0001145549-23-024939.txt : 20230426
0001145549-23-024939.hdr.sgml : 20230426
20230426113637
ACCESSION NUMBER: 0001145549-23-024939
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230228
FILED AS OF DATE: 20230426
DATE AS OF CHANGE: 20230426
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: 23848013
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
S000018035
PMC Core Fixed Income Fund
C000049957
PMC Core Fixed Income Fund Advisor Class Shares
PMFIX
C000213407
PMC Core Fixed Income Fund Institutional Class Shares
PMFQX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001141819
XXXXXXXX
S000018035
C000049957
C000213407
Trust for Professional Managers
811-10401
0001141819
549300O1N816L3GGRD45
615 East Michigan Street
Milwaukee
53202
513-629-8104
PMC Core Fixed Income Fund
S000018035
549300QI0UBDMVP85O06
2023-08-31
2023-02-28
N
446943326.680000000000
37347776.070000000000
409595550.610000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
14347221.990000000000
0.000000000000
0.000000000000
USD
N
N/A
N/A
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCE3
1045000.000000000000
PA
USD
865742.950000000000
0.2113653209
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.875000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCK9
1240000.000000000000
PA
USD
1331935.080000000000
0.3251829953
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.900000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
1195000.000000000000
PA
USD
1089312.480000000000
0.2659483186
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.550000000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PED3
1890000.000000000000
PA
USD
1763315.000000000000
0.4305015026
Long
ABS-O
CORP
US
N
2
2026-08-15
Fixed
.770000000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
90000.000000000000
PA
USD
85427.100000000000
0.0208564521
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.500000000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAB9
195000.000000000000
PA
USD
173668.300000000000
0.0423999479
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.875000000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAC7
1110000.000000000000
PA
USD
1063046.620000000000
0.2595356855
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.400000000000
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CB3
2666000.000000000000
PA
USD
2472574.160000000000
0.6036623582
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
3.125000000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CX5
1045000.000000000000
PA
USD
1056801.020000000000
0.2580108642
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.750000000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DA4
1450000.000000000000
PA
USD
1423080.610000000000
0.3474355637
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.125000000000
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AZ7
1290000.000000000000
PA
USD
1150335.140000000000
0.2808465908
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.300000000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AR8
997000.000000000000
PA
USD
785852.990000000000
0.1918607243
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.150000000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBJ0
780000.000000000000
PA
USD
761403.250000000000
0.1858914846
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.650000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
150000.000000000000
PA
USD
130205.250000000000
0.0317887364
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.625000000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
185000.000000000000
PA
USD
168674.420000000000
0.0411807257
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.875000000000
N
N
N
N
N
N
Prestige Auto Receivables Trus
N/A
Prestige Auto Receivables Trust 2021-1
74113XAE6
599000.000000000000
PA
USD
555189.680000000000
0.1355458279
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
1.530000000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503BC9
1100000.000000000000
PA
USD
1030230.640000000000
0.2515238846
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.550000000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
230000.000000000000
PA
USD
222505.450000000000
0.0543232097
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.750000000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460WAE7
3058000.000000000000
PA
USD
2501599.160000000000
0.6107486168
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.300000000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-3
85573JAA4
556947.470000000000
PA
USD
453023.800000000000
0.1106027151
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.127000000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-6
85573RAA6
883247.650000000000
PA
USD
735873.360000000000
0.1796585336
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.920000000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAR4
920000.000000000000
PA
USD
691949.720000000000
0.1689348722
Long
DBT
CORP
US
N
2
2031-10-28
Fixed
2.875000000000
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAX3
550000.000000000000
PA
USD
467174.800000000000
0.1140575866
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.375000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
645000.000000000000
PA
USD
533279.890000000000
0.1301966999
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.500000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
1186000.000000000000
PA
USD
828355.590000000000
0.2022374483
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.000000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABN4
350000.000000000000
PA
USD
233753.080000000000
0.0570692430
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.300000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABT1
125000.000000000000
PA
USD
103861.180000000000
0.0253570088
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.875000000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
790987.500000000000
PA
USD
684909.830000000000
0.1672161304
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.946000000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAK7
110000.000000000000
PA
USD
94193.480000000000
0.0229967049
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
6.000000000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBP0
495000.000000000000
PA
USD
474967.280000000000
0.1159600682
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.500000000000
N
N
N
N
N
Taubman Centers Commercial Mor
N/A
Taubman Centers Commercial Mortgage Trust 2022-DPM
87666YAC1
1045000.000000000000
PA
USD
1032646.220000000000
0.2521136322
Long
ABS-MBS
CORP
US
N
2
2037-05-15
Floating
7.494470000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
265000.000000000000
PA
USD
245363.500000000000
0.0599038490
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.125000000000
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EH1
320000.000000000000
PA
USD
336070.670000000000
0.0820493947
Long
DBT
USGA
US
N
2
2039-09-15
Fixed
5.250000000000
N
N
N
N
N
N
Thayer Park CLO, Ltd.
5493000PRLDBEVKBE571
Thayer Park CLO Ltd
883310AL8
500000.000000000000
PA
USD
491937.500000000000
0.1201032334
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
5.847710000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CU4
494000.000000000000
PA
USD
491999.780000000000
0.1201184386
Long
DBT
CORP
US
N
2
2032-11-21
Fixed
4.950000000000
N
N
N
N
N
N
37 Capital CLO Ltd
N/A
37 Capital CLO I
88430TAA9
1000000.000000000000
PA
USD
981267.000000000000
0.2395697411
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
5.992430000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-3
89169DAA9
107027.230000000000
PA
USD
104335.030000000000
0.0254726961
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.750000000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-5
89169EAA7
158821.080000000000
PA
USD
158339.200000000000
0.0386574512
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
4.201752000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-2
89173HAA4
9028.880000000000
PA
USD
8933.300000000000
0.0021810051
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.750000000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-2
89173HAB2
351000.000000000000
PA
USD
338756.730000000000
0.0827051782
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
3.250000000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-4
89173UAA5
99273.510000000000
PA
USD
94474.560000000000
0.0230653287
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
2.750000000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2022-4
89180YAA8
1954770.440000000000
PA
USD
1805027.210000000000
0.4406852583
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Fixed
3.750000000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
275000.000000000000
PA
USD
271711.540000000000
0.0663365458
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
N
Trestles CLO LTD
254900QSBDX181YYBH38
TRESTLES CLO 2017-1 Ltd
89531FAL1
500000.000000000000
PA
USD
492873.000000000000
0.1203316294
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
5.807710000000
N
N
N
N
N
N
Trestles CLO LTD
N/A
TRESTLES CLO V LTD
89532UAA1
1000000.000000000000
PA
USD
981506.000000000000
0.2396280913
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
5.977710000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C2
90276CAE1
1025000.000000000000
PA
USD
943343.990000000000
0.2303110931
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.487000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C4
90276RBH0
200000.000000000000
PA
USD
182540.860000000000
0.0445661238
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
3.836000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFF3
1380000.000000000000
PA
USD
1253212.500000000000
0.3059634066
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.750000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFV8
5790000.000000000000
PA
USD
5877754.690000000000
1.4350142918
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.125000000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
1022392.650000000000
PA
USD
1016745.980000000000
0.2482316955
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.875000000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAB6
740000.000000000000
PA
USD
572530.750000000000
0.1397795335
Long
DBT
NUSS
MX
N
2
2047-01-15
Fixed
4.350000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFW6
14450000.000000000000
PA
USD
14426293.040000000000
3.5220824588
Long
DBT
UST
US
N
2
2025-11-15
Fixed
4.500000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGC9
14385000.000000000000
PA
USD
14173720.310000000000
3.4604185248
Long
DBT
UST
US
N
2
2027-12-31
Fixed
3.875000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PX0
845000.000000000000
PA
USD
895518.460000000000
0.2186348115
Long
DBT
UST
US
N
2
2038-05-15
Fixed
4.500000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QU5
1070000.000000000000
PA
USD
929667.000000000000
0.2269719480
Long
DBT
UST
US
N
2
2042-02-15
Fixed
3.125000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGM7
7465000.000000000000
PA
USD
7211889.840000000000
1.7607344194
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.500000000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BA6
2240000.000000000000
PA
USD
2523413.420000000000
0.6160744218
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
7.500000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RG5
1380000.000000000000
PA
USD
1229089.450000000000
0.3000739261
Long
DBT
UST
US
N
2
2044-05-15
Fixed
3.375000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RH3
2040000.000000000000
PA
USD
1741849.230000000000
0.4252607792
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.125000000000
N
N
N
N
N
N
UNITI GRP/UNITI HLD/CSL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
91327AAA0
190000.000000000000
PA
USD
193807.730000000000
0.0473168543
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.875000000000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA Inc/Washington
91337CAA4
250000.000000000000
PA
USD
237879.370000000000
0.0580766489
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.125000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RX8
1515000.000000000000
PA
USD
1258781.550000000000
0.3073230527
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SC3
470000.000000000000
PA
USD
400059.960000000000
0.0976719497
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.125000000000
N
N
N
N
N
N
Vantage Data Centers LLC
N/A
Vantage Data Centers Issuer LLC
92212KAA4
1269939.950000000000
PA
USD
1214551.770000000000
0.2965246493
Long
ABS-O
CORP
US
N
2
2044-07-15
Fixed
3.188000000000
N
N
N
N
N
N
Vantage Data Centers LLC
N/A
Vantage Data Centers Issuer LLC
92212KAD8
1078000.000000000000
PA
USD
938112.580000000000
0.2290338795
Long
ABS-O
CORP
US
N
2
2046-10-15
Fixed
2.165000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
2494000.000000000000
PA
USD
2390798.380000000000
0.5836973513
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.329000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SE9
1985000.000000000000
PA
USD
1770914.650000000000
0.4323569061
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.375000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
500000.000000000000
PA
USD
345830.080000000000
0.0844320890
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.750000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
1980000.000000000000
PA
USD
1281276.570000000000
0.3128150606
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.875000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
1495000.000000000000
PA
USD
1148346.880000000000
0.2803611705
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
2830000.000000000000
PA
USD
2497364.460000000000
0.6097147433
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
912810TJ7
5320000.000000000000
PA
USD
4451759.400000000000
1.0868671287
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TK4
1180000.000000000000
PA
USD
1060432.820000000000
0.2588975438
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.375000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
400000.000000000000
PA
USD
369315.940000000000
0.0901660039
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.016000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGN8
950000.000000000000
PA
USD
746379.000000000000
0.1822234150
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.355000000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAA2
42285.340000000000
PA
USD
40406.270000000000
0.0098649192
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.642000000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAV1
1275000.000000000000
PA
USD
1298888.270000000000
0.3171148388
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.250000000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAW5
110000.000000000000
PA
USD
102749.900000000000
0.0250856973
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.875000000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-6
92538MAA7
1154613.380000000000
PA
USD
950214.370000000000
0.2319884502
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.630000000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-3
92539LAA8
732936.010000000000
PA
USD
611553.450000000000
0.1493066634
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.046000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
560000.000000000000
PA
USD
501867.840000000000
