0001145549-23-060976.txt : 20231004
0001145549-23-060976.hdr.sgml : 20231004
20231004112755
ACCESSION NUMBER: 0001145549-23-060976
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230831
FILED AS OF DATE: 20231004
DATE AS OF CHANGE: 20231004
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: 231307101
BUSINESS ADDRESS:
STREET 1: U.S. BANCORP FUND SERVICES LLC
STREET 2: 615 EAST MICHIGAN ST 2ND FLOOR
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
BUSINESS PHONE: 4147655067
MAIL ADDRESS:
STREET 1: U.S. BANCORP FUND SERVICES LLC
STREET 2: 615 EAST MICHIGAN ST 2ND FLOOR
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
FORMER COMPANY:
FORMER CONFORMED NAME: ZODIAC TRUST
DATE OF NAME CHANGE: 20010601
0001141819
S000029835
Performance Trust Strategic Bond Fund
C000091754
Performance Trust Strategic Bond Fund - Institutional Class
PTIAX
C000207405
Performance Trust Strategic Bond Fund - Class A
PTAOX
C000207406
Performance Trust Strategic Bond Fund - Class C
PTCOX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001141819
XXXXXXXX
S000029835
C000091754
C000207405
C000207406
Trust for Professional Managers
811-10401
0001141819
549300O1N816L3GGRD45
615 East Michigan Street
Milwaukee
53202
513-629-8104
Performance Trust Strategic Bond Fund
S000029835
254900NYB6EW786MJS87
2023-08-31
2023-08-31
N
5781649945.720000000000
6259048.190000000000
5775390897.530000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
USD
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N/A
N/A
AMER AGCREDIT FLCA/PCA
N/A
American AGcredit FLCA / American AGcredit PCA
02369FAA5
10000000.000000000000
PA
USD
6389943.100000000000
0.1106408763
Long
SN
CORP
US
N
2
2036-06-15
Variable
3.375000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-2
02530BAE0
10000000.000000000000
PA
USD
9836223.000000000000
0.1703126797
Long
ABS-O
CORP
US
N
2
2028-06-13
Fixed
4.410000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2005-11
05948KW54
682218.680000000000
PA
USD
581770.440000000000
0.0100732652
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.750000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-9
059494AG9
848460.810000000000
PA
USD
654396.190000000000
0.0113307688
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.829430000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-4
05950AAV8
2306783.670000000000
PA
USD
1975898.620000000000
0.0342123790
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.500000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S1
16163FAG0
4005466.780000000000
PA
USD
1601408.850000000000
0.0277281465
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P7
17325HBV5
45124000.000000000000
PA
USD
847523.480000000000
0.0146747380
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Variable
.744655000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-14CB
021468AD5
2327404.320000000000
PA
USD
1273962.940000000000
0.0220584712
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
Amcor Finance USA Inc
02343UAJ4
5000000.000000000000
PA
USD
4968562.400000000000
0.0860298894
Long
DBT
CORP
US
N
2
2033-05-26
Fixed
5.625000000000
N
N
N
N
N
N
Apidos CLO Ltd
549300PPHIOJQEKPJH29
Apidos CLO XXIV
03762XAD1
2550000.000000000000
PA
USD
2319854.850000000000
0.0401679279
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
11.387750000000
N
N
N
N
N
N
Apidos CLO Ltd
549300M5NMLBQJXUO195
Apidos CLO XII
03764DAL5
3195000.000000000000
PA
USD
3037611.110000000000
0.0525957665
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
8.169570000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBE2
3000000.000000000000
PA
USD
3008459.100000000000
0.0520910039
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
7.000000000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
8000000.000000000000
PA
USD
7633742.720000000000
0.1321770743
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.500000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C3
05550MAW4
56340000.000000000000
PA
USD
2140148.140000000000
0.0370563340
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
.917924000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-4
05950AAU0
521363.550000000000
PA
USD
458324.910000000000
0.0079358249
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.500000000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CBX4
8000000.000000000000
PA
USD
5196972.800000000000
0.0899847801
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Variable
2.902000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK33
06541CBE5
12599000.000000000000
PA
USD
10803771.010000000000
0.1870656238
Long
ABS-MBS
CORP
US
N
2
2064-05-15
Fixed
2.218000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C14
07336AAG2
99176224.090000000000
PA
USD
4033754.890000000000
0.0698438419
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
.839938000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2018-CD7 Mortgage Trust
12512JAT1
3194867.270000000000
PA
USD
3058391.170000000000
0.0529555700
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Fixed
4.213000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-5
12544VAB5
1625585.160000000000
PA
USD
809155.170000000000
0.0140103966
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE18 Mortgage Trust
12632QBA0
4550700.000000000000
PA
USD
4367478.810000000000
0.0756222200
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Variable
4.456000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-6CB
12667F5C5
207656.100000000000
PA
USD
192249.930000000000
0.0033287778
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
7.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-6CB
12667F5G6
1770903.100000000000
PA
USD
1528507.020000000000
0.0264658626
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-75CB
12668AG33
1260650.340000000000
PA
USD
872923.840000000000
0.0151145413
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-54CB
12668APS8
528285.880000000000
PA
USD
298231.430000000000
0.0051638311
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-63
12668AXF7
765015.980000000000
PA
USD
672746.410000000000
0.0116485000
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.808712000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-HY10
126694VP0
1478393.260000000000
PA
USD
1290342.380000000000
0.0223420787
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Variable
3.675780000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-9
126694W95
1138603.300000000000
PA
USD
523701.840000000000
0.0090678163
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-24
12669GCS8
2360569.120000000000
PA
USD
2206601.240000000000
0.0382069591
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
5.500000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2005-A1
16162WPD5
725937.190000000000
PA
USD
680283.510000000000
0.0117790037
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
3.992812000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-C5
17291DAV5
28400000.000000000000
PA
USD
439921.680000000000
0.0076171758
Long
ABS-MBS
CORP
US
N
2
2051-06-10
Variable
.487842000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-1
1729734V8
76499.730000000000
PA
USD
73003.490000000000
0.0012640441
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GYQ5
1699058.770000000000
PA
USD
1538733.550000000000
0.0266429334
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
6.000000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-3
17310BAJ3
337679.860000000000
PA
USD
288516.680000000000
0.0049956217
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
5.750000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAJ1
75515539.900000000000
PA
USD
3042936.440000000000
0.0526879737
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
.988798000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FAY1
10339000.000000000000
PA
USD
8650823.270000000000
0.1497876667
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Fixed
3.017800000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FBB0
52656398.310000000000
PA
USD
2109941.880000000000
0.0365333173
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.168164000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAD5
1800000.000000000000
PA
USD
1352199.550000000000
0.0234131260
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.817000000000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKV3
13820000.000000000000
PA
USD
11912225.010000000000
0.2062583334
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.657000000000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKW1
5055000.000000000000
PA
USD
4270110.660000000000
0.0739363055
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
3.807000000000
N
N
N
N
N
N
COMPEER FIN FLCA / PCA
N/A
Compeer Financial FLCA/Compeer Financial PCA
20454PAA1
5000000.000000000000
PA
USD
4092142.300000000000
0.0708548109
Long
DBT
CORP
US
N
2
2031-06-01
Variable
2.750000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-2
225470YM9
517237.280000000000
PA
USD
337152.020000000000
0.0058377351
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
5.750000000000
N
N
N
N
N
N
ESSEX CNTY NJ
N/A
County of Essex NJ
296804T80
3560000.000000000000
PA
USD
2257231.530000000000
0.0390836148
Long
DBT
MUN
US
N
2
2044-09-01
Fixed
2.000000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2020-2
30167YAJ0
10000000.000000000000
PA
USD
10094890.000000000000
0.1747914588
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
7.190000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-6
30168AAD4
10000000.000000000000
PA
USD
9982940.000000000000
0.1728530618
Long
ABS-O
CORP
US
N
2
2027-08-16
Fixed
6.030000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-1
30168BAB6
5623204.710000000000
PA
USD
5618607.180000000000
0.0972853142
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
5.610000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F82T9
111471218.990000000000
PA
USD
5378441.730000000000
0.0931268866
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
.970625000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9ZC8
103992000.000000000000
PA
USD
4926953.770000000000
0.0853094424
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
.872630000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBU95
28387933.010000000000
PA
USD
352549.740000000000
0.0061043442
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
.472740000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJZB8
335443815.580000000000
PA
USD
3534470.850000000000
0.0611988160
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Variable
.334747000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FL6T6
53965000.000000000000
PA
USD
1232652.340000000000
0.0213431846
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Variable
.601220000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLND2
53659000.000000000000
PA
USD
1352829.240000000000
0.0234240290
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Variable
.636150000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPJJ5
209560762.890000000000
PA
USD
8920393.950000000000
0.1544552414
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Variable
1.002306000000
N
N
N
N
N
N
First Horizon Alternative Mort
549300C1T80OPZQ1IW57
First Horizon Alternative Mortgage Securities Trust 2006-FA2
32051G2X2
2166554.560000000000
PA
USD
928248.600000000000
0.0160724809
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.000000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2005-FA11
32051GM69
697.810000000000
PA
USD
.010000000000
0.0000000002
Long
ABS-MBS
CORP
US
N
2
2500-12-31
Fixed
5.250000000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
N/A
First Horizon Mortgage Pass-Through Trust 2005-AR3
32051GQP3
1134833.760000000000
PA
USD
1083869.510000000000
0.0187670329
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
5.853777000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2005-AA7
32051GSQ9
1230153.820000000000
PA
USD
1073154.330000000000
0.0185815012
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
6.011071000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2006-FA6
32052FAE6
6835865.050000000000
PA
USD
3311885.020000000000
0.0573447768
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.250000000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
549300YB0SYOI7JLTH61
First Horizon Mortgage Pass-Through Trust 2006-4
32052UAF0
871465.850000000000
PA
USD
223623.370000000000
0.0038720041
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
5.750000000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2023-1
337955AC2
4529254.310000000000
PA
USD
4507610.820000000000
0.0780485841
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
5.380000000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2023-2
33843EAC5
11047000.000000000000
PA
USD
11001451.010000000000
0.1904884224
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
5.760000000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITF7RKPWPZQ19
Freddie Mac STACR REMIC Trust 2020-DNA5
35566ABD0
10606000.000000000000
PA
USD
11466687.510000000000
0.1985439205
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Floating
10.087580000000
N
N
N
N
N
N
FRETE 2021-ML10 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833JAE7
39381731.640000000000
PA
USD
4565524.150000000000
0.0790513444
Long
DBT
MUN
US
N
2
2038-06-25
Variable
1.578400000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833TAB1
17986789.900000000000
PA
USD
1750474.390000000000
0.0303091933
Long
ABS-MBS
USGSE
US
N
2
2041-07-25
Variable
1.302460000000
N
N
N
N
N
N
FULLERTON CA PUBLIC FING AUTH
N/A
Fullerton Public Financing Authority
35981TAB1
1145000.000000000000
PA
USD
1263639.180000000000
0.0218797169
Long
DBT
MUN
US
N
2
2031-05-01
Fixed
7.750000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2012-BWTR
36192RAA0
445000.000000000000
PA
USD
328351.220000000000
0.0056853506
Long
ABS-MBS
CORP
US
N
2
2034-11-05
Fixed
2.954000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust 2015-GC30
36250GAU9
2960000.000000000000
PA
USD
2676871.560000000000
0.0463496170
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.159862000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAC1
20916000.000000000000
PA
USD
1767537.950000000000
0.0306046462
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
1.992874000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2023-2
362583AB2
8000000.000000000000
PA
USD
7960706.400000000000
0.1378383999
Long
ABS-O
CORP
US
N
2
2026-05-18
Fixed
5.100000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-3
36260CAE2
3830000.000000000000
PA
USD
3720106.190000000000
0.0644130632
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
4.310000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC39
36260JAN7
24645000.000000000000
PA
USD
1857503.510000000000
0.0321623859
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Variable
1.760308000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GSA1
36261PAV4
70356811.500000000000
PA
USD
2709778.520000000000
0.0469193959
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Variable
.935103000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-2
36261XAJ4
5410000.000000000000
PA
USD
4916124.890000000000
0.0851219420
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
2.870000000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2023-3
36267KAB3
8750000.000000000000
PA
USD
8755411.880000000000
0.1515986023
Long
ABS-O
CORP
US
N
2
2026-09-16
Fixed
5.740000000000
N
N
N
N
N
N
GATEWAY CA UNIF SCH DIST
N/A
Gateway Unified School District/CA
36759RCC9
2315000.000000000000
PA
USD
1363047.920000000000
0.0236009639
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
.000000000000
N
N
N
N
N
N
GLENDALE AZ MUNI PROPERTY CORP
N/A
Glendale Municipal Property Corp
378294DM1
3050000.000000000000
PA
USD
3271077.730000000000
0.0566382049
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
6.157000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-3
38014QAC0
3000000.000000000000
PA
USD
2953035.600000000000
0.0511313546
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
4.920000000000
N
N
N
N
N
N
GOLDEN ST TOBACCO SECURITIZATI
N/A
Golden State Tobacco Securitization Corp
38122NB76
10840000.000000000000
PA
USD
9959164.360000000000
0.1724413903
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.000000000000
N
N
N
N
N
N
GoldenTree Loan Opportunities
549300ZH5R2TCUAYC824
Goldentree Loan Opportunities XI Ltd
38137HCA4
2250000.000000000000
PA
USD
2196731.250000000000
0.0380360618
Long
ABS-CBDO
CORP
KY
N
2
2031-01-18
Floating
7.971500000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300H67V5FL4RU1Z53
Goldentree Loan Management US Clo 4 Ltd
38138CAA6
8000000.000000000000
PA
USD
7444240.000000000000
0.1288958641
Long
ABS-CBDO
CORP
KY
N
2
2031-04-24
Floating
10.357180000000
N
N
N
N
N
N
Grippen Park CLO LTD
549300P7KR0IARP7PG22
Grippen Park CLO Ltd
39862EAD6
7550000.000000000000
PA
USD
7509954.800000000000
0.1300337057
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
8.887750000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TLD4
867117.480000000000
PA
USD
831683.760000000000
0.0144004757
Long
ABS-MBS
CORP
US
N
2
2033-04-25
Fixed
6.500000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR35
45660L2F5
1137321.220000000000
PA
USD
919807.630000000000
0.0159263268
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
3.436710000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR3
45660L5P0
4938326.760000000000
PA
USD
3609367.230000000000
0.0624956353
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
3.488654000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A11CB
45660LA41
3457341.820000000000
PA
USD
1350552.500000000000
0.0233846076
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
4.850000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR23
45660LF95
970179.770000000000
PA
USD
897318.690000000000
0.0155369343
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.547144000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A5
45660LKD0
1035588.180000000000
PA
USD
730311.390000000000
0.0126452287
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
5.500000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A11CB
45660LZZ5
239461.460000000000
PA
USD
164198.340000000000
0.0028430689
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.500000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2004-AR4
45660NQ40
2292471.800000000000
PA
USD
2129983.230000000000
0.0368803301
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
4.702885000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2003-A9
45660NSX4
863722.020000000000
PA
USD
735739.580000000000
0.0127392170
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Fixed
4.000000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2004-R2
45660NW68
1590155.940000000000
PA
USD
1516640.960000000000
0.0262604036
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
5.500000000000
N
N
N
N
N
N
IRVING TX HOTEL OCCUPANCY TAX
5493002R7BX8XPQ92O37
City of Irving TX
463805BN0
3500000.000000000000
PA
USD
3499737.850000000000
0.0605974195
Long
DBT
MUN
US
N
2
2044-08-15
Fixed
7.375000000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C4
46646RAP8
5500000.000000000000
PA
USD
4498844.350000000000
0.0778967940
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.637800000000
N
N
N
N
N
N
Jefferies & Co
N/A
Jefferies Resecuritization Trust 2009-R1
47232CAB0
500481.900000000000
PA
USD
444306.410000000000
0.0076930968
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.698900000000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KBA6
1000000.000000000000
PA
USD
1003789.470000000000
0.0173804594
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
7.250000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300RB1XGNK3FHRH35
LCM XVI LP
50181GBG4
4000000.000000000000
PA
USD
3924992.000000000000
0.0679606293
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
7.319570000000
N
N
N
N
N
N
LCM Ltd Partnership
549300RB1XGNK3FHRH35
LCM XVI LP
50181GBJ8
5100000.000000000000
PA
USD
4958796.300000000000
0.0858607909
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
7.719570000000
N
N
N
N
N
N
LCM Ltd Partnership
549300PYL1KC7BYM8G75
LCM XVIII LP
50188HAC5
5300000.000000000000
PA
USD
3877363.400000000000
0.0671359475
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
11.537750000000
N
N
N
N
N
N
LCM Ltd Partnership
549300KLSB4ZQ2S3TJ95
LCM 35 Ltd
50203NAA7
4750000.000000000000
PA
USD
3871221.500000000000
0.0670296014
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
12.179570000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-5
52521RCF6
6310586.800000000000
PA
USD
1763598.870000000000
0.0305364416
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.000000000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AF0
7000000.000000000000
PA
USD
5961913.300000000000
0.1032296065
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.375000000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300BDVLRWS2SODX97
Magnetite XVIII Ltd
55953TAQ0
10315000.000000000000
PA
USD
10334289.050000000000
0.1789366163
Long
ABS-CBDO
CORP
KY
N
2
2028-11-15
Floating
8.326180000000
N
N
N
N
N
N
PORT BEAUMONT TX INDL DEV AUTH
N/A
Port of Beaumont Industrial Development Authority
73358SAA1
7000000.000000000000
PA
USD
5582116.400000000000
0.0966534820
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
4.100000000000
N
N
N
N
N
N
PUBLIC FIN AUTH WI LEASE REVEN
5493004S6D3NA627K012
Public Finance Authority
74445HAJ9
3635000.000000000000
PA
USD
3488379.000000000000
0.0604007428
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
4.153000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3G0
507913.000000000000
PA
USD
529730.200000000000
0.0091721965
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
5.625000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3L9
413675.000000000000
PA
USD
380191.570000000000
0.0065829582
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
4.000000000000
N
N
N
N
N
N
PUERTO RICO HIGHWAY & TRANSPRT
549300J6QBXVWJXB7Y41
Puerto Rico Highway & Transportation Authority
745185BN7
7000000.000000000000
PA
USD
5825717.100000000000
0.1008713904
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
.000000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS10 Trust
74924DAA7
270430.690000000000
PA
USD
213156.800000000000
0.0036907770
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.500000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S6 Trust
74957VAQ2
489499.180000000000
PA
USD
405775.530000000000
0.0070259405
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S7 Trust
74958AAF1
1124520.180000000000
PA
USD
927109.650000000000
0.0160527602
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.250000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS9 Trust
75115CAE7
1276245.480000000000
PA
USD
911852.510000000000
0.0157885852
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
6.000000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS13 Trust
75115DAF2
1901311.900000000000
PA
USD
1420914.460000000000
0.0246029141
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.000000000000
N
N
N
N
N
N
RBSSP Resecuritization Trust
N/A
RBSSP Resecuritization Trust 2009-7
75524MAK6
3720770.790000000000
PA
USD
2083901.400000000000
0.0360824304
Long
ABS-MBS
CORP
US
N
2
2036-03-26
Variable
6.000000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-7
80287FAD4
10000000.000000000000
PA
USD
9987964.000000000000
0.1729400516
Long
ABS-O
CORP
US
N
2
2028-01-17
Fixed
5.950000000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CG7
8375000.000000000000
PA
USD
7108281.250000000000
0.1230787903
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.000000000000
N
N
N
N
N
N
SOUTHSIDE BANCSHARES INC
549300TC83207VQA2K65
Southside Bancshares Inc
84470PAF6
8000000.000000000000
PA
USD
6980974.400000000000
0.1208744919
Long
SN
CORP
US
N
2
2030-11-15
Variable
3.875000000000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAJ0
7541000.000000000000
PA
USD
6068104.700000000000
0.1050682942
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.875000000000
N
N
N
N
N
N
TEXAS ST A & M UNIV REVENUES
N/A
Texas A&M University
88213ASC0
6750000.000000000000
PA
USD
4938956.780000000000
0.0855172726
Long
DBT
MUN
US
N
2
2041-05-15
Fixed
2.806000000000
N
N
N
N
N
N
TEXAS CAPITAL BANK NA
38PG5GG0OEQK4QMSKE59
Texas Capital Bank NA
88224PJS9
5000000.000000000000
PA
USD
4706758.150000000000
0.0814967893
Long
DBT
CORP
US
N
2
2026-01-31
Fixed
5.250000000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
10942000.000000000000
PA
USD
9075504.120000000000
0.1571409500
Long
DBT
CORP
US
N
2
2031-05-06
Variable
4.000000000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2022-C Owner Trust
89231CAD9
8035000.000000000000
PA
USD
7835781.820000000000
0.1356753501
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
3.760000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C7
90276WAU1
170396000.000000000000
PA
USD
2559024.170000000000
0.0443091077
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
.490716000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C14
90278KBC4
114392000.000000000000
PA
USD
1777091.160000000000
0.0307700585
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
.387268000000
N
N
N
N
N
N
UNION CITY CA
549300Y6CPHG6CN8ME20
City of Union City CA
905649DK2
2105000.000000000000
PA
USD
1904250.150000000000
0.0329717968
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TS7
150000000.000000000000
PA
USD
139593750.000000000000
2.4170441876
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.875000000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GHA6
4486000.000000000000
PA
USD
3953770.190000000000
0.0684589192
Long
DBT
MUN
US
N
2
2112-05-15
Fixed
4.858000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
92922FX94
2522768.060000000000
PA
USD
2117999.760000000000
0.0366728382
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.500000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust
9393362N2
896609.460000000000
PA
USD
801975.560000000000
0.0138860828
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Fixed
6.000000000000
N
N
N
N
N
N
WASHINGTON ST HSG FIN COMMISSI
549300YL1HU59NREG764
Washington State Housing Finance Commission
93978TS67
20550279.130000000000
PA
USD
952094.430000000000
0.0164853678
Long
DBT
MUN
US
N
2
2035-12-20
Variable
.725990000000
N
N
N
N
N
N
WASHINGTON UNIVERSITY
2V765680J33YAZOYW441
Washington University/The
940663AD9
16092000.000000000000
PA
USD
13075884.650000000000
0.2264069200
Long
DBT
CORP
US
N
2
2122-04-15
Fixed
4.349000000000
N
N
N
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2007-PA1 Trust
94984TAD1
785135.010000000000
PA
USD
677273.240000000000
0.0117268814
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.000000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C49
95001WBF4
8947000.000000000000
PA
USD
7586746.430000000000
0.1313633408
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
4.546000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VHRKFNCWVN9Y77
Wells Fargo Commercial Mortgage Trust 2018-C47
95002DBN8
164144000.000000000000
PA
USD
1378333.580000000000
0.0238656327
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Variable
.278373000000
N
N
N
N
N
N
WEST HARTFORD CT
N/A
Town of West Hartford CT
953107AR0
7025000.000000000000
PA
USD
5240407.640000000000
0.0907368477
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
2.764000000000
N
N
N
N
N
N
WSTRN MN MUNI PWR AGY
549300LFJK9CQSN2NJ11
Western Minnesota Municipal Power Agency
958697LB8
17500000.000000000000
PA
USD
14235184.250000000000
0.2464800133
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
3.156000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-3
96041CAL6
6000000.000000000000
PA
USD
5995005.000000000000
0.1038025842
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
6.020000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-23CB
02147RAN0
5686288.980000000000
PA
USD
1887893.430000000000
0.0326885827
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.500000000000
N
N
N
N
N
N
Apidos CLO Ltd
549300M5NMLBQJXUO195
Apidos CLO XII
03764FAD8
6150000.000000000000
PA
USD
5325211.200000000000
0.0922052082
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
10.969570000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES XLVI CLO Ltd
04016UAJ6
3600000.000000000000
PA
USD
3267856.800000000000
0.0565824350
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Fixed
3.570000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2004-1 Trust
05946XFX6
2996682.540000000000
PA
USD
3004899.740000000000
0.0520293742
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
549300MRF4Q4NF7TRB58
Banc of America Funding 2014-R3 Trust
05990NAB6
1450323.330000000000
PA
USD
1421490.180000000000
0.0246128826
Long
ABS-MBS
CORP
US
N
2
2035-06-26
Variable
4.796148000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAN7
11513000.000000000000
PA
USD
1002056.980000000000
0.0173504616
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
2.160245000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EBG9
6000000.000000000000
PA
USD
4256727.000000000000
0.0737045695
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.688339000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B28 Mortgage Trust
08163GBA7
32491000.000000000000
PA
USD
2008025.030000000000
0.0347686428
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
1.066994000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAJ7
6000000.000000000000
PA
USD
4147129.800000000000
0.0718069110
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.355000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B32 Mortgage Trust
08163NAL9
5000000.000000000000
PA
USD
2504567.500000000000
0.0433661988
Long
ABS-MBS
CORP
US
N
2
2055-01-15
Fixed
2.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-28CB
12667FYV1
279889.310000000000
PA
USD
254631.150000000000
0.0044088990
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2003-44
12669EN93
226000.000000000000
PA
USD
209467.810000000000
0.0036269027
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-4
12669FRM7
430725.920000000000
PA
USD
400955.310000000000
0.0069424792
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-1
170255AN3
1954462.080000000000
PA
USD
963639.120000000000
0.0166852623
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-17
17025AAH5
2826212.860000000000
PA
USD
1182246.380000000000
0.0204704132
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
6.000000000000
N
N
N
N
N
N
CUCAMONGA VLY WTR DIST FING AU
N/A
Cucamonga Valley Water District Financing Authority
22972PEC2
5000000.000000000000
PA
USD
3667083.000000000000
0.0634949749
Long
DBT
MUN
US
N
2
2042-09-01
Fixed
3.010000000000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-3
251510EC3
868442.520000000000
PA
USD
741377.310000000000
0.0128368334
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.929430000000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6
251510JZ7
1384804.840000000000
PA
USD
1107144.680000000000
0.0191700389
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.500000000000
N
N
N
N
N
N
Equity One ABS Inc
N/A
Equity One Mortgage Pass-Through Trust 2003-3
294751CT7
1298338.380000000000
PA
USD
1236166.020000000000
0.0214040234
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Variable
4.868000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-4
30166BAD4
4335000.000000000000
PA
USD
4295124.940000000000
0.0743694239
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
4.570000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-2
30168CAC2
10488000.000000000000
PA
USD
10446758.040000000000
0.1808839995
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
5.600000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-2
30168CAD0
5623000.000000000000
PA
USD
5573368.030000000000
0.0965020053
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.610000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BLN20
87332384.200000000000
PA
USD
747495.340000000000
0.0129427662
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Variable
.678214000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F62P1
120409395.240000000000
PA
USD
6278218.110000000000
0.1087063754
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
1.051132000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBTC0
56421908.270000000000
PA
USD
190565.000000000000
0.0032996035
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
.506004000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCM68
46279539.240000000000
PA
USD
118929.160000000000
0.0020592400
Long
ABS-MBS
USGSE
US
N
2
2024-10-25
Variable
.464539000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLMZ4
50517000.000000000000
PA
USD
1595220.770000000000
0.0276210009
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Variable
.772721000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLYL2
131457110.650000000000
PA
USD
7026803.230000000000
0.1216680110
Long
ABS-MBS
USGSE
US
N
2
2034-03-25
Variable
.928888000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMUA8
70547000.000000000000
PA
USD
2228114.120000000000
0.0385794513
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Variable
1.501221000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXQT8
51000000.000000000000
PA
USD
3338301.900000000000
0.0578021810
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.228971000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FYUL8
153772585.160000000000
PA
USD
4644008.960000000000
0.0804102968
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
.611769000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H14F0
99488000.000000000000
PA
USD
5228303.320000000000
0.0905272632
Long
ABS-MBS
USGSE
US
N
2
2028-05-25
Variable
1.391249000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H7ZB2
11400000.000000000000
PA
USD
9878632.380000000000
0.1710469915
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Fixed
2.920000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H9UD9
10000000.000000000000
PA
USD
9665275.000000000000
0.1673527415
Long
ABS-MBS
USGSE
US
N
2
2033-01-25
Variable
4.350000000000
N
N
N
N
N
N
Fillmore Park CLO, Ltd.
