0001145549-23-063125.txt : 20231024
0001145549-23-063125.hdr.sgml : 20231024
20231024122724
ACCESSION NUMBER: 0001145549-23-063125
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230831
FILED AS OF DATE: 20231024
DATE AS OF CHANGE: 20231024
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: 231341950
BUSINESS ADDRESS:
STREET 1: U.S. BANCORP FUND SERVICES LLC
STREET 2: 615 EAST MICHIGAN ST 2ND FLOOR
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
BUSINESS PHONE: 4147655067
MAIL ADDRESS:
STREET 1: U.S. BANCORP FUND SERVICES LLC
STREET 2: 615 EAST MICHIGAN ST 2ND FLOOR
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
FORMER COMPANY:
FORMER CONFORMED NAME: ZODIAC TRUST
DATE OF NAME CHANGE: 20010601
0001141819
S000018035
PMC Core Fixed Income Fund
C000049957
PMC Core Fixed Income Fund Advisor Class Shares
PMFIX
C000213407
PMC Core Fixed Income Fund Institutional Class Shares
PMFQX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001141819
XXXXXXXX
S000018035
C000049957
C000213407
Trust for Professional Managers
811-10401
0001141819
549300O1N816L3GGRD45
615 East Michigan Street
Milwaukee
53202
513-629-8104
PMC Core Fixed Income Fund
S000018035
549300QI0UBDMVP85O06
2023-08-31
2023-08-31
N
429499700.550000000000
52417105.810000000000
377082594.740000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
1945884.220000000000
0.000000000000
0.000000000000
USD
N
N/A
N/A
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BE9
1128000.000000000000
PA
USD
1122007.250000000000
0.2975494668
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
3.400000000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAA1
971000.000000000000
PA
USD
835695.030000000000
0.2216212155
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.202000000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust 2017-GM
056083AA6
331000.000000000000
PA
USD
299737.020000000000
0.0794884262
Long
ABS-MBS
CORP
US
N
2
2039-06-13
Fixed
3.379000000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAL9
1085000.000000000000
PA
USD
1033328.500000000000
0.2740324042
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.074960000000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK39
06539VAJ7
179000.000000000000
PA
USD
148966.560000000000
0.0395050215
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
2.928000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DV7
260000.000000000000
PA
USD
207134.000000000000
0.0549306711
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.550000000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAM0
805000.000000000000
PA
USD
785527.510000000000
0.2083170958
Long
DBT
NUSS
CA
N
2
2033-07-06
Fixed
4.200000000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AQ4
75000.000000000000
PA
USD
69244.500000000000
0.0183632183
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.950000000000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust 2019-LIFE
12482HAG9
978000.000000000000
PA
USD
971544.710000000000
0.2576477206
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
6.675480000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
298000.000000000000
PA
USD
244712.830000000000
0.0648963472
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.250000000000
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2023-1
12512XAB9
400000.000000000000
PA
USD
400480.320000000000
0.1062049338
Long
ABS-O
CORP
US
N
2
2030-09-16
Fixed
5.820000000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
283000.000000000000
PA
USD
256969.790000000000
0.0681468181
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.670000000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
530000.000000000000
PA
USD
448680.400000000000
0.1189873005
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.569000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DK3
485000.000000000000
PA
USD
395680.090000000000
0.1049319421
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.125000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DY3
1030000.000000000000
PA
USD
1009392.910000000000
0.2676848319
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.300000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
310000.000000000000
PA
USD
287253.990000000000
0.0761780029
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.500000000000
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDA0
110000.000000000000
PA
USD
108727.770000000000
0.0288339402
Long
DBT
CORP
US
N
2
2034-06-08
Variable
6.377000000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-3
14319BAC6
592000.000000000000
PA
USD
592302.160000000000
0.1570749136
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.280000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
340000.000000000000
PA
USD
339299.190000000000
0.0899800719
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.625000000000
N
N
N
N
N
Cedar Funding Ltd
549300PQ60B57EBTK013
Cedar Funding VI CLO Ltd
15032DAR2
1480000.000000000000
PA
USD
1459195.640000000000
0.3869697675
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
6.637750000000
N
N
N
N
N
N
CyrusOne Data Centers Issuer I
N/A
CyrusOne Data Centers Issuer I LLC
23284BAA2
332000.000000000000
PA
USD
299034.690000000000
0.0793021726
Long
ABS-O
CORP
US
N
2
2048-04-20
Fixed
4.300000000000
N
N
N
N
N
N
DLLAA LLC
N/A
DLLAA 2023-1 LLC
23292HAC5
381000.000000000000
PA
USD
384248.010000000000
0.1019002243
Long
ABS-O
CORP
US
N
2
2028-02-22
Fixed
5.640000000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BD6
999000.000000000000
PA
USD
1032196.440000000000
0.2737321888
Long
DBT
CORP
US
N
2
2029-10-16
Fixed
5.375000000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAH9
980000.000000000000
PA
USD
1009081.140000000000
0.2676021524
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.200000000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAW5
110000.000000000000
PA
USD
102417.500000000000
0.0271604952
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.875000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
560000.000000000000
PA
USD
503234.230000000000
0.1334546428
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.850000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXE5
23520.690000000000
PA
USD
21466.150000000000
0.0056926918
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXK1
17446.580000000000
PA
USD
15920.790000000000
0.0042220962
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXX3
3892.490000000000
PA
USD
3551.340000000000
0.0009417937
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJY95
33880.840000000000
PA
USD
32858.390000000000
0.0087138443
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYC8
18407.010000000000
PA
USD
16930.020000000000
0.0044897379
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYE4
24423.560000000000
PA
USD
23686.650000000000
0.0062815548
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYT1
39503.530000000000
PA
USD
34699.170000000000
0.0092020079
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZF0
726040.130000000000
PA
USD
637515.110000000000
0.1690651117
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZH6
31333.940000000000
PA
USD
29538.510000000000
0.0078334324
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZX1
7396.400000000000
PA
USD
6737.400000000000
0.0017867173
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZZ6
11946.190000000000
PA
USD
11585.450000000000
0.0030723905
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LGC3
106356.250000000000
PA
USD
98141.570000000000
0.0260265447
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SAD2
10416.160000000000
PA
USD
9611.600000000000
0.0025489376
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312933AQ7
13472.160000000000
PA
USD
13114.120000000000
0.0034777845
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBZ5
408032.000000000000
PA
USD
339688.400000000000
0.0900832880
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCC5
1061351.040000000000
PA
USD
882246.190000000000
0.2339662987
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWD67
846339.550000000000
PA
USD
729865.590000000000
0.1935558947
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJJP8
169550.950000000000
PA
USD
141780.100000000000
0.0375992162
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELDU4
13443.880000000000
PA
USD
12389.220000000000
0.0032855454
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YR5Y0
42223.940000000000
PA
USD
38530.950000000000
0.0102181725
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YWJV0
10469.180000000000
PA
USD
9549.370000000000
0.0025324346
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EU3B3
100774.090000000000
PA
USD
91989.230000000000
0.0243949817
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EYSC6
122064.830000000000
PA
USD
111263.360000000000
0.0295063632
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPDG1
44389.710000000000
PA
USD
41635.530000000000
0.0110414881
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPFH7
42649.450000000000
PA
USD