0.1225276591
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.850000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDJ4
330000.000000000000
PA
USD
335655.410000000000
0.0819480118
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.875000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDP1
1415000.000000000000
PA
USD
1305553.370000000000
0.3187420781
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.350000000000
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDR7
1150000.000000000000
PA
USD
1128520.100000000000
0.2755205955
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.375000000000
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-7
92539NAA4
922351.440000000000
PA
USD
899624.980000000000
0.2196373908
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
5.152000000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
970000.000000000000
PA
USD
798368.940000000000
0.1949164093
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.200000000000
N
N
N
N
N
Dryden Senior Loan Fund
254900JFO9XUH2EREJ70
Dryden 75 CLO Ltd
26252JAS7
850000.000000000000
PA
USD
833542.050000000000
0.2035036877
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
5.832430000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAC4
350000.000000000000
PA
USD
312726.750000000000
0.0763501336
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.500000000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AY9
1680000.000000000000
PA
USD
1379138.010000000000
0.3367072733
Long
DBT
CORP
US
N
2
2031-05-10
Fixed
2.600000000000
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAD1
250000.000000000000
PA
USD
213125.000000000000
0.0520330359
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.375000000000
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
1140000.000000000000
PA
USD
730079.860000000000
0.1782440895
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.000000000000
N
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
350000.000000000000
PA
USD
304117.860000000000
0.0742483310
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
5.000000000000
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAH5
265000.000000000000
PA
USD
229210.030000000000
0.0559600879
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.375000000000
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C22
92890KBC8
290000.000000000000
PA
USD
274947.350000000000
0.0671265471
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
4.069000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAJ9
785000.000000000000
PA
USD
643463.170000000000
0.1570972070
Long
EP
CORP
US
N
2
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
1055000.000000000000
PA
USD
930910.020000000000
0.2272754229
Long
EP
CORP
US
N
2
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C22
92890KBD6
2796333.010000000000
PA
USD
23538.410000000000
0.0057467446
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
.781371000000
N
N
N
N
N
N
Voya CLO Ltd
549300L8S87K3SMP0R77
Voya CLO 2014-2 Ltd
92912VAY1
1528132.040000000000
PA
USD
1514767.000000000000
0.3698201794
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
5.812430000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2022-GC48
29426VAD8
619207.000000000000
PA
USD
594898.790000000000
0.1452405401
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Variable
4.580087000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JU1
455000.000000000000
PA
USD
447113.190000000000
0.1091596794
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.875000000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAJ5
1795000.000000000000
PA
USD
1786789.190000000000
0.4362325683
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
5.150000000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBS7
497000.000000000000
PA
USD
465627.720000000000
0.1136798775
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.150000000000
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300NYO16WLNMVJJ46
Wells Fargo Commercial Mortgage Trust 2015-C29
94989KAV5
130000.000000000000
PA
USD
124089.940000000000
0.0302957246
Long
ABS-MBS
CORP
US
N
2
2048-06-15
Fixed
3.637000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300CFP9NBBMZH1008
Wells Fargo Commercial Mortgage Trust 2016-NXS6
95000KBH7
625000.000000000000
PA
USD
547946.250000000000
0.1337773931
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
4.386376000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JV9
435000.000000000000
PA
USD
425107.930000000000
0.1037872431
Long
DBT
CORP
US
N
2
2033-02-14
Fixed
3.750000000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
475000.000000000000
PA
USD
412451.580000000000
0.1006972804
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.700000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2D4
1581000.000000000000
PA
USD
1481775.220000000000
0.3617654581
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.150000000000
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
900000.000000000000
PA
USD
853541.420000000000
0.2083863994
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.406000000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBK6
1635000.000000000000
PA
USD
1610848.890000000000
0.3932779269
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.300000000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XC36
1056536.120000000000
PA
USD
1062801.380000000000
0.2594758118
Long
ABS-MBS
CORP
US
N
2
2030-08-25
Floating
6.817000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
1045000.000000000000
PA
USD
869545.810000000000
0.2122937636
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.572000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2M4
365000.000000000000
PA
USD
335059.360000000000
0.0818024902
Long
DBT
CORP
US
N
2
2051-04-04
Variable
5.013000000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XR63
1539791.740000000000
PA
USD
1570981.300000000000
0.3835445228
Long
ABS-MBS
CORP
US
N
2
2030-12-25
Floating
7.167000000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XSX3
1070673.570000000000
PA
USD
1090589.380000000000
0.2662600652
Long
ABS-MBS
CORP
US
N
2
2030-02-25
Floating
7.417000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
1020000.000000000000
PA
USD
902382.390000000000
0.2203105939
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.393000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3B7
1025000.000000000000
PA
USD
978575.050000000000
0.2389125196
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.897000000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XUX0
496887.580000000000
PA
USD
501079.030000000000
0.1223350765
Long
ABS-MBS
CORP
US
N
2
2030-05-25
Floating
7.017000000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XYX6
1098168.720000000000
PA
USD
1112029.370000000000
0.2714944946
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
6.867000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RAX7
333945.000000000000
PA
USD
317847.620000000000
0.0776003596
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
4.302000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300QGM7D5K3CV2643
WFRBS Commercial Mortgage Trust 2014-LC14
96221TAH0
638393.900000000000
PA
USD
4244.870000000000
0.0010363565
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Variable
1.235780000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9TQ5
13126.510000000000
PA
USD
12328.890000000000
0.0030100156
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAFA2
17886.810000000000
PA
USD
16748.050000000000
0.0040889238
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.500000000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CN6
905000.000000000000
PA
USD
884440.570000000000
0.2159302191
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
4.750000000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
165000.000000000000
PA
USD
149590.330000000000
0.0365214734
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.375000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MBVP9
7.800000000000
PA
USD
7.800000000000
0.0000019043
Long
ABS-MBS
USGSE
US
N
2
2023-04-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MDWN9
14260.070000000000
PA
USD
13727.360000000000
0.0033514427
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2M1
166978.710000000000
PA
USD
152753.440000000000
0.0372937254
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2T6
85932.570000000000
PA
USD
81564.900000000000
0.0199135220
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3J7
98293.900000000000
PA
USD
91017.900000000000
0.0222214084
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJS76
22993.980000000000
PA
USD
21589.580000000000
0.0052709508
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
125000.000000000000
PA
USD
121702.340000000000
0.0297128081
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.500000000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AR2
155000.000000000000
PA
USD
143756.590000000000
0.0350972050
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
5.375000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJTQ3
15145.110000000000
PA
USD
14539.570000000000
0.0035497383
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJV31
33772.230000000000
PA
USD
32422.000000000000
0.0079156133
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJV64
20744.680000000000
PA
USD
19380.980000000000
0.0047317360
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJV72
17111.720000000000
PA
USD
16427.620000000000
0.0040106930
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Mount Vernon Liquid Assets Portfolio, LLC
N/A
Mount Vernon Liquid Assets Portfolio, LLC
N/A
21255649.290000000000
NS
USD
21255649.290000000000
5.1894238740
Long
STIV
PF
US
N
1
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWV8
56981.410000000000
PA
USD
53182.410000000000
0.0129841279
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWW6
67433.320000000000
PA
USD
64799.180000000000
0.0158202842
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJX54
35712.480000000000
PA
USD
34284.310000000000
0.0083702838
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJX88
42211.930000000000
PA
USD
39310.240000000000
0.0095973308
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXA3
11422.640000000000
PA
USD
10973.920000000000
0.0026792088
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXE5
24785.690000000000
PA
USD
23141.240000000000
0.0056497782
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXK1
18376.580000000000
PA
USD
17137.140000000000
0.0041839175
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYT1
41416.020000000000
PA
USD
37312.660000000000
0.0091096351
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZF0
757712.410000000000
PA
USD
681545.910000000000
0.1663948519
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZH6
33667.890000000000
PA
USD
32265.690000000000
0.0078774513
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZX1
7791.550000000000
PA
USD
7233.800000000000
0.0017660836
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZZ6
12563.920000000000
PA
USD
12342.180000000000
0.0030132603
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LGC3
112394.790000000000
PA
USD
105661.840000000000
0.0257966279
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SAD2
11019.000000000000
PA
USD
10358.880000000000
0.0025290509
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312933AQ7
14000.710000000000
PA
USD
13876.420000000000
0.0033878347
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312933G65
28004.910000000000
PA
USD
27839.920000000000
0.0067969293
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942AS4
2377.400000000000
PA
USD
2363.390000000000
0.0005770058
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XTVX5
238890.000000000000
PA
USD
229076.940000000000
0.0559275948
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XUXT9
510926.810000000000
PA
USD
458181.390000000000
0.1118619060
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XYNZ8
206257.280000000000
PA
USD
190885.970000000000
0.0466035263
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y03E0
443964.260000000000
PA
USD
424401.970000000000
0.1036148878
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y8KQ7
30335.110000000000
PA
USD
29708.140000000000
0.0072530427
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329NZP6
188585.300000000000
PA
USD
180594.390000000000
0.0440909062
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329Q5A5
64785.110000000000
PA
USD
57620.720000000000
0.0140677114
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5JC0
125852.060000000000
PA
USD
116433.190000000000
0.0284263806
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ABCH3
704268.780000000000
PA
USD
637810.960000000000
0.1557172579
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACNF3
89488.630000000000
PA
USD
86076.460000000000
0.0210149890
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DM2M6
493448.660000000000
PA
USD
418795.980000000000
0.1022462230
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMBC8
453213.040000000000
PA
USD
410561.160000000000
0.1002357470
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMKK0
320261.030000000000
PA
USD
288657.150000000000
0.0704737026
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DN3S0
815684.800000000000
PA
USD
818055.390000000000
0.1997227237
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DN4C4
862197.570000000000
PA
USD
865987.180000000000
0.2114249480
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNE90
338064.920000000000
PA
USD
318004.120000000000
0.0776385680
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNRB1
818199.550000000000
PA
USD
769291.400000000000
0.1878173234
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNXD0
926857.690000000000
PA
USD
911943.500000000000
0.2226448746
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPCU0
640905.600000000000
PA
USD
602875.640000000000
0.1471880344
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPCV8
108005.900000000000
PA
USD
106284.690000000000
0.0259486925
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPDS4
423449.790000000000
PA
USD
416832.490000000000
0.1017668501
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPMX3
595687.360000000000
PA
USD
604515.800000000000
0.1475884685
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV3N3
583309.020000000000
PA
USD
537334.330000000000
0.1311865642
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV3W3
87193.340000000000
PA
USD
85230.580000000000
0.0208084731
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6D2
530993.640000000000
PA
USD
471528.320000000000
0.1151204693
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6K6
77960.170000000000
PA
USD
69275.460000000000
0.0169131378
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6L4
450206.300000000000
PA
USD
414063.570000000000
0.1010908369
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6V2
228377.230000000000
PA
USD
202383.000000000000
0.0494104488
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6X8
167760.880000000000
PA
USD
158822.680000000000
0.0387754896
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7K5
2316269.040000000000
PA
USD
1895831.580000000000
0.4628545347
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWA60
542312.480000000000
PA
USD
461536.590000000000
0.1126810556
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAX1
401539.270000000000
PA
USD
341580.970000000000
0.0833946974
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWB51
