$158,870.51	0.00%	$158,870.51	0.00%	-	Mortgage-Backed Securities	United States
3140LUUH	3140LUUH	Fannie Mae 1.5% OCT 01 51	205,500	$157,405.18	0.00%	$157,405.18	0.00%	-	Mortgage-Backed Securities	United States
31292HVC	31292HVC	Freddie Mac Gold 6% MAR 01 33	144,585	$148,957.18	0.00%	$148,957.18	0.00%	-	Mortgage-Backed Securities	United States
38012TAC	38012TAC	GMACM Home Equity Loan Trust 2006-HE3 FRB OCT 25 36	143,510	$150,408.34	0.00%	$150,408.34	0.00%	-	Asset Backed Securities	United States
31410LDU	31410LDU	Fannie Mae 4.5% FEB 01 41	149,945	$148,855.52	0.00%	$148,855.51	0.00%	-	Mortgage-Backed Securities	United States
36202FUF	36202FUF	Ginnie Mae II 4.5% JUN 20 41	146,651	$145,722.01	0.00%	$145,722.01	0.00%	-	Mortgage-Backed Securities	United States
3137H3EX	3137H3EX	Freddie Mac Multifamily Structured Pass Through Certificates FRB AUG 25 31	5,121,078	$146,350.53	0.00%	$146,350.53	0.00%	-	Mortgage-Backed Securities	United States
3140KDB8	3140KDB8	Fannie Mae 2.5% JUN 01 50	176,289	$150,741.63	0.00%	$150,741.62	0.00%	-	Mortgage-Backed Securities	United States
3132DWE3	3132DWE3	Freddie Mac Pool 3% OCT 01 52	166,489	$145,778.62	0.00%	$145,778.62	0.00%	-	Mortgage-Backed Securities	United States
3140NAK5	3140NAK5	Fannie Mae 5% FEB 01 53	150,911	$149,006.46	0.00%	$149,006.46	0.00%	-	Mortgage-Backed Securities	United States
36177MPD	36177MPD	Ginnie Mae I 3.5% FEB 15 42	155,060	$145,772.24	0.00%	$145,772.24	0.00%	-	Mortgage-Backed Securities	United States
36179USV	36179USV	Ginnie Mae II 4.5% MAY 20 49	149,652	$146,604.12	0.00%	$146,604.13	0.00%	-	Mortgage-Backed Securities	United States
31405MZF	31405MZF	Fannie Mae 5.5% SEP 01 34	134,534	$137,669.54	0.00%	$137,669.53	0.00%	-	Mortgage-Backed Securities	United States
31416QUP	31416QUP	Fannie Mae 5% JUL 01 39	136,672	$138,931.23	0.00%	$138,931.22	0.00%	-	Mortgage-Backed Securities	United States
31418CZB	31418CZB	Fannie Mae 3% AUG 01 33	142,693	$136,565.92	0.00%	$136,565.92	0.00%	-	Mortgage-Backed Securities	United States
3137F62R	3137F62R	Freddie Mac Multifamily Structured Pass Through Certificates FRB SEP 25 30	2,196,896	$130,300.46	0.00%	$130,300.46	0.00%	-	Mortgage-Backed Securities	United States
31411GNH	31411GNH	Fannie Mae 6.5% FEB 01 37	122,994	$128,986.22	0.00%	$128,986.22	0.00%	-	Mortgage-Backed Securities	United States
31406B2L	31406B2L	Fannie Mae 5.5% DEC 01 34	130,857	$133,520.23	0.00%	$133,520.23	0.00%	-	Mortgage-Backed Securities	United States
31404QM7	31404QM7	Fannie Mae 5.5% MAY 01 34	126,085	$129,023.77	0.00%	$129,023.77	0.00%	-	Mortgage-Backed Securities	United States
3136ASG6	3136ASG6	Fannie Mae REMICS 4% JUL 25 46	667,489	$127,914.94	0.00%	$127,914.95	0.00%	-	Mortgage-Backed Securities	United States
36202EDG	36202EDG	Ginnie Mae II 6% APR 20 35	122,062	$127,867.70	0.00%	$127,867.70	0.00%	-	Mortgage-Backed Securities	United States
31405KMM	31405KMM	Fannie Mae 6.5% SEP 01 34	121,344	$124,777.94	0.00%	$124,777.94	0.00%	-	Mortgage-Backed Securities	United States
31418ED5	31418ED5	Fannie Mae 2.5% JUN 01 52	145,572	$122,422.98	0.00%	$122,424.34	0.00%	-	Mortgage-Backed Securities	United States
31385W2A	31385W2A	Fannie Mae 6.5% JAN 01 33	122,732	$126,414.95	0.00%	$126,414.95	0.00%	-	Mortgage-Backed Securities	United States
3620AMD5	3620AMD5	Ginnie Mae I 4.5% JUN 15 40	128,981	$126,557.79	0.00%	$126,557.79	0.00%	-	Mortgage-Backed Securities	United States
31403SG4	31403SG4	Fannie Mae 6% JAN 01 34	113,150	$114,973.66	0.00%	$114,973.66	0.00%	-	Mortgage-Backed Securities	United States
3128M8RP	3128M8RP	Freddie Mac Gold 5% MAY 01 41	111,898	$113,747.17	0.00%	$113,747.17	0.00%	-	Mortgage-Backed Securities	United States
3128LXE3	3128LXE3	Freddie Mac Gold 5% NOV 01 35	109,102	$110,591.41	0.00%	$110,591.41	0.00%	-	Mortgage-Backed Securities	United States
31418ET5	31418ET5	Fannie Mae 5% JUL 01 53	119,594	$117,993.84	0.00%	$117,993.84	0.00%	-	Mortgage-Backed Securities	United States
3132DWBN	3132DWBN	Freddie Mac Pool 1.5% MAY 01 51	152,342	$116,637.75	0.00%	$116,637.75	0.00%	-	Mortgage-Backed Securities	United States
3138AM6S	3138AM6S	Fannie Mae 3.5% NOV 01 41	123,241	$115,153.48	0.00%	$115,153.48	0.00%	-	Mortgage-Backed Securities	United States
3128M9BH	3128M9BH	Freddie Mac Gold 5% JUL 01 41	113,833	$115,946.45	0.00%	$115,946.45	0.00%	-	Mortgage-Backed Securities	United States
31297BAX	31297BAX	Freddie Mac Gold 6.5% JUN 01 34	112,539	$117,543.33	0.00%	$117,543.33	0.00%	-	Mortgage-Backed Securities	United States