38794.760000000000
0.0102881333
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FRCM5
36456.850000000000
PA
USD
33155.370000000000
0.0087926015
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GVZY4
109560.430000000000
PA
USD
99645.130000000000
0.0264252796
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H1WJ5
42684.020000000000
PA
USD
38821.020000000000
0.0102950973
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H1WL0
45901.430000000000
PA
USD
41746.190000000000
0.0110708345
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HAXM7
65767.630000000000
PA
USD
59816.160000000000
0.0158628801
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HGL21
312696.910000000000
PA
USD
261731.020000000000
0.0694094672
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6E37
52468.870000000000
PA
USD
48354.310000000000
0.0128232675
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J77C3
78512.190000000000
PA
USD
71402.160000000000
0.0189354165
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8KN2
81506.880000000000
PA
USD
76586.450000000000
0.0203102586
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8LN1
75604.150000000000
PA
USD
68888.890000000000
0.0182689127
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J95H0
83975.050000000000
PA
USD
76455.190000000000
0.0202754492
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J95J6
42993.960000000000
PA
USD
39130.360000000000
0.0103771324
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9SN2
52095.650000000000
PA
USD
45609.190000000000
0.0120952785
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9XH9
63417.770000000000
PA
USD
55755.360000000000
0.0147859808
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JANA2
89487.330000000000
PA
USD
81473.610000000000
0.0216063035
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JWNT3
147144.530000000000
PA
USD
127900.050000000000
0.0339183117
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K1Z66
64152.240000000000
PA
USD
55814.630000000000
0.0148016988
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K45H9
77296.310000000000
PA
USD
67273.100000000000
0.0178404151
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K9KM0
322996.330000000000
PA
USD
281113.770000000000
0.0745496541
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEFG8
177132.350000000000
PA
USD
153716.300000000000
0.0407646235
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7PD5
395811.450000000000
PA
USD
359636.010000000000
0.0953732723
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7Y86
165701.070000000000
PA
USD
144251.980000000000
0.0382547437
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X84A2
179143.620000000000
PA
USD
143353.160000000000
0.0380163821
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8NL7
416884.530000000000
PA
USD
394119.170000000000
0.1045179957
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8NM5
351264.060000000000
PA
USD
330556.750000000000
0.0876616303
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8VA2
559553.350000000000
PA
USD
509329.710000000000
0.1350711269
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9SM8
535467.320000000000
PA
USD
487015.130000000000
0.1291534366
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XA7B2
477258.300000000000
PA
USD
398153.010000000000
0.1055877454
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBJV3
20421.300000000000
PA
USD
19684.580000000000
0.0052202303
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBNJ5
533636.110000000000
PA
USD
483956.310000000000
0.1283422562
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBS43
465723.190000000000
PA
USD
388811.490000000000
0.1031104314
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCCQ9
781446.170000000000
PA
USD
649887.470000000000
0.1723461860
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCJE9
342861.110000000000
PA
USD
285838.120000000000
0.0758025228
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCLC0
728423.670000000000
PA
USD
606465.950000000000
0.1608310642
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDER3
123085.050000000000
PA
USD
118490.020000000000
0.0314228293
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTS1
439220.400000000000
PA
USD
381004.210000000000
0.1010399884
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
2307657.630000000000
PA
USD
1849734.770000000000
0.4905383584
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWS7
647464.230000000000
PA
USD
540072.410000000000
0.1432239031
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXL1
411628.640000000000
PA
USD
344198.450000000000
0.0912793258
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYC0
266407.670000000000
PA
USD
221805.830000000000
0.0588215508
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYX4
672008.660000000000
PA
USD
535883.660000000000
0.1421130722
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYY2
440033.170000000000
PA
USD
367130.080000000000
0.0973606539
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZW5
878183.470000000000
PA
USD
732238.770000000000
0.1941852475
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB82
640751.950000000000
PA
USD
511071.320000000000
0.1355329912
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECQ1
1472445.730000000000
PA
USD
1222132.500000000000
0.3241020713
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED80
672985.570000000000
PA
USD
621863.260000000000
0.1649143367
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ76
701145.500000000000
PA
USD
680573.390000000000
0.1804839045
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.000000000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
2624270.000000000000
PA
USD
2566375.430000000000
0.6805870825
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.500000000000
N
N
N
N
N
N
37 Capital CLO Ltd
549300GZ8MP9ZGVMJ424
37 Capital CLO I
88430TAA9
1000000.000000000000
PA
USD
988515.000000000000
0.2621481378
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.769570000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMKK0
306552.530000000000
PA
USD
270619.970000000000
0.0717667624
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DN3S0
751252.070000000000
PA
USD
742604.410000000000
0.1969341519
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DN4C4
838342.650000000000
PA
USD
830394.640000000000
0.2202155845
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DND67
682110.950000000000
PA
USD
614748.070000000000
0.1630274318
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNG23
295662.040000000000
PA
USD
281247.930000000000
0.0745852325
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNXD0
881246.290000000000
PA
USD
855389.680000000000
0.2268441164
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPAC2
299610.770000000000
PA
USD
296543.660000000000
0.0786415666
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPCU0
623815.320000000000
PA
USD
576993.060000000000
0.1530150339
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPCV8
102233.410000000000
PA
USD
99194.350000000000
0.0263057355
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPDS4
401551.550000000000
PA
USD
389862.990000000000
0.1033892827
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPMX3
552821.910000000000
PA
USD
554500.290000000000
0.1470500887
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPSX7
413687.710000000000
PA
USD
401531.230000000000
0.1064836287
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQGW0
652543.060000000000
PA
USD
644968.980000000000
0.1710418325
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQKX3
465136.560000000000
PA
USD
459731.690000000000
0.1219180350
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQPV2
129604.070000000000
PA
USD
128204.110000000000
0.0339989466
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQSF4
224145.920000000000
PA
USD
217530.180000000000
0.0576876745
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQXV3
323151.820000000000
PA
USD
319421.540000000000
0.0847086406
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV3N3
552815.650000000000
PA
USD
501942.460000000000
0.1331120733
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV3W3
79752.360000000000
PA
USD
76754.810000000000
0.0203549066
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6D2
506250.830000000000
PA
USD
439900.870000000000
0.1166590228
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6K6
74261.600000000000
PA
USD
64572.460000000000
0.0171242218
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M63W8
11458.870000000000
PA
USD
11109.690000000000
0.0029462219
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QRYX2
9680.810000000000
PA
USD
8839.250000000000
0.0023441151
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A7BP6
1378088.080000000000
PA
USD
137669.620000000000
0.0365091420
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
.647940000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A7FD9
846255.170000000000
PA
USD
89957.770000000000
0.0238562509