811126.130000000000
PA
USD
662711.220000000000
0.1617964890
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBC6
194315.330000000000
PA
USD
165352.330000000000
0.0403696597
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBQ5
454672.030000000000
PA
USD
386240.090000000000
0.0942979213
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBZ5
423496.650000000000
PA
USD
359624.190000000000
0.0877998283
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC27
439868.860000000000
PA
USD
373183.100000000000
0.0911101450
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCC5
1100288.190000000000
PA
USD
933031.600000000000
0.2277933924
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WPNL7
67246.600000000000
PA
USD
65986.990000000000
0.0161102800
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XCR72
137480.270000000000
PA
USD
126985.170000000000
0.0310025755
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XSBD1
58540.300000000000
PA
USD
54319.600000000000
0.0132617652
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XSDP2
8607.190000000000
PA
USD
7983.070000000000
0.0019490129
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XUSH9
128910.800000000000
PA
USD
119442.620000000000
0.0291611127
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XW5Z0
55426.890000000000
PA
USD
53180.290000000000
0.0129836103
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AA73
65201.800000000000
PA
USD
61281.930000000000
0.0149615712
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.500000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
184000.000000000000
PA
USD
124089.870000000000
0.0302957075
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.550000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
1100000.000000000000
PA
USD
841685.360000000000
0.2054918221
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.550000000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
235000.000000000000
PA
USD
228874.560000000000
0.0558781851
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.500000000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BE9
1128000.000000000000
PA
USD
1115069.880000000000
0.2722368147
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
3.400000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
270000.000000000000
PA
USD
227613.920000000000
0.0555704083
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.050000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
485000.000000000000
PA
USD
403054.080000000000
0.0984029439
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.250000000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAP4
195000.000000000000
PA
USD
177630.440000000000
0.0433672777
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.000000000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271BA6
350000.000000000000
PA
USD
330944.280000000000
0.0807978210
Long
DBT
CORP
US
N
2
2035-04-15
Fixed
4.750000000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F050635
1845000.000000000000
PA
USD
1813372.090000000000
0.4427226046
Long
DBT
USGA
US
N
2
2041-03-15
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F052631
2120000.000000000000
PA
USD
2116750.190000000000
0.5167903281
Long
ABS-MBS
USGSE
US
N
2
2041-03-15
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F060634
830000.000000000000
PA
USD
840034.640000000000
0.2050888099
Long
ABS-MBS
USGSE
US
N
2
2041-03-15
Fixed
6.000000000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AN6
1637000.000000000000
PA
USD
1601598.600000000000
0.3910195308
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
3.800000000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AX9
745000.000000000000
PA
USD
743782.660000000000
0.1815895360
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.625000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DU1
1695000.000000000000
PA
USD
1664728.230000000000
0.4064322055
Long
DBT
CORP
US
N
2
2063-03-02
Fixed
5.750000000000
N
N
N
N
N
N
AXIS Equipment Finance Receiva
549300IFG1NMINYRYF89
Amur Equipment Finance Receivables XI LLC
03236XAB3
255000.000000000000
PA
USD
252626.840000000000
0.0616771446
Long
ABS-O
CORP
US
N
2
2028-06-21
Fixed
5.300000000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-6
03464VAA2
76014.070000000000
PA
USD
73287.510000000000
0.0178926529
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.620000000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-3
03465EAA9
660696.180000000000
PA
USD
543648.300000000000
0.1327280775
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.068000000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
1435000.000000000000
PA
USD
1347638.120000000000
0.3290167869
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.700000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
523000.000000000000
PA
USD
460787.090000000000
0.1124980702
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.600000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AP5
510000.000000000000
PA
USD
453834.920000000000
0.1108007446
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.750000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AS9
1006000.000000000000
PA
USD
882886.180000000000
0.2155507253
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.350000000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DM9
2818000.000000000000
PA
USD
2685770.000000000000
0.6557126893
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
1.800000000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2021-A
03842VAA5
498110.980000000000
PA
USD
444106.240000000000
0.1084255528
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.540000000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
235000.000000000000
PA
USD
216411.500000000000
0.0528354128
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.000000000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167FN8
960000.000000000000
PA
USD
886042.330000000000
0.2163212781
Long
DBT
CORP
US
N
2
2032-04-27
Fixed
3.125000000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDQ4
376000.000000000000
PA
USD
354040.510000000000
0.0864366103
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
2.360000000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REA8
567000.000000000000
PA
USD
519134.260000000000
0.1267431395
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.960000000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RER1
1184000.000000000000
PA
USD
1030431.060000000000
0.2515728158
Long
ABS-O
CORP
US
N
2
2028-02-20
Fixed
1.660000000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RES9
495000.000000000000
PA
USD
422072.240000000000
0.1030460998
Long
ABS-O
CORP
US
N
2
2028-02-20
Fixed
1.900000000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AM7
545000.000000000000
PA
USD
480554.320000000000
0.1173241065
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.000000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C11
05493MAG9
7957529.990000000000
PA
USD
616293.990000000000
0.1504640344
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Variable
1.382344000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust 2012-SHOW
05538UAA1
1646000.000000000000
PA
USD
1532437.690000000000
0.3741343595
Long
ABS-MBS
CORP
US
N
2
2036-11-05
Fixed
3.430200000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VIV2
05605NAA5
650000.000000000000
PA
USD
538225.550000000000
0.1314041496
Long
ABS-MBS
CORP
US
N
2
2044-03-09
Variable
3.542375000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAA1
971000.000000000000
PA
USD
838392.280000000000
0.2046878387
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.202000000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust 2017-GM
056083AA6
331000.000000000000
PA
USD
299755.160000000000
0.0731832071
Long
ABS-MBS
CORP
US
N
2
2039-06-13
Fixed
3.379000000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAL9
1085000.000000000000
PA
USD
1048909.210000000000
0.2560841319
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.237870000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCR5
370000.000000000000
PA
USD
368367.140000000000
0.0899343607
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.100000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
700000.000000000000
PA
USD
601620.370000000000
0.1468815687
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.600000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXH2
1459000.000000000000
PA
USD
1323958.580000000000
0.3232355864
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.800000000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BJ9
125000.000000000000
PA
USD
107360.630000000000
0.0262113760
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.250000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378MAD7
1060105.720000000000
PA
USD
161666.970000000000
0.0394699039
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379FTL3
859889.170000000000
PA
USD
109484.700000000000
0.0267299534
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Floating
2.152140000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380UN41
971866.530000000000
PA
USD
91894.060000000000
0.0224353170
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Floating
1.602140000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
100000.000000000000
PA
USD
73624.000000000000
0.0179748046
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.250000000000
N
N
N
N
N
N
AM Capital Funding, LLC
549300VEZWL2JF9NXH87
AM Capital Funding LLC
00166AAA5
760000.000000000000
PA
USD
738475.360000000000
0.1802937944
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
4.980000000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN Inc
00191UAA0
350000.000000000000
PA
USD
316620.500000000000
0.0773007665
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.625000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
845000.000000000000
PA
USD
600802.020000000000
0.1466817740
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.650000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
265000.000000000000
PA
USD
181148.820000000000
0.0442262666
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.500000000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
1600000.000000000000
PA
USD
1419205.340000000000
0.3464894425
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.849000000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
400000.000000000000
PA
USD
345056.030000000000
0.0842431099
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.490000000000
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFS3
1604000.000000000000
PA
USD
1559040.520000000000
0.3806292616
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.875000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
660000.000000000000
PA
USD
614365.090000000000
0.1499931064
Long
DBT
CORP
US
N
2
2028-04-24
Variable
3.705000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
1610000.000000000000
PA
USD
1513539.670000000000
0.3695205350
Long
DBT
CORP
US
N
2
2027-04-23
Variable
3.559000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
743000.000000000000
PA
USD
628974.850000000000
0.1535599811
Long
DBT
CORP
US
N
2
2030-10-22
Variable
2.884000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKQ1
725000.000000000000
PA
USD
674472.730000000000
0.1646679826
Long
DBT
CORP
US
N
2
2033-04-27
Variable
4.571000000000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK39
06539VAJ7
179000.000000000000
PA
USD
151322.130000000000
0.0369442807
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Fixed
2.928000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK31
06541ABA7
454000.000000000000
PA
USD
382857.660000000000
0.0934721238
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.739000000000
N
N
N
N
N
N
Bank
N/A
BANK 2023-BNK45
06541BBX5
483000.000000000000
PA
USD
493819.970000000000
0.1205628258
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
6.148000000000
N
N
N
N
N
N
Bank
N/A
BANK 2023-BNK45
06541BCC0
522000.000000000000
PA
USD
495348.400000000000
0.1209359817
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
6.279560000000
N
N
N
N
N
N
Beacon Container Finance II LL
N/A
Beacon Container Finance II LLC
07359BAA5
920400.010000000000
PA
USD
793316.150000000000
0.1936828046
Long
ABS-O
CORP
US
N
2
2046-10-22
Fixed
2.250000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAE7
612000.000000000000
PA
USD
515976.710000000000
0.1259722449
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-B26 Mortgage Trust
08163EBE4
9534698.320000000000
PA
USD
468187.060000000000
0.1143047231
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
.885805000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B21 Mortgage Trust
08163LAG4
251000.000000000000
PA
USD
199488.500000000000
0.0487037761
Long
ABS-MBS
CORP
US
N
2
2053-12-17
Fixed
1.977500000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAK3
415000.000000000000
PA
USD
302576.460000000000
0.0738720085
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Variable
3.195000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAW7
278000.000000000000
PA
USD
148626.060000000000
0.0362860533
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Fixed
2.250000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LNV9
2276850.940000000000
PA
USD
298747.660000000000
0.0729372327
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WPN1
2543866.560000000000
PA
USD
336266.600000000000
0.0820972297
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.500000000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BR8
2543000.000000000000
PA
USD
2540792.420000000000
0.6203173878
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.750000000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
2894000.000000000000
PA
USD
2342418.240000000000
0.5718856654
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.250000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
910000.000000000000
PA
USD
844025.000000000000
0.2060630294
Long
DBT
CORP
GB
N
2
2027-05-22
Variable
6.000000000000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BK6
1115000.000000000000
PA
USD
984594.240000000000
0.2403820643
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.000000000000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300KGXMRFX2DKIX03
BlueMountain CLO 2013-2 Ltd
09626YAN0
355817.730000000000
PA
USD
353916.600000000000
0.0864063585
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
5.995290000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CK9
185000.000000000000
PA
USD
132990.780000000000
0.0324688048
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.900000000000
N
N
N
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
Harsco Corp
415864AM9
165000.000000000000
PA
USD
141418.200000000000
0.0345263028
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.750000000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
160000.000000000000
PA
USD
148774.310000000000
0.0363222476
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.250000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
1371000.000000000000
PA
USD
1351751.410000000000
0.3300210190
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.875000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
2125000.000000000000
PA
USD
2016805.990000000000
0.4923896236
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.805000000000
N
N
N
N
N
N
Hilton USA Trust
N/A
Hilton USA Trust 2016-HHV
43300LAA8
283000.000000000000
PA
USD
259366.590000000000
