0001145549-23-022586.txt : 20230407
0001145549-23-022586.hdr.sgml : 20230407
20230407125201
ACCESSION NUMBER: 0001145549-23-022586
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230228
FILED AS OF DATE: 20230407
DATE AS OF CHANGE: 20230407
PERIOD START: 20230831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TRUST FOR PROFESSIONAL MANAGERS
CENTRAL INDEX KEY: 0001141819
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-10401
FILM NUMBER: 23808369
BUSINESS ADDRESS:
STREET 1: U.S. BANCORP FUND SERVICES LLC
STREET 2: 615 EAST MICHIGAN ST 2ND FLOOR
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
BUSINESS PHONE: 4147655067
MAIL ADDRESS:
STREET 1: U.S. BANCORP FUND SERVICES LLC
STREET 2: 615 EAST MICHIGAN ST 2ND FLOOR
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
FORMER COMPANY:
FORMER CONFORMED NAME: ZODIAC TRUST
DATE OF NAME CHANGE: 20010601
0001141819
S000029835
Performance Trust Strategic Bond Fund
C000091754
Performance Trust Strategic Bond Fund - Institutional Class
PTIAX
C000207405
Performance Trust Strategic Bond Fund - Class A
PTAOX
C000207406
Performance Trust Strategic Bond Fund - Class C
PTCOX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001141819
XXXXXXXX
S000029835
C000091754
C000207406
C000207405
Trust for Professional Managers
811-10401
0001141819
549300O1N816L3GGRD45
615 East Michigan Street
Milwaukee
53202
513-629-8104
Performance Trust Strategic Bond Fund
S000029835
254900NYB6EW786MJS87
2023-08-31
2023-02-28
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Exeter Automobile Receivables Trust 2021-1
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ABS-O
CORP
US
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2028-07-17
Fixed
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N
N
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Exeter Automobile Receivables
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Exeter Automobile Receivables Trust 2022-4
30166BAE2
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PA
USD
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0.0766590152
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ABS-O
CORP
US
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2
2028-12-15
Fixed
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N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
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PA
USD
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0.0111705324
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Variable
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N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FG6U4
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PA
USD
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0.0564288311
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Variable
.116301000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
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PA
USD
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0.0735829026
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
.103372000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FHPL1
427143903.320000000000
PA
USD
3202255.130000000000
0.0626803950
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
.121193000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJEK1
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PA
USD
858358.860000000000
0.0168013697
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Variable
.074305000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJZB8
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PA
USD
3908526.530000000000
0.0765048308
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Variable
.205031000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FL6T6
53965000.000000000000
PA
USD
1342843.470000000000
0.0262845887
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Variable
.454240000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLMZ4
50517000.000000000000
PA
USD
1678543.510000000000
0.0328555240
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Variable
.625706000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLN59
64048317.980000000000
PA
USD
956824.230000000000
0.0187287141
Long
ABS-MBS
USGSE
US
N
2
2026-02-25
Variable
.646553000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLND2
53659000.000000000000
PA
USD
1433800.680000000000
0.0280649696
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Variable
.491025000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLYL2
131712807.020000000000
PA
USD
7405829.170000000000
0.1449604354
Long
ABS-MBS
USGSE
US
N
2
2034-03-25
Variable
.776418000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMCT7
54329819.220000000000
PA
USD
2541880.360000000000
0.0497543320
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Variable
.952315000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMTU6
47455779.040000000000
PA
USD
3104253.350000000000
0.0607621249
Long
ABS-MBS
USGSE
US
N
2
2034-04-25
Variable
.908787000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMU26
195151929.170000000000
PA
USD
8707522.960000000000
0.1704395673
Long
ABS-MBS
USGSE
US
N
2
2029-06-25
Variable
.879606000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMU83
58493295.310000000000
PA
USD
1439344.520000000000
0.0281734838
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Variable
.956920000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMUA8
70547000.000000000000
PA
USD
2674634.300000000000
0.0523528350
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Variable
1.363920000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMUR1
62906040.050000000000
PA
USD
2328957.740000000000
0.0455866211
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Variable
.804567000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX70
72686275.390000000000
PA
USD
4064354.850000000000
0.0795549877
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Variable
1.091257000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX96
66115000.000000000000
PA
USD
4764478.300000000000
0.0932590845
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Variable
1.351329000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHM0
61796824.450000000000
PA
USD
3631601.620000000000
0.0710843499
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Variable
1.143621000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHP3
24691000.000000000000
PA
USD
1846388.040000000000
0.0361408842
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Variable
1.392309000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHS7
31959021.870000000000
PA
USD
1571246.130000000000
0.0307553034
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Variable
1.021121000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPJA4
75856352.060000000000
PA
USD
4753424.520000000000
0.0930427197
Long
ABS-MBS
USGSE
US
N
2
2034-08-25
Variable
.859411000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPJJ5
210062911.940000000000
PA
USD
9655058.600000000000
0.1889864681
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Variable
.883921000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQ3E1
62086000.000000000000
PA
USD
3132257.330000000000
0.0613102700
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Variable
.914978000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQ4D2
65686000.000000000000
PA
USD
3974167.220000000000
0.0777896704
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Variable
1.093880000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQK28
80366408.510000000000
PA
USD
3765045.690000000000
0.0736963613
Long
ABS-MBS
USGSE
US
N
2
2034-10-25
Variable
.576777000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQKE2
165211844.610000000000
PA
USD
7236146.620000000000
0.1416390981
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Variable
.823685000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQKQ5
125126080.200000000000
PA
USD
4354687.890000000000
0.0852379170
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Variable
.639036000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQXN8
20050000.000000000000
PA
USD
655003.430000000000
0.0128209253
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Variable
1.007645000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUN9
64122000.000000000000
PA
USD
6395008.890000000000
0.1251748118
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Variable
1.766884000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRZD6
118898000.000000000000
PA
USD
10509394.220000000000
0.2057090876
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Variable
1.551055000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTBP1
16041959.240000000000
PA
USD
1492277.590000000000
0.0292095867
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Variable
1.690530000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTBR7
70601000.000000000000
PA
USD
6763462.840000000000
0.1323868665
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Variable
1.660618000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTFW2
24099000.000000000000
PA
USD
1172136.800000000000
0.0229432055
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Variable
1.367505000000
N
N
N
N
N
N
Freddie Mac Multiclass Certifi
N/A
Freddie Mac Multiclass Certificates Series 2020-RR09
3137FTGA9
42360000.000000000000
PA
USD
4915323.080000000000
0.0962116945
Long
ABS-MBS
USGSE
US
N
2
2029-08-27
Variable
2.675870000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZM2
78602546.180000000000
PA
USD
9208248.980000000000
0.1802406929
Long
ABS-MBS
USGSE
US
N
2
2035-02-25
Variable
1.510922000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZS9
29878843.610000000000
PA
USD
2710796.930000000000
0.0530606761
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
1.696852000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B28 Mortgage Trust
08163GAZ3
86014774.980000000000
PA
USD
6242952.370000000000
0.1221984835
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
1.281447000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZE7
108730046.600000000000
PA
USD
9490828.310000000000
0.1857718524
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.571436000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZK3
41719538.600000000000
PA
USD
5227979.680000000000
0.1023315814
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Variable
1.510646000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZX5
96302357.320000000000
PA
USD
7755662.200000000000
0.1518080073
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.433938000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZZ0
44272000.000000000000
PA
USD
4323749.620000000000
0.0846323366
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.665203000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B28 Mortgage Trust
08163GBA7
32491000.000000000000
PA
USD
2114793.700000000000
0.0413946107
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
.954782000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAG3
52016772.400000000000
PA
USD
3737633.970000000000
0.0731598090
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.265668000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2005-AA5
32051GPM1
1326651.600000000000
PA
USD
1197524.350000000000
0.0234401371
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
4.800008000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
N/A
First Horizon Mortgage Pass-Through Trust 2005-AR3
32051GQP3
1281959.030000000000
PA
USD
1209204.140000000000
0.0236687553
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
3.888229000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAJ7
6000000.000000000000
PA
USD
4520411.400000000000
0.0884817607
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.355000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAK4
2000000.000000000000
PA
USD
1422207.800000000000
0.0278380526
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.703000000000
N
N
N
N
N
N
First Horizon Alternative Mort
5493005TE20WPW8O1W08
First Horizon Alternative Mortgage Securities Trust 2006-FA1
32051GS63
1918600.470000000000
PA
USD
944759.550000000000
0.0184925621
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
5.750000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2005-AA7
32051GSQ9
1387241.770000000000
PA
USD
1198360.760000000000
0.0234565089
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
5.086926000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAN8
28014000.000000000000
PA
USD
2705527.690000000000
0.0529575369
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.487916000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAU2
5000000.000000000000
PA
USD
2725683.500000000000
0.0533520633
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.000000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B29 Mortgage Trust
08163JAM6
27615000.000000000000
PA
USD
2288096.060000000000
0.0447868015
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Variable
1.306401000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B29 Mortgage Trust
08163JAX2
8953000.000000000000
PA
USD
4294712.020000000000
0.0840639596
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.000000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2005-FA8
32051GYU3
1189348.120000000000
PA
USD
646093.390000000000
0.0126465217
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2006-FA6
32052FAE6
6838317.850000000000
PA
USD
3410731.380000000000
0.0667610735
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.250000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2006-FA6
32052FAM8
1210404.840000000000
PA
USD
447450.480000000000
0.0087583193
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.250000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2006-FA6
32052FAQ9
954908.310000000000
PA
USD
344026.820000000000
0.0067339222
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.000000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KAA9
83683000.000000000000
PA
USD
3251444.390000000000
0.0636432172
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
.594377000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KAC5
18582000.000000000000
PA
USD
1557660.310000000000
0.0304893769
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
1.299740000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KAL5
1500000.000000000000
PA
USD
798402.000000000000
0.0156277844
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.000000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KAN1
2250000.000000000000
PA
USD
1074154.950000000000
0.0210253255
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.000000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2006-FA6
32052FBD7
888.400000000000
PA
USD
649.200000000000
0.0000127073
Long
ABS-MBS
CORP
US
N
2
2500-12-31
Fixed
5.750000000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
549300YB0SYOI7JLTH61
First Horizon Mortgage Pass-Through Trust 2006-4
32052UAF0
873204.980000000000
PA
USD
231871.550000000000
0.0045386141
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
5.750000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KBE0
5250000.000000000000
PA
USD
4500169.280000000000
0.0880855449
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.431000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KBL4
7250000.000000000000
PA
USD
5151228.680000000000
0.1008292704
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
2.879740000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
549300YB0SYOI7JLTH61
First Horizon Mortgage Pass-Through Trust 2006-4
32052UAQ6
528756.740000000000
PA
USD
146406.030000000000
0.0028657266
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2007-FA4
32052WAF6
1818209.110000000000
PA
USD
805041.720000000000
0.0157577491
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
6.250000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B21 Mortgage Trust
08163LAJ8
5966000.000000000000
PA
USD
5087047.120000000000
0.0995729915
Long
ABS-MBS
CORP
US
N
2
2053-12-17
Fixed
1.797500000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAF4
10000000.000000000000
PA
USD
8660339.000000000000
0.1695159965
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Fixed
2.615000000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
N/A
First Horizon Mortgage Pass-Through Trust 2006-AR4
32053AAB2
2312846.190000000000
PA
USD
1463056.770000000000
0.0286376233
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
4.186208000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2007-AA1
32053BAB0
2317812.330000000000
PA
USD
1635052.730000000000
0.0320042429
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
3.956177000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE18 Mortgage Trust
12632QBA0
4550700.000000000000
PA
USD
4345817.470000000000
0.0850642890
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Variable
4.456000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300FU8TZDHFLQZL50
CSAIL 2016-C5 Commercial Mortgage Trust
12636LAJ9
46821000.000000000000
PA
USD
1023193.360000000000
0.0200278121
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
1.000000000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
N/A
First Horizon Mortgage Pass-Through Trust 2007-AR1
32053EAA6
494321.690000000000
PA
USD
215581.850000000000
0.0042197623
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
3.568017000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
N/A
First Horizon Mortgage Pass-Through Trust 2007-AR2
32055GAB7
2286110.680000000000
PA
USD
784288.450000000000
0.0153515282
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
3.800670000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-4
12637HAD0
517628.540000000000
PA
USD
305593.660000000000
0.0059816381
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.000000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-4
12637HAX6
505758.190000000000
PA
USD
79105.490000000000
0.0015483974
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
7.000000000000
N
N
N
N
N
N
FIRST INTERSTATE BANCSYS
549300WRWYTYX0RCNJ43
First Interstate BancSystem Inc
32055YAA0
5000000.000000000000
PA
USD
4691295.550000000000
0.0918266179
Long
DBT
CORP
US
N
2
2030-05-15
Variable
5.250000000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2022-1
32057KAC4
5000000.000000000000
PA
USD
4665999.000000000000
0.0913314675
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
3.130000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2007-2
126384AU0
1351629.100000000000
PA
USD
760643.330000000000
0.0148887026
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2007-3
12638PCC1
299415.970000000000
PA
USD
246743.010000000000
0.0048297055
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.500000000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2021-1
32059FAE9
1795000.000000000000
PA
USD
1696716.390000000000
0.0332112368
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.170000000000
N
N
N
N
N
N
FIRST MID BANCSHARES INC
N/A
First Mid Bancshares Inc
320866AA4
5300000.000000000000
PA
USD
4783059.150000000000
0.0936227829
Long
DBT
CORP
US
N
2
2030-10-15
Variable
3.950000000000
N
N
N
N
N
N
OLD NATL BANCORP
549300MMK90CL5KMVX16
Old National Bancorp/IN
320867AC8
7515000.000000000000
PA
USD
7530950.060000000000
0.1474095303
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
5.875000000000
N
N
N
N
N
N
FIRSTBANK
549300OBO7DOF2KOP535
FirstBank/Nashville TN
33766NAJ3
8000000.000000000000
PA
USD
7350891.920000000000
0.1438851030
Long
DBT
CORP
US
N
2
2030-09-01
Variable
4.500000000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2023-1
337955AC2
5000000.000000000000
PA
USD
4992506.500000000000
0.0977224696
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
5.380000000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2022-3
33845PAP9
10000000.000000000000
PA
USD
9852182.000000000000
0.1928449279
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
4.550000000000
N
N
N
N
N
N
FLORIDA DEV FIN CORP SURFACE T
549300HC854CNBLMWC48
Florida Development Finance Corp
34061YAH3
3000000.000000000000
PA
USD
2716649.400000000000
0.0531752314
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
7.375000000000
N
N
N
N
N
N
FLORIDA ST BRD OF ADMIN FIN CO
549300S34SOJ0RULXM35
State Board of Administration Finance Corp
341271AF1
15537000.000000000000
PA
USD
12736705.900000000000
0.2493061060
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.154000000000
N
N
N
N
N
N
FLUSHING FINANCIAL CORP
N/A
Flushing Financial Corp
343873AB1
5000000.000000000000
PA
USD
4223161.850000000000
0.0826634488
Long
DBT
CORP
US
N
2
2031-12-01
Variable
3.125000000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C68
8750000.000000000000
PA
USD
8871362.500000000000
0.1736465345
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.350000000000
N
N
N
N
N
N
FRANKLIN CNTY OH CONVENTION FA
N/A
Franklin County Convention Facilities Authority
353174JF3
5485000.000000000000
PA
USD
4478475.620000000000
0.0876609169
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
2.022000000000
N
N
N
N
N
N
FRANKLIN CNTY OH CONVENTION FA
N/A
Franklin County Convention Facilities Authority
353174JJ5
22100000.000000000000
PA
USD
17261041.460000000000
0.3378646776
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
2.472000000000
N
N
N
N
N
N
Multifamily Structured Credit
N/A
Freddie Mac Multifamily Structured Credit Risk
35563GAB5
7000000.000000000000
PA
USD
6277465.600000000000
0.1228740396
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Floating
8.484130000000
N
N
N
N
N
N
Freddie Mac - STACR
549300L8K4CLYS7FCQ06
Freddie Mac STACR Trust 2018-DNA2
35563TAV3
5000000.000000000000
PA
USD
5194633.500000000000
0.1016788690
Long
ABS-MBS
CORP
US
N
2
2030-12-25
Floating
8.317000000000
N
N
N
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564ACB5
10000000.000000000000
PA
USD
10270498.000000000000
0.2010329738
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
8.817000000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBS7
5855000.000000000000
PA
USD
5723934.070000000000
0.1120393079
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
6.734130000000
N
N
N
N
N
N
GATEWAY CA UNIF SCH DIST
N/A
Gateway Unified School District/CA
36759RBZ9
2315000.000000000000
PA
USD
1580673.670000000000
0.0309398365
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
.000000000000
N
N
N
N
N
N
GATEWAY CA UNIF SCH DIST
N/A
Gateway Unified School District/CA
36759RCB1
2315000.000000000000
PA
USD
1417262.210000000000
0.0277412485
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
.000000000000
N
N
N
N
N
N
GATEWAY CA UNIF SCH DIST
N/A
Gateway Unified School District/CA
36759RCC9
2315000.000000000000
PA
USD
1332551.500000000000
0.0260831355
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
.000000000000
N
N
N
N
N
N
GDB DEBT RECOVERY AUTH OF CMWL
N/A
GDB Debt Recovery Authority of Puerto Rico
36829QAA3
10466351.000000000000
PA
USD
8791734.840000000000
0.1720879163
Long
DBT
MUN
US
N
2
2040-08-20
Fixed
7.500000000000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373385JT1
5000000.000000000000
PA
USD
3544728.000000000000
0.0693839005
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
2.250000000000
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375414AA7
1250000.000000000000
PA
USD
1092021.250000000000
0.0213750374
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
11.192430000000
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375415AG1
8475000.000000000000
PA
USD
7969288.280000000000
0.1559894878
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
7.742430000000
N
N
N
N
N
N
GLENDALE AZ MUNI PROPERTY CORP
N/A
Glendale Municipal Property Corp
378294DM1
3050000.000000000000
PA
USD
3312931.050000000000
0.0648467466
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
6.157000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-3
38014QAC0
3000000.000000000000
PA
USD
2953098.900000000000
0.0578034535
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
4.920000000000
N
N
N
N
N
N
GOLDEN ST TOBACCO SECURITIZATI
N/A
Golden State Tobacco Securitization Corp
38122NB76
12145000.000000000000
PA
USD
11158813.860000000000
0.2184207167
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.000000000000
N
N
N
N
N
N
GOLDEN ST TOBACCO SECURITIZATI
N/A
Golden State Tobacco Securitization Corp
38122ND25
15930000.000000000000
PA
USD
13114692.690000000000
0.2567047549
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
2.787000000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300UYD6YMBA6XSE43
Goldentree Loan Management US Clo 2 Ltd
38136PAA9
6561000.000000000000
PA
USD
5809457.130000000000
0.1137133217
Long
ABS-CBDO
CORP
KY
N
2
2030-11-28
Floating
9.507710000000
N
N
N
N
N
N
GoldenTree Loan Opportunities
549300ZH5R2TCUAYC824
Goldentree Loan Opportunities XI Ltd
38137HCA4
2250000.000000000000
PA
USD
2140935.750000000000
0.0419063107
Long
ABS-CBDO
CORP
KY
N
2
2031-01-18
Floating
7.194710000000
N
N
N
N
N
N
GoldenTree Loan Opportunities
549300ZH5R2TCUAYC824
Goldentree Loan Opportunities XI Ltd
38137JBG8
3750000.000000000000
PA
USD
3397293.750000000000
0.0664980477
Long
ABS-CBDO
CORP
KY
N
2
2031-01-18
Floating
10.194710000000
N
N
N
N
N
N
GoldenTree Loan Opportunities
549300IGEA8MXF2YEF61
Goldentree Loan Opportunities X Ltd
38137PAY6
4000000.000000000000
PA
USD
3834640.000000000000
0.0750585885
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
7.857710000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300H67V5FL4RU1Z53
Goldentree Loan Management US Clo 4 Ltd
38138CAA6
8000000.000000000000
PA
USD
6982112.000000000000
0.1366666678
Long
ABS-CBDO
CORP
KY
N
2
2031-04-24
Floating
9.565570000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300O473GD3F35WC55
Goldentree Loan Management US CLO 5 Ltd
38138DAU0
2500000.000000000000
PA
USD
2371922.500000000000
0.0464276059
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
7.957710000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300O473GD3F35WC55
Goldentree Loan Management US CLO 5 Ltd
38138EAA2
7500000.000000000000
PA
USD
6555585.000000000000
0.1283179012
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
9.657710000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldentTree Loan Management US CLO 1 Ltd
38138HAA5
6500000.000000000000
PA
USD
5682976.000000000000
0.1112376017
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
9.557710000000
N
N
N
N
N
N
GOLUB CAPITAL BDC 3 CLO 1 LLC
254900GKK16EMNSQ3D94
Golub Capital BDC 3 CLO 1 LLC
38177XAE4
7000000.000000000000
PA
USD
6792779.000000000000
0.1329606960
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
7.592430000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAB3
1058000.000000000000
PA
USD
926617.560000000000
0.0181374539
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.500000000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAD9
4433000.000000000000
PA
USD
3782346.430000000000
0.0740350031
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.750000000000
N
N
N
N
N
N
GREAT LAKES MI WTR AUTH SEWAGE
N/A
Great Lakes Water Authority Sewage Disposal System Revenue
39081HCV2
13975000.000000000000
PA
USD
11196378.700000000000
0.2191560045
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
3.056000000000
N
N
N
N
N
N
GREAT SOUTHERN BANK
1TMVIO1SD0RLIPEIW803
Great Southern Bank
390905AC1
4750000.000000000000
PA
USD
4491138.250000000000
0.0879087731
Long
DBT
CORP
US
N
2
2030-06-15
Variable
5.500000000000
N
N
N
N
N
N
Grippen Park CLO LTD
549300P7KR0IARP7PG22
Grippen Park CLO Ltd
39862DAA4
1150000.000000000000
PA
USD
1013746.850000000000
0.0198429077
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
10.507710000000
N
N
N
N
N
N
Grippen Park CLO LTD
549300P7KR0IARP7PG22
Grippen Park CLO Ltd
39862EAD6
7550000.000000000000
PA
USD
7209260.950000000000
0.1411128426
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
8.107710000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
17214000.000000000000
PA
USD
14797670.820000000000
0.2896470814
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.000000000000
N
N
N
N
N
N
HACKENSACK MERIDIAN HLTH
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AC1
9920000.000000000000
PA
USD
7038451.000000000000
0.1377694378
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
2.675000000000
N
N
N
N
N
N
HAMILTON CNTY OH HLTH CARE FAC
549300TO1E3N4E4YIO28
County of Hamilton OH
40727TDJ0
285000.000000000000
PA
USD
236993.490000000000
0.0046388701
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
3.374000000000
N
N
N
N
N
N
HAMILTON CNTY OH HLTH CARE FAC
549300TO1E3N4E4YIO28
County of Hamilton OH
40727TDK7
10775000.000000000000
PA
USD
8418508.580000000000
0.1647824492
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
3.756000000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AQ5
1000000.000000000000
PA
USD
1012450.000000000000
0.0198175234
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
9.000000000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2006-6
41161UAE2
2124077.550000000000
PA
USD
1682806.600000000000
0.0329389690
Long
ABS-MBS
CORP
US
N
2
2036-08-19
Variable
3.964002000000
N
N
N
N
N
N
HARRIS CNTY TX MET TRANSIT AUT
N/A
Metropolitan Transit Authority of Harris County Sales & Use Tax Revenue
41422EKW2
17015000.000000000000
PA
USD
12993492.840000000000
0.2543324097
Long
DBT
MUN
US
N
2
2037-11-01
Fixed
2.599000000000
N
N
N
N
N
N
HAWAII ST
N/A
State of Hawaii
419792C53
10000000.000000000000
PA
USD
7617287.000000000000
0.1490994748
Long
DBT
MUN
US
N
2
2038-10-01
Fixed
2.800000000000
N
N
N
N
N
N
HEARTLAND FINANCIAL USA
549300QF7B0DFZT32C73
Heartland Financial USA Inc
42234QAE2
6000000.000000000000
PA
USD
5160834.660000000000
0.1010172962
Long
DBT
CORP
US
N
2
2031-09-15
Variable
2.750000000000
N
N
N
N
N
N
HERCULES CA REDEV AGY SUCCESSO
N/A
Hercules Redevelopment Agency Successor Agency
427078AP5
5460000.000000000000
PA
USD
5324017.610000000000
0.1042114114
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
4.913000000000
N
N
N
N
N
N
HILLTOP HOLDINGS INC
54930010TA543US0PM65
Hilltop Holdings Inc
432748AE1
9000000.000000000000
PA
USD
8550504.000000000000
0.1673661050
Long
DBT
CORP
US
N
2
2035-05-15
Variable
6.125000000000
N
N
N
N
N
N
HOME BANCSHARES INC
N/A
Home BancShares Inc/AR
436893AC5
8000000.000000000000
PA
USD
6597575.120000000000
0.1291398086
Long
DBT
CORP
US
N
2
2032-01-30
Variable
3.125000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AU6
5000000.000000000000
PA
USD
5071018.950000000000
0.0992592589
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.400000000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2022-2 Owner Trust
43815PAB5
4225000.000000000000
PA
USD
4186611.230000000000
0.0819480132
Long
ABS-O
CORP
US
N
2
2025-03-18
Fixed
3.810000000000
N
N
N
N
N
N
HONOLULU CITY & CNTY HI WSTWTR
N/A
City & County Honolulu HI Wastewater System Revenue
4387012B9
5000000.000000000000
PA
USD
3574351.000000000000
0.0699637360
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
2.574000000000
N
N
N
N
N
N
HOUSTON TX
549300C64URYS0WQQY42
City of Houston TX
4423313K8
8300000.000000000000
PA
USD
7272556.280000000000
0.1423517746
Long
DBT
MUN
US
N
2
2047-03-01
Fixed
3.961000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8
22541SV70
141345.730000000000
PA
USD
138177.520000000000
0.0027046632
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
Credit Suisse First Boston Mortgage Securities Corp
2254582H0
2698450.290000000000
PA
USD
1357814.580000000000
0.0265776307
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
7.000000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9
2254585R5
526360.650000000000
PA
USD
255273.120000000000
0.0049966725
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-3
225458KN7
377535.720000000000
PA
USD
371680.480000000000
0.0072752102
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10
225470EE9
422405.180000000000
PA
USD
320618.580000000000
0.0062757333
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10
225470EF6
1665076.490000000000
PA
USD
1263845.670000000000
0.0247382993
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10
225470FM0
814812.740000000000
PA
USD
243364.200000000000
0.0047635693
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
6.000000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2006-CF1
225470UD3
2565000.000000000000
PA
USD
2274450.650000000000
0.0445197086
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-1
225470UK7
296803.020000000000
PA
USD
268285.060000000000
0.0052513659
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-1
225470WW9
31332.870000000000
PA
USD
28736.480000000000
0.0005624830
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-2
225470YM9
526984.060000000000
PA
USD
358639.850000000000
0.0070199552
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
5.750000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-2
225470ZC0
4174212.020000000000
PA
USD
1871093.460000000000
0.0366244638
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.000000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-7
22942KBJ8
708088.540000000000
PA
USD
559516.480000000000
0.0109518800
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.000000000000
N
N
N
N
N
N
CUCAMONGA VLY WTR DIST FING AU
N/A
Cucamonga Valley Water District Financing Authority
22972PEC2
5000000.000000000000
PA
USD
3819185.500000000000
0.0747560847
Long
DBT
MUN
US
N
2
2042-09-01
Fixed
3.010000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-J6
23244EAD9
2030872.720000000000
PA
USD
1127406.500000000000
0.0220676623
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-J6
23244EAE7
2735644.440000000000
PA
USD
1518649.240000000000
0.0297257809
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.000000000000
N
N
N
N
N
N
DFC HEL Trust
N/A
DFC HEL Trust 2001-1
233205AC7
1430577.390000000000
PA
USD
1381114.890000000000
0.0270337070
Long
ABS-MBS
CORP
US
N
2
2031-08-15
Floating
6.237860000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
2350364W7
16480000.000000000000
PA
USD
13749451.870000000000
0.2691294227