N/A
Fillmore Park CLO Ltd 2018-1A
31722QAA2
1000000.000000000000
PA
USD
925682.000000000000
0.0160280406
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
10.969570000000
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V336
65672033.310000000000
NS
USD
65672033.310000000000
1.1371010980
Long
STIV
RF
US
N
1
N
N
N
LCM Ltd Partnership
54930038DJKYPKSVRB29
LCM 34 Ltd
50203DAA9
3250000.000000000000
PA
USD
2790125.000000000000
0.0483105828
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
12.127750000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2005-2
52520MCE1
1412887.100000000000
PA
USD
768460.820000000000
0.0133057802
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.500000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-4
52521LAC8
2181722.770000000000
PA
USD
1051091.200000000000
0.0181994815
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
LOS ANGELES CA CMNTY CLG DIST
N/A
Los Angeles Community College District/CA
54438CNZ1
7545000.000000000000
PA
USD
8728445.320000000000
0.1511316805
Long
DBT
MUN
US
N
2
2042-08-01
Fixed
6.600000000000
N
N
N
N
N
N
LOUISVILLE & JEFFERSON CNTY KY
5493004O4I11L8BK0A22
Louisville and Jefferson County Metropolitan Sewer District
546589N73
5215000.000000000000
PA
USD
3505596.530000000000
0.0606988616
Long
DBT
MUN
US
N
2
2044-05-15
Fixed
2.250000000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300B3V0K3DX0M2K31
Magnetite XV Ltd
55953MAW2
2000000.000000000000
PA
USD
1976730.000000000000
0.0342267742
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
8.362820000000
N
N
N
N
N
N
MASSACHUSETTS ST CLG BLDG AUTH
N/A
Massachusetts State College Building Authority
575832TX8
550000.000000000000
PA
USD
565700.960000000000
0.0097950246
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
5.932000000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-7
576434HG2
64803.480000000000
PA
USD
65304.900000000000
0.0011307442
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
6.250000000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABD3
6950000.000000000000
PA
USD
6072249.750000000000
0.1051400651
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.875000000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL SEAPORT REV
N/A
County of Miami-Dade Seaport Department
59335KCU9
4000000.000000000000
PA
USD
3148974.800000000000
0.0545240115
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
2.162000000000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161CAM7
4000000.000000000000
PA
USD
3750631.400000000000
0.0649416025
Long
DBT
CORP
US
N
2
2029-02-07
Variable
5.900000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C8
90276VAD1
2000457.850000000000
PA
USD
1835012.180000000000
0.0317729520
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
3.720000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90278MBC0
128213000.000000000000
PA
USD
5513953.920000000000
0.0954732592
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Variable
.992325000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2019-C18
90278PAY6
4500000.000000000000
PA
USD
4079314.800000000000
0.0706327047
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
2.987200000000
N
N
N
N
N
N
UJA FEDERATION NEW YORK
549300KFOHUQO5KVF916
United Jewish Appeal-Federation of Jewish Philanthropies of New York Inc
910751AK2
4565000.000000000000
PA
USD
3704377.030000000000
0.0641407152
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.145000000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCV LLC
92873BAB2
1650000.000000000000
PA
USD
1309526.960000000000
0.0226742567
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
4.948700000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
92922FY85
551510.240000000000
PA
USD
463022.570000000000
0.0080171642
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.500000000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust
92925GAA1
1048472.040000000000
PA
USD
918297.630000000000
0.0159001814
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
3.527726000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust
93364FAA9
202105.950000000000
PA
USD
151318.990000000000
0.0026200649
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
3.882450000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust 2016-C37
95000PAX2
7375000.000000000000
PA
USD
5290294.000000000000
0.0916006223
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.335308000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-16CB
021460AF7
839021.920000000000
PA
USD
462838.390000000000
0.0080139751
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-31CB
02148HAG6
210517.770000000000
PA
USD
125933.350000000000
0.0021805165
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-39CB
02148JAU1
2320475.310000000000
PA
USD
1864387.510000000000
0.0322815813
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-8CB
02150FAA8
5692374.340000000000
PA
USD
3121950.260000000000
0.0540560858
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-8CB
02150FAJ9
769143.410000000000
PA
USD
444728.180000000000
0.0077003996
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-23CB
02151EAA0
4265301.020000000000
PA
USD
2215299.670000000000
0.0383575711
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.000000000000
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2006-6
073868AM3
801106.040000000000
PA
USD
379161.890000000000
0.0065651295
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
4.025595000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAG2
28648942.270000000000
PA
USD
1218302.000000000000
0.0210947107
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.183375000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B13 Mortgage Trust
08162DAM0
12071000.000000000000
PA
USD
863132.030000000000
0.0149449976
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
1.636201000000
N
N
N
N
N
N
Burnham Park CLO Ltd.
549300BOEG5O4MSO7220
Burnham Park Clo Ltd
12232KAN0
1500000.000000000000
PA
USD
1462396.500000000000
0.0253211692
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
8.437750000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAG5
5000000.000000000000
PA
USD
4954822.300000000000
0.0857919817
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.950000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-5
12544VBE8
775033.820000000000
PA
USD
371654.680000000000
0.0064351433
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.500000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAW9
84186449.000000000000
PA
USD
4470350.950000000000
0.0774034352
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Variable
1.487761000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-4
12637HAX6
505758.190000000000
PA
USD
76312.230000000000
0.0013213345
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
7.000000000000
N
N
N
N
N
N
California Housing Finance Age
549300BOPCVLBA552Z14
California Housing Finance Agency
13033DAK1
25595855.110000000000
PA
USD
1358116.070000000000
0.0235155697
Long
ABS-MBS
CORP
US
N
2
2036-08-20
Variable
.789346000000
N
N
N
N
N
N
CALIFORNIA STWD CMNTYS DEV AUT
549300KTNI2GCJNX2U48
California Statewide Communities Development Authority
13080SK45
10000000.000000000000
PA
USD
10403110.000000000000
0.1801282404
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
6.076000000000
N
N
N
N
N
N
CASE WESTERN RESERVE UNI
2YXI7YIWYFWZG3QHF204
Case Western Reserve University
14745XAA6
7322000.000000000000
PA
USD
6929007.900000000000
0.1199746999
Long
DBT
CORP
US
N
2
2122-06-01
Fixed
5.405000000000
N
N
N
N
N
N
CENTRL TX REGL MOBILITY AUTH R
N/A
Central Texas Regional Mobility Authority
155498MR6
3900000.000000000000
PA
USD
2768149.020000000000
0.0479300721
Long
DBT
MUN
US
N
2
2045-01-01
Fixed
3.267000000000
N
N
N
N
N
N
Chase Funding Mortgage Loan As
N/A
Chase Funding Trust Series 2004-1
161546JA5
1363.650000000000
PA
USD
1346.830000000000
0.0000233202
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Floating
6.179430000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2005-S2
16162WLM9
611143.830000000000
PA
USD
579416.660000000000
0.0100325098
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.500000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2006-S3
16162XAA5
6697994.700000000000
PA
USD
2883879.220000000000
0.0499339226
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.000000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2006-S4
16162YAF2
3958333.990000000000
PA
USD
1783055.300000000000
0.0308733267
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
ChaseFlex Trust
N/A
ChaseFlex Trust Series 2005-1
16165TAC7
264565.430000000000
PA
USD
213405.220000000000
0.0036950784
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.500000000000
N
N
N
N
N
N
Chenango Park CLO, Ltd.
N/A
Chenango Park CLO Ltd
16409TAJ8
1000000.000000000000
PA
USD
890907.000000000000
0.0154259169
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
8.569570000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAU2
3000000.000000000000
PA
USD
2704140.300000000000
0.0468217710
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
4.117000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P6
17291EAZ4
6835000.000000000000
PA
USD
5882974.720000000000
0.1018627972
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
4.299654000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2006-AR7
172987AW9
1211269.970000000000
PA
USD
1073468.510000000000
0.0185869412
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
4.736784000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GPU6
296310.340000000000
PA
USD
280517.890000000000
0.0048571239
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
3.969007000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-3
17310BAK0
1426012.920000000000
PA
USD
1253749.700000000000
0.0217084821
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.250000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-3
17310BAW4
50845.500000000000
PA
USD
32296.200000000000
0.0005592037
Long
ABS-MBS
CORP
US
N
2
2500-12-31
Fixed
5.500000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-7
17311AAA3
2654328.680000000000
PA
USD
2206858.500000000000
0.0382114136
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2007-AR4
17311WAA5
953635.430000000000
PA
USD
817792.350000000000
0.0141599480
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
4.108973000000
N
N
N
N
N
N
COLORADO ST HLTH FACS AUTH REV
5493002JB6DRFRZPEQ21
Colorado Health Facilities Authority
19648FNU4
4825000.000000000000
PA
USD
3936778.300000000000
0.0681647073
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.696000000000
N
N
N
N
N
N
CONNECTICUT ST
N/A
State of Connecticut
20772KNA3
8620000.000000000000
PA
USD
7461773.700000000000
0.1291994574
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
3.000000000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2020-2
23343RAG3
5000000.000000000000
PA
USD
4941741.500000000000
0.0855654896
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
4.730000000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
2350366Z8
16690000.000000000000
PA
USD
13046381.070000000000
0.2258960701
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
3.089000000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
14660000.000000000000
PA
USD
16906537.840000000000
0.2927340874
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.100000000000
N
N
N
N
N
N
DETROIT MI CITY SCH DIST
N/A
Detroit City School District
2511295D0
11625000.000000000000
PA
USD
13493113.090000000000
0.2336311659
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
7.747000000000
N
N
N
N
N
N
DIST ENERGY CORP NE FAC REVENU
N/A
District Energy Corp
254846FB9
2830000.000000000000
PA
USD
2206706.650000000000
0.0382087843
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
2.390000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-2
30166QAD1
20000000.000000000000
PA
USD
19772438.000000000000
0.3423567054
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
3.650000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-5
30167FAC6
5000000.000000000000
PA
USD
4989704.000000000000
0.0863959529
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
5.430000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-6
30168AAE2
5000000.000000000000
PA
USD
4988735.000000000000
0.0863791748
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
6.320000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F2LL8
30933814.560000000000
PA
USD
708461.690000000000
0.0122669046
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Variable
.884987000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FGZJ7
535427377.900000000000
PA
USD
3178350.460000000000
0.0550326466
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
.269739000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMU83
58046902.960000000000
PA
USD
1176900.960000000000
0.0203778581
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Variable
1.094221000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHP3
24691000.000000000000
PA
USD
1718597.300000000000
0.0297572464
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Variable
1.516665000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZE7
108581482.960000000000
PA
USD
8866720.470000000000
0.1535258934
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.680126000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H2NZ3
95634107.800000000000
PA
USD
7883482.920000000000
0.1365012873
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Variable
1.094826000000
N
N
N
N
N
N
FIRST BUSEY CORPORATION
549300X4ZNLYSX7GUY60
First Busey Corp
319383AD7
4500000.000000000000
PA
USD
4029782.990000000000
0.0697750691
Long
DBT
CORP
US
N
2
2030-06-01
Variable
5.250000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2006-FA6
32052FAQ9
915275.560000000000
PA
USD
275922.540000000000
0.0047775561
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.000000000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
N/A
First Horizon Mortgage Pass-Through Trust 2007-AR2
32055GAB7
2263102.610000000000
PA
USD
747112.860000000000
0.0129361436
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
5.544253000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-4F
36242DW33
47090.960000000000
PA
USD
46897.870000000000
0.0008120294
Long
ABS-MBS
CORP
US
N
2
2500-12-31
Fixed
6.500000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBH0
12881000.000000000000
PA
USD
11674137.890000000000
0.2021358917
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
2.842800000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-4
36263DAE7
5000000.000000000000
PA
USD
4551214.000000000000
0.0788035664
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.430000000000
N
N
N
N
N
N
HEARTLAND FINANCIAL USA
549300QF7B0DFZT32C73
Heartland Financial USA Inc
42234QAE2
6000000.000000000000
PA
USD
4681613.520000000000
0.0810614139
Long
DBT
CORP
US
N
2
2031-09-15
Variable
2.750000000000
N
N
N
N
N
N
HUMANGOOD CALIFORNIA
N/A
HumanGood California Obligated Group
44487HAA0
2850000.000000000000
PA
USD
2691596.200000000000
0.0466045718
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Long Point Park CLO Ltd
549300639DPKTBUSCC77
Long Point Park CLO Ltd
542795AC3
2000000.000000000000
PA
USD
1749888.000000000000
0.0302990400
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
11.169570000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300RI4HRUG7CFWM27
Magnetite Xxx Ltd
55953VAA0
4100000.000000000000
PA
USD
3930050.900000000000
0.0680482234
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
11.812820000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XD71H6EU9N2I97
Magnetite XIV-R LTD
55954LAJ2
1500000.000000000000
PA
USD
1472535.000000000000
0.0254967157
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
8.421500000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AE9
9093000.000000000000
PA
USD
7623480.270000000000
0.1319993816
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
3.500000000000
N
N
N
N
N
N
MET GOVT NASHVILLE & DAVIDSONC
N/A
Metropolitan Government Nashville & Davidson County Sports Authority
592090MC5
13000000.000000000000
PA
USD
13543537.800000000000
0.2345042620
Long
DBT
MUN
US
N
2
2056-07-01
Fixed
5.597000000000
N
N
N
N
N
N
MET PIER & EXPOSITION AUTH IL
254900I3VDCQ58UGBR15
Metropolitan Pier & Exposition Authority
592250EJ9
4025000.000000000000
PA
USD
2296819.960000000000
0.0397690823
Long
DBT
MUN
US
N
2
2036-06-15
Fixed
.000000000000
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TXW8
5095000.000000000000
PA
USD
4312376.920000000000
0.0746681393
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
3.084000000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2005-7
61748HPN5
305332.980000000000
PA
USD
258885.970000000000
0.0044825705
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12
61762XAW7
5000000.000000000000
PA
USD
4983624.500000000000
0.0862906873
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Variable
4.482000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
61767EAU8
4953000.000000000000
PA
USD
2950426.810000000000
0.0510861838
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
2.700000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L2
61768HAY2
127093000.000000000000
PA
USD
3726099.860000000000
0.0645168427
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
.786209000000
N
N
N
N
N
N
NBT BANCORP INC
N/A
NBT Bancorp Inc
628778AB8
7500000.000000000000
PA
USD
6798610.580000000000
0.1177168905
Long
DBT
CORP
US
N
2
2030-07-01
Variable
5.000000000000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy/The
63902HAQ2
1150000.000000000000
PA
USD
827481.200000000000
0.0143277090
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
1.811000000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300RVE5T2OYI2H743
Neuberger Berman Loan Advisers CLO 33 Ltd
64132TAQ6
2000000.000000000000
PA
USD
1907970.000000000000
0.0330362054
Long
ABS-CBDO
CORP
KY
N
2
2033-10-16
Floating
8.469570000000
N
N
N
N
N
N
NEW JERSEY INSTITUTE OF TECHNO
N/A
New Jersey Institute of Technology/NJ
64579RCZ8
6455000.000000000000
PA
USD
5160797.670000000000
0.0893584133
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
3.415000000000
N
N
N
N
N
N
NEW JERSEY ST TRANSPRTN TRUST
549300YUVD5TEXR6L889
New Jersey Transportation Trust Fund Authority
646136XQ9
10045000.000000000000
PA
USD
4450439.260000000000
0.0770586674
Long
DBT
MUN
US
N
2
2040-12-15
Fixed
.000000000000
N
N
N
N
N
N
NEW MEMPHIS ARENA PUBLIC BLDG
N/A
New Memphis Arena Public Building Authority
64704CAN8
4220000.000000000000
PA
USD
1466953.870000000000
0.0254000793
Long
DBT
MUN
US
N
2
2044-04-01
Fixed
.000000000000
N
N
N
N
N
N
NEW ORLEANS LA SEWAGE SVC REVE
N/A
City of New Orleans LA Sewerage Service Revenue
647719QE6
1000000.000000000000
PA
USD
819661.200000000000
0.0141923069
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
1.791000000000
N
N
N
N
N
N
NEW ORLEANS LA SEWAGE SVC REVE
N/A
City of New Orleans LA Sewerage Service Revenue
647719QF3
1575000.000000000000
PA
USD
1262895.640000000000
0.0218668427
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
1.891000000000
N
N
N
N
N
N
NEW ORLEANS LA WTR REVENUE
N/A
City of New Orleans LA Water System Revenue
647753MF6
3120000.000000000000
PA
USD
2511947.570000000000
0.0434939836
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
1.841000000000
N
N
N
N
N
N
NEW ORLEANS LA WTR REVENUE
N/A
City of New Orleans LA Water System Revenue
647753MG4
1635000.000000000000
PA
USD
1288370.520000000000
0.0223079363
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
1.941000000000
N
N
N
N
N
N
NEW YORK ST LIBERTY DEV CORP L
N/A
New York Liberty Development Corp
649519EL5
5500000.000000000000
PA
USD
4215603.150000000000
0.0729925164
Long
DBT
MUN
US
N
2
2042-02-15
Fixed
3.000000000000
N
N
N
N
N
N
NEW YORK CITY NY INDL DEV AGY
549300XR20ZR5DHL9534
New York City Industrial Development Agency
64971PLN3
5850000.000000000000
PA
USD
4242127.500000000000
0.0734517815
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
2.436000000000
N
N
N
N
N
N
NEXBANK CAPITAL INC
549300H29S945S4X7A03
NexBank Capital Inc
65341TAE7
6500000.000000000000
PA
USD
5278243.620000000000
0.0913919718
Long
DBT
CORP
US
N
2
2031-08-15
Variable
4.000000000000
N
N
N
N
N
N
Niagara Park CLO, Ltd.
N/A
Niagara Park Clo Ltd
65357KAE7
2000000.000000000000
PA
USD
1868458.000000000000
0.0323520612
Long
ABS-CBDO
CORP
KY
N
2
2032-07-17
Floating
11.519570000000
N
N
N
N
N
N
Nomura Asset Acceptance Corpor
N/A
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-WF1
65535VKX5
17981.400000000000
PA
USD
17554.300000000000
0.0003039500
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Variable
5.659000000000
N
N
N
N
N
N
NORTH CAROLINA ST UNIV AT RALE
N/A
North Carolina State University at Raleigh
658289L50
4000000.000000000000
PA
USD
2944776.800000000000
0.0509883548
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
3.020000000000
N
N
N
N
N
N
N TX TOLLWAY AUTH REVENUE
PQGZGRE0F2WPMYQQ1B78
North Texas Tollway Authority
66285WZX7
21695000.000000000000
PA
USD
18223967.050000000000
0.3155451704
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
3.000000000000
N
N
N
N
N
N
OGLETHORPE POWER CORP
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AC0
6445000.000000000000
PA
USD
6581863.440000000000
0.1139639473
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.191000000000
N
N
N
N
N
N
OKLAHOMA ST DEV FIN AUTH
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority
6789084G6
5000000.000000000000
PA
USD
4812792.500000000000
0.0833327577
Long
DBT
MUN
US
N
2
2044-06-01
Fixed
4.623000000000
N
N
N
N
N
N
ONTARIO CA PENSN OBLIG
254900FN91TH1F225693
City of Ontario CA
68304FAW6
3000000.000000000000
PA
USD
2593129.500000000000
0.0448996362
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.779000000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AD8
6680000.000000000000
PA
USD
5672786.930000000000
0.0982234282
Long
DBT
CORP
CA
N
2
2029-12-01
Fixed
3.875000000000
N
N
N
N
N
N
OREGON ST HLTH & SCIENCE UNIV
549300XTWOAGON8L2G98
Oregon Health & Science University
685869FU8
1000000.000000000000
PA
USD
880866.800000000000
0.0152520724
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.850000000000
N
N
N
N
N
N
ORLANDO FL UTILITIES COMMISSIO
549300EJR7JVMRXL5D66
Orlando Utilities Commission
686507CW2
8000000.000000000000
PA
USD
8348270.400000000000
0.1445490106
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
5.662000000000
N
N
N
N
N
N
PACIFIC PREMIER BANCORP
549300Q1KIC3KLI0XG98
Pacific Premier Bancorp Inc
69478XAE5
6410000.000000000000
PA
USD
5898455.270000000000
0.1021308406
Long
DBT
CORP
US
N
2
2030-06-15
Variable
5.375000000000
N
N
N
N
N
N
PASADENA CA UNIF SCH DIST
N/A
Pasadena Unified School District
702282QN7
6030000.000000000000
PA
USD
4862464.770000000000
0.0841928253
Long
DBT
MUN
US
N
2
2037-05-01
Fixed
2.881000000000
N
N
N
N
N
N
PLACENTIA-YORBA LINDA CA UNIF
N/A
Placentia-Yorba Linda Unified School District
725894JY6
7600000.000000000000
PA
USD
4829440.520000000000
0.0836210155
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
.000000000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
3500000.000000000000
PA
USD
3437881.410000000000
0.0595263848
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.750000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S3 Trust
76111XN74
1785146.480000000000
PA
USD
1427449.720000000000
0.0247160711
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
5.500000000000
N
N
N
N
N
N
RAAC Series
N/A
RAAC Series 2005-SP1 Trust
76112BQS2
2788.230000000000
PA
USD
2595.670000000000
0.0000449436
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.000000000000
N
N
N
N
N
N
RIVERSIDE CNTY CA INFRASTRUCTU
N/A
Riverside County Infrastructure Financing Authority
76913DGJ0
4755000.000000000000
PA
USD
3529754.900000000000
0.0611171601
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
3.185000000000
N
N
N
N
N
N
Suntrust Adjustable Rate Mortg
N/A
STARM Mortgage Loan Trust 2007-1
78473NAC7
3279421.370000000000
PA
USD
2832201.430000000000
0.0490391296
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Variable
4.344738000000
N
N
N
N
N
N
Suntrust Adjustable Rate Mortg
N/A
STARM Mortgage Loan Trust 2007-2
78473TAA8
415490.020000000000
PA
USD
171933.010000000000
0.0029769935
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
4.177524000000
N
N
N
N
N
N
SAN DIEGO CA UNIF SCH DIST
N/A
San Diego Unified School District/CA
797355M68
7915000.000000000000
PA
USD
4772328.670000000000
0.0826321327
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
.000000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-4
80286FAC7
7807000.000000000000
PA
USD
7732783.540000000000
0.1338919508
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
4.140000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-1
80287AAG8
1000000.000000000000
PA
USD
994842.500000000000
0.0172255440
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
5.350000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-7
80287FAC6
6350000.000000000000
PA
USD
6333443.650000000000
0.1096625971
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
5.750000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-6
802918AC6
6916000.000000000000
PA
USD
6862605.020000000000
0.1188249444
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
4.490000000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAH6
2766000.000000000000
PA
USD
2040172.090000000000
0.0353252641
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
3.161000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABS3
4270000.000000000000
PA
USD
3699969.520000000000
0.0640643999
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.625000000000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSION
5493006JSGNPGVJS7691
Texas Transportation Commission
882830AP7
2500000.000000000000
PA
USD
1847014.000000000000
0.0319807617
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
2.562000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C12
90353DBB0
139858000.000000000000
PA
USD
2137617.640000000000
0.0370125188
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
.405922000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C13
90353KAW9
3274000.000000000000
PA
USD
3123033.900000000000
0.0540748489
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Fixed
4.241000000000
N
N
N
N
N
N
UNIVERSITY OF PENNSYLVAN
549300FG60YK9HZ7DS75
Trustees of the University of Pennsylvania/The
91481CAC4
1574000.000000000000
PA
USD
1097478.820000000000
0.0190026760
Long
DBT
CORP
US
N
2
2119-02-15
Fixed
3.610000000000
N
N
N
N
N
N
UNIV SOUTHERN CALIFORNIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AD8
3935000.000000000000
PA
USD
2305588.310000000000
0.0399209049
Long
DBT
CORP
US
N
2
2120-10-01
Fixed
3.226000000000
N
N
N
N
N
N
UNIV OF TEXAS TX
TEHUYFNKZR6XVWLGEU86
Board of Regents of the University of Texas System
9151375F6
3410000.000000000000
PA
USD
3409377.330000000000
0.0590328411
Long
DBT
MUN
US
N
2
2042-08-15
Fixed
5.134000000000
N
N
N
N
N
N
UNIV OF VIRGINIA VA UNIV REVEN
N/A
University of Virginia
915217WX7
1470000.000000000000
PA
USD
1140368.380000000000
0.0197453021
Long
DBT
MUN
US
N
2
2117-09-01
Fixed
4.179000000000
N
N
N
N
N
N
UNIV OF WASHINGTON WA UNIV REV
T8YS5W0N70BYCTHPA429
University of Washington
91523NXF8
10000000.000000000000
PA
USD
7860110.000000000000
0.1360965888
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
3.350000000000
N
N
N
N
N
N
UTAH ST TRANSIT AUTH SALES TAX
N/A
Utah Transit Authority
917567EX3
11390000.000000000000
PA
USD
8769598.380000000000
0.1518442394
Long
DBT
MUN
US
N
2
2042-12-15
Fixed
3.443000000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-S4
9292275Q5
2271392.830000000000
PA
USD
2152021.370000000000
0.0372619171
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Variable
5.664034000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-S2 Trust
92922FQP6
44091.400000000000
PA
USD
42635.620000000000
0.0007382292
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
6.000000000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust
93362FAA1
1493162.330000000000
PA
USD
1331395.510000000000
0.0230529073
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Variable
4.436231000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust
933634AJ6
2285696.990000000000
PA
USD
2077960.050000000000
0.0359795568
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
4.228599000000
N
N
N
N
N
N
WARREN CNTY KY INDL BLDG REVEN
N/A
County of Warren KY
934867DJ8
1540000.000000000000
PA
USD
1421720.920000000000
0.0246168778
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
4.397000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust
93934FEZ1
379732.190000000000
PA
USD
311999.130000000000
0.0054022167
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust
93935EAH7
2257172.110000000000
PA
USD
826812.980000000000
0.0143161388
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
4.160978000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust
93936FAA8
3493244.940000000000
PA
USD
3176195.930000000000
0.0549953412
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
5.909430000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR5 Trust
94983RAA2
3353590.570000000000
PA
USD
3164459.460000000000
0.0547921260
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
4.723551000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR5 Trust
94983RAD6
1373978.650000000000
PA
USD
1284477.960000000000
0.0222405372
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
4.678284000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JBF2
11105000.000000000000
PA
USD
9917786.660000000000
0.1717249418
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.216455000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-C30
94989NBK2
5800000.000000000000
PA
USD
5353355.920000000000
0.0926925296
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
4.400000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust 2016-C37
95000PAL8
11213000.000000000000
PA
USD
9562883.710000000000
0.1655798522
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.635308000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C42
95001GAJ2
116750000.000000000000
PA
USD
1594501.450000000000
0.0276085460
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
.464261000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RVQJTKIK3XGD11
Wells Fargo Commercial Mortgage Trust 2018-C43
95001LAZ5
4033000.000000000000
PA
USD
3314893.700000000000
0.0573968716
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
4.514000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C49
95001WAZ1
5000000.000000000000
PA
USD
4788597.500000000000
0.0829138250
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
3.933000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VHRKFNCWVN9Y77
Wells Fargo Commercial Mortgage Trust 2018-C47
95002DBR9
8000000.000000000000
PA
USD
7417924.800000000000
0.1284402204
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Variable
4.673000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAZ2
113763146.000000000000
PA
USD
6033007.520000000000
0.1044605920
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.254709000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MBC2
6171000.000000000000
PA
USD
4601313.590000000000
0.0796710330
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.561000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C61
95003QCN7
9132000.000000000000
PA
USD
799656.360000000000
0.0138459262
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
1.519769000000
N
N
N
N
N
N
WILLIAM S HART CA UNION HIGH S
N/A
William S Hart Union High School District
969268AY7
1150000.000000000000
PA
USD
683992.860000000000
0.0118432306
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
.000000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C9
05493EAW2
10000000.000000000000
PA
USD
8624328.000000000000
0.1493289052
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.960000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C9
05493EBB7
8500000.000000000000
PA
USD
6701601.450000000000
0.1160371924
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
2.534000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C3
05550MAT1
2200000.000000000000
PA
USD
2079740.080000000000
0.0360103778
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.458000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust 2021-C10
05551VBL6
74931500.000000000000
PA
USD
4471035.220000000000
0.0774152832
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.144854000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK29
06541TBU2
1170000.000000000000
PA
USD
780740.650000000000
0.0135184036
Long
ABS-MBS
CORP
US
N
2
2053-11-15
Variable
3.134997000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK30
06541UAJ5
5550000.000000000000
PA
USD
2719193.090000000000
0.0470824077
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Variable
2.500000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK32
06542BCB1
800000.000000000000
PA
USD
543353.040000000000
0.0094080738
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
3.371515000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
15050000.000000000000
PA
USD
13374935.000000000000
0.2315849306
Long
DBT
CORP
GB
N
2
2025-12-15
Variable
6.125000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAL7
93260000.000000000000
PA
USD
1842500.520000000000
0.0319026115
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
.525743000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAG3
51910934.260000000000
PA
USD
3495630.400000000000
0.0605262996
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.379147000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B29 Mortgage Trust
08163JAX2
8953000.000000000000
PA
USD
3603523.410000000000
0.0623944504
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.000000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAG2
143292721.290000000000
PA
USD
6518715.460000000000
0.1128705498
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Variable
.883368000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S3
16163HAQ4
2061118.180000000000
PA
USD
959300.670000000000
0.0166101427
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6.000000000000
N
N
N
N
N
N
KING CNTY WA HSG AUTH
549300TZU8KSWALVD392
King County Housing Authority
494759QQ9
3500000.000000000000
PA
USD
2752473.850000000000
0.0476586589
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.000000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300NGJ6CPPJRPGL08
LCM XIV LP
50184VAT1
6000000.000000000000
PA
USD
5756364.000000000000
0.0996705522
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
7.437750000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 26 Ltd