31417SBQ	31417SBQ	Fannie Mae 5% NOV 01 39	101,065	$102,737.21	0.00%	$102,737.20	0.00%	-	Mortgage-Backed Securities	United States
31405CMV	31405CMV	Fannie Mae 6% JUL 01 34	106,357	$110,193.62	0.00%	$110,193.63	0.00%	-	Mortgage-Backed Securities	United States
31307WKG	31307WKG	Freddie Mac Gold 3.5% JUL 01 33	108,744	$105,935.55	0.00%	$105,935.55	0.00%	-	Mortgage-Backed Securities	United States
3140F5BK	3140F5BK	Fannie Mae 2.5% NOV 01 31	116,000	$110,073.45	0.00%	$110,073.44	0.00%	-	Mortgage-Backed Securities	United States
36179TUA	36179TUA	Ginnie Mae II 3.5% MAR 20 48	115,709	$107,176.15	0.00%	$107,176.14	0.00%	-	Mortgage-Backed Securities	United States
3133C1QU	3133C1QU	Freddie Mac Pool 5% APR 01 53	103,841	$102,522.85	0.00%	$102,522.86	0.00%	-	Mortgage-Backed Securities	United States
31407CD5	31407CD5	Fannie Mae 5% AUG 01 35	108,540	$109,841.26	0.00%	$109,841.25	0.00%	-	Mortgage-Backed Securities	United States
3140QMCQ	3140QMCQ	Fannie Mae 3% OCT 01 51	122,764	$108,253.52	0.00%	$108,253.52	0.00%	-	Mortgage-Backed Securities	United States
31371LEW	31371LEW	Fannie Mae 5% NOV 01 33	107,590	$108,066.50	0.00%	$108,066.51	0.00%	-	Mortgage-Backed Securities	United States
31402CU6	31402CU6	Fannie Mae 5% MAR 01 34	109,489	$109,910.68	0.00%	$109,910.68	0.00%	-	Mortgage-Backed Securities	United States
31405RR6	31405RR6	Fannie Mae 6% NOV 01 34	97,348	$100,509.79	0.00%	$100,509.79	0.00%	-	Mortgage-Backed Securities	United States
31407YD6	31407YD6	Fannie Mae 6% DEC 01 35	91,831	$96,022.87	0.00%	$96,022.87	0.00%	-	Mortgage-Backed Securities	United States
36200NTS	36200NTS	Ginnie Mae I 5% JUN 15 34	95,591	$97,182.99	0.00%	$97,182.98	0.00%	-	Mortgage-Backed Securities	United States
31416XV6	31416XV6	Fannie Mae 5% MAR 01 41	100,289	$101,784.04	0.00%	$101,784.04	0.00%	-	Mortgage-Backed Securities	United States
31405FZM	31405FZM	Fannie Mae 6% AUG 01 34	92,463	$95,322.42	0.00%	$95,322.42	0.00%	-	Mortgage-Backed Securities	United States
31404QW7	31404QW7	Fannie Mae 5.5% MAY 01 34	95,611	$97,838.22	0.00%	$97,838.22	0.00%	-	Mortgage-Backed Securities	United States
31405N2Z	31405N2Z	Fannie Mae 5.5% OCT 01 34	98,990	$99,335.42	0.00%	$99,335.41	0.00%	-	Mortgage-Backed Securities	United States
31296UUQ	31296UUQ	Freddie Mac Gold 5% MAR 01 34	97,460	$98,740.04	0.00%	$98,740.04	0.00%	-	Mortgage-Backed Securities	United States
31405CJ3	31405CJ3	Fannie Mae 6% JUL 01 34	97,872	$101,959.79	0.00%	$101,959.80	0.00%	-	Mortgage-Backed Securities	United States
31404WRQ	31404WRQ	Fannie Mae 5.5% MAY 01 34	87,558	$89,743.08	0.00%	$89,743.08	0.00%	-	Mortgage-Backed Securities	United States
31406B2N	31406B2N	Fannie Mae 5.5% DEC 01 34	86,742	$88,276.71	0.00%	$88,276.71	0.00%	-	Mortgage-Backed Securities	United States
312941LZ	312941LZ	Freddie Mac Gold 4.5% JUL 01 40	87,779	$86,749.22	0.00%	$86,749.22	0.00%	-	Mortgage-Backed Securities	United States
31406S3H	31406S3H	Fannie Mae 5.5% APR 01 35	86,604	$89,050.48	0.00%	$89,050.49	0.00%	-	Mortgage-Backed Securities	United States
3128MJMS	3128MJMS	Freddie Mac Gold 4.5% OCT 01 39	92,901	$92,339.62	0.00%	$92,339.62	0.00%	-	Mortgage-Backed Securities	United States
3138E55N	3138E55N	Fannie Mae 3.5% JAN 01 42	96,622	$90,525.44	0.00%	$90,525.44	0.00%	-	Mortgage-Backed Securities	United States
31405MJX	31405MJX	Fannie Mae 6% JUN 01 34	89,142	$92,163.61	0.00%	$92,163.61	0.00%	-	Mortgage-Backed Securities	United States
31405FTX	31405FTX	Fannie Mae 6% AUG 01 34	76,733	$78,764.21	0.00%	$78,764.21	0.00%	-	Mortgage-Backed Securities	United States
31417SBP	31417SBP	Fannie Mae 5% NOV 01 39	82,975	$84,347.19	0.00%	$84,347.19	0.00%	-	Mortgage-Backed Securities	United States
36200NGF	36200NGF	Ginnie Mae I 5% MAR 15 34	82,540	$83,914.39	0.00%	$83,914.38	0.00%	-	Mortgage-Backed Securities	United States
36179XBW	36179XBW	Ginnie Mae II 5.5% JUL 20 52	80,589	$81,226.43	0.00%	$81,226.42	0.00%	-	Mortgage-Backed Securities	United States
31418EAM	31418EAM	Fannie Mae 2% JAN 01 52	105,127	$84,466.71	0.00%	$84,466.71	0.00%	-	Mortgage-Backed Securities	United States
36202DZE	36202DZE	Ginnie Mae II 4.5% SEP 20 33	84,887	$83,684.16	0.00%	$83,684.15	0.00%	-	Mortgage-Backed Securities	United States
31413GAG	31413GAG	Fannie Mae 6.5% JUL 01 37	77,716	$80,786.21	0.00%	$80,786.21	0.00%	-	Mortgage-Backed Securities	United States
31292KER	31292KER	Freddie Mac Gold 6.5% MAY 01 37	74,979	$78,141.78	0.00%	$78,141.77	0.00%	-	Mortgage-Backed Securities	United States
31297VPS	31297VPS	Freddie Mac Gold 5% NOV 01 35	82,246	$83,505.10	0.00%	$83,505.11	0.00%	-	Mortgage-Backed Securities	United States