0.0633226092
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Fixed
3.719000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AZ5
1202000.000000000000
PA
USD
1199518.120000000000
0.2928542847
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.700000000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBU3
2115000.000000000000
PA
USD
2075214.650000000000
0.5066497053
Long
DBT
CORP
US
N
2
2033-02-13
Fixed
4.812000000000
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DV7
300000.000000000000
PA
USD
243530.830000000000
0.0594564149
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.550000000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
125000.000000000000
PA
USD
110485.000000000000
0.0269741700
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.125000000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-55HY Mortgage Trust
44421MAA8
865000.000000000000
PA
USD
736368.620000000000
0.1797794480
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Variable
2.942800000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AF3
360000.000000000000
PA
USD
404862.120000000000
0.0988443647
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.625000000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BX3
550000.000000000000
PA
USD
536732.800000000000
0.1310397047
Long
DBT
NUSS
ID
N
2
2027-01-08
Fixed
4.350000000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BQ2
1146000.000000000000
PA
USD
1094522.320000000000
0.2672202660
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
3.750000000000
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KJ1
640000.000000000000
PA
USD
608623.030000000000
0.1485912210
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.125000000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KQ5
695000.000000000000
PA
USD
680539.550000000000
0.1661491559
Long
DBT
CORP
US
N
2
2030-02-14
Fixed
3.875000000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950KDA5
660000.000000000000
PA
USD
644272.080000000000
0.1572946969
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.625000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAE1
45000.000000000000
PA
USD
41469.530000000000
0.0101245070
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.250000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
240000.000000000000
PA
USD
210272.400000000000
0.0513365928
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.875000000000
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
150000.000000000000
PA
USD
130971.000000000000
0.0319756891
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.250000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
815000.000000000000
PA
USD
653517.750000000000
0.1595519651
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.700000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBW9
495000.000000000000
PA
USD
454325.670000000000
0.1109205579
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.650000000000
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAB7
310800.340000000000
PA
USD
280966.740000000000
0.0685961407
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.440000000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-2 LLC
55400KAA3
752818.880000000000
PA
USD
667508.620000000000
0.1629677420
Long
ABS-O
CORP
US
N
2
2039-05-20
Fixed
1.430000000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-2 LLC
55400KAB1
614215.780000000000
PA
USD
544359.050000000000
0.1329016024
Long
ABS-O
CORP
US
N
2
2039-05-20
Fixed
1.830000000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2022-1 LLC
55400UAB9
275555.800000000000
PA
USD
263436.140000000000
0.0643161625
Long
ABS-O
CORP
US
N
2
2039-11-21
Fixed
4.400000000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300FNRP3W5DX0O430
Madison Park Funding XXVI Ltd
55819YAA8
2286024.800000000000
PA
USD
2272464.100000000000
0.5548068324
Long
ABS-CBDO
CORP
KY
N
2
2030-07-29
Floating
6.002430000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAN3
530000.000000000000
PA
USD
428038.070000000000
0.1045026171
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.050000000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAQ6
835000.000000000000
PA
USD
656838.560000000000
0.1603627185
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.141000000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954NAJ8
1000000.000000000000
PA
USD
984007.000000000000
0.2402386936
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
5.947710000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
775000.000000000000
PA
USD
764318.780000000000
0.1866032917
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.700000000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AJ3
1036000.000000000000
PA
USD
835195.150000000000
0.2039072809
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.950000000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFP4
1622000.000000000000
PA
USD
1530587.920000000000
0.3736827506
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.500000000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAE8
2137000.000000000000
PA
USD
2386007.710000000000
0.5825277414
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
6.500000000000
N
N
N
N
N
N
MetroNet Infrastructure Issuer
N/A
MetroNet Infrastructure Issuer LLC
59170JAA6
693000.000000000000
PA
USD
662631.280000000000
0.1617769722
Long
ABS-O
CORP
US
N
2
2052-10-20
Fixed
6.350000000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BJ2
2676000.000000000000
PA
USD
2565053.870000000000
0.6262406577
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
3.125000000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AP9
690000.000000000000
PA
USD
687832.280000000000
0.1679296269
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.333000000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
180000.000000000000
PA
USD
180180.000000000000
0.0439897357
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.500000000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAH3
660000.000000000000
PA
USD
513734.910000000000
0.1254249245
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.200000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-L1
61691QAJ7
325000.000000000000
PA
USD
296596.400000000000
0.0724120171
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
4.719251000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H4
61691RAK2
293000.000000000000
PA
USD
252580.940000000000
0.0616659384
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
5.070220000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2020-HR8
61692BBP4
335000.000000000000
PA
USD
270796.780000000000
0.0661132133
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
2.041000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
1190000.000000000000
PA
USD
994424.560000000000
0.2427820709
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.699000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
1625000.000000000000
PA
USD
1501047.520000000000
0.3664706606
Long
DBT
CORP
US
N
2
2028-07-22
Variable
3.591000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BCY0
2436000.000000000000
PA
USD
2510818.520000000000
0.6129994616
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
6.250000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
1300000.000000000000
PA
USD
1243380.070000000000
0.3035628849
Long
DBT
CORP
US
N
2
2025-01-22
Variable
.791000000000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
935000.000000000000
PA
USD
884084.370000000000
0.2158432553
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.950000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-MS1
61765DAU2
200000.000000000000
PA
USD
191153.180000000000
0.0466687638
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.779000000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AB4
2170000.000000000000
PA
USD
1678416.840000000000
0.4097741876
Long
DBT
CORP
GB
N
2
2035-11-28
Variable
3.032000000000
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-E
63942EAA6
1387226.940000000000
PA
USD
1168826.510000000000
0.2853611345
Long
ABS-O
CORP
US
N
2
2069-12-16
Fixed
.970000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-c
63942JAA5
580934.830000000000
PA
USD
504174.050000000000
0.1230907048
Long
ABS-O
CORP
US
N
2
2069-10-15
Fixed
1.060000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-B
63942LAA0
909138.370000000000
PA
USD
785165.720000000000
0.1916929319
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
.940000000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2019-7
64034WAA3
52584.130000000000
PA
USD
52547.690000000000
0.0128291652
Long
ABS-MBS
CORP
US
N
2
2068-01-25
Floating
5.117000000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AB6
95000.000000000000
PA
USD
87051.830000000000
0.0212531191
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.500000000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM5
64830PAA4
145216.480000000000
PA
USD
132689.830000000000
0.0323953299
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.709860000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCQ1
730000.000000000000
PA
USD
688321.930000000000
0.1680491717
Long
DBT
CORP
US
N
2
2053-02-28
Fixed
5.250000000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807CJ9
870000.000000000000
PA
USD
816891.820000000000
0.1994386459
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
4.950000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAQ2
120000.000000000000
PA
USD
117719.820000000000
0.0287405026
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.875000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAR0
75000.000000000000
PA
USD
67601.250000000000
0.0165043907
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
5.250000000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM3 Trust
67114JAA8
776136.830000000000
PA
USD
602315.630000000000
0.1470513117
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.054000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
260000.000000000000
PA
USD
204755.200000000000
0.0499896055
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.300000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
255000.000000000000
PA
USD
214419.530000000000
0.0523490867
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.500000000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234AU2
865000.000000000000
PA
USD
724811.600000000000
0.1769578793
Long
DBT
NUSS
CA
N
2
2032-01-21
Fixed
2.125000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBJ3
615000.000000000000
PA
USD
448486.620000000000
0.1094949931
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.000000000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BT9
280000.000000000000
PA
USD
301145.470000000000
0.0735226419
Long
DBT
CORP
US
N
2
2053-05-20
Fixed
6.000000000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AF2
205000.000000000000
PA
USD
188661.500000000000
0.0460604369
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.750000000000
N
N
N
N
N
N
Residential Asset Securities C
N/A
RASC Series 2005-KS12 Trust
753910AE8
65853.270000000000
PA
USD
65561.110000000000
0.0160063042
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.307000000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECS8
515000.000000000000
PA
USD
515199.250000000000
0.1257824332
Long
DBT
CORP
US
N
2
2053-02-27
Fixed
5.375000000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAC4
505000.000000000000
PA
USD
476593.750000000000
0.1163571600
Long
DBT
NUSS
RO
N
2
2044-01-22
Fixed
6.125000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
205000.000000000000
PA
USD
178862.500000000000
0.0436680769
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.500000000000
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAR1
618000.000000000000
PA
USD
533393.700000000000
0.1302244859
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
2.328000000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAC3
400000.000000000000
PA
USD
345914.400000000000
0.0844526752
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.500000000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BS3
1898000.000000000000
PA
USD
1563558.810000000000
0.3817323718
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.300000000000
N
N
N
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAE2
1894000.000000000000
PA
USD
1444107.190000000000
0.3525690618
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.400000000000
N
N
N
N
N
N
SHEA HOMES LP/FNDG CP
N/A
Shea Homes LP / Shea Homes Funding Corp
82088KAK4
75000.000000000000
PA
USD
65952.110000000000
0.0161017643
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.750000000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AC1
358479.480000000000
PA
USD
337574.530000000000
0.0824165520
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
3.510000000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-2 Receivables Funding LLC
82652MAA8
309435.720000000000
PA
USD
297569.140000000000
0.0726495050
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
2.590000000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2021-2 Receivables Funding LLC
82652RAA7
268393.030000000000
PA
USD
251206.510000000000
0.0613303806
Long
ABS-O
CORP
US
N
2
2038-09-20
Fixed
1.350000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
315000.000000000000
PA
USD
256292.310000000000
0.0625720445
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.125000000000
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
3208090.000000000000
PA
USD
3117626.480000000000
0.7611475455
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.500000000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SoFi Consumer Loan Program 2023-1S Trust
83407EAA2
440000.000000000000
PA
USD
439825.500000000000
0.1073804389
Long
ABS-O
CORP
US
N
2
2031-05-15
Fixed
5.810000000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AV6
150000.000000000000
PA
USD
103518.000000000000
0.0252732238
Long
DBT
NUSS
ZA
N
2
2046-10-12
Fixed
5.000000000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CU9
313000.000000000000
PA
USD
310427.870000000000
0.0757888775
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
2.950000000000
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
800000.000000000000
PA
USD
797033.020000000000
0.1945902534
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.250000000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
130000.000000000000
PA
USD
116894.540000000000
0.0285390161
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.750000000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AZ2
148000.000000000000
PA
USD
123556.350000000000
0.0301654522
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.550000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CBF0
571557.560000000000
PA
USD
514376.440000000000
0.1255815497
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CCH5
86246.360000000000
PA
USD
77586.870000000000
0.0189423127
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFN9
59268.580000000000
PA
USD
58168.040000000000
0.0142013359
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJD7
77836.680000000000
PA
USD
71798.760000000000
0.0175291846
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CKW3
16173.310000000000
PA
USD
15743.690000000000
0.0038437161
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPF5
490010.180000000000
PA
USD
468260.520000000000
0.1143226579
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR89
107107.510000000000
PA
USD
99311.350000000000
0.0242461984