50200FAJ8
1000000.000000000000
PA
USD
849981.000000000000
0.0147172895
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
8.087750000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM Loan Income Fund I Income Note Issuer Ltd
50200JAJ0
2700000.000000000000
PA
USD
2574981.900000000000
0.0445854133
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
7.519570000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM Loan Income Fund I Income Note Issuer Ltd
50200JAL5
4000000.000000000000
PA
USD
3444552.000000000000
0.0596418850
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
8.519570000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-11
576434XB5
325123.840000000000
PA
USD
316764.090000000000
0.0054847212
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Fixed
6.500000000000
N
N
N
N
N
N
PENNSYLVANIA ST TURNPIKE COMMI
549300J8LLBYEYEXZJ24
Pennsylvania Turnpike Commission
709225AY2
9830000.000000000000
PA
USD
7556379.000000000000
0.1308375335
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
3.000000000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA R
N/A
San Francisco City & County Redevelopment Financing Authority
79771PF67
5240000.000000000000
PA
USD
2600291.310000000000
0.0450236418
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
.000000000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CE5
9353000.000000000000
PA
USD
10059712.030000000000
0.1741823577
Long
DBT
CORP
US
N
2
2040-02-01
Fixed
6.750000000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAB9
7065000.000000000000
PA
USD
6087133.350000000000
0.1053977723
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.625000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2019-C18
90278PBD1
9000000.000000000000
PA
USD
7503368.400000000000
0.1299196632
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
3.378400000000
N
N
N
N
N
N
VALDOSTA & LOWNDES CNTY GA HOS
N/A
Valdosta & Lowndes County Hospital Authority
919112FD9
2000000.000000000000
PA
USD
1770246.600000000000
0.0306515460
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
92922FX86
256210.200000000000
PA
USD
226792.380000000000
0.0039268750
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
6.500000000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust
92926UAA9
12890330.050000000000
PA
USD
11497626.570000000000
0.1990796255
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
3.910284000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust
92990GAJ2
983731.320000000000
PA
USD
849826.110000000000
0.0147146076
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
3.887785000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR1 Trust
94983JAA0
1405269.160000000000
PA
USD
1311698.610000000000
0.0227118585
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
4.651179000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RAV1
7000000.000000000000
PA
USD
6747309.800000000000
0.1168286255
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
4.245000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C60
95003DBW7
7114678.000000000000
PA
USD
5211934.920000000000
0.0902438469
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
2.730000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C61
95003QAE9
15000000.000000000000
PA
USD
12996012.000000000000
0.2250239374
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.525000000000
N
N
N
N
N
N
WESTERN ALLIANCE BANCORP
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638AD1
5900000.000000000000
PA
USD
4680883.000000000000
0.0810487651
Long
DBT
CORP
US
N
2
2031-06-15
Variable
3.000000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-3
96043PAL5
5000000.000000000000
PA
USD
4996333.500000000000
0.0865107417
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
6.440000000000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust 2023-A
98164JAB0
7660742.320000000000
PA
USD
7634358.720000000000
0.1321877403
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
5.180000000000
N
N
N
N
N
N
YMCA OF GREATER NY
N/A
YMCA of Greater New York
98425BAU0
5730000.000000000000
PA
USD
5174984.920000000000
0.0896040634
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
2.303000000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2005-10
007036TK2
4888634.860000000000
PA
USD
3801330.600000000000
0.0658194513
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
5.001561000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBS8
10000000.000000000000
PA
USD
9065668.200000000000
0.1569706425
Long
DBT
CORP
US
N
2
2033-02-14
Fixed
6.700000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-23CB
02147RAF7
588137.950000000000
PA
USD
531220.660000000000
0.0091980036
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.000000000000
N
N
N
N
N
N
SAN ANTONIO TX ELEC & GAS REVE
5493002G2FEH20Q4GQ04
City of San Antonio TX Electric & Gas Systems Revenue
79625GHD8
5000000.000000000000
PA
USD
5551078.000000000000
0.0961160569
Long
DBT
MUN
US
N
2
2040-02-01
Fixed
5.250000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-1
80287GAB6
6638048.620000000000
PA
USD
6626153.900000000000
0.1147308298
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
5.360000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2023-3
02530EAE4
6500000.000000000000
PA
USD
6505809.700000000000
0.1126470886
Long
ABS-O
CORP
US
N
2
2029-10-12
Fixed
6.440000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2023-1
02530UAA6
5873388.570000000000
PA
USD
5850109.390000000000
0.1012937391
Long
ABS-O
CORP
US
N
2
2026-09-14
Fixed
5.450000000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
2000000.000000000000
PA
USD
1758207.800000000000
0.0304430961
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.000000000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CF9
12676000.000000000000
PA
USD
10524838.690000000000
0.1822359538
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.375000000000
N
N
N
N
N
N
AMERICAN MUNI PWR-OHIO INC OH
EARKGGZJJEMVD66XQ486
American Municipal Power Inc
02765UCY8
5000000.000000000000
PA
USD
5468753.000000000000
0.0946906122
Long
DBT
MUN
US
N
2
2044-02-15
Fixed
6.449000000000
N
N
N
N
N
N
Apidos CLO Ltd
549300AVJUID3QNR9M59
Apidos CLO XXIX
03767MAL2
6250000.000000000000
PA
USD
6044068.750000000000
0.1046521155
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
8.362820000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBC6
15473000.000000000000
PA
USD
12044909.500000000000
0.2085557448
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.200000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-6 Trust
059526AC7
3915314.220000000000
PA
USD
3590597.640000000000
0.0621706427
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.989430000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2010-R3 Trust
05955YAY5
6252636.510000000000
PA
USD
5933133.660000000000
0.1027312915
Long
ABS-MBS
CORP
US
N
2
2037-09-26
Variable
6.000000000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CBL0
61035786.300000000000
PA
USD
3417070.190000000000
0.0591660418
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Variable
1.148067000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-J2
020908AE9
2756845.000000000000
PA
USD
2522431.570000000000
0.0436755124
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-J3
021469AM3
366170.080000000000
PA
USD
345125.410000000000
0.0059757931
Long
ABS-MBS
CORP
US
N
2
2026-05-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-24CB
02146TAM9
2412546.580000000000
PA
USD
1319584.090000000000
0.0228483944
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
5.750000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK36
06540DBB0
12250000.000000000000
PA
USD
10523562.180000000000
0.1822138513
Long
ABS-MBS
CORP
US
N
2
2064-09-15
Fixed
2.283000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK37
06540LAZ0
14400000.000000000000
PA
USD
12367114.560000000000
0.2141346755
Long
ABS-MBS
CORP
US
N
2
2064-11-15
Fixed
2.487000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust Resecuritization 2008-2R
021482AE4
6996812.450000000000
PA
USD
3535803.490000000000
0.0612218905
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-31CB
02148HAH4
1899059.890000000000
PA
USD
1099903.770000000000
0.0190446636
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-13
02150MAA3
2430055.170000000000
PA
USD
1292253.040000000000
0.0223751615
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Fixed
6.000000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-3
02528GAC7
1825000.000000000000
PA
USD
1809432.930000000000
0.0313300513
Long
ABS-O
CORP
US
N
2
2026-10-13
Fixed
4.550000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-2
025291AE5
5000000.000000000000
PA
USD
4713309.000000000000
0.0816102162
Long
ABS-O
CORP
US
N
2
2027-07-13
Fixed
2.540000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-4
02529XAB1
1500000.000000000000
PA
USD
1503492.450000000000
0.0260327392
Long
ABS-O
CORP
US
N
2
2026-10-13
Fixed
6.750000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK23
06541RAZ6
12000000.000000000000
PA
USD
10906785.600000000000
0.1888493055
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
2.846000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C4
07335CAL8
43170000.000000000000
PA
USD
2352691.610000000000
0.0407364913
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.281929000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-28CB
12667FYT6
127195.450000000000
PA
USD
89764.110000000000
0.0015542517
Long
ABS-MBS
CORP
US
N
2
2500-12-31
Fixed
5.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-13CB
12667GAA1
882430.990000000000
PA
USD
724240.060000000000
0.0125401046
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-9CB
12667GEK5
1837117.740000000000
PA
USD
1593436.560000000000
0.0275901075
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-HY6
17025MAA4
240755.940000000000
PA
USD
215136.840000000000
0.0037250611
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Variable
3.999489000000
N
N
N
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust 2006-2
02660YAX0
2747647.950000000000
PA
USD
454028.490000000000
0.0078614331
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
6.750000000000
N
N
N
N
N
N
AMERICAN MUNI PWR-OHIO INC OH
EARKGGZJJEMVD66XQ486
American Municipal Power Inc
02765UEJ9
9400000.000000000000
PA
USD
11571976.220000000000
0.2003669782
Long
DBT
MUN
US
N
2
2041-02-15
Fixed
7.834000000000
N
N
N
N
N
N
Apidos CLO Ltd
5493008YDOADR1DMZM86
Apidos CLO XX
03765MAG5
1750000.000000000000
PA
USD
1577311.750000000000
0.0273109090
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
11.269570000000
N
N
N
N
N
N
Apidos CLO Ltd
549300QCAOUF4OXOI275
Apidos CLO XXVIII
03767CAB6
2000000.000000000000
PA
USD
1964674.000000000000
0.0340180264
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.737750000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust Inc Mortgage Pass-Through Ctfs Series 2005-7
17307GA57
377412.360000000000
PA
USD
338289.830000000000
0.0058574361
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
3.887178000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAM4
39933000.000000000000
PA
USD
2420271.240000000000
0.0419066221
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
1.327475000000
N
N
N
N
N
N
Apidos CLO Ltd
549300AVJUID3QNR9M59
Apidos CLO XXIX
03767MAJ7
7600000.000000000000
PA
USD
7455478.400000000000
0.1290904552
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
7.512820000000
N
N
N
N
N
N
arbor multifamily mortgage sec
N/A
Arbor Multifamily Mortgage Securities Trust 2022-MF4
03882LBE9
19700000.000000000000
PA
USD
1650292.640000000000
0.0285745618
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
1.402940000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-1
225470UK7
277585.090000000000
PA
USD
241697.950000000000
0.0041849626
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-J6
23244EAE7
2671468.950000000000
PA
USD
1376589.520000000000
0.0238354346
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.000000000000
N
N
N
N
N
N
HOUSTON TX
549300C64URYS0WQQY42
City of Houston TX
4423313K8
8300000.000000000000
PA
USD
7227259.030000000000
0.1251388721
Long
DBT
MUN
US
N
2
2047-03-01
Fixed
3.961000000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152F48
3000000.000000000000
PA
USD
2994145.800000000000
0.0518431714
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.750000000000
N
N
N
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923AQ1
5000000.000000000000
PA
USD
4297984.000000000000
0.0744189281
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.500000000000
N
N
N
N
N
N
ARES CLO Ltd
5493005YAOTYJUJV3S58
Ares XXXIX CLO Ltd
04015WBJ2
7335000.000000000000
PA
USD
6978937.100000000000
0.1208392163
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
8.921500000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C7
05492VAG0
21892393.100000000000
PA
USD
1444617.720000000000
0.0250133324
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Variable
1.731560000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES XLVI CLO Ltd
04016UAN7
1436843.000000000000
PA
USD
1400815.600000000000
0.0242549054
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Floating
7.269570000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares XXXIR CLO Ltd
04017TAE9
5500000.000000000000
PA
USD
5360052.500000000000
0.0928084799
Long
ABS-CBDO
CORP
KY
N
2
2030-05-24
Floating
7.244680000000
N
N
N
N
N
N
KANSAS ST DEV FIN AUTH REVENUE
549300WTL7BL8KBDPR87
Kansas Development Finance Authority
485429Z72
2015000.000000000000
PA
USD
1944621.690000000000
0.0336708238
Long
DBT
MUN
US
N
2
2045-04-15
Fixed
4.927000000000
N
N
N
N
N
N
LOS ANGELES CA DEPT OF ARPTS A
N/A
City of Los Angeles Department of Airports
544445U23
230000.000000000000
PA
USD
185907.970000000000
0.0032189677
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
1.876000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust 2021-C10
05551VBK8
64927531.280000000000
PA
USD
4174840.260000000000
0.0722867133
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.413307000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-C5 Mortgage Trust
055988AB5
10000000.000000000000
PA
USD
10203694.000000000000
0.1766753832
Long
ABS-MBS
CORP
US
N
2
2056-06-15
Fixed
6.517600000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AX2
6600000.000000000000
PA
USD
5667516.360000000000
0.0981321691
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.000000000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AK1
3620000.000000000000
PA
USD
3463513.950000000000
0.0599702083
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.625000000000
N
N
N
N
N
N
LOUISIANA ST LOCAL GOVT ENVRNM
5493004WIZ1HV87IVF85
Louisiana Local Government Environmental Facilities & Community Development Auth
54628CMW9
1375000.000000000000
PA
USD
908204.690000000000
0.0157254237
Long
DBT
MUN
US
N
2
2043-02-01
Fixed
2.587000000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300B3V0K3DX0M2K31
Magnetite XV Ltd
55953NAE0
4000000.000000000000
PA
USD
3816024.000000000000
0.0660738653
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
10.812820000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAF4
66376987.170000000000
PA
USD
4182420.600000000000
0.0724179657
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.375315000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B20 Mortgage Trust
08162XBK9
79394000.000000000000
PA
USD
2493320.930000000000
0.0431714662
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Variable
.696025000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XD71H6EU9N2I97
Magnetite XIV-R LTD
55954LAC7
5300000.000000000000
PA
USD
5291859.200000000000
0.0916277235
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
6.691500000000
N
N
N
N
N
N
MAINE HLTH & HGR EDUCTNL FACS
N/A
Maine Health & Higher Educational Facilities Authority
56042RK84
14250000.000000000000
PA
USD
10228127.030000000000
0.1770984373
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
3.118000000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AP0
5746000.000000000000
PA
USD
4954603.420000000000
0.0857881918
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.625000000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AP1
7000000.000000000000
PA
USD
7239161.650000000000
0.1253449641
Long
DBT
CORP
AU
N
2
2032-12-08
Fixed
6.742000000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329RAA1
16775000.000000000000
PA
USD
14217012.460000000000
0.2461653715
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.850000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C5
05492JAL6
12996000.000000000000
PA
USD
828700.340000000000
0.0143488182
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
1.479362000000
N
N
N
N
N
N
MARYLAND ST STADIUM AUTH REVEN
549300VA283TTQRDNF71
Maryland Stadium Authority
574296CN7
7000000.000000000000
PA
USD
5251994.300000000000
0.0909374689
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
2.805000000000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RQH5
2000000.000000000000
PA
USD
1845021.000000000000
0.0319462532
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
3.455000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBD0
6400000.000000000000
PA
USD
5481224.320000000000
0.0949065512
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Fixed
2.255900000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBE8
66502615.520000000000
PA
USD
3794326.680000000000
0.0656981795
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Variable
1.266165000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C6
05492TAF7
59000000.000000000000
PA
USD
2229232.400000000000
0.0385988142
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.788752000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust 2021-C10
05551VBG7
10000000.000000000000
PA
USD
8610280.000000000000
0.1490856663
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.268000000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AA9
680000.000000000000
PA
USD
730518.110000000000
0.0126488081
Long
DBT
CORP
US
N
2
2111-07-01
Fixed
5.600000000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AF8
3233000.000000000000
PA
USD
2420089.660000000000
0.0419034781
Long
DBT
CORP
US
N
2
2116-07-01
Fixed
3.885000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAK4
2000000.000000000000
PA
USD
1229135.800000000000
0.0212822962
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.703000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B21 Mortgage Trust
08163LAJ8
5966000.000000000000
PA
USD
5080465.430000000000
0.0879674730
Long
ABS-MBS
CORP
US
N
2
2053-12-17
Fixed
1.797500000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C12
05552XBK3
59992000.000000000000
PA
USD
2490423.900000000000
0.0431213046
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
.711440000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-5 Trust
05946XE74
1418425.290000000000
PA
USD
1358918.380000000000
0.0235294615
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2004-1 Trust
05946XFV0
504380.340000000000
PA
USD
503369.410000000000
0.0087157635
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-6
059487AE8
1007108.580000000000
PA
USD
841646.880000000000
0.0145729855
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-3 Trust
059515AF3
856793.100000000000
PA
USD
719528.760000000000
0.0124585292
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
6.289430000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK17
065403BE6
123653000.000000000000
PA
USD
3403276.790000000000
0.0589272112
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Variable
.714927000000
N
N
N
N
N
N
BERKS CNTY PA INDL DEV AUTH HL
N/A
Berks County Industrial Development Authority
08452RAF3
250000.000000000000
PA
USD
245793.550000000000
0.0042558773
Long
DBT
MUN
US
N
2
2024-05-15
Fixed
3.950000000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
1220000.000000000000
PA
USD
1108888.500000000000
0.0192002328
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.875000000000
N
N
N
N
N
N
MASSACHUSETTS ST
5493001N1YCXNI1O7K10
Commonwealth of Massachusetts
57582RG34
3370000.000000000000
PA
USD
2451043.460000000000
0.0424394384
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
2.514000000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A7
59020UH32
3660474.060000000000
PA
USD
2977328.570000000000
0.0515519836
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
4.761796000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S3
16163HAK7
676442.480000000000
PA
USD
302193.780000000000
0.0052324386
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-3
17310BAD6
1184389.290000000000
PA
USD
1026633.610000000000
0.0177760021
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
MET PIER & EXPOSITION AUTH IL
254900I3VDCQ58UGBR15
Metropolitan Pier & Exposition Authority
592250EN0
2750000.000000000000
PA
USD
1387139.330000000000
0.0240181029
Long
DBT
MUN
US
N
2
2038-06-15
Fixed
.000000000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL TRANSIT SAL
N/A
County of Miami-Dade FL Transit System
59334PDA2
17000000.000000000000
PA
USD
17645547.800000000000
0.3055299306
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.624000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JBN1
226593000.000000000000
PA
USD
7560887.250000000000
0.1309155931
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
.714612000000
N
N
N
N
N
N
Bank
N/A
Bank 2019-BNK19
06540WBC6
2000000.000000000000
PA
USD
1681880.200000000000
0.0291214955
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
2.926000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2007-3
17312FAD5
433884.970000000000
PA
USD
397032.260000000000
0.0068745522
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6.000000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-B2
17327FBH8
49202000.000000000000
PA
USD
791930.790000000000
0.0137121591
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
.528784000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAG7
10000000.000000000000
PA
USD
7989249.000000000000
0.1383326106
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
3.667000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-3
301989AC3
6000000.000000000000
PA
USD
5995855.800000000000
0.1038173157
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
6.040000000000
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TKN2
3000000.000000000000
PA
USD
2753955.000000000000
0.0476843048
Long
DBT
MUN
US
N
2
2032-11-01
Fixed
3.610000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
61690AAH7
3000000.000000000000
PA
USD
2743446.000000000000
0.0475023431
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.643337000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F62R7
35916184.000000000000
PA
USD
2424195.160000000000
0.0419745642
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
1.262795000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F83U5
70786000.000000000000
PA
USD
4985528.770000000000
0.0863236594
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
1.290450000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JAA2
8725000.000000000000
PA
USD
571309.510000000000
0.0098921358
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
2.307031000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2006-2
61748HVY4
1273314.830000000000
PA
USD
737495.670000000000
0.0127696234
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
5.461496000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84T7
110986561.230000000000
PA
USD
5129366.010000000000
0.0888141790
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
.937862000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FETQ3
153552820.780000000000
PA
USD
1886596.020000000000
0.0326661183
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Variable
.436121000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJEK1
153098184.330000000000
PA
USD
747762.150000000000
0.0129473860
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Variable
.216403000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMUR1
62657242.790000000000
PA
USD
2115872.430000000000
0.0366360038
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Variable
.940737000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX96
66115000.000000000000
PA
USD
4425929.830000000000
0.0766342904
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Variable
1.480267000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQK28
80299771.080000000000
PA
USD
3595028.780000000000
0.0622473672
Long
ABS-MBS
USGSE
US
N
2
2034-10-25
Variable
.699529000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2006-11
61749WAU1
1312049.030000000000
PA
USD
833112.820000000000
0.0144252196
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.000000000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
MASTR Asset Securitization Trust 2002-NC1
61909QAF3
224683.930000000000
PA
USD
222512.850000000000
0.0038527756
Long
ABS-MBS
CORP
US
N
2
2032-10-25
Floating
8.579430000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK4
06541FAZ2
9946550.000000000000
PA
USD
9264678.190000000000
0.1604164697
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Fixed
3.362000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK34
06541JAR2
95603427.210000000000
PA
USD
4961817.870000000000
0.0859131089
Long
ABS-MBS
CORP
US
N
2
2063-06-15
Variable
1.084520000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK34
06541JAY7
8000000.000000000000
PA
USD
5722769.600000000000
0.0990888704
Long
ABS-MBS
CORP
US
N
2
2063-06-15
Variable
2.754000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK23
06541RBG7
960000.000000000000
PA
USD
705410.690000000000
0.0122140770
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
3.622750000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRZD6
118898000.000000000000
PA
USD
9842174.310000000000
0.1704157257
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Variable
1.667834000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTBR7
70601000.000000000000
PA
USD
6331998.950000000000
0.1096375823
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Variable
1.780194000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK29
06541TAJ8
1250000.000000000000
PA
USD
678400.500000000000
0.0117463997
Long
ABS-MBS
CORP
US
N
2
2053-11-15
Fixed
2.500000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK29
06541TBM0
132417000.000000000000
PA
USD
4980984.630000000000
0.0862449784
Long
ABS-MBS
CORP
US
N
2
2053-11-15
Variable
.726384000000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy/The
63902HAP4
1250000.000000000000
PA
USD
922950.850000000000
0.0159807512
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
1.711000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3P0
502024.000000000000
PA
USD
417922.780000000000
0.0072362683
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
4.000000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTFW2
24099000.000000000000
PA
USD
1034811.060000000000
0.0179175934
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Variable
1.480410000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWGB0
40865759.000000000000
PA
USD
3531214.320000000000
0.0611424297
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Variable
1.649034000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK5
06541WAW2
12685000.000000000000
PA
USD
11667618.600000000000
0.2020230112
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Fixed
3.131000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK32
06542BBA4
10727500.000000000000
PA
USD
9260569.090000000000
0.1603453213
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
2.332000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3T2
2173402.930000000000
PA
USD
1122019.260000000000
0.0194275899
Long
DBT
MUN
US
N
2
2043-11-01
Variable
.000000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A10
76113LAB3
10209583.720000000000
PA
USD
844395.870000000000
0.0146205839
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
.420570000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR5
362341LF4
532287.970000000000
PA
USD
483647.340000000000
0.0083742789
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Variable
4.702078000000
N
N
N
N
N
N
HOME BANCSHARES INC
N/A
Home BancShares Inc/AR
436893AC5
8000000.000000000000
PA
USD
6620888.160000000000
0.1146396543
Long
DBT
CORP
US
N
2
2032-01-30
Variable
3.125000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-7
80287FAE2
9110000.000000000000
PA
USD
9243642.790000000000
0.1600522450
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
6.690000000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAB0
3955000.000000000000
PA
USD
3317766.050000000000
0.0574466059
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.750000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C53
95002BAG8
105325000.000000000000
PA
USD
2708200.660000000000
0.0468920755
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Variable
.579123000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C55
95002EBG1
58030370.000000000000
PA
USD
2448922.240000000000
0.0424027098
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.944568000000
N
N
N
N
N
N
BAPTIST HLTH SO FLOR INC
K6I7TB5M0RZYIMZN1Q07
Baptist Health South Florida Inc
066836AB3
14760000.000000000000
PA
USD
12069590.150000000000
0.2089830864
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.342000000000
N
N
N
N
N
N
Bear Stearns Adjustable Rate M
N/A
Bear Stearns ARM Trust 2004-12
07384M6Q0
45215.590000000000
PA
USD
42554.560000000000
0.0007368256
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
2.850287000000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust 2005-AC5
073879ZW1
424604.690000000000
PA
USD
264754.190000000000
0.0045841778
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
5.500000000000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust 2006-AC4
07388WAB2
669382.610000000000
PA
USD
767891.970000000000
0.0132959307
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
12.724280000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BD3
2113000.000000000000
PA
USD
1997310.330000000000
0.0345831194
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.875000000000
N
N
N
N
N
N
INDIANA ST FIN AUTH REVENUE
549300PS0PAS7NDSSI20
Indiana Finance Authority
45506DVD4
3000000.000000000000
PA
USD
2953201.200000000000
0.0511342219
Long
DBT
MUN
US
N
2
2035-07-15
Fixed
4.807000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B16 Mortgage Trust
08161NAG2
102497406.750000000000
PA
USD
4520043.390000000000
0.0782638521
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
1.042733000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAE7
5000000.000000000000
PA
USD
4165993.000000000000
0.0721335244
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.766000000000
N
N
N
N
N
N
INDIANAPOLIS IN LOCAL PUBLIC I
549300LX8ESJHDSESB87
Indianapolis Local Public Improvement Bond Bank
45528UR37
9500000.000000000000
PA
USD
6938229.050000000000
0.1201343627
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.473000000000
N
N
N
N
N
N
JEA FL WTR & SWR REVENUE
N/A
JEA Water & Sewer System Revenue
46615SEU8
5045000.000000000000
PA
USD
4084595.460000000000
0.0707241385
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2006-11
61749WAN7
1933397.340000000000
PA
USD
869920.920000000000
0.0150625462
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.000000000000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Reremic Trust
61761KAB2
1868122.460000000000
PA
USD
1499560.580000000000
0.0259646595
Long
ABS-MBS
CORP
US
N
2
2036-11-26
Variable
3.335430000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EAH8
2250000.000000000000
PA
USD
1085329.350000000000
0.0187923098
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Fixed
2.000000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B28 Mortgage Trust
08163GAZ3
85763778.880000000000
PA
USD
5841310.940000000000
0.1011413953
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
1.389408000000
N
N
N
N
N
N
NEW MEMPHIS ARENA PUBLIC BLDG
N/A
New Memphis Arena Public Building Authority
64704CAP3
2000000.000000000000
PA
USD
655897.400000000000
0.0113567620
Long
DBT
MUN
US
N
2
2045-04-01
Fixed
.000000000000
N
N
N
N
N
N
NEW ORLEANS LA WTR REVENUE
N/A
City of New Orleans LA Water System Revenue
647753ME9
1800000.000000000000
PA
USD
1479816.900000000000
0.0256228007
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
1.691000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAN8
28014000.000000000000
PA
USD
2541290.010000000000
0.0440020434
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.604289000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KAN1
2250000.000000000000
PA
USD
909963.000000000000
0.0157558686
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.000000000000
N
N
N
N
N
N
NORTHWELL HEALTHCARE INC
54930073NUTKK4QD3P47
Northwell Healthcare Inc
667274AB0
4652000.000000000000
PA
USD
4249489.330000000000
0.0735792504
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.391000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS6 Trust
75116CBE5
2501580.630000000000
PA
USD
1988255.030000000000
0.0344263283
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6.000000000000
N
N
N
N
N
N
SALT LAKE CNTY UT CONVENTION H
N/A
County of Salt Lake UT Convention Hotel Revenue
79567VAE0
5000000.000000000000
PA
USD
4224262.500000000000
0.0731424517
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
5.750000000000
N
N
N
N
N
N
SAN ANTONIO TX ELEC & GAS REVE
5493002G2FEH20Q4GQ04
City of San Antonio TX Electric & Gas Systems Revenue
79625GGM9
10000000.000000000000
PA
USD
10947976.000000000000
0.1895625109
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
5.000000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-2
80287JAC8
10020000.000000000000
PA
USD
9940855.030000000000
0.1721243671
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
5.210000000000
N
N
N
N
N
N
S WSTRN CITY OH SCH DIST FRANK
N/A
South-Western City School District
840658QF8
2735000.000000000000
PA
USD
2105175.170000000000
0.0364507824
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
.000000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
12603000.000000000000
PA
USD
10916718.600000000000
0.1890212939
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375000000000
N
N
N
N
N
N
STAFFORD TX MUNI SCH DIST
N/A
Stafford Municipal School District
852519LQ8
1525000.000000000000
PA
USD
1165659.830000000000
0.0201832196
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
3.084000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B33 Mortgage Trust
08163PAC4
21919000.000000000000
PA
USD
2070604.640000000000
0.0358521990
Long
ABS-MBS
CORP
US
N
2
2055-03-15
Variable