3128LXE5	3128LXE5	Freddie Mac Gold 6% NOV 01 35	79,129	$83,093.44	0.00%	$83,093.44	0.00%	-	Mortgage-Backed Securities	United States
31419JS2	31419JS2	Fannie Mae 5% NOV 01 40	81,039	$82,247.10	0.00%	$82,247.10	0.00%	-	Mortgage-Backed Securities	United States
31408EW6	31408EW6	Fannie Mae 6% DEC 01 35	78,217	$80,758.53	0.00%	$80,758.53	0.00%	-	Mortgage-Backed Securities	United States
31405T3U	31405T3U	Fannie Mae 6% NOV 01 34	77,428	$79,942.51	0.00%	$79,942.50	0.00%	-	Mortgage-Backed Securities	United States
31405N4M	31405N4M	Fannie Mae 5.5% OCT 01 34	72,434	$74,120.95	0.00%	$74,120.95	0.00%	-	Mortgage-Backed Securities	United States
31389MRC	31389MRC	Fannie Mae 6.5% JAN 01 32	72,930	$74,994.24	0.00%	$74,994.24	0.00%	-	Mortgage-Backed Securities	United States
3133ASH8	3133ASH8	Freddie Mac Pool 1.5% SEP 01 51	100,705	$77,150.44	0.00%	$77,150.44	0.00%	-	Mortgage-Backed Securities	United States
31376KT2	31376KT2	Fannie Mae 5% SEP 01 35	70,192	$71,048.33	0.00%	$71,048.33	0.00%	-	Mortgage-Backed Securities	United States
36179XNC	36179XNC	Ginnie Mae II 3.5% DEC 20 52	80,093	$73,482.09	0.00%	$73,482.10	0.00%	-	Mortgage-Backed Securities	United States
3131WGVK	3131WGVK	Freddie Mac Pool 6% MAR 01 36	68,593	$70,502.05	0.00%	$70,502.05	0.00%	-	Mortgage-Backed Securities	United States
3128M6JU	3128M6JU	Freddie Mac Gold 5% DEC 01 36	76,431	$77,490.18	0.00%	$77,490.19	0.00%	-	Mortgage-Backed Securities	United States
31404BNP	31404BNP	Fannie Mae 6% APR 01 34	74,496	$75,792.56	0.00%	$75,792.56	0.00%	-	Mortgage-Backed Securities	United States
31405VJP	31405VJP	Fannie Mae 6% OCT 01 34	74,402	$76,593.97	0.00%	$76,593.98	0.00%	-	Mortgage-Backed Securities	United States
31401L6S	31401L6S	Fannie Mae 5.5% JUL 01 33	69,989	$71,069.61	0.00%	$71,069.61	0.00%	-	Mortgage-Backed Securities	United States
3140XJKC	3140XJKC	Fannie Mae 2% NOV 01 36	77,846	$70,182.03	0.00%	$70,182.04	0.00%	-	Mortgage-Backed Securities	United States
31418EGK	31418EGK	Fannie Mae 4.5% AUG 01 52	69,930	$67,516.12	0.00%	$67,516.12	0.00%	-	Mortgage-Backed Securities	United States
31404LQM	31404LQM	Fannie Mae 5.5% MAR 01 34	61,803	$63,210.58	0.00%	$63,210.58	0.00%	-	Mortgage-Backed Securities	United States
31407VTF	31407VTF	Fannie Mae 6% OCT 01 35	63,833	$66,237.97	0.00%	$66,237.97	0.00%	-	Mortgage-Backed Securities	United States
31404RRD	31404RRD	Fannie Mae 6% JUN 01 34	65,070	$66,901.20	0.00%	$66,901.20	0.00%	-	Mortgage-Backed Securities	United States
31388D4L	31388D4L	Fannie Mae 6.5% SEP 01 31	59,778	$61,469.83	0.00%	$61,469.83	0.00%	-	Mortgage-Backed Securities	United States
3129456V	3129456V	Freddie Mac Gold 4.5% FEB 01 41	68,034	$67,635.18	0.00%	$67,635.17	0.00%	-	Mortgage-Backed Securities	United States
31297GMT	31297GMT	Freddie Mac Gold 6% NOV 01 34	63,395	$65,071.98	0.00%	$65,071.97	0.00%	-	Mortgage-Backed Securities	United States
31405MW5	31405MW5	Fannie Mae 6% SEP 01 34	66,066	$67,753.06	0.00%	$67,753.06	0.00%	-	Mortgage-Backed Securities	United States
31419CSC	31419CSC	Fannie Mae 4.5% AUG 01 40	65,120	$64,647.00	0.00%	$64,647.00	0.00%	-	Mortgage-Backed Securities	United States
31408DV5	31408DV5	Fannie Mae 6% DEC 01 35	63,008	$65,886.27	0.00%	$65,886.28	0.00%	-	Mortgage-Backed Securities	United States
31402CP3	31402CP3	Fannie Mae 5.5% JAN 01 34	64,587	$65,565.78	0.00%	$65,565.78	0.00%	-	Mortgage-Backed Securities	United States
31404S2P	31404S2P	Fannie Mae 6% APR 01 34	60,439	$61,892.41	0.00%	$61,892.40	0.00%	-	Mortgage-Backed Securities	United States
31405TBK	31405TBK	Fannie Mae 6% OCT 01 34	64,707	$66,175.55	0.00%	$66,175.54	0.00%	-	Mortgage-Backed Securities	United States
3128MJCL	3128MJCL	Freddie Mac Gold 6% AUG 01 35	63,590	$66,734.03	0.00%	$66,734.03	0.00%	-	Mortgage-Backed Securities	United States
3133C47J	3133C47J	Freddie Mac Pool 5.5% JUN 01 53	66,814	$67,093.24	0.00%	$67,093.24	0.00%	-	Mortgage-Backed Securities	United States
31404LSA	31404LSA	Fannie Mae 5.5% APR 01 34	63,473	$64,951.58	0.00%	$64,951.58	0.00%	-	Mortgage-Backed Securities	United States
31405AAX	31405AAX	Fannie Mae 6% JUN 01 34	56,687	$57,851.32	0.00%	$57,851.33	0.00%	-	Mortgage-Backed Securities	United States
36202DYK	36202DYK	Ginnie Mae II 5% JUL 20 33	56,395	$56,407.17	0.00%	$56,407.17	0.00%	-	Mortgage-Backed Securities	United States
3128MJCF	3128MJCF	Freddie Mac Gold 6% JUL 01 35	54,693	$57,433.05	0.00%	$57,433.04	0.00%	-	Mortgage-Backed Securities	United States
31405FXF	31405FXF	Fannie Mae 5.5% JUL 01 34	52,925	$54,029.62	0.00%	$54,029.63	0.00%	-	Mortgage-Backed Securities	United States