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
.597940000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABT94
901046.510000000000
PA
USD
98473.480000000000
0.0261145652
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Floating
.697940000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACYT2
995080.130000000000
PA
USD
97503.320000000000
0.0258572847
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Floating
.697940000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AMCR8
1509065.750000000000
PA
USD
171246.220000000000
0.0454134512
Long
ABS-MBS
USGSE
US
N
2
2045-01-25
Floating
.747940000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ANPZ4
888584.840000000000
PA
USD
95434.460000000000
0.0253086356
Long
ABS-MBS
USGSE
US
N
2
2045-05-25
Floating
.797940000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BS4F7
950784.480000000000
PA
USD
100907.230000000000
0.0267599808
Long
ABS-MBS
USGSE
US
N
2
2046-09-15
Floating
.697010000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BSLA9
861506.680000000000
PA
USD
80756.600000000000
0.0214161569
Long
ABS-MBS
USGSE
US
N
2
2046-10-15
Floating
.697010000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BULW6
367397.140000000000
PA
USD
38550.870000000000
0.0102234552
Long
ABS-MBS
USGSE
US
N
2
2047-01-15
Floating
.697010000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FW3A6
2420042.960000000000
PA
USD
342917.430000000000
0.0909396071
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0RL5
615751.680000000000
PA
USD
623963.100000000000
0.1654712015
Long
ABS-MBS
CORP
US
N
2
2030-04-25
Floating
7.752060000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0TH2
270547.350000000000
PA
USD
270758.320000000000
0.0718034520
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
7.202060000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UD9
569566.150000000000
PA
USD
575748.850000000000
0.1526850770
Long
ABS-MBS
CORP
US
N
2
2030-09-25
Floating
7.702060000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ELY4
1081704.800000000000
PA
USD
1069364.660000000000
0.2835889736
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EMS6
650944.940000000000
PA
USD
631761.510000000000
0.1675392921
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EP38
664340.460000000000
PA
USD
656301.060000000000
0.1740470309
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EPC8
688684.630000000000
PA
USD
668260.230000000000
0.1772185297
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EPD6
617956.820000000000
PA
USD
610669.990000000000
0.1619459499
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ER77
171516.090000000000
PA
USD
166409.510000000000
0.0441307852
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ET75
540687.420000000000
PA
USD
542328.960000000000
0.1438223263
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EVA5
804490.130000000000
PA
USD
806932.580000000000
0.2139935895
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BBY0
19288.240000000000
PA
USD
18802.250000000000
0.0049862418
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419KVG7
9046.420000000000
PA
USD
8337.250000000000
0.0022109878
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMH9
473000.000000000000
PA
USD
462966.820000000000
0.1227759718
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
7.087580000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KRF8
990000.000000000000
PA
USD
987293.340000000000
0.2618241610
Long
ABS-MBS
CORP
US
N
2
2042-02-25
Floating
7.687580000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRODEKU3J3Q16
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KTB5
309000.000000000000
PA
USD
318874.130000000000
0.0845634708
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
8.787580000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUX5
1162000.000000000000
PA
USD
1181132.210000000000
0.3132290449
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
8.187580000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
235000.000000000000
PA
USD
214249.970000000000
0.0568177829
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.875000000000
N
N
N
N
N
Frontier Issuer LLC
N/A
Frontier Issuer LLC
35910EAA2
691000.000000000000
PA
USD
671240.440000000000
0.1780088631
Long
ABS-O
CORP
US
N
2
2053-08-20
Fixed
6.600000000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM3 Trust
36167VAA2
104111.000000000000
PA
USD
96524.790000000000
0.0255977845
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.686000000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-NQM5 Trust
36168KAA5
482097.380000000000
PA
USD
378698.100000000000
0.1004284221
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
1.262000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLH7
434937.700000000000
PA
USD
423743.630000000000
0.1123742214
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLJ3
502473.860000000000
PA
USD
497712.950000000000
0.1319904331
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XNH5
434031.210000000000
PA
USD
435876.370000000000
0.1155917499
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
6.000000000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
1248000.000000000000
PA
USD
1253708.060000000000
0.3324757169
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.125000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCR5
320000.000000000000
PA
USD
319013.870000000000
0.0846005290
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.100000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
605000.000000000000
PA
USD
519872.180000000000
0.1378669255
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.600000000000
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust 2023-3
379929AD4
552000.000000000000
PA
USD
552885.550000000000
0.1466218695
Long
ABS-O
CORP
US
N
2
2026-11-20
Fixed
5.380000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXH2
1459000.000000000000
PA
USD
1327964.820000000000
0.3521681559
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.800000000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AD4
80000.000000000000
PA
USD
68010.740000000000
0.0180360327
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.500000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
700000.000000000000
PA
USD
562333.490000000000
0.1491274055
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.700000000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAB7
252035.700000000000
PA
USD
227665.760000000000
0.0603755684
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.440000000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-2 LLC
55400KAA3
606458.940000000000
PA
USD
552241.870000000000
0.1464511695
Long
ABS-O
CORP
US
N
2
2039-05-20
Fixed
1.430000000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-2 LLC
55400KAB1
494802.480000000000
PA
USD
437669.720000000000
0.1160673354
Long
ABS-O
CORP
US
N
2
2039-05-20
Fixed
1.830000000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2022-1 LLC
55400UAB9
236636.560000000000
PA
USD
222643.290000000000
0.0590436401
Long
ABS-O
CORP
US
N
2
2039-11-21
Fixed
4.400000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-L1
61691QAJ7
325000.000000000000
PA
USD
285059.810000000000
0.0755961198
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
4.869158000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H4
61691RAK2
293000.000000000000
PA
USD
243848.630000000000
0.0646671667
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
5.237446000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BCY0
449000.000000000000
PA
USD
459090.810000000000
0.1217480776
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
6.250000000000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
1300000.000000000000
PA
USD
1271862.410000000000
0.3372901395
Long
DBT
CORP
US
N
2
2025-01-22
Variable
.791000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
1340000.000000000000
PA
USD
1302118.430000000000
0.3453138512
Long
DBT
CORP
US
N
2
2034-04-21
Variable
5.250000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
830000.000000000000
PA
USD
816405.800000000000
0.2165058296
Long
DBT
CORP
US
N
2
2034-07-21
Variable
5.424000000000
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-MS1
61765DAU2
200000.000000000000
PA
USD
191179.240000000000
0.0506995663
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.779000000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
690000.000000000000
PA
USD
685993.010000000000
0.1819211546
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.250000000000
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
1705000.000000000000
PA
USD
2033655.800000000000
0.5393130917
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.750000000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
130000.000000000000
PA
USD
119860.570000000000
0.0317862908
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.750000000000
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-3
85573JAA4
543298.260000000000
PA
USD
436220.800000000000
0.1156830907