1.735404000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-B38 Mortgage Trust
081916AB4
12000000.000000000000
PA
USD
11748684.000000000000
0.2034266461
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Fixed
5.626000000000
N
N
N
N
N
N
BERKS CNTY PA INDL DEV AUTH HL
N/A
Berks County Industrial Development Authority
08452RAG1
800000.000000000000
PA
USD
775755.440000000000
0.0134320854
Long
DBT
MUN
US
N
2
2027-05-15
Fixed
4.450000000000
N
N
N
N
N
N
BEXAR CNTY TX
N/A
County of Bexar TX
0882812D1
7100000.000000000000
PA
USD
5038811.070000000000
0.0872462342
Long
DBT
MUN
US
N
2
2043-06-15
Fixed
2.863000000000
N
N
N
N
N
N
BIRMINGHAM AL WTRWKS BRD WTR R
N/A
Water Works Board of the City of Birmingham/The
091096PJ0
6835000.000000000000
PA
USD
5210727.180000000000
0.0902229351
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
2.710000000000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300NUS8PQQUZMPR50
BlueMountain CLO 2014-2 Ltd
09626QBC0
5500000.000000000000
PA
USD
5398046.500000000000
0.0934663401
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
7.337750000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-1
863579Q43
1035145.120000000000
PA
USD
835350.100000000000
0.0144639578
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
4.447148000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2007-6
86364CAC6
4210993.710000000000
PA
USD
3674853.360000000000
0.0636295175
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.809430000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C60
95003DBP2
40822646.410000000000
PA
USD
3193539.300000000000
0.0552956390
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
1.654068000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C60
95003DBQ0
40551000.000000000000
PA
USD
2711503.440000000000
0.0469492626
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
1.223517000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C61
95003QBS7
4221000.000000000000
PA
USD
3078089.960000000000
0.0532966515
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
3.113000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-2
959926AF3
8760000.000000000000
PA
USD
8742220.700000000000
0.1513701991
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
6.290000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-2
96042VAD1
4850000.000000000000
PA
USD
4777831.030000000000
0.0827274052
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
3.750000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAE5
3750000.000000000000
PA
USD
3710608.500000000000
0.0642486122
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
5.410000000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO 2018-1 Ltd
09629TAG3
6996770.000000000000
PA
USD
6824446.550000000000
0.1181642363
Long
ABS-CBDO
CORP
KY
N
2
2030-07-30
Floating
7.330730000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
4954000.000000000000
PA
USD
4353550.430000000000
0.0753810522
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.276000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-21
12543PAN3
2655214.090000000000
PA
USD
1282129.870000000000
0.0221998804
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-HY5
12544BAA1
5268990.870000000000
PA
USD
4036754.630000000000
0.0698957820
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Variable
4.714761000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-J2
12545EAG1
189838.760000000000
PA
USD
70754.080000000000
0.0012250960
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.000000000000
N
N
N
N
N
N
CIFC Funding Ltd
635400VBVF8AYJQBI411
CIFC Funding 2018-I Ltd
12551RAE8
3750000.000000000000
PA
USD
3703608.750000000000
0.0641274126
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
7.321500000000
N
N
N
N
N
N
FIRST-CITIZENS BANK/TRST
L9VVX1KT5TFTKS0MLF66
First-Citizens Bank & Trust Co
125581GX0
1792000.000000000000
PA
USD
1801022.490000000000
0.0311844258
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.125000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2017-C8 Commercial Mortgage Trust
12595BAG6
74773000.000000000000
PA
USD
883360.740000000000
0.0152952546
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
.443666000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2007-2
126384AU0
1309444.410000000000
PA
USD
707845.710000000000
0.0122562390
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-24CB
12667FVN2
1310499.470000000000
PA
USD
1284627.200000000000
0.0222431213
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-43
12668AAX3
107923.650000000000
PA
USD
90906.570000000000
0.0015740332
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
5.055753000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-J13
12668AD28
412113.270000000000
PA
USD
287895.940000000000
0.0049848737
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-86CB
12668BFH1
923461.220000000000
PA
USD
548625.820000000000
0.0094993712
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-6CB
12668BSD6
92848.940000000000
PA
USD
76343.040000000000
0.0013218679
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-6
126694K31
598062.960000000000
PA
USD
313582.410000000000
0.0054296309
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-27
126694NV6
508701.090000000000
PA
USD
225083.190000000000
0.0038972806
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.500000000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063A5G5
28000000.000000000000
PA
USD
34616162.000000000000
0.5993734903
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.550000000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-2
142921AB1
16000000.000000000000
PA
USD
15960593.600000000000
0.2763552093
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
5.500000000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2023-1
14318DAB5
3102631.530000000000
PA
USD
3093780.340000000000
0.0535683280
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.230000000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-3
14319BAB8
7750000.000000000000
PA
USD
7759754.150000000000
0.1343589428
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
5.720000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2005-S3
16162WNK1
5270320.710000000000
PA
USD
3898079.930000000000
0.0674946510
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2005-A1
16162WPE3
756820.010000000000
PA
USD
709224.130000000000
0.0122801061
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
3.992812000000
N
N
N
N
N
N
ChaseFlex Trust
N/A
ChaseFlex Trust Series 2006-2
16165MAE8
2243916.990000000000
PA
USD
1953702.680000000000
0.0338280597
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
4.420683000000
N
N
N
N
N
N
ChaseFlex Trust
5493006ND0ASVXWQFQ18
ChaseFlex Trust Multi-Class Mortgage Pass-Through Certificates Series 2007-M1
16165YAT9
1338257.430000000000
PA
USD
1037670.490000000000
0.0179671040
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
4.188381000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-16
170257AC3
495514.330000000000
PA
USD
172129.740000000000
0.0029803998
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.500000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GJY5
431741.600000000000
PA
USD
398532.420000000000
0.0069005272
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
4.991140000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-GC17
17321RAL0
5000000.000000000000
PA
USD
4683895.000000000000
0.0811009174
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
5.234584000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAH5
5000000.000000000000
PA
USD
4143699.000000000000
0.0717475072
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
4.400402000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup COmmercial Mortgage Trust 2018-C6
17327GAZ7
5000000.000000000000
PA
USD
4816375.500000000000
0.0833947967
Long
ABS-MBS
CORP
US
N
2
2051-11-10
Fixed
4.343000000000
N
N
N
N
N
N
COLONY TX ECON DEV CORP SALES
N/A
Colony Economic Development Corp
19625CAD0
5000000.000000000000
PA
USD
4739787.000000000000
0.0820686787
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
7.250000000000
N
N
N
N
N
N
CONNECTICUT ST
N/A
State of Connecticut
20772KMA4
5000000.000000000000
PA
USD
4479409.500000000000
0.0775602826
Long
DBT
MUN
US
N
2
2036-01-15
Fixed
3.000000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
Credit Suisse First Boston Mortgage Securities Corp
2254582H0
2686215.290000000000
PA
USD
1298867.020000000000
0.0224896815
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
7.000000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-1
225470WW9
31259.850000000000
PA
USD
28488.670000000000
0.0004932769
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-7
22942KBJ8
700480.100000000000
PA
USD
544691.500000000000
0.0094312491
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.000000000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
2350364W7
16480000.000000000000
PA
USD
13462596.050000000000
0.2331027681
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
2.994000000000
N
N
N
N
N
N
DALLAS TX
N/A
City of Dallas TX
235218M43
15000000.000000000000
PA
USD
9608764.500000000000
0.1663742709
Long
DBT
MUN
US
N
2
2032-02-15
Fixed
.000000000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AH9
1500000.000000000000
PA
USD
1234754.240000000000
0.0213795787
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.250000000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AJ5
4208000.000000000000
PA
USD
3380706.610000000000
0.0585364120
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.500000000000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4
251513AR8
417783.520000000000
PA
USD
322922.720000000000
0.0055913569
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.529430000000
N
N
N
N
N
N
DIST OF COLUMBIA WTR & SWR AUT
549300OT2FIJQJ5PSH71
District of Columbia Water & Sewer Authority
254845JZ4
2095000.000000000000
PA
USD
1850228.580000000000
0.0320364217
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.814000000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
18000000.000000000000
PA
USD
20284546.140000000000
0.3512237786
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.000000000000
N
N
N
N
N
N
ENTERPRISE COMMUNITY
549300L4U1958WIM9C65
Enterprise Community Loan Fund Inc
29375EAB1
4810000.000000000000
PA
USD
4790299.880000000000
0.0829433014
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.685000000000
N
N
N
N
N
N
Equity One ABS Inc
N/A
Equity One Mortgage Pass-Through Trust 2003-1
294751BX9
354520.010000000000
PA
USD
347489.030000000000
0.0060167188
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Variable
4.860000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-1
30165XAG0
1500000.000000000000
PA
USD
1394980.050000000000
0.0241538638
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
2.900000000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30312CAD5
10639135.330000000000
PA
USD
854854.520000000000
0.0148016738
Long
ABS-MBS
USGSE
US
N
2
2037-06-25
Variable
1.132680000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30318LAK3
32728794.420000000000
PA
USD
4354566.100000000000
0.0753986384
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Variable
1.869205000000
N
N
N
N
N
N
FRETE 2021-ML09 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30319NAA0
43683536.350000000000
PA
USD
5139804.890000000000
0.0889949266
Long
DBT
MUN
US
N
2
2040-02-25
Variable
1.489860000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BPVP1
29204180.200000000000
PA
USD
1474095.600000000000
0.0255237373
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
1.100379000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BXR20
121950451.330000000000
PA
USD
2155718.130000000000
0.0373259260
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Variable
.734980000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9Z38
89626000.000000000000
PA
USD
4991343.640000000000
0.0864243430
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
1.026710000000
N
N
N
N
N
N
FIRST FOUNDATION INC
254900TQZQ6LBCK77E82
First Foundation Inc
32026VAA2
8370000.000000000000
PA
USD
5396239.440000000000
0.0934350512
Long
DBT
CORP
US
N
2
2032-02-01
Variable
3.500000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2007-AA1
32053BAB0
2136623.620000000000
PA
USD
1479571.260000000000
0.0256185475
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
4.758218000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2022-3
33845PAP9
10000000.000000000000
PA
USD
9853049.000000000000
0.1706040193
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
4.550000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR4
362341FQ7
159057.510000000000
PA
USD
148688.810000000000
0.0025745237
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
4.887344000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS10
36250SAP4
24049000.000000000000
PA
USD
1471916.640000000000
0.0254860089
Long
ABS-MBS
CORP
US
N
2
2051-07-10
Variable
1.553058000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS8
36254KAR3
44642000.000000000000
PA
USD
647000.970000000000
0.0112027217
Long
ABS-MBS
CORP
US
N
2
2050-11-10
Variable
.514984000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAG0
8295000.000000000000
PA
USD
8118702.220000000000
0.1405740731
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
4.090000000000
N
N
N
N
N
N
GATEWAY CA UNIF SCH DIST
N/A
Gateway Unified School District/CA
36759RCB1
2315000.000000000000
PA
USD
1448910.120000000000
0.0250876546
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
.000000000000
N
N
N
N
N
N
HAMILTON CNTY OH HLTH CARE FAC
549300TO1E3N4E4YIO28
County of Hamilton OH
40727TDJ0
285000.000000000000
PA
USD
240436.170000000000
0.0041631151
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
3.374000000000
N
N
N
N
N
N
HOUSTON TX
549300C64URYS0WQQY42
City of Houston TX
442331MG6
4100000.000000000000
PA
USD
4220616.670000000000
0.0730793248
Long
DBT
MUN
US
N
2
2037-03-01
Fixed
5.538000000000
N
N
N
N
N
N
INDEPENDENT BANK GRP INC
N/A
Independent Bank Group Inc
45384BAC0
4000000.000000000000
PA
USD
3499128.640000000000
0.0605868711
Long
DBT
CORP
US
N
2
2030-09-15
Variable
4.000000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR25
45660LQ93
1781262.010000000000
PA
USD
1148036.900000000000
0.0198780813
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
3.589602000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2004-AR11
45660N6Q3
893420.310000000000
PA
USD
858718.440000000000
0.0148685770
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
3.210299000000
N
N
N
N
N
N
INLAND EMPIRE CA TOBACCO SECUR
N/A
Inland Empire Tobacco Securitization Corp
45734TAJ3
20050000.000000000000
PA
USD
18644148.140000000000
0.3228205410
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.678000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1
46590KAK0
7485000.000000000000
PA
USD
6295885.740000000000
0.1090122877
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
4.881392000000
N
N
N
N
N
N
LCM Ltd Partnership
549300FY8UGGJMQNCO13
LCM XXV Ltd
50189PAJ1
4000000.000000000000
PA
USD
3457036.000000000000
0.0598580436
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
9.037750000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAM2
15200000.000000000000
PA
USD
12905021.920000000000
0.2234484583
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.625000000000
N
N
N
N
N
N
MONTGOMERY CNTY PA INDL DEV AU
N/A
Montgomery County Industrial Development Authority/PA
61360PCV0
10000000.000000000000
PA
USD
8673950.000000000000
0.1501881025
Long
DBT
MUN
US
N
2
2028-11-15
Fixed
3.150000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAQ4
70387500.000000000000
PA
USD
3177214.320000000000
0.0550129745
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Variable
.836436000000
N
N
N
N
N
N
OKLAHOMA ST DEV FIN AUTH HLTHS
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority
67884XCP0
4520000.000000000000
PA
USD
3930836.980000000000
0.0680618343
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
5.450000000000
N
N
N
N
N
N
ORANGE CALIF PENSION OBLIG
N/A
City of Orange CA
684100AK6
12370000.000000000000
PA
USD
10069692.120000000000
0.1743551614
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
2.270000000000
N
N
N
N
N
N
OREGON ST
549300R5SUGZRD8KP359
State of Oregon
68609TC71
1205000.000000000000
PA
USD
838711.690000000000
0.0145221632
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
2.369000000000
N
N
N
N
N
N
PENNSYLVANIA ST
N/A
Commonwealth of Pennsylvania
70914PV25
1255000.000000000000
PA
USD
1112163.680000000000
0.0192569421
Long
DBT
MUN
US
N
2
2036-05-15
Fixed
3.000000000000
N
N
N
N
N
N
PERRIS CA UNION HIGH SCH DIST
N/A
Perris Union High School District/CA
714398LV4
3000000.000000000000
PA
USD
2067481.500000000000
0.0357981224
Long
DBT
MUN
US
N
2
2042-09-01
Fixed
2.700000000000
N
N
N
N
N
N
PIERCE CNTY WA SCH DIST #10 TA
N/A
Pierce County School District No 10 Tacoma
720424A75
16810000.000000000000
PA
USD
11954602.960000000000
0.2069921010
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
2.357000000000
N
N
N
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PXM2
5750000.000000000000
PA
USD
5629589.250000000000
0.0974754670
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
7.500000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3F2
512555.000000000000
PA
USD
522305.390000000000
0.0090436370
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
5.375000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3H8
499673.000000000000
PA
USD
528674.220000000000
0.0091539123
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.625000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3K1
460219.000000000000
PA
USD
430940.600000000000
0.0074616698
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
4.000000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3N5
482722.000000000000
PA
USD
417437.080000000000
0.0072278585
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
4.000000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3Q8
74866.000000000000
PA
USD
72147.160000000000
0.0012492169
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S5 Trust
74957EAT4
173704.380000000000
PA
USD
141088.570000000000
0.0024429268
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AF0
2000000.000000000000
PA
USD
1983924.060000000000
0.0343513382
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.400000000000
N
N
N
N
N
N
RENASANT CORP
549300OVE6OZHW2UUH81
Renasant Corp
75970EAE7
7000000.000000000000
PA
USD
5854936.220000000000
0.1013773150
Long
DBT
CORP
US
N
2
2031-12-01
Variable
3.000000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A10
76113LAA5
10209583.720000000000
PA
USD
2655234.000000000000
0.0459749660
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
6.079430000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A15
76114DAK0
16544926.170000000000
PA
USD
4588017.220000000000
0.0794408084
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
6.029430000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2007-S7 Trust
76200RAG3
1421248.440000000000
PA
USD
1097840.230000000000
0.0190089338
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.000000000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
6919000.000000000000
PA
USD
5710043.130000000000
0.0988685135
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.625000000000
N
N
N
N
N
N
TOLEDO HOSPITAL/THE
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AG2
6980000.000000000000
PA
USD
6869673.490000000000
0.1189473338
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
6.015000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C13
90353KAA7
16442000.000000000000
PA
USD
1416798.920000000000
0.0245316541
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
2.192405000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TM0
160000000.000000000000
PA
USD
151893750.400000000000
2.6300167918
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TU2
30000000.000000000000
PA
USD
29939062.500000000000
0.5183902359
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.375000000000
N
N
N
N
N
N
UNIV OF NORTH CAROLINA NC AT C
N/A
University of North Carolina at Charlotte/The
914716W84
2000000.000000000000
PA
USD
1429051.800000000000
0.0247438109
Long
DBT
MUN
US
N
2
2043-04-01
Fixed
2.762000000000
N
N
N
N
N
N
UTAH ST TRANSIT AUTH SALES TAX
N/A
Utah Transit Authority
917567FQ7
9785000.000000000000
PA
USD
7363119.540000000000
0.1274912758
Long
DBT
MUN
US
N
2
2038-12-15
Fixed
2.774000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
92922FZ27
1140824.850000000000
PA
USD
981135.840000000000
0.0169882153
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.500000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust
93936AAB7
1710713.000000000000
PA
USD
1303355.630000000000
0.0225674011
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.749430000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C59
95003CAW0
7648000.000000000000
PA
USD
4923618.730000000000
0.0852516967
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
3.284000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-1
96042WAE7
2645000.000000000000
PA
USD
2581007.930000000000
0.0446897531
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
2.750000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2023-2
02529YAE3
5000000.000000000000
PA
USD
4943977.000000000000
0.0856041970
Long
ABS-O
CORP
US
N
2
2029-08-13
Fixed
5.960000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-4
02530TAE1
768003.930000000000
PA
USD
755475.790000000000
0.0130809464
Long
ABS-O
CORP
US
N
2
2028-02-14
Fixed
1.320000000000
N
N
N
N
N
N
NECESS RETAIL/AFIN OP LP
N/A
Necessity Retail REIT Inc/The / American Finance Operating Partner LP
02608AAA7
10000000.000000000000
PA
USD
7597584.300000000000
0.1315509969
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
4.500000000000
N
N
N
N
N
N
Apidos CLO Ltd
549300HXW2GBYSKFE344
Apidos CLO XV
03764WAG4
3843000.000000000000
PA
USD
3510565.130000000000
0.0607848922
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
11.287750000000
N
N
N
N
N
N
ARES CLO Ltd
5493004S1FMDW7K3MU50
Ares XLII Clo Ltd
04016LAJ6
5000000.000000000000
PA
USD
5015040.000000000000
0.0868346418
Long
ABS-CBDO
CORP
KY
N
2
2028-01-22
Floating
9.057180000000
N
N
N
N
N
N
ARES CLO Ltd
5493001J0ZSE1Y09WE50
ARES XLVII CLO Ltd
04016VAJ4
1915000.000000000000
PA
USD
1761574.030000000000
0.0305013818
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
8.269570000000
N
N
N
N
N
N
AURORA CO WTR REVENUE
N/A
City of Aurora CO Water Revenue
051595CG9
880000.000000000000
PA
USD
587889.630000000000
0.0101792180
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
2.720000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C17
054976AG0
65182367.420000000000
PA
USD
5041106.520000000000
0.0872859796
Long
ABS-MBS
CORP
US
N
2
2055-09-15
Variable
1.325285000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C12
05552XBM9
9000000.000000000000
PA
USD
6369203.700000000000
0.1102817768
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.758000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2003-3 Trust
05946XDL4
160191.400000000000
PA
USD
151621.770000000000
0.0026253075
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-2
05948K3B3
2769167.440000000000
PA
USD
2221983.550000000000
0.0384733015
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.500000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-I Trust
05951VAD1
2137228.650000000000
PA
USD
2019157.240000000000
0.0349613953
Long
ABS-MBS
CORP
US
N
2
2036-12-20
Variable
4.447456000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK25
06539WBC9
158112995.590000000000
PA
USD
6718474.160000000000
0.1163293408
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Variable
.989400000000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK40
06541LAJ5
2470000.000000000000
PA
USD
1277408.170000000000
0.0221181249
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Fixed
2.500000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK23
06541RBD4
238421000.000000000000
PA
USD
2510120.130000000000
0.0434623418
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
.265807000000
N
N
N
N
N
N
BAYONNE NJ
N/A
City of Bayonne NJ
0728874V1
5725000.000000000000
PA
USD
4113322.050000000000
0.0712215350
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
2.814000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C14
07336AAH0
166823000.000000000000
PA
USD
3753150.490000000000
0.0649852202
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
.372020000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
12500000.000000000000
PA
USD
9583950.630000000000
0.1659446226
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.250000000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD3 Mortgage Trust
12515GAK3
61857000.000000000000
PA
USD
1088831.660000000000
0.0188529518
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
.712592000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300FU8TZDHFLQZL50
CSAIL 2016-C5 Commercial Mortgage Trust
12636LAJ9
46821000.000000000000
PA
USD
826816.720000000000
0.0143162036
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
1.000000000000
N
N
N
N
N
N
CALIFORNIA HSG FIN AGY MUNI CT
549300BOPCVLBA552Z14
California Housing Finance Agency
13033DAH8
31730999.240000000000
PA
USD
1593530.780000000000
0.0275917390
Long
DBT
MUN
US
N
2
2035-03-25
Variable
.844670000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GT40
991337.410000000000
PA
USD
652361.970000000000
0.0112955466
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
3.992683000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAF4
28014855.350000000000
PA
USD
830892.590000000000
0.0143867767
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Variable
1.172332000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAG2
42746500.000000000000
PA
USD
433757.280000000000
0.0075104402
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Variable
.365600000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAK8
50711000.000000000000
PA
USD
805594.950000000000
0.0139487519
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
.410475000000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PNE8
10260000.000000000000
PA
USD
7579765.840000000000
0.1312424730
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
2.991000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9
2254585R5
522668.630000000000
PA
USD
243330.420000000000
0.0042132286
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-2
225470ZC0
4146606.070000000000
PA
USD
1812809.510000000000
0.0313885162
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.000000000000
N
N
N
N
N
N
DALLAS TX WTRWKS & SWR SYS REV
N/A
City of Dallas TX Waterworks & Sewer System Revenue
23542JRC1
6525000.000000000000
PA
USD
4776928.360000000000
0.0827117756
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
2.772000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-4
30166TAE3
5000000.000000000000
PA
USD
5023218.500000000000
0.0869762513
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
6.510000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-5
30167FAD4
5000000.000000000000
PA
USD
4976779.000000000000
0.0861721585
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
5.970000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-1
30168BAC4
7110000.000000000000
PA
USD
7084996.260000000000
0.1226756143
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
5.580000000000
N
N
N
N
N
N
FRETE 2021-ML11 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
302610AD2
33953030.380000000000
PA
USD
1866058.550000000000
0.0323105151
Long
DBT
MUN
US
N
2
2038-03-25
Fixed
.769000000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBU7
1269714.030000000000
PA
USD
1340280.160000000000
0.0232067436
Long
ABS-MBS
CORP
US
N
2
2028-08-25
Floating
12.352060000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F64T1
32621072.000000000000
PA
USD
1720944.230000000000
0.0297978831
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
1.665461000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F83S0
48705050.740000000000
PA
USD
2678909.290000000000
0.0463849000
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.118520000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H13T1
31700000.000000000000
PA
USD
2386626.430000000000
0.0413240675
Long
ABS-MBS
USGSE
US
N
2
2031-05-25
Variable
1.325234000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2005-AA5
32051GPM1
1133191.240000000000
PA
USD
1034818.000000000000
0.0179177136
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
6.051227000000
N
N
N
N
N
N
FIRST MID BANCSHARES INC
N/A
First Mid Bancshares Inc
320866AA4
5300000.000000000000
PA
USD
4628616.720000000000
0.0801437825
Long
DBT
CORP
US
N
2
2030-10-15
Variable
3.950000000000
N
N
N
N
N
N
FRANKLIN CNTY OH CONVENTION FA
N/A
Franklin County Convention Facilities Authority
353174JJ5
22100000.000000000000
PA
USD
16950706.630000000000
0.2934988632
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
2.472000000000
N
N
N
N
N
N
FRUITA CO HLTHCARE REVENUE
N/A
City of Fruita CO Healthcare Revenue
359427AD3
2225000.000000000000
PA
USD
2117942.350000000000
0.0366718442
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
5.000000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-1
36266XAD2
7172000.000000000000
PA
USD
7166118.960000000000
0.1240802413
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
6.380000000000
N
N
N
N
N
N
GAINESVILLE FL SPL OBLG
N/A
City of Gainesville FL
362835CG3
10840000.000000000000
PA
USD
7958854.830000000000
0.1378063402
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
3.047000000000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373385JT1
5000000.000000000000
PA
USD
3452928.500000000000
0.0597869228
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
2.250000000000
N
N
N
N
N
N
GoldenTree Loan Opportunities
549300ZH5R2TCUAYC824
Goldentree Loan Opportunities XI Ltd
38137JBG8
3750000.000000000000
PA
USD
3578201.250000000000
0.0619560011
Long
ABS-CBDO
CORP
KY
N
2
2031-01-18
Floating
10.971500000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300O473GD3F35WC55
Goldentree Loan Management US CLO 5 Ltd
38138EAA2
7500000.000000000000
PA
USD
6985447.500000000000
0.1209519429
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
10.437750000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAD9
14680000.000000000000
PA
USD
12526964.410000000000
0.2169024510
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.750000000000
N
N
N
N
N
N
Grippen Park CLO LTD
549300P7KR0IARP7PG22
Grippen Park CLO Ltd
39862DAA4
1150000.000000000000
PA
USD
1072462.400000000000
0.0185695206
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
11.287750000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2007-A3
46630UAE4
2446809.360000000000
PA
USD
2020327.060000000000
0.0349816505
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
4.216862000000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
Ken Garff Automotive LLC
48850PAA2
3000000.000000000000
PA
USD
2612896.020000000000
0.0452418904
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.875000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300RB1XGNK3FHRH35
LCM XVI LP
50181HAC2
1600000.000000000000
PA
USD
1283795.200000000000
0.0222287153
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
11.949570000000
N
N
N
N
N
N
LCM Ltd Partnership
549300NGJ6CPPJRPGL08
LCM XIV LP
50184WAC6
1000000.000000000000
PA
USD
660089.000000000000
0.0114293389
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
11.087750000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXII Ltd
50189GAJ1
1895000.000000000000
PA
USD
1740741.320000000000
0.0301406667
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
8.387750000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2006-3
52520CAG0
7000955.160000000000
PA
USD
3484693.230000000000
0.0603369242
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2005-2
52520MBQ5
520671.580000000000
PA
USD
274242.620000000000
0.0047484685
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.750000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2005-3
52520MDN0
832128.730000000000
PA
USD
51965.110000000000
0.0008997678
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
.000000000010
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-4
52521LAB0
998500.120000000000
PA
USD
481048.600000000000
0.0083292821
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
6310000.000000000000
PA
USD
5824461.020000000000
0.1008496416
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.375000000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
3120000.000000000000
PA
USD
2681745.460000000000
0.0464340078
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.875000000000
N
N
N
N
N
N
Long Point Park CLO Ltd
549300639DPKTBUSCC77
Long Point Park CLO Ltd
542798AJ2
4000000.000000000000
PA
USD
3602708.000000000000
0.0623803317
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
7.969570000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgage
N/A
MASTR Adjustable Rate Mortgages Trust 2004-4
576433LZ7
77939.320000000000
PA
USD
72366.320000000000
0.0012530116
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
3.809344000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL SEAPORT REV
N/A
County of Miami-Dade Seaport Department
59335KCT2
6940000.000000000000
PA
USD
5539131.160000000000
0.0959091992
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
2.012000000000
N
N
N
N
N
N
MONTEBELLO CA PENSN OBLIG
N/A
City of Montebello CA
612285AM8
2825000.000000000000
PA
USD
2451311.260000000000
0.0424440753
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
3.393000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H7
61771MAC4
2402000.000000000000
PA
USD
1470932.200000000000
0.0254689635
Long
ABS-MBS
CORP
US
N
2
2052-07-15
Fixed
3.000000000000
N
N
N
N
N
N
NEW HOPE CULTURAL EDU FACS FIN
N/A
New Hope Cultural Education Facilities Finance Corp
64542PAE5
169147.940000000000
PA
USD
.000000000000
0.0000000000
Long
DBT
MUN
US
N
2
2500-12-31
Fixed
4.000000000000
Y
Y
N
N
N
N
NEW JERSEY INSTITUTE OF TECHNO
N/A
New Jersey Institute of Technology/NJ
64579RAW7
770000.000000000000
PA
USD
754639.580000000000
0.0130664676
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
3.323000000000
N
N
N
N
N
N
N TX TOLLWAY AUTH REVENUE
PQGZGRE0F2WPMYQQ1B78
North Texas Tollway Authority
66285WYE0
4973000.000000000000
PA
USD
5484191.580000000000
0.0949579289
Long
DBT
MUN
US
N
2
2030-02-01
Fixed
8.410000000000
N
N
N
N
N
N
ORLANDO HEALTH OBL GRP
N/A
Orlando Health Obligated Group
686514AM2
1000000.000000000000
PA
USD
810497.190000000000
0.0140336335
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
2.891000000000
N
N
N
N
N
N
PAPA JOHN'S INTERNATIONA