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUC6
208349.720000000000
PA
USD
203633.980000000000
0.0497158672
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2L5
654165.140000000000
PA
USD
534602.760000000000
0.1305196698
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2M3
358292.380000000000
PA
USD
304277.050000000000
0.0742871961
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2N1
795309.900000000000
PA
USD
702053.170000000000
0.1714015616
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3H3
2369289.310000000000
PA
USD
2011730.120000000000
0.4911503841
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3K6
234872.040000000000
PA
USD
214594.970000000000
0.0523919192
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4X7
343838.760000000000
PA
USD
280336.490000000000
0.0684422694
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6B3
92629.590000000000
PA
USD
75654.260000000000
0.0184704790
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7F3
435364.660000000000
PA
USD
369385.420000000000
0.0901829669
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DNJ7
143709.750000000000
PA
USD
132132.850000000000
0.0322593470
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSK9
547583.260000000000
PA
USD
487830.320000000000
0.1191004930
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DT44
292556.920000000000
PA
USD
284961.650000000000
0.0695714711
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTS1
464129.770000000000
PA
USD
411105.950000000000
0.1003687539
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DV74
200356.710000000000
PA
USD
163968.330000000000
0.0400317654
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
2386800.990000000000
PA
USD
1953563.240000000000
0.4769493314
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWS7
672569.280000000000
PA
USD
570207.050000000000
0.1392122178
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXL1
428488.600000000000
PA
USD
363011.140000000000
0.0886267293
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYC0
276423.500000000000
PA
USD
234582.710000000000
0.0572717916
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYD8
809724.610000000000
PA
USD
715622.050000000000
0.1747143124
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYX4
693880.380000000000
PA
USD
567281.470000000000
0.1384979571
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYY2
456628.500000000000
PA
USD
387931.740000000000
0.0947109263
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUX5
1162000.000000000000
PA
USD
1160729.590000000000
0.2833843259
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
7.384130000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
235000.000000000000
PA
USD
218719.200000000000
0.0533988222
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.875000000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM3 Trust
36167VAA2
112609.040000000000
PA
USD
105348.450000000000
0.0257201158
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.686000000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-NQM5 Trust
36168KAA5
886656.540000000000
PA
USD
698397.460000000000
0.1705090446
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
1.262000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M2Q2
32083.630000000000
PA
USD
30268.750000000000
0.0073899118
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MX47
23571.290000000000
PA
USD
22237.520000000000
0.0054291410
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NBB3
22901.600000000000
PA
USD
21606.040000000000
0.0052749694
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB89
39543.340000000000
PA
USD
36969.780000000000
0.0090259232
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
15338.750000000000
PA
USD
14323.670000000000
0.0034970277
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TAK1
62347.220000000000
PA
USD
58208.650000000000
0.0142112506
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCX1
86093.730000000000
PA
USD
80409.150000000000
0.0196313534
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TEZ4
57879.560000000000
PA
USD
54019.220000000000
0.0131884294
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNR2
43800.630000000000
PA
USD
40904.910000000000
0.0099866588
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V4X5
229900.580000000000
PA
USD
213439.580000000000
0.0521098385
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V7D6
287684.510000000000
PA
USD
241893.910000000000
0.0590567719
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V7E4
289755.010000000000
PA
USD
252096.250000000000
0.0615476046
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VHT0
235836.980000000000
PA
USD
220541.570000000000
0.0538437416
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VKM1
17617.070000000000
PA
USD
16362.040000000000
0.0039946821
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VKN9
79538.130000000000
PA
USD
75811.180000000000
0.0185087899
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5E4
655606.500000000000
PA
USD
619990.000000000000
0.1513663904
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
4.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W7L6
97193.810000000000
PA
USD
89428.790000000000
0.0218334379
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBX5
293412.190000000000
PA
USD
247614.270000000000
0.0604533593
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBY3
718740.810000000000
PA
USD
625239.100000000000
0.1526479228
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDQ8
836405.450000000000
PA
USD
705419.330000000000
0.1722233869
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDR6
794532.480000000000
PA
USD
691535.370000000000
0.1688337114
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFG8
292604.490000000000
PA
USD
254227.610000000000
0.0620679618
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG36
611668.710000000000
PA
USD
531156.570000000000
0.1296783056
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJR0
401531.690000000000
PA
USD
348492.060000000000
0.0850819936
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WNE4
898176.060000000000
PA
USD
779113.390000000000
0.1902152962
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WP93
292947.790000000000
PA
USD
246056.470000000000
0.0600730329
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WTX6
369447.040000000000
PA
USD
310002.680000000000
0.0756850702
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBU9
907545.700000000000
PA
USD
880414.210000000000
0.2149472104
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
4.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDD5
196958.350000000000
PA
USD
186257.810000000000
0.0454735921
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDE3
1158957.300000000000
PA
USD
1124299.770000000000
0.2744902303
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFH4
548590.360000000000
PA
USD
532180.650000000000
0.1299283279
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFJ0
641982.330000000000
PA
USD
635730.470000000000
0.1552093203
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
5.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XHY5
743028.440000000000
PA
USD
720802.680000000000
0.1759791284
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLJ3
522037.550000000000
PA
USD
524853.220000000000
0.1281393851
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XQW9
474008.650000000000
PA
USD
469392.580000000000
0.1145990427
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
5.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XQX7
349398.890000000000
PA
USD
351283.410000000000
0.0857634829
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
5.500000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300V3F4KBEWHAZP46
GS Mortgage Securities Trust 2014-GC26
36250HAG8
1711710.690000000000
PA
USD
20942.610000000000
0.0051129974
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
.934787000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust 2015-GC34
36250VAE2
69865.440000000000
PA
USD
67492.500000000000
0.0164778401
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.278000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC18
36252RAT6
3172260.990000000000
PA
USD
17362.740000000000
0.0042389962
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Variable
1.020683000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAS6
449000.000000000000
PA
USD
365421.480000000000
0.0892151976
Long
ABS-MBS
CORP
US
N
2
2052-09-10
Variable
3.692603000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC47
36258RBA0
73000.000000000000
PA
USD
61105.180000000000
0.0149184189
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Fixed
2.377200000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
1448000.000000000000
PA
USD
1465044.220000000000
0.3576806969
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.125000000000
N
N
N
N
N
iShares Core U.S. Aggregate Bo
549300F7VSXTKBGHJE47
iShares Core U.S. Aggregate Bond ETF
464287226
2294.000000000000
NS
USD
223229.140000000000
0.0544998938
Long
EC
RF
US
N
1
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AQ8
525000.000000000000
PA
USD
447922.190000000000
0.1093571913
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
2.950000000000
N
N
N
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCD0
933156.890000000000
PA
USD
884940.950000000000
0.2160523835
Long
ABS-CBDO
CORP
US
N
2
2029-02-26
Fixed
.760000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRL6
480000.000000000000
PA
USD
477450.330000000000
0.1165662882
Long
DBT
CORP
US
N
2
2023-05-18
Fixed
2.700000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRV4
1658000.000000000000
PA
USD
1542713.190000000000
0.3766430538
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.950000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
1535000.000000000000
PA
USD
1243329.800000000000
0.3035506119
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.580000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO
46655AAE8
501000.000000000000
PA
USD
414348.690000000000
0.1011604470
Long
ABS-MBS
CORP
US
N
2
2039-01-05
Fixed
3.376500000000
N
N
N
N
N
N
JAPAN INT'L COOP AGENCY
254900XEIG78M2AJB031
Japan International Cooperation Agency
47109LAF1
790000.000000000000
PA
USD
739364.990000000000
0.1805109916
Long
DBT
CORP
JP
N
2
2027-05-25
Fixed
3.250000000000
N
N
N
N
N
N
ZIFF DAVIS INC
5493008OJYGLHD7MXA18
Ziff Davis Inc
48123VAF9
255000.000000000000
PA
USD
215322.000000000000
0.0525694187
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.625000000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BS4
755000.000000000000
PA
USD
745028.220000000000
0.1818936311
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.150000000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAH4
1745000.000000000000
PA
USD
1577564.530000000000
0.3851517741
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.550000000000
N
N
N
N
N
N
KORN/FERRY INTERNATIONAL
549300FOD20OM0GT5G40
Korn Ferry
50067PAA7
100000.000000000000
PA
USD
92629.590000000000
0.0226148917
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.625000000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JT2
740000.000000000000
PA
USD
701412.570000000000
0.1712451634
Long
DBT
CORP
DE
N
2
2027-05-20
Fixed
3.000000000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CH9
1225000.000000000000
PA
USD
1212850.820000000000
0.2961093738
Long
DBT
CORP
US
N
2
2063-02-27
Fixed
4.950000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
145000.000000000000
PA
USD
130278.880000000000
0.0318067127
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.750000000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BW8
375000.000000000000
PA
USD
384239.810000000000
0.0938095664
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.250000000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AD4
205000.000000000000
PA
USD
155559.130000000000
0.0379787158
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.500000000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAX8
1243000.000000000000
PA
USD
974095.600000000000
0.2378188920
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.593000000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AQ4
75000.000000000000
PA
USD
66394.040000000000
0.0162096585
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.950000000000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust 2019-LIFE
12482HAG9
978000.000000000000
PA
USD
971905.500000000000
0.2372841938
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
5.838000000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
298000.000000000000
PA
USD
239472.800000000000
0.0584656742
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.250000000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
328000.000000000000
PA
USD
291628.440000000000
0.0711991230
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.670000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCE1
106079.620000000000
PA
USD
96723.390000000000
0.0236143654
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDJ9
682312.110000000000
PA
USD
578850.820000000000
0.1413225361
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE74
678413.740000000000
PA
USD
667392.560000000000
0.1629394067
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEC3
335170.550000000000
PA
USD
323189.470000000000
0.0789045363
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEE9
661899.780000000000
PA
USD
651147.150000000000
0.1589731991
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWF57
941093.710000000000
PA
USD
925804.810000000000
0.2260290202
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWF65
644500.280000000000
PA
USD
644148.540000000000
0.1572645355
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFH1
389320.260000000000
PA
USD
389356.290000000000
0.0950587206
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWGH0
154367.770000000000
PA
USD
154281.540000000000
0.0376668008
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GD6M9
23134.460000000000
PA
USD
22998.000000000000
0.0056148071
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GDJ60
3599.000000000000
PA
USD
3577.780000000000
0.0008734909
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AXXR9
1745337.020000000000
PA
USD
193087.510000000000
0.0471410175
Long
ABS-MBS
USGSE
US
N
2
2043-01-15
Floating
1.562140000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BDSS6
188169.470000000000
PA
USD
35495.970000000000
0.0086661024
Long
ABS-MBS
USGSE
US
N
2
2044-09-15
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BHTM9
1933847.840000000000
PA
USD
350379.190000000000
0.0855427237
Long
ABS-MBS
USGSE
US
N
2
2043-08-15
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFMW4
16025.930000000000
PA
USD
15931.470000000000
0.0038895613
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GJYA1
16773.220000000000
PA
USD
16209.310000000000
0.0039573941
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BNZ56
416835.090000000000
PA
USD
40659.890000000000
0.0099268388
Long
ABS-MBS
USGSE
US
N
2
2046-04-15
Floating
1.462140000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BPDJ5
427570.100000000000
PA
USD
43893.020000000000
0.0107161857
Long
ABS-MBS
USGSE
US
N
2
2046-05-15
Floating
1.412140000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BS4F7
999322.470000000000
PA
USD
107044.620000000000
0.0261342243
Long
ABS-MBS
USGSE
US
N
2
2046-09-15
Floating
1.412140000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BSLA9
926519.860000000000
PA