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.127000000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-6
85573RAA6
842547.930000000000
PA
USD
684203.010000000000
0.1814464575
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.920000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAX3
475000.000000000000
PA
USD
408559.070000000000
0.1083473689
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.375000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
560000.000000000000
PA
USD
462958.320000000000
0.1227737176
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.500000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
1021000.000000000000
PA
USD
721839.550000000000
0.1914274379
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.000000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABN4
305000.000000000000
PA
USD
204962.870000000000
0.0543549007
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.300000000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
786982.500000000000
PA
USD
683990.260000000000
0.1813900375
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.946000000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
690000.000000000000
PA
USD
502030.860000000000
0.1331355165
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.025000000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAK7
110000.000000000000
PA
USD
97801.550000000000
0.0259363735
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
6.000000000000
N
N
N
N
N
N
Taubman Centers Commercial Mor
N/A
Taubman Centers Commercial Mortgage Trust 2022-DPM
87666YAC1
1045000.000000000000
PA
USD
1019867.540000000000
0.2704626398
Long
ABS-MBS
CORP
US
N
2
2037-05-15
Floating
8.242480000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
265000.000000000000
PA
USD
255485.180000000000
0.0677531086
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.125000000000
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EH1
320000.000000000000
PA
USD
329481.170000000000
0.0873763930
Long
DBT
USGA
US
N
2
2039-09-15
Fixed
5.250000000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882926AA6
965000.000000000000
PA
USD
925482.210000000000
0.2454322270
Long
DBT
CORP
US
N
2
2063-05-18
Fixed
5.050000000000
N
N
N
N
N
N
Thayer Park CLO, Ltd.
5493000PRLDBEVKBE571
Thayer Park CLO Ltd
883310AL8
500000.000000000000
PA
USD
495951.000000000000
0.1315231747
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
6.627750000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-3
89169DAA9
77976.670000000000
PA
USD
76176.680000000000
0.0202015901
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.750000000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-5
89169EAA7
124368.350000000000
PA
USD
124703.550000000000
0.0330706195
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
6.029430000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-2
89173HAA4
3743.030000000000
PA
USD
3714.690000000000
0.0009851131
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.750000000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-2
89173HAB2
351000.000000000000
PA
USD
340848.830000000000
0.0903910270
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
3.250000000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-4
89173UAA5
88187.830000000000
PA
USD
83631.820000000000
0.0221786476
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
2.750000000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2022-4
89180YAA8
1432071.110000000000
PA
USD
1331037.060000000000
0.3529828951
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Fixed
3.750000000000
N
N
N
N
N
N
Mount Vernon Liquid Assets Portfolio, LLC
N/A
Mount Vernon Liquid Assets Portfolio, LLC
N/A
49844301.350000000000
NS
USD
49844301.350000000000
13.2184041495
Long
STIV
PF
US
N
1
N
N
AMERICAN TOWER TRUST I
5493004YGM0MQZJOEJ36
American Tower Trust #1
03027WAM4
924000.000000000000
PA
USD
922211.970000000000
0.2445649794
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.490000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DU1
1585000.000000000000
PA
USD
1566465.220000000000
0.4154170046
Long
DBT
CORP
US
N
2
2063-03-02
Fixed
5.750000000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AV7
1394000.000000000000
PA
USD
1141759.630000000000
0.3027876773
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.100000000000
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2022-5
03464HAA3
488230.420000000000
PA
USD
468156.580000000000
0.1241522644
Long
ABS-MBS
CORP
US
N
2
2067-05-25
Variable
4.500000000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-6
03464VAA2
65656.920000000000
PA
USD
63109.040000000000
0.0167361318
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.620000000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-3
03465EAA9
584183.540000000000
PA
USD
486527.040000000000
0.1290239981
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.068000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBU1
1010000.000000000000
PA
USD
1025919.460000000000
0.2720675720
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.450000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-LC15 Mortgage Trust
12591TAF3
1155011.980000000000
PA
USD
1820.530000000000
0.0004827934
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
1.203995000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAD5
58011.000000000000
PA
USD
57708.750000000000
0.0153040079
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.472000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE16 Mortgage Trust
12591VAF8
1192074.560000000000
PA
USD
3405.040000000000
0.0009029958
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
1.094214000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YBE4
843490.230000000000
PA
USD
2522.880000000000
0.0006690524
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
1.205902000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS6 Mortgage Trust
12592PBG7
1359365.930000000000
PA
USD
9028.090000000000
0.0023941943
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Variable
.978401000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE21 Mortgage Trust
12592RBJ7
281514.000000000000
PA
USD
270291.110000000000
0.0716795508
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Fixed
3.987000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAT0
476000.000000000000
PA
USD
416083.500000000000
0.1103428018
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.251000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE17 Mortgage Trust
12631DBC6
1010898.260000000000
PA
USD
2591.030000000000
0.0006871253
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
1.103638000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300D5DIOOMKWXVZ20
Csail 2015-C2 Commercial Mortgage Trust
12634NAV0
1384398.430000000000
PA
USD
11071.310000000000
0.0029360438
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Variable
.850635000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAE6
132669.930000000000
PA
USD
131794.670000000000
0.0349511412
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
6.788010000000
N
N
N
N
N
N
CQP HOLDCO LP/BIP-V CHIN
N/A
CQP Holdco LP / BIP-V Chinook Holdco LLC
12657NAA8
155000.000000000000
PA
USD
141581.540000000000
0.0375465593
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.500000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2023-SMRT
17291NAE1
298000.000000000000
PA
USD
288970.060000000000
0.0766330942
Long
ABS-MBS
CORP
US
N
2
2028-06-10
Variable
6.047503000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
1121000.000000000000
PA
USD
1045830.130000000000
0.2773477600
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.200000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
835000.000000000000
PA
USD
789116.560000000000
0.2092688899
Long
DBT
CORP
US
N
2
2028-01-10
Variable
3.887000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
495000.000000000000
PA
USD
425971.820000000000
0.1129651238
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.976000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2023-PRM3
17331LAE7
244000.000000000000
PA
USD
236062.750000000000
0.0626023989
Long
ABS-MBS
CORP
US
N
2
2028-07-10
Variable
6.571721000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BQ7
590000.000000000000
PA
USD
584967.300000000000
0.1551297536
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.000000000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
570000.000000000000
PA
USD
454195.680000000000
0.1204499190
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.000000000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
1727000.000000000000
PA
USD
1666019.010000000000
0.4418180614
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.150000000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NEF4
1175000.000000000000
PA
USD
1150663.320000000000
0.3051488815
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.350000000000
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
377000.000000000000
PA