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
2.994000000000
N
N
N
N
N
N
DALLAS TX
N/A
City of Dallas TX
235218M35
10000000.000000000000
PA
USD
6647720.000000000000
0.1301213359
Long
DBT
MUN
US
N
2
2031-02-15
Fixed
.000000000000
N
N
N
N
N
N
DALLAS TX
N/A
City of Dallas TX
235218M43
15000000.000000000000
PA
USD
9450945.000000000000
0.1849911833
Long
DBT
MUN
US
N
2
2032-02-15
Fixed
.000000000000
N
N
N
N
N
N
DALLAS TX WTRWKS & SWR SYS REV
N/A
City of Dallas TX Waterworks & Sewer System Revenue
23542JRC1
6525000.000000000000
PA
USD
4922909.570000000000
0.0963601912
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
2.772000000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AH9
4500000.000000000000
PA
USD
3639982.500000000000
0.0712483958
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.250000000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AJ5
4208000.000000000000
PA
USD
3365390.080000000000
0.0658735707
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.500000000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
14660000.000000000000
PA
USD
16355233.580000000000
0.3201345489
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.100000000000
N
N
N
N
N
N
DETROIT MI
549300BQRJP7MKKHOY28
City of Detroit MI
251093S84
8700000.000000000000
PA
USD
6280516.950000000000
0.1229337662
Long
DBT
MUN
US
N
2
2044-04-01
Variable
4.000000000000
N
N
N
N
N
N
DETROIT MI CITY SCH DIST
N/A
Detroit City School District
2511295D0
10840000.000000000000
PA
USD
12831703.660000000000
0.2511655760
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
7.747000000000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-3
251510EC3
915828.150000000000
PA
USD
786120.420000000000
0.0153873868
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.117000000000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6
251510JZ7
1429120.290000000000
PA
USD
1172071.140000000000
0.0229419203
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.500000000000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4
251513AR8
446262.090000000000
PA
USD
377862.740000000000
0.0073962207
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
4.717000000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CT4
3000000.000000000000
PA
USD
2916491.640000000000
0.0570869093
Long
DBT
CORP
DE
N
2
2034-02-10
Variable
7.079000000000
N
N
N
N
N
N
DIST ENERGY CORP NE FAC REVENU
N/A
District Energy Corp
254846FB9
2830000.000000000000
PA
USD
2228646.790000000000
0.0436231516
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
2.390000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BXR20
123298432.660000000000
PA
USD
2520330.930000000000
0.0493325272
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Variable
.601364000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F1G85
57193000.000000000000
PA
USD
1240041.470000000000
0.0242723600
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Variable
.551819000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F2LL8
31185147.140000000000
PA
USD
822233.830000000000
0.0160942646
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Variable
.748318000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F62P1
120559081.530000000000
PA
USD
6702675.030000000000
0.1311970163
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
.958900000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F62R7
35916184.000000000000
PA
USD
2572557.740000000000
0.0503548058
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
1.169762000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F64T1
32621072.000000000000
PA
USD
1933565.110000000000
0.0378472732
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
1.569196000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F82T9
111733244.160000000000
PA
USD
5736831.690000000000
0.1122917637
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
.881088000000
N
N
N
N
N
N
GAINESVILLE FL PENSN OBLG REVE
N/A
City of Gainesville FL
362832AZ0
4610000.000000000000
PA
USD
3609461.270000000000
0.0706509785
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
.000000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F83S0
48808715.430000000000
PA
USD
2855026.760000000000
0.0558838062
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.023817000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F83U5
49550000.000000000000
PA
USD
3669261.740000000000
0.0718215026
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
1.194786000000
N
N
N
N
N
N
GAINESVILLE FL PENSN OBLG REVE
N/A
City of Gainesville FL
362832BA4
1400000.000000000000
PA
USD
1036959.700000000000
0.0202972721
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
.000000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A11CB
45660LA41
3514488.190000000000
PA
USD
1570637.780000000000
0.0307433957
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
4.850000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84L4
35211000.000000000000
PA
USD
2366101.740000000000
0.0463136714
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
1.080934000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84T7
111036857.560000000000
PA
USD
5472107.310000000000
0.1071100939
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
.851110000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A11CB
45660LA82
400267.270000000000
PA
USD
210779.140000000000
0.0041257549
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
6.000000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR23
45660LF53
615578.990000000000
PA
USD
526746.260000000000
0.0103104413
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.421867000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR23
45660LF95
1018317.880000000000
PA
USD
875757.960000000000
0.0171419367
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.234881000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR3
45660LFN4
868573.040000000000
PA
USD
785806.020000000000
0.0153812328
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
3.070753000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F8ZZ9
108000000.000000000000
PA
USD
6645747.600000000000
0.1300827285
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Variable
.976580000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A5
45660LKD0
1053621.870000000000
PA
USD
744302.410000000000
0.0145688483
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
5.500000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR9
45660LMV8
2904040.420000000000
PA
USD
1638228.150000000000
0.0320663980
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
3.601651000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR25
45660LQ93
1865981.120000000000
PA
USD
1186677.220000000000
0.0232278172
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
3.334830000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A11CB
45660LZZ5
241862.570000000000
PA
USD
169569.730000000000
0.0033191289
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.500000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2004-AR11
45660N6Q3
914857.120000000000
PA
USD
875444.160000000000
0.0171357945
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
3.136342000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2004-AR4
45660NQ40
2343749.800000000000
PA
USD
2147659.500000000000
0.0420379203
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
3.963676000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2003-A9
45660NSX4
897500.120000000000
PA
USD
766897.520000000000
0.0150111211
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Fixed
4.000000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2004-R2
45660NW68
1639326.000000000000
PA
USD
1579830.270000000000
0.0309233279
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
5.500000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR9
45661EGG3
1618820.400000000000
PA
USD
1269599.560000000000
0.0248509250
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
3.164240000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR25
45661HAE7
1951518.750000000000
PA
USD
1321446.140000000000
0.0258657611
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
3.591127000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR25
45661HAJ6
1072260.040000000000
PA
USD
968847.100000000000
0.0189640477
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
3.151952000000
N
N
N
N
N
N
IndyMac IMSC Mortgage Loan Tru
N/A
IndyMac IMSC Mortgage Loan Trust 2007-AR1
456672AC8
361961.140000000000
PA
USD
249771.390000000000
0.0048889825
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Variable
3.417130000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR31
45667QAE1
3906057.200000000000
PA
USD
3398215.860000000000
0.0665160969
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
3.446303000000
N
N
N
N
N
N
IndyMac INDA Mortgage Loan Tru
N/A
IndyMac INDA Mortgage Loan Trust 2007-AR1
45669AAB0
310905.470000000000
PA
USD
255697.770000000000
0.0050049845
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
3.271974000000
N
N
N
N
N
N
INLAND EMPIRE CA TOBACCO SECUR
N/A
Inland Empire Tobacco Securitization Corp
45734TAJ3
14370000.000000000000
PA
USD
13312415.420000000000
0.2605749459
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.678000000000
N
N
N
N
N
N
IRVING TX HOTEL OCCUPANCY TAX
5493002R7BX8XPQ92O37
City of Irving TX
463805BN0
3500000.000000000000
PA
USD
3527290.900000000000
0.0690425897
Long
DBT
MUN
US
N
2
2044-08-15
Fixed
7.375000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-A2
16163LAP7
860012.580000000000
PA
USD
740942.120000000000
0.0145030745
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
4.023100000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JAC1
23066000.000000000000
PA
USD
242322.170000000000
0.0047431728
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
.500000000000
N
N
N
N
N
N
ChaseFlex Trust
N/A
ChaseFlex Trust Series 2006-2
16165MAE8
2385083.170000000000
PA
USD
2119128.750000000000
0.0414794642
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
4.422905000000
N
N
N
N
N
N
ChaseFlex Trust
N/A
ChaseFlex Trust Series 2005-1
16165TAC7
293064.830000000000
PA
USD
241481.670000000000
0.0047267210
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.500000000000
N
N
N
N
N
N
ChaseFlex Trust
5493006ND0ASVXWQFQ18
ChaseFlex Trust Multi-Class Mortgage Pass-Through Certificates Series 2007-M1
16165YAT9
1384536.330000000000
PA
USD
1178632.100000000000
0.0230703434
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
4.111654000000
N
N
N
N
N
N
Chenango Park CLO, Ltd.
N/A
Chenango Park CLO Ltd
16409TAJ8
1000000.000000000000
PA
USD
909945.000000000000
0.0178111080
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
7.792430000000
N
N
N
N
N
N
CHICAGO IL O'HARE INTERNATIONA
N/A
Chicago O'Hare International Airport
167593T51
8500000.000000000000
PA
USD
7143324.350000000000
0.1398222108
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
2.446000000000
N
N
N
N
N
N
THE CHILDRENS TRUST FUND PR TO
N/A
Children's Trust Fund
16876QBE8
120000.000000000000
PA
USD
120040.020000000000
0.0023496429
Long
DBT
MUN
US
N
2
2033-05-15
Fixed
5.375000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-1
170255AN3
1975533.580000000000
PA
USD
1014861.230000000000
0.0198647204
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-16
170257AC3
514337.150000000000
PA
USD
202531.830000000000
0.0039643235
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-17
17025AAF9
2138442.310000000000
PA
USD
918431.890000000000
0.0179772290
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-17
17025AAH5
2892179.330000000000
PA
USD
1259685.530000000000
0.0246568694
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-HY6
17025MAA4
253088.610000000000
PA
USD
219540.630000000000
0.0042972508
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Variable
3.801764000000
N
N
N
N
N
N
CHRISTUS HEALTH
OQUVMAC1TV7BMO6XVW61
CHRISTUS Health
17108JAA1
13170000.000000000000
PA
USD
12578242.270000000000
0.2462043660
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.341000000000
N
N
N
N
N
N
CHULA VISTA CA PENSN OBLG
N/A
City of Chula Vista CA
17131RAY2
2235000.000000000000
PA
USD
1759134.300000000000
0.0344329944
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
1.728000000000
N
N
N
N
N
N
CHULA VISTA CA PENSN OBLG
N/A
City of Chula Vista CA
17131RAZ9
2000000.000000000000
PA
USD
1538426.600000000000
0.0301128995
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
1.828000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAU2
3000000.000000000000
PA
USD
2742588.300000000000
0.0536829550
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
4.117000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAV0
8348000.000000000000
PA
USD
7651328.510000000000
0.1497657975
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Variable
4.941618000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FAY1
10339000.000000000000
PA
USD
8823623.110000000000
0.1727120918
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Fixed
3.017800000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FBB0
52746164.860000000000
PA
USD
2382960.960000000000
0.0466436709
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.040861000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2020-GC46
17328RAA7
92457000.000000000000
PA
USD
1919037.490000000000
0.0375629121
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.317822000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2020-GC46
17328RBE8
89219164.860000000000
PA
USD
4348426.110000000000
0.0851153500
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.980235000000
N
N
N
N
N
N
CLARK CNTY NV
N/A
County of Clark NV
180848M75
4000000.000000000000
PA
USD
3417168.400000000000
0.0668870707
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
3.000000000000
N
N
N
N
N
N
CLIFTON NJ BRD OF EDU
N/A
Clifton Board Of Education
187099JJ6
4560000.000000000000
PA
USD
2919752.040000000000
0.0571507278
Long
DBT
MUN
US
N
2
2044-08-15
Fixed
2.125000000000
N
N
N
N
N
N
COSERV SECURITIZATION 22
N/A
CoServ Securitization 2022 LLC
18977CAB0
19000000.000000000000
PA
USD
18922109.500000000000
0.3703781397
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
5.321000000000
N
N
N
N
N
N
COACHELLA VLY CA UNIF SCH DIST
N/A
Coachella Valley Unified School District/CA
189849FP2
1100000.000000000000
PA
USD
719339.610000000000
0.0140802307
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
.000000000000
N
N
N
N
N
N
COAST CA CMNTY CLG DIST
N/A
Coast Community College District
190335KT5
15000000.000000000000
PA
USD
11730843.000000000000
0.2296175174
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
2.957000000000
N
N
N
N
N
N
COLONY TX ECON DEV CORP SALES
N/A
Colony Economic Development Corp
19625CAD0
5000000.000000000000
PA
USD
4821666.500000000000
0.0943784766
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
7.250000000000
N
N
N
N
N
N
COLORADO ST HLTH FACS AUTH REV
5493002JB6DRFRZPEQ21
Colorado Health Facilities Authority
19648FNU4
4825000.000000000000
PA
USD
3996399.860000000000
0.0782248483
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.696000000000
N
N
N
N
N
N
COLORADO ST HLTH FACS AUTH REV
5493002JB6DRFRZPEQ21
Colorado Health Facilities Authority
19648FNV2
11815000.000000000000
PA
USD
9341868.840000000000
0.1828561452
Long
DBT
MUN
US
N
2
2044-11-01
Fixed
3.796000000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAD5
1800000.000000000000
PA
USD
1355816.210000000000
0.0265385149
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.817000000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
10000000.000000000000
PA
USD
8377082.900000000000
0.1639715900
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.782000000000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKV3
13820000.000000000000
PA
USD
11910797.400000000000
0.2331399141
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.657000000000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PMP4
1040000.000000000000
PA
USD
893944.480000000000
0.0174979166
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
2.758000000000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PNE8
9810000.000000000000
PA
USD
7385329.010000000000
0.1445591687
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
2.991000000000
N
N
N
N
N
N
COMPEER FIN FLCA / PCA
N/A
Compeer Financial FLCA/Compeer Financial PCA
20454PAA1
5000000.000000000000
PA
USD
4375452.100000000000
0.0856443521
Long
DBT
CORP
US
N
2
2031-06-01
Variable
2.750000000000
N
N
N
N
N
N
COMPEER FIN FLCA / PCA
N/A
Compeer Financial FLCA/Compeer Financial PCA
20454PAC7
4750000.000000000000
PA
USD
3731839.540000000000
0.0730463898
Long
DBT
CORP
US
N
2
2036-06-01
Variable
3.375000000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R03
20754AAF0
5685000.000000000000
PA
USD
5317670.550000000000
0.1040871752
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
7.234130000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R02
20754BAB7
10000000.000000000000
PA
USD
9839802.000000000000
0.1926026039
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
7.484130000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAB7
2250000.000000000000
PA
USD
2161874.030000000000
0.0423161530
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
6.484130000000
N
N
N
N
N
N
CONNECTICUT ST
N/A
State of Connecticut
20772KMB2
7075000.000000000000
PA
USD
6181256.290000000000
0.1209908550
Long
DBT
MUN
US
N
2
2037-01-15
Fixed
3.000000000000
N
N
N
N
N
N
CONNECTICUT ST
N/A
State of Connecticut
20772KNA3
8620000.000000000000
PA
USD
7485399.400000000000
0.1465179295
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
3.000000000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350AV7
5107000.000000000000
PA
USD
5168907.000000000000
0.1011753028
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
5.750000000000
N
N
N
N
N
N
CORONA CA PENSN OBLIG
N/A
City of Corona CA
21969AAG7
4515000.000000000000
PA
USD
3825625.870000000000
0.0748821474
Long
DBT
MUN
US
N
2
2028-05-01
Fixed
1.863000000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJA8
7759414.000000000000
PA
USD
7354052.900000000000
0.1439469755
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
7.534130000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMH9
7750000.000000000000
PA
USD
7423819.550000000000
0.1453125760
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
6.284130000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KPV5
6800000.000000000000
PA
USD
6535726.840000000000
0.1279292010
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
6.334130000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KQC6
9000000.000000000000
PA
USD
8432305.200000000000
0.1650525019
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
6.984130000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA5
35566ABD0
10606000.000000000000
PA
USD
11182950.490000000000
0.2188931630
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Floating
9.284130000000
N
N
N
N
N
N
FREMF Mortgage Trust
549300LI8XT0ZWPV2P54
FREMF 2018-KF50 Mortgage Trust
35709BAC9
2452343.320000000000
PA
USD
2262648.920000000000
0.0442887035
Long
ABS-MBS
CORP
US
N
2
2028-07-25
Floating
6.474290000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833FAC9
24934877.670000000000
PA
USD
3758434.110000000000
0.0735669474
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Variable
2.015313000000
N
N
N
N
N
N
FRETE 2021-ML10 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833JAE7
39705934.270000000000
PA
USD
4860006.350000000000
0.0951289343
Long
DBT
MUN
US
N
2
2038-06-25
Fixed
1.517000000000
N
N
N
N
N
N
Burnham Park CLO Ltd.
549300BOEG5O4MSO7220
Burnham Park Clo Ltd
12232KAL4
5250000.000000000000
PA
USD
5078834.250000000000
0.0994122342
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
6.957710000000
N
N
N
N
N
N
Buttermilk Park CLO Ltd
N/A
Buttermilk Park CLO Ltd
124166AL3
1000000.000000000000
PA
USD
922017.000000000000
0.0180474033
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
7.892430000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833JAG2
14261066.830000000000
PA
USD
2324268.670000000000
0.0454948380
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Variable
2.056942000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833TAB1
18095027.500000000000
PA
USD
1852026.060000000000
0.0362512418
Long
ABS-MBS
USGSE
US
N
2
2041-07-25
Variable
1.222301000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
12500000.000000000000
PA
USD
9369468.750000000000
0.1833963811
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.250000000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
11912000.000000000000
PA
USD
9674330.800000000000
0.1893636988
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.750000000000
N
N
N
N
N
N
FRUITA CO HLTHCARE REVENUE
N/A
City of Fruita CO Healthcare Revenue
359427AD3
2225000.000000000000
PA
USD
2094648.380000000000
0.0410002897
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
5.000000000000
N
N
N
N
N
N
FULLERTON CA PUBLIC FING AUTH
N/A
Fullerton Public Financing Authority
35981TAB1
1265000.000000000000
PA
USD
1401877.430000000000
0.0274401094
Long
DBT
MUN
US
N
2
2031-05-01
Fixed
7.750000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
CCUBS Commercial Mortgage Trust 2017-C1
12508GAW6
40062667.000000000000
PA
USD
525277.650000000000
0.0102816950
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
.318243000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2018-CD7 Mortgage Trust
12512JAT1
3236000.000000000000
PA
USD
3129706.460000000000
0.0612603397
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Fixed
4.213000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2012-BWTR
36192RAG7
6608000.000000000000
PA
USD
4563833.040000000000
0.0893316885
Long
ABS-MBS
CORP
US
N
2
2034-11-05
Fixed
3.255000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2003-5F
36228FTD8
876540.870000000000
PA
USD
810250.540000000000
0.0158597057
Long
ABS-MBS
CORP
US
N
2
2032-08-25
Fixed
3.000000000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
17218000.000000000000
PA
USD
14523490.100000000000
0.2842803148
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.250000000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
3030000.000000000000
PA
USD
2616459.810000000000
0.0512141375
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.276000000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-15
3622E8AE5
2115268.300000000000
PA
USD
608944.920000000000
0.0119193839
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
6.691650000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-18
3622ELAG1
1685411.440000000000
PA
USD
426270.890000000000
0.0083437536
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
6.181590000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD3 Mortgage Trust
12515GAK3
61857000.000000000000
PA
USD
1251490.820000000000
0.0244964676
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
.562234000000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending 2019-CF2
12528YAH6
134736000.000000000000
PA
USD
4489241.840000000000
0.0878716531
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
.650881000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2006-2F
362334BN3
451211.650000000000
PA
USD
399834.120000000000
0.0078262848
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.750000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR4
362341FQ7
163600.870000000000
PA
USD
151619.150000000000
0.0029677673
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
3.652421000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-21
12543PAE3
629459.300000000000
PA
USD
319695.580000000000
0.0062576667
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-21
12543PAL7
1193904.000000000000
PA
USD
589452.250000000000
0.0115378377
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
5.750000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR5
362341LF4
552543.720000000000
PA
USD
501425.800000000000
0.0098148230
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Variable
3.758600000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-7F
362341NB1
18313.860000000000
PA
USD
17591.910000000000
0.0003443410
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-21
12543PAN3
2756887.150000000000
PA
USD
1400193.210000000000
0.0274071428
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-HY5
12544BAA1
5336161.550000000000
PA
USD
3920227.620000000000
0.0767338659
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Variable
4.034058000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR7
362341XG9
406440.450000000000
PA
USD
361181.150000000000
0.0070696981
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.740473000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2004-15F
36242DQX4
1040662.960000000000
PA
USD
858532.680000000000
0.0168047721
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
6.000000000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Trust
36242DSV6
2050000.000000000000
PA
USD
1981642.750000000000
0.0387883368
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
6.260000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-HY5
12544BAE3
1874034.900000000000
PA
USD
1692050.560000000000
0.0331199087
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
4.029156000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-5
12544VAB5
1631603.600000000000
PA
USD
896736.030000000000
0.0175525579
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-5
12544VAD1
845546.990000000000
PA
USD
464716.090000000000
0.0090962734
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-5
12544VBE8
777903.240000000000
PA
USD
418709.760000000000
0.0081957533
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-5
12544VCN7
5537522.650000000000
PA
USD
3043445.150000000000
0.0595718756
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-10
12545CAX8
1778806.520000000000
PA
USD
884604.040000000000
0.0173150884
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-J2
12545EAD8
2956127.310000000000
PA
USD
1247294.170000000000
0.0244143231
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-J2
12545EAG1
190918.540000000000
PA
USD
80555.250000000000
0.0015767747
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.000000000000
N
N
N
N
N
N
CIFC Funding Ltd
254900S2BZHNDNVF2L25
CIFC Funding 2017-III Ltd
12548JAE2
2100000.000000000000
PA
USD
2062582.200000000000
0.0403726317
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.607710000000
N
N
N
N
N
N
CIFC Funding Ltd
635400VBVF8AYJQBI411
CIFC Funding 2018-I Ltd
12551RAE8
3750000.000000000000
PA
USD
3573431.250000000000
0.0699457330
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
6.544710000000
N
N
N
N
N
N
FIRST-CITIZENS BANK/TRST
L9VVX1KT5TFTKS0MLF66
First-Citizens Bank & Trust Co
125581GX0
1792000.000000000000
PA
USD
1838299.190000000000
0.0359825544
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.125000000000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A1
12566QAE3
1460455.300000000000
PA
USD
1299243.670000000000
0.0254311737
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A1
12566QAG8
2347075.410000000000
PA
USD
2087994.660000000000
0.0408700509
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2017-C8 Commercial Mortgage Trust
12595BAG6
74773000.000000000000
PA
USD
1001778.740000000000
0.0196086460
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
.361272000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAW9
84632880.910000000000
PA
USD
5039431.040000000000
0.0986409625
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Variable
1.351020000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C18 Commercial Mortgage Trust
12597DAF2
90545163.420000000000
PA
USD
4108640.720000000000
0.0804218318
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
1.055691000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C18 Commercial Mortgage Trust
12597DAK1
3216000.000000000000
PA
USD
2604593.380000000000
0.0509818660
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
3.955686000000
N
N
N
N
N
N
CNB FINANCIAL CORP/PA
254900RUYUOKD91VNX69
CNB Financial Corp/PA
126128AB3
2000000.000000000000
PA
USD
1731940.180000000000
0.0339007013
Long
SN
CORP
US
N
2
2031-06-15
Variable
3.250000000000
N
N
N
N
N
N
COMM Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CCRE11 Mortgage Trust
12626LAF9
48543038.040000000000
PA
USD
87066.790000000000
0.0017042305
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
.895117000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300UFJ8EKD81Y8R30
CSAIL 2015-C1 Commercial Mortgage Trust
126281AC8
62192000.000000000000
PA
USD
477665.660000000000
0.0093497461
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-20
126694FN3
19468.820000000000
PA
USD
12518.330000000000
0.0002450317
Long
ABS-MBS
CORP
US
N
2
2027-12-25
Fixed
5.250000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-6
126694K31
615693.320000000000
PA
USD
339978.220000000000
0.0066546756
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-27
126694NT1
958179.480000000000
PA
USD
726181.140000000000
0.0142141456
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-27
126694NV6
508701.090000000000
PA
USD
230392.300000000000
0.0045096595
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-30
126694TX6
63454.040000000000
PA
USD
40766.500000000000
0.0007979565
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-31
126694UT3
842917.170000000000
PA
USD
757129.780000000000
0.0148199290
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
3.859522000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-HY10
126694VH8
60414.850000000000
PA
USD
48268.310000000000
0.0009447957
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Variable
3.901701000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-HY10
126694VP0
1511863.810000000000
PA
USD
1268384.340000000000
0.0248271384
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Variable
3.679660000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-GC17
17321RAL0
5000000.000000000000
PA
USD
4836114.000000000000
0.0946612695
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
5.110042000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC19
17322AAG7
3030000.000000000000
PA
USD
2969886.010000000000
0.0581320415
Long
ABS-MBS
CORP
US
N
2
2047-03-11
Variable
4.805000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC19
17322AAH5
2882579.000000000000
PA
USD
2818378.490000000000
0.0551664592
Long
ABS-MBS
CORP
US
N
2
2047-03-11
Variable
5.087645000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P7
17325HBV5
45124000.000000000000
PA
USD
976975.210000000000
0.0191231459
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Variable
.594823000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
CGMS Commercial Mortgage Trust 2017-B1
17326CBF0
38016000.000000000000
PA
USD
307036.220000000000
0.0060098745
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
.157495000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAG7
4160000.000000000000
PA
USD
3747083.390000000000
0.0733447703
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
4.192000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAH5
5000000.000000000000
PA
USD
4325684.000000000000
0.0846701999
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
4.259917000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAF4
28202453.390000000000
PA
USD
939917.270000000000
0.0183977801
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Variable
1.026698000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAG2
42746500.000000000000
PA
USD
485873.820000000000
0.0095104112
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Variable
.288263000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-B2
17327FBH8
49202000.000000000000
PA
USD
863386.860000000000
0.0168997869
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
.376798000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup COmmercial Mortgage Trust 2018-C6
17327GAZ7
5000000.000000000000
PA
USD
4850137.000000000000
0.0949357533
Long
ABS-MBS
CORP
US
N
2
2051-11-10
Fixed
4.343000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAG7
10000000.000000000000
PA
USD
8504363.000000000000
0.1664629489
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
3.667000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAJ1
75821183.020000000000
PA
USD
3299950.180000000000
0.0645926612
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
.866064000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAK8
50711000.000000000000
PA
USD
871995.930000000000
0.0170682994
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
.283708000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAM4
39933000.000000000000
PA
USD
2562620.410000000000
0.0501602942
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
1.200708000000
N
N
N
N
N
N
DOWNTOWN DALLAS TX DEV AUTH TA
N/A
Downtown Dallas Development Authority
261149BC1
6730000.000000000000
PA
USD
3155021.980000000000
0.0617558614
Long
DBT
MUN
US
N
2
2036-08-15
Fixed
.000000000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
9316000.000000000000
PA
USD
10503289.640000000000
0.2055895976
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.000000000000
N
N
N
N
N
N
E BATON ROUGE PARISH LA SWR CO
5493006BC84VNIRSCG97
East Baton Rouge Sewerage Commission
270618GX3
2500000.000000000000
PA
USD
1848854.000000000000
0.0361891524
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
2.437000000000
N
N
N
N
N
N
EAST SIDE CA UNION HIGH SCH DI
549300FHNKBG2V8ZLG85
East Side Union High School District
2752816H1
6765000.000000000000
PA
USD
6768859.430000000000
0.1324924985
Long
DBT
MUN
US
N
2
2036-04-01
Fixed
5.320000000000
N
N
N
N
N
N
EASTMAN CHEMICAL CO
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AX8
5000000.000000000000
PA
USD
4973697.600000000000
0.0973543074
Long
DBT
CORP
US
N
2
2033-03-08
Fixed
5.750000000000
N
N
N
N
N
N
EL PASO TX
N/A
City of El Paso TX
283734JD4
3000000.000000000000
PA
USD
3254497.800000000000
0.0637029841
Long
DBT
MUN
US
N
2
2035-08-15
Fixed
6.018000000000
N
N
N
N
N
N
ENTERPRISE COMMUNITY
549300L4U1958WIM9C65
Enterprise Community Loan Fund Inc