USD
106927.430000000000
0.0261056132
Long
ABS-MBS
USGSE
US
N
2
2046-10-15
Floating
1.412140000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BULW6
393229.020000000000
PA
USD
40242.270000000000
0.0098248797
Long
ABS-MBS
USGSE
US
N
2
2047-01-15
Floating
1.412140000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEX3
225000.000000000000
PA
USD
202238.550000000000
0.0493751823
Long
DBT
USGSE
US
N
2
2025-09-23
Fixed
.375000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GUKR4
10386.110000000000
PA
USD
9763.940000000000
0.0023838003
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GVKH4
14065.070000000000
PA
USD
13222.460000000000
0.0032281747
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHP3
1985000.000000000000
PA
USD
148437.900000000000
0.0362401153
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Variable
1.392309000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FW3A6
2575378.000000000000
PA
USD
374097.090000000000
0.0913332895
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0RL5
668013.750000000000
PA
USD
673693.070000000000
0.1644776339
Long
ABS-MBS
CORP
US
N
2
2030-04-25
Floating
6.967000000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0TH2
299105.350000000000
PA
USD
298218.620000000000
0.0728080712
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
6.417000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HMP96
29430.030000000000
PA
USD
27654.460000000000
0.0067516505
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J9U71
12209.820000000000
PA
USD
11465.340000000000
0.0027991857
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UD9
624713.680000000000
PA
USD
630362.400000000000
0.1538987421
Long
ABS-MBS
CORP
US
N
2
2030-09-25
Floating
6.917000000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0WC9
96903.020000000000
PA
USD
96703.540000000000
0.0236095192
Long
ABS-MBS
CORP
US
N
2
2032-10-25
Floating
4.617000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A5MA7
74791.060000000000
PA
USD
71907.220000000000
0.0175556643
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A9GD0
900.370000000000
PA
USD
874.720000000000
0.0002135570
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AYBQ1
15816.120000000000
PA
USD
14852.230000000000
0.0036260721
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E2JY2
4888.210000000000
PA
USD
4590.080000000000
0.0011206372
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EBJN6
19838.480000000000
PA
USD
18628.590000000000
0.0045480450
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EBP66
29989.320000000000
PA
USD
28832.500000000000
0.0070392610
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JA6M2
20690.460000000000
PA
USD
19426.740000000000
0.0047429080
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JM2M0
25841.100000000000
PA
USD
24260.140000000000
0.0059229501
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JM5S4
16044.680000000000
PA
USD
15074.770000000000
0.0036804037
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L5R62
13713.610000000000
PA
USD
13171.030000000000
0.0032156184
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L7CJ6
14950.020000000000
PA
USD
14352.170000000000
0.0035039858
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L7F95
207484.260000000000
PA
USD
198072.340000000000
0.0483580302
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EENK1
9866.130000000000
PA
USD
9264.510000000000
0.0022618678
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EG2Z6
25397.090000000000
PA
USD
24533.230000000000
0.0059896232
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L8RZ2
29893.900000000000
PA
USD
29190.920000000000
0.0071267669
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M63W8
11715.600000000000
PA
USD
11562.420000000000
0.0028228871
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGCB8
9719.270000000000
PA
USD
9650.810000000000
0.0023561804
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGHX5
5351.280000000000
PA
USD
5161.280000000000
0.0012600918
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M6W48
4208.400000000000
PA
USD
4052.520000000000
0.0009893955
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132MAVH1
17244.740000000000
PA
USD
16560.680000000000
0.0040431787
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHWH1
3835.490000000000
PA
USD
3808.470000000000
0.0009298123
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKGF6
21856.540000000000
PA
USD
20514.400000000000
0.0050084528
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QQJP8
11691.550000000000
PA
USD
11101.070000000000
0.0027102516
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QRYX2
10284.320000000000
PA
USD
9606.130000000000
0.0023452721
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EL5L3
11533.990000000000
PA
USD
11357.780000000000
0.0027729256
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELDU4
14623.760000000000
PA
USD
13723.070000000000
0.0033503953
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QVMX6
22785.280000000000
PA
USD
21874.140000000000
0.0053404242
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QWPU7
3857.890000000000
PA
USD
3598.280000000000
0.0008784959
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELPP2
28367.750000000000
PA
USD
28167.910000000000
0.0068770059
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EN4H9
14106.260000000000
PA
USD
13880.430000000000
0.0033888137
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QWWE5
85081.760000000000
PA
USD
79343.530000000000
0.0193711894
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WDMZ4
27785.700000000000
PA
USD
25868.470000000000
0.0063156130
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPEE0
23158.580000000000
PA
USD
22207.520000000000
0.0054218167
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPG65
83391.720000000000
PA
USD
79992.320000000000
0.0195295871
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQDL3
16680.400000000000
PA
USD
16398.090000000000
0.0040034834
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER6R6
1349740.650000000000
PA
USD
1253120.370000000000
0.3059409137
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WDYQ1
122068.770000000000
PA
USD
113614.390000000000
0.0277381895
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WEKW1
60396.450000000000
PA
USD
56309.070000000000
0.0137474809
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETDZ6
190001.630000000000
PA
USD
183572.190000000000
0.0448179160
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETJ98
468775.440000000000
PA
USD
449699.460000000000
0.1097910999
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETV52
110590.740000000000
PA
USD
106082.280000000000
0.0258992755
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LRK43
53521.320000000000
PA
USD
50257.830000000000
0.0122701113
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MCWD2
152740.550000000000
PA
USD
143412.550000000000
0.0350132099
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MRLL3
19784.120000000000
PA
USD
18568.820000000000
0.0045334526
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9GW4
34047.550000000000
PA
USD
31920.740000000000
0.0077932341
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9SV3
29880.890000000000
PA
USD
28922.360000000000
0.0070611998
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBYN9
11934.980000000000
PA
USD
11743.880000000000
0.0028671893
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCBV4
14513.900000000000
PA
USD
14281.410000000000
0.0034867102
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCZ97
9134.870000000000
PA
USD
8759.770000000000
0.0021386390
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGAM6
16078.080000000000
PA
USD
14977.040000000000
0.0036565436
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGDK7
184811.570000000000
PA
USD
177219.960000000000
0.0432670618
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGFE9
21573.010000000000
PA
USD
20078.880000000000
0.0049021236
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGX74
494114.150000000000
PA
USD
447529.450000000000
0.1092613065
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WH5S7
56576.770000000000
PA
USD
50875.830000000000
0.0124209919
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WJYR6
78955.180000000000
PA
USD
73895.860000000000
0.0180411774
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WK6R4
46884.710000000000
PA
USD
43577.040000000000
0.0106390414
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHAA0
6408.670000000000
PA
USD
6299.580000000000
0.0015380001
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHF64
451811.490000000000
PA
USD
421678.890000000000
0.1029500661
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHM66
101960.570000000000
PA
USD
91833.750000000000
0.0224205927
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHU34
95008.390000000000
PA
USD
88133.230000000000
0.0215171356
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJ6U7
7795.730000000000
PA
USD
7653.980000000000
0.0018686678
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJFK9
72650.300000000000
PA
USD
65303.450000000000
0.0159433983
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WKB49
60425.730000000000
PA
USD
58009.300000000000
0.0141625806
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WLHR0
3425.010000000000
PA
USD
3336.890000000000
0.0008146793
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJU22
23227.460000000000
PA
USD
22828.510000000000
0.0055734272
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WK4P7
36199.460000000000
PA
USD
33531.240000000000
0.0081864268
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WK4R3
52314.620000000000
PA
USD
50025.100000000000
0.0122132918
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKS22
39629.900000000000
PA
USD
36741.630000000000
0.0089702220
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WNDF3
14547.710000000000
PA
USD
13643.440000000000
0.0033309542
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WPG73
12895.550000000000
PA
USD
12108.820000000000
0.0029562870
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WP7A9
40353.130000000000
PA
USD
37433.220000000000
0.0091390690
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WPDE4
73439.500000000000
PA
USD
70274.890000000000
0.0171571419
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0BT4
30166.870000000000
PA
USD
28326.600000000000
0.0069157490
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X3EZ1
62899.720000000000
PA
USD
60501.360000000000
0.0147710003
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X4E89
5515.950000000000
PA
USD
5400.690000000000
0.0013185422
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X6TP0
27019.090000000000
PA
USD
26193.520000000000
0.0063949718
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y1DY8
108298.380000000000
PA
USD
104840.710000000000
0.0255961545
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y3XV8
7214.910000000000
PA
USD
6920.830000000000
0.0016896741
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AQ92
10021.780000000000
PA
USD
9878.950000000000
0.0024118792
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BLH7
111551.130000000000
PA
USD
107635.220000000000
0.0262784153
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YR3Y2
25798.770000000000
PA
USD
24086.770000000000
0.0058806230
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YR5Y0
44171.910000000000
PA
USD
41222.450000000000
0.0100641840
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YWJV0
11017.620000000000
PA
USD
10279.620000000000
0.0025097001
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YWKA4
236769.500000000000
PA
USD
227117.340000000000
0.0554491717
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31395Q3Q1
1272770.780000000000
PA
USD
236829.700000000000
0.0578203791
Long
ABS-MBS
USGSE
US
N
2
2043-08-25
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EU3B3
108036.520000000000
PA
USD
100654.710000000000
0.0245741708
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EYSC6
129613.640000000000
PA
USD
120736.970000000000
0.0294771195
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPDG1
46988.090000000000
PA
USD
44941.390000000000
0.0109721382
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPFH7
45673.400000000000
PA
USD
42321.130000000000
0.0103324194
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FRCM5
36930.660000000000
PA
USD
34185.410000000000
0.0083461380
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GVZY4
116018.520000000000
PA
USD
107212.380000000000
0.0261751818
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H1WJ5
45139.390000000000
PA
USD
41763.140000000000
0.0101961899
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H1WL0
48214.310000000000
PA
USD
44608.130000000000
0.0108907750
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HAXM7
67783.090000000000
PA
USD
62702.500000000000
0.0153083938
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.500000000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
1915000.000000000000
PA
USD
1653637.140000000000
0.4037243904
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.276000000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
265000.000000000000
PA
USD
219586.950000000000
0.0536106776
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.569000000000
N
N
N
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAG0
1085000.000000000000
PA
USD
1044055.190000000000
0.2548990555
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.000000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-LC15 Mortgage Trust
12591TAF3
1178573.510000000000
PA
USD
8142.650000000000
0.0019879733
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
1.045474000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BM60
72633.150000000000
PA
USD
67297.990000000000
0.0164303518
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BTY2
110157.780000000000
PA
USD
104554.640000000000
0.0255263124
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BY42
153484.270000000000
PA
USD
142661.850000000000
0.0348299316
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A0EW0
211332.340000000000
PA
USD
187698.560000000000
0.0458253415
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A1QB1
122404.640000000000
PA
USD
109145.030000000000
0.0266470253
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A2D64
162648.710000000000
PA
USD
144664.820000000000
0.0353189432
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A3GU6
189696.740000000000
PA
USD
170162.210000000000
0.0415439596
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A86T9
133081.080000000000
PA
USD
113236.970000000000
0.0276460449
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.500000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAD5
150029.960000000000
PA
USD
148377.830000000000
0.0362254497
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.472000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE16 Mortgage Trust
12591VAF8
1209383.020000000000
PA
USD
9394.490000000000
0.0022936016
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
.945160000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YBE4
853238.350000000000
PA
USD
7175.310000000000
0.0017518037
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
1.054700000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS6 Mortgage Trust
12592PBG7
1390079.100000000000
PA
USD
15229.010000000000
0.0037180604
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Variable