3128MJAD	3128MJAD	Freddie Mac Gold 6% JUL 01 34	51,908	$54,141.03	0.00%	$54,141.03	0.00%	-	Mortgage-Backed Securities	United States
31297GXJ	31297GXJ	Freddie Mac Gold 5.5% NOV 01 34	58,943	$60,390.89	0.00%	$60,390.89	0.00%	-	Mortgage-Backed Securities	United States
31404YM8	31404YM8	Fannie Mae 5.5% JUN 01 34	52,429	$53,672.65	0.00%	$53,672.65	0.00%	-	Mortgage-Backed Securities	United States
31407PYP	31407PYP	Fannie Mae 6% OCT 01 35	54,209	$56,684.99	0.00%	$56,685.00	0.00%	-	Mortgage-Backed Securities	United States
3140A8VZ	3140A8VZ	Fannie Mae 6% FEB 01 54	57,850	$58,830.53	0.00%	$58,830.53	0.00%	-	Mortgage-Backed Securities	United States
31417YRW	31417YRW	Fannie Mae 5% AUG 01 40	59,176	$60,155.34	0.00%	$60,155.34	0.00%	-	Mortgage-Backed Securities	United States
31297DH6	31297DH6	Freddie Mac Gold 6.5% AUG 01 34	53,365	$55,370.91	0.00%	$55,370.91	0.00%	-	Mortgage-Backed Securities	United States
31412V4L	31412V4L	Fannie Mae 6% JUL 01 37	53,752	$56,282.47	0.00%	$56,282.47	0.00%	-	Mortgage-Backed Securities	United States
31292JAL	31292JAL	Freddie Mac Gold 5% APR 01 34	53,206	$53,904.79	0.00%	$53,904.79	0.00%	-	Mortgage-Backed Securities	United States
31297UKW	31297UKW	Freddie Mac Gold 5.5% OCT 01 35	57,208	$58,613.45	0.00%	$58,613.44	0.00%	-	Mortgage-Backed Securities	United States
3132A92F	3132A92F	Freddie Mac Pool 6.5% MAY 01 28	60,076	$61,282.86	0.00%	$61,282.86	0.00%	-	Mortgage-Backed Securities	United States
3140AAEQ	3140AAEQ	Fannie Mae 6% APR 01 54	56,843	$57,806.14	0.00%	$57,806.14	0.00%	-	Mortgage-Backed Securities	United States
31405HL7	31405HL7	Fannie Mae 6% JUL 01 34	55,641	$57,273.05	0.00%	$57,273.05	0.00%	-	Mortgage-Backed Securities	United States
31297B7K	31297B7K	Freddie Mac Gold 6% JUL 01 34	46,743	$48,118.59	0.00%	$48,118.58	0.00%	-	Mortgage-Backed Securities	United States
31402DF5	31402DF5	Fannie Mae 5% AUG 01 34	49,386	$49,972.63	0.00%	$49,972.62	0.00%	-	Mortgage-Backed Securities	United States
3142GRQ2	3142GRQ2	Freddie Mac Pool 6% JAN 01 54	44,865	$45,624.37	0.00%	$45,624.38	0.00%	-	Mortgage-Backed Securities	United States
3128KTMG	3128KTMG	Freddie Mac Gold 6.5% JUL 01 37	43,804	$45,651.10	0.00%	$45,651.10	0.00%	-	Mortgage-Backed Securities	United States
31413F7J	31413F7J	Fannie Mae 6% JUL 01 37	49,940	$51,216.93	0.00%	$51,216.93	0.00%	-	Mortgage-Backed Securities	United States
31296YLB	31296YLB	Freddie Mac Gold 6.5% MAY 01 34	49,040	$51,019.63	0.00%	$51,019.64	0.00%	-	Mortgage-Backed Securities	United States
31297S5K	31297S5K	Freddie Mac Gold 5.5% SEP 01 35	46,189	$47,141.70	0.00%	$47,141.70	0.00%	-	Mortgage-Backed Securities	United States
31419HBF	31419HBF	Fannie Mae 5% NOV 01 40	47,862	$48,654.43	0.00%	$48,654.42	0.00%	-	Mortgage-Backed Securities	United States
3128LXAE	3128LXAE	Freddie Mac Gold 4.5% APR 01 35	46,809	$46,361.68	0.00%	$46,361.69	0.00%	-	Mortgage-Backed Securities	United States
3140AGGK	3140AGGK	Fannie Mae 6.5% JUL 01 54	45,306	$46,633.80	0.00%	$46,633.80	0.00%	-	Mortgage-Backed Securities	United States
31407HWN	31407HWN	Fannie Mae 6.5% MAY 01 36	44,358	$46,172.01	0.00%	$46,172.01	0.00%	-	Mortgage-Backed Securities	United States
3133CF4A	3133CF4A	Freddie Mac Pool 6% NOV 01 53	49,025	$50,031.43	0.00%	$50,031.43	0.00%	-	Mortgage-Backed Securities	United States
31406V2P	31406V2P	Fannie Mae 5% JUN 01 35	49,036	$49,604.19	0.00%	$49,604.19	0.00%	-	Mortgage-Backed Securities	United States
31297CNS	31297CNS	Freddie Mac Gold 6% JUL 01 34	44,284	$45,432.86	0.00%	$45,432.87	0.00%	-	Mortgage-Backed Securities	United States
31376KS9	31376KS9	Fannie Mae 6% SEP 01 35	44,475	$46,504.58	0.00%	$46,504.59	0.00%	-	Mortgage-Backed Securities	United States
31297SBU	31297SBU	Freddie Mac Gold 5% AUG 01 35	51,275	$51,954.03	0.00%	$51,954.04	0.00%	-	Mortgage-Backed Securities	United States
3140XJTN	3140XJTN	Fannie Mae 6% NOV 01 52	43,654	$44,444.16	0.00%	$44,444.16	0.00%	-	Mortgage-Backed Securities	United States
36200NDM	36200NDM	Ginnie Mae I 6% MAR 15 34	40,305	$40,846.63	0.00%	$40,846.62	0.00%	-	Mortgage-Backed Securities	United States
31404WXR	31404WXR	Fannie Mae 6.5% JUN 01 34	36,091	$37,522.65	0.00%	$37,522.65	0.00%	-	Mortgage-Backed Securities	United States
31404EPN	31404EPN	Fannie Mae 6% MAR 01 34	36,073	$37,223.67	0.00%	$37,223.67	0.00%	-	Mortgage-Backed Securities	United States
31297C5V	31297C5V	Freddie Mac Gold 6% AUG 01 34	37,801	$39,333.82	0.00%	$39,333.81	0.00%	-	Mortgage-Backed Securities	United States
31376KHJ	31376KHJ	Fannie Mae 6% OCT 01 34	43,199	$44,970.79	0.00%	$44,970.79	0.00%	-	Mortgage-Backed Securities	United States