29375EAA3
1680000.000000000000
PA
USD
1560809.490000000000
0.0305510184
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.152000000000
N
N
N
N
N
N
ENTERPRISE COMMUNITY
549300L4U1958WIM9C65
Enterprise Community Loan Fund Inc
29375EAB1
5010000.000000000000
PA
USD
4946812.130000000000
0.0968280558
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.685000000000
N
N
N
N
N
N
Equity One ABS Inc
N/A
Equity One Mortgage Pass-Through Trust 2003-1
294751BX9
434541.600000000000
PA
USD
423808.160000000000
0.0082955485
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Variable
4.860000000000
N
N
N
N
N
N
Equity One ABS Inc
N/A
Equity One Mortgage Pass-Through Trust 2003-3
294751CT7
1318928.750000000000
PA
USD
1231364.540000000000
0.0241025192
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Variable
4.868000000000
N
N
N
N
N
N
ESSEX CNTY NJ
N/A
County of Essex NJ
296804T80
3560000.000000000000
PA
USD
2186622.130000000000
0.0428005681
Long
DBT
MUN
US
N
2
2044-09-01
Fixed
2.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-9
126694W95
1149015.290000000000
PA
USD
582006.920000000000
0.0113921041
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2003-42
12669EH74
788796.720000000000
PA
USD
721975.940000000000
0.0141318337
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
3.742914000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2003-44
12669EN93
230000.000000000000
PA
USD
219760.170000000000
0.0043015480
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.000000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-C5
17291DAV5
28400000.000000000000
PA
USD
486815.760000000000
0.0095288485
Long
ABS-MBS
CORP
US
N
2
2051-06-10
Variable
.331126000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P6
17291EAZ4
6835000.000000000000
PA
USD
6098476.120000000000
0.1193705300
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
4.161249000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
12128000.000000000000
PA
USD
11069241.850000000000
0.2166674495
Long
DBT
CORP
US
N
2
2030-03-20
Variable
3.980000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-1
1729734V8
76700.020000000000
PA
USD
73629.200000000000
0.0014412054
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2006-AR7
172987AW9
1359852.320000000000
PA
USD
1215370.730000000000
0.0237894591
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
4.066739000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust Inc Mortgage Pass-Through Ctfs Series 2005-7
17307GA57
387166.040000000000
PA
USD
331902.620000000000
0.0064966052
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
2.993418000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GJY5
461379.610000000000
PA
USD
421923.350000000000
0.0082586556
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
3.706179000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2006-2
007034AA9
862256.990000000000
PA
USD
751429.980000000000
0.0147083621
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
3.333441000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2005-3
007036HV1
281471.110000000000
PA
USD
275936.520000000000
0.0054011343
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
3.690179000000
N
N
N
N
N
N
Octagon Investment Partners 26
549300ZYOSZSIH0Y3392
Octagon Investment Partners 26 Ltd
67590YAS9
6220000.000000000000
PA
USD
5810450.320000000000
0.1137327622
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
6.592430000000
N
N
N
N
N
N
OGLETHORPE POWER CORP
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AC0
6445000.000000000000
PA
USD
6446011.540000000000
0.1261731290
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.191000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GMR6
12675.740000000000
PA
USD
11375.040000000000
0.0002226531
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Fixed
9.250000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GPG7
2742379.860000000000
PA
USD
2690323.730000000000
0.0526599372
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
5.830000000000
N
N
N
N
N
N
OHIO ST HGR EDUCTNL FAC COMMIS
5493007MQT6NGNN6BR81
Ohio Higher Educational Facility Commission
67756DXS0
4025000.000000000000
PA
USD
3850604.400000000000
0.0753710729
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
4.500000000000
N
N
N
N
N
N
OKLAHOMA CITY OK ECON DEV TRUS
N/A
Oklahoma City Economic Development Trust
678553BZ0
1545000.000000000000
PA
USD
1229081.030000000000
0.0240578222
Long
DBT
MUN
US
N
2
2031-03-01
Fixed
1.891000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GPU6
327357.150000000000
PA
USD
301802.600000000000
0.0059074325
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
3.662230000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GRE0
359668.500000000000
PA
USD
344429.060000000000
0.0067417956
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
2.880664000000
N
N
N
N
N
N
OKLAHOMA ST DEV FIN AUTH HLTHS
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority
67884XCP0
5520000.000000000000
PA
USD
4559515.030000000000
0.0892471685
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
5.450000000000
N
N
N
N
N
N
OKLAHOMA ST DEV FIN AUTH
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority
6789084G6
5000000.000000000000
PA
USD
4790949.000000000000
0.0937772175
Long
DBT
MUN
US
N
2
2044-06-01
Fixed
4.623000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GT40
1019166.380000000000
PA
USD
664908.830000000000
0.0130148119
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
3.821096000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GYQ5
1774737.830000000000
PA
USD
1616944.820000000000
0.0316498018
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
6.000000000000
N
N
N
N
N
N
OKLAHOMA ST DEV FIN AUTH
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority
6789084H4
10000000.000000000000
PA
USD
10041664.000000000000
0.1965538162
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
5.269000000000
N
N
N
N
N
N
OKLAHOMA ST MUNI PWR AUTH
54930074Q1M8747DCS20
Oklahoma Municipal Power Authority
67910HRY8
3870000.000000000000
PA
USD
3031754.130000000000
0.0593430376
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
2.431000000000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2006-A2
17309CAE5
385498.370000000000
PA
USD
339927.910000000000
0.0066536909
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
5.217000000000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2006-A4
17309VAA1
968210.640000000000
PA
USD
861933.740000000000
0.0168713438
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.000000000000
N
N
N
N
N
N
OKLAHOMA ST MUNI PWR AUTH
54930074Q1M8747DCS20
Oklahoma Municipal Power Authority
67910HRZ5
3475000.000000000000
PA
USD
2687301.940000000000
0.0526007892
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
2.501000000000
N
N
N
N
N
N
OKLAHOMA ST MUNI PWR AUTH
54930074Q1M8747DCS20
Oklahoma Municipal Power Authority
67910HSA9
2390000.000000000000
PA
USD
1821624.060000000000
0.0356561582
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
2.551000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-3
17310BAD6
1242175.420000000000
PA
USD
1067993.230000000000
0.0209047171
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-3
17310BAJ3
354155.200000000000
PA
USD
300055.120000000000
0.0058732277
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
5.750000000000
N
N
N
N
N
N
OKLAHOMA ST MUNI PWR AUTH
54930074Q1M8747DCS20
Oklahoma Municipal Power Authority
67910HSB7
15500000.000000000000
PA
USD
11345232.750000000000
0.2220696482
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
2.803000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
5000000.000000000000
PA
USD
4204304.550000000000
0.0822943392
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.500000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-3
17310BAK0
777705.670000000000
PA
USD
678401.370000000000
0.0132789126
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.250000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-3
17310BAW4
50926.010000000000
PA
USD
33173.240000000000
0.0006493273
Long
ABS-MBS
CORP
US
N
2
2500-12-31
Fixed
5.500000000000
N
N
N
N
N
N
ONTARIO CA PENSN OBLIG
254900FN91TH1F225693
City of Ontario CA
68304FAW6
3000000.000000000000
PA
USD
2616844.500000000000
0.0512216673
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.779000000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AD8
8830000.000000000000
PA
USD
7220466.720000000000
0.1413321824
Long
DBT
CORP
CA
N
2
2029-12-01
Fixed
3.875000000000
N
N
N
N
N
N
HOUSTON TX
549300C64URYS0WQQY42
City of Houston TX
442331HW7
5400000.000000000000
PA
USD
5603725.260000000000
0.1096863612
Long
DBT
MUN
US
N
2
2036-03-01
Fixed
5.508000000000
N
N
N
N
N
N
HOUSTON TX
549300C64URYS0WQQY42
City of Houston TX
442331MG6
4100000.000000000000
PA
USD
4279647.650000000000
0.0837690922
Long
DBT
MUN
US
N
2
2037-03-01
Fixed
5.538000000000
N
N
N
N
N
N
HOUSTON TX
549300C64URYS0WQQY42
City of Houston TX
442331QN7
860000.000000000000
PA
USD
906167.380000000000
0.0177371655
Long
DBT
MUN
US
N
2
2032-03-01
Fixed
6.290000000000
N
N
N
N
N
N
HOUSTON TX ARPT SYS REVENUE
N/A
City of Houston TX Airport System Revenue
442348P36
1750000.000000000000
PA
USD
1828101.100000000000
0.0357829387
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
6.880000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-7
17311AAA3
2689481.440000000000
PA
USD
2255085.270000000000
0.0441406539
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2007-AR4
17311WAA5
1009958.280000000000
PA
USD
879913.730000000000
0.0172232811
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
3.986863000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
1000000.000000000000
PA
USD
1010900.000000000000
0.0197871840
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.900000000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AC0
5375000.000000000000
PA
USD
4282316.250000000000
0.0838213269
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.125000000000
N
N
N
N
N
N
HOUSTON TX ARPT SYS REVENUE
N/A
City of Houston TX Airport System Revenue
442349ET9
18335000.000000000000
PA
USD
15166108.780000000000
0.2968588231
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
2.385000000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AB4
12437000.000000000000
PA
USD
10692151.090000000000
0.2092863394
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.000000000000
N
N
N
N
N
N
Opteum Mortgage Acceptance Cor
N/A
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5
68383NDP5
77209.480000000000
PA
USD
76394.260000000000
0.0014953282
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
5.850000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAE5
10000000.000000000000
PA
USD
10419016.900000000000
0.2039400574
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.500000000000
N
N
N
N
N
N
HUMANGOOD CALIFORNIA
N/A
HumanGood California Obligated Group
44487HAA0
5850000.000000000000
PA
USD
5430598.290000000000
0.1062976035
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.000000000000
N
N
N
N
N
N
HUNTINGTON BEACH CA PENSN OBLI
N/A
City of Huntington Beach CA
446201AK1
4000000.000000000000
PA
USD
3310364.000000000000
0.0647964996
Long
DBT
MUN
US
N
2
2031-06-15
Fixed
2.453000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2007-3
17312FAD5
471157.060000000000
PA
USD
431356.680000000000
0.0084433020
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6.000000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2007-3
17312FAR4
36798.540000000000
PA
USD
35088.350000000000
0.0006868134
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.500000000000
N
N
N
N
N
N
ILLINOIS ST FIN AUTH REVENUE
549300ZG6UBPNNNRN315
Illinois Finance Authority
45204FED3
7000000.000000000000
PA
USD
5358831.100000000000
0.1048928447
Long
DBT
MUN
US
N
2
2041-05-15
Fixed
3.510000000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152F48
3000000.000000000000
PA
USD
3103661.400000000000
0.0607505382
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.750000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBH7
10200000.000000000000
PA
USD
8298547.720000000000
0.1624343558
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.850000000000
N
N
N
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PXM2
5750000.000000000000
PA
USD
5617908.130000000000
0.1099639743
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
7.500000000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2005-5
45254NPW1
420443.920000000000
PA
USD
381782.670000000000
0.0074729488
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
5.117000000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TLD4
980526.050000000000
PA
USD
941614.070000000000
0.0184309930
Long
ABS-MBS
CORP
US
N
2
2033-04-25
Fixed
6.500000000000
N
N
N
N
N
N
PUBLIC FIN AUTH WI LEASE REVEN
5493004S6D3NA627K012
Public Finance Authority
74445HAJ9
3635000.000000000000
PA
USD
3479804.040000000000
0.0681130900
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
4.153000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3E5
255706.000000000000
PA
USD
256448.980000000000
0.0050196885
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
5.250000000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TPL2
119467.600000000000
PA
USD
116169.570000000000
0.0022738833
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
4.811726000000
N
N
N
N
N
N
INDEPENDENT BANK GRP INC
N/A
Independent Bank Group Inc
45384BAC0
7000000.000000000000
PA
USD
6599999.000000000000
0.1291872532
Long
DBT
CORP
US
N
2
2030-09-15
Variable
4.000000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3F2
512555.000000000000
PA
USD
520411.960000000000
0.0101864548
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.375000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3G0
507913.000000000000
PA
USD
524686.420000000000
0.0102701224
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.625000000000
N
N
N
N
N
N
INDIANA ST FIN AUTH REVENUE
549300PS0PAS7NDSSI20
Indiana Finance Authority
45506DVD4
3000000.000000000000
PA
USD
2997752.700000000000
0.0586774994
Long
DBT
MUN
US
N
2
2035-07-15
Fixed
4.807000000000
N
N
N
N
N
N
INDIANAPOLIS IN LOCAL PUBLIC I
549300LX8ESJHDSESB87
Indianapolis Local Public Improvement Bond Bank
45528UR37
9500000.000000000000
PA
USD
6862995.700000000000
0.1343351057
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.473000000000
N
N
N
N
N
N
INDUSTRY CA SALES TAX REVENUE
N/A
City of Industry CA Sales Tax Revenue
45656RCT7
2885000.000000000000
PA
USD
2750898.850000000000
0.0538456243
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
4.000000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR35
45660L2F5
1153050.430000000000
PA
USD
876849.420000000000
0.0171633008
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
3.364363000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3H8
499673.000000000000
PA
USD
521358.210000000000
0.0102049766
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.625000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3J4
485328.000000000000
PA
USD
510856.640000000000
0.0099994206
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.750000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A15
45660L4G1
3466766.100000000000
PA
USD
1402983.600000000000
0.0274617614
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.750000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR3
45660L5P0
5091848.850000000000
PA
USD
3591637.420000000000
0.0703020975
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
3.309966000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3K1
460219.000000000000
PA
USD
412386.410000000000
0.0080719812
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
4.000000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3L9
413675.000000000000
PA
USD
362338.840000000000
0.0070923586
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.000000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300RB1XGNK3FHRH35
LCM XVI LP
50181GBG4
4000000.000000000000
PA
USD
3915572.000000000000
0.0766427376
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
6.542430000000
N
N
N
N
N
N
LCM Ltd Partnership
549300RB1XGNK3FHRH35
LCM XVI LP
50181GBJ8
5100000.000000000000
PA
USD
4782621.900000000000
0.0936142243
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
6.942430000000
N
N
N
N
N
N
LCM Ltd Partnership
549300RB1XGNK3FHRH35
LCM XVI LP
50181HAC2
1600000.000000000000
PA
USD
1300016.000000000000
0.0254462912
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
11.172430000000
N
N
N
N
N
N
LCM Ltd Partnership
549300HV40B88JRNJD93
LCM XV LP
50184NAQ5
9000000.000000000000
PA
USD
8039133.000000000000
0.1573566164
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
8.507710000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3M7
355042.000000000000
PA
USD
303636.890000000000
0.0059433366
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
4.000000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3N5
482722.000000000000
PA
USD
398760.230000000000
0.0078052646
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
4.000000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300NGJ6CPPJRPGL08
LCM XIV LP
50184VAS3
10800000.000000000000
PA
USD
10463385.600000000000
0.2048085227
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
6.387710000000
N
N
N
N
N
N
LCM Ltd Partnership
549300NGJ6CPPJRPGL08
LCM XIV LP
50184VAT1
6000000.000000000000
PA
USD
5550606.000000000000
0.1086466139
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
6.657710000000
N
N
N
N
N
N
LCM Ltd Partnership
549300NGJ6CPPJRPGL08
LCM XIV LP
50184WAC6
1000000.000000000000
PA
USD
699461.000000000000
0.0136911302
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
10.307710000000
N
N
N
N
N
N
LCM Ltd Partnership
549300PYL1KC7BYM8G75
LCM XVIII LP
50188HAC5
5300000.000000000000
PA
USD
4005692.300000000000
0.0784067370
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
10.757710000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3P0
502024.000000000000
PA
USD
399763.870000000000
0.0078249097
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
4.000000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3Q8
153671.000000000000
PA
USD
144234.690000000000
0.0028232252
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
.000000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300PYL1KC7BYM8G75
LCM XVIII LP
50188QAE1
4000000.000000000000
PA
USD
3985888.000000000000
0.0780190910
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
7.492430000000
N
N
N
N
N
N
LCM Ltd Partnership
549300PYL1KC7BYM8G75
LCM XVIII LP
50188QAL5
2750000.000000000000
PA
USD
2745470.750000000000
0.0537393756
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
6.542430000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3R6
592257.000000000000
PA
USD
337451.400000000000
0.0066052161
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
.000000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3T2
2173402.930000000000
PA
USD
937280.010000000000
0.0183461588
Long
DBT
MUN
US
N
2
2043-11-01
Variable
.000000000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXII Ltd
50189GAJ1
2000000.000000000000
PA
USD
1768966.000000000000
0.0346254384
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
7.607710000000
N
N
N
N
N
N
LCM Ltd Partnership
549300FY8UGGJMQNCO13
LCM XXV Ltd
50189PAJ1
4000000.000000000000
PA
USD
3463324.000000000000
0.0677905125
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
8.257710000000
N
N
N
N
N
N
PUERTO RICO HIGHWAY & TRANSPRT
549300J6QBXVWJXB7Y41
Puerto Rico Highway & Transportation Authority
745185BN7
7000000.000000000000
PA
USD
5697090.000000000000
0.1115138667
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
.000000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS17 Trust
74922SAG3
310487.390000000000
PA
USD
248039.810000000000
0.0048550889
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300K6S4MWQOINB710
LCM XVII LP
50190BAB6
1000000.000000000000
PA
USD
733566.000000000000
0.0143586956
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
10.792430000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 36 Ltd
50190GAA7
6000000.000000000000
PA
USD
5170878.000000000000
0.1012138829
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
11.502430000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 26 Ltd
50200FAJ8
1000000.000000000000
PA
USD
846890.000000000000
0.0165768802
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
7.307710000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 26 Ltd
50200GAA5
4000000.000000000000
PA
USD
3039132.000000000000
0.0594874507
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
10.107710000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS10 Trust
74924DAA7
285877.830000000000
PA
USD
227622.450000000000
0.0044554430
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.500000000000
N
N
N
N
N
N
RBB BANCORP
549300A23FBFZNGET525
RBB Bancorp
74930BAG0
5450000.000000000000
PA
USD
4856756.330000000000
0.0950653189
Long
DBT
CORP
US
N
2
2031-04-01
Variable
4.000000000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM Loan Income Fund I Income Note Issuer Ltd
50200JAJ0
2700000.000000000000
PA
USD
2509220.700000000000
0.0491150574
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
6.742430000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM Loan Income Fund I Income Note Issuer Ltd
50200JAL5
4000000.000000000000
PA
USD
3437088.000000000000
0.0672769735
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
7.742430000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S9 Trust
749577AC6
1415580.660000000000
PA
USD
1108909.270000000000
0.0217056007
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
5.750000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S5 Trust
74957EAM9
172795.210000000000
PA
USD
144942.000000000000
0.0028370700
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM Loan Income Fund I Income Note Issuer Ltd
50200LAA4
2000000.000000000000
PA
USD
1509298.000000000000
0.0295427413
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
10.392430000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 29 Ltd
50201MAS2
4750000.000000000000
PA
USD
4607804.000000000000
0.0901923685
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
6.392430000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S5 Trust
74957EAP2
355707.660000000000
PA
USD
298370.430000000000
0.0058402518
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S5 Trust
74957EAQ0
1490689.330000000000
PA
USD
1250402.140000000000
0.0244751579
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
LCM Ltd Partnership
54930038DJKYPKSVRB29
LCM 34 Ltd
50203DAA9
3250000.000000000000
PA
USD
2838644.250000000000
0.0555631377
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
11.347710000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S5 Trust
74957EAT4
185266.420000000000
PA
USD
152730.060000000000
0.0029895121
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S6 Trust
74957VAK5
104933.590000000000
PA
USD
86353.460000000000
0.0016902679
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S6 Trust
74957VAQ2
540221.330000000000
PA
USD
444566.720000000000
0.0087018731
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2007-S1 Trust
749581AP9
468030.690000000000
PA
USD
373511.000000000000
0.0073110405
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S7 Trust
74958AAF1
1164427.820000000000
PA
USD
985680.930000000000
0.0192935502
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.250000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S7 Trust
74958AAJ3
696166.360000000000
PA
USD
590691.590000000000
0.0115620963
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.500000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS9 Trust
75115CAE7
1339295.700000000000
PA
USD
920310.970000000000
0.0180140098
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.317000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS13 Trust
75115DAF2
1997059.080000000000
PA
USD
1558691.030000000000
0.0305095520
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS6 Trust
75116CBE5
2625052.310000000000
PA
USD
2083704.570000000000
0.0407860774
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6.000000000000
N
N
N
N
N
N
RBSSP Resecuritization Trust
N/A
RBSSP Resecuritization Trust 2009-7
75524MAK6
3795167.760000000000
PA
USD
2195234.710000000000
0.0429691493
Long
ABS-MBS
CORP
US
N
2
2036-03-26
Variable
6.000000000000
N
N
N
N
N
N
REEDY CREEK FL IMPT DIST
549300DLSKH6SZ96KV94
Reedy Creek Improvement District
758449SF0
4500000.000000000000
PA
USD
3417069.150000000000
0.0668851280
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
2.497000000000
N
N
N
N
N
N
REEDY CREEK FL IMPT DIST
549300DLSKH6SZ96KV94
Reedy Creek Improvement District
758449SG8
4500000.000000000000
PA
USD
3372987.150000000000
0.0660222744
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
2.547000000000
N
N
N
N
N
N
REEDY CREEK FL IMPT DIST
549300DLSKH6SZ96KV94
Reedy Creek Improvement District
758449SH6
18500000.000000000000
PA
USD
13505562.400000000000
0.2643555719
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
2.731000000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AE3
4676000.000000000000
PA
USD
4572145.010000000000
0.0894943856
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.300000000000
N
N
N
N
N
N
RENASANT CORP
549300OVE6OZHW2UUH81
Renasant Corp
75970EAD9
9000000.000000000000
PA
USD
7452813.240000000000
0.1458800935
Long
DBT
CORP
US
N
2
2035-09-15
Variable
4.500000000000
N
N
N
N
N
N
RENASANT CORP
549300OVE6OZHW2UUH81
Renasant Corp
75970EAE7
5000000.000000000000
PA
USD
4248688.700000000000
0.0831631070
Long
DBT
CORP
US
N
2
2031-12-01
Variable
3.000000000000
N
N
N
N
N
N
Renaissance Home Equity Loan T
N/A
Renaissance Home Equity Loan Trust 2005-1
759950FE3
100632.420000000000
PA
USD
99979.170000000000
0.0019569752
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
5.516000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS1 Trust
761118SB5
187046.910000000000
PA
USD
145934.260000000000
0.0028564923
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.750000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QA1 Trust
761118TD0
76149.400000000000
PA
USD
84050.910000000000
0.0016451982
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
5.758827000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S3 Trust
76111XN74
1933337.020000000000
PA
USD
1564156.070000000000
0.0306165238
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
5.500000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2005-SA4 Trust
76111XYD9
1657067.610000000000
PA
USD
1031615.730000000000
0.0201926701
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
3.940006000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2005-SA4 Trust
76111XYH0
1254595.180000000000
PA
USD
817106.420000000000
0.0159939015
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
4.286657000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2005-SA4 Trust
76111XYJ6
22493.530000000000
PA
USD
21792.960000000000
0.0004265717
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
4.195310000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CE5
6738000.000000000000
PA
USD
7498834.000000000000
0.1467808960
Long
DBT
CORP
US
N
2
2040-02-01
Fixed
6.750000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
15874000.000000000000
PA
USD
12356480.340000000000
0.2418636359
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.875000000000
N
N
N
N
N
N
SOUTH CAROLINA ST JOBS-ECON DE
5493006X47I9VG3DL112
South Carolina Jobs-Economic Development Authority
83703FLY6
5725000.000000000000
PA
USD
4809707.610000000000
0.0941443953
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.729000000000
N
N
N
N
N
N
S LAKE TAHOE CA PENSN OBLIG
N/A
City of South Lake Tahoe CA
83866PAH6
1600000.000000000000
PA
USD
1543872.960000000000
0.0302195056
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006 J Trust
05951EAM9
115186.840000000000
PA
USD
105569.510000000000
0.0020663996
Long
ABS-MBS
CORP
US
N
2
2047-01-20
Variable
4.415747000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-1 Trust
05951FAJ3
699204.380000000000
PA
USD
619855.030000000000
0.0121329365
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
6.689000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-2 Trust
05951GAA0
370922.530000000000
PA
USD
326714.830000000000
0.0063950603
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
4.677000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-7 Trust
05951KAK9
462071.270000000000
PA
USD
391829.740000000000
0.0076696084
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-I Trust
05951VAA7
554045.210000000000
PA
USD
532692.700000000000
0.0104268359
Long
ABS-MBS
CORP
US
N
2
2036-12-20
Variable
3.766140000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-I Trust
05951VAD1
2452293.790000000000
PA
USD
2293093.820000000000
0.0448846268
Long
ABS-MBS
CORP
US
N
2
2036-12-20
Variable
3.462137000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-I Trust
05951VAE9
426565.010000000000
PA
USD
391671.990000000000
0.0076665206
Long
ABS-MBS
CORP
US
N
2
2036-12-20
Variable
3.462137000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-5 Trust
059523AB6
1365354.660000000000
PA
USD
1073037.690000000000
0.0210034565
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-6 Trust
059526AB9
1018564.150000000000
PA
USD
939365.190000000000
0.0183869738
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
4.907000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-6 Trust
059526AC7
4203979.400000000000
PA
USD
3873922.030000000000
0.0758274882
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
4.897000000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2007-1 Trust
05952HBB4
1567799.970000000000
PA
USD
1266887.420000000000
0.0247978380
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-4 Trust
05953YBV2
242467.880000000000
PA
USD
215983.700000000000
0.0042276281
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2010-R3 Trust
05955YAY5
6503619.600000000000
PA
USD
6203226.520000000000
0.1214208965
Long
ABS-MBS
CORP
US
N
2
2037-09-26
Variable
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
549300MRF4Q4NF7TRB58
Banc of America Funding 2014-R3 Trust
05990NAB6
1498667.400000000000
PA
USD
1440233.760000000000
0.0281908896
Long
ABS-MBS
CORP
US
N
2
2035-06-26
Variable
4.137597000000
N
N
N
N
N
N
Banc of America Funding Corpor
549300MRF4Q4NF7TRB58
Banc of America Funding 2014-R3 Trust
05990NAD2
2938528.030000000000
PA
USD
2734678.810000000000
0.0535281360
Long
ABS-MBS
CORP
US
N
2
2035-06-26
Variable
3.384592000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJP5
10000000.000000000000
PA
USD
8120874.400000000000
0.1589566086
Long
DBT
CORP
US
N
2
2032-03-11
Variable
2.651000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
12000000.000000000000
PA
USD
10099071.840000000000
0.1976775074
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.087000000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368DH72
15000000.000000000000
PA
USD
11809081.500000000000
0.2311489445
Long
DBT
CORP
CA
N
2
2037-01-10
Variable
3.088000000000
N
N
N
N
N
N
BANK OZK
549300VYK2WBD7SST478
Bank OZK
06417NA94
13175000.000000000000
PA
USD
11250377.690000000000
0.2202129715
Long
DBT
CORP
US
N
2
2031-10-01
Variable
2.750000000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAP6
10000000.000000000000
PA
USD
9697588.300000000000
0.1898189372
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
4.850000000000
N
N
N
N
N
N
BANK NT BUTTERFIELD&SON
549300V8RVM0EMTDPF28
Bank of NT Butterfield & Son Ltd/The
064227AB7
3000000.000000000000
PA
USD
2986132.710000000000
0.0584500517
Long
DBT
CORP
BM
N
2
2028-06-01
Variable
5.250000000000
N
N
N
N
N
N
BANK NT BUTTERFIELD&SON
549300V8RVM0EMTDPF28
Bank of NT Butterfield & Son Ltd/The
064227AC5
5000000.000000000000
PA
USD
4815994.150000000000
0.0942674470
Long
DBT
CORP
BM
N
2
2030-06-15
Variable
5.250000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK25
06539WBC9
108674473.900000000000
PA
USD
4960641.980000000000
0.0970987589
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Variable
.882603000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1
46590KAK0
7485000.000000000000
PA
USD
6860227.800000000000
0.1342809273
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
4.725115000000
N
N
N
N
N
N
JEA FL WTR & SWR REVENUE
N/A
JEA Water & Sewer System Revenue
46615SEU8
5045000.000000000000
PA
USD
4170239.380000000000
0.0816275534
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
3.000000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2005-S3
466247ZS5
46686.390000000000
PA
USD
23569.360000000000
0.0004613426
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.750000000000
N
N
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust 2006-S4
466302AG1
425079.420000000000
PA
USD
405464.940000000000
0.0079365015
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
6.460000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2007-A3
46630UAE4
2576536.870000000000
PA
USD
2064645.980000000000
0.0404130278
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
3.187479000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC20
46631QAK8
181662.930000000000
PA
USD
.000000000000
0.0000000000
Long
ABS-MBS
CORP
US
N
2
2051-02-12
Variable
.000000000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C30
46644UBF4
3085000.000000000000
PA
USD
2885001.610000000000
0.0564705288
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
4.229942000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C4
46646RAP8
5500000.000000000000
PA
USD
4760614.650000000000
0.0931834581
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.637800000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
5000000.000000000000
PA
USD
4217594.850000000000
0.0825544813
Long
DBT
CORP
US
N
2
2029-06-01
Variable
2.069000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCU8
10000000.000000000000
PA
USD
8235775.300000000000
0.1612056592
Long
DBT
CORP
US
N
2
2033-01-25
Variable
2.963000000000
N
N
N
N
N
N
Jay Park CLO, Ltd.