.834859000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HGL21
322690.410000000000
PA
USD
274612.660000000000
0.0670448347
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6E37
55316.410000000000
PA
USD
51937.860000000000
0.0126802793
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.500000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE21 Mortgage Trust
12592RBJ7
281514.000000000000
PA
USD
269965.990000000000
0.0659103815
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Fixed
3.987000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAU3
850000.000000000000
PA
USD
739649.180000000000
0.1805803747
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
3.016100000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAT0
476000.000000000000
PA
USD
432540.530000000000
0.1056018625
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.251000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300UFJ8EKD81Y8R30
CSAIL 2015-C1 Commercial Mortgage Trust
126281BE3
450000.000000000000
PA
USD
409919.180000000000
0.1000790119
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
4.043700000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
435000.000000000000
PA
USD
234193.130000000000
0.0571766782
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.625000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE17 Mortgage Trust
12631DBC6
1024449.660000000000
PA
USD
7748.630000000000
0.0018917759
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
.946874000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300D5DIOOMKWXVZ20
Csail 2015-C2 Commercial Mortgage Trust
12634NAV0
1402840.600000000000
PA
USD
16283.750000000000
0.0039755681
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Variable
.715797000000
N
N
N
N
N
N
CQP HOLDCO LP/BIP-V CHIN
N/A
CQP Holdco LP / BIP-V Chinook Holdco LLC
12657NAA8
155000.000000000000
PA
USD
135900.690000000000
0.0331792398
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J77C3
83958.460000000000
PA
USD
77691.470000000000
0.0189678501
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8KN2
85667.760000000000
PA
USD
81711.320000000000
0.0199492694
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.000000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DK3
560000.000000000000
PA
USD
459401.340000000000
0.1121597486
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.125000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DV9
1705000.000000000000
PA
USD
1643712.270000000000
0.4013013002
Long
DBT
CORP
US
N
2
2053-02-21
Fixed
5.625000000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ABJ68
187868.110000000000
PA
USD
159834.790000000000
0.0390225894
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ACV62
138599.150000000000
PA
USD
117903.100000000000
0.0287852492
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8LN1
79321.220000000000
PA
USD
73764.530000000000
0.0180091141
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J95H0
88328.360000000000
PA
USD
82028.000000000000
0.0200265847
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AKBN9
791673.170000000000
PA
USD
672766.830000000000
0.1642514986
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ALZ68
539900.170000000000
PA
USD
441224.220000000000
0.1077219270
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.000000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
310000.000000000000
PA
USD
279326.420000000000
0.0681956676
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.500000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BG6
95000.000000000000
PA
USD
98471.300000000000
0.0240411059
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J95J6
44678.170000000000
PA
USD
41468.120000000000
0.0101241627
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9SN2
54652.470000000000
PA
USD
48867.840000000000
0.0119307546
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.000000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
340000.000000000000
PA
USD
306595.000000000000
0.0748531080
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.625000000000
N
N
N
N
N
Cedar Funding Ltd
549300PQ60B57EBTK013
Cedar Funding VI CLO Ltd
15032DAR2
1480000.000000000000
PA
USD
1439818.000000000000
0.3515218849
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
5.857710000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ANKU7
451841.040000000000
PA
USD
383550.550000000000
0.0936412882
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ANV43
696804.800000000000
PA
USD
591359.160000000000
0.1443763632
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
1335000.000000000000
PA
USD
840936.480000000000
0.2053089880
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.900000000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CL6
775000.000000000000
PA
USD
600131.450000000000
0.1465180589
Long
DBT
CORP
US
N
2
2063-04-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAHF0
90630.970000000000
PA
USD
84541.570000000000
0.0206402559
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBCV8
51643.930000000000
PA
USD
50572.910000000000
0.0123470360
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBS66
64899.600000000000
PA
USD
58130.970000000000
0.0141922855
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCCH7
359531.820000000000
PA
USD
340235.730000000000
0.0830662661
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.000000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JC6
890000.000000000000
PA
USD
853898.760000000000
0.2084736416
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.300000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
1115000.000000000000
PA
USD
1037496.020000000000
0.2532976783
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.200000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
835000.000000000000
PA
USD
785230.210000000000
0.1917086767
Long
DBT
CORP
US
N
2
2028-01-10
Variable
3.887000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LS8
455000.000000000000
PA
USD
416789.560000000000
0.1017563690
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.520000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
495000.000000000000
PA
USD
421695.820000000000
0.1029541994
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.976000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-GC11
17320DAQ1
455000.000000000000
PA
USD
453773.140000000000
0.1107856614
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
3.732000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-GC17
17321RAJ5
145000.000000000000
PA
USD
142368.250000000000
0.0347582511
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
5.095000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC25
17322YAJ9
1277882.210000000000
PA
USD
14177.720000000000
0.0034613950
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Variable
.944265000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAG2
896341.780000000000
PA
USD
16661.290000000000
0.0040677419
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
1.306364000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAM5
1610000.000000000000
PA
USD
1415191.370000000000
0.3455094588
Long
DBT
CORP
US
N
2
2027-01-28
Variable
1.122000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QD7D0
81535.810000000000
PA
USD
72254.650000000000
0.0176404870
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDDZ4
73998.920000000000
PA
USD
65698.150000000000
0.0160397616
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.000000000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BQ7
590000.000000000000
PA
USD
580582.580000000000
0.1417453337
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.000000000000
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
570000.000000000000
PA
USD
430480.070000000000
0.1050988150
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.000000000000
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
1711000.000000000000
PA
USD
1636714.560000000000
0.3995928563
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.150000000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
377000.000000000000
PA
USD
321474.500000000000
0.0784858379
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.250000000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDE91
578649.360000000000
PA
USD
531865.130000000000
0.1298512958
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDJN5
280586.940000000000
PA
USD
248995.930000000000
0.0607906823
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R03
20753XAB0
1065000.000000000000
PA
USD
1078602.610000000000
0.2633335759
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
7.984130000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAB5
1435000.000000000000
PA
USD
1400875.410000000000
0.3420143134
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
6.384130000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDJQ8
118766.690000000000
PA
USD
105235.270000000000
0.0256924837
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDP57
113401.910000000000
PA
USD
102340.820000000000
0.0249858232
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R07
20754MBZ9
569706.160000000000
PA
USD
580787.800000000000
0.1417954368
Long
ABS-MBS
CORP
US
N
2
2042-06-25
Floating
7.442490000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R07
20754MCB1
1005000.000000000000
PA
USD
1073086.940000000000
0.2619869621
Long
ABS-MBS
CORP
US
N
2
2042-06-25
Floating
9.142490000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAB2
480000.000000000000
PA
USD
469256.830000000000
0.1145659003
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
6.034130000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R02
20755AAB8
731849.720000000000
PA
USD
737215.280000000000
0.1799861544
Long
ABS-MBS
CORP
US
N
2
2043-01-25
Floating
6.792490000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AQ3S4
378313.890000000000
PA
USD
321244.580000000000
0.0784297045
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AQUB1
602009.700000000000
PA
USD
512398.910000000000
0.1250987491
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R08
20755DAA4
1657535.710000000000
PA
USD
1675193.440000000000
0.4089872162
Long
ABS-MBS
CORP
US
N
2
2042-07-25
Floating
7.034130000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H050631
1500000.000000000000
PA
USD
1482723.750000000000
0.3619970353
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
5.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H052637
1335000.000000000000
PA
USD
1340254.320000000000
0.3272140818
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
5.500000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
560000.000000000000
PA
USD
444501.840000000000
0.1085221359
Long
DBT
CORP
CH
N
2
2031-04-01
Variable
4.194000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
830000.000000000000
PA
USD
584556.320000000000
0.1427154956
Long
DBT
CORP
CH
N
2
2032-05-14
Variable
3.091000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AZ1
950000.000000000000
PA
USD
848866.040000000000
0.2072449368
Long
DBT
CORP
CH
N
2
2033-08-12
Variable
6.537000000000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBH2
439000.000000000000
PA
USD
399987.340000000000
0.0976542200
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.241000000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BC0
607000.000000000000
PA
USD
539652.210000000000
0.1317524590
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.400000000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
125000.000000000000
PA
USD
106995.600000000000
0.0261222564
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125000000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BD6
986000.000000000000
PA
USD
1023106.680000000000
0.2497846176
Long
DBT
CORP
US
N
2
2029-10-16
Fixed
5.375000000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
289000.000000000000
PA
USD
288826.030000000000
0.0705149335
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.450000000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAH9
1140000.000000000000
PA
USD
1157359.810000000000
0.2825616168
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.200000000000
N
N
N
N
N
DEVELOPMENT BK OF JAPAN
5493001HGBABMWFZUI25
Development Bank of Japan Inc
25159MBA4
260000.000000000000
PA
USD
200919.590000000000
0.0490531671
Long
DBT
CORP
JP
N
2
2030-08-27
Fixed
1.000000000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
1310000.000000000000
PA
USD
1098305.600000000000
0.2681439284
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.125000000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXL9
22907.010000000000
PA
USD
21990.880000000000
0.0053689255
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXX3
4107.530000000000
PA
USD
3828.360000000000
0.0009346684
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJY95
37044.430000000000
PA
USD
36425.030000000000
0.0088929262
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYC8
19375.910000000000
PA
USD
18187.530000000000
0.0044403632
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ATPD7
281377.670000000000
PA
USD
238749.830000000000
0.0582891659
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5NK4
672779.130000000000
PA
USD
573266.790000000000
0.1399592327
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BDPY5
1221179.830000000000
PA
USD
1147709.490000000000
0.2802055560
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BEXY4
631307.780000000000
PA
USD
593026.150000000000
0.1447833477
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDXQ2
1125452.310000000000
PA
USD
1002260.150000000000
0.2446950775
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLD94
260142.360000000000
PA
USD
220826.370000000000
0.0539132736
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BFCK4
341661.130000000000
PA
USD
320896.770000000000
0.0783447890
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BFWT3
890839.420000000000
PA
USD
858934.660000000000
0.2097031227
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BGVS4
259389.580000000000
PA
USD
250103.690000000000
0.0610611345
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BKM63
879978.200000000000
PA
USD
826404.150000000000
0.2017610174
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BUH42
647282.490000000000
PA
USD
647141.120000000000
0.1579951538
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJ2R2
266835.040000000000
PA
USD
236145.610000000000
0.0576533631
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJJP8
176776.380000000000
PA
USD
150882.640000000000
0.0368369822
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KLA49
275425.280000000000
PA
USD
235080.080000000000
0.0573932211
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMQG3
729204.430000000000
PA
USD
618884.190000000000
0.1510964143
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNNB5
224898.960000000000
PA
USD
211414.880000000000
0.0516155216
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133USGS4
388059.020000000000
PA
USD
345187.380000000000
0.0842751782
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FNMA PRIN STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Principal Strip
31358DJP0
1370000.000000000000
PA
USD
710019.670000000000
0.1733465290
Long
DBT
USGSE
US
N
2
2037-07-15
Fixed
.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05Q2
575000.000000000000
PA
USD
456085.070000000000
0.1113501036
Long
DBT
USGSE
US
N
2
2030-08-05
Fixed
.875000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05Y5
745000.000000000000
PA
USD