3140QMZG	3140QMZG	Fannie Mae 2.5% JAN 01 52	46,075	$39,001.43	0.00%	$39,001.43	0.00%	-	Mortgage-Backed Securities	United States
31404T5C	31404T5C	Fannie Mae 6% JUL 01 34	43,398	$44,517.48	0.00%	$44,517.48	0.00%	-	Mortgage-Backed Securities	United States
31418QV7	31418QV7	Fannie Mae 5.5% APR 01 40	42,633	$43,304.15	0.00%	$43,304.15	0.00%	-	Mortgage-Backed Securities	United States
31297ECL	31297ECL	Freddie Mac Gold 6% SEP 01 34	43,833	$44,896.37	0.00%	$44,896.37	0.00%	-	Mortgage-Backed Securities	United States
31404T4V	31404T4V	Fannie Mae 5.5% JUL 01 34	38,966	$39,869.15	0.00%	$39,869.16	0.00%	-	Mortgage-Backed Securities	United States
31406ANH	31406ANH	Fannie Mae 6% NOV 01 34	36,740	$37,678.32	0.00%	$37,678.33	0.00%	-	Mortgage-Backed Securities	United States
31404P6Y	31404P6Y	Fannie Mae 5% MAY 01 34	40,618	$41,098.67	0.00%	$41,098.68	0.00%	-	Mortgage-Backed Securities	United States
3140QKVG	3140QKVG	Fannie Mae 3% MAY 01 51	47,784	$41,869.98	0.00%	$41,869.98	0.00%	-	Mortgage-Backed Securities	United States
31296XVE	31296XVE	Freddie Mac Gold 5.5% APR 01 34	41,653	$42,120.03	0.00%	$42,120.03	0.00%	-	Mortgage-Backed Securities	United States
3132DWJ6	3132DWJ6	Freddie Mac Pool 6.5% DEC 01 53	40,436	$41,666.77	0.00%	$41,666.77	0.00%	-	Mortgage-Backed Securities	United States
31404SKL	31404SKL	Fannie Mae 6% APR 01 34	36,957	$37,908.56	0.00%	$37,908.57	0.00%	-	Mortgage-Backed Securities	United States
31371LM6	31371LM6	Fannie Mae 6.5% APR 01 34	28,307	$29,684.39	0.00%	$29,684.39	0.00%	-	Mortgage-Backed Securities	United States
31376KCV	31376KCV	Fannie Mae 5.5% FEB 01 34	29,186	$29,573.61	0.00%	$29,573.61	0.00%	-	Mortgage-Backed Securities	United States
31404CMC	31404CMC	Fannie Mae 5.5% APR 01 34	32,475	$33,051.42	0.00%	$33,051.42	0.00%	-	Mortgage-Backed Securities	United States
3137B0ZL	3137B0ZL	Freddie Mac REMICS 3% FEB 15 33	539,839	$30,201.85	0.00%	$30,201.85	0.00%	-	Mortgage-Backed Securities	United States
31403FQY	31403FQY	Fannie Mae 5.5% NOV 01 33	30,788	$31,505.49	0.00%	$31,505.50	0.00%	-	Mortgage-Backed Securities	United States
31407HWY	31407HWY	Fannie Mae 6.5% APR 01 36	28,784	$29,893.08	0.00%	$29,893.08	0.00%	-	Mortgage-Backed Securities	United States
36241KAL	36241KAL	Ginnie Mae I 5% OCT 15 34	30,600	$31,079.74	0.00%	$31,079.74	0.00%	-	Mortgage-Backed Securities	United States
3132DWBU	3132DWBU	Freddie Mac Pool 2.5% JUN 01 51	34,196	$28,989.40	0.00%	$28,989.40	0.00%	-	Mortgage-Backed Securities	United States
3131WGQD	3131WGQD	Freddie Mac Pool 6% JAN 01 36	31,521	$32,545.02	0.00%	$32,545.02	0.00%	-	Mortgage-Backed Securities	United States
31404FYW	31404FYW	Fannie Mae 5.5% FEB 01 34	30,859	$31,517.89	0.00%	$31,517.89	0.00%	-	Mortgage-Backed Securities	United States
3140M3Y4	3140M3Y4	Fannie Mae 2.5% OCT 01 51	36,061	$30,331.07	0.00%	$30,331.07	0.00%	-	Mortgage-Backed Securities	United States
31403WKD	31403WKD	Fannie Mae 5.5% JAN 01 34	31,195	$31,799.22	0.00%	$31,799.22	0.00%	-	Mortgage-Backed Securities	United States
31415PNH	31415PNH	Fannie Mae 5.5% AUG 01 38	32,888	$33,646.06	0.00%	$33,646.06	0.00%	-	Mortgage-Backed Securities	United States
31404W5H	31404W5H	Fannie Mae 6% MAY 01 34	31,608	$32,433.21	0.00%	$32,433.21	0.00%	-	Mortgage-Backed Securities	United States
31297C6G	31297C6G	Freddie Mac Gold 6% AUG 01 34	34,820	$35,744.45	0.00%	$35,744.45	0.00%	-	Mortgage-Backed Securities	United States
3133WGAP	3133WGAP	Freddie Mac Pool 6.5% JUL 01 54	33,462	$34,446.49	0.00%	$34,446.49	0.00%	-	Mortgage-Backed Securities	United States
3133WKAY	3133WKAY	Freddie Mac Pool 3% SEP 01 37	35,413	$33,415.80	0.00%	$33,415.81	0.00%	-	Mortgage-Backed Securities	United States
3136ABC3	3136ABC3	Fannie Mae REMICS 3% FEB 25 33	461,100	$36,441.41	0.00%	$36,441.41	0.00%	-	Mortgage-Backed Securities	United States
3137FNX7	3137FNX7	Freddie Mac Multifamily Structured Pass Through Certificates FRB JUL 25 29	846,397	$36,616.62	0.00%	$36,616.62	0.00%	-	Mortgage-Backed Securities	United States
3140AFDQ	3140AFDQ	Fannie Mae 6.5% JUL 01 54	35,093	$36,126.06	0.00%	$36,126.05	0.00%	-	Mortgage-Backed Securities	United States
31411GSU	31411GSU	Fannie Mae 6.5% FEB 01 37	28,069	$29,131.05	0.00%	$29,131.05	0.00%	-	Mortgage-Backed Securities	United States
3133BNAD	3133BNAD	Freddie Mac Pool 5% OCT 01 52	36,101	$35,683.64	0.00%	$35,683.64	0.00%	-	Mortgage-Backed Securities	United States
31385JMS	31385JMS	Fannie Mae 6.5% JUL 01 32	34,857	$35,843.03	0.00%	$35,843.03	0.00%	-	Mortgage-Backed Securities	United States