N/A
Jay Park CLO Ltd
47206VAQ7
1124000.000000000000
PA
USD
1081328.460000000000
0.0211657386
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
7.457710000000
N
N
N
N
N
N
Jefferies & Co
N/A
Jefferies Resecuritization Trust 2009-R1
47232CAB0
561371.360000000000
PA
USD
497109.330000000000
0.0097303331
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.740470000000
N
N
N
N
N
N
JOBSOHIO BEVERAGE SYS STWD LIQ
N/A
JobsOhio Beverage System
47770VBQ2
7540000.000000000000
PA
USD
5947766.890000000000
0.1164205733
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
2.833000000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160AT1
8180000.000000000000
PA
USD
9104961.680000000000
0.1782189649
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
5.850000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP6
48128KAW1
68830000.000000000000
PA
USD
1663655.520000000000
0.0325641090
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
.630677000000
N
N
N
N
N
N
KANSAS CITY MO LAND CLEARANCE
N/A
Kansas City Land Clearance Redevelopment Authority
48504MAA9
7950000.000000000000
PA
USD
7079841.500000000000
0.1385796084
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
6.400000000000
N
N
N
N
N
N
KANSAS ST DEV FIN AUTH REVENUE
549300WTL7BL8KBDPR87
Kansas Development Finance Authority
485429Z72
2005000.000000000000
PA
USD
1986057.960000000000
0.0388747593
Long
DBT
MUN
US
N
2
2045-04-15
Fixed
4.927000000000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAY5
7722000.000000000000
PA
USD
6745900.590000000000
0.1320431060
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.800000000000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KBA6
1000000.000000000000
PA
USD
979500.860000000000
0.0191725825
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
7.250000000000
N
N
N
N
N
N
KENTUCKY ST PROPERTY & BLDGS C
N/A
Kentucky State Property & Building Commission
49151FP61
2755000.000000000000
PA
USD
2219697.160000000000
0.0434479731
Long
DBT
MUN
US
N
2
2030-09-01
Fixed
2.123000000000
N
N
N
N
N
N
KENTUCKY ST PROPERTY & BLDGS C
N/A
Kentucky State Property & Building Commission
49151FP79
3350000.000000000000
PA
USD
2647145.210000000000
0.0518147682
Long
DBT
MUN
US
N
2
2031-09-01
Fixed
2.223000000000
N
N
N
N
N
N
KING CNTY WA
N/A
County of King WA
49474FH60
5000000.000000000000
PA
USD
3745345.500000000000
0.0733107532
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
2.730000000000
N
N
N
N
N
N
KING CNTY WA HSG AUTH
N/A
King County Housing Authority
494759RG0
3005000.000000000000
PA
USD
2422591.330000000000
0.0474193889
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Long Point Park CLO Ltd
549300639DPKTBUSCC77
Long Point Park CLO Ltd
542798AJ2
4000000.000000000000
PA
USD
3565472.000000000000
0.0697899400
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
7.192430000000
N
N
N
N
N
N
LOS ANGELES CA DEPT OF ARPTS A
N/A
City of Los Angeles Department of Airports
544445U23
230000.000000000000
PA
USD
186228.030000000000
0.0036451957
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
1.876000000000
N
N
N
N
N
N
LOS ANGELES CA DEPT OF ARPTS A
N/A
City of Los Angeles Department of Airports
544445V22
1770000.000000000000
PA
USD
1431064.120000000000
0.0280114047
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
1.876000000000
N
N
N
N
N
N
LOUISIANA ST LOCAL GOVT ENVRNM
5493004WIZ1HV87IVF85
Louisiana Local Government Environmental Facilities & Community Development Auth
54628CMW9
1325000.000000000000
PA
USD
927850.200000000000
0.0181615814
Long
DBT
MUN
US
N
2
2043-02-01
Fixed
2.587000000000
N
N
N
N
N
N
LOUISIANA ST GAS & FUELS TAX R
N/A
State of Louisiana Gasoline & Fuels Tax Revenue
546475TZ7
8000000.000000000000
PA
USD
5895800.800000000000
0.1154033979
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
2.230000000000
N
N
N
N
N
N
LOUISIANA ST GAS & FUELS TAX R
N/A
State of Louisiana Gasoline & Fuels Tax Revenue
546475UA0
12055000.000000000000
PA
USD
8557499.730000000000
0.1675030382
Long
DBT
MUN
US
N
2
2041-05-01
Fixed
2.530000000000
N
N
N
N
N
N
LOUISIANA ST GAS & FUELS TAX R
N/A
State of Louisiana Gasoline & Fuels Tax Revenue
546475UT9
8135000.000000000000
PA
USD
5644055.680000000000
0.1104757820
Long
DBT
MUN
US
N
2
2043-05-01
Fixed
2.830000000000
N
N
N
N
N
N
LOUISVILLE & JEFFERSON CNTY KY
5493004O4I11L8BK0A22
Louisville and Jefferson County Metropolitan Sewer District
546589N73
5215000.000000000000
PA
USD
3431646.270000000000
0.0671704580
Long
DBT
MUN
US
N
2
2044-05-15
Fixed
2.250000000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAV3
7916000.000000000000
PA
USD
6427058.580000000000
0.1258021470
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.950000000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAM2
7500000.000000000000
PA
USD
6278962.500000000000
0.1229033396
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.625000000000
N
N
N
N
N
N
Magnetite CLO Ltd
5493007RY5PFZOE8RF76
Magnetite XXXIV Ltd
55952MAG8
2950000.000000000000
PA
USD
2950000.000000000000
0.0577427962
Long
ABS-CBDO
CORP
KY
N
2
2036-04-20
Floating
10.355440000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300NJNSVWVLHGRY73
Magnetite VIII Ltd
55952YAV9
10150000.000000000000
PA
USD
9811771.550000000000
0.1920539406
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
7.692430000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300Z6VW568TT64K70
Magnetite XII Ltd
55953GCG8
8923000.000000000000
PA
USD
8212747.050000000000
0.1607549081
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
10.472430000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300B3V0K3DX0M2K31
Magnetite XV Ltd
55953MAW2
2000000.000000000000
PA
USD
1919542.000000000000
0.0375727873
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
7.671080000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300B3V0K3DX0M2K31
Magnetite XV Ltd
55953NAE0
4000000.000000000000
PA
USD
3562640.000000000000
0.0697345069
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
10.121080000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300BDVLRWS2SODX97
Magnetite XVIII Ltd
55953TAQ0
10315000.000000000000
PA
USD
9929353.100000000000
0.1943554618
Long
ABS-CBDO
CORP
KY
N
2
2028-11-15
Floating
7.563570000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300RI4HRUG7CFWM27
Magnetite Xxx Ltd
55953VAA0
4100000.000000000000
PA
USD
3815636.300000000000
0.0746866133
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
11.017710000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XD71H6EU9N2I97
Magnetite XIV-R LTD
55954LAJ2
1500000.000000000000
PA
USD
1441197.000000000000
0.0282097439
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
7.644710000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954RAG5
2750000.000000000000
PA
USD
2555773.000000000000
0.0500262642
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
11.117710000000
N
N
N
N
N
N
Magnetite CLO Ltd
5493003N6WY184N72D84
Magnetite XXVII Ltd
55955FAE5
5250000.000000000000
PA
USD
4858035.000000000000
0.0950903474
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
10.807710000000
N
N
N
N
N
N
Magnetite CLO Ltd
54930077HHZ1QV5CPQ30
Magnetite XXVIII Ltd
55955MAE0
2250000.000000000000
PA
USD
2090594.250000000000
0.0409209348
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
10.957710000000
N
N
N
N
N
N
MAINE HLTH & HGR EDUCTNL FACS
N/A
Maine Health & Higher Educational Facilities Authority
56042RK84
14250000.000000000000
PA
USD
10389459.830000000000
0.2033615123
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
3.118000000000
N
N
N
N
N
N
MARYLAND ST DEPT OF TRANSPRTN
N/A
State of Maryland Department of Transportation
57421FAH0
2110000.000000000000
PA
USD
1656992.710000000000
0.0324336923
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
1.686000000000
N
N
N
N
N
N
MARYLAND ST STADIUM AUTH REVEN
549300VA283TTQRDNF71
Maryland Stadium Authority
574296CN7
7000000.000000000000
PA
USD
5233654.300000000000
0.1024426554
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
2.805000000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
500000.000000000000
PA
USD
469487.500000000000
0.0091896681
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.375000000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AE9
10536000.000000000000
PA
USD
8580013.200000000000
0.1679437130
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
3.500000000000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RPK9
450000.000000000000
PA
USD
439911.680000000000
0.0086107561
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
3.831000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-2
30166QAD1
20000000.000000000000
PA
USD
19658634.000000000000
0.3847947445
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
3.650000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-5
30167FAC6
5000000.000000000000
PA
USD
4979860.000000000000
0.0974749292
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
5.430000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-5
30167FAD4
5000000.000000000000
PA
USD
5010063.000000000000
0.0980661175
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
5.970000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-5
30167FAE2
5060000.000000000000
PA
USD
5122315.920000000000
0.1002633370
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
6.510000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-6
30168AAD4
10000000.000000000000
PA
USD
10035355.000000000000
0.1964303249
Long
ABS-O
CORP
US
N
2
2027-08-16
Fixed
6.030000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-6
30168AAE2
5000000.000000000000
PA
USD
5056601.000000000000
0.0989770444
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
6.320000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-1
30168BAC4
4500000.000000000000
PA
USD
4503915.000000000000
0.0881588630
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
5.580000000000
N
N
N
N
N
N
FRETE 2021-ML11 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
302610AD2
34236674.840000000000
PA
USD
2011404.650000000000
0.0393708911
Long
DBT
MUN
US
N
2
2038-03-25
Fixed
.769000000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-KF48 Mortgage Trust
30308EAG0
4516885.390000000000
PA
USD
4267824.330000000000
0.0835376646
Long
ABS-MBS
CORP
US
N
2
2028-06-25
Floating
6.624290000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-KF62 Mortgage Trust
30310WAF8
1499160.260000000000
PA
USD
1453159.580000000000
0.0284438974
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Floating
6.624290000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30312CAD5
10731492.220000000000
PA
USD
918293.790000000000
0.0179745258
Long
ABS-MBS
USGSE
US
N
2
2037-06-25
Variable
1.132504000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30318LAK3
33017320.510000000000
PA
USD
4572238.540000000000
0.0894962163
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Variable
1.860777000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30319NAA0
43971180.180000000000
PA
USD
5641502.420000000000
0.1104258049
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Variable
1.489667000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBB9
2443739.130000000000
PA
USD
2556528.930000000000
0.0500410607
Long
ABS-MBS
CORP
US
N
2
2025-07-25
Floating
9.617000000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBU7
1195019.810000000000
PA
USD
1266488.930000000000
0.0247900380
Long
ABS-MBS
CORP
US
N
2
2028-08-25
Floating
11.567000000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XJ62
5000000.000000000000
PA
USD
5262879.000000000000
0.1030146947
Long
ABS-MBS
CORP
US
N
2
2030-10-25
Floating
8.367000000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XNW0
6599636.000000000000
PA
USD
6877199.530000000000
0.1346131291
Long
ABS-MBS
CORP
US
N
2
2030-01-25
Floating
8.217000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BFXU0
112252115.410000000000
PA
USD
1732521.600000000000
0.0339120819
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Variable
1.020961000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BJP72
430953590.260000000000
PA
USD
2673851.550000000000
0.0523375136
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Variable
.336463000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BLN20
88980287.530000000000
PA
USD
1014224.010000000000
0.0198522476
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Variable
.563761000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BPVP1
29504346.300000000000
PA
USD
1589924.310000000000
0.0311209069
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
.956254000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BSPY3
61013182.880000000000
PA
USD
141501.770000000000
0.0027697315
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Variable
.912555000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BSQ22
61645000.000000000000
PA
USD
214900.630000000000
0.0042064282
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Variable
.839555000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BTUR0
72512000.000000000000
PA
USD
249231.000000000000
0.0048784050
Long
ABS-MBS
USGSE
US
N
2
2026-11-25
Variable
.056225000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BUXA1
79423000.000000000000
PA
USD
587912.870000000000
0.0115077061
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Variable
.175641000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BVZA7
366681364.020000000000
PA
USD
3326019.980000000000
0.0651029471
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Variable
.282051000000
N
N
N
N
N
N
Apidos CLO
5493008YDOADR1DMZM86
Apidos CLO XX
03765MAG5
1750000.000000000000
PA
USD
1523968.250000000000
0.0298298943
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
10.492430000000
N
N
N
N
N
N
Apidos CLO
549300QCAOUF4OXOI275
Apidos CLO XXVIII
03767CAB6
2000000.000000000000
PA
USD
1959484.000000000000
0.0383546052
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
5.957710000000
N
N
N
N
N
N
Apidos CLO
549300AVJUID3QNR9M59
Apidos CLO XXIX
03767MAJ7
7600000.000000000000
PA
USD
7227090.800000000000
0.1414618410
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
6.717710000000
N
N
N
N
N
N
Apidos CLO
549300AVJUID3QNR9M59
Apidos CLO XXIX
03767MAL2
6250000.000000000000
PA
USD
5786537.500000000000
0.1132646968
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
7.567710000000
N
N
N
N
N
N
Apidos CLO
549300IG6PHVJ3WBR394
Apidos CLO XXXI
03767XAC8
4400000.000000000000
PA
USD
4014995.600000000000
0.0785888382
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
11.392430000000
N
N
N
N
N
N
Apidos CLO
N/A
Apidos CLO XXX
03768CAJ8
3600000.000000000000
PA
USD
3441355.200000000000
0.0673604990
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
6.794710000000
N
N
N
N
N
N
APTARGROUP INC
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336AA1
10000000.000000000000
PA
USD
8431304.900000000000
0.1650329222
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.600000000000
N
N
N
N
N
N
ARBOR REALTY SR INC
549300TW7RTL2CI3CN08
Arbor Realty SR Inc
03881NAA5
5000000.000000000000
PA
USD
4151568.550000000000
0.0812620938
Long
DBT
CORP
US
N
2
2028-12-30
Fixed
5.000000000000
N
N
N
N
N
N
arbor multifamily mortgage sec
N/A
Arbor Multifamily Mortgage Securities Trust 2022-MF4
03882LAQ3
7852000.000000000000
PA
USD
6358672.090000000000
0.1244635615
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
3.293325000000
N
N
N
N
N
N
arbor multifamily mortgage sec
N/A
Arbor Multifamily Mortgage Securities Trust 2022-MF4
03882LBE9
19700000.000000000000
PA
USD
1705482.190000000000
0.0333828171
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
1.293325000000
N
N
N
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923AL2
4000000.000000000000
PA
USD
3765461.880000000000
0.0737045078
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
4.750000000000
N
N
N
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923AQ1
5000000.000000000000
PA
USD
4179361.700000000000
0.0818061121
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.500000000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBC6
15000000.000000000000
PA
USD
11433332.550000000000
0.2237940987
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.200000000000
N
N
N
N
N
N
ARES CLO Ltd
6354004TAEXDOTEJZN31
Ares XXXVIII CLO Ltd
04015UAL2
7450000.000000000000
PA
USD
6708836.750000000000
0.1313176248
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
7.307710000000
N
N
N
N
N
N
ARES CLO Ltd
5493005YAOTYJUJV3S58
Ares XXXIX CLO Ltd
04015WBJ2
7335000.000000000000
PA
USD
6689197.260000000000
0.1309332047
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
8.144710000000
N
N
N
N
N
N
ARES CLO Ltd
5493004S1FMDW7K3MU50
Ares XLII Clo Ltd
04016LAJ6
5000000.000000000000
PA
USD
4803475.000000000000
0.0940223993
Long
ABS-CBDO
CORP
KY
N
2
2028-01-22
Floating
8.265290000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES XLVI CLO Ltd
04016UAJ6
3600000.000000000000
PA
USD
3267169.200000000000
0.0639510119
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Fixed
3.570000000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES XLVI CLO Ltd
04016UAN7
1436843.000000000000
PA
USD
1362048.140000000000
0.0266604977
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Floating
6.492430000000
N
N
N
N
N
N
ARES CLO Ltd
5493001J0ZSE1Y09WE50
ARES XLVII CLO Ltd
04016VAJ4
1915000.000000000000
PA
USD
1715196.560000000000
0.0335729645
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
7.492430000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares XXXIR CLO Ltd
04017TAE9
3000000.000000000000
PA
USD
2929944.000000000000
0.0573502235
Long
ABS-CBDO
CORP
KY
N
2
2030-05-24
Floating
6.528140000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AX2
6400000.000000000000
PA
USD
5462305.980000000000
0.1069182444
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.000000000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AK1
3620000.000000000000
PA
USD
3282305.770000000000
0.0642472926
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.625000000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AP0
5746000.000000000000
PA
USD
4631404.420000000000
0.0906543191
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.625000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C1
90276EAG2
13000000.000000000000
PA
USD
448320.600000000000
0.0087753509
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
.942221000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C6
90276UBB6
63420500.000000000000
PA
USD
1466757.610000000000
0.0287100630
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
.498667000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C7
90276WAU1
170396000.000000000000
PA
USD
2811653.280000000000
0.0550348211
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
.370797000000
N
N
N
N
N
N
UMB FINANCIAL CORP
549300MGEH3N3CUCV828
UMB Financial Corp
902788AA6
5000000.000000000000
PA
USD
4565711.900000000000
0.0893684650
Long
DBT
CORP
US
N
2
2030-09-17
Variable
3.700000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C14
90278KBC4
114392000.000000000000
PA
USD
1925903.710000000000
0.0376973103
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
.255743000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90278MBC0
128213000.000000000000
PA
USD
5927825.480000000000
0.1160302436
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Variable
.851034000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2019-C18
90278PAY6
4500000.000000000000
PA
USD
4130485.200000000000
0.0808494119
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
2.987200000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2019-C18
90278PBD1
9000000.000000000000
PA
USD
7808175.000000000000
0.1528358839
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
3.378400000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C12
90353DBA2
45630206.200000000000
PA
USD
1531993.110000000000
0.0299869715
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
.779644000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C12
90353DBB0
139858000.000000000000
PA
USD
2347390.660000000000
0.0459474239
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
.217060000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C13
90353KAA7
16442000.000000000000
PA
USD
1523717.960000000000
0.0298249951
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
1.971910000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-16CB
021460AD2
995029.580000000000
PA
USD
592993.350000000000
0.0116071506
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-16CB
021460AF7
863759.570000000000
PA
USD
514741.020000000000
0.0100754528
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-14CB
021468AD5
2414410.250000000000
PA
USD
1372668.760000000000
0.0268683839
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C13
90353KAW9
3274000.000000000000
PA
USD
3121852.310000000000
0.0611066039
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Fixed
4.241000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C13
90353KBA6
128678000.000000000000
PA
USD
2262159.240000000000
0.0442791186
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
.249629000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-J3
021469AM3
528282.590000000000
PA
USD
495726.700000000000
0.0097032698
Long
ABS-MBS
CORP
US
N
2
2026-05-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-24CB
02146TAL1
3957235.620000000000
PA
USD
2252295.870000000000
0.0440860547
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-24CB
02146TAM9
2454825.100000000000
PA
USD
1397185.550000000000
0.0273482713
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-30T1
02146VAN2
8390343.080000000000
PA
USD
2832816.430000000000
0.0554490650
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-19CB
02147QAD4
992832.840000000000
PA
USD
614386.900000000000
0.0120259043
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-19CB
02147QAQ5
222950.210000000000
PA
USD
137724.970000000000
0.0026958050
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-19CB
02147QAR3
3847955.710000000000
PA
USD
2378989.380000000000
0.0465659318
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-19CB
02147QAW2
2518008.390000000000
PA
USD
1557614.810000000000
0.0304884863
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-19CB
02147QAY8
660477.680000000000
PA
USD
331464.880000000000
0.0064880370
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.017000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-23CB
02147RAF7
611911.870000000000
PA
USD
567657.180000000000
0.0111112247
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.000000000000
N
N
N
N
N
N
UNION CITY CA
549300Y6CPHG6CN8ME20
City of Union City CA
905649DK2
2105000.000000000000
PA
USD
1868477.570000000000
0.0365732608
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
.000000000000
N
N
N
N
N
N
UNION CNTY PA HOSP AUTH
N/A
Union County Hospital Authority
906460DR8
295000.000000000000
PA
USD
293199.200000000000
0.0057390311
Long
DBT
MUN
US
N
2
2023-08-01
Fixed
3.800000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-23CB
02147RAN0
5682373.390000000000
PA
USD
2037768.420000000000
0.0398869310
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-26CB
02147WAS8
5554692.810000000000
PA
USD
3094101.100000000000
0.0605634065
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.250000000000
N
N
N
N
N
N
UNION CNTY PA HOSP AUTH
N/A
Union County Hospital Authority
906460DS6
1060000.000000000000
PA
USD
1037267.770000000000
0.0203033022
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
4.400000000000
N
N
N
N
N
N
UJA FEDERATION NEW YORK
549300KFOHUQO5KVF916
United Jewish Appeal-Federation of Jewish Philanthropies of New York Inc
910751AK2
4565000.000000000000
PA
USD
3716330.300000000000
0.0727428146
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.145000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust Resecuritization 2008-2R
021482AE4
7018685.760000000000
PA
USD
3664979.430000000000
0.0717376814
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-4CB
02148FAF2
1513769.880000000000
PA
USD
1277306.010000000000
0.0250017697
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.750000000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BP8
6300000.000000000000
PA
USD
5294583.000000000000
0.1036352634
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.750000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
50000000.000000000000
PA
USD
38406250.000000000000
0.7517573783
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.375000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
25000000.000000000000
PA
USD
22061523.500000000000
0.4318284932
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.250000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TK4
40000000.000000000000
PA
USD
35946875.200000000000
0.7036179960
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.375000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-4CB
02148FAG0
1138660.950000000000
PA
USD
960792.320000000000
0.0188063848
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-31CB
02148HAG6
213647.610000000000
PA
USD
133338.630000000000
0.0026099476
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TM0
160000000.000000000000
PA
USD
157425000.000000000000
3.0814100641
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEA5
54750000.000000000000
PA
USD
52832031.400000000000
1.0341251597
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-31CB
02148HAH4
1927275.500000000000
PA
USD
1176313.370000000000
0.0230249570
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-39CB
02148JAU1
2402914.500000000000
PA
USD
1974372.480000000000
0.0386460297
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-41CB
02149CAG6
525623.170000000000
PA
USD
304313.950000000000
0.0059565893
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-2CB
02149HBE9
5660375.240000000000
PA
USD
3130913.170000000000
0.0612839597
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.750000000000
N
N
N
N
N
N
UNIV OF TEXAS TX
TEHUYFNKZR6XVWLGEU86
Board of Regents of the University of Texas System
9151375F6
2710000.000000000000
PA
USD
2845696.750000000000
0.0557011822
Long
DBT
MUN
US
N
2
2042-08-15
Fixed
5.134000000000
N
N
N
N
N
N
UNIV OF VIRGINIA VA UNIV REVEN
N/A
University of Virginia
915217RY1
10180000.000000000000
PA
USD
11656864.520000000000
0.2281694753
Long
DBT
MUN
US
N
2
2039-09-01
Fixed
6.200000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-8CB
02150FAA8
5809049.000000000000
PA
USD
3296626.590000000000
0.0645276059
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-8CB
02150FAJ9
784908.280000000000
PA
USD
468882.780000000000
0.0091778315
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-13
02150MAA3
2440545.110000000000
PA
USD
1329110.130000000000
0.0260157747
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-23CB
02151EAA0
4340086.620000000000
PA
USD
2490436.320000000000
0.0487473752
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.000000000000
N
N
N
N
N
N
UTAH ST TRANSIT AUTH SALES TAX
N/A
Utah Transit Authority
917567FQ7
5925000.000000000000
PA
USD
4536933.660000000000
0.0888051646
Long
DBT
MUN
US
N
2
2038-12-15
Fixed
2.774000000000
N
N
N
N
N
N
VALDOSTA & LOWNDES CNTY GA HOS
N/A
Valdosta & Lowndes County Hospital Authority
919112FD9
2000000.000000000000
PA
USD
1759620.400000000000
0.0344425092
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
3.000000000000
N
N
N
N
N
N
ALVORD CA UNIF SCH DIST
549300Q9J0UCO75DL276
Alvord Unified School District
022555UN4
1975000.000000000000
PA
USD
2104205.690000000000
0.0411873628
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
.000000000000
N
N
N
N
N
N
AMER AGCREDIT FLCA/PCA
N/A
American AGcredit FLCA / American AGcredit PCA
02369FAA5
10000000.000000000000
PA
USD
7947437.000000000000
0.1555617745
Long
SN
CORP
US
N
2
2036-06-15
Variable
3.375000000000
N
N
N
N
N
N
WEBSTER FINANCIAL CORP
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890AJ8
1380000.000000000000
PA
USD
1261658.160000000000
0.0246954814
Long
DBT
CORP
US
N
2
2029-03-25
Fixed
4.100000000000
N
N
N
N
N
N
Webster Park CLO Ltd
N/A
Webster Park CLO Ltd
948214AU5
10300000.000000000000
PA
USD
9650739.500000000000
0.1889019268
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.607710000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-3
02528GAC7
1015000.000000000000
PA
USD
1000341.470000000000
0.0195805131
Long
ABS-O
CORP
US
N
2
2026-10-13
Fixed
4.550000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-3
02528GAE3
5000000.000000000000
PA
USD
4882054.500000000000
0.0955605010
Long
ABS-O
CORP
US
N
2
2028-10-13
Fixed
4.860000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-4
02529XAB1
1500000.000000000000
PA
USD
1518453.900000000000
0.0297219573
Long
ABS-O
CORP
US
N
2
2026-10-13
Fixed
6.750000000000
N
N
N
N
N
N
ATLANTA GA WTR & WSTWTR REVENU
N/A
City of Atlanta GA Water & Wastewater Revenue
047870SP6
1500000.000000000000
PA
USD
1118609.550000000000
0.0218954723
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
2.913000000000
N
N
N
N
N
N
ATLANTIC UNION BANKSHARE
N/A
Atlantic Union Bankshares Corp
04911AAA5
8000000.000000000000
PA
USD
6567485.680000000000
0.1285508431
Long
DBT
CORP
US
N
2
2031-12-15
Variable
2.875000000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AP1
7000000.000000000000