HZYLD3DK5XOX0WBVNB56
Papa John's International Inc
698813AA0
4374000.000000000000
PA
USD
3683105.440000000000
0.0637724010
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.875000000000
N
N
N
N
N
N
PENNSYLVANIA ST ECON DEV FING
N/A
Pennsylvania Economic Development Financing Authority
70869PNC7
7600000.000000000000
PA
USD
5991099.000000000000
0.1037349524
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
3.143000000000
N
N
N
N
N
N
PIEDMONT HEALTHCARE INC
254900D1I6W7J0DSAY11
Piedmont Healthcare Inc
72014TAD1
7430000.000000000000
PA
USD
4956914.920000000000
0.0858282151
Long
DBT
CORP
US
N
2
2042-01-01
Fixed
2.719000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S7 Trust
74958AAJ3
672307.130000000000
PA
USD
563113.900000000000
0.0097502301
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.500000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2005-SA4 Trust
76111XYD9
1629092.950000000000
PA
USD
1096553.220000000000
0.0189866494
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
4.855612000000
N
N
N
N
N
N
SAN ANTONIO TX ELEC & GAS REVE
5493002G2FEH20Q4GQ04
City of San Antonio TX Electric & Gas Systems Revenue
796253U91
15650000.000000000000
PA
USD
16363629.050000000000
0.2833337057
Long
DBT
MUN
US
N
2
2041-02-01
Fixed
5.718000000000
N
N
N
N
N
N
SAN DIEGO CNTY CA REGL ARPT AU
N/A
San Diego County Regional Airport Authority
79739GPL4
6475000.000000000000
PA
USD
4703654.970000000000
0.0814430582
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
3.103000000000
N
N
N
N
N
N
SANDY SPRING BANCORP INC
N/A
Sandy Spring Bancorp Inc
800363AB9
5500000.000000000000
PA
USD
4920287.300000000000
0.0851940135
Long
DBT
CORP
US
N
2
2029-11-15
Variable
4.250000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-5
80287HAE8
7500000.000000000000
PA
USD
7310680.500000000000
0.1265833020
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.740000000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2004-18
863579FV5
446768.470000000000
PA
USD
411138.100000000000
0.0071187926
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
5.496520000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-4
86360BAL2
573850.840000000000
PA
USD
365660.970000000000
0.0063313631
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
4.130806000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-12
86362RAC5
566144.010000000000
PA
USD
406333.280000000000
0.0070355979
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
4.228270000000
N
N
N
N
N
N
Suntrust Alternative Loan Trus
N/A
Suntrust Alternative Loan Trust Series 2005-1F
86789MAN7
751531.580000000000
PA
USD
675171.760000000000
0.0116904946
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.750000000000
N
N
N
N
N
N
Suntrust Alternative Loan Trus
N/A
Suntrust Alternative Loan Trust Series 2005-1F
86789MAV9
1807268.030000000000
PA
USD
1623926.470000000000
0.0281180356
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
6.500000000000
N
N
N
N
N
N
TENNESSEE ST SCH BOND AUTH
N/A
Tennessee State School Bond Authority
880558PH8
11405000.000000000000
PA
USD
7431850.410000000000
0.1286813402
Long
DBT
MUN
US
N
2
2045-11-01
Fixed
2.661000000000
N
N
N
N
N
N
TIFT CNTY GA HOSP AUTH
N/A
Tift County Hospital Authority
886640JL6
2150000.000000000000
PA
USD
1527912.770000000000
0.0264555733
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
2.977000000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
1565000.000000000000
PA
USD
1304271.000000000000
0.0225832506
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.125000000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2023-A Owner Trust
891940AB4
4825940.270000000000
PA
USD
4807847.340000000000
0.0832471330
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.050000000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BP8
6300000.000000000000
PA
USD
5303468.520000000000
0.0918287370
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.750000000000
N
N
N
N
N
N
VALDOSTA & LOWNDES CNTY GA HOS
N/A
Valdosta & Lowndes County Hospital Authority
919112FE7
2000000.000000000000
PA
USD
1687766.400000000000
0.0292234141
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
2.604000000000
N
N
N
N
N
N
WARREN CNTY KY INDL BLDG REVEN
N/A
County of Warren KY
934867DH2
825000.000000000000
PA
USD
769787.040000000000
0.0133287435
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
3.921000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY2 Trust
939348AA6
1145388.250000000000
PA
USD
597512.970000000000
0.0103458446
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
3.860048000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust
93934FAD4
956502.060000000000
PA
USD
856734.500000000000
0.0148342253
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.500000000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2005-AR14 Trust
94982DAA4
494121.030000000000
PA
USD
475489.850000000000
0.0082330332
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
5.951729000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust 2016-LC24
95000HBK7
66264075.000000000000
PA
USD
1679197.920000000000
0.0290750522
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Variable
1.122233000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C51
95001VAW0
130394000.000000000000
PA
USD
4140113.820000000000
0.0716854304
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Variable
.822543000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C50
95001XBG0
36427311.000000000000
PA
USD
1503180.270000000000
0.0260273338
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
1.037125000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C56
95002RAV0
2250000.000000000000
PA
USD
1997565.530000000000
0.0345875382
Long
ABS-MBS
CORP
US
N
2
2053-06-15
Fixed
2.422000000000
N
N
N
N
N
N
W CONTRA COSTA CA UNIF SCH DIS
N/A
West Contra Costa Unified School District
952347WS7
5000000.000000000000
PA
USD
2955136.500000000000
0.0511677314
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
.000000000000
N
N
N
N
N
N
W SONOMA CNTY CA UNION HIGH SC
N/A
West Sonoma County Union High School District
956101EJ4
1840000.000000000000
PA
USD
1034504.490000000000
0.0179122852
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
.000000000000
N
N
N
N
N
N
WESTERN ALLIANCE BANK
SI7YQSVPFZBSQ878IC17
Western Alliance Bank
95763PEF4
7500000.000000000000
PA
USD
6862500.000000000000
0.1188231259
Long
DBT
CORP
US
N
2
2030-06-01
Variable
5.250000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-2
959926AD8
10000000.000000000000
PA
USD
10000411.000000000000
0.1731555695
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
5.800000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-16CB
021460AD2
966575.130000000000
PA
USD
533223.930000000000
0.0092326899
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-26CB
02147WAS8
5461658.660000000000
PA
USD
2904556.500000000000
0.0502919465
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.250000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-41CB
02149CAG6
516389.950000000000
PA
USD
286590.120000000000
0.0049622636
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Apidos CLO Ltd
549300HXW2GBYSKFE344
Apidos CLO XV
03764QBJ0
5000000.000000000000
PA
USD
4936970.000000000000
0.0854828719
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
7.437750000000
N
N
N
N
N
N
Apidos CLO Ltd
549300IG6PHVJ3WBR394
Apidos CLO XXXI
03767XAC8
4400000.000000000000
PA
USD
4202752.400000000000
0.0727700077
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
12.169570000000
N
N
N
N
N
N
Apidos CLO Ltd
2549001XBZ4DU4T7EC48
Apidos CLO XXX
03768CAJ8
3600000.000000000000
PA
USD
3550456.800000000000
0.0614756103
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
7.571500000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
5000000.000000000000
PA
USD
4490925.250000000000
0.0777596760
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.250000000000
N
N
N
N
N
N
ATLANTA GA WTR & WSTWTR REVENU
N/A
City of Atlanta GA Water & Wastewater Revenue
047870SP6
1625000.000000000000
PA
USD
1155237.360000000000
0.0200027562
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
2.913000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C5
05492JBB7
174774000.000000000000
PA
USD
2961807.590000000000
0.0512832403
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
.499666000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C9
05493EBA9
68467000.000000000000
PA
USD
4029447.270000000000
0.0697692562
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.116458000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C12
05552XBJ6
101482632.180000000000
PA
USD
5404427.130000000000
0.0935768197
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
1.070301000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2023-C19
05553RAZ3
10000000.000000000000
PA
USD
9936995.000000000000
0.1720575313
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Fixed
5.753000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-7 Trust
05946XT60
17763.810000000000
PA
USD
17210.880000000000
0.0002980037
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-3 Trust
05946XWC3
63402.170000000000
PA
USD
56123.430000000000
0.0009717685
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2005-11
05948KW62
111218.810000000000
PA
USD
94843.220000000000
0.0016421957
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.750000000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2006-B Trust
05950TAE5
364154.290000000000
PA
USD
303407.640000000000
0.0052534564
Long
ABS-MBS
CORP
US
N
2
2046-10-20
Variable
3.377604000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006 J Trust
05951EAM9
113272.270000000000
PA
USD
104952.340000000000
0.0018172335
Long
ABS-MBS
CORP
US
N
2
2047-01-20
Variable
4.418083000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-2 Trust
05951GAA0
343577.600000000000
PA
USD
299623.240000000000
0.0051879301
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.489430000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-7 Trust
05951KAK9
426937.050000000000
PA
USD
359146.750000000000
0.0062185704
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-I Trust
05951VAA7
523828.090000000000
PA
USD
505994.310000000000
0.0087612132
Long
ABS-MBS
CORP
US
N
2
2036-12-20
Variable
4.806255000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-4 Trust
05953YBV2
191508.610000000000
PA
USD
161998.650000000000
0.0028049816
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
5.500000000000
N
N
N
N
N
N
BANK OZK
549300VYK2WBD7SST478
Bank OZK
06417NA94
13175000.000000000000
PA
USD
10226506.540000000000
0.1770703788
Long
DBT
CORP
US
N
2
2031-10-01
Variable
2.750000000000
N
N
N
N
N
N
BANK NT BUTTERFIELD&SON
549300V8RVM0EMTDPF28
Bank of NT Butterfield & Son Ltd/The
064227AC5
5000000.000000000000
PA
USD
4319697.550000000000
0.0747948949
Long
DBT
CORP
BM
N
2
2030-06-15
Variable
5.250000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBA6
11582000.000000000000
PA
USD
10519752.240000000000
0.1821478827
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
2.808000000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CAY3
10400000.000000000000
PA
USD
8845839.600000000000
0.1531643443
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Fixed
2.067000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VBD6
174693000.000000000000
PA
USD
2063718.290000000000
0.0357329630
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
.302870000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK30
06541UCK0
5450000.000000000000
PA
USD
3442860.920000000000
0.0596126043
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Variable
2.757000000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAD9
4783333.330000000000
PA
USD
4378223.740000000000
0.0758082668
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.229000000000
N
N
N
N
N
N
BANNER CORP
N/A
Banner Corp
06652VAA7
8000000.000000000000
PA
USD
7270964.960000000000
0.1258956335
Long
DBT
CORP
US
N
2
2030-06-30
Variable
5.000000000000
N
N
N
N
N
N
BCRED MML CLO 2021-1 LLC
2549008X01GXURMQIW78
BCRED MML CLO 2022-1 LLC
072917AG2
2000000.000000000000
PA
USD
1934298.000000000000
0.0334920707
Long
ABS-CBDO
CORP
US
N
2
2035-04-20
Floating
8.076140000000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust 2006-AC4
07388WAA4
2895899.040000000000
PA
USD
2131389.220000000000
0.0369046746
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.679430000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B16 Mortgage Trust
08161NAL1
70467000.000000000000
PA
USD
931179.120000000000
0.0161232224
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.301523000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAV9
105441000.000000000000
PA
USD
5814891.900000000000
0.1006839537
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.012929000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B25 Mortgage Trust
08163DAG2
78982077.470000000000
PA
USD
4431692.270000000000
0.0767340661
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
1.214153000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAU2
5000000.000000000000
PA
USD
2434799.000000000000
0.0421581680
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.000000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B29 Mortgage Trust
08163JAM6
27615000.000000000000
PA
USD
2169685.700000000000
0.0375677723
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Variable
1.415897000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KBE0
5250000.000000000000
PA
USD
4486398.000000000000
0.0776812874
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.431000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KBL4
8181000.000000000000
PA
USD
4812980.470000000000
0.0833360123
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
2.989053000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
9912000.000000000000
PA
USD
8211249.480000000000
0.1421765146
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.750000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-21
12543PAL7
1149873.230000000000
PA
USD
532642.440000000000
0.0092226215
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-10
12545CAX8
1778623.570000000000
PA
USD
851472.460000000000
0.0147431139
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2007-3
12638PCC1
295966.760000000000
PA
USD
241272.160000000000
0.0041775901
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2013-2R
12646PDL0
1876675.420000000000
PA
USD
1307592.740000000000
0.0226407660
Long
ABS-MBS
CORP
US
N
2
2037-05-27
Variable
3.579970000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C6
05492TAE0
92612105.590000000000
PA
USD
4441769.200000000000
0.0769085466
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
1.159567000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-J3
12669G4W8
48446.590000000000
PA
USD
44303.490000000000
0.0007671081
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.500000000000
N
N
N
N
N
N
CALIFORNIA ST POLL CONTROL FIN
N/A
California Pollution Control Financing Authority
13054WBD8
1000000.000000000000
PA
USD
1029668.000000000000
0.0178285421
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
5.000000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2006-S4
16162YAC9
1226692.620000000000
PA
USD
552571.050000000000
0.0095676823
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2006-A2
17309CAE5
372022.160000000000
PA
USD
298039.940000000000
0.0051605155
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
6.000000000000
N
N
N
N
N
N
EAST SIDE CA UNION HIGH SCH DI
549300FHNKBG2V8ZLG85
East Side Union High School District
2752816H1
6505000.000000000000
PA
USD
6445340.040000000000
0.1116000658
Long
DBT
MUN
US
N
2
2036-04-01
Fixed
5.320000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-4
30166BAE2
4000000.000000000000
PA
USD
3923938.400000000000
0.0679423864
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
4.920000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BSQ22
5915474.270000000000
PA
USD
59.150000000000
0.0000010242
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Variable
.792429000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BTUR0
72512000.000000000000
PA
USD
207775.880000000000
0.0035976072
Long
ABS-MBS
USGSE
US
N
2
2026-11-25
Variable
.182910000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C7
05492VAH8
17140000.000000000000
PA
USD
959186.970000000000
0.0166081740
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Variable
1.099312000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C11
05493MAH7
29540000.000000000000
PA
USD
1889416.800000000000
0.0327149596
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Variable
1.081786000000
N
N
N
N
N
N
BCAP LLC Trust
N/A
BCAP LLC Trust 2007-AA2
05530NAR8
298227.140000000000
PA
USD
167342.440000000000
0.0028975085
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
7.500000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C15
05552FAA5
25000000.000000000000
PA
USD
2293842.500000000000
0.0397175281
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Variable
1.457918000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BVZA7
362365580.240000000000
PA
USD
2903780.340000000000
0.0502785074
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Variable
.411017000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FAQF8
14764639.110000000000
PA
USD
310479.690000000000
0.0053759078
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Variable
.969390000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FHPL1
425685927.930000000000
PA
USD
2877168.620000000000
0.0498177296
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
.265095000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMCT7
52720556.910000000000
PA
USD
2227575.330000000000
0.0385701223
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Variable
1.092358000000
N
N
N
N
N
N
BMO 2022-C1 Mortgage Trust
N/A
BMO 2022-C1 Mortgage Trust
05609MAY1
30550000.000000000000
PA
USD
3496264.200000000000
0.0605372738
Long
ABS-MBS
CORP
US
N
2
2055-02-17
Variable
1.890330000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAP6
5000000.000000000000
PA
USD
4844529.300000000000
0.0838822754
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
4.850000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK28
06540YAP4
29969467.000000000000
PA
USD
1675281.220000000000
0.0290072352
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
1.090134000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK31
06541ABA7
7250000.000000000000
PA
USD
6170674.380000000000
0.1068442724
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.739000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B13 Mortgage Trust
08162DAK4
82774000.000000000000
PA
USD
1637931.910000000000
0.0283605377
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
.535196000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B28 Mortgage Trust
08163GAV2
10000000.000000000000
PA
USD
8382471.000000000000
0.1451411887
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
1.980400000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KAA9
83683000.000000000000
PA
USD
3093250.040000000000
0.0535591460
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
.594377000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KAC5
18582000.000000000000
PA
USD
1478920.940000000000
0.0256072873
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
1.409053000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMU26
194706041.730000000000
PA
USD
8015872.500000000000
0.1387935924
Long
ABS-MBS
USGSE
US
N
2
2029-06-25
Variable
1.014303000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQ3E1
62086000.000000000000
PA
USD
2939840.390000000000
0.0509028816
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Variable
1.034694000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQKE2
172667395.220000000000
PA
USD
6976522.500000000000
0.1207974079
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Variable
.943756000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZZ0
44272000.000000000000
PA
USD
4062190.640000000000
0.0703362026
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.768808000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVEE8
15500059.050000000000
PA
USD
1067969.570000000000
0.0184917279
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.479525000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHG8
80189656.570000000000
PA
USD
8414260.570000000000
0.1456916202
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Variable
1.436148000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHV5
98787413.950000000000
PA
USD
7302049.520000000000
0.1264338579
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Variable
1.528065000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXZ76
186332000.000000000000
PA
USD
5758702.260000000000
0.0997110388
Long
ABS-MBS
USGSE
US
N
2
2031-02-25
Variable
.593620000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KAL5
1500000.000000000000
PA
USD
718499.400000000000
0.0124407060
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.000000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAF4
10000000.000000000000
PA
USD
8653181.000000000000
0.1498284905
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Fixed
2.615000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B32 Mortgage Trust
08163NAC9
39202000.000000000000
PA
USD
3565292.530000000000
0.0617324886
Long
ABS-MBS
CORP
US
N
2
2055-01-15
Variable
1.638875000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAC4
15000000.000000000000
PA
USD
12609576.000000000000
0.2183328579
Long
DBT
CORP
US
N
2
2028-08-05
Fixed
1.625000000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
12530000.000000000000
PA
USD
11256616.200000000000
0.1949065682
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.000000000000
N
N
N
N
N
N
BROOKFIELD CORP
C6J3FGIWG6MBDGTE8F80
Brookfield Corp
10549PAG6
3000000.000000000000
PA
USD
3255614.040000000000
0.0563704535
Long
DBT
CORP
CA
N
2
2033-03-01
Fixed
7.375000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FYUN4
37700000.000000000000
PA
USD
1726154.820000000000
0.0298881037
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
.828617000000
N
N
N
N
N
N
Freddie Mac Multiclass Certifi
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multiclass Certificates Series 2015-P001
3137H14L7
70015000.000000000000
PA
USD
4046096.840000000000
0.0700575409
Long
ABS-MBS
USGSE
US
N
2
2027-08-27
Variable
2.038011000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H5YG6
175000000.000000000000
PA
USD
4574255.000000000000
0.0792025177
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Variable
.638325000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H6ZT5
184939545.490000000000
PA
USD
4075346.320000000000
0.0705639911
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Variable
.406977000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2004-AA6
32051GCB9
240836.750000000000
PA
USD
234318.740000000000
0.0040571927
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
6.236994000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2006-FA6
32052FAM8
1160167.900000000000
PA
USD
364297.710000000000
0.0063077585
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.250000000000
N
N
N
N
N
N
Buttermilk Park CLO Ltd
N/A
Buttermilk Park CLO Ltd
124166AL3
1000000.000000000000
PA
USD
912175.000000000000
0.0157941690
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
8.669570000000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending 2019-CF2
12528YAH6
134736000.000000000000
PA
USD
4145530.300000000000
0.0717792159
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
.747121000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C18 Commercial Mortgage Trust
12597DAF2
103486300.930000000000
PA
USD
4291194.000000000000
0.0743013603
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
1.180153000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-31
126694UT3
671017.000000000000
PA
USD
615642.660000000000
0.0106597574
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
3.908251000000
N
N
N
N
N
N
FIRST INTERSTATE BANCSYS
549300WRWYTYX0RCNJ43
First Interstate BancSystem Inc
32055YAA0
5000000.000000000000
PA
USD
4500131.350000000000
0.0779190782
Long
DBT
CORP
US
N
2
2030-05-15
Variable
5.250000000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2021-1
32059FAE9
1795000.000000000000
PA
USD
1718082.100000000000
0.0297483258
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.170000000000
N
N
N
N
N
N
FLUSHING FINANCIAL CORP
N/A
Flushing Financial Corp
343873AB1
5000000.000000000000
PA
USD
4050016.000000000000
0.0701254005
Long
DBT
CORP
US
N
2
2031-12-01
Variable
3.125000000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D42
3000000.000000000000
PA
USD
3048360.000000000000
0.0527818819
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
7.200000000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833FAC9
24726722.540000000000
PA
USD
3505012.920000000000
0.0606887565
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Variable
2.015515000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2012-BWTR
36192RAG7
6608000.000000000000
PA
USD
3170899.020000000000
0.0549036260
Long
ABS-MBS
CORP
US
N
2
2034-11-05
Fixed
3.255000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-J4
12669YAD4
95030.170000000000
PA
USD
37141.070000000000
0.0006430919
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.250000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2007-3
17312FAR4
35468.740000000000
PA
USD
33537.460000000000
0.0005806959
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.500000000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-18
3622ELAG1
1670380.990000000000
PA
USD
395853.570000000000
0.0068541433
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
6.181590000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-3
36267PAG1
5000000.000000000000
PA
USD
4995038.000000000000
0.0864883103
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
6.010000000000
N
N
N
N
N
N
GAINESVILLE FL PENSN OBLG REVE
N/A
City of Gainesville FL
362832AZ0
4610000.000000000000
PA
USD
3701022.790000000000
0.0640826371
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
.000000000000
N
N
N
N
N
N
GAINESVILLE FL PENSN OBLG REVE
N/A
City of Gainesville FL
362832BA4
1400000.000000000000
PA
USD
1066741.060000000000
0.0184704564
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
.000000000000
N
N
N
N
N
N
GDB DEBT RECOVERY AUTH OF CMWL
N/A
GDB Debt Recovery Authority of Puerto Rico
36829QAA3
10083109.000000000000
PA
USD
8242941.610000000000
0.1427252589
Long
DBT
MUN
US
N
2
2040-08-20
Fixed
7.500000000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300UYD6YMBA6XSE43
Goldentree Loan Management US Clo 2 Ltd
38136PAA9
6561000.000000000000
PA
USD
6166414.900000000000
0.1067705201
Long
ABS-CBDO
CORP
KY
N
2
2030-11-28
Floating
10.287750000000
N
N
N
N
N
N
GOLUB CAPITAL BDC 3 CLO 1 LLC
254900GKK16EMNSQ3D94
Golub Capital BDC 3 CLO 1 LLC
38177XAE4
7000000.000000000000
PA
USD
6834324.000000000000
0.1183352629
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
8.369570000000
N
N
N
N
N
N
GREAT SOUTHERN BANK
1TMVIO1SD0RLIPEIW803
Great Southern Bank
390905AC1
4750000.000000000000
PA
USD
4482208.730000000000
0.0776087508
Long
DBT
CORP
US
N
2
2030-06-15
Variable
5.500000000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2006-6
41161UAE2
2015647.080000000000
PA
USD
1615959.990000000000
0.0279800973
Long
ABS-MBS
CORP
US
N
2
2036-08-19
Variable
4.275108000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AU6
7709000.000000000000
PA
USD
7751168.690000000000
0.1342102868
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.400000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BFXU0
111029644.670000000000
PA
USD
1160759.420000000000
0.0200983698
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Variable
1.147771000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BJP72
426379607.660000000000
PA
USD
1837824.020000000000
0.0318216386
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Variable
.454050000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BUXA1
79423000.000000000000
PA
USD
501460.940000000000
0.0086827186
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Variable
.304970000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84L4
35211000.000000000000
PA
USD
2233757.670000000000
0.0386771685
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
1.171847000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FETS9
54203000.000000000000
PA
USD
508060.980000000000
0.0087969973
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Variable
.336121000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQXN8
20050000.000000000000
PA
USD
577592.380000000000
0.0100009227
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Variable
1.120517000000
N
N
N
N
N
N
HONOLULU CITY & CNTY HI WSTWTR
N/A
City & County Honolulu HI Wastewater System Revenue
4387012B9
5000000.000000000000
PA
USD
3475855.000000000000
0.0601838916
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
2.574000000000
N
N
N
N
N
N
ILLINOIS ST FIN AUTH REVENUE
549300ZG6UBPNNNRN315
Illinois Finance Authority
45204FED3
7000000.000000000000
PA
USD
5243295.400000000000
0.0907868488
Long
DBT
MUN
US
N
2
2041-05-15
Fixed
3.510000000000
N
N
N
N
N
N
Freddie Mac Multiclass Certifi
N/A
Freddie Mac Multiclass Certificates Series 2020-RR09
3137FTGA9
42360000.000000000000
PA
USD
4454810.580000000000
0.0771343561
Long
ABS-MBS
USGSE
US
N
2
2029-08-27
Variable
2.675870000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHX1
23000000.000000000000
PA
USD
2082325.700000000000
0.0360551474
Long
ABS-MBS
USGSE
US
N
2
2030-08-25
Variable
1.703790000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H1YZ3
43372188.000000000000
PA
USD
3367312.580000000000
0.0583044964
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Variable
1.321126000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H5E37
160000000.000000000000
PA
USD
2934016.000000000000
0.0508020332
Long
ABS-MBS
USGSE
US
N
2
2028-12-25
Variable
.485545000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HAAG1
10000000.000000000000
PA
USD
9550660.000000000000
0.1653682005
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
4.200000000000
N
N
N
N
N
N
First Horizon Alternative Mort
549300C1T80OPZQ1IW57
First Horizon Alternative Mortgage Securities Trust 2006-FA2
32051G2Z7
1375224.720000000000
PA
USD
589207.610000000000
0.0102020386
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.000000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2003-5F
36228FTD8
852189.680000000000
PA
USD
788806.620000000000
0.0136580646
Long
ABS-MBS
CORP
US
N
2
2032-08-25
Fixed
3.000000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2006-2F
362334BN3
420240.180000000000
PA
USD
369018.620000000000
0.0063895003
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.750000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR23
45660LF53
598323.230000000000
PA
USD
541985.170000000000
0.0093843894
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.744683000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR3
45660LFN4
787333.030000000000
PA
USD
726440.690000000000
0.0125782082
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
3.397471000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-7F
362341NB1
16627.840000000000
PA
USD
15897.510000000000
0.0002752629
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
6.000000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR7
362341XG9
363747.420000000000
PA
USD
323829.520000000000
0.0056070580
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.698898000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR25
45661HAE7
1932308.280000000000
PA
USD
1357832.640000000000
0.0235106621
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
3.899715000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR31
45667QAE1
3742281.600000000000
PA
USD
3454369.910000000000
0.0598118806
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
3.432724000000
N
N
N
N
N
N
IndyMac INDA Mortgage Loan Tru
N/A
IndyMac INDA Mortgage Loan Trust 2007-AR1
45669AAB0
307115.170000000000
PA
USD
260411.860000000000
0.0045089911
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
3.547214000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JAC1
23066000.000000000000
PA
USD
194021.970000000000
0.0033594604
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
.500000000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Trust
36242DSV6
2050000.000000000000
PA
USD
1972950.340000000000
0.0341613299
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
6.260000000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-7
36249BAB6
730436.580000000000
PA
USD
656636.630000000000
0.0113695617
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.789430000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS3
36251PAJ3
10417000.000000000000
PA
USD
8769557.700000000000
0.1518435350
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
3.395000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC39
36260JAG2
69588000.000000000000
PA
USD
2183991.540000000000
0.0378154757
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Variable
.773294000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMT6
5000000.000000000000
PA
USD
4862690.700000000000
0.0841967373
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.400000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-2CB
02149HBE9
5623501.490000000000
PA
USD
3005948.250000000000
0.0520475290
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.750000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2005-S3
466247ZS5
46817.410000000000
PA
USD
22153.170000000000
0.0003835787
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.750000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC20
46631QAK8
166194.660000000000
PA
USD
.000000000000
0.0000000000
Long
ABS-MBS
CORP
US
N
2
2051-02-12
Variable
.000000000000
N
N
N
N
N
N
JOBSOHIO BEVERAGE SYS STWD LIQ
N/A
JobsOhio Beverage System
47770VBQ2
7540000.000000000000
PA
USD
5929563.820000000000
0.1026694803
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
2.833000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP6
48128KAW1
68830000.000000000000
PA
USD
1481428.090000000000
0.0256506982
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
.703965000000
N
N
N
N
N
N
KANSAS CITY MO LAND CLEARANCE
N/A
Kansas City Land Clearance Redevelopment Authority
48504MAA9
7935000.000000000000
PA
USD
6931299.470000000000
0.1200143781
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
6.400000000000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAY5
1882000.000000000000
PA
USD
1700358.770000000000