31405RVK	31405RVK	Fannie Mae 5.5% SEP 01 34	32,990	$33,629.04	0.00%	$33,629.05	0.00%	-	Mortgage-Backed Securities	United States
36202EDF	36202EDF	Ginnie Mae II 5.5% APR 20 35	31,929	$32,865.54	0.00%	$32,865.54	0.00%	-	Mortgage-Backed Securities	United States
3140QPKC	3140QPKC	Fannie Mae 3% JUN 01 52	24,565	$21,520.01	0.00%	$21,520.01	0.00%	-	Mortgage-Backed Securities	United States
31412WHE	31412WHE	Fannie Mae 6.5% MAY 01 37	22,470	$23,183.99	0.00%	$23,183.99	0.00%	-	Mortgage-Backed Securities	United States
31404SM2	31404SM2	Fannie Mae 6% APR 01 34	27,516	$27,999.33	0.00%	$27,999.33	0.00%	-	Mortgage-Backed Securities	United States
3132DWD6	3132DWD6	Freddie Mac Pool 3% JUL 01 52	24,413	$21,363.68	0.00%	$21,363.68	0.00%	-	Mortgage-Backed Securities	United States
01F0204C	01F0204C	Fannie Mae or Freddie Mac 2% DEC TBA	25,000	$22,439.32	0.00%	$22,417.10	0.00%	-	Mortgage-Backed Securities	United States
571903BG	571903BG	Marriott International Inc/MD 2.85% APR 15 31	23,000	$20,518.45	0.00%	$20,518.45	0.00%	-	Corporate Debt	United States
36179XFC	36179XFC	Ginnie Mae II 2% SEP 20 52	34,096	$28,136.87	0.00%	$28,136.87	0.00%	-	Mortgage-Backed Securities	United States
31297NBF	31297NBF	Freddie Mac Gold 5.5% MAY 01 35	21,148	$21,770.94	0.00%	$21,770.94	0.00%	-	Mortgage-Backed Securities	United States
3140XJCW	3140XJCW	Fannie Mae 3% JUN 01 52	26,063	$22,796.24	0.00%	$22,796.23	0.00%	-	Mortgage-Backed Securities	United States
31407JUK	31407JUK	Fannie Mae 6% AUG 01 35	27,141	$27,834.64	0.00%	$27,834.63	0.00%	-	Mortgage-Backed Securities	United States
31404MBT	31404MBT	Fannie Mae 5.5% MAR 01 34	27,547	$28,236.22	0.00%	$28,236.22	0.00%	-	Mortgage-Backed Securities	United States
3140MMBG	3140MMBG	Fannie Mae 3% MAY 01 52	24,824	$21,712.98	0.00%	$21,712.98	0.00%	-	Mortgage-Backed Securities	United States
3133CLU6	3133CLU6	Freddie Mac Pool 3.5% NOV 01 53	24,651	$22,422.13	0.00%	$22,422.13	0.00%	-	Mortgage-Backed Securities	United States
3140QTNV	3140QTNV	Fannie Mae 6% DEC 01 53	23,383	$23,781.31	0.00%	$23,781.31	0.00%	-	Mortgage-Backed Securities	United States
31405GRV	31405GRV	Fannie Mae 5.5% JUL 01 34	23,091	$23,479.86	0.00%	$23,479.86	0.00%	-	Mortgage-Backed Securities	United States
31418EAP	31418EAP	Fannie Mae 3% JAN 01 52	28,644	$25,196.55	0.00%	$25,196.55	0.00%	-	Mortgage-Backed Securities	United States
31407BTX	31407BTX	Fannie Mae 5% JUL 01 35	24,815	$25,122.61	0.00%	$25,122.61	0.00%	-	Mortgage-Backed Securities	United States
36179XVS	36179XVS	Ginnie Mae II 5% MAR 20 53	22,229	$22,045.32	0.00%	$22,045.32	0.00%	-	Mortgage-Backed Securities	United States
31406AYE	31406AYE	Fannie Mae 6% DEC 01 34	26,330	$27,058.88	0.00%	$27,058.88	0.00%	-	Mortgage-Backed Securities	United States
3132DWJE	3132DWJE	Freddie Mac Pool 5% SEP 01 53	28,324	$27,943.97	0.00%	$27,943.98	0.00%	-	Mortgage-Backed Securities	United States
3132DQZM	3132DQZM	Freddie Mac Pool 3% JUL 01 53	26,199	$22,948.47	0.00%	$22,948.47	0.00%	-	Mortgage-Backed Securities	United States
31405HBL	31405HBL	Fannie Mae 5.5% SEP 01 34	26,105	$26,649.30	0.00%	$26,649.30	0.00%	-	Mortgage-Backed Securities	United States
31406FCH	31406FCH	Fannie Mae 5.5% NOV 01 34	23,080	$23,485.48	0.00%	$23,485.48	0.00%	-	Mortgage-Backed Securities	United States
31404B7G	31404B7G	Fannie Mae 5.5% FEB 01 34	21,600	$21,675.45	0.00%	$21,675.45	0.00%	-	Mortgage-Backed Securities	United States
3140MWL8	3140MWL8	Fannie Mae 2% MAR 01 38	30,454	$27,359.63	0.00%	$27,359.63	0.00%	-	Mortgage-Backed Securities	United States
31388TL6	31388TL6	Fannie Mae 6.5% DEC 01 31	22,072	$22,696.91	0.00%	$22,696.91	0.00%	-	Mortgage-Backed Securities	United States
31307WQ6	31307WQ6	Freddie Mac Gold 3.5% SEP 01 33	22,888	$22,178.26	0.00%	$22,178.25	0.00%	-	Mortgage-Backed Securities	United States
36202EBT	36202EBT	Ginnie Mae II 4.5% DEC 20 34	25,410	$25,280.70	0.00%	$25,280.70	0.00%	-	Mortgage-Backed Securities	United States
31404SGA	31404SGA	Fannie Mae 6% APR 01 34	24,188	$24,783.56	0.00%	$24,783.56	0.00%	-	Mortgage-Backed Securities	United States
3140XHCP	3140XHCP	Fannie Mae 3% MAY 01 52	28,971	$25,339.62	0.00%	$25,339.62	0.00%	-	Mortgage-Backed Securities	United States
3128KSXS	3128KSXS	Freddie Mac Gold 6% JUN 01 37	26,761	$27,620.19	0.00%	$27,620.18	0.00%	-	Mortgage-Backed Securities	United States
3132D6CT	3132D6CT	Freddie Mac Pool 3% OCT 01 37	24,392	$23,015.85	0.00%	$23,015.85	0.00%	-	Mortgage-Backed Securities	United States
3133KRY7	3133KRY7	Freddie Mac Pool 3% AUG 01 53	23,842	$20,856.43	0.00%	$20,856.43	0.00%	-	Mortgage-Backed Securities	United States