PA
USD
7235774.560000000000
0.1416318155
Long
DBT
CORP
AU
N
2
2032-12-08
Fixed
6.742000000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329RAA1
7000000.000000000000
PA
USD
5869499.020000000000
0.1148885714
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.850000000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAC9
13244000.000000000000
PA
USD
11031391.140000000000
0.2159265662
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.375000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C5
05492JAL6
12996000.000000000000
PA
USD
882438.800000000000
0.0172727064
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
1.351136000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C5
05492JBB7
174774000.000000000000
PA
USD
3253418.010000000000
0.0636818485
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
.371440000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C6
05492TAE0
92911355.150000000000
PA
USD
4807614.450000000000
0.0941034242
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
1.049264000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C6
05492TAF7
59000000.000000000000
PA
USD
2372921.000000000000
0.0464471504
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.676057000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C7
05492VAG0
21976774.970000000000
PA
USD
1583160.720000000000
0.0309885176
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Variable
1.622082000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C7
05492VAH8
17140000.000000000000
PA
USD
1020297.920000000000
0.0199711372
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Variable
.986635000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C9
05493EAW2
10000000.000000000000
PA
USD
8622850.000000000000
0.1687821932
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.960000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C9
05493EBA9
68467000.000000000000
PA
USD
4266158.230000000000
0.0835050526
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
.993348000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C9
05493EBB7
8500000.000000000000
PA
USD
6766844.900000000000
0.1324530664
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
2.534000000000
N
N
N
N
N
N
S WSTRN CITY OH SCH DIST FRANK
N/A
South-Western City School District
840658QF8
2735000.000000000000
PA
USD
2035165.740000000000
0.0398359866
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
.000000000000
N
N
N
N
N
N
Webster Park CLO Ltd
N/A
Webster Park CLO Ltd
948214AW1
4800000.000000000000
PA
USD
4398715.200000000000
0.0860997001
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
7.707710000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR19 Trust
949789AA9
1469658.180000000000
PA
USD
1404177.270000000000
0.0274851261
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
4.563968000000
N
N
N
N
N
N
SOUTHSIDE BANCSHARES INC
549300TC83207VQA2K65
Southside Bancshares Inc
84470PAF6
8000000.000000000000
PA
USD
7182175.920000000000
0.1405826848
Long
SN
CORP
US
N
2
2030-11-15
Variable
3.875000000000
N
N
N
N
N
N
Specialty Underwriting & Resid
N/A
Specialty Underwriting & Residential Finance Trust Series 2006-BC2
84751PLP2
792927.020000000000
PA
USD
319154.790000000000
0.0062470814
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Variable
3.537736000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
10603000.000000000000
PA
USD
8943842.560000000000
0.1750652468
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375000000000
N
N
N
N
N
N
STAFFORD TX MUNI SCH DIST
N/A
Stafford Municipal School District
852519LQ8
1525000.000000000000
PA
USD
1205496.950000000000
0.0235961914
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
3.084000000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2004-J Trust
949813AA7
3298255.180000000000
PA
USD
2970953.820000000000
0.0581529427
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
3.626634000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2005-AR14 Trust
94982DAA4
566670.530000000000
PA
USD
538337.630000000000
0.0105373288
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
4.075136000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
2000000.000000000000
PA
USD
1631260.000000000000
0.0319300046
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.625000000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579C63
3361204.380000000000
PA
USD
2394668.550000000000
0.0468728332
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
4.174241000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR1 Trust
94983JAA0
1532690.580000000000
PA
USD
1415904.160000000000
0.0277146662
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
4.279509000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR5 Trust
94983RAA2
2093512.200000000000
PA
USD
1980937.770000000000
0.0387745376
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
3.161773000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2004-18
863579FV5
468171.780000000000
PA
USD
428316.360000000000
0.0083837913
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
4.386159000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-1
863579Q43
1108488.970000000000
PA
USD
891818.170000000000
0.0174562965
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
4.020518000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR5 Trust
94983RAD6
1454399.350000000000
PA
USD
1355491.320000000000
0.0265321556
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
3.204267000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2007-AR3 Trust
94983UAA5
680458.730000000000
PA
USD
580580.040000000000
0.0113641745
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
3.350342000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-1
863579Q92
124810.400000000000
PA
USD
112929.700000000000
0.0022104667
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
3.397062000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579SS8
616372.390000000000
PA
USD
479430.040000000000
0.0093842817
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Variable
3.882366000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-4
86360BAL2
594235.040000000000
PA
USD
406770.110000000000
0.0079620487
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
3.761863000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-12
86362RAC5
577242.130000000000
PA
USD
445095.360000000000
0.0087122206
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
4.181243000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2007-5
86363XAA5
1572305.190000000000
PA
USD
1335533.640000000000
0.0261415074
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
5.057000000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2007-6
86364CAC6
4528309.910000000000
PA
USD
3922393.970000000000
0.0767762697
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
4.997000000000
N
N
N
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2007-PA1 Trust
94984TAD1
813974.390000000000
PA
USD
702669.580000000000
0.0137539344
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.000000000000
N
N
N
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2007-PA6 Trust
94985KAA5
3260375.440000000000
PA
USD
2973957.980000000000
0.0582117456
Long
ABS-MBS
CORP
US
N
2
2037-12-28
Variable
4.302017000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2007-9
86364JAA5
910939.720000000000
PA
USD
797005.210000000000
0.0156004439
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
6.591570000000
N
N
N
N
N
N
SUMMIT FIN GROUP INC
N/A
Summit Financial Group Inc
86606GAF8
4000000.000000000000
PA
USD
3394828.880000000000
0.0664498007
Long
DBT
CORP
US
N
2
2031-12-01
Variable
3.250000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HBF6
1320000.000000000000
PA
USD
1230797.300000000000
0.0240914161
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.658000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JBF2
11105000.000000000000
PA
USD
10169702.470000000000
0.1990600193
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.082846000000
N
N
N
N
N
N
Suntrust Alternative Loan Trus
N/A
Suntrust Alternative Loan Trust Series 2005-1F
86789MAN7
807339.110000000000
PA
USD
730467.190000000000
0.0142980400
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.750000000000
N
N
N
N
N
N
Suntrust Alternative Loan Trus
N/A
Suntrust Alternative Loan Trust Series 2005-1F
86789MAT4
1864320.690000000000
PA
USD
1701819.790000000000
0.0333111299
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
6.000000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JBH8
4376000.000000000000
PA
USD
3686699.040000000000
0.0721628174
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.082846000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-C30
94989NBK2
5800000.000000000000
PA
USD
5467599.680000000000
0.1070218623
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
4.400000000000
N
N
N
N
N
N
Suntrust Alternative Loan Trus
N/A
Suntrust Alternative Loan Trust Series 2005-1F
86789MAV9
1920149.580000000000
PA
USD
1727135.380000000000
0.0338066530
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
6.500000000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAH6
2766000.000000000000
PA
USD
2073480.200000000000
0.0405859473
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
3.161000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust 2016-LC24
95000HBK7
66264075.000000000000
PA
USD
1970998.410000000000
0.0385799863
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Variable
.976724000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust 2016-C37
95000PAL8
11213000.000000000000
PA
USD
10000983.470000000000
0.1957575424
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.487130000000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161CAM7
4000000.000000000000
PA
USD
3945799.880000000000
0.0772344130
Long
DBT
CORP
US
N
2
2029-02-07
Variable
5.900000000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
87227RQE7
9250000.000000000000
PA
USD
8991890.960000000000
0.1760057380
Long
DBT
CORP
US
N
2
2030-05-06
Variable
5.500000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust 2016-C37
95000PAX2
3350000.000000000000
PA
USD
2519341.040000000000
0.0493131512
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.187130000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABS3
11689000.000000000000
PA
USD
9953432.480000000000
0.1948267875
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.625000000000
N
N
N
N
N
N
TAMPA-HILLSBOROUGH CNTY FL EXP
N/A
Tampa-Hillsborough County Expressway Authority
875301HQ9
4750000.000000000000
PA
USD
3850223.650000000000
0.0753636202
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
1.892000000000
N
N
N
N
N
N
TAMPA-HILLSBOROUGH CNTY FL EXP
N/A
Tampa-Hillsborough County Expressway Authority
875301HR7
4305000.000000000000
PA
USD
3385378.820000000000
0.0662648268
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
1.942000000000
N
N
N
N
N
N
TBW Mortgage Backed Pass Throu
N/A
TBW Mortgage-Backed Trust Series 2006-2
878048AG2
80749.880000000000
PA
USD
7665.400000000000
0.0001500412
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
5.500000000000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAJ0
7541000.000000000000
PA
USD
6085587.000000000000
0.1191182406
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.875000000000
N
N
N
N
N
N
TEXAS CAPITAL BANK NA
38PG5GG0OEQK4QMSKE59
Texas Capital Bank NA
88224PJS9
5000000.000000000000
PA
USD
4753767.200000000000
0.0930494273
Long
DBT
CORP
US
N
2
2026-01-31
Fixed
5.250000000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
10942000.000000000000
PA
USD
9835845.210000000000
0.1925251543
Long
DBT
CORP
US
N
2
2031-05-06
Variable
4.000000000000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSION
5493006JSGNPGVJS7691
Texas Transportation Commission
882830BF8
6295000.000000000000
PA
USD
4495119.750000000000
0.0879867063
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
2.013000000000
N
N
N
N
N
N
THOR INDUSTRIES
254900XZO1228PDSG060
Thor Industries Inc
885160AA9
9340000.000000000000
PA
USD
7536862.940000000000
0.1475252680
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.000000000000
N
N
N
N
N
N
TOBACCO SETTLEMENT FIN AUTH WV
N/A
Tobacco Settlement Finance Authority
88880LAM5
4770000.000000000000
PA
USD
3955372.720000000000
0.0774217901
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
2.701000000000
N
N
N
N
N
N
VALDOSTA & LOWNDES CNTY GA HOS
N/A
Valdosta & Lowndes County Hospital Authority
919112FE7
2000000.000000000000
PA
USD
1678742.400000000000
0.0328594170
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
2.604000000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
795000.000000000000
PA
USD
641148.070000000000
0.0125497228
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.625000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEA8
9180000.000000000000
PA
USD
8530404.200000000000
0.1669726749
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.500000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BF8
10000000.000000000000
PA
USD
8989668.100000000000
0.1759622281
Long
DBT
CORP
US
N
2
2030-05-13
Fixed
3.750000000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCV LLC
92873BAB2
1650000.000000000000
PA
USD
1447024.760000000000
0.0283238155
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
4.948700000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-S4
9292275Q5
1846461.110000000000
PA
USD
1738454.770000000000
0.0340282168
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Variable
5.659996000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust
92922F4B1
4311062.870000000000
PA
USD
4021618.970000000000
0.0787184829
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
3.913311000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-AR10 Trust
92922FEA2
7065125.700000000000
PA
USD
6566171.690000000000
0.1285251233
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
4.233202000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-S2 Trust
92922FQP6
45505.740000000000
PA
USD
44181.990000000000
0.0008648107
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
92922FX86
275881.800000000000
PA
USD
240126.390000000000
0.0047001929
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
6.500000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
92922FX94
2568859.250000000000
PA
USD
2172587.280000000000
0.0425258524
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.500000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
92922FY85
561586.370000000000
PA
USD
474956.110000000000
0.0092967098
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.500000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
92922FZ27
1166152.090000000000
PA
USD
1000437.330000000000
0.0195823894
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2006-B Trust
05950TAE5
365833.690000000000
PA
USD
324937.730000000000
0.0063602756
Long
ABS-MBS
CORP
US
N
2
2046-10-20
Variable
3.535987000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-3 Trust
059515AF3
894169.510000000000
PA
USD
791744.180000000000
0.0154974654
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.477000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK29
06541TAJ8
1250000.000000000000
PA
USD
744791.880000000000
0.0145784291
Long
ABS-MBS
CORP
US
N
2
2053-11-15
Fixed
2.500000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK29
06541TBM0
132417000.000000000000
PA
USD
5273983.730000000000
0.1032320568
Long
ABS-MBS
CORP
US
N
2
2053-11-15
Variable
.654588000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK29
06541TBU2
1170000.000000000000
PA
USD
871224.590000000000
0.0170532013
Long
ABS-MBS
CORP
US
N
2
2053-11-15
Variable
3.028137000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK30
06541UAJ5
5550000.000000000000
PA
USD
3281924.240000000000
0.0642398246
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Variable
2.500000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK30
06541UCK0
5450000.000000000000
PA
USD
3949084.720000000000
0.0772987099
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Variable
2.757000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK32
06542BAJ6
5000000.000000000000
PA
USD
2907099.500000000000
0.0569030691
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
2.500000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK32
06542BBA4
10727500.000000000000
PA
USD
9258065.290000000000
0.1812157888
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
2.332000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK32
06542BCB1
800000.000000000000
PA
USD
598512.720000000000
0.0117151858
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
3.263049000000
N
N
N
N
N
N
BANNER CORP
N/A
Banner Corp
06652VAA7
8000000.000000000000
PA
USD
7474562.640000000000
0.1463058126
Long
DBT
CORP
US
N
2
2030-06-30
Variable
5.000000000000
N
N
N
N
N
N
BAPTIST HLTH SO FLOR INC
K6I7TB5M0RZYIMZN1Q07
Baptist Health South Florida Inc
066836AB3
14760000.000000000000
PA
USD
12618934.920000000000
0.2470008770
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.342000000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
15050000.000000000000
PA
USD
14195912.500000000000
0.2778683668
Long
DBT
CORP
GB
N
2
2025-12-15
Variable
6.125000000000
N
N
N
N
N
N
BCRED MML CLO 2021-1 LLC
2549008X01GXURMQIW78
BCRED MML CLO 2022-1 LLC
072917AG2
2000000.000000000000
PA
USD
1924478.000000000000
0.0376694037
Long
ABS-CBDO
CORP
US
N
2
2035-04-20
Floating
7.389040000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C4
07335CAL8
43170000.000000000000
PA
USD
2518550.750000000000
0.0492976822
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.128133000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C14
07336AAG2
99725576.190000000000
PA
USD
4295130.700000000000
0.0840721548
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
.728474000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C14
07336AAH0
166823000.000000000000
PA
USD
3910214.340000000000
0.0765378677
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
.254503000000
N
N
N
N
N
N
Bear Stearns Adjustable Rate M
N/A
Bear Stearns ARM Trust 2004-12
07384M6Q0
46097.540000000000
PA
USD
43297.210000000000
0.0008474922
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
2.853080000000
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2006-6
073868AM3
811186.740000000000
PA
USD
385042.280000000000
0.0075367518
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
3.684504000000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust 2005-AC5
073879ZW1
513565.090000000000
PA
USD
344263.220000000000
0.0067385495
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
5.500000000000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust 2006-AC4
07388WAA4
2956854.810000000000
PA
USD
2489055.540000000000
0.0487203480
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
4.867000000000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust 2006-AC4
07388WAB2
683304.810000000000
PA
USD
654706.180000000000
0.0128151070
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
16.244539000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAG2
29509651.350000000000
PA
USD
1369752.440000000000
0.0268113003
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.029999000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAN7
11513000.000000000000
PA
USD
1082782.680000000000
0.0211942033
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
2.000620000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B16 Mortgage Trust
08161NAG2
102847406.880000000000
PA
USD
5037291.150000000000
0.0985990767
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.925476000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B16 Mortgage Trust
08161NAL1
70467000.000000000000
PA
USD
1026901.500000000000
0.0201003946
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.239822000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B13 Mortgage Trust
08162DAK4
82774000.000000000000
PA
USD
1775361.580000000000
0.0347506244
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
.402384000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B13 Mortgage Trust
08162DAM0
12071000.000000000000
PA
USD
922960.730000000000
0.0180658757
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
1.503388000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAL7
93260000.000000000000
PA
USD
2006712.720000000000
0.0392790521
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
.395819000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAE7
5000000.000000000000
PA
USD
4215496.000000000000
0.0825133988
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.766000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAF4
125428801.550000000000
PA
USD
8592876.340000000000
0.1681954939
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.271089000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAV9
105441000.000000000000
PA
USD
6241801.420000000000
0.1221759550
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
.905760000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B20 Mortgage Trust
08162XBK9
79394000.000000000000
PA
USD
2668821.370000000000
0.0522390537
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Variable
.581812000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBD0
5400000.000000000000
PA
USD
4626816.660000000000
0.0905645191
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Fixed
2.255900000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBE8
66566589.940000000000
PA
USD
4130217.270000000000
0.0808441675
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Variable
1.150545000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBF5
99123000.000000000000
PA
USD
4085057.080000000000
0.0799602096
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Variable
.589952000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B25 Mortgage Trust
08163DAG2
79182878.090000000000
PA
USD
4978124.610000000000
0.0974409609
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
1.100332000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B25 Mortgage Trust
08163DAH0
93350000.000000000000
PA
USD
4197305.390000000000
0.0821573389
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
.660332000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EAH8
2250000.000000000000
PA
USD
1230848.100000000000
0.0240924105
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Fixed
2.000000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EAX3
10836000.000000000000
PA
USD
942000.570000000000
0.0184385583
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
1.368590000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EBG9
6000000.000000000000
PA
USD
4598498.400000000000
0.0900102223
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.576090000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B28 Mortgage Trust
08163GAV2
10000000.000000000000
PA
USD
8355448.000000000000
0.1635481122
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
1.980400000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C11
05493MAH7
29540000.000000000000
PA
USD
1989483.550000000000
0.0389418112
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Variable
.965261000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C17
054976AG0
65254801.590000000000
PA
USD
5290839.740000000000
0.1035619935
Long
ABS-MBS
CORP
US
N
2
2055-09-15
Variable
1.151542000000
N
N
N
N
N
N
BCAP LLC Trust
N/A
BCAP LLC Trust 2007-AA2
05530NAR8
298351.160000000000
PA
USD
173978.560000000000
0.0034054266
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
7.500000000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2005-10
007036TK2
5215078.600000000000
PA
USD
4086019.820000000000
0.0799790541
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
4.037640000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
013817AJ0
6826000.000000000000
PA
USD
6803170.780000000000
0.1331641030
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.900000000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AG2
13782000.000000000000
PA
USD
11456838.780000000000
0.2242542056
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.750000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C3
05550MAW4
56340000.000000000000
PA
USD
2274079.590000000000
0.0445124455
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
.759451000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust 2021-C10
05551VBG7
10000000.000000000000
PA
USD
8586217.000000000000
0.1680651452
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.268000000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBS8
10000000.000000000000
PA
USD
9501462.700000000000
0.1859800082
Long
DBT
CORP
US
N
2
2033-02-14
Fixed
6.700000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-J2
020908AE9
3229453.040000000000
PA
USD
2950779.660000000000
0.0577580571
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust 2021-C10
05551VBK8
65161772.860000000000
PA
USD
4753851.070000000000
0.0930510690
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.295986000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust 2021-C10
05551VBL6
74931500.000000000000
PA
USD
5033658.390000000000
0.0985279696
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.021991000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-16CB
021460AB6
379621.490000000000
PA
USD
226237.510000000000
0.0044283344
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300RVE5T2OYI2H743
Neuberger Berman Loan Advisers CLO 33 Ltd
64132TAQ6
2000000.000000000000
PA
USD
1891950.000000000000
0.0370327062
Long
ABS-CBDO
CORP
KY
N
2
2033-10-16
Floating
7.692430000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C15
05552FAA5
25000000.000000000000
PA
USD
2358147.500000000000
0.0461579764
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Variable
1.330840000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C12
05552XBJ6
101639664.300000000000
PA
USD
5760804.040000000000
0.1127609944
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
.954939000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300MYVO80EQUJK294
Neuberger Berman Loan Advisers CLO 35 Ltd
64133CAL3
7971955.000000000000
PA
USD
7670272.310000000000
0.1501366002
Long
ABS-CBDO
CORP
KY
N
2
2033-01-19
Floating
8.497570000000
N
N
N
N
N
N
NEW HOPE CULTURAL EDU FACS FIN
N/A
New Hope Cultural Education Facilities Finance Corp
64542PAE5
169147.940000000000
PA
USD
.000000000000
0.0000000000
Long
DBT
MUN
US
N
2
2500-12-31
Fixed
4.000000000000
Y
Y
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C12
05552XBK3
59992000.000000000000
PA
USD
2617810.910000000000
0.0512405837
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
.594064000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C12
05552XBM9
9000000.000000000000
PA
USD
6875566.200000000000
0.1345811586
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.758000000000
N
N
N
N
N
N
NEW JERSEY INSTITUTE OF TECHNO
N/A
New Jersey Institute of Technology/NJ
64579RAW7
1540000.000000000000
PA
USD
1514373.010000000000
0.0296420787
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
3.323000000000
N
N
N
N
N
N
NEW JERSEY INSTITUTE OF TECHNO
N/A
New Jersey Institute of Technology/NJ
64579RCZ8
6455000.000000000000
PA
USD
4988933.950000000000
0.0976525411
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
3.415000000000
N
N
N
N
N
N
BMO 2022-C1 Mortgage Trust
N/A
BMO 2022-C1 Mortgage Trust
05609MAY1
30550000.000000000000
PA
USD
3610670.900000000000
0.0706746555
Long
ABS-MBS
CORP
US
N
2
2055-02-17
Variable
1.765838000000
N
N
N
N
N
N
BAKERSFIELD CA CITY SCH DIST
N/A
Bakersfield City School District
057507HY4
9715000.000000000000
PA
USD
6614087.610000000000
0.1294630213
Long
DBT
MUN
US
N
2
2047-05-01
Fixed
.000000000000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH LE
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
645913AA2
5000000.000000000000
PA
USD
5388939.500000000000
0.1054821814
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
7.425000000000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH LE
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
645913BD5
20188000.000000000000
PA
USD
18144201.200000000000
0.3551514955
Long
DBT
MUN
US
N
2
2025-02-15
Fixed
.000000000000
N
N
N
N
N
N
BALDWIN CNTY AL PUBLIC BLDG AU
N/A
Baldwin County Public Building Authority
057864CT5
1070000.000000000000
PA
USD
642621.350000000000
0.0125785606
Long
DBT
MUN
US
N
2
2046-03-01
Fixed
2.000000000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
10937000.000000000000
PA
USD
8741397.250000000000
0.1711026169
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.875000000000
N
N
N
N
N
N
NEW JERSEY ST TRANSPRTN TRUST
549300YUVD5TEXR6L889
New Jersey Transportation Trust Fund Authority
646136XQ9
10045000.000000000000
PA
USD
4213057.830000000000
0.0824656744
Long
DBT
MUN
US
N
2
2040-12-15
Fixed
.000000000000
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH TU
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646139X83
4500000.000000000000
PA
USD
5506331.400000000000
0.1077799904
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
7.102000000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AX4
1490000.000000000000
PA
USD
1194704.350000000000
0.0233849389