0.0294414491
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.800000000000
N
N
N
N
N
N
ATLANTIC UNION BANKSHARE
N/A
Atlantic Union Bankshares Corp
04911AAA5
8000000.000000000000
PA
USD
6127824.480000000000
0.1061023330
Long
DBT
CORP
US
N
2
2031-12-15
Variable
2.875000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-7 Trust
05946XU43
3571.170000000000
PA
USD
3492.900000000000
0.0000604790
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.750000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JAZ5
5200000.000000000000
PA
USD
4596187.440000000000
0.0795822745
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
2.041000000000
N
N
N
N
N
N
WSFS FINANCIAL CORP
549300SU7VQHD6QRG886
WSFS Financial Corp
117665AD1
3500000.000000000000
PA
USD
3371496.940000000000
0.0583769480
Long
DBT
CORP
US
N
2
2027-12-15
Variable
7.602000000000
N
N
N
N
N
N
HACKENSACK MERIDIAN HLTH
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AC1
14920000.000000000000
PA
USD
10168847.900000000000
0.1760720284
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
2.675000000000
N
N
N
N
N
N
HARRIS CNTY TX MET TRANSIT AUT
N/A
Metropolitan Transit Authority of Harris County Sales & Use Tax Revenue
41422EKW2
17015000.000000000000
PA
USD
12679264.920000000000
0.2195395107
Long
DBT
MUN
US
N
2
2037-11-01
Fixed
2.599000000000
N
N
N
N
N
N
HAWAII ST
N/A
State of Hawaii
419792C53
10000000.000000000000
PA
USD
7566757.000000000000
0.1310172270
Long
DBT
MUN
US
N
2
2038-10-01
Fixed
2.800000000000
N
N
N
N
N
N
HAWAII ST
N/A
State of Hawaii
419792C87
2270000.000000000000
PA
USD
1630678.560000000000
0.0282349470
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
2.870000000000
N
N
N
N
N
N
KING CNTY WA
N/A
County of King WA
49474FH60
5000000.000000000000
PA
USD
3648545.000000000000
0.0631739923
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
2.730000000000
N
N
N
N
N
N
KING CNTY WA HSG AUTH
549300TZU8KSWALVD392
King County Housing Authority
494759RG0
18395000.000000000000
PA
USD
14617198.620000000000
0.2530945330
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-21
12543PAE3
606245.050000000000
PA
USD
292739.060000000000
0.0050687315
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-J2
12545EAD8
2939408.360000000000
PA
USD
1095535.720000000000
0.0189690315
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A1
12566QAE3
1396243.150000000000
PA
USD
1240668.850000000000
0.0214819892
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2023-A
12664QAB0
10000000.000000000000
PA
USD
9961017.000000000000
0.1724734685
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
5.340000000000
N
N
N
N
N
N
HAWAII ST
N/A
State of Hawaii
419792F27
1730000.000000000000
PA
USD
1286471.420000000000
0.0222750536
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
2.830000000000
N
N
N
N
N
N
HAWAII ST
N/A
State of Hawaii
419792ZD1
3875000.000000000000
PA
USD
2720457.700000000000
0.0471043043
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
2.245000000000
N
N
N
N
N
N
KING CNTY WA HSG AUTH
549300TZU8KSWALVD392
King County Housing Authority
494762PA9
1200000.000000000000
PA
USD
934001.640000000000
0.0161720939
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
3.000000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300K6S4MWQOINB710
LCM XVII LP
50190BAB6
1000000.000000000000
PA
USD
693459.000000000000
0.0120071353
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
11.569570000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 29 Ltd
50201MAS2
4750000.000000000000
PA
USD
4642702.250000000000
0.0803876713
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
7.169570000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-5
52521RAE1
1361347.410000000000
PA
USD
1217273.970000000000
0.0210769105
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-65CB
12668AY25
99339.810000000000
PA
USD
67449.160000000000
0.0011678718
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-80CB
12668BGD9
4189677.410000000000
PA
USD
3906387.760000000000
0.0676384998
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-HYB5
12669F3B7
860980.400000000000
PA
USD
802973.400000000000
0.0139033602
Long
ABS-MBS
CORP
US
N
2
2035-04-20
Variable
4.717084000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAV0
8348000.000000000000
PA
USD
7418370.890000000000
0.1284479444
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Variable
5.105343000000
N
N
N
N
N
N
CLIFTON NJ BRD OF EDU
N/A
Clifton Board Of Education
187099JJ6
4560000.000000000000
PA
USD
2905778.830000000000
0.0503131109
Long
DBT
MUN
US
N
2
2044-08-15
Fixed
2.125000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10
225470FM0
815037.840000000000
PA
USD
231246.040000000000
0.0040039894
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-J6
23244EAD9
1983230.480000000000
PA
USD
1021944.980000000000
0.0176948192
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.000000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2006-FA6
32052FBD7
728.030000000000
PA
USD
480.350000000000
0.0000083172
Long
ABS-MBS
CORP
US
N
2
2500-12-31
Fixed
5.750000000000
N
N
N
N
N
N
HILLTOP HOLDINGS INC
54930010TA543US0PM65
Hilltop Holdings Inc
432748AE1
11750000.000000000000
PA
USD
9483647.190000000000
0.1642078841
Long
DBT
CORP
US
N
2
2035-05-15
Variable
6.125000000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2022-2 Owner Trust
43815PAB5
2619250.140000000000
PA
USD
2601836.320000000000
0.0450503934
Long
ABS-O
CORP
US
N
2
2025-03-18
Fixed
3.810000000000
N
N
N
N
N
N
HOUSTON TX ARPT SYS REVENUE
N/A
City of Houston TX Airport System Revenue
442348P36
1750000.000000000000
PA
USD
1805603.800000000000
0.0312637505
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
6.880000000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2005-5
45254NPW1
387333.000000000000
PA
USD
357731.970000000000
0.0061940737
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
5.929430000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TPL2
98608.720000000000
PA
USD
95903.710000000000
0.0016605579
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
4.829652000000
N
N
N
N
N
N
INDUSTRY CA SALES TAX REVENUE
N/A
City of Industry CA Sales Tax Revenue
45656RCT7
2885000.000000000000
PA
USD
2728174.860000000000
0.0472379257
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
4.000000000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-15
3622E8AE5
2055290.010000000000
PA
USD
543588.240000000000
0.0094121463
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
6.691650000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2004-15F
36242DQX4
838608.430000000000
PA
USD
696417.670000000000
0.0120583642
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
6.000000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-2
36265NAC7
5000000.000000000000
PA
USD
4915933.000000000000
0.0851186195
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
4.700000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-2
379928AC8
6000000.000000000000
PA
USD
5986144.800000000000
0.1036491712
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
5.700000000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAV3
7916000.000000000000
PA
USD
6774591.960000000000
0.1173010118
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.950000000000
N
N
N
N
N
N
Magnetite CLO Ltd
5493007RY5PFZOE8RF76
Magnetite XXXIV Ltd
55952MAG8
2950000.000000000000
PA
USD
3002020.300000000000
0.0519795171
Long
ABS-CBDO
CORP
KY
N
2
2036-04-20
Floating
10.355440000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954RAG5
2750000.000000000000
PA
USD
2661859.750000000000
0.0460896898
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
11.912820000000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RPK9
450000.000000000000
PA
USD
443922.660000000000
0.0076864522
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
3.831000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-2
379928AE4
4340000.000000000000
PA
USD
4281143.090000000000
0.0741273304
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
5.520000000000
N
N
N
N
N
N
GoldenTree Loan Opportunities
549300IGEA8MXF2YEF61
Goldentree Loan Opportunities X Ltd
38137PAY6
4000000.000000000000
PA
USD
3932524.000000000000
0.0680910447
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
8.637750000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldentTree Loan Management US CLO 1 Ltd
38138HAA5
6500000.000000000000
PA
USD
6036303.000000000000
0.1045176527
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
10.337750000000
N
N
N
N
N
N
GREAT LAKES MI WTR AUTH SEWAGE
N/A
Great Lakes Water Authority Sewage Disposal System Revenue
39081HCV2
14060000.000000000000
PA
USD
11068452.390000000000
0.1916485410
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
3.056000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A15
45660L4G1
3468198.540000000000
PA
USD
1385258.840000000000
0.0239855425
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.750000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR25
45661HAJ6
4060933.780000000000
PA
USD
3713078.250000000000
0.0642913755
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
3.418993000000
N
N
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust 2006-S4
466302AG1
397733.750000000000
PA
USD
379062.180000000000
0.0065634030
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
6.460000000000
N
N
N
N
N
N
LOUISIANA ST GAS & FUELS TAX R
N/A
State of Louisiana Gasoline & Fuels Tax Revenue
546475UA0
12055000.000000000000
PA
USD
8522664.390000000000
0.1475686155
Long
DBT
MUN
US
N
2
2041-05-01
Fixed
2.530000000000
N
N
N
N
N
N
TUCSON AZ COPS
N/A
City of Tucson AZ
898735UT0
11605000.000000000000
PA
USD
8737261.760000000000
0.1512843358
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
2.232000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2019-C16
90276YAC7
9000000.000000000000
PA
USD
8425525.500000000000
0.1458866707
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.460300000000
N
N
N
N
N
N
MASSACHUSETTS ST
5493001N1YCXNI1O7K10
Commonwealth of Massachusetts
57582RR32
3250000.000000000000
PA
USD
2275854.750000000000
0.0394060729
Long
DBT
MUN
US
N
2
2043-09-01
Fixed
2.375000000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgage
N/A
MASTR Adjustable Rate Mortgages Trust 2005-1
576433XE1
96005.990000000000
PA
USD
88855.990000000000
0.0015385277
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
3.677967000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-5
576434FU3
577797.310000000000
PA
USD
342768.030000000000
0.0059349754
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Variable
5.871653000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5
59020UYT6
246142.080000000000
PA
USD
231434.080000000000
0.0040072453
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Variable
4.417854000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series 2006-F1
590218AA1
1991373.450000000000
PA
USD
957837.880000000000
0.0165848147
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.000000000000
N
N
N
N
N
N
MET WASHINGTON DC ARPTS AUTH D
N/A
Metropolitan Washington Airports Authority Dulles Toll Road Revenue
592643BS8
10460000.000000000000
PA
USD
13404078.920000000000
0.2320895530
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
8.000000000000
N
N
N
N
N
N
MET WASHINGTON DC ARPTS AUTH D
N/A
Metropolitan Washington Airports Authority Dulles Toll Road Revenue
592643EH9
1825000.000000000000
PA
USD
1450075.470000000000
0.0251078325
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
3.562000000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL SEAPORT REV
N/A
County of Miami-Dade Seaport Department
59335KDY0
4235000.000000000000
PA
USD
3366275.720000000000
0.0582865434
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
1.962000000000
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TH97
19000000.000000000000
PA
USD
16752442.500000000000
0.2900659505
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
3.267000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
61690QAH2
3845000.000000000000
PA
USD
3532506.470000000000
0.0611648031
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
4.276480000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L6
61692CBS6
7500000.000000000000
PA
USD
5571357.750000000000
0.0964671976
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.951000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31
61766RAA4
21212500.000000000000
PA
USD
718808.900000000000
0.0124460649
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
1.402853000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C13
90353KBA6
128678000.000000000000
PA
USD
2072436.400000000000
0.0358839157
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
.416531000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC2 Trust
93936LAC1
3824434.680000000000
PA
USD
3537139.320000000000
0.0612450202
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
6.049430000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300NJNSVWVLHGRY73
Magnetite VIII Ltd
55952YAV9
10150000.000000000000
PA
USD
10093393.450000000000
0.1747655462
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
8.469570000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300Z6VW568TT64K70
Magnetite XII Ltd
55953GCG8
8923000.000000000000
PA
USD
8580972.490000000000
0.1485782113
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
11.249570000000
N
N
N
N
N
N
Magnetite CLO Ltd
54930077HHZ1QV5CPQ30
Magnetite XXVIII Ltd
55955MAE0
2250000.000000000000
PA
USD
2194229.250000000000
0.0379927400
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
11.737750000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AB7
1935000.000000000000
PA
USD
1745743.860000000000
0.0302272849
Long
DBT
CORP
US
N
2
2114-07-01
Fixed
4.678000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H3
61767YBB5
135712000.000000000000
PA
USD
2166954.220000000000
0.0375204771
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
.521037000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H7
61771MBB5
9593000.000000000000
PA
USD
7369640.940000000000
0.1276041929
Long
ABS-MBS
CORP
US
N
2
2052-07-15
Fixed
4.128000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C49
95001WBD9
125812000.000000000000
PA
USD
3715190.620000000000
0.0643279509
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
.772266000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAY5
57051972.430000000000
PA
USD
3648895.820000000000
0.0631800667
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.748710000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C57
95002XBB0
7250000.000000000000
PA
USD
6251777.230000000000
0.1082485557
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Fixed
1.914000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C57
95002XBJ3
74972000.000000000000
PA
USD
3078342.820000000000
0.0533010297
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Variable
.811816000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C59
95003CBA7
40274000.000000000000
PA
USD
3411944.810000000000
0.0590772966
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
1.580341000000
N
N
N
N
N
N
WSTRN NASSAU CNTY NY WTR AUTH
N/A
Western Nassau County Water Authority
958792FR9
1500000.000000000000
PA
USD
1087542.450000000000
0.0188306293
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
2.958000000000
N
N
N
N
N
N
National Finance Authority
N/A
National Finance Authority
63607WAP9
33000000.000000000000
PA
USD
1897170.000000000000
0.0328492051
Long
ABS-MBS
CORP
US
N
2
2038-01-20
Variable
.813240000000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy/The
63902HAR0
532000.000000000000
PA
USD
372215.920000000000
0.0064448611
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
1.861000000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990GGJ5
3125000.000000000000
PA
USD
2783269.690000000000
0.0481918841
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
5.096000000000
N
N
N
N
N
N
NJB PROPERTIES WA LEASE REVENU
N/A
NJB Properties
65486MAV9
7320000.010000000000
PA
USD
7503802.280000000000
0.1299271757
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5.510000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2020-1
96042KAG8
10000000.000000000000
PA
USD
9862707.000000000000
0.1707712461
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
3.310000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-1
96042WAF4
5000000.000000000000
PA
USD
4822613.000000000000
0.0835027981
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
3.110000000000
N
N
N
N
N
N
WHITE BEAR LAKE MN INDEP SCH D
549300I7BXOUJLASQ618
White Bear Lake Independent School District No 624
963439C51
8330000.000000000000
PA
USD
6637692.190000000000
0.1149306135
Long
DBT
MUN
US
N
2
2044-02-01
Fixed
3.000000000000
N
N
N
N
N
N
WHITTIER CA PENSION OBLIG
N/A
City of Whittier CA
966770AG4
1085000.000000000000
PA
USD
924973.570000000000
0.0160157743
Long
DBT
MUN
US
N
2
2028-06-01
Fixed
1.566000000000
N
N
N
N
N
N
YUBA CA CMNTY CLG DIST
N/A
Yuba Community College District
988176HX4
5055000.000000000000
PA
USD
2691556.490000000000
0.0466038843
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
.000000000000
N
N
N
N
N
N
Nomura Asset Acceptance Corpor
N/A
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AR3
65535VMG0
524989.420000000000
PA
USD
512516.250000000000
0.0088741396
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
5.687740000000
N
N
N
N
N
N
OHIO ST HGR EDUCTNL FAC COMMIS
5493007MQT6NGNN6BR81
Ohio Higher Educational Facility Commission
67756DXS0
4025000.000000000000
PA
USD
3822195.550000000000
0.0661807247
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
4.500000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
5000000.000000000000
PA
USD
4355750.000000000000
0.0754191375
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.500000000000
N
N
N
N
N
N
Opteum Mortgage Acceptance Cor
N/A
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5
68383NDP5
39624.390000000000
PA
USD
39275.570000000000
0.0006800504
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
5.850000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBH7
10200000.000000000000
PA
USD
8464823.840000000000
0.1465671154
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.850000000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAK9
8950000.000000000000
PA
USD
7679474.110000000000
0.1329689063
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.750000000000
N
N
N
N
N
N
PERALTA CA CMNTY CLG DIST LTD
N/A
Peralta Community College District
713580AJ7
12350000.000000000000
PA
USD
10627167.590000000000
0.1840077629
Long
DBT
MUN
US
N
2
2031-08-05
Fixed
.000000000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AF9
5000000.000000000000
PA
USD
4883026.550000000000
0.0845488494
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.110000000000
N
N
N
N
N
N
PORT HOUSTON TX AUTH
N/A
Port Authority of Houston of Harris County Texas
7342606S6
5000000.000000000000
PA
USD
4190304.500000000000
0.0725544742
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
3.000000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3J4
485328.000000000000
PA
USD
524923.630000000000
0.0090889715
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
5.750000000000
N
N
N
N
N
N
MUNI ELEC AUTH OF GA
JA0WNILDDF2KUPS83B16
Municipal Electric Authority of Georgia
62620HCQ3
10355000.000000000000
PA
USD
8541705.920000000000
0.1478983167
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
2.497000000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525BB6
9500000.000000000000
PA
USD
7441546.840000000000
0.1288492324
Long
DBT
CORP
AU
N
2
2037-01-12
Variable
3.347000000000
N
N
N
N
N
N
NATIONAL FIN AUTH NH FEDERAL L
N/A
New Hampshire Business Finance Authority
63607VAB2
4845000.000000000000
PA
USD
3206761.120000000000
0.0555245727
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
3.278000000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300MYVO80EQUJK294
Neuberger Berman Loan Advisers CLO 35 Ltd
64133CAL3
7971955.000000000000
PA
USD
7772225.640000000000
0.1345748847
Long
ABS-CBDO
CORP
KY
N
2
2033-01-19
Floating
9.281730000000
N
N
N
N
N
N
OHIO ST UNIV
JFC10ZULKO4X2E3HBY86
Ohio State University/The
677632PA3
3111000.000000000000
PA
USD
2719447.670000000000
0.0470868157
Long
DBT
MUN
US
N
2
2111-06-01
Fixed
4.800000000000
N
N
N
N
N
N
OKLAHOMA CITY OK ECON DEV TRUS
N/A
Oklahoma City Economic Development Trust
678553BZ0
1545000.000000000000
PA
USD
1251196.470000000000
0.0216642733
Long
DBT
MUN
US
N
2
2031-03-01
Fixed
1.891000000000
N
N
N
N
N
N
PARAMOUNT CA UNIF SCH DIST
N/A
Paramount Unified School District
699211PW2
13425000.000000000000
PA
USD
9585467.450000000000
0.1659708861
Long
DBT
MUN
US
N
2
2051-08-01
Fixed
3.272000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3M7
355042.000000000000
PA
USD
319432.890000000000
0.0055309311
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
4.000000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3R6
592257.000000000000
PA
USD
360865.510000000000
0.0062483305
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S5 Trust
74957EAP2
333508.790000000000
PA
USD
275422.130000000000
0.0047688916
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
REEDY CREEK FL IMPT DIST
549300DLSKH6SZ96KV94
Central Florida Tourism Oversight District
758449SG8
4500000.000000000000
PA
USD
3499634.250000000000
0.0605956257
Long
DBT
MUN
US
N
2
2035-06-01
Fixed
2.547000000000
N
N
N
N
N
N
REEDY CREEK FL IMPT DIST
549300DLSKH6SZ96KV94
Central Florida Tourism Oversight District
758449SH6
18500000.000000000000
PA
USD
13976546.500000000000
0.2420017406
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
2.731000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S5 Trust
74957EAQ0
1397658.940000000000
PA
USD
1154231.060000000000
0.0199853323
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A5CB
76112FAF8
2283825.050000000000
PA
USD
972780.210000000000
0.0168435389
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AE3
4676000.000000000000
PA
USD
4659408.010000000000
0.0806769289
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.300000000000
N
N
N
N
N
N
RENASANT CORP
549300OVE6OZHW2UUH81
Renasant Corp
75970EAD9
9000000.000000000000
PA
USD
6193230.930000000000
0.1072348355
Long
DBT
CORP
US
N
2
2035-09-15
Variable
4.500000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
15874000.000000000000
PA
USD
12369468.450000000000
0.2141754328
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.875000000000
N
N
N
N
N
N
Specialty Underwriting & Resid
N/A
Specialty Underwriting & Residential Finance Trust Series 2006-BC2
84751PLP2
773967.930000000000
PA
USD
298867.640000000000
0.0051748470
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Variable
3.859577000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2007-5
86363XAA5
1313470.580000000000
PA
USD
1153282.730000000000
0.0199689121
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
5.869430000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2007-9
86364JAA5
868928.730000000000
PA
USD
759298.160000000000
0.0131471302
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
7.376260000000
N
N
N
N
N
N
TENNESSEE ST SCH BOND AUTH
N/A
Tennessee State School Bond Authority
880558PG0
8000000.000000000000
PA
USD
5641687.200000000000
0.0976849412
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
2.561000000000
N
N
N
N
N
N
TRIBOROUGH NY BRIDGE & TUNNEL
54930020ZN4LQF7K3456
Triborough Bridge & Tunnel Authority
89602HAL1
3890000.000000000000
PA
USD
2839909.280000000000
0.0491725899
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
2.917000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TK4
40000000.000000000000
PA
USD
34735937.600000000000
0.6014473863
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.375000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TQ1
155000000.000000000000
PA
USD
144319531.250000000000
2.4988703589
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.875000000000
N
N
N
N
N
N
UNIV OF VIRGINIA VA UNIV REVEN
N/A
University of Virginia
915217RY1
11130000.000000000000
PA
USD
12265147.590000000000
0.2123691332
Long
DBT
MUN
US
N
2
2039-09-01
Fixed
6.200000000000
N
N
N
N
N
N
WEBSTER FINANCIAL CORP
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890AJ8
10470000.000000000000
PA
USD
9144136.160000000000
0.1583293031
Long
DBT
CORP
US
N
2
2029-03-25
Fixed
4.100000000000
N
N
N
N
N
N
Renaissance Home Equity Loan T
N/A
Renaissance Home Equity Loan Trust 2005-1
759950FE3
28398.780000000000
PA
USD
28278.020000000000
0.0004896295
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
5.516000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS1 Trust
761118SB5
174811.680000000000
PA
USD
141254.360000000000
0.0024457974
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.750000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C6
90276UBB6
63420500.000000000000
PA
USD
1326243.150000000000
0.0229636950
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
.621149000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C12
90353DBA2
40873468.290000000000
PA
USD
1383521.940000000000
0.0239554684
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
1.032824000000
N
N
N
N
N
N
UNION CNTY PA HOSP AUTH
N/A
Union County Hospital Authority
906460DS6
1060000.000000000000
PA
USD
1036695.690000000000
0.0179502255
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
4.400000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
50000000.000000000000
PA
USD
37225586.000000000000
0.6445552632
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.375000000000
N
N
N
N
N
N
Webster Park CLO Ltd
N/A
Webster Park CLO Ltd
948214AW1
4800000.000000000000
PA
USD
4593364.800000000000
0.0795334010
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
8.487750000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C53
95002BAJ2
5200000.000000000000
PA
USD
4021899.440000000000
0.0696385667
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Variable
3.514000000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GC86
3987000.000000000000
PA
USD
3448093.160000000000
0.0597031997
Long
DBT
MUN
US
N
2
2115-05-15
Fixed
4.767000000000
N
N
N
N
N
N
UNIV OF MICHIGAN MI
N/A
University of Michigan
914455UJ7
19061000.000000000000
PA
USD
15804536.800000000000
0.2736531099
Long
DBT
MUN
US
N
2
2122-04-01
Fixed
4.454000000000
N
N
N
N
N
N
WSFS FINANCIAL CORP
549300SU7VQHD6QRG886
WSFS Financial Corp
929328AF9
5470000.000000000000
PA
USD
4119108.560000000000
0.0713217275
Long
DBT
CORP
US
N
2
2030-12-15
Variable
2.750000000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust
93363EAF2
902214.860000000000
PA
USD
780835.740000000000
0.0135200501
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
4.043201000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C57
95002XBG9
5500000.000000000000
PA
USD
4450644.550000000000
0.0770622219
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Variable
4.156622000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-2
96042VAG4
5000000.000000000000
PA
USD
4900679.500000000000
0.0848545075
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.480000000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2004-J Trust
949813AA7
3068898.280000000000
PA
USD
2797258.740000000000
0.0484341024
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
5.382570000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2007-AR3 Trust
94983UAA5
628592.040000000000
PA
USD
539057.590000000000
0.0093336988
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
4.624052000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAF2
3000000.000000000000
PA
USD
2962117.500000000000
0.0512886063
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.740000000000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust 2023-B
98164QAB4
10000000.000000000000
PA
USD
9954085.000000000000
0.1723534420
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
5.250000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JBH8
4376000.000000000000
PA
USD
3469569.800000000000
0.0600750644
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.216455000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-2
96042VAE9
8825000.000000000000
PA
USD
8653149.890000000000
0.1498279518
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
4.310000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAD7
11000000.000000000000
PA
USD
10916819.100000000000
0.1890230340
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
5.210000000000
N
N
N
N
N
N
Whetstone Park CLO Ltd
549300M54M5QSBMB3780
Whetstone Park CLO Ltd
96329YAE7
1400000.000000000000
PA
USD
1157923.200000000000
0.0200492611
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Fixed
2.791000000000
N
N
N
N
N
N
WILDFLOWER IMPROV ASSN
N/A
Wildflower Improvement Association
96812GAA8
5059095.330000000000
PA
USD
4799644.990000000000
0.0831051105
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
6.625000000000
N
N
N
N
N
N
YOSEMITE CA CMNTY CLG DIST
N/A
Yosemite Community College District
987388DQ5
6110000.000000000000
PA
USD
3210854.490000000000
0.0555954488
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
.000000000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2005-3
007036HV1
275432.880000000000
PA
USD
263912.270000000000
0.0045696001
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
3.910273000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AG2
13782000.000000000000
PA
USD
11525755.670000000000
0.1995666765
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.750000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-4
02529XAC9
4030000.000000000000
PA
USD
4085085.670000000000
0.0707326265
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
7.860000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2023-2
02529YAC7
4000000.000000000000
PA
USD
3961032.400000000000
0.0685846633
Long
ABS-O
CORP
US
N
2
2027-06-14
Fixed
5.610000000000
N
N
N
N
N
N
AMERICAN MUNI PWR-OHIO INC OH
EARKGGZJJEMVD66XQ486
American Municipal Power Inc
02765UDV3
4500000.000000000000
PA
USD
5453462.700000000000
0.0944258631
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
7.499000000000
N
N
N
N
N
N
ARES CLO Ltd
6354004TAEXDOTEJZN31
Ares XXXVIII CLO Ltd
04015UAL2
7450000.000000000000
PA
USD
6852599.400000000000
0.1186516986
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
8.087750000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAC9
2194000.000000000000
PA
USD
1862772.480000000000
0.0322536173
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.375000000000
N
N
N
N
N
N
BAKERSFIELD CA CITY SCH DIST
N/A
Bakersfield City School District
057507HY4
9715000.000000000000
PA
USD
6686484.760000000000
0.1157754493
Long
DBT
MUN
US
N
2
2047-05-01
Fixed
.000000000000
N
N
N
N
N
N
BALDWIN CNTY AL PUBLIC BLDG AU
N/A
Baldwin County Public Building Authority
057864CT5
1210000.000000000000
PA
USD
723487.070000000000
0.0125270667
Long
DBT
MUN
US
N
2
2046-03-01
Fixed
2.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-5 Trust
05946XE58
153296.420000000000
PA
USD
147703.520000000000
0.0025574636
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2004-B Trust
05946XJK0
1507573.210000000000
PA
USD
1408950.630000000000
0.0243957622
Long
ABS-MBS
CORP
US
N
2
2034-11-20
Variable
3.914522000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-4 Trust
05946XZZ9
32519.950000000000
PA
USD
31556.810000000000
0.0005464013
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-4
05950AAR7
838882.290000000000
PA
USD
718285.580000000000
0.0124370037
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-5
05950BAS3
258477.900000000000
PA
USD
225146.400000000000
0.0038983751
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-5 Trust
05950NBF4
252525.210000000000
PA
USD
220644.790000000000
0.0038204304
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
5.750000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-I Trust
05951VAE9
371760.910000000000
PA
USD
344389.750000000000
0.0059630552
Long
ABS-MBS
CORP
US
N
2
2036-12-20
Variable
4.447456000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2007-1 Trust
05952HBB4
1512763.440000000000
PA
USD
1214695.040000000000
0.0210322567
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
549300MRF4Q4NF7TRB58
Banc of America Funding 2014-R3 Trust
05990NAD2
2717794.070000000000
PA
USD
2560648.500000000000
0.0443372327
Long
ABS-MBS
CORP
US
N
2
2035-06-26
Variable
5.017468000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VBA2
3250000.000000000000
PA
USD
2968950.400000000000
0.0514069169
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Fixed
2.929000000000
N
N
N
N
N
N
Bank
N/A
BANK 2023-BNK45
06541BAA6
22611000.000000000000
PA
USD
3603714.050000000000
0.0623977513
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
2.488646000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK32
06542BAJ6
5000000.000000000000
PA
USD
2608815.000000000000
0.0451712282
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
2.500000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBF5
99123000.000000000000
PA
USD
3817226.730000000000
0.0660946903
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Variable
.707178000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EAX3
10836000.000000000000
PA
USD
895239.980000000000
0.0155009418
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
1.480839000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAL1
124409000.000000000000
PA
USD
3848704.380000000000
0.0666397210
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Variable
.540831000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAN7
31991000.000000000000
PA
USD
2314555.250000000000
0.0400761661
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Variable
1.255948000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B32 Mortgage Trust
08163NBN4
10000000.000000000000
PA
USD
7856088.000000000000
0.1360269485
Long
ABS-MBS
CORP
US
N
2
2055-01-15
Variable
3.527975000000
N
N
N
N
N
N
BIRMINGHAM AL WTRWKS BRD WTR R
N/A
Water Works Board of the City of Birmingham/The
091096NR4
385000.000000000000
PA
USD
303692.000000000000
0.0052583800
Long
DBT
MUN
US
N
2
2045-01-01
Fixed
3.573000000000
N
N
N
N
N
N
BIRMINGHAM AL WTRWKS BRD WTR R
N/A
Water Works Board of the City of Birmingham/The
091096PG6
13945000.000000000000
PA
USD
10833436.810000000000
0.1875792825
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
2.513000000000
N
N
N
N
N
N
BRAZOS SECURITIZATN LLC
N/A
Brazos Securitization LLC
106230AC9
9500000.000000000000
PA
USD
9426773.530000000000
0.1632231255
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
5.413000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
19081000.000000000000
PA
USD
16875612.870000000000
0.2921986264
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.125000000000
N
N
N
N
N
N
Burnham Park CLO Ltd.