3132DMYS	3132DMYS	Freddie Mac Pool 1.5% OCT 01 51	27,933	$21,396.97	0.00%	$21,396.97	0.00%	-	Mortgage-Backed Securities	United States
3137A9RJ	3137A9RJ	Freddie Mac REMICS 5.5% FEB 15 36	118,945	$20,272.16	0.00%	$20,272.15	0.00%	-	Mortgage-Backed Securities	United States
31400HAZ	31400HAZ	Fannie Mae 5.5% FEB 01 33	19,062	$19,505.68	0.00%	$19,505.68	0.00%	-	Mortgage-Backed Securities	United States
31404GLP	31404GLP	Fannie Mae 6% FEB 01 34	17,302	$17,721.98	0.00%	$17,721.98	0.00%	-	Mortgage-Backed Securities	United States
3133BAX8	3133BAX8	Freddie Mac Pool 3% MAY 01 52	22,837	$19,972.60	0.00%	$19,972.61	0.00%	-	Mortgage-Backed Securities	United States
31297DMD	31297DMD	Freddie Mac Gold 6.5% AUG 01 34	16,354	$16,834.25	0.00%	$16,834.25	0.00%	-	Mortgage-Backed Securities	United States
3131WHAE	3131WHAE	Freddie Mac Pool 5% JUL 01 35	18,651	$18,886.17	0.00%	$18,886.17	0.00%	-	Mortgage-Backed Securities	United States
36202DYJ	36202DYJ	Ginnie Mae II 4.5% JUL 20 33	19,097	$18,846.99	0.00%	$18,847.00	0.00%	-	Mortgage-Backed Securities	United States
31297AZL	31297AZL	Freddie Mac Gold 6.5% JUN 01 34	16,332	$16,849.31	0.00%	$16,849.31	0.00%	-	Mortgage-Backed Securities	United States
31404AHA	31404AHA	Fannie Mae 5.5% JAN 01 34	17,161	$17,521.60	0.00%	$17,521.60	0.00%	-	Mortgage-Backed Securities	United States
36291F4X	36291F4X	Ginnie Mae I 6% JUL 15 34	12,126	$12,416.31	0.00%	$12,416.31	0.00%	-	Mortgage-Backed Securities	United States
83162CPK	83162CPK	United States Small Business Administration 4.95% MAR 01 25	17,886	$18,081.23	0.00%	$18,081.23	0.00%	-	Agency	United States
3140MFY5	3140MFY5	Fannie Mae 3% JUN 01 52	22,699	$19,890.10	0.00%	$19,890.10	0.00%	-	Mortgage-Backed Securities	United States
31371J5A	31371J5A	Fannie Mae 6.5% JUN 01 31	15,915	$16,480.98	0.00%	$16,480.98	0.00%	-	Mortgage-Backed Securities	United States
36201DBT	36201DBT	Ginnie Mae I 6% SEP 15 32	12,493	$13,134.38	0.00%	$13,134.37	0.00%	-	Mortgage-Backed Securities	United States
3132DWEP	3132DWEP	Freddie Mac Pool 3% SEP 01 52	22,290	$19,508.27	0.00%	$19,508.26	0.00%	-	Mortgage-Backed Securities	United States
36179TQP	36179TQP	Ginnie Mae II 3.5% JAN 20 48	13,821	$12,813.00	0.00%	$12,813.00	0.00%	-	Mortgage-Backed Securities	United States
31297DJF	31297DJF	Freddie Mac Gold 6.5% AUG 01 34	15,713	$16,180.55	0.00%	$16,180.55	0.00%	-	Mortgage-Backed Securities	United States
31405DWE	31405DWE	Fannie Mae 5.5% JUL 01 34	19,531	$19,986.62	0.00%	$19,986.62	0.00%	-	Mortgage-Backed Securities	United States
3128M4ZA	3128M4ZA	Freddie Mac Gold 6.5% JUL 01 37	14,367	$15,117.57	0.00%	$15,117.57	0.00%	-	Mortgage-Backed Securities	United States
31400RW8	31400RW8	Fannie Mae 5.5% MAR 01 33	12,492	$12,652.09	0.00%	$12,652.09	0.00%	-	Mortgage-Backed Securities	United States
31401KVB	31401KVB	Fannie Mae 5.5% MAY 01 33	13,749	$14,055.37	0.00%	$14,055.37	0.00%	-	Mortgage-Backed Securities	United States
31405MWY	31405MWY	Fannie Mae 5.5% SEP 01 34	9,760	$9,958.30	0.00%	$9,958.30	0.00%	-	Mortgage-Backed Securities	United States
31407J4F	31407J4F	Fannie Mae 6% SEP 01 35	9,252	$9,496.86	0.00%	$9,496.86	0.00%	-	Mortgage-Backed Securities	United States
36290SKW	36290SKW	Ginnie Mae I 4.5% OCT 15 33	6,484	$6,414.07	0.00%	$6,414.08	0.00%	-	Mortgage-Backed Securities	United States
31402XTB	31402XTB	Fannie Mae 6.5% NOV 01 33	7,515	$7,780.81	0.00%	$7,780.81	0.00%	-	Mortgage-Backed Securities	United States
3136APK4	3136APK4	Fannie Mae REMICS 2% MAY 25 44	8,165	$8,141.54	0.00%	$8,141.54	0.00%	-	Mortgage-Backed Securities	United States
36200NBM	36200NBM	Ginnie Mae I 4.5% JAN 15 34	4,657	$4,602.15	0.00%	$4,602.15	0.00%	-	Mortgage-Backed Securities	United States
3136AEXM	3136AEXM	Fannie Mae REMICS 3% FEB 25 33	99,046	$6,572.54	0.00%	$6,572.54	0.00%	-	Mortgage-Backed Securities	United States
3137BSLS	3137BSLS	Freddie Mac REMICS 4% AUG 15 44	117,568	$11,475.91	0.00%	$11,475.92	0.00%	-	Mortgage-Backed Securities	United States
36290SR2	36290SR2	Ginnie Mae I 4.5% NOV 15 33	6,512	$6,455.27	0.00%	$6,455.27	0.00%	-	Mortgage-Backed Securities	United States
31297AZP	31297AZP	Freddie Mac Gold 6.5% JUN 01 34	6,322	$6,527.18	0.00%	$6,527.18	0.00%	-	Mortgage-Backed Securities	United States
31405DQU	31405DQU	Fannie Mae 5.5% JUL 01 34	10,793	$11,033.62	0.00%	$11,033.61	0.00%	-	Mortgage-Backed Securities	United States
3140KNN7	3140KNN7	Fannie Mae 2.5% OCT 01 50	14,133	$11,988.67	0.00%	$11,988.68	0.00%	-	Mortgage-Backed Securities	United States