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.125000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-B Trust
058928AL6
621585.220000000000
PA
USD
515016.240000000000
0.0100808399
Long
ABS-MBS
CORP
US
N
2
2036-03-20
Variable
3.612694000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-8 Trust
05946X2Z5
1945454.550000000000
PA
USD
1744223.150000000000
0.0341411260
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.750000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2003-3 Trust
05946XDL4
175491.610000000000
PA
USD
166295.530000000000
0.0032550403
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.500000000000
N
N
N
N
N
N
NEW MEMPHIS ARENA PUBLIC BLDG
N/A
New Memphis Arena Public Building Authority
64704CAN8
1800000.000000000000
PA
USD
635452.380000000000
0.0124382364
Long
DBT
MUN
US
N
2
2044-04-01
Fixed
.000000000000
N
N
N
N
N
N
NEW MEMPHIS ARENA PUBLIC BLDG
N/A
New Memphis Arena Public Building Authority
64704CAP3
2000000.000000000000
PA
USD
666682.400000000000
0.0130495274
Long
DBT
MUN
US
N
2
2045-04-01
Fixed
.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-5 Trust
05946XE58
158254.720000000000
PA
USD
152680.750000000000
0.0029885469
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-5 Trust
05946XE74
1446901.550000000000
PA
USD
1398468.840000000000
0.0273733902
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.500000000000
N
N
N
N
N
N
NEW MEMPHIS ARENA PUBLIC BLDG
N/A
New Memphis Arena Public Building Authority
64704CAQ1
1700000.000000000000
PA
USD
536025.810000000000
0.0104920777
Long
DBT
MUN
US
N
2
2046-04-01
Fixed
.000000000000
N
N
N
N
N
N
NEW ORLEANS LA
54930084B6KHR5PR2651
City of New Orleans LA
64763FZX0
6400000.000000000000
PA
USD
5423417.600000000000
0.1061570499
Long
DBT
MUN
US
N
2
2029-09-01
Fixed
2.220000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2004-1 Trust
05946XFV0
565890.730000000000
PA
USD
567938.240000000000
0.0111167261
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2004-1 Trust
05946XFX6
3321535.370000000000
PA
USD
3341082.940000000000
0.0653977869
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
6.000000000000
N
N
N
N
N
N
NEW ORLEANS LA SEWAGE SVC REVE
N/A
City of New Orleans LA Sewerage Service Revenue
647719QE6
1000000.000000000000
PA
USD
795277.500000000000
0.0155666260
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
1.791000000000
N
N
N
N
N
N
NEW ORLEANS LA SEWAGE SVC REVE
N/A
City of New Orleans LA Sewerage Service Revenue
647719QF3
1575000.000000000000
PA
USD
1224630.540000000000
0.0239707090
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
1.891000000000
N
N
N
N
N
N
NEW ORLEANS LA WTR REVENUE
N/A
City of New Orleans LA Water System Revenue
647753ME9
1800000.000000000000
PA
USD
1444735.620000000000
0.0282790083
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
1.691000000000
N
N
N
N
N
N
NEW ORLEANS LA WTR REVENUE
N/A
City of New Orleans LA Water System Revenue
647753MF6
3120000.000000000000
PA
USD
2454381.070000000000
0.0480416359
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
1.841000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2004-B Trust
05946XJK0
1693291.830000000000
PA
USD
1538961.150000000000
0.0301233627
Long
ABS-MBS
CORP
US
N
2
2034-11-20
Variable
3.937018000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-7 Trust
05946XR88
2974294.000000000000
PA
USD
2683321.490000000000
0.0525228766
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
NEW ORLEANS LA WTR REVENUE
N/A
City of New Orleans LA Water System Revenue
647753MG4
1635000.000000000000
PA
USD
1259211.270000000000
0.0246475863
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
1.941000000000
N
N
N
N
N
N
NEW ORLEANS LA WTR REVENUE
N/A
City of New Orleans LA Water System Revenue
647753MN9
2530000.000000000000
PA
USD
1800583.040000000000
0.0352443049
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
2.889000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-7 Trust
05946XT60
19540.330000000000
PA
USD
18981.510000000000
0.0003715408
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-7 Trust
05946XU43
3928.320000000000
PA
USD
3870.450000000000
0.0000757595
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.750000000000
N
N
N
N
N
N
NEW YORK ST LIBERTY DEV CORP L
N/A
New York Liberty Development Corp
649519EK7
13595000.000000000000
PA
USD
9366199.120000000000
0.1833323820
Long
DBT
MUN
US
N
2
2041-02-15
Fixed
2.250000000000
N
N
N
N
N
N
NEW YORK ST LIBERTY DEV CORP L
N/A
New York Liberty Development Corp
649519EL5
5500000.000000000000
PA
USD
4335212.200000000000
0.0848567032
Long
DBT
MUN
US
N
2
2042-02-15
Fixed
3.000000000000
N
N
N
N
N
N
NEW YORK ST LIBERTY DEV CORP L
N/A
New York Liberty Development Corp
649519EY7
12500000.000000000000
PA
USD
9783515.000000000000
0.1915008517
Long
DBT
MUN
US
N
2
2043-09-15
Fixed
3.000000000000
N
N
N
N
N
N
NEW YORK CITY NY INDL DEV AGY
549300XR20ZR5DHL9534
New York City Industrial Development Agency
64971PLN3
5850000.000000000000
PA
USD
4150455.080000000000
0.0812402989
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
2.436000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK17
065403AA5
11541000.000000000000
PA
USD
898072.150000000000
0.0175787109
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Variable
1.590216000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK17
065403BE6
123653000.000000000000
PA
USD
3690399.050000000000
0.0722352407
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Variable
.561928000000
N
N
N
N
N
N
ORANGE CALIF PENSION OBLIG
N/A
City of Orange CA
684100AJ9
7500000.000000000000
PA
USD
6190725.000000000000
0.1211761939
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
2.220000000000
N
N
N
N
N
N
ORANGE CALIF PENSION OBLIG
N/A
City of Orange CA
684100AK6
12370000.000000000000
PA
USD
9999212.810000000000
0.1957228838
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
2.270000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK16
065405AJ1
78022161.370000000000
PA
USD
3238692.120000000000
0.0633936064
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Variable
.941207000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK20
06540AAB7
2100000.000000000000
PA
USD
1909779.270000000000
0.0373816933
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
2.933000000000
N
N
N
N
N
N
OREGON ST HLTH & SCIENCE UNIV
549300XTWOAGON8L2G98
Oregon Health & Science University
685869FU8
1000000.000000000000
PA
USD
857956.500000000000
0.0167934940
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.850000000000
N
N
N
N
N
N
ORLANDO HEALTH OBL GRP
N/A
Orlando Health Obligated Group
686514AM2
1000000.000000000000
PA
USD
788482.740000000000
0.0154336265
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
2.891000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BAA7
18699333.000000000000
PA
USD
1083398.220000000000
0.0212062517
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Variable
1.111074000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBA6
11582000.000000000000
PA
USD
10538047.160000000000
0.2062699354
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
2.808000000000
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2J7
4000000.000000000000
PA
USD
3180286.480000000000
0.0622503844
Long
DBT
CORP
US
N
2
2032-01-11
Fixed
2.450000000000
N
N
N
N
N
N
PACIFIC PREMIER BANCORP
549300Q1KIC3KLI0XG98
Pacific Premier Bancorp Inc
69478XAD7
3500000.000000000000
PA
USD
3416486.050000000000
0.0668737145
Long
DBT
CORP
US
N
2
2029-05-15
Variable
4.875000000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CAY3
10400000.000000000000
PA
USD
8818301.440000000000
0.1726079263
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Fixed
2.067000000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CBL0
50575528.160000000000
PA
USD
2982626.030000000000
0.0583814125
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Variable
1.045929000000
N
N
N
N
N
N
PACIFIC PREMIER BANCORP
549300Q1KIC3KLI0XG98
Pacific Premier Bancorp Inc
69478XAE5
5410000.000000000000
PA
USD
5137796.010000000000
0.1005663416
Long
DBT
CORP
US
N
2
2030-06-15
Variable
5.375000000000
N
N
N
N
N
N
PAPA JOHN'S INTERNATIONA
HZYLD3DK5XOX0WBVNB56
Papa John's International Inc
698813AA0
6174000.000000000000
PA
USD
5162606.190000000000
0.1010519719
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.875000000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CBX4
8000000.000000000000
PA
USD
5760762.400000000000
0.1127601794
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Variable
2.902000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK36
06540DBB0
12250000.000000000000
PA
USD
10494742.830000000000
0.2054223038
Long
ABS-MBS
CORP
US
N
2
2064-09-15
Fixed
2.283000000000
N
N
N
N
N
N
PARK NATIONAL CORP
5493001T01TDELV5OO63
Park National Corp
700658AA5
15100000.000000000000
PA
USD
13874808.500000000000
0.2715831320
Long
DBT
CORP
US
N
2
2030-09-01
Variable
4.500000000000
N
N
N
N
N
N
PASADENA CA UNIF SCH DIST
N/A
Pasadena Unified School District
702282QN7
6030000.000000000000
PA
USD
4813328.710000000000
0.0942152741
Long
DBT
MUN
US
N
2
2037-05-01
Fixed
2.881000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JAZ5
5200000.000000000000
PA
USD
4583193.680000000000
0.0897106503
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
2.041000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JBN1
226593000.000000000000
PA
USD
8011875.290000000000
0.1568230786
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
.599215000000
N
N
N
N
N
N
PEAPACK GLADSTONE FINANC
549300G8DN2UK8K0ET30
Peapack-Gladstone Financial Corp
704699AE7
7500000.000000000000
PA
USD
6632749.880000000000
0.1298283134
Long
DBT
CORP
US
N
2
2030-12-30
Variable
3.500000000000
N
N
N
N
N
N
PENN STATE HEALTH
254900ZBDOI59F4TUB07
Penn State Health
707631AA5
5920000.000000000000
PA
USD
4213003.160000000000
0.0824646043
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.806000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK37
06540LAZ0
14400000.000000000000
PA
USD
12412006.560000000000
0.2429504966
Long
ABS-MBS
CORP
US
N
2
2064-11-15
Fixed
2.487000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VBD6
174693000.000000000000
PA
USD
2220085.990000000000
0.0434555840
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
.185827000000
N
N
N
N
N
N
PENNSYLVANIA ST ECON DEV FING
N/A
Pennsylvania Economic Development Financing Authority
70869PNC7
7600000.000000000000
PA
USD
5933579.160000000000
0.1161428651
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
3.143000000000
N
N
N
N
N
N
PENNSYLVANIA ST TURNPIKE COMMI
549300J8LLBYEYEXZJ24
Pennsylvania Turnpike Commission
709225AY2
9095000.000000000000
PA
USD
7111360.490000000000
0.1391965557
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
3.000000000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAK9
8950000.000000000000
PA
USD
7529277.000000000000
0.1473767821
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.750000000000
N
N
N
N
N
N
PERALTA CA CMNTY CLG DIST LTD
N/A
Peralta Community College District
713580AJ7
12350000.000000000000
PA
USD
10694188.570000000000
0.2093262207
Long
DBT
MUN
US
N
2
2031-08-05
Fixed
.000000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK28
06540YAP4
29969467.000000000000
PA
USD
1777378.200000000000
0.0347900973
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
.973838000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK31
06541ABA7
7250000.000000000000
PA
USD
6113916.300000000000
0.1196727535
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.739000000000
N
N
N
N
N
N
PERRIS CA UNION HIGH SCH DIST
N/A
Perris Union High School District/CA
714398LV4
3000000.000000000000
PA
USD
2177535.900000000000
0.0426227158
Long
DBT
MUN
US
N
2
2042-09-01
Fixed
2.700000000000
N
N
N
N
N
N
PHILADELPHIA PA
549300IVFOPB4AG7UL47
City of Philadelphia PA
717813ZQ5
2500000.000000000000
PA
USD
2009305.250000000000
0.0393297978
Long
DBT
MUN
US
N
2
2031-07-15
Fixed
1.838000000000
N
N
N
N
N
N
Bank
N/A
BANK 2023-BNK45
06541BAA6
22611000.000000000000
PA
USD
3714444.640000000000
0.0727059050
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
2.279500000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK33
06541CBE5
12599000.000000000000
PA
USD
10815485.560000000000
0.2117004672
Long
ABS-MBS
CORP
US
N
2
2064-05-15
Fixed
2.218000000000
N
N
N
N
N
N
PIERCE CNTY WA SCH DIST #10 TA
N/A
Pierce County School District No 10 Tacoma
720424A75
16810000.000000000000
PA
USD
11975958.390000000000
0.2344153642
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
2.357000000000
N
N
N
N
N
N
PLACENTIA-YORBA LINDA CA UNIF
N/A
Placentia-Yorba Linda Unified School District
725894JY6
7600000.000000000000
PA
USD
4732770.800000000000
0.0926384473
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
.000000000000
N
N
N
N
N
N
PORT BEAUMONT TX INDL DEV AUTH
N/A
Port of Beaumont Industrial Development Authority
73358SAA1
7000000.000000000000
PA
USD
5565033.600000000000
0.1089290173
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
4.100000000000
N
N
N
N
N
N
PORT HOUSTON TX AUTH
N/A
Port Authority of Houston of Harris County Texas
7342606S6
5000000.000000000000
PA
USD
4229749.000000000000
0.0827923845
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK34
06541JAR2
95666284.280000000000
PA
USD
5298266.690000000000
0.1037073673
Long
ABS-MBS
CORP
US
N
2
2063-06-15
Variable
.976500000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-1
96042WAE7
2645000.000000000000
PA
USD
2558259.080000000000
0.0500749263
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
2.750000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-1
96042WAF4
5000000.000000000000
PA
USD
4787914.500000000000
0.0937178207
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
3.110000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAE5
3750000.000000000000
PA
USD
3721223.630000000000
0.0728385958
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
5.410000000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
3500000.000000000000
PA
USD
3385952.500000000000
0.0662760560
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.750000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAF2
3000000.000000000000
PA
USD
2993138.700000000000
0.0585871857
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.740000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-3
96043PAL5
5000000.000000000000
PA
USD
5045462.000000000000
0.0987590115
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
6.440000000000
N
N
N
N
N
N
Whetstone Park CLO Ltd
549300M54M5QSBMB3780
Whetstone Park CLO Ltd
96329YAE7
1400000.000000000000
PA
USD
1165803.800000000000
0.0228192445
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Fixed
2.791000000000
N
N
N
N
N
N
WHITE BEAR LAKE MN INDEP SCH D
549300I7BXOUJLASQ618
White Bear Lake Independent School District No 624
963439C51
8330000.000000000000
PA
USD
6790070.390000000000
0.1329076782
Long
DBT
MUN
US
N
2
2044-02-01
Fixed
3.000000000000
N
N
N
N
N
N
WHITTIER CA PENSION OBLIG
N/A
City of Whittier CA
966770AG4
1085000.000000000000
PA
USD
914348.600000000000
0.0178973033
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
1.566000000000
N
N
N
N
N
N
WHITTIER CA PENSION OBLIG
N/A
City of Whittier CA
966770AH2
1685000.000000000000
PA
USD
1387921.020000000000
0.0271669290
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
1.724000000000
N
N
N
N
N
N
WILDFLOWER IMPROV ASSN
N/A
Wildflower Improvement Association
96812GAA8
5527866.570000000000
PA
USD
5250200.670000000000
0.1027665313
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
6.625000000000
N
N
N
N
N
N
WILLIAM S HART CA UNION HIGH S
N/A
William S Hart Union High School District
969268AY7
1050000.000000000000
PA
USD
605191.760000000000
0.0118459202
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
.000000000000
N
N
N
N
N
N
WINNEBAGO INDUSTRIES
549300B7OYKYJLTE3G11
Winnebago Industries Inc
974637AC4
1000000.000000000000
PA
USD
950902.340000000000
0.0186128000
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.250000000000
N
N
N
N
N
N
WORCESTER MA
5493006DO0NOILRNNH68
City of Worcester MA
981305SA4
2465000.000000000000
PA
USD
2534770.100000000000
0.0496151570
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
6.250000000000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust 2023-A
98164JAB0
7800000.000000000000
PA
USD
7790208.660000000000
0.1524842139
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
5.180000000000
N
N
N
N
N
N
WYETH LLC
549300Q9GR3WRH4N4836
Wyeth LLC
983024AN0
13738000.000000000000
PA
USD
14722914.860000000000
0.2881838210
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.950000000000
N
N
N
N
N
N
YMCA OF GREATER NY
N/A
YMCA of Greater New York
98425BAU0
5730000.000000000000
PA
USD
5084789.850000000000
0.0995288081
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
2.303000000000
N
N
N
N
N
N
YOSEMITE CA CMNTY CLG DIST
N/A
Yosemite Community College District
987388DQ5
6110000.000000000000
PA
USD
3136736.530000000000
0.0613979451
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
.000000000000
N
N
N
N
N
N
YUBA CA CMNTY CLG DIST
N/A
Yuba Community College District
988176HX4
5055000.000000000000
PA
USD
2662558.480000000000
0.0521164650
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-13CB
12667FKJ3
7286414.590000000000
PA
USD
7198041.310000000000
0.1408932313
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-24CB
12667FVN2
1392199.060000000000
PA
USD
1376182.650000000000
0.0269371642
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-27CB
12667FWU5
985764.150000000000
PA
USD
877629.470000000000
0.0171785694
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-28CB
12667FYT6
127195.450000000000
PA
USD
91657.890000000000
0.0017940959
Long
ABS-MBS
CORP
US
N
2
2500-12-31
Fixed
5.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-28CB
12667FYV1
300252.830000000000
PA
USD
275918.900000000000
0.0054007894
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-13CB
12667GAA1
922664.870000000000
PA
USD
755848.810000000000
0.0147948555
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.117000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-9CB
12667GEK5
1970210.740000000000
PA
USD
1728707.820000000000
0.0338374316
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.117000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-9CB
12667GES8
7185475.080000000000
PA
USD
3930361.460000000000
0.0769322240
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-21CB
12667GKC6
2644899.040000000000
PA
USD
2060908.240000000000
0.0403398659
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.250000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-21CB
12667GKS1
1596142.470000000000
PA
USD
1285995.550000000000
0.0251718573
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-20CB
12667GPV9
995096.680000000000
PA
USD
771706.230000000000
0.0151052459
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-J6
12667GVG5
2702037.670000000000
PA
USD
2263293.220000000000
0.0443013150
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
5.117000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-43
12668AAX3
137933.190000000000
PA
USD
117173.090000000000
0.0022935261
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
4.149422000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-J13
12668AD28
447148.090000000000
PA
USD
318972.910000000000
0.0062435213
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-75CB
12668AG33
1305181.650000000000
PA
USD
939917.300000000000
0.0183977807
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-54CB
12668APS8
566368.640000000000
PA
USD
329844.490000000000
0.0064563197
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-73CB
12668AV44
338805.090000000000
PA
USD
192932.120000000000
0.0037764204
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-63
12668AXF7
843250.230000000000
PA
USD
719658.160000000000
0.0140864659
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.842348000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-65CB
12668AY25
103948.560000000000
PA
USD
71912.890000000000
0.0014076106
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-65CB
12668AZ73
710403.030000000000
PA
USD
323828.270000000000
0.0063385593
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-86CB
12668BFH1
957636.040000000000
PA
USD
584082.910000000000
0.0114327391
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-86CB
12668BFK4
132705.190000000000
PA
USD
80939.460000000000
0.0015842952
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-80CB
12668BGD9
4363162.690000000000
PA
USD
4106606.980000000000
0.0803820237
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-6CB
12668BSD6
97161.970000000000
PA
USD
80814.500000000000
0.0015818492
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-12CB
12668BWY5
562683.540000000000
PA
USD
299533.330000000000
0.0058630142
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-J5
12668EAA5
1910513.110000000000
PA
USD
1106031.190000000000
0.0216492656
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-J5
12668EAE7
9248956.590000000000
PA
USD
5354391.150000000000
0.1048059379
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.500000000000
N
N
N
N
N
N
ANCHORAGE AK
N/A
Municipality of Anchorage AK
033162HX9
1685000.000000000000
PA
USD
1453132.210000000000
0.0284433617
Long
DBT
MUN
US
N
2
2028-09-01
Fixed
1.896000000000
N
N
N
N
N
N
ANCHORAGE AK
N/A
Municipality of Anchorage AK
033162JF6
1525000.000000000000
PA
USD
1316082.020000000000
0.0257607647
Long
DBT
MUN
US
N
2
2028-09-01
Fixed
1.896000000000
N
N
N
N
N
N
Apidos CLO
549300PPHIOJQEKPJH29
Apidos CLO XXIV
03762XAD1
2550000.000000000000
PA
USD
2205880.050000000000
0.0431775194
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
10.607710000000
N
N
N
N
N
N
Apidos CLO
549300M5NMLBQJXUO195
Apidos CLO XII
03764DAL5
3195000.000000000000
PA
USD
2955560.310000000000
0.0578516327
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
7.392430000000
N
N
N
N
N
N
Apidos CLO
549300M5NMLBQJXUO195
Apidos CLO XII
03764FAD8
6150000.000000000000
PA
USD
5273126.850000000000
0.1032152844
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
10.192430000000
N
N
N
N
N
N
Apidos CLO
549300HXW2GBYSKFE344
Apidos CLO XV
03764QBJ0
5000000.000000000000
PA
USD
4755750.000000000000
0.0930882383
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.657710000000
N
N
N
N
N
N
Apidos CLO
549300HXW2GBYSKFE344
Apidos CLO XV
03764WAG4
3843000.000000000000
PA
USD
3354158.870000000000
0.0656537329
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
10.507710000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-3 Trust
05946XWC3
70813.020000000000
PA
USD
62892.870000000000
0.0012310543
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-4 Trust
05946XZZ9
33240.060000000000
PA
USD
32299.790000000000
0.0006322306
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-6
059487AE8
1049384.570000000000
PA
USD
882262.730000000000
0.0172692600
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-2
05948K3B3
2838791.290000000000
PA
USD
2287752.660000000000
0.0447800799
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.500000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2005-11
05948KW54
707273.060000000000
PA
USD
603930.780000000000
0.0118212379
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.750000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2005-11
05948KW62
115303.300000000000
PA
USD
98455.910000000000
0.0019271592
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.750000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-9
059494AA2
185205.460000000000
PA
USD
158985.920000000000
0.0031119632
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-9
059494AG9
908790.400000000000
PA
USD
700416.210000000000
0.0137098273
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.017000000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2005-A Trust
05949AH86
1371608.370000000000
PA
USD
1312791.470000000000
0.0256963560
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
3.901796000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2005-F Trust
05949CBZ8
720868.830000000000
PA
USD
654944.080000000000
0.0128197636
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
3.932965000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-4
05950AAR7
918694.330000000000
PA
USD
790737.940000000000
0.0154777694
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-4
05950AAU0
562413.100000000000
PA
USD
498336.530000000000
0.0097543541
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.500000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-4
05950AAV8
2409928.490000000000
PA
USD
2067913.850000000000
0.0404769925
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.500000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-5
05950BAS3
269426.870000000000
PA
USD
235925.610000000000
0.0046179676
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-F Trust
05950HAD3
6463031.660000000000
PA
USD
5519738.620000000000
0.1080424211
Long
ABS-MBS
CORP
US
N
2
2036-07-20
Variable
3.698907000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-5 Trust
05950NBF4
328861.310000000000
PA
USD
294745.930000000000
0.0057693065
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
5.750000000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust
92925GAA1
1067737.450000000000
PA
USD
926354.920000000000
0.0181323130
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
3.518482000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust
92926UAA9
13204244.610000000000
PA
USD
11697716.880000000000
0.2289691124
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
3.433243000000
N
N
N
N
N
N
WSFS FINANCIAL CORP
549300SU7VQHD6QRG886
WSFS Financial Corp
929328AF9
4470000.000000000000
PA
USD
3935936.070000000000
0.0770413404
Long
DBT
CORP
US
N
2
2030-12-15
Variable
2.750000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2013-UBS1
92938JAK8
7500000.000000000000
PA
USD
7373385.000000000000
0.1443253787
Long
ABS-MBS
CORP
US
N
2
2046-03-15
Variable
5.024061000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust
92990GAJ2
1145356.420000000000
PA
USD
1001335.980000000000
0.0195999795
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
3.360149000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust
93362FAA1
1550408.860000000000
PA
USD
1367632.400000000000
0.0267698030
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Variable
3.680774000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust
933634AJ6
2369646.070000000000
PA
USD
2142250.090000000000
0.0419320374
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
3.457760000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust
93363EAF2
914321.350000000000
PA
USD
783491.750000000000
0.0153359337
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
3.596286000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust
93364FAA9
204908.840000000000
PA
USD
151112.790000000000
0.0029578559
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
3.388186000000
N
N
N
N
N
N
WARREN CNTY KY INDL BLDG REVEN
N/A
County of Warren KY
934867DH2
825000.000000000000
PA
USD
773131.430000000000
0.0151331426
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
3.921000000000
N
N
N
N
N
N
WARREN CNTY KY INDL BLDG REVEN
N/A
County of Warren KY
934867DJ8
1540000.000000000000
PA
USD
1448245.570000000000
0.0283477114
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
4.397000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust
9393362N2
953301.990000000000
PA
USD
848006.830000000000
0.0165987409
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Fixed
6.000000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust
9393366X6
3089648.580000000000
PA
USD
2625313.330000000000
0.0513874348
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.500000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY2 Trust
939348AA6
1181822.210000000000
PA
USD
632057.550000000000
0.0123717865
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
3.507807000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust
93934FAD4
1023890.340000000000
PA
USD
919675.710000000000
0.0180015753
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.500000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust
93934FEZ1
389501.330000000000
PA
USD
330868.210000000000
0.0064763578
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust
93935EAH7
2291060.780000000000
PA
USD
954330.370000000000
0.0186798997
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
4.177245000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust
93936AAB7
1760126.000000000000
PA
USD
1445158.320000000000
0.0282872821
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
4.937000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust
93936FAA8
3615610.790000000000
PA
USD
3192296.160000000000
0.0624854598
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
5.097000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC2 Trust
93936LAC1
2985903.650000000000
PA
USD
2668325.030000000000
0.0522293384
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
5.237000000000
N
N
N
N
N
N
WASHINGTON ST HSG FIN COMMISSI
549300YL1HU59NREG764
Washington State Housing Finance Commission
93978TS67
20738511.350000000000
PA
USD
1021786.450000000000
0.0200002735
Long
DBT
MUN
US
N
2
2035-12-20