639268.040000000000
0.1560729942
Long
DBT
USGSE
US
N
2
2027-10-08
Fixed
.750000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G06G3
255000.000000000000
PA
USD
228653.660000000000
0.0558242539
Long
DBT
USGSE
US
N
2
2025-11-07
Fixed
.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A7BP6
1493297.360000000000
PA
USD
146286.100000000000
0.0357147678
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
1.433000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A7FD9
903909.970000000000
PA
USD
95571.580000000000
0.0233331587
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
1.383000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABT94
960411.340000000000
PA
USD
105326.010000000000
0.0257146372
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Floating
1.483000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACYT2
1046270.160000000000
PA
USD
103263.620000000000
0.0252111186
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Floating
1.483000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AMCR8
1603339.010000000000
PA
USD
181713.300000000000
0.0443640805
Long
ABS-MBS
USGSE
US
N
2
2045-01-25
Floating
1.533000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYE4
26827.360000000000
PA
USD
26428.630000000000
0.0064523723
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ANPZ4
930061.990000000000
PA
USD
101933.400000000000
0.0248863543
Long
ABS-MBS
USGSE
US
N
2
2045-05-25
Floating
1.583000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ASF76
605193.890000000000
PA
USD
56452.180000000000
0.0137824202
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
1.233000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0YS9
1189902.740000000000
PA
USD
225557.840000000000
0.0550684302
Long
ABS-MBS
USGSE
US
N
2
2048-02-25
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BBFJ6
1092524.930000000000
PA
USD
229420.070000000000
0.0560113677
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUZ36
940703.680000000000
PA
USD
174511.730000000000
0.0426058656
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AV4Y0
911941.560000000000
PA
USD
90801.570000000000
0.0221685929
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Floating
1.612140000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WAEQ6
24616.970000000000
PA
USD
23677.920000000000
0.0057808050
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WAPT8
10087.420000000000
PA
USD
9925.920000000000
0.0024233466
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WAWV5
17088.360000000000
PA
USD
16436.520000000000
0.0040128659
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9XH9
65952.960000000000
PA
USD
59449.740000000000
0.0145142543
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JANA2
97214.540000000000
PA
USD
90305.280000000000
0.0220474270
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JWNT3
153621.860000000000
PA
USD
136406.320000000000
0.0333026860
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K1Z66
67240.810000000000
PA
USD
59809.400000000000
0.0146020629
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K45H9
81835.700000000000
PA
USD
72750.700000000000
0.0177615943
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K8SN2
127532.190000000000
PA
USD
113063.020000000000
0.0276035762
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K9KM0
338604.810000000000
PA
USD
301183.300000000000
0.0735318779
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEFG8
184311.100000000000
PA
USD
163407.340000000000
0.0398948035
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEFX1
34639.420000000000
PA
USD
33732.880000000000
0.0082356559
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEPA0
342192.070000000000
PA
USD
291138.310000000000
0.0710794611
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KKF66
99379.600000000000
PA
USD
88067.330000000000
0.0215010465
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KKHR8
187592.890000000000
PA
USD
161289.440000000000
0.0393777324
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KYMT8
754439.800000000000
PA
USD
648399.040000000000
0.1583022665
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L6UV4
694329.780000000000
PA
USD
589873.470000000000
0.1440136420
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LNPB7
296868.950000000000
PA
USD
252067.470000000000
0.0615405782
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LPPZ9
759284.750000000000
PA
USD
644938.810000000000
0.1574574746
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LQXS4
431007.540000000000
PA
USD
366026.100000000000
0.0893628115
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LRT73
773036.520000000000
PA
USD
656131.410000000000
0.1601900726
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LWB97
462171.720000000000
PA
USD
392557.180000000000
0.0958401964
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MATZ7
551626.250000000000
PA
USD
518893.480000000000
0.1266843547
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MF4H3
266759.230000000000
PA
USD
257208.920000000000
0.0627958286
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MF4U4
531202.810000000000
PA
USD
498858.490000000000
0.1217929465
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MFZY2
691126.180000000000
PA
USD
680058.290000000000
0.1660316595
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MHS59
206891.570000000000
PA
USD
176225.810000000000
0.0430243468
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MHSH3
510386.460000000000
PA
USD
433076.650000000000
0.1057327526
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MM5R5
695667.800000000000
PA
USD
670761.740000000000
0.1637619693
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MMZZ4
723840.330000000000
PA
USD
712299.360000000000
0.1739031000
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MRBE6
410296.780000000000
PA
USD
397064.310000000000
0.0969405819
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MSKP9
779139.130000000000
PA
USD
766590.200000000000
0.1871578436
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MX4S0
892234.260000000000
PA
USD
877828.620000000000
0.2143159560
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7B89
40319.190000000000
PA
USD
38517.080000000000
0.0094036861
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7TR8
49787.670000000000
PA
USD
48882.340000000000
0.0119342947
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q83U7
61177.630000000000
PA
USD
59887.820000000000
0.0146212086
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8K87
35156.680000000000
PA
USD
34316.220000000000
0.0083780744
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8V51
22095.700000000000
PA
USD
20446.400000000000
0.0049918511
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAG87
181564.690000000000
PA
USD
162234.010000000000
0.0396083429
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLEL6
322565.630000000000
PA
USD
273935.180000000000
0.0668794326
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMZN7
139716.720000000000
PA
USD
118837.780000000000
0.0290134450
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNE24
1333305.060000000000
PA
USD
1089413.530000000000
0.2659729893
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QP3N5
715288.470000000000
PA
USD
703685.900000000000
0.1718001817
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPAY3
479880.520000000000
PA
USD
451259.280000000000
0.1101719194
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPK48
523639.620000000000
PA
USD
491918.660000000000
0.1200986337
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X3BJ6
91529.340000000000
PA
USD
82899.910000000000
0.0202394557
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4DE3
205287.740000000000
PA
USD
184026.690000000000
0.0449288792
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4EZ5
147411.840000000000
PA
USD
144509.240000000000
0.0352809594
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4LV6
72122.640000000000
PA
USD
66705.440000000000
0.0162856847
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4QY5
32252.950000000000
PA
USD
29210.340000000000
0.0071315081
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4TZ9
64674.920000000000
PA
USD
58758.870000000000
0.0143455831
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4XA9
204953.310000000000
PA
USD
184551.090000000000
0.0450569079
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5PZ0
110239.140000000000
PA
USD
98970.980000000000
0.0241630994
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5UK7
124130.360000000000
PA
USD
111131.450000000000
0.0271319964
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6GF2
204041.450000000000
PA
USD
183894.380000000000
0.0448965766
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6GZ8
446395.870000000000
PA
USD
404406.720000000000
0.0987331819
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7AV1
93999.870000000000
PA
USD
91234.880000000000
0.0222743826
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7PD5
415864.130000000000
PA
USD
384707.780000000000
0.0939238181
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7Y86
173894.380000000000
PA
USD
154676.320000000000
0.0377631837
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X84A2
190314.620000000000
PA
USD
155690.120000000000
0.0380106961
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8NL7
429609.490000000000
PA
USD
411962.790000000000
0.1005779456
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8NM5
372560.880000000000
PA
USD
355870.600000000000
0.0868834145
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8VA2
586853.550000000000
PA
USD
544842.370000000000
0.1330196017
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9SM8
565393.780000000000
PA
USD
523329.460000000000
0.1277673694
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XA7B2
489004.700000000000
PA
USD
415438.090000000000
0.1014264167
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBJV3
21813.720000000000
PA
USD
21360.350000000000
0.0052149858
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBNJ5
569696.600000000000
PA
USD
524508.820000000000
0.1280553022
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBS43
491221.960000000000
PA
USD
419204.450000000000
0.1023459482
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCCQ9
795703.500000000000
PA
USD
675447.360000000000
0.1649059320
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCJE9
359077.710000000000
PA
USD
305502.370000000000
0.0745863498
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCLC0
763670.970000000000
PA
USD
648643.130000000000
0.1583618594
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDER3
129306.190000000000
PA
USD
126449.610000000000
0.0308718222
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFD32
562623.310000000000
PA
USD
460324.890000000000
0.1123852272
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGWL9
344083.980000000000
PA
USD
292806.680000000000
0.0714867824
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XH3M7
685134.130000000000
PA
USD
660589.440000000000
0.1612784707
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XKBL3
346840.330000000000
PA
USD
341259.200000000000
0.0833161394
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LDP4
5826.490000000000
PA
USD
5785.450000000000
0.0014124787
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WRK0
24135.080000000000
PA
USD
23965.110000000000
0.0058509205
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416YKN7
8086.260000000000
PA
USD
7957.390000000000
0.0019427433
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416YRQ3
6559.350000000000
PA
USD
6513.140000000000
0.0015901393
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417EZ79
12394.430000000000
PA
USD
11631.830000000000
0.0028398331
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GBQ8
38039.720000000000
PA
USD
35699.230000000000
0.0087157270
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GJE7
34015.210000000000
PA
USD
31884.460000000000
0.0077843766
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YDA2
2760.650000000000
PA
USD
2716.860000000000
0.0006633031
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YR82
263.230000000000
PA
USD
261.370000000000
0.0000638117
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AX60
14775.150000000000
PA
USD
13849.100000000000
0.0033811647
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BD86
12117.460000000000
PA
USD
11923.390000000000
0.0029110155
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZW5
909057.990000000000
PA
USD
772153.770000000000
0.1885161518
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED80
695077.890000000000
PA
USD
653043.990000000000
0.1594362998
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDE7
478121.220000000000
PA
USD
435918.040000000000
0.1064264588
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE63
335122.480000000000
PA
USD
323142.950000000000
0.0788931788
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ76
729791.750000000000
PA
USD
717935.870000000000
0.1752792160
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ELY4
1128080.890000000000
PA
USD
1128170.900000000000
0.2754353406
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EP38
700000.000000000000
PA
USD
700033.730000000000
0.1709085289
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EPD6
647012.770000000000
PA
USD
646651.360000000000
0.1578755822
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BBY0
20680.070000000000
PA
USD
20534.400000000000
0.0050133357
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419KVG7
9364.200000000000
PA
USD
8789.750000000000
0.0021459584
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
3.500000000000
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V336
2376992.470000000000
NS
USD
2376992.470000000000
0.5803267312
Long
STIV
RF
US
N
1
N
N
N
FIVE 2023-V1
N/A
FIVE 2023-V1 Mortgage Trust
337964AG5
315000.000000000000
PA
USD
306453.580000000000
0.0748185813
Long
ABS-MBS
CORP
US
N
2
2056-02-10
Variable
6.405400000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
90000.000000000000
PA
USD
65788.780000000000
0.0160618883
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.750000000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
310000.000000000000
PA
USD
283650.000000000000
0.0692512405
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.113000000000
N
N
N
N
N
N
Fort Washington CLO
N/A
Fort Washington CLO 2021-2 LTD
34918RAA8
2000000.000000000000
PA
USD
1965658.000000000000
0.4799021857
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.027710000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAK1
770000.000000000000
PA
USD
700002.750000000000
0.1709009653
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.576000000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMH9
473000.000000000000
PA
USD
453092.470000000000
0.1106194804
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-DNA2
35564KRF8
1650000.000000000000
PA
USD
1614780.920000000000
0.3942379056
Long
ABS-MBS
CORP
US
N
2
2042-02-25
Floating
6.884130000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KTB5
309000.000000000000
PA
USD
315589.550000000000
0.0770490669
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
7.984130000000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
470000.000000000000
PA
USD
438883.260000000000
0.1071503973
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.600000000000
N
N
N
N
N
N
2023-03-17
Trust for Professional Managers
/s/ John Buckel
John Buckel
President