USD
250154.600000000000
0.0663394714
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.250000000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FBG0
435000.000000000000
PA
USD
436443.180000000000
0.1157420645
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.550000000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBP2
1370000.000000000000
PA
USD
1321772.180000000000
0.3505259056
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.900000000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CS4
890000.000000000000
PA
USD
888074.280000000000
0.2355118726
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.700000000000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBH2
439000.000000000000
PA
USD
406487.220000000000
0.1077979269
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.241000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9TQ5
12534.940000000000
PA
USD
11566.090000000000
0.0030672564
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAFA2
17001.350000000000
PA
USD
15565.750000000000
0.0041279418
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MDWN9
12289.480000000000
PA
USD
11791.010000000000
0.0031269038
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2M1
158879.470000000000
PA
USD
143511.660000000000
0.0380584153
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2T6
81667.450000000000
PA
USD
76364.120000000000
0.0202512980
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3J7
93160.140000000000
PA
USD
84829.630000000000
0.0224962995
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJS76
21873.740000000000
PA
USD
20183.000000000000
0.0053524083
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFH1
373838.980000000000
PA
USD
369579.160000000000
0.0980101350
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWGH0
894626.450000000000
PA
USD
883565.950000000000
0.2343162910
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWGS6
580201.380000000000
PA
USD
581962.880000000000
0.1543329998
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
6.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWGZ0
479244.000000000000
PA
USD
473318.980000000000
0.1255213013
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWHE6
758451.490000000000
PA
USD
735772.180000000000
0.1951222863
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QWPU7
3699.570000000000
PA
USD
3378.950000000000
0.0008960769
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QWWE5
82367.680000000000
PA
USD
75166.180000000000
0.0199336116
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WDMZ4
26801.590000000000
PA
USD
24444.180000000000
0.0064824472
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WDYQ1
115413.870000000000
PA
USD
105238.280000000000
0.0279085488
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WEKW1
57711.450000000000
PA
USD
52723.530000000000
0.0139819580
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WJYR6
77491.970000000000
PA
USD
70917.920000000000
0.0188069990
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WK6R4
43667.550000000000
PA
USD
39795.080000000000
0.0105534121
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WLHR0
3387.330000000000
PA
USD
3252.070000000000
0.0008624291
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WP7A9
38502.590000000000
PA
USD
35060.150000000000
0.0092977375
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WPDE4
66710.540000000000
PA
USD
62853.260000000000
0.0166683005
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WPNL7
53509.600000000000
PA
USD
51798.210000000000
0.0137365688
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XCR72
130333.120000000000
PA
USD
118679.610000000000
0.0314731074
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XSBD1
56124.210000000000
PA
USD
51112.180000000000
0.0135546378
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XSDP2
7335.510000000000
PA
USD
6680.400000000000
0.0017716013
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A0EW0
193895.210000000000
PA
USD
168542.180000000000
0.0446963563
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A1QB1
108945.300000000000
PA
USD
95142.910000000000
0.0252313184
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A2D64
147857.390000000000
PA
USD
128704.300000000000
0.0341315939
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A3GU6
185111.180000000000
PA
USD
162384.120000000000
0.0430632764
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A86T9
128098.820000000000
PA
USD
107193.970000000000
0.0284271858
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ABJ68
182178.440000000000
PA
USD
152447.480000000000
0.0404281402
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ACV62
135523.600000000000
PA
USD
113406.130000000000
0.0300746127
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AKBN9
781667.330000000000
PA
USD
652499.310000000000
0.1730388300
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ANKU7
409290.920000000000
PA
USD
340594.670000000000
0.0903236253
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ANV43
668953.720000000000
PA
USD
556548.890000000000
0.1475933649
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AQ3S4
361280.940000000000
PA
USD
301017.740000000000
0.0798280653
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AQUB1
584823.290000000000
PA
USD
487504.360000000000
0.1292831774
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ATPD7
268262.160000000000
PA
USD
222580.660000000000
0.0590270310
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BDPY5
1168590.880000000000
PA
USD
1080183.810000000000
0.2864581461
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BFWT3
846725.980000000000
PA
USD
803428.540000000000
0.2130643395
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BKM63
741904.210000000000
PA
USD
685397.010000000000
0.1817630990
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BSL59
591349.990000000000
PA
USD
593745.400000000000
0.1574576521
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BU2S5
945943.370000000000
PA
USD
934248.430000000000
0.2477569750
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJ6U7
7166.950000000000
PA
USD
6937.320000000000
0.0018397349
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJFK9
69552.420000000000
PA
USD
60998.040000000000
0.0161763075
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJU22
22230.740000000000
PA
USD
21532.480000000000
0.0057102821
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WK4P7
33182.870000000000
PA
USD
30179.210000000000
0.0080033421
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WK4R3
50501.960000000000
PA
USD
47523.610000000000
0.0126029710
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKS22
38098.590000000000
PA
USD
34661.690000000000
0.0091920684
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WNDF3
14246.220000000000
PA
USD
13128.470000000000
0.0034815900
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WPG73
12262.220000000000
PA
USD
11300.420000000000
0.0029968023
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0BT4
28675.120000000000
PA
USD
26434.960000000000
0.0070103899
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X4E89
5411.830000000000
PA
USD
5215.870000000000
0.0013832169
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YR3Y2
24693.100000000000
PA
USD
22538.460000000000
0.0059770619
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LPPZ9
738517.830000000000
PA
USD
614216.390000000000
0.1628864335
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LQXS4
415547.590000000000
PA
USD
346234.880000000000
0.0918193745
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LRT73
748640.270000000000
PA
USD
622320.720000000000
0.1650356523
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LWB97
440757.360000000000
PA
USD
366556.330000000000
0.0972084989
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MATZ7
403910.890000000000
PA
USD
373593.740000000000
0.0990747770
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MF4H3
253876.960000000000
PA
USD
240884.940000000000
0.0638812142
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MF4U4
503955.900000000000
PA
USD
465463.850000000000
0.1234381689
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MFZY2
616234.730000000000
PA
USD
598244.860000000000
0.1586508814
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MHS59
200061.010000000000
PA
USD
166884.910000000000
0.0442568584
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MM5R5
669349.280000000000
PA
USD
635093.550000000000
0.1684229288
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MMZZ4
695411.580000000000
PA
USD
675169.270000000000
0.1790507649
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MRBE6
379989.850000000000
PA
USD
362728.750000000000
0.0961934481
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LDP4
5596.060000000000
PA
USD
5455.070000000000
0.0014466512
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WRK0
23382.390000000000
PA
USD
22793.500000000000
0.0060446969