Fixed
.725000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-RB1
95000TBW5
69254209.000000000000
PA
USD
1799951.520000000000
0.0352319436
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
.722959000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C42
95001GAJ2
116750000.000000000000
PA
USD
1784874.000000000000
0.0349368188
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
.319584000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RAV1
7000000.000000000000
PA
USD
6769094.500000000000
0.1324970997
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
4.245000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RAZ2
138642000.000000000000
PA
USD
2031535.090000000000
0.0397649209
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Variable
.334232000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C51
95001VAW0
130394000.000000000000
PA
USD
4496415.420000000000
0.0880120675
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Variable
.673750000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C49
95001WAZ1
5000000.000000000000
PA
USD
4780911.000000000000
0.0935807354
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
3.933000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C49
95001WBD9
125812000.000000000000
PA
USD
4042314.400000000000
0.0791235717
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
.601588000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C49
95001WBF4
8947000.000000000000
PA
USD
8172074.380000000000
0.1599587882
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
4.546000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C50
95001XBG0
36427311.000000000000
PA
USD
1655938.200000000000
0.0324130515
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
.871118000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C53
95002BAG8
105325000.000000000000
PA
USD
2891803.200000000000
0.0566036620
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Variable
.449526000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C53
95002BAJ2
5200000.000000000000
PA
USD
4182547.200000000000
0.0818684646
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Variable
3.514000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VHRKFNCWVN9Y77
Wells Fargo Commercial Mortgage Trust 2018-C47
95002DBN8
164144000.000000000000
PA
USD
1495827.860000000000
0.0292790791
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Variable
.153425000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VHRKFNCWVN9Y77
Wells Fargo Commercial Mortgage Trust 2018-C47
95002DBR9
8000000.000000000000
PA
USD
7573005.600000000000
0.1482327183
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Variable
4.673000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C55
95002EBG1
58030370.000000000000
PA
USD
2619229.770000000000
0.0512683562
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.814548000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAY5
57414323.960000000000
PA
USD
3993464.790000000000
0.0781673978
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.603315000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAZ2
113763146.000000000000
PA
USD
6467173.190000000000
0.1265873435
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.108960000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MBC2
6171000.000000000000
PA
USD
4899174.800000000000
0.0958956108
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.561000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C56
95002RAV0
2250000.000000000000
PA
USD
1996684.650000000000
0.0390827643
Long
ABS-MBS
CORP
US
N
2
2053-06-15
Fixed
2.422000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C56
95002RBC1
127035000.000000000000
PA
USD
2191163.200000000000
0.0428894543
Long
ABS-MBS
CORP
US
N
2
2053-06-15
Variable
.310869000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C58
95002UBF7
109974000.000000000000
PA
USD
7349892.340000000000
0.1438655374
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
1.125923000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C57
95002XBB0
7250000.000000000000
PA
USD
6251688.780000000000
0.1223694885
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Fixed
1.914000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C57
95002XBJ3
74972000.000000000000
PA
USD
3253417.440000000000
0.0636818373
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Variable
.732898000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C59
95003CAW0
7648000.000000000000
PA
USD
5707420.190000000000
0.1117160681
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
3.284000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C59
95003CBA7
40274000.000000000000
PA
USD
3558751.600000000000
0.0696583960
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
1.449525000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C59
95003CBV1
65782000.000000000000
PA
USD
3874165.110000000000
0.0758322462
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
.906539000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C60
95003DBP2
40962506.420000000000
PA
USD
3566970.000000000000
0.0698192616
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
1.544759000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C60
95003DBQ0
40551000.000000000000
PA
USD
2981463.610000000000
0.0583586595
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
1.099651000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C60
95003DBW7
6814678.000000000000
PA
USD
5234106.120000000000
0.1024514993
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
2.730000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C60
95003DCB2
3000000.000000000000
PA
USD
2122491.300000000000
0.0415452822
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
2.738000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C61
95003QAE9
15000000.000000000000
PA
USD
12900924.000000000000
0.2525204831
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.525000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C61
95003QBS7
4221000.000000000000
PA
USD
3324502.230000000000
0.0650732389
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
3.113000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C61
95003QCN7
9132000.000000000000
PA
USD
828182.910000000000
0.0162107108
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
1.390243000000
N
N
N
N
N
N
W CONTRA COSTA CA UNIF SCH DIS
N/A
West Contra Costa Unified School District
952347WS7
5000000.000000000000
PA
USD
2935394.500000000000
0.0574569106
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
.000000000000
N
N
N
N
N
N
WEST HARTFORD CT
N/A
Town of West Hartford CT
953107AR0
7025000.000000000000
PA
USD
5285964.760000000000
0.1034665714
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
2.764000000000
N
N
N
N
N
N
W SONOMA CNTY CA UNION HIGH SC
N/A
West Sonoma County Union High School District
956101EJ4
1840000.000000000000
PA
USD
1021688.340000000000
0.0199983531
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
.000000000000
N
N
N
N
N
N
WESTERN ALLIANCE BANCORP
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638AD1
5900000.000000000000
PA
USD
5138645.590000000000
0.1005829712
Long
DBT
CORP
US
N
2
2031-06-15
Variable
3.000000000000
N
N
N
N
N
N
WESTERN ALLIANCE BANK
SI7YQSVPFZBSQ878IC17
Western Alliance Bank
95763PEF4
7500000.000000000000
PA
USD
7247290.950000000000
0.1418572353
Long
DBT
CORP
US
N
2
2030-06-01
Variable
5.250000000000
N
N
N
N
N
N
WSTRN MN MUNI PWR AGY
549300LFJK9CQSN2NJ11
Western Minnesota Municipal Power Agency
958697LB8
17500000.000000000000
PA
USD
14571681.250000000000
0.2852236002
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
3.156000000000
N
N
N
N
N
N
WSTRN NASSAU CNTY NY WTR AUTH
N/A
Western Nassau County Water Authority
958792FR9
1500000.000000000000
PA
USD
1104528.000000000000
0.0216198424
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
2.958000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-2
96042VAD1
4850000.000000000000
PA
USD
4747472.460000000000
0.0929262151
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
3.750000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-4
02529XAC9
4030000.000000000000
PA
USD
4166993.400000000000
0.0815640171
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
7.860000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-2
02530BAE0
9000000.000000000000
PA
USD
8834950.800000000000
0.1729338181
Long
ABS-O
CORP
US
N
2
2028-06-13
Fixed
4.410000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-4
02530TAE1
1085000.000000000000
PA
USD
1054054.060000000000
0.0206318742
Long
ABS-O
CORP
US
N
2
2028-02-14
Fixed
1.320000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2023-1
02530UAA6
10150000.000000000000
PA
USD
10140282.390000000000
0.1984841557
Long
ABS-O
CORP
US
N
2
2026-09-14
Fixed
5.450000000000
N
N
N
N
N
N
NECESS RETAIL/AFIN OP LP
N/A
Necessity Retail REIT Inc/The / American Finance Operating Partner LP
02608AAA7
10000000.000000000000
PA
USD
7736169.000000000000
0.1514264508
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
4.500000000000
N
N
N
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust 2006-2
02660YAX0
2747647.950000000000
PA
USD
473143.600000000000
0.0092612320
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
6.750000000000
N
N
N
N
N
N
AMERICAN MUNI PWR-OHIO INC OH
EARKGGZJJEMVD66XQ486
American Municipal Power Inc
02765UDV3
4480000.000000000000
PA
USD
5606175.680000000000
0.1097343253
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
7.499000000000
N
N
N
N
N
N
AMERICAN MUNI PWR-OHIO INC OH
EARKGGZJJEMVD66XQ486
American Municipal Power Inc
02765UEJ9
9000000.000000000000
PA
USD
11437256.700000000000
0.2238709093
Long
DBT
MUN
US
N
2
2041-02-15
Fixed
7.834000000000
N
N
N
N
N
N
RAAC Series
N/A
RAAC Series 2005-SP1 Trust
76112BQS2
2788.230000000000
PA
USD
2589.410000000000
0.0000506847
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A5CB
76112FAF8
2279294.010000000000
PA
USD
980688.580000000000
0.0191958308
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A10
76113LAA5
10209583.720000000000
PA
USD
2681055.060000000000
0.0524785139
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
5.267000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A10
76113LAB3
10209583.720000000000
PA
USD
927345.680000000000
0.0181517060
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
1.233000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A15
76114DAK0
16544918.700000000000
PA
USD
4466352.090000000000
0.0874236130
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.217000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A15
76114DAL8
16544918.700000000000
PA
USD
1647905.340000000000
0.0322558177
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
1.033000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2007-S7 Trust
76200RAG3
1492773.260000000000
PA
USD
1156668.340000000000
0.0226404285
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S4 Trust
762010AA4
1831968.810000000000
PA
USD
1501558.400000000000
0.0293912477
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.000000000000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA Global Funding
76209PAB9
7750000.000000000000
PA
USD
6621496.930000000000
0.1296080501
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
2.700000000000
N
N
N
N
N
N
Suntrust Adjustable Rate Mortg
N/A
STARM Mortgage Loan Trust 2007-1
78473NAC7
3327157.830000000000
PA
USD
2894891.820000000000
0.0566641181
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Variable
4.036013000000
N
N
N
N
N
N
Suntrust Adjustable Rate Mortg
N/A
STARM Mortgage Loan Trust 2007-2
78473TAA8
447499.390000000000
PA
USD
201289.300000000000
0.0039400024
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
2.685441000000
N
N
N
N
N
N
SACRAMENTO CA TRANSIENT OCCUPA
N/A
City of Sacramento CA Transient Occupancy Tax Revenue
786073AE6
3320000.000000000000
PA
USD
3220427.890000000000
0.0630361055
Long
DBT
MUN
US
N
2
2025-06-01
Fixed
3.858000000000
N
N
N
N
N
N
SALT LAKE CNTY UT CONVENTION H
N/A
County of Salt Lake UT Convention Hotel Revenue
79567VAE0
5000000.000000000000
PA
USD
4312612.000000000000
0.0844143308
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
5.750000000000
N
N
N
N
N
N
SAN ANTONIO TX ELEC & GAS REVE
5493002G2FEH20Q4GQ04
City of San Antonio TX Electric & Gas Systems Revenue
796253T93
13425000.000000000000
PA
USD
14800050.260000000000
0.2896936562
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
5.985000000000
N
N
N
N
N
N
SAN ANTONIO TX ELEC & GAS REVE
5493002G2FEH20Q4GQ04
City of San Antonio TX Electric & Gas Systems Revenue
796253U91
5645000.000000000000
PA
USD
6032909.720000000000
0.1180871445
Long
DBT
MUN
US
N
2
2041-02-01
Fixed
5.718000000000
N
N
N
N
N
N
SAN DIEGO CA UNIF SCH DIST
N/A
San Diego Unified School District/CA
797355M68
7915000.000000000000
PA
USD
4657735.300000000000
0.0911697153
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
.000000000000
N
N
N
N
N
N
SAN FRANCISCO CA CITY & CNTY P
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79771FCA3
2000000.000000000000
PA
USD
1519899.400000000000
0.0297502513
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
2.845000000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA R
N/A
San Francisco City & County Redevelopment Financing Authority
79771PF67
5240000.000000000000
PA
USD
2598332.600000000000
0.0508593186
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
.000000000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA R
N/A
San Francisco City & County Redevelopment Financing Authority
79771PL45
19400000.000000000000
PA
USD
20347439.740000000000
0.3982773104
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
5.750000000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA R
N/A
San Francisco City & County Redevelopment Financing Authority
79771PU86
5115000.000000000000
PA
USD
6489723.260000000000
0.1270287347
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
8.406000000000
N
N
N
N
N
N
SANDY SPRING BANCORP INC
N/A
Sandy Spring Bancorp Inc
800363AB9
5500000.000000000000
PA
USD
5171729.750000000000
0.1012305549
Long
DBT
CORP
US
N
2
2029-11-15
Variable
4.250000000000
N
N
N
N
N
N
SANTA ANA CA PENSN OBLIGS
N/A
City of Santa Ana CA
801139AH9
4430000.000000000000
PA
USD
3609574.190000000000
0.0706531887
Long
DBT
MUN
US
N
2
2029-08-01
Fixed
1.869000000000
N
N
N
N
N
N
SANTA ANA CA PENSN OBLIGS
N/A
City of Santa Ana CA
801139AJ5
1980000.000000000000
PA
USD
1590344.120000000000
0.0311291242
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
2.089000000000
N
N
N
N
N
N
SANTA ANA CA UNIF SCH DIST
N/A
Santa Ana Unified School District
801155RQ7
3955000.000000000000
PA
USD
2134943.010000000000
0.0417890099
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
.000000000000
N
N
N
N
N
N
SANTA CRUZ CNTY CA PENSN OBLIG
254900WSC0632DCCW263
County of Santa Cruz CA
80182AAH2
2965000.000000000000
PA
USD
2459208.060000000000
0.0481361186
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
1.661000000000
N
N
N
N
N
N
SANTA CRUZ CNTY CA PENSN OBLIG
254900WSC0632DCCW263
County of Santa Cruz CA
80182AAJ8
3900000.000000000000
PA
USD
3175639.740000000000
0.0621594299
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
1.811000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-4
80286FAC7
7807000.000000000000
PA
USD
7704626.030000000000
0.1508090341
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
4.140000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-2
80286MAD0
10000000.000000000000
PA
USD
9685133.000000000000
0.1895751393
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
3.440000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-7
80287FAD4
10000000.000000000000
PA
USD
10095819.000000000000
0.1976138369
Long
ABS-O
CORP
US
N
2
2028-01-17
Fixed
5.950000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-7
80287FAE2
9000000.000000000000
PA
USD
9273360.600000000000
0.1815151766
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
6.690000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-1
80287GAB6
9500000.000000000000
PA
USD
9484204.350000000000
0.1856421962
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
5.360000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-5
80287HAE8
7500000.000000000000
PA
USD
7327920.000000000000
0.1434354546
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.740000000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AW6
6828000.000000000000
PA
USD
5581207.200000000000
0.1092455965
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.375000000000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAA2
5446000.000000000000
PA
USD
4823496.220000000000
0.0944142912
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.375000000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAB0
3255000.000000000000
PA
USD
2716524.310000000000
0.0531727829
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.750000000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CF9
12676000.000000000000
PA
USD
10311418.960000000000
0.2018339537
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.375000000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CG7
8375000.000000000000
PA
USD
7082821.250000000000
0.1386379335
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.000000000000
N
N
N
N
N
N
TOLEDO HOSPITAL/THE
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AG2
6980000.000000000000
PA
USD
6727913.180000000000
0.1316910236
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
6.015000000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAB9
8815000.000000000000
PA
USD
7355959.980000000000
0.1439843044
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.625000000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
1565000.000000000000
PA
USD
1286515.530000000000
0.0251820353
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.125000000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2023-A Owner Trust
891940AB4
5000000.000000000000
PA
USD
4990064.000000000000
0.0976746605
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.050000000000
N
N
N
N
N
N
TOWNEBANK/PORTSMOUTH VA
54930039UO39UJGI7078
Towne Bank/Portsmouth VA
89214PDD8
4000000.000000000000
PA
USD
3319189.760000000000
0.0649692535
Long
DBT
CORP
US
N
2
2032-02-15
Variable
3.125000000000
N
N
N
N
N
N
TRIBOROUGH NY BRIDGE & TUNNEL
54930020ZN4LQF7K3456
Triborough Bridge & Tunnel Authority
89602HAL1
3215000.000000000000
PA
USD
2349999.430000000000
0.0459984875
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
2.917000000000
N
N
N
N
N
N
TRUSTMARK CORP
5493000HPQ4D2RZ79739
Trustmark Corp
898402AA0
6500000.000000000000
PA
USD
5897364.270000000000
0.1154340010
Long
DBT
CORP
US
N
2
2030-12-01
Variable
3.625000000000
N
N
N
N
N
N
TUCSON AZ COPS
N/A
City of Tucson AZ
898735UT0
11605000.000000000000
PA
USD
8588537.880000000000
0.1681105737
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
2.232000000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AK4
10000000.000000000000
PA
USD
7855626.900000000000
0.1537646993
Long
DBT
CORP
CH
N
2
2033-02-11
Variable
2.746000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK34
06541JAY7
8000000.000000000000
PA
USD
6169020.800000000000
0.1207513596
Long
ABS-MBS
CORP
US
N
2
2063-06-15
Variable
2.754000000000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK40
06541LAJ5
2470000.000000000000
PA
USD
1378435.370000000000
0.0269812585
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Fixed
2.500000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK23
06541RBD4
238421000.000000000000
PA
USD
2703527.250000000000
0.0529183807
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
.175473000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAG2
143544754.840000000000
PA
USD
6927426.810000000000
0.1355962693
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Variable
.772362000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAL1
124409000.000000000000
PA
USD
4047099.420000000000
0.0792172329
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Variable
.427609000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAN7
31991000.000000000000
PA
USD
2424057.240000000000
0.0474480824
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Variable
1.142726000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAW7
3000000.000000000000
PA
USD
1603878.300000000000
0.0313940399
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Fixed
2.250000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B32 Mortgage Trust
08163NAC9
39202000.000000000000
PA
USD
3741376.160000000000
0.0732330580
Long
ABS-MBS
CORP
US
N
2
2055-01-15
Variable
1.521635000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B32 Mortgage Trust
08163NAL9
5000000.000000000000
PA
USD
2706450.000000000000
0.0529755901
Long
ABS-MBS
CORP
US
N
2
2055-01-15
Fixed
2.000000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B32 Mortgage Trust
08163NBN4
10000000.000000000000
PA
USD
8373252.000000000000
0.1638966046
Long
ABS-MBS
CORP
US
N
2
2055-01-15
Variable
3.410735000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B33 Mortgage Trust
08163PAC4
21919000.000000000000
PA
USD
2295094.650000000000
0.0449237907
Long
ABS-MBS
CORP
US
N
2
2055-03-15
Variable
1.615166000000
N
N
N
N
N
N
BERKS CNTY PA INDL DEV AUTH HL
N/A
Berks County Industrial Development Authority
08452RAF3
490000.000000000000
PA
USD
481957.390000000000
0.0094337516
Long
DBT
MUN
US
N
2
2024-05-15
Fixed
3.950000000000
N
N
N
N
N
N
BERKS CNTY PA INDL DEV AUTH HL
N/A
Berks County Industrial Development Authority
08452RAG1
800000.000000000000
PA
USD
763788.800000000000
0.0149502715
Long
DBT
MUN
US
N
2
2027-05-15
Fixed
4.450000000000
N
N
N
N
N
N
BEXAR CNTY TX
N/A
County of Bexar TX
0882812D1
7100000.000000000000
PA
USD
5138483.000000000000
0.1005797887
Long
DBT
MUN
US
N
2
2043-06-15
Fixed
2.863000000000
N
N
N
N
N
N
BIRMINGHAM AL WTRWKS BRD WTR R
N/A
Water Works Board of the City of Birmingham/The
091096PG6
13945000.000000000000
PA
USD
10827176.900000000000
0.2119293115
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
2.513000000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAC4
15000000.000000000000
PA
USD
12340149.000000000000
0.2415439690
Long
DBT
CORP
US
N
2
2028-08-05
Fixed
1.625000000000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300NUS8PQQUZMPR50
BlueMountain CLO 2014-2 Ltd
09626QBC0
5500000.000000000000
PA
USD
5374583.500000000000
0.1052011795
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
6.557710000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO 2018-1 Ltd
09629TAG3
6996770.000000000000
PA
USD
6817820.610000000000
0.1334508562
Long
ABS-CBDO
CORP
KY
N
2
2030-07-30
Floating
6.502430000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
1220000.000000000000
PA
USD
1084140.800000000000
0.0212207869
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.875000000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
3000000.000000000000
PA
USD
2634570.000000000000
0.0515686232
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.000000000000
N
N
N
N
N
N
BOTETOURT CNTY VA RSDL CARE FA
N/A
County of Botetourt VA
101271AM6
4485000.000000000000
PA
USD
4548020.080000000000
0.0890221683
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
6.000000000000
N
N
N
N
N
N
BROOKFIELD CORP
C6J3FGIWG6MBDGTE8F80
Brookfield Corp
10549PAG6
3000000.000000000000
PA
USD
3244111.410000000000
0.0634996827
Long
DBT
CORP
CA
N
2
2033-03-01
Fixed
7.375000000000
N
N
N
N
N
N
BRAZOS SECURITIZATN LLC
N/A
Brazos Securitization LLC
106230AC9
9500000.000000000000
PA
USD
9520909.790000000000
0.1863606622
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
5.413000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
13734000.000000000000
PA
USD
12246133.560000000000
0.2397037268
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.125000000000
N
N
N
N
N
N
WSFS FINANCIAL CORP
549300SU7VQHD6QRG886
WSFS Financial Corp
117665AD1
3500000.000000000000
PA
USD
3465404.010000000000
0.0678312263
Long
DBT
CORP
US
N
2
2027-12-15
Variable
6.819000000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAP2
4750000.000000000000
PA
USD
3992524.480000000000
0.0781489923
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.250000000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAR8
2000000.000000000000
PA
USD
1922417.160000000000
0.0376290652
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.375000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2007-3
12638PCQ0
418886.910000000000
PA
USD
345196.740000000000
0.0067568220
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series 2011-12R
12645VCA3
1118766.230000000000
PA
USD
1102625.570000000000
0.0215826046
Long
ABS-MBS
CORP
US
N
2
2036-07-27
Variable
3.754330000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2013-2R
12646PDL0
1942713.270000000000
PA
USD
1290686.630000000000
0.0252636797
Long
ABS-MBS
CORP
US
N
2
2037-05-27
Variable
3.217660000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2019-GC44 Mortgage Trust
12655TAC3
19460000.000000000000
PA
USD
1090073.310000000000
0.0213369088
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
1.023911000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-6CB
12667F5C5
218225.900000000000
PA
USD
203672.740000000000
0.0039866554
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
7.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-6CB
12667F5G6
1861042.950000000000
PA
USD
1619402.900000000000
0.0316979158
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-HYB5
12669F3B7
577128.830000000000
PA
USD
558105.110000000000
0.0109242541
Long
ABS-MBS
CORP
US
N
2
2035-04-20
Variable
3.914859000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-4
12669FRM7
434389.380000000000
PA
USD
403815.400000000000
0.0079042137
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-14
12669FT45
2142935.650000000000
PA
USD
1967545.150000000000
0.0385123927
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
4.288789000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-J3
12669G4W8
55383.870000000000
PA
USD
50493.430000000000
0.0009883498
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-21
12669GAG6
511857.030000000000
PA
USD
436497.860000000000
0.0085439346
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
4.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-13
12669GC66
1666425.870000000000
PA
USD
1024880.740000000000
0.0200608406
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-24
12669GCS8
2418964.210000000000
PA
USD
2265668.640000000000
0.0443478110
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-J9
12669GFK2
489482.320000000000
PA
USD
477362.250000000000
0.0093438072
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
Resecuritization Pass-Through Trust 2005-8R
12669GQG9
1641866.120000000000
PA
USD
1580550.300000000000
0.0309374216
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-HYB2
12669GWU1
746100.390000000000
PA
USD
697655.790000000000
0.0136557953
Long
ABS-MBS
CORP
US
N
2
2035-05-20
Variable
3.657396000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-J4
12669YAD4
96088.530000000000
PA
USD
39901.550000000000
0.0007810261
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.250000000000
N
N
N
N
N
N
CALIFORNIA ST EARTHQUAKE AUTH
254900P2MGLOUH3QS859
California Earthquake Authority
13017HAP1
5000000.000000000000
PA
USD
4999421.000000000000
0.0978578128
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.603000000000
N
N
N
N
N
N
CALIFORNIA HSG FIN AGY MUNI CT
549300BOPCVLBA552Z14
California Housing Finance Agency
13033DAF2
28220902.180000000000
PA
USD
1511229.310000000000
0.0295805444
Long
DBT
MUN
US
N
2
2035-11-20
Variable
.797000000000
N
N
N
N
N
N
California Housing Finance Age
549300BOPCVLBA552Z14
California Housing Finance Agency
13033DAH8
31974312.270000000000
PA
USD
1716381.080000000000
0.0335961501
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Variable
.844199000000
N
N
N
N
N
N
California Housing Finance Age
549300BOPCVLBA552Z14
California Housing Finance Agency
13033DAK1
25836495.140000000000
PA
USD
1410672.630000000000
0.0276122651
Long
ABS-MBS
CORP
US
N
2
2036-08-20
Variable
.788631000000
N
N
N
N
N
N
CALIFORNIA ST POLL CONTROL FIN
N/A
California Pollution Control Financing Authority
13054WBD8
1000000.000000000000
PA
USD
1032484.000000000000
0.0202096655
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.000000000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063A5G5
28000000.000000000000
PA
USD
35855884.400000000000
0.7018369576
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.550000000000
N
N
N
N
N
N
CALIFORNIA STWD CMNTYS DEV AUT
549300KTNI2GCJNX2U48
California Statewide Communities Development Authority
13080SK45
10000000.000000000000
PA
USD
10263424.000000000000
0.2008945085
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
6.076000000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2023-1
14318DAB5
3250000.000000000000
PA
USD
3241603.950000000000
0.0634506021
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.230000000000
N
N
N
N
N
N
Catskill Park CLO, LTD.
549300QY7L9WFVGWC115
Catskill Park CLO Ltd
149420AJ0
3500000.000000000000
PA
USD
3351169.500000000000
0.0655952195
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
8.507710000000
N
N
N
N
N
N
Catskill Park CLO, LTD.