549300BOEG5O4MSO7220
Burnham Park Clo Ltd
12232KAL4
5250000.000000000000
PA
USD
5208052.500000000000
0.0901766234
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
7.737750000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
CCUBS Commercial Mortgage Trust 2017-C1
12508GAW6
40062667.000000000000
PA
USD
470115.370000000000
0.0081399749
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
.424836000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
17218000.000000000000
PA
USD
14974494.600000000000
0.2592810576
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.250000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-5
12544VCN7
5517096.580000000000
PA
USD
2746203.230000000000
0.0475500841
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A1
12566QAG8
2243881.030000000000
PA
USD
1993859.950000000000
0.0345233766
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300UFJ8EKD81Y8R30
CSAIL 2015-C1 Commercial Mortgage Trust
126281AC8
62192000.000000000000
PA
USD
376678.290000000000
0.0065221263
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2007-3
12638PCQ0
414061.410000000000
PA
USD
337542.940000000000
0.0058445038
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series 2011-12R
12645VCA3
1005160.610000000000
PA
USD
998649.280000000000
0.0172914578
Long
ABS-MBS
CORP
US
N
2
2036-07-27
Variable
4.752780000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-13CB
12667FKJ3
6795193.550000000000
PA
USD
6707243.360000000000
0.1161348812
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-20
126694FN3
18160.430000000000
PA
USD
11248.170000000000
0.0001947603
Long
ABS-MBS
CORP
US
N
2
2027-12-25
Fixed
5.250000000000
N
N
N
N
N
N
CALIFORNIA HSG FIN AGY MUNI CT
549300BOPCVLBA552Z14
California Housing Finance Agency
13033DAF2
27959689.870000000000
PA
USD
1409727.560000000000
0.0244092146
Long
DBT
MUN
US
N
2
2035-11-20
Variable
.797260000000
N
N
N
N
N
N
Catskill Park CLO, LTD.
549300QY7L9WFVGWC115
Catskill Park CLO Ltd
149420AJ0
3850000.000000000000
PA
USD
3851081.850000000000
0.0666808865
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
9.287750000000
N
N
N
N
N
N
Catskill Park CLO, LTD.
549300QY7L9WFVGWC115
Catskill Park CLO Ltd
149421AA7
1250000.000000000000
PA
USD
1143650.000000000000
0.0198021228
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
11.587750000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
7715000.000000000000
PA
USD
6460541.000000000000
0.1118632680
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.000000000000
N
N
N
N
N
N
CENTRAL PACIFIC FIN CORP
549300W3YEAOZ4KGG849
Central Pacific Financial Corp
154760AC6
5000000.000000000000
PA
USD
4358604.150000000000
0.0754685566
Long
DBT
CORP
US
N
2
2030-11-01
Variable
4.750000000000
N
N
N
N
N
N
CENTRAL STORAGE TRUST
N/A
Central Storage Safety Project Trust
155431AA7
5969600.000000000000
PA
USD
5072084.490000000000
0.0878223583
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
4.823000000000
N
N
N
N
N
N
CHAFFEY CA JT UNION HIGH SCH D
N/A
Chaffey Joint Union High School District
157411TX7
3790000.000000000000
PA
USD
2780442.920000000000
0.0481429391
Long
DBT
MUN
US
N
2
2043-08-01
Fixed
3.143000000000
N
N
N
N
N
N
CHAFFEY CA CMNTY CLG DIST
N/A
Chaffey Community College District
157432KZ7
3705000.000000000000
PA
USD
3150402.260000000000
0.0545487278
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.000000000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CE2
1500000.000000000000
PA
USD
982036.310000000000
0.0170038068
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-A2
16163LAP7
830262.510000000000
PA
USD
734966.890000000000
0.0127258380
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
4.634576000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GMR6
11297.830000000000
PA
USD
9333.850000000000
0.0001616142
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Fixed
9.250000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GRE0
349821.840000000000
PA
USD
336474.320000000000
0.0058260008
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
3.922966000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC19
17322AAH5
2882579.000000000000
PA
USD
2780557.320000000000
0.0481449199
Long
ABS-MBS
CORP
US
N
2
2047-03-11
Variable
5.256787000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2020-GC46
17328RAA7
92457000.000000000000
PA
USD
1804094.950000000000
0.0312376250
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.437280000000
N
N
N
N
N
N
CONNECTICUT ST SPL TAX OBLIG R
N/A
State of Connecticut Special Tax Revenue
207758A52
6975000.000000000000
PA
USD
5795054.600000000000
0.1003404740
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
3.125000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8
22541SV70
136804.530000000000
PA
USD
132762.780000000000
0.0022987670
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-3
225458KN7
274701.000000000000
PA
USD
270069.180000000000
0.0046762061
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.500000000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
2350368N3
5435000.000000000000
PA
USD
3897371.110000000000
0.0674823779
Long
DBT
MUN
US
N
2
2046-11-01
Fixed
2.843000000000
N
N
N
N
N
N
DETROIT MI
549300BQRJP7MKKHOY28
City of Detroit MI
251093S84
8700000.000000000000
PA
USD
6510759.840000000000
0.1127327995
Long
DBT
MUN
US
N
2
2044-04-01
Variable
4.000000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F1G85
57193000.000000000000
PA
USD
1098940.620000000000
0.0190279868
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Variable
.693223000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX70
72578689.360000000000
PA
USD
3753668.200000000000
0.0649941842
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Variable
1.219734000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQKQ5
124969813.030000000000
PA
USD
4018079.420000000000
0.0695724236
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Variable
.757298000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVNL2
54977000.000000000000
PA
USD
4141510.870000000000
0.0717096201
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.436014000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H2N83
135508969.710000000000
PA
USD
6141510.420000000000
0.1063393029
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Variable
.829763000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H73H4
195000000.000000000000
PA
USD
4579614.000000000000
0.0792953080
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Variable
.426198000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2007-FA4
32052WAF6
1796029.290000000000
PA
USD
761102.610000000000
0.0131783740
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
6.250000000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
N/A
First Horizon Mortgage Pass-Through Trust 2006-AR4
32053AAB2
2023055.020000000000
PA
USD
1117547.930000000000
0.0193501695
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
4.139520000000
N
N
N
N
N
N
OLD NATL BANCORP
549300MMK90CL5KMVX16
Old National Bancorp/IN
320867AC8
7515000.000000000000
PA
USD
7385160.560000000000
0.1278729127
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
5.875000000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-2
33844QAG8
5850000.000000000000
PA
USD
5816481.840000000000
0.1007114833
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
5.750000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust 2015-GC32
36250PAJ4
6453000.000000000000
PA
USD
5993785.810000000000
0.1037814741
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
4.544200000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300O473GD3F35WC55
Goldentree Loan Management US CLO 5 Ltd
38138DAU0
2500000.000000000000
PA
USD
2426035.000000000000
0.0420064207
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
8.737750000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A11CB
45660LA82
393759.640000000000
PA
USD
185994.730000000000
0.0032204700
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
6.000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCU8
10000000.000000000000
PA
USD
8318896.200000000000
0.1440404009
Long
DBT
CORP
US
N
2
2033-01-25
Variable
2.963000000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2023-B
477920AB8
9500000.000000000000
PA
USD
9496936.250000000000
0.1644379821
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
5.590000000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160AT1
8180000.000000000000
PA
USD
8963150.910000000000
0.1551955715
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
5.850000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300HV40B88JRNJD93
LCM XV LP
50184NAQ5
9000000.000000000000
PA
USD
8184348.000000000000
0.1417107196
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
9.287750000000
N
N
N
N
N
N
LCM Ltd Partnership
549300NGJ6CPPJRPGL08
LCM XIV LP
50184VAS3
10800000.000000000000
PA
USD
10481853.600000000000
0.1814916737
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
7.167750000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 36 Ltd
50190GAA7
6000000.000000000000
PA
USD
4966230.000000000000
0.0859895042
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
12.279570000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2006-3
52520CAD7
3166667.670000000000
PA
USD
1576190.150000000000
0.0272914886
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2006-1
52520MFA6
360464.540000000000
PA
USD
181878.940000000000
0.0031492057
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-5
52521RCE9
2310469.990000000000
PA
USD
645699.420000000000
0.0111801856
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.000000000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
2840000.000000000000
PA
USD
2252470.600000000000
0.0390011800
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.300000000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300NJNSVWVLHGRY73
Magnetite VIII Ltd
55952YAP2
2287428.000000000000
PA
USD
2280805.900000000000
0.0394918013
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
6.549570000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2005-2
576434K78
2000000.000000000000
PA
USD
1945103.600000000000
0.0336791679
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Fixed
5.500000000000
N
N
N
N
N
N
MERCANTILE BANK CORP
P16VZZCKTJ5IONL6XE37
Mercantile Bank Corp
587376AE4
7000000.000000000000
PA
USD
5613624.030000000000
0.0971990317
Long
DBT
CORP
US
N
2
2032-01-30
Variable
3.250000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-BNK2
61690YBW1
58680000.000000000000
PA
USD
868569.620000000000
0.0150391486
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
.653967000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I 2017-HR2
61691NAK1
10576000.000000000000
PA
USD
8629200.590000000000
0.1494132734
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
4.462997000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2005-7
61748HPH8
689777.420000000000
PA
USD
646177.490000000000
0.0111884633
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H3
61767YAA8
15363500.000000000000
PA
USD
1100376.890000000000
0.0190528556
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
2.013102000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H3
61767YAW0
4768378.450000000000
PA
USD
4582801.270000000000
0.0793504951
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Fixed
4.120000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H7
61771MAY6
130723000.000000000000
PA
USD
4242980.990000000000
0.0734665595
Long
ABS-MBS
CORP
US
N
2
2052-07-15
Variable
.804299000000
N
N
N
N
N
N
MOUNTAIN VIEW CLO
N/A
Mountain View Clo XV Ltd
62432PAC6
3000000.000000000000
PA
USD
2982510.000000000000
0.0516416993
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
7.469570000000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust 2011-4R
65539CAK2
5389548.370000000000
PA
USD
4790369.100000000000
0.0829444999
Long
ABS-MBS
CORP
US
N
2
2036-12-26
Variable
2.768000000000
N
N
N
N
N
N
NORWALK-LA MIRADA CA UNIF SCH
N/A
Norwalk-La Mirada Unified School District
669096RW1
4450000.000000000000
PA
USD
2246248.310000000000
0.0388934420
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
.000000000000
N
N
N
N
N
N
OKLAHOMA ST MUNI PWR AUTH
54930074Q1M8747DCS20
Oklahoma Municipal Power Authority
67910HRZ5
3475000.000000000000
PA
USD
2673500.630000000000
0.0462912498
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
2.501000000000
N
N
N
N
N
N
OKLAHOMA ST MUNI PWR AUTH
54930074Q1M8747DCS20
Oklahoma Municipal Power Authority
67910HSB7
15500000.000000000000
PA
USD
11218800.800000000000
0.1942518004
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
2.803000000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AC0
4175000.000000000000
PA
USD
3469907.210000000000
0.0600809066
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.125000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAE5
10000000.000000000000
PA
USD
10563315.200000000000
0.1829021687
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.500000000000
N
N
N
N
N
N
PEAPACK GLADSTONE FINANC
549300G8DN2UK8K0ET30
Peapack-Gladstone Financial Corp
704699AE7
6000000.000000000000
PA
USD
4949717.040000000000
0.0857035849
Long
DBT
CORP
US
N
2
2030-12-30
Variable
3.500000000000
N
N
N
N
N
N
RBB BANCORP
549300A23FBFZNGET525
RBB Bancorp
74930BAG0
5450000.000000000000
PA
USD
4734112.470000000000
0.0819704251
Long
DBT
CORP
US
N
2
2031-04-01
Variable
4.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S5 Trust
74957EAM9
162011.470000000000
PA
USD
133794.210000000000
0.0023166260
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S6 Trust
74957VAK5
95081.220000000000
PA
USD
78818.590000000000
0.0013647317
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2005-SA4 Trust
76111XYH0
1238199.550000000000
PA
USD
805025.840000000000
0.0139388979
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
5.047584000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A15
76114DAL8
16544926.170000000000
PA
USD
1418328.690000000000
0.0245581419
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
.220570000000
N
N
N
N
N
N
SAN ANTONIO TX ELEC & GAS REVE
5493002G2FEH20Q4GQ04
City of San Antonio TX Electric & Gas Systems Revenue
796253T93
13425000.000000000000
PA
USD
14346743.050000000000
0.2484116366
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
5.985000000000
N
N
N
N
N
N
SAN FRANCISCO CA CITY & CNTY P
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79771FCA3
2000000.000000000000
PA
USD
1447520.800000000000
0.0250635987
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
2.845000000000
N
N
N
N
N
N
SANTA ANA CA UNIF SCH DIST
N/A
Santa Ana Unified School District
801155RQ7
3955000.000000000000
PA
USD
2181636.530000000000
0.0377746990
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
.000000000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBF2
5000000.000000000000
PA
USD
4974343.250000000000
0.0861299839
Long
DBT
CORP
US
N
2
2029-03-09
Variable
6.499000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-3
80285XAC9
6000000.000000000000
PA
USD
5986252.200000000000
0.1036510308
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.610000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-2
80286MAD0
10000000.000000000000
PA
USD
9721573.000000000000
0.1683275327
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
3.440000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-4
802927AD5
13500000.000000000000
PA
USD
13538566.800000000000
0.2344181899
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.730000000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186AW6
6828000.000000000000
PA
USD
5412555.600000000000
0.0937175629
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.375000000000
N
N
N
N
N
N
SOUTH CAROLINA ST JOBS-ECON DE
5493006X47I9VG3DL112
South Carolina Jobs-Economic Development Authority
83703FLY6
5725000.000000000000
PA
USD
4789793.200000000000
0.0829345283
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.729000000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579C63
3236532.930000000000
PA
USD
2257980.790000000000
0.0390965881
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
4.814991000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-1
863579Q92
109734.630000000000
PA
USD
96408.410000000000
0.0016692967
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
3.389632000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579SS8
577831.880000000000
PA
USD
445464.870000000000
0.0077131553
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Variable
4.867752000000
N
N
N
N
N
N
SUMMIT FIN GROUP INC
N/A
Summit Financial Group Inc
86606GAF8
4000000.000000000000
PA
USD
2948048.280000000000
0.0510449999
Long
DBT
CORP
US
N
2
2031-12-01
Variable
3.250000000000
N
N
N
N
N
N
Suntrust Alternative Loan Trus
N/A
Suntrust Alternative Loan Trust Series 2005-1F
86789MAT4
1735449.020000000000
PA
USD
1572402.020000000000
0.0272258977
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
6.000000000000
N
N
N
N
N
N
TBW Mortgage Backed Pass Throu
N/A
TBW Mortgage-Backed Trust Series 2006-2
878048AG2
80749.880000000000
PA
USD
7342.420000000000
0.0001271329
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
5.500000000000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSION
5493006JSGNPGVJS7691
Texas Transportation Commission
882830BF8
6295000.000000000000
PA
USD
4459018.560000000000
0.0772072166
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
2.013000000000
N
N
N
N
N
N
TOBACCO SETTLEMENT FIN AUTH WV
N/A
Tobacco Settlement Finance Authority
88880LAM5
4770000.000000000000
PA
USD
4040826.320000000000
0.0699662827
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
2.701000000000
N
N
N
N
N
N
TOWNEBANK/PORTSMOUTH VA
54930039UO39UJGI7078
Towne Bank/Portsmouth VA
89214PDD8
4000000.000000000000
PA
USD
3390499.840000000000
0.0587059803
Long
DBT
CORP
US
N
2
2032-02-15
Variable
3.125000000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2023-C Owner Trust
89231FAB6
9000000.000000000000
PA
USD
8987951.700000000000
0.1556249933
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
5.600000000000
N
N
N
N
N
N
TRUSTMARK CORP
5493000HPQ4D2RZ79739
Trustmark Corp
898402AA0
6500000.000000000000
PA
USD
5575620.120000000000
0.0965409999
Long
DBT
CORP
US
N
2
2030-12-01
Variable
3.625000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-16CB
021460AB6
368765.610000000000
PA
USD
203434.420000000000
0.0035224355
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-4CB
02148FAG0
1078656.760000000000
PA
USD
899149.290000000000
0.0155686309
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.750000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-8 Trust
05946X2Z5
1884283.340000000000
PA
USD
1655372.500000000000
0.0286625188
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.750000000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2005-A Trust
05949AH86
1049264.150000000000
PA
USD
1004955.510000000000
0.0174006492
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
3.869367000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2005-F Trust
05949CBZ8
662137.760000000000
PA
USD
606585.660000000000
0.0105029369
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
5.236862000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-F Trust
05950HAD3
6302123.800000000000
PA
USD
5454245.520000000000
0.0944394175
Long
ABS-MBS
CORP
US
N
2
2036-07-20
Variable
4.990261000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-1 Trust
05951FAJ3
675822.430000000000
PA
USD
593627.080000000000
0.0102785611
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
6.689000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK17
065403AA5
11541000.000000000000
PA
USD
844626.930000000000
0.0146245846
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Variable
1.743216000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK20
06540AAB7
2100000.000000000000
PA
USD
1912481.550000000000
0.0331143222
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
2.933000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BAA7
18699333.000000000000
PA
USD
1020641.380000000000
0.0176722476
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Variable
1.229432000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B25 Mortgage Trust
08163DAH0
93350000.000000000000
PA
USD
3758672.410000000000
0.0650808314
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
.778730000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-5
12544VAD1
842428.050000000000
PA
USD
419329.010000000000
0.0072606169
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C18 Commercial Mortgage Trust
12597DAK1
3901000.000000000000
PA
USD
2951253.960000000000
0.0511005058
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
4.086210000000
N
N
N
N
N
N
CNB FINANCIAL CORP/PA
254900RUYUOKD91VNX69
CNB Financial Corp/PA
126128AB3
2000000.000000000000
PA
USD
1541395.860000000000
0.0266890309
Long
SN
CORP
US
N
2
2031-06-15
Variable
3.250000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-9CB
12667GES8
6891737.500000000000
PA
USD
3543601.170000000000
0.0613569061
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-21CB
12667GKC6
2525008.640000000000
PA
USD
1930178.720000000000
0.0334207460
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.250000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-J6
12667GVG5
2643810.680000000000
PA
USD
2074703.990000000000
0.0359231787
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-73CB
12668AV44
331704.690000000000
PA
USD
180251.810000000000
0.0031210322
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-65CB
12668AZ73
693696.560000000000
PA
USD
284337.620000000000
0.0049232619
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-86CB
12668BFK4
127969.370000000000
PA
USD
76025.960000000000
0.0013163777
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-12CB
12668BWY5
548428.520000000000
PA
USD
285647.290000000000
0.0049459386
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
5.750000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-HY10
126694VH8
58899.980000000000
PA
USD
48912.660000000000
0.0008469151
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Variable
4.315597000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-13
12669GC66
1666425.870000000000
PA
USD
1001812.070000000000
0.0173462210
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
Resecuritization Pass-Through Trust 2005-8R
12669GQG9
1596862.600000000000
PA
USD
1520266.690000000000
0.0263231826
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-HYB2
12669GWU1
723525.360000000000
PA
USD
693577.340000000000
0.0120091844
Long
ABS-MBS
CORP
US
N
2
2035-05-20
Variable
4.044627000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-17
17025AAF9
2089666.270000000000
PA
USD
886797.320000000000
0.0153547584
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GPG7
2742379.860000000000
PA
USD
2677170.450000000000
0.0463547922
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
5.830000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAG7
4160000.000000000000
PA
USD
3596033.380000000000
0.0622647617
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
4.192000000000
N
N
N
N
N
N
COSERV SECURITIZATION 22
N/A
CoServ Securitization 2022 LLC
18977CAB0
19000000.000000000000
PA
USD
18467720.700000000000
0.3197657272
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
5.321000000000
N
N
N
N
N
N
COAST CA CMNTY CLG DIST
N/A
Coast Community College District
190335KT5
15000000.000000000000
PA
USD
11718577.500000000000
0.2029053567
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
2.957000000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
10000000.000000000000
PA
USD
8416503.400000000000
0.1457304544
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.782000000000
N
N
N
N
N
N
CONNECTICUT ST
N/A
State of Connecticut
20772KMB2
7075000.000000000000
PA
USD
6187942.870000000000
0.1071432736
Long
DBT
MUN
US
N
2
2037-01-15
Fixed
3.000000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10
225470EE9
395413.270000000000
PA
USD
291649.120000000000
0.0050498594
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10
225470EF6
1558063.040000000000
PA
USD
1149301.310000000000
0.0198999744
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2006-CF1
225470UD3
2565000.000000000000
PA
USD
2335765.180000000000
0.0404434128
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.500000000000
N
N
N
N
N
N
DFC HEL Trust
N/A
DFC HEL Trust 2001-1
233205AC7
1430577.390000000000
PA
USD
1368569.730000000000
0.0236965732
Long
ABS-MBS
CORP
US
N
2
2031-08-15
Floating
7.074960000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
23503CCH8
2500000.000000000000
PA
USD
2455783.750000000000
0.0425215157
Long
DBT
MUN
US
N
2
2047-11-01
Fixed
5.045000000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CT4
3000000.000000000000
PA
USD
2854541.190000000000
0.0494259391
Long
DBT
CORP
DE
N
2
2034-02-10
Variable
7.079000000000
N
N
N
N
N
N
DOWNTOWN DALLAS TX DEV AUTH TA
N/A
Downtown Dallas Development Authority
261149BC1
6730000.000000000000
PA
USD
3160234.370000000000
0.0547189693
Long
DBT
MUN
US
N
2
2036-08-15
Fixed
.000000000000
N
N
N
N
N
N
EASTMAN CHEMICAL CO
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AX8
3000000.000000000000
PA
USD
2963353.440000000000
0.0513100064
Long
DBT
CORP
US
N
2
2033-03-08
Fixed
5.750000000000
N
N
N
N
N
N
EL PASO TX
N/A
City of El Paso TX
283734JD4
3000000.000000000000
PA
USD
3199943.400000000000
0.0554065250
Long
DBT
MUN
US
N
2
2035-08-15
Fixed
6.018000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAG9
5000000.000000000000
PA
USD
4503252.000000000000
0.0779731118
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
3.040000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-5
30167FAE2
5060000.000000000000
PA
USD
5050217.500000000000
0.0874437348
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
6.510000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHM0
78476787.640000000000
PA
USD
4278169.930000000000
0.0740758506
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Variable
1.267221000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2023-2 Owner Trust
437927AB2
10000000.000000000000
PA
USD
9970458.000000000000
0.1726369379
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
5.410000000000
N
N
N
N
N
N
HOUSTON TX
549300C64URYS0WQQY42
City of Houston TX
442331QN7
795000.000000000000
PA
USD
830071.030000000000
0.0143725515
Long
DBT
MUN
US
N
2
2032-03-01
Fixed
6.290000000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AB4
11337000.000000000000
PA
USD
9787516.770000000000
0.1694693388
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.000000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR9
45660LMV8
2846834.570000000000
PA
USD
1617351.060000000000
0.0280041834
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
4.250203000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR9
45661EGG3
1517556.260000000000
PA
USD
1272403.540000000000
0.0220314705
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
3.321530000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2005-3
52520MDS9
832128.730000000000
PA
USD
351482.350000000000
0.0060858625
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.500000000000
N
N
N
N
N
N
Octagon Investment Partners 26
549300ZYOSZSIH0Y3392
Octagon Investment Partners 26 Ltd
67590YAS9
6220000.000000000000
PA
USD
5934091.480000000000
0.1027478760
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
7.369570000000
N
N
N
N
N
N
OKLAHOMA ST DEV FIN AUTH
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority
6789084H4
10000000.000000000000
PA
USD
9979505.000000000000
0.1727935854
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
5.269000000000
N
N
N
N
N
N
OKLAHOMA ST MUNI PWR AUTH
54930074Q1M8747DCS20
Oklahoma Municipal Power Authority
67910HSA9
2390000.000000000000
PA
USD
1805727.690000000000
0.0312658956
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
2.551000000000
N
N
N
N
N
N
PARK NATIONAL CORP
5493001T01TDELV5OO63
Park National Corp
700658AA5
15600000.000000000000
PA
USD
13820263.080000000000
0.2392957174
Long
DBT
CORP
US
N
2
2030-09-01
Variable
4.500000000000
N
N
N
N
N
N
PENN STATE HEALTH
254900ZBDOI59F4TUB07
Penn State Health
707631AA5
5920000.000000000000
PA
USD
4299002.890000000000
0.0744365700
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.806000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S4 Trust
762010AA4
1778569.220000000000
PA
USD
1399086.040000000000
0.0242249584
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.000000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2013-UBS1
92938JAK8
7500000.000000000000
PA
USD
7418970.000000000000
0.1284583179
Long
ABS-MBS