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416YKN7
7395.150000000000
PA
USD
7218.940000000000
0.0019144188
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416YRQ3
6246.410000000000
PA
USD
6088.990000000000
0.0016147629
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417EZ79
11938.820000000000
PA
USD
11002.290000000000
0.0029177401
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GBQ8
35749.060000000000
PA
USD
32944.780000000000
0.0087367544
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GJE7
32836.210000000000
PA
USD
30240.470000000000
0.0080195879
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YDA2
2403.000000000000
PA
USD
2351.840000000000
0.0006236936
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YR82
244.030000000000
PA
USD
237.880000000000
0.0000630843
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AX60
13944.510000000000
PA
USD
12842.140000000000
0.0034056571
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BD86
11897.310000000000
PA
USD
11523.750000000000
0.0030560281
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CBF0
544435.670000000000
PA
USD
476188.820000000000
0.1262823654
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CCH5
82466.030000000000
PA
USD
72342.690000000000
0.0191848393
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFN9
58182.350000000000
PA
USD
56355.780000000000
0.0149452085
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJD7
74247.310000000000
PA
USD
67396.310000000000
0.0178730896
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CKW3
14775.060000000000
PA
USD
14196.170000000000
0.0037647375
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPF5
465777.020000000000
PA
USD
437428.390000000000
0.1160033362
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR89
101805.970000000000
PA
USD
92589.280000000000
0.0245541113
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUC6
197461.720000000000
PA
USD
190054.130000000000
0.0504011940
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2L5
634067.400000000000
PA
USD
506862.570000000000
0.1344168564
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2M3
344908.600000000000
PA
USD
287398.630000000000
0.0762163606
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3H3
2287597.640000000000
PA
USD
1904244.860000000000
0.5049941012
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7F3
420545.150000000000
PA
USD
349265.660000000000
0.0926231189
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
Fort Washington CLO
N/A
Fort Washington CLO 2021-2 LTD
34918RAA8
2000000.000000000000
PA
USD
1989034.000000000000
0.5274796630
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.807750000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAK1
660000.000000000000
PA
USD
590059.770000000000
0.1564802455
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.576000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WP93
280876.020000000000
PA
USD
232158.330000000000
0.0615669705
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179X5H5
497681.040000000000
PA
USD
492884.690000000000
0.1307100081
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBQ8
251637.560000000000
PA
USD
214379.130000000000
0.0568520353
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBU9
875225.710000000000
PA
USD
835096.510000000000
0.2214624917
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
4.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDE3
1120190.170000000000
PA
USD
1069035.710000000000
0.2835017381
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFH4
532956.540000000000
PA
USD
508505.740000000000
0.1348526151
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFJ0
617550.850000000000
PA
USD
601876.640000000000
0.1596140072
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
5.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XHY5
203060.740000000000
PA
USD
193744.130000000000
0.0513797594
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.500000000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BX3
550000.000000000000
PA
USD
537635.650000000000
0.1425776892
Long
DBT
NUSS
ID
N
2
2027-01-08
Fixed
4.350000000000
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687VAB2
325000.000000000000
PA
USD
329740.850000000000
0.0874452586
Long
DBT
CORP
US
N
2
2033-08-14
Fixed
5.700000000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BQ2
1157000.000000000000
PA
USD
1110549.570000000000
0.2945109601
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
3.750000000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0EK0
585000.000000000000
PA
USD
582574.000000000000
0.1544950650
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.500000000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KU6
890000.000000000000
PA
USD
871442.150000000000
0.2311011333
Long
DBT
CORP
US
N
2
2030-07-25
Fixed
4.000000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAE1
45000.000000000000
PA
USD
42233.260000000000
0.0112000025
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.250000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
240000.000000000000
PA
USD
217110.970000000000
0.0575765026
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.875000000000
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
150000.000000000000
PA
USD
135492.910000000000
0.0359318918
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.250000000000
N
N
N
N
N
N
iShares Core U.S. Aggregate Bo
549300F7VSXTKBGHJE47
iShares Core U.S. Aggregate Bond ETF
464287226
125156.000000000000
NS
USD
12115100.800000000000
3.2128507041
Long
EC
RF
US
N
1
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRV4
1667000.000000000000
PA
USD
1558140.700000000000
0.4132093928
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.950000000000
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO
46655AAE8
501000.000000000000
PA
USD
375787.830000000000
0.0996566363
Long
ABS-MBS
CORP
US
N
2
2039-01-05
Fixed
3.376500000000
N
N
N
N
N
N
JAGUAR LAND ROVER AUTOMO
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
47010BAM6
85000.000000000000
PA
USD
73936.030000000000
0.0196073834
Long
DBT
CORP
GB
N
2
2029-07-15
Fixed
5.500000000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BS4
650000.000000000000
PA
USD
644945.260000000000
0.1710355421
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.150000000000
N
N
N
N
N
N
KORN/FERRY INTERNATIONAL
549300FOD20OM0GT5G40
Korn Ferry
50067PAA7
100000.000000000000
PA
USD
93104.220000000000
0.0246906702
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.625000000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2023-2
500945AC4
444000.000000000000
PA
USD
443762.420000000000
0.1176830822
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
5.280000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
145000.000000000000
PA
USD
135212.500000000000
0.0358575288
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.750000000000
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CX5
900000.000000000000
PA
USD
913298.380000000000
0.2422011498
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.750000000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN Inc
00191UAA0
350000.000000000000
PA
USD
314858.900000000000
0.0834986564
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.625000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
159000.000000000000
PA
USD
103856.130000000000
0.0275420111
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.550000000000
N
N
N
N
N
N
AXIS Equipment Finance Receiva
549300IFG1NMINYRYF89
Amur Equipment Finance Receivables XI LLC
03236XAB3
218226.130000000000
PA
USD
216364.840000000000
0.0573786335
Long
ABS-O
CORP
US
N
2
2028-06-21
Fixed
5.300000000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DA4
1250000.000000000000
PA
USD
1236121.210000000000
0.3278117917
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.125000000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AZ7
1110000.000000000000
PA
USD
1008357.170000000000
0.2674101600
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.300000000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AR8
687000.000000000000
PA
USD
557233.290000000000
0.1477748636
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.150000000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBJ0
670000.000000000000
PA
USD
653813.120000000000
0.1733872444
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.650000000000
N
N
N
N
N
N
AXIS Equipment Finance Receiva
5493000K1GV1VHEHGY40
Amur Equipment Finance Receivables XII LLC
03236YAB1
610000.000000000000
PA
USD
611867.030000000000
0.1622633976
Long
ABS-O
CORP
US
N
2
2029-12-20
Fixed
6.090000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
453000.000000000000
PA
USD
408284.860000000000
0.1082746501
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.600000000000
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
185000.000000000000
PA
USD
173132.620000000000
0.0459137129
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.875000000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