549300QY7L9WFVGWC115
Catskill Park CLO Ltd
149421AA7
1250000.000000000000
PA
USD
1071685.000000000000
0.0209769792
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
10.807710000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
5965000.000000000000
PA
USD
4869904.140000000000
0.0953226719
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.000000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
16390000.000000000000
PA
USD
13749898.800000000000
0.2691381708
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.450000000000
N
N
N
N
N
N
CENTRAL PACIFIC FIN CORP
549300W3YEAOZ4KGG849
Central Pacific Financial Corp
154760AC6
5000000.000000000000
PA
USD
4599422.600000000000
0.0900283125
Long
DBT
CORP
US
N
2
2030-11-01
Variable
4.750000000000
N
N
N
N
N
N
CENTRAL STORAGE TRUST
N/A
Central Storage Safety Project Trust
155431AA7
6175680.000000000000
PA
USD
5576541.160000000000
0.1091542643
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
4.823000000000
N
N
N
N
N
N
CHAFFEY CA JT UNION HIGH SCH D
N/A
Chaffey Joint Union High School District
157411TX7
3790000.000000000000
PA
USD
2714342.290000000000
0.0531300724
Long
DBT
MUN
US
N
2
2043-08-01
Fixed
3.143000000000
N
N
N
N
N
N
Chase Funding Mortgage Loan As
N/A
Chase Funding Trust Series 2004-1
161546JA5
19009.490000000000
PA
USD
18984.440000000000
0.0003715982
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Floating
5.367000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2005-S2
16162WLM9
628667.210000000000
PA
USD
598036.410000000000
0.0117058626
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.500000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2005-S3
16162WNK1
5480099.490000000000
PA
USD
4124389.730000000000
0.0807301002
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2005-A1
16162WPD5
755706.770000000000
PA
USD
696231.360000000000
0.0136279137
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
3.942037000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2005-A1
16162WPE3
787856.030000000000
PA
USD
725850.420000000000
0.0142076722
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
3.942037000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2006-S3
16162XAA5
6699064.990000000000
PA
USD
3100145.060000000000
0.0606817099
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.000000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2006-S4
16162YAC9
1226692.620000000000
PA
USD
601677.270000000000
0.0117771281
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2006-S4
16162YAF2
3958333.990000000000
PA
USD
1941512.950000000000
0.0380028429
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S1
16163FAG0
4005702.140000000000
PA
USD
1646449.730000000000
0.0322273258
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S3
16163HAK7
689010.580000000000
PA
USD
294714.840000000000
0.0057686979
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S3
16163HAQ4
2099413.160000000000
PA
USD
938593.460000000000
0.0183718681
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6.000000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300KLSB4ZQ2S3TJ95
LCM 35 Ltd
50203NAA7
4750000.000000000000
PA
USD
4077879.750000000000
0.0798197218
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
11.402430000000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RQH5
2000000.000000000000
PA
USD
1828443.200000000000
0.0357896349
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
3.455000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2006-3
52520CAD7
3167669.770000000000
PA
USD
1605496.990000000000
0.0314257239
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2006-3
52520CAG0
7003170.630000000000
PA
USD
3549485.600000000000
0.0694770249
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.000000000000
N
N
N
N
N
N
MASSACHUSETTS ST
5493001N1YCXNI1O7K10
Commonwealth of Massachusetts
57582RG34
3300000.000000000000
PA
USD
2448107.640000000000
0.0479188408
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
2.514000000000
N
N
N
N
N
N
MASSACHUSETTS ST
5493001N1YCXNI1O7K10
Commonwealth of Massachusetts
57582RR32
3250000.000000000000
PA
USD
2248948.980000000000
0.0440205432
Long
DBT
MUN
US
N
2
2043-09-01
Fixed
2.375000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2005-2
52520MBQ5
520671.580000000000
PA
USD
286116.640000000000
0.0056003982
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.750000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2005-2
52520MCE1
1444988.260000000000
PA
USD
819170.640000000000
0.0160343062
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.500000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2005-3
52520MDN0
853941.430000000000
PA
USD
65105.950000000000
0.0012743727
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
.133000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2005-3
52520MDS9
853941.420000000000
PA
USD
374300.880000000000
0.0073265015
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.117000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2006-1
52520MFA6
361707.390000000000
PA
USD
188512.630000000000
0.0036899140
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-4
52521LAB0
1011265.300000000000
PA
USD
508708.110000000000
0.0099573657
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
MASSACHUSETTS ST CLG BLDG AUTH
N/A
Massachusetts State College Building Authority
575832TX8
550000.000000000000
PA
USD
587084.850000000000
0.0114914986
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
5.932000000000
N
N
N
N
N
N
MASSACHUSETTS ST TRANSPRTN FUN
N/A
Commonwealth of Massachusetts Transportation Fund Revenue
57604TAC0
1050000.000000000000
PA
USD
1079268.860000000000
0.0211254243
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
5.631000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-4
52521LAC8
2209614.670000000000
PA
USD
1111527.220000000000
0.0217568440
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-5
52521RAE1
1460838.510000000000
PA
USD
1308632.140000000000
0.0256149420
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
5.750000000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgage
N/A
MASTR Adjustable Rate Mortgages Trust 2004-4
576433LZ7
84762.350000000000
PA
USD
77996.030000000000
0.0015266810
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
3.661964000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I 2017-HR2
61691NAK1
10576000.000000000000
PA
USD
9240228.990000000000
0.1808666642
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
4.319856000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-5
52521RCE9
2316385.890000000000
PA
USD
661399.050000000000
0.0129461120
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-5
52521RCF6
6326744.890000000000
PA
USD
1806479.260000000000
0.0353597165
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.000000000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
3810000.000000000000
PA
USD
3489380.580000000000
0.0683005395
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.375000000000
N
N
N
N
N
N
LIBERTY UNIVERSITY
N/A
Liberty University Inc
531543AF3
10000000.000000000000
PA
USD
8546723.700000000000
0.1672921100
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
3.338000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAQ4
70387500.000000000000
PA
USD
3346827.080000000000
0.0655102217
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Variable
.713579000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAW1
6627000.000000000000
PA
USD
5248053.840000000000
0.1027245096
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Fixed
3.102000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YBN0
3500000.000000000000
PA
USD
1947714.650000000000
0.0381242339
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Fixed
2.500000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L6
61692CAY4
11900000.000000000000
PA
USD
10042198.180000000000
0.1965642721
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.250000000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AF0
7000000.000000000000
PA
USD
5836495.000000000000
0.1142425563
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.375000000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
10685000.000000000000
PA
USD
8938483.330000000000
0.1749603461
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.875000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L6
61692CBS6
7500000.000000000000
PA
USD
6002834.250000000000
0.1174984524
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.951000000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2005-7
61748HPH8
776889.940000000000
PA
USD
734942.780000000000
0.0143856445
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2005-7
61748HPN5
323736.520000000000
PA
USD
277312.830000000000
0.0054280740
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2006-2
61748HVW8
886160.600000000000
PA
USD
448629.790000000000
0.0087814029
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.500000000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2006-2
61748HVY4
1312795.810000000000
PA
USD
789325.960000000000
0.0154501315
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
5.467651000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2006-11
61749WAN7
1962328.620000000000
PA
USD
931263.860000000000
0.0182283997
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.000000000000
N
N
N
N
N
N
Long Point Park CLO Ltd
549300639DPKTBUSCC77
Long Point Park CLO Ltd
542795AC3
2000000.000000000000
PA
USD
1670816.000000000000
0.0327042670
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
10.392430000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgage
N/A
MASTR Adjustable Rate Mortgages Trust 2005-1
576433XE1
108129.150000000000
PA
USD
98860.740000000000
0.0019350832
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
3.368752000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2006-11
61749WAU1
1385596.100000000000
PA
USD
950541.370000000000
0.0186057344
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.000000000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
549300SRGEL7X4RBPX12
Morgan Stanley Mortgage Loan Trust 2007-3XS
61752RAM4
6606302.850000000000
PA
USD
2109864.190000000000
0.0412981213
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Variable
6.263390000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
549300NAJR4EOJG3S510
Morgan Stanley Mortgage Loan Trust 2007-8XS
61754PAC8
1310718.240000000000
PA
USD
481885.300000000000
0.0094323406
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
6.000000000000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Reremic Trust
61761KAB2
1953578.090000000000
PA
USD
1542066.050000000000
0.0301841375
Long
ABS-MBS
CORP
US
N
2
2036-11-26
Variable
3.342360000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-5
576434FU3
649439.210000000000
PA
USD
405408.920000000000
0.0079354050
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Variable
5.878883000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-7
576434HG2
66919.230000000000
PA
USD
67291.000000000000
0.0013171425
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
6.250000000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2005-2
576434K78
2000000.000000000000
PA
USD
1960655.000000000000
0.0383775261
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Fixed
5.500000000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-6
576434SL9
181854.050000000000
PA
USD
171522.870000000000
0.0033573594
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
5.500000000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-6
576434SN5
118142.940000000000
PA
USD
113747.500000000000
0.0022264741
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.000000000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-11
576434XB5
385162.220000000000
PA
USD
376304.260000000000
0.0073657153
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Fixed
6.500000000000
N
N
N
N
N
N
MASTR Asset Securitization Tru
N/A
MASTR Asset Securitization Trust 2006-1
57643MMM3
574475.290000000000
PA
USD
87190.010000000000
0.0017066424
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
5.067000000000
N
N
N
N
N
N
MERCANTILE BANK CORP
P16VZZCKTJ5IONL6XE37
Mercantile Bank Corp
587376AE4
7000000.000000000000
PA
USD
5863962.370000000000
0.1147801979
Long
DBT
CORP
US
N
2
2032-01-30
Variable
3.250000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12
61762XAW7
5000000.000000000000
PA
USD
4924245.000000000000
0.0963863306
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Variable
4.482000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31
61766RAA4
21212500.000000000000
PA
USD
794794.190000000000
0.0155571657
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
1.265511000000
N
N
N
N
N
N
MERCER CNTY NJ IMPT AUTH
N/A
Mercer County Improvement Authority/The
5878446W6
13960000.000000000000
PA
USD
16981468.900000000000
0.3323923721
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
8.270000000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABD3
6950000.000000000000
PA
USD
6036144.500000000000
0.1181504616
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.875000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
61767EAJ3
5054000.000000000000
PA
USD
4549092.770000000000
0.0890431650
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
4.111000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
61767EAU8
4953000.000000000000
PA
USD
3146564.620000000000
0.0615903185
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
2.700000000000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D
59020UGG4
628624.260000000000
PA
USD
592060.770000000000
0.0115888964
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Floating
5.997000000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A7
59020UH32
3815336.230000000000
PA
USD
3088530.700000000000
0.0604543724
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
3.909894000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H3
61767YAA8
15363500.000000000000
PA
USD
1196950.310000000000
0.0234289009
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
1.862478000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H3
61767YAW0
5000000.000000000000
PA
USD
4818802.500000000000
0.0943224172
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Fixed
4.120000000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5
59020UYT6
282420.890000000000
PA
USD
262167.250000000000
0.0051316170
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Variable
3.471319000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series 2006-F1
590218AA1
1992934.480000000000
PA
USD
1004941.200000000000
0.0196705474
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.000000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H3
61767YBB5
135712000.000000000000
PA
USD
2375055.000000000000
0.0464889209
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
.370413000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L2
61768HAY2
127093000.000000000000
PA
USD
4169565.470000000000
0.0816143624
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
.620630000000
N
N
N
N
N
N
MET PIER & EXPOSITION AUTH IL
254900I3VDCQ58UGBR15
Metropolitan Pier & Exposition Authority
592247K90
5000000.000000000000
PA
USD
2632277.500000000000
0.0515237502
Long
DBT
MUN
US
N
2
2036-12-15
Fixed
.000000000000
N
N
N
N
N
N
MET PIER & EXPOSITION AUTH IL
254900I3VDCQ58UGBR15
Metropolitan Pier & Exposition Authority
592250EJ9
4025000.000000000000
PA
USD
2124404.660000000000
0.0415827340
Long
DBT
MUN
US
N
2
2036-06-15
Fixed
.000000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H7
61771MAC4
2402000.000000000000
PA
USD
1592234.880000000000
0.0311661336
Long
ABS-MBS
CORP
US
N
2
2052-07-15
Fixed
3.000000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H7
61771MAY6
130723000.000000000000
PA
USD
4562402.640000000000
0.0893036901
Long
ABS-MBS
CORP
US
N
2
2052-07-15
Variable
.658688000000
N
N
N
N
N
N
MET PIER & EXPOSITION AUTH IL
254900I3VDCQ58UGBR15
Metropolitan Pier & Exposition Authority
592250EN0
2750000.000000000000
PA
USD
1271509.530000000000
0.0248883104
Long
DBT
MUN
US
N
2
2038-06-15
Fixed
.000000000000
N
N
N
N
N
N
MET WASHINGTON DC ARPTS AUTH D
N/A
Metropolitan Washington Airports Authority Dulles Toll Road Revenue
592643BS8
10400000.000000000000
PA
USD
13853245.120000000000
0.2711610540
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
8.000000000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL SEAPORT REV
N/A
County of Miami-Dade Seaport Department
59335KCT2
6940000.000000000000
PA
USD
5461063.790000000000
0.1068939300
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
2.012000000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL SEAPORT REV
N/A
County of Miami-Dade Seaport Department
59335KCU9
4000000.000000000000
PA
USD
3111130.400000000000
0.0608967351
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
2.162000000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL SEAPORT REV
N/A
County of Miami-Dade Seaport Department
59335KDY0
4235000.000000000000
PA
USD
3382916.310000000000
0.0662166261
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
1.962000000000
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TH97
19000000.000000000000
PA
USD
16406232.100000000000
0.3211327852
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
3.267000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H7
61771MBB5
9593000.000000000000
PA
USD
7906341.470000000000
0.1547573776
Long
ABS-MBS
CORP
US
N
2
2052-07-15
Fixed
4.128000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L7
61772TBA1
15100000.000000000000
PA
USD
12758063.990000000000
0.2497241656
Long
ABS-MBS
CORP
US
N
2
2054-10-15
Fixed
2.336000000000
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TKN2
3000000.000000000000
PA
USD
2753099.700000000000
0.0538887033
Long
DBT
MUN
US
N
2
2032-11-01
Fixed
3.610000000000
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TXW8
5095000.000000000000
PA
USD
4382795.930000000000
0.0857880990
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
3.084000000000
N
N
N
N
N
N
MILWAUKEE WI REDEV AUTH REVENU
N/A
Milwaukee Redevelopment Authority
60242NDP3
1000000.000000000000
PA
USD
416326.700000000000
0.0081491077
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
.000000000000
N
N
N
N
N
N
MISSISSIPPI ST DEV BANK SPL OB
549300122LOI8CB50V38
Mississippi Development Bank
60534QUE9
5260000.000000000000
PA
USD
5460714.760000000000
0.1068870981
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
5.460000000000
N
N
N
N
N
N
MONTEBELLO CA PENSN OBLIG
N/A
City of Montebello CA
612285AM8
2825000.000000000000
PA
USD
2451676.530000000000
0.0479886977
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
3.393000000000
N
N
N
N
N
N
MONTGOMERY CNTY PA INDL DEV AU
N/A
Montgomery County Industrial Development Authority/PA
61360PCV0
10000000.000000000000
PA
USD
8534949.000000000000
0.1670616341
Long
DBT
MUN
US
N
2
2028-11-15
Fixed
3.150000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
61690AAH7
3000000.000000000000
PA
USD
2827626.900000000000
0.0553474860
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.498057000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
61690QAH2
3845000.000000000000
PA
USD
3594207.570000000000
0.0703524051
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
4.139106000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-BNK2
61690YBW1
58680000.000000000000
PA
USD
1015633.440000000000
0.0198798355
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
.527613000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JAA2
8725000.000000000000
PA
USD
642981.900000000000
0.0125856179
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
2.151867000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JBA1
7880000.000000000000
PA
USD
6898083.440000000000
0.1350219072
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
4.281000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L7
61772TBP8
143080000.000000000000
PA
USD
4298781.370000000000
0.0841436124
Long
ABS-MBS
CORP
US
N
2
2054-10-15
Variable
.411275000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
MASTR Asset Securitization Trust 2002-NC1
61909QAF3
235783.340000000000
PA
USD
233821.250000000000
0.0045767772
Long
ABS-MBS
CORP
US
N
2
2032-10-25
Floating
7.767000000000
N
N
N
N
N
N
MOUNTAIN VIEW CLO
N/A
Mountain View Clo XV Ltd
62432PAC6
3000000.000000000000
PA
USD
2974656.000000000000
0.0582254085
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
6.692430000000
N
N
N
N
N
N
MULTNOMAH CNTY OR HOSP FACS AU
549300GAP0JIG7V33754
Hospital Facilities Authority of Multnomah County Oregon
62551PDE4
2610000.000000000000
PA
USD
2339548.150000000000
0.0457939159
Long
DBT
MUN
US
N
2
2026-06-01
Fixed
1.250000000000
N
N
N
N
N
N
MUNI ELEC AUTH OF GA
JA0WNILDDF2KUPS83B16
Municipal Electric Authority of Georgia
62620HCQ3
10355000.000000000000
PA
USD
8521732.160000000000
0.1668029299
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
2.497000000000
N
N
N
N
N
N
NBT BANCORP INC
N/A
NBT Bancorp Inc
628778AB8
7500000.000000000000
PA
USD
7005882.530000000000
0.1371319481
Long
DBT
CORP
US
N
2
2030-07-01
Variable
5.000000000000
N
N
N
N
N
N
New Residential Advance Receiv
N/A
New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
62942QCT8
1700000.000000000000
PA
USD
1655800.680000000000
0.0324103597
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
2.269200000000
N
N
N
N
N
N
New Residential Advance Receiv
N/A
New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
62942QCU5
4400000.000000000000
PA
USD
4287773.600000000000
0.0839281482
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
3.011000000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525BB6
9500000.000000000000
PA
USD
7590479.770000000000
0.1485747547
Long
DBT
CORP
AU
N
2
2037-01-12
Variable
3.347000000000
N
N
N
N
N
N
NATIONAL FIN AUTH NH FEDERAL L
N/A
New Hampshire Business Finance Authority
63607VAB2
4880000.000000000000
PA
USD
3378196.100000000000
0.0661242335
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
3.278000000000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy/The
63902HAP4
1250000.000000000000
PA
USD
982260.580000000000
0.0192266008
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
1.711000000000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy/The
63902HAQ2
1150000.000000000000
PA
USD
881371.870000000000
0.0172518225
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
1.811000000000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy/The
63902HAR0
532000.000000000000
PA
USD
395873.400000000000
0.0077487583
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
1.861000000000
N
N
N
N
N
N
NEW YORK CITY NY TRANSITIONAL
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971QRB1
20000000.000000000000
PA
USD
18936520.000000000000
0.3706602084
Long
DBT
MUN
US
N
2
2030-11-01
Fixed
4.200000000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990GGJ5
3125000.000000000000
PA
USD
2791209.690000000000
0.0546346618
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
5.096000000000
N
N
N
N
N
N
NEWARK NJ
5493008RBPM01QHRYX34
City of Newark NJ
650367NZ4
2830000.000000000000
PA
USD
2748538.730000000000
0.0537994277
Long
DBT
MUN
US
N
2
2028-11-01
Fixed
4.100000000000
N
N
N
N
N
N
NEXBANK CAPITAL INC
549300H29S945S4X7A03
NexBank Capital Inc
65341TAE7
6500000.000000000000
PA
USD
5718388.070000000000
0.1119307515
Long
DBT
CORP
US
N
2
2031-08-15
Variable
4.000000000000
N
N
N
N
N
N
Niagara Park CLO, Ltd.
N/A
Niagara Park Clo Ltd
65357KAE7
2000000.000000000000
PA
USD
1821396.000000000000
0.0356516942
Long
ABS-CBDO
CORP
KY
N
2
2032-07-17
Floating
10.742430000000
N
N
N
N
N
N
NJB PROPERTIES WA LEASE REVENU
N/A
NJB Properties
65486MAV9
7320000.010000000000
PA
USD
7620740.010000000000
0.1491670634
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5.510000000000
N
N
N
N
N
N
Nomura Asset Acceptance Corpor
N/A
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-WF1
65535VKX5
22662.980000000000
PA
USD
22192.760000000000
0.0004343973
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Variable
5.659000000000
N
N
N
N
N
N
Nomura Asset Acceptance Corpor
N/A
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AR3
65535VMG0
668109.740000000000
PA
USD
648852.080000000000
0.0127005198
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
5.687740000000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust 2011-4R
65539CAK2
5520798.520000000000
PA
USD
4883645.370000000000
0.0955916404
Long
ABS-MBS
CORP
US
N
2
2036-12-26
Variable
2.768000000000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust 2014-5R
65540HAJ1
3515760.700000000000
PA
USD
2909098.960000000000
0.0569422062
Long
ABS-MBS
CORP
US
N
2
2035-06-26
Variable
5.500000000000
N
N
N
N
N
N
NORTH LAS VEGAS NV
N/A
City of North Las Vegas NV
660393P86
12780000.000000000000
PA
USD
14393547.850000000000
0.2817368474
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
6.572000000000
N
N
N
N
N
N
N TX TOLLWAY AUTH REVENUE
PQGZGRE0F2WPMYQQ1B78
North Texas Tollway Authority
66285WYE0
4973000.000000000000
PA
USD
5544606.070000000000
0.1085291723
Long
DBT
MUN
US
N
2
2030-02-01
Fixed
8.410000000000
N
N
N
N
N
N
N TX TOLLWAY AUTH REVENUE
PQGZGRE0F2WPMYQQ1B78
North Texas Tollway Authority
66285WZX7
21695000.000000000000
PA
USD
18153488.670000000000
0.3553332869
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
3.000000000000
N
N
N
N
N
N
NTHRN CA PWR AGY REVENUE
549300QYTU4PHD2XHS96
Northern California Power Agency
664845DG6
9765000.000000000000
PA
USD
10138447.780000000000
0.1984482453
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
5.679000000000
N
N
N
N
N
N
NORTHWELL HEALTHCARE INC
54930073NUTKK4QD3P47
Northwell Healthcare Inc
667274AB0
4652000.000000000000
PA
USD
4235343.990000000000
0.0829018999
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.391000000000
N
N
N
N
N
N
NORWALK-LA MIRADA CA UNIF SCH
N/A
Norwalk-La Mirada Unified School District
669096RW1
4400000.000000000000
PA
USD
2230103.480000000000
0.0436516646
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
.000000000000
N
N
N
N
N
N
OCEANFIRST FINANCIAL CP
N/A
OceanFirst Financial Corp
675234AB4
5000000.000000000000
PA
USD
4729297.700000000000
0.0925704655
Long
DBT
CORP
US
N
2
2030-05-15
Variable
5.250000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9Z38
89626000.000000000000
PA
USD
5337326.890000000000
0.1044719250
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
.936178000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9ZA2
179707714.430000000000
PA
USD
6414469.190000000000
0.1255557244
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
.583188000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9ZC8
103992000.000000000000
PA
USD
5284530.270000000000
0.1034384930
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
.781120000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FAQF8
14910254.040000000000
PA
USD
360513.540000000000
0.0070566305
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Variable
.832403000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FAWU8
39897485.920000000000
PA
USD
835513.200000000000
0.0163541927
Long
ABS-MBS
USGSE
US
N
2
2027-07-25
Variable
.573606000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBBZ8
101720540.250000000000
PA
USD
1650344.560000000000
0.0323035626
Long
ABS-MBS
USGSE
US
N
2
2027-08-25
Variable
.423743000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBTC0
56930664.500000000000
PA
USD
326275.330000000000
0.0063864576
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
.387080000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBU95
28654060.330000000000
PA
USD
403065.210000000000
0.0078895296
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
.348307000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCM68
46640176.410000000000
PA
USD
195441.000000000000
0.0038255288
Long
ABS-MBS
USGSE
US
N
2
2024-10-25
Variable
.340474000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FEBS8
60171247.530000000000
PA
USD
897303.730000000000
0.0175636700
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Variable
.367739000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FETQ3
154888871.910000000000
PA
USD
2127011.430000000000
0.0416337585
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Variable
.304565000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FV5Q1
91286754.220000000000
PA
USD
7053818.790000000000
0.1380702443
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.380175000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVEE8
15544344.000000000000
PA
USD
1172169.450000000000
0.0229438446
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.378924000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVNJ7
136171723.770000000000
PA
USD
8709897.500000000000
0.1704860461
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.116368000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVNL2
54977000.000000000000
PA
USD
4415059.930000000000
0.0864196290
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.341557000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWG95
54061298.790000000000
PA
USD
4064398.720000000000
0.0795558464
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.326208000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWGB0
40865759.000000000000
PA
USD
3774733.380000000000
0.0738859865
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Variable
1.547118000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHG8
80233399.960000000000
PA
USD
8751313.680000000000
0.1712967194
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Variable
1.323542000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHX1
23000000.000000000000
PA
USD
2210914.100000000000
0.0432760550
Long
ABS-MBS
USGSE
US
N
2
2030-08-25
Variable
1.599858000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXQT8
51000000.000000000000
PA
USD
3566792.100000000000
0.0698157794
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.134622000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXZ76
186332000.000000000000
PA
USD
6115472.140000000000
0.1197032072
Long
ABS-MBS
USGSE
US
N
2
2031-02-25
Variable
.502322000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FYUL8
153944354.290000000000
PA
USD
4924295.030000000000
0.0963873099
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
.516383000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FYUN4
37700000.000000000000
PA
USD
1813023.160000000000
0.0354878057
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
.732487000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H0GZ5
89849000.000000000000
PA
USD
3682461.270000000000
0.0720798680
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Variable
.926390000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H13R5
70292039.570000000000
PA
USD
4375672.430000000000
0.0856486648
Long
ABS-MBS
USGSE
US
N
2
2031-05-25
Variable
1.033663000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H13T1
31700000.000000000000
PA
USD
2514824.400000000000
0.0492247433
Long
ABS-MBS
USGSE
US
N
2
2031-05-25
Variable
1.216673000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H14F0
99488000.000000000000
PA
USD
5725812.970000000000
0.1120760852
Long
ABS-MBS
USGSE
US
N
2
2028-05-25
Variable
1.289458000000
N
N
N
N
N
N
Freddie Mac Multiclass Certifi
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multiclass Certificates Series 2015-P001
3137H14L7
70015000.000000000000
PA
USD
4680222.690000000000
0.0916098796
Long
ABS-MBS
USGSE
US
N
2
2027-08-27
Variable
2.038011000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H1YX8
122700613.580000000000
PA
USD
8104571.850000000000
0.1586375052
Long
ABS-MBS
USGSE
US
N
2
2031-06-25
Variable
1.037018000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H1YZ3
43372188.000000000000
PA
USD
3540528.090000000000
0.0693016922
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Variable
1.214482000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H2N83
135579916.700000000000
PA
USD
6503117.820000000000
0.1272909176
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Variable
.728570000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H2NZ3
95802379.150000000000
PA
USD
8179607.130000000000
0.1601062330
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Variable
.980161000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H5E37
160000000.000000000000
PA
USD
3218064.000000000000
0.0629898351
Long
ABS-MBS
USGSE
US
N
2
2028-12-25
Variable
.397449000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H5XY8
195000000.000000000000
PA
USD
9732879.000000000000
0.1905097113
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Variable
.690874000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H5YG6
175000000.000000000000
PA
USD
4977437.500000000000
0.0974275116
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Variable
.545281000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H6ZT5
162754858.120000000000
PA
USD
3806233.940000000000
0.0745025731
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Variable
.304512000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H73H4
195000000.000000000000
PA
USD
4848187.500000000000
0.0948975941
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Variable
.323753000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H93E7
83292303.050000000000
PA
USD
1933714.110000000000
0.0378501897
Long
ABS-MBS
USGSE
US
N
2
2032-08-25
Variable
.263796000000
N
N
N
N
N
N
Fillmore Park CLO, Ltd.
N/A
Fillmore Park CLO Ltd 2018-1A
31722QAA2
1000000.000000000000
PA
USD
889054.000000000000
0.0174021912
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
10.192430000000
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V336
81422896.270000000000
NS
USD
81422896.270000000000
1.5937578657
Long
STIV
RF
US
N
1
N
N
N
FIRST BUSEY CORPORATION
549300X4ZNLYSX7GUY60
First Busey Corp
319383AD7
4000000.000000000000
PA
USD
3799832.000000000000
0.0743772626
Long
DBT
CORP
US
N
2
2030-06-01
Variable
5.250000000000
N
N
N
N
N
N
FIRST BUSEY CORPORATION
549300X4ZNLYSX7GUY60
First Busey Corp
319383AE5
2000000.000000000000
PA
USD
1803538.500000000000
0.0353021546
Long
DBT
CORP
US
N
2
2032-06-15
Variable
5.000000000000
N
N
N
N
N
N
FIRST FINANCIAL BANCORP
549300D3F5B3EZMY7P77
First Financial Bancorp
320209AB5
4000000.000000000000
PA
USD
3831526.040000000000
0.0749976363
Long
DBT
CORP
US
N
2
2030-05-15
Variable
5.250000000000
N
N
N
N
N
N
FIRST FOUNDATION INC
254900TQZQ6LBCK77E82
First Foundation Inc
32026VAA2
9500000.000000000000
PA
USD
8019236.520000000000
0.1569671661
Long
DBT
CORP
US
N
2
2032-02-01
Variable
3.500000000000
N
N
N
N
N
N
First Horizon Alternative Mort
549300C1T80OPZQ1IW57
First Horizon Alternative Mortgage Securities Trust 2006-FA2
32051G2X2
2246597.590000000000
PA
USD
1032405.050000000000
0.0202081201
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.000000000000
N
N
N
N
N
N
First Horizon Alternative Mort
549300C1T80OPZQ1IW57
First Horizon Alternative Mortgage Securities Trust 2006-FA2
32051G2Z7
1426032.180000000000
PA
USD
655321.110000000000
0.0128271435
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.000000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2004-AA6
32051GCB9
272374.260000000000
PA
USD
264020.570000000000
0.0051678935
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
4.748340000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2004-AA7
32051GFB6
781402.240000000000
PA
USD
722332.290000000000
0.0141388089
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
5.281092000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2005-FA11
32051GM69
697.810000000000
PA
USD
.010000000000
0.0000000002
Long
ABS-MBS
CORP
US
N
2
2500-12-31
Fixed
5.250000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-1F
36242DVJ9
14220.210000000000
PA
USD
12654.360000000000
0.0002476943
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
6.000000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-4F
36242DW33
47555.290000000000
PA
USD
47413.140000000000
0.0009280567
Long
ABS-MBS
CORP
US
N
2
2500-12-31
Fixed
6.500000000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-7
36249BAB6
801086.500000000000
PA
USD
753910.280000000000
0.0147569111
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
4.977000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust 2015-GC30
36250GAU9
2960000.000000000000
PA
USD
2772477.780000000000
0.0542680066
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.024732000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust 2015-GC32
36250PAJ4
6453000.000000000000
PA
USD
6098077.260000000000
0.1193627228
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
4.401355000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS10
36250SAP4
24049000.000000000000
PA
USD
1585382.230000000000
0.0310320010
Long
ABS-MBS
CORP
US
N
2
2051-07-10
Variable
1.407164000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS3
36251PAJ3
10417000.000000000000
PA
USD
8984454.160000000000
0.1758601713
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
3.395000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAC1
20916000.000000000000
PA
USD
1887798.680000000000
0.0369514490
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
1.832456000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS8
36254KAR3
44642000.000000000000
PA
USD
726986.040000000000
0.0142299006
Long
ABS-MBS
CORP
US
N
2
2050-11-10
Variable
.374176000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC39
36260JAG2
69588000.000000000000
PA
USD
2370215.990000000000
0.0463942030
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Variable
.634369000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC39
36260JAN7
24645000.000000000000
PA
USD
1997617.730000000000
0.0391010283
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Variable
1.621383000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GSA1
36261PAV4
70550582.490000000000
PA
USD
2928985.040000000000
0.0573314529
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Variable
.809937000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-4
36263DAC1
8650000.000000000000
PA
USD
8055372.190000000000
0.1576744795
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.940000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GSA2
36264KAY6
73324000.000000000000
PA
USD
4283844.710000000000
0.0838512447
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Variable
.938378000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-2
36265NAC7
5000000.000000000000
PA
USD
4917915.000000000000
0.0962624283
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
4.700000000000
N
N
N
N
N
N
2023-03-28
Trust for Professional Managers
/s/ John Buckel
John Buckel
President