31296XXV	31296XXV	Freddie Mac Gold 6% FEB 01 34	6,905	$7,041.73	0.00%	$7,041.73	0.00%	-	Mortgage-Backed Securities	United States
31405ELT	31405ELT	Fannie Mae 6% JUN 01 34	5,535	$5,643.58	0.00%	$5,643.58	0.00%	-	Mortgage-Backed Securities	United States
3137BJGN	3137BJGN	Freddie Mac REMICS 4.5% DEC 15 40	54,696	$5,307.80	0.00%	$5,307.80	0.00%	-	Mortgage-Backed Securities	United States
31394CSB	31394CSB	Fannie Mae REMICS 5% MAR 25 25	1,047	$1,046.57	0.00%	$1,046.58	0.00%	-	Mortgage-Backed Securities	United States
36290RRX	36290RRX	Ginnie Mae I 4.5% JUL 15 33	2,558	$2,527.40	0.00%	$2,527.41	0.00%	-	Mortgage-Backed Securities	United States
3128PTJ6	3128PTJ6	Freddie Mac Gold 3.5% DEC 01 25	2,224	$2,214.27	0.00%	$2,214.27	0.00%	-	Mortgage-Backed Securities	United States
76110VSS	76110VSS	Home Equity Loan Trust 2005-HS2 FRB DEC 25 35	140,906	$2,800.12	0.00%	$2,800.12	0.00%	-	Asset Backed Securities	United States
XYH25F00	XYH25F00	Us 10yr Ultra Future Mar 20 25	-124	$0.00	0.00%	$-14,234,812.50	-0.17%	-	U.S. Governments	United States
CASH_DERV	CASH_DERV	Other	-	$0.00	0.00%	$-390,554,950.90	-4.77%	-	-	-
CASH	CASH	Cash & Cash Equivalents	-	$84,079,807.20	1.03%	$83,675,463.49	1.02%	-	-	-

^*Short positions, unlike long positions, lose value if the underlying asset gains value.

Portfolio characteristics are based on equivalent exposure, which measures how a portfolio's value would change due to price changes in an asset held either directly or, in the case of a derivative contract, indirectly. The market value of the holding may differ.

The list of portfolio holdings is as of the date shown and may not represent current or future portfolio composition. This information should not be construed as a recommendation to buy or sell any of the securities mentioned.

This portfolio data has not been audited or adjusted for certain financial statement reclassifications. An audit could potentially result in adjustments to this data. For adjusted holdings information, please refer to the fund's quarterly portfolio holdings and semiannual reports. For audited portfolio holdings information, please refer to the fund's annual report.

A complete list of portfolio holdings for each MFS fund is generally available on mfs.com at the earliest, 19 days after the end of each month. Top 10 portfolio holdings are generally available at the earliest, 11 calendar days after the end of each month.

When posting a fund's top 10 securities holdings, if applicable, for funds with significant investments in both equity and debt instrument securities, the fund's top 10 equity and top 10 debt instrument securities will be made available. In addition, for funds that primarily invest in shares of MFS funds, when posting a fund's top 10 securities holdings, all of the following, as applicable, will be posted all securities positions in shares of MFS funds, top 10 aggregated equity securities contained within fund investments and top 10 aggregated debt instrument securities positions contained within underlying fund investments.

Other. Other consists of: (i) currency derivatives and/or (ii) any derivative offsets.

This website is a general communication and is provided for informational and/or educational purposes only. None of the content should be viewed as a suggestion that you take or refrain from taking any action nor as a recommendation for any specific investment product, strategy, plan feature or other such purpose. Your use of this website indicates that you agree with the intended purpose. Prior to making any investment or financial decision, you should seek individualized advice from a personal financial, tax, and other professionals who are able to provide advice in the context of your particular financial situation.

The information provided on this page should be read in conjunction with the fund's prospectus or summary prospectus for the portfolio being offered, which are available online here or by contacting MFS. Consider the fund's investment objectives, risks, charges, and expenses, and otherwise read these documents carefully before you invest. Shares of the funds are not FDIC-insured and are not deposits or other obligations of, or guaranteed by, any bank. Shares of the funds involve investment risk, including possible loss of principal.

MFS registered investment products are offered through MFS® Fund Distributors, Inc., Member SIPC, 111 Huntington Avenue, Boston, MA 02199.

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