230000.000000000000
PA
USD
225920.970000000000
0.0599128608
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.750000000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FW4
297000.000000000000
PA
USD
254031.070000000000
0.0673674875
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.300000000000
N
N
N
N
N
PUBLIC STORAGE OP CO
549300LMZF40TKJ6DM64
Public Storage Operating Co
74460WAE7
3068000.000000000000
PA
USD
2528440.040000000000
0.6705268488
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.300000000000
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AP5
440000.000000000000
PA
USD
394349.080000000000
0.1045789664
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.750000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AS9
866000.000000000000
PA
USD
775607.400000000000
0.2056863432
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.350000000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DM9
2818000.000000000000
PA
USD
2722469.120000000000
0.7219821753
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
1.800000000000
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2021-A
03842VAA5
425415.310000000000
PA
USD
376627.360000000000
0.0998792745
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.540000000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
235000.000000000000
PA
USD
219446.710000000000
0.0581959266
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.000000000000
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167FZ1
1170000.000000000000
PA
USD
1175551.940000000000
0.3117491914
Long
DBT
CORP
US
N
2
2028-08-25
Fixed
4.500000000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDD3
360000.000000000000
PA
USD
357483.100000000000
0.0948023338
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
4.270000000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDQ4
376000.000000000000
PA
USD
358159.330000000000
0.0949816658
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
2.360000000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BS1
226000.000000000000
PA
USD
234191.970000000000
0.0621062794
Long
DBT
CORP
US
N
2
2033-05-20
Fixed
5.400000000000
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AF2
205000.000000000000
PA
USD
190780.270000000000
0.0505937619
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.750000000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REA8
852000.000000000000
PA
USD
790497.270000000000
0.2096350458
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.960000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C11
05493MAG9
7937237.890000000000
PA
USD
576224.420000000000
0.1528111952
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Variable
1.495454000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C18
054975AE7
575000.000000000000
PA
USD
587870.000000000000
0.1558995319
Long
ABS-MBS
CORP
US
N
2
2055-12-15
Variable
5.710000000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
125000.000000000000
PA
USD
102370.940000000000
0.0271481478
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.875000000000
N
N
N
N
N
Residential Asset Securities C
N/A
RASC Series 2005-KS12 Trust
753910AE8
38450.140000000000
PA
USD
38190.970000000000
0.0101280119
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
6.119430000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAC4
505000.000000000000
PA
USD
477906.750000000000
0.1267379499
Long
DBT
NUSS
RO
N
2
2044-01-22
Fixed
6.125000000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAV7
1200000.000000000000
PA
USD
1200586.490000000000
0.3183882011
Long
DBT
CORP
ES
N
2
2033-08-08
Fixed
6.921000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFS3
480000.000000000000
PA
USD
467490.700000000000
0.1239756771
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.875000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
1610000.000000000000
PA
USD
1525938.600000000000
0.4046695926
Long
DBT
CORP
US
N
2
2027-04-23
Variable
3.559000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
743000.000000000000
PA
USD
637869.850000000000
0.1691591866
Long
DBT
CORP
US
N
2
2030-10-22
Variable
2.884000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
2430000.000000000000
PA
USD
1904974.810000000000
0.5051876795
Long
DBT
CORP
US
N
2
2031-10-24
Variable
1.922000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK31
06541ABA7
454000.000000000000
PA
USD
386332.440000000000
0.1024530024
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.739000000000
N
N
N
N
N
N
Bank
N/A
BANK 2023-BNK45
06541BBX5
483000.000000000000
PA
USD
456907.080000000000
0.1211689657
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
6.148000000000
N
N
N
N
N
N
Bank
N/A
BANK 2023-BNK45
06541BCC0
522000.000000000000
PA
USD
445772.290000000000
0.1182160875
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
6.488646000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAU3
850000.000000000000
PA
USD
732909.700000000000
0.1943631741
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
3.016100000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300UFJ8EKD81Y8R30
CSAIL 2015-C1 Commercial Mortgage Trust
126281BE3
450000.000000000000
PA
USD
401061.780000000000
0.1063591334
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
4.043700000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
435000.000000000000
PA
USD
228005.770000000000
0.0604657370
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.625000000000
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
650000.000000000000
PA
USD
582453.710000000000
0.1544631649
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.780000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-GC17
17321RAJ5
145000.000000000000
PA
USD
143080.810000000000
0.0379441565
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
5.095000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC25
17322YAJ9
1260342.730000000000
PA
USD
7898.950000000000
0.0020947533
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Variable
1.090548000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAG2
884810.300000000000
PA
USD
10802.120000000000
0.0028646562
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
1.451113000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R03
20753XAB0
1065000.000000000000
PA
USD
1102654.780000000000
0.2924173100
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
8.787580000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R03
20754AAB9
1050000.000000000000
PA
USD
1024734.270000000000
0.2717532669
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
6.937580000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAB5
915000.000000000000
PA
USD
898724.710000000000
0.2383363015
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
7.187580000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
205000.000000000000
PA
USD
192351.480000000000
0.0510104372
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.500000000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAR1
618000.000000000000
PA
USD
532357.680000000000
0.1411780038
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
2.328000000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R07
20754MBZ9
515047.100000000000
PA
USD
528408.190000000000
0.1401306232
Long
ABS-MBS
CORP
US
N
2
2042-06-25
Floating
8.245950000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R07
20754MCB1
1005000.000000000000
PA
USD
1075794.010000000000
0.2852939979
Long
ABS-MBS
CORP
US
N
2
2042-06-25
Floating
9.945950000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAB2
480000.000000000000
PA
USD
473619.740000000000
0.1256010610
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
6.837580000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R02
20755AAB8
678596.150000000000
PA
USD
687540.050000000000
0.1823314201
Long
ABS-MBS
CORP
US
N
2
2043-01-25
Floating
7.587580000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R08
20755DAA4
921176.410000000000
PA
USD
939255.790000000000
0.2490848963
Long
ABS-MBS
CORP
US
N
2
2042-07-25
Floating
7.837580000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2022-GC48
29426VAD8
619207.000000000000
PA
USD
586361.780000000000
0.1554995612
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Variable
4.742419000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8N5
1355000.000000000000
PA
USD
1349238.970000000000
0.3578099305
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.950000000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XC36
955456.550000000000
PA
USD
969365.320000000000
0.2570697597
Long
ABS-MBS
CORP
US
N
2
2030-08-25
Floating
7.602060000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAX8
1243000.000000000000
PA
USD
979570.260000000000
0.2597760474
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.593000000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAC3
400000.000000000000
PA
USD
338412.800000000000
0.0897450067
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XR63
835339.620000000000
PA