CORP
US
N
2
2046-03-15
Variable
5.207117000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR19 Trust
949789AA9
1368545.790000000000
PA
USD
1322263.490000000000
0.0228947878
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
4.622860000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C59
95003CBV1
65782000.000000000000
PA
USD
3660393.340000000000
0.0633791445
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
1.037355000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C60
95003DCB2
3000000.000000000000
PA
USD
1937502.900000000000
0.0335475630
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
2.738000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2021-3
96043JAN5
1830000.000000000000
PA
USD
1696789.360000000000
0.0293796453
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
3.420000000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2006-2
007034AA9
807821.320000000000
PA
USD
699602.990000000000
0.0121135176
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
4.185182000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-24CB
02146TAL1
3889081.640000000000
PA
USD
2127200.480000000000
0.0368321473
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-30T1
02146VAN2
8388155.050000000000
PA
USD
2765410.310000000000
0.0478826517
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-4CB
02148FAF2
1433998.520000000000
PA
USD
1195355.930000000000
0.0206974030
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.750000000000
N
N
N
N
N
N
ALVORD CA UNIF SCH DIST
549300Q9J0UCO75DL276
Alvord Unified School District
022555UN4
2105000.000000000000
PA
USD
2274412.930000000000
0.0393811081
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
.000000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-3
02528GAE3
5000000.000000000000
PA
USD
4905693.000000000000
0.0849413154
Long
ABS-O
CORP
US
N
2
2028-10-13
Fixed
4.860000000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2023-1
03067BAB5
9750873.240000000000
PA
USD
9749076.150000000000
0.1688037455
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
5.840000000000
N
N
N
N
N
N
APTARGROUP INC
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336AA1
10000000.000000000000
PA
USD
8505782.300000000000
0.1472763048
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.600000000000
N
N
N
N
N
N
ARBOR REALTY SR INC
549300TW7RTL2CI3CN08
Arbor Realty SR Inc
03881NAA5
5000000.000000000000
PA
USD
4081806.350000000000
0.0706758455
Long
DBT
CORP
US
N
2
2028-12-30
Fixed
5.000000000000
N
N
N
N
N
N
arbor multifamily mortgage sec
N/A
Arbor Multifamily Mortgage Securities Trust 2022-MF4
03882LAQ3
7852000.000000000000
PA
USD
6191155.950000000000
0.1071989076
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
3.402940000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-7 Trust
05946XR88
2823638.470000000000
PA
USD
2539830.050000000000
0.0439767644
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-9
059494AA2
175501.760000000000
PA
USD
150038.540000000000
0.0025978941
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-5 Trust
059523AB6
1284869.950000000000
PA
USD
1002149.610000000000
0.0173520655
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-6 Trust
059526AB9
948624.700000000000
PA
USD
870867.830000000000
0.0150789418
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
6.009430000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJP5
10000000.000000000000
PA
USD
8181544.300000000000
0.1416621740
Long
DBT
CORP
US
N
2
2032-03-11
Variable
2.651000000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368DH72
15000000.000000000000
PA
USD
11587035.450000000000
0.2006277264
Long
DBT
CORP
CA
N
2
2037-01-10
Variable
3.088000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK16
065405AJ1
77558173.100000000000
PA
USD
2944123.760000000000
0.0509770475
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Variable
1.101623000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAC7
3000000.000000000000
PA
USD
3039780.000000000000
0.0526333205
Long
DBT
CORP
US
N
2
2033-08-04
Fixed
5.950000000000
N
N
N
N
N
N
CIFC Funding Ltd
254900S2BZHNDNVF2L25
CIFC Funding 2017-III Ltd
12548JAE2
2100000.000000000000
PA
USD
2082387.300000000000
0.0360562140
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
7.387750000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2019-GC44 Mortgage Trust
12655TAC3
19460000.000000000000
PA
USD
1031660.220000000000
0.0178630371
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
1.140205000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-27CB
12667FWU5
939015.170000000000
PA
USD
833477.000000000000
0.0144315253
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-21CB
12667GKS1
1523791.070000000000
PA
USD
1205152.190000000000
0.0208670237
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-27
126694NT1
813011.320000000000
PA
USD
615450.630000000000
0.0106564325
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2003-42
12669EH74
706453.090000000000
PA
USD
653987.360000000000
0.0113236900
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
3.721269000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-14
12669FT45
2011763.120000000000
PA
USD
1864567.440000000000
0.0322846968
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
5.738752000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-21
12669GAG6
480498.350000000000
PA
USD
413879.510000000000
0.0071662597
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
4.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-J9
12669GFK2
454115.990000000000
PA
USD
439904.520000000000
0.0076168787
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
5.500000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
16390000.000000000000
PA
USD
14049135.290000000000
0.2432586043
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.450000000000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2006-A4
17309VAA1
942625.110000000000
PA
USD
816206.550000000000
0.0141324902
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.000000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC19
17322AAG7
3030000.000000000000
PA
USD
2951342.720000000000
0.0511020427
Long
ABS-MBS
CORP
US
N
2
2047-03-11
Variable
4.805000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
CGMS Commercial Mortgage Trust 2017-B1
17326CBF0
38016000.000000000000
PA
USD
268430.980000000000
0.0046478409
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
.289188000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2020-GC46
17328RBE8
88972118.150000000000
PA
USD
4033577.670000000000
0.0698407734
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
1.097410000000
N
N
N
N
N
N
CLARK CNTY NV
N/A
County of Clark NV
180848M75
4000000.000000000000
PA
USD
3338006.400000000000
0.0577970645
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
3.000000000000
N
N
N
N
N
N
CLEVELAND CLINIC FOUND
5493005LGDPOFHUC6Z36
Cleveland Clinic Foundation/The
18600TAA0
1460000.000000000000
PA
USD
1282239.990000000000
0.0222017871
Long
DBT
CORP
US
N
2
2114-01-01
Fixed
4.858000000000
N
N
N
N
N
N
COLORADO ST HLTH FACS AUTH REV
5493002JB6DRFRZPEQ21
Colorado Health Facilities Authority
19648FNV2
11815000.000000000000
PA
USD
9089118.820000000000
0.1573766864
Long
DBT
MUN
US
N
2
2044-11-01
Fixed
3.796000000000
N
N
N
N
N
N
COMPEER FIN FLCA / PCA
N/A
Compeer Financial FLCA/Compeer Financial PCA
20454PAC7
4750000.000000000000
PA
USD
3179650.620000000000
0.0550551586
Long
DBT
CORP
US
N
2
2036-06-01
Variable
3.375000000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350AV7
12757000.000000000000
PA
USD
12627103.380000000000
0.2186363417
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
5.750000000000
N
N
N
N
N
N
E BATON ROUGE PARISH LA SWR CO
5493006BC84VNIRSCG97
East Baton Rouge Sewerage Commission
270618GX3
2500000.000000000000
PA
USD
1831121.250000000000
0.0317055812
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
2.437000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F8ZZ9
108000000.000000000000
PA
USD
6275955.600000000000
0.1086672004
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Variable
1.067450000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9ZA2
283219781.080000000000
PA
USD
9370269.810000000000
0.1622447723
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
.673961000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FAWU8
39572290.190000000000
PA
USD
727623.610000000000
0.0125986903
Long
ABS-MBS
USGSE
US
N
2
2027-07-25
Variable
.706040000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBBZ8
100654782.080000000000
PA
USD
1433112.720000000000
0.0248141251
Long
ABS-MBS
USGSE
US
N
2
2027-08-25
Variable
.552037000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FEBS8
59638266.220000000000
PA
USD
811521.740000000000
0.0140513734
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Variable
.491587000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FG6U4
243802649.900000000000
PA
USD
2697700.700000000000
0.0467102703
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Variable
.258623000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLN59
63662741.650000000000
PA
USD
746458.380000000000
0.0129248114
Long
ABS-MBS
USGSE
US
N
2
2026-02-25
Variable
.784202000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMTU6
47399166.900000000000
PA
USD
2943227.570000000000
0.0509615301
Long
ABS-MBS
USGSE
US
N
2
2034-04-25
Variable
1.051819000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHS7
31907918.960000000000
PA
USD
1442113.500000000000
0.0249699722
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Variable
1.146890000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPJA4
75754967.800000000000
PA
USD
4494799.810000000000
0.0778267634
Long
ABS-MBS
USGSE
US
N
2
2034-08-25
Variable
.992048000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQ4D2
65686000.000000000000
PA
USD
3719285.830000000000
0.0643988588
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Variable
1.206036000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUN9
64122000.000000000000
PA
USD
5984839.690000000000
0.1036265734
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Variable
1.888659000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTBP1
56744955.620000000000
PA
USD
4921467.300000000000
0.0852144450
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Variable
1.809957000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZM2
78488462.010000000000
PA
USD
8826090.340000000000
0.1528223889
Long
ABS-MBS
USGSE
US
N
2
2035-02-25
Variable
1.636174000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZS9
29835145.800000000000
PA
USD
2522803.240000000000
0.0436819479
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
1.813044000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZK3
41658636.350000000000
PA
USD
4787918.720000000000
0.0829020720
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Variable
1.628733000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZX5
115054061.830000000000
PA
USD
8677400.350000000000
0.1502478448
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.536928000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FV5Q1
113241382.860000000000
PA
USD
8231266.990000000000
0.1425231146
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.482576000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVNJ7
136020782.190000000000
PA
USD
8139075.540000000000
0.1409268339
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.210293000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWG95
53994873.300000000000
PA
USD
3783145.400000000000
0.0655045774
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.427518000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H0GZ5
89849000.000000000000
PA
USD
3366758.830000000000
0.0582949083
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Variable
1.015977000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H1YX8
122647082.140000000000
PA
USD
7665258.660000000000
0.1327227680
Long
ABS-MBS
USGSE
US
N
2
2031-06-25
Variable
1.143443000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H1Z58
106987976.020000000000
PA
USD
3683617.410000000000
0.0637812656
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
.957197000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H1Z74
122906000.000000000000
PA
USD
6317982.930000000000
0.1093948971
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
1.329197000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H5XY8
195000000.000000000000
PA
USD
9234634.500000000000
0.1598962679
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Variable
.793570000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H93E7
83222283.070000000000
PA
USD
1829059.340000000000
0.0316698795
Long
ABS-MBS
USGSE
US
N
2
2032-08-25
Variable
.403076000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HA2B1
8000000.000000000000
PA
USD
7780124.800000000000
0.1347116574
Long
ABS-MBS
USGSE
US
N
2
2033-02-25
Variable
4.430000000000
N
N
N
N
N
N
FIRST BUSEY CORPORATION
549300X4ZNLYSX7GUY60
First Busey Corp
319383AE5
2000000.000000000000
PA
USD
1613807.380000000000
0.0279428251
Long
DBT
CORP
US
N
2
2032-06-15
Variable
5.000000000000
N
N
N
N
N
N
FIRST FINANCIAL BANCORP
549300D3F5B3EZMY7P77
First Financial Bancorp
320209AB5
10500000.000000000000
PA
USD
9641531.450000000000
0.1669416256
Long
DBT
CORP
US
N
2
2030-05-15
Variable
5.250000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2004-AA7
32051GFB6
706662.580000000000
PA
USD
662775.300000000000
0.0114758518
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
6.506092000000
N
N
N
N
N
N
First Horizon Alternative Mort
5493005TE20WPW8O1W08
First Horizon Alternative Mortgage Securities Trust 2006-FA1
32051GS63
1915776.370000000000
PA
USD
910292.250000000000
0.0157615695
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
5.750000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2005-FA8
32051GYU3
1162920.430000000000
PA
USD
605289.270000000000
0.0104804901
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
549300YB0SYOI7JLTH61
First Horizon Mortgage Pass-Through Trust 2006-4
32052UAQ6
527703.630000000000
PA
USD
141194.490000000000
0.0024447608
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
N/A
First Horizon Mortgage Pass-Through Trust 2007-AR1
32053EAA6
493593.190000000000
PA
USD
210874.910000000000
0.0036512664
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
4.010093000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2022-1
32057KAC4
5000000.000000000000
PA
USD
4697230.500000000000
0.0813318195
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
3.130000000000
N
N
N
N
N
N
FIRSTBANK
549300OBO7DOF2KOP535
FirstBank/Nashville TN
33766NAJ3
8000000.000000000000
PA
USD
7087314.400000000000
0.1227157525
Long
DBT
CORP
US
N
2
2030-09-01
Variable
4.500000000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2023-B
344930AB8
12500000.000000000000
PA
USD
12482943.750000000000
0.2161402401
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
5.570000000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C68
8750000.000000000000
PA
USD
8914990.000000000000
0.1543616728
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.350000000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMH9
7750000.000000000000
PA
USD
7585608.550000000000
0.1313436386
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
7.087580000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISBDRXIMCHZ70
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KPV5
6800000.000000000000
PA
USD
6683960.040000000000
0.1157317342
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
7.137580000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833JAG2
14152081.990000000000
PA
USD
2188194.920000000000
0.0378882565
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Variable
2.126770000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-1F
36242DVJ9
13927.640000000000
PA
USD
12243.990000000000
0.0002120028
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
6.000000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust 2015-GC34
36250VAC6
8905502.770000000000
PA
USD
8466565.680000000000
0.1465972751
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.244000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-4
36263DAC1
8650000.000000000000
PA
USD
8237178.750000000000
0.1426254759
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.940000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GSA2
36264KAY6
73324000.000000000000
PA
USD
4048012.730000000000
0.0700907142
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Variable
1.052053000000
N
N
N
N
N
N
GAINESVILLE FL UTILITIES SYS R
N/A
City of Gainesville FL Utilities System Revenue
362848RA3
4445000.000000000000
PA
USD
4713302.420000000000
0.0816101023
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
6.024000000000
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375414AA7
1250000.000000000000
PA
USD
1158638.750000000000
0.0200616507
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
11.969570000000
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375415AG1
8475000.000000000000
PA
USD
8162272.500000000000
0.1413284857
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
8.519570000000
N
N
N
N
N
N
GOLDEN ST TOBACCO SECURITIZATI
N/A
Golden State Tobacco Securitization Corp
38122ND25
15930000.000000000000
PA
USD
13091982.890000000000
0.2266856586
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
2.787000000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
17214000.000000000000
PA
USD
15301318.030000000000
0.2649399547
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.000000000000
N
N
N
N
N
N
HAMILTON CNTY OH HLTH CARE FAC
549300TO1E3N4E4YIO28
County of Hamilton OH
40727TDK7
11655000.000000000000
PA
USD
9070405.850000000000
0.1570526742
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
3.756000000000
N
N
N
N
N
N
HOUSTON TX
549300C64URYS0WQQY42
City of Houston TX
442331HW7
5400000.000000000000
PA
USD
5544655.740000000000
0.0960048564
Long
DBT
MUN
US
N
2
2036-03-01
Fixed
5.508000000000
N
N
N
N
N
N
IndyMac IMSC Mortgage Loan Tru
N/A
IndyMac IMSC Mortgage Loan Trust 2007-AR1
456672AC8
354890.860000000000
PA
USD
231811.520000000000
0.0040137806
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Variable
3.785750000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C30
46644UBF4
3085000.000000000000
PA
USD
2803794.230000000000
0.0485472634
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
4.370354000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp
501889AE9
6000000.000000000000
PA
USD
5962386.780000000000
0.1032378048
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.250000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300PYL1KC7BYM8G75
LCM XVIII LP
50188QAE1
3840953.400000000000
PA
USD
3841249.150000000000
0.0665106348
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
8.269570000000
N
N
N
N
N
N
LOUISIANA ST GAS & FUELS TAX R
N/A
State of Louisiana Gasoline & Fuels Tax Revenue
546475UT9
9535000.000000000000
PA
USD
6660624.670000000000
0.1153276858
Long
DBT
MUN
US
N
2
2043-05-01
Fixed
2.830000000000
N
N
N
N
N
N
Magnetite CLO Ltd
5493003N6WY184N72D84
Magnetite XXVII Ltd
55955FAE5
5250000.000000000000
PA
USD
5044630.500000000000
0.0873469968
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
11.587750000000
N
N
N
N
N
N
MARYLAND ST HLTH & HGR EDUCTNL
N/A
Maryland Health & Higher Educational Facilities Authority
57421CAV6
10000000.000000000000
PA
USD
7411121.000000000000
0.1283224137
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
3.052000000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-6
576434SL9
159833.410000000000
PA
USD
151109.060000000000
0.0026164300
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
5.500000000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-6
576434SN5
96244.760000000000
PA
USD
92480.990000000000
0.0016012940
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.000000000000
N
N
N
N
N
N
MASTR Asset Securitization Tru
N/A
MASTR Asset Securitization Trust 2006-1
57643MMM3
574475.290000000000
PA
USD
84415.350000000000
0.0014616387
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
5.879430000000
N
N
N
N
N
N
MERCER CNTY NJ IMPT AUTH
N/A
Mercer County Improvement Authority/The
5878446W6
13960000.000000000000
PA
USD
16655480.560000000000
0.2883870695
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
8.270000000000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D
59020UGG4
542737.710000000000
PA
USD
514448.700000000000
0.0089075997
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Floating
6.605950000000
N
N
N
N
N
N
MET PIER & EXPOSITION AUTH IL
254900I3VDCQ58UGBR15
Metropolitan Pier & Exposition Authority
592247K90
5000000.000000000000
PA
USD
2802188.500000000000
0.0485194604
Long
DBT
MUN
US
N
2
2036-12-15
Fixed
.000000000000
N
N
N
N
N
N
MILWAUKEE WI REDEV AUTH REVENU
N/A
Milwaukee Redevelopment Authority
60242NDP3
1000000.000000000000
PA
USD
416441.800000000000
0.0072106253
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
.000000000000
N
N
N
N
N
N
MINNESOTA ST GEN FUND REVENUE
N/A
State of Minnesota
604146FA3
16435000.000000000000
PA
USD
12144809.240000000000
0.2102854933
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
2.875000000000
N
N
N
N
N
N
MISSISSIPPI ST DEV BANK SPL OB
549300122LOI8CB50V38
Mississippi Development Bank
60534QUE9
5260000.000000000000
PA
USD
5258990.080000000000
0.0910585997
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
5.460000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JBA1
7890000.000000000000
PA
USD
6261495.320000000000
0.1084168229
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
4.281000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAW1
6627000.000000000000
PA
USD
4900779.160000000000
0.0848562331
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Fixed
3.102000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YBN0
3500000.000000000000
PA
USD
1768584.650000000000
0.0306227696
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Fixed
2.500000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L6
61692CAY4
11900000.000000000000
PA
USD
10060218.350000000000
0.1741911245
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.250000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
61767EAJ3
5054000.000000000000
PA
USD
4364958.870000000000
0.0755785876
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
4.111000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L7
61772TBP8
143080000.000000000000
PA
USD
4092789.090000000000
0.0708660100
Long
ABS-MBS
CORP
US
N
2
2054-10-15
Variable
.525099000000
N
N
N
N
N
N
MULTNOMAH CNTY OR HOSP FACS AU
549300GAP0JIG7V33754
Hospital Facilities Authority of Multnomah County Oregon
62551PDE4
2610000.000000000000
PA
USD
2376540.460000000000
0.0411494304
Long
DBT
MUN
US
N
2
2026-06-01
Fixed
1.250000000000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH LE
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
645913BD5
20188000.000000000000
PA
USD
18613600.460000000000
0.3222916126
Long
DBT
MUN
US
N
2
2025-02-15
Fixed
.000000000000
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH TU
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646140EA7
5220000.000000000000
PA
USD
3783353.690000000000
0.0655081839
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.782000000000
N
N
N
N
N
N
NEW MEMPHIS ARENA PUBLIC BLDG
N/A
New Memphis Arena Public Building Authority
64704CAQ1
3200000.000000000000
PA
USD
990586.560000000000
0.0171518531
Long
DBT
MUN
US
N
2
2046-04-01
Fixed
.000000000000
N
N
N
N
N
N
NEW ORLEANS LA WTR REVENUE
N/A
City of New Orleans LA Water System Revenue
647753MN9
3030000.000000000000
PA
USD
2158932.570000000000
0.0373815835
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
2.889000000000
N
N
N
N
N
N
NEW YORK ST LIBERTY DEV CORP L
N/A
New York Liberty Development Corp
649519EK7
13595000.000000000000
PA
USD
9413054.290000000000
0.1629855789
Long
DBT
MUN
US
N
2
2041-02-15
Fixed
2.250000000000
N
N
N
N
N
N
NEW YORK ST LIBERTY DEV CORP L
N/A
New York Liberty Development Corp
649519EY7
12500000.000000000000
PA
USD
9891517.500000000000
0.1712700954
Long
DBT
MUN
US
N
2
2043-09-15
Fixed
3.000000000000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust 2014-5R
65540HAJ1
3336173.870000000000
PA
USD
2733302.230000000000
0.0473267053
Long
ABS-MBS
CORP
US
N
2
2035-06-26
Variable
5.500000000000
N
N
N
N
N
N
NORTH LAS VEGAS NV
N/A
City of North Las Vegas NV
660393P86
13100000.000000000000
PA
USD
14465357.980000000000
0.2504654358
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
6.572000000000
N
N
N
N
N
N
PACIFIC PREMIER BANCORP
549300Q1KIC3KLI0XG98
Pacific Premier Bancorp Inc
69478XAD7
3500000.000000000000
PA
USD
3045867.020000000000
0.0527387163
Long
DBT
CORP
US
N
2
2029-05-15
Variable
4.875000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS17 Trust
74922SAG3
297852.570000000000
PA
USD
240445.180000000000
0.0041632711
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S9 Trust
749577AC6
1360407.390000000000
PA
USD
1010258.390000000000
0.0174924677
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
5.750000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2007-S1 Trust
749581AP9
440181.950000000000
PA
USD
342204.710000000000
0.0059252216
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
SACRAMENTO CA TRANSIENT OCCUPA
N/A
City of Sacramento CA Transient Occupancy Tax Revenue
786073AE6
3320000.000000000000
PA
USD
3219645.030000000000
0.0557476557
Long
DBT
MUN
US
N
2
2025-06-01
Fixed
3.858000000000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAA2
5446000.000000000000
PA
USD
4821968.460000000000
0.0834916380
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.375000000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
87227RQE7
9250000.000000000000
PA
USD
8775097.880000000000
0.1519394624
Long
DBT
CORP
US
N
2
2030-05-06
Variable
5.500000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C1
90276EAG2
13000000.000000000000
PA
USD
393179.800000000000
0.0068078474
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.104257000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
25000000.000000000000
PA
USD
21362793.000000000000
0.3698934562
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.250000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEA8
4180000.000000000000
PA
USD
3865908.740000000000
0.0669376118
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.500000000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust
92922F4B1
4100812.560000000000
PA
USD
3726508.840000000000
0.0645239241
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
3.942235000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-AR10 Trust
92922FEA2
6399455.550000000000
PA
USD
6034367.890000000000
0.1044841466
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
4.245030000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust
9393366X6
2664545.060000000000
PA
USD
2182326.890000000000
0.0377866525
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.500000000000
N
N
N
N
N
N
Webster Park CLO Ltd
N/A
Webster Park CLO Ltd
948214AU5
10300000.000000000000
PA
USD
10037741.400000000000
0.1738019396
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
7.387750000000
N
N
N
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2007-PA6 Trust
94985KAA5
2997248.460000000000
PA
USD
2751004.720000000000
0.0476332212
Long
ABS-MBS
CORP
US
N
2
2037-12-28
Variable
4.823758000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HBF6
1320000.000000000000
PA
USD
1181914.800000000000
0.0204646719
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.658000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-RB1
95000TBW5
69254209.000000000000
PA
USD
1458479.790000000000
0.0252533520
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
.879743000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RAZ2
138642000.000000000000
PA
USD
1898785.380000000000
0.0328771751
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Variable
.373441000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C56
95002RBC1
127035000.000000000000
PA
USD
2056226.620000000000
0.0356032458
Long
ABS-MBS
CORP
US
N
2
2053-06-15
Variable
.370006000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C58
95002UBF7
109974000.000000000000
PA
USD
6924545.900000000000
0.1198974411
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
1.238324000000
N
N
N
N
N
N
WYETH LLC
549300Q9GR3WRH4N4836
Wyeth LLC
983024AN0
13738000.000000000000
PA
USD
14742654.030000000000
0.2552667740
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.950000000000
N
N
N
N
N
N
2023-10-04
Trust for Professional Managers
/s/ John Buckel
John Buckel
President