USD
857539.270000000000
0.2274141745
Long
ABS-MBS
CORP
US
N
2
2030-12-25
Floating
7.952060000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XSX3
966013.410000000000
PA
USD
992140.210000000000
0.2631095213
Long
ABS-MBS
CORP
US
N
2
2030-02-25
Floating
8.202060000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XUX0
449361.200000000000
PA
USD
456443.310000000000
0.1210459768
Long
ABS-MBS
CORP
US
N
2
2030-05-25
Floating
7.802060000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XYX6
981281.040000000000
PA
USD
995457.020000000000
0.2639891191
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
7.652060000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BR9
675000.000000000000
PA
USD
669380.600000000000
0.1775156449
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.500000000000
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AV6
150000.000000000000
PA
USD
99830.250000000000
0.0264743723
Long
DBT
NUSS
ZA
N
2
2046-10-12
Fixed
5.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
2060000.000000000000
PA
USD
1432182.820000000000
0.3798061327
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.375000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
3900000.000000000000
PA
USD
3028441.420000000000
0.8031241596
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.875000000000
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AWN63
755000.000000000000
PA
USD
746441.730000000000
0.1979517857
Long
DBT
USGSE
US
N
2
2028-06-30
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XUXT9
479210.720000000000
PA
USD
419686.010000000000
0.1112981654
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TJ7
5505000.000000000000
PA
USD
4388732.210000000000
1.1638649652
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TN8
815000.000000000000
PA
USD
734455.080000000000
0.1947729994
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.625000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XYNZ8
197050.580000000000
PA
USD
179203.700000000000
0.0475237262
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y03E0
427797.740000000000
PA
USD
403301.820000000000
0.1069531783
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y8KQ7
30038.680000000000
PA
USD
28955.450000000000
0.0076788084
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329NZP6
176509.540000000000
PA
USD
166598.670000000000
0.0441809493
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TQ1
1940000.000000000000
PA
USD
1805412.500000000000
0.4787843632
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.875000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TR9
2360000.000000000000
PA
USD
2128978.140000000000
0.5645919938
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.625000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329Q5A5
60480.390000000000
PA
USD
52653.930000000000
0.0139635005
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5JC0
118836.660000000000
PA
USD
108072.770000000000
0.0286602382
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ABCH3
665803.730000000000
PA
USD
589992.290000000000
0.1564623502
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DM2M6
474014.190000000000
PA
USD
393967.200000000000
0.1044776941
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMBC8
433328.450000000000
PA
USD
384087.280000000000
0.1018575997
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE58
722602.600000000000
PA
USD
667484.510000000000
0.1770128135
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE66
382656.940000000000
PA
USD
363063.570000000000
0.0962822403
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE74
656432.570000000000
PA
USD
637172.440000000000
0.1689742377
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TS7
220000.000000000000
PA
USD
204668.750000000000
0.0542769019
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.875000000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGM7
14075000.000000000000
PA
USD
13406437.500000000000
3.5553053063
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.500000000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEC3
325882.440000000000
PA
USD
309221.970000000000
0.0820037770
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEE9
638038.720000000000
PA
USD
619195.480000000000
0.1642068578
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWF65
620675.550000000000
PA
USD
613098.960000000000
0.1625900979
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWF73
376652.360000000000
PA
USD
377854.740000000000
0.1002047682
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XUSH9
123156.610000000000
PA
USD
112144.770000000000
0.0297401078
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XW5Z0
52401.460000000000
PA
USD
49371.810000000000
0.0130931023
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AA73
59830.960000000000
PA
USD
55250.680000000000
0.0146521427
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AQ92
9275.960000000000
PA
USD
8997.940000000000
0.0023861987
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BLH7
104260.550000000000
PA
USD
98232.110000000000
0.0260505553
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BM60
68772.200000000000
PA
USD
62622.650000000000
0.0166071441
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BTY2
107127.840000000000
PA
USD
100254.620000000000
0.0265869126
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BY42
147998.330000000000
PA
USD
134873.350000000000
0.0357675883
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.500000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGQ8
580000.000000000000
PA
USD
572704.690000000000
0.1518777843
Long
DBT
UST
US
N
2
2030-02-28
Fixed
4.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHC8
11935000.000000000000
PA
USD
11245007.810000000000
2.9821073597
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.375000000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BUH42
608497.770000000000
PA
USD
601013.830000000000
0.1593851953
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJ2R2
251172.160000000000
PA
USD
217777.450000000000
0.0577532490
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.000000000000
N
N
N
N
N
N
FNMA PRIN STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Principal Strip
31358DJP0
1370000.000000000000
PA
USD
712146.700000000000
0.1888569533
Long
DBT
USGSE
US
N
2
2037-07-15
Fixed
.000000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHP3
1985000.000000000000
PA
USD
138180.020000000000
0.0366444970
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Variable
1.516665000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHQ7
4005000.000000000000
PA
USD
3981846.090000000000
1.0559612524
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.125000000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHT1
2620000.000000000000
PA
USD
2573535.920000000000
0.6824860007
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.875000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELPP2
26619.660000000000
PA
USD
25949.000000000000
0.0068815162
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EN4H9
12948.970000000000
PA
USD
12542.480000000000
0.0033261891
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQDL3
15735.680000000000
PA
USD
15184.020000000000
0.0040267093
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER6R6
1321456.500000000000
PA
USD
1202785.700000000000
0.3189714181
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETDZ6
169830.540000000000
PA
USD
161517.810000000000
0.0428335363
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETJ98
441818.800000000000
PA
USD
419467.050000000000
0.1112400985
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.000000000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017BA6
467000.000000000000
PA
USD
520856.280000000000
0.1381279028
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
7.500000000000
N
N
N
N
N
N
Vantage Data Centers LLC
N/A
Vantage Data Centers Issuer LLC
92212KAA4
1263359.950000000000
PA
USD
1225571.970000000000
0.3250141977
Long
ABS-O
CORP
US
N
2
2044-07-15
Fixed
3.188000000000
N
N
N
N
N
N
Vantage Data Centers LLC
N/A
Vantage Data Centers Issuer LLC
92212KAD8
817000.000000000000
PA
USD
721761.660000000000
0.1914067820
Long
ABS-O
CORP
US
N
2
2046-10-15
Fixed
2.165000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
359000.000000000000
PA
USD
343972.890000000000
0.0912195086
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.329000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LRK43
51965.530000000000
PA
USD
47892.180000000000
0.0127007135
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MCWD2
145891.270000000000
PA
USD
134452.280000000000
0.0356559231
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.500000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
345000.000000000000
PA
USD
320891.930000000000
0.0850985791
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.016000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGT5
580000.000000000000
PA
USD
563041.400000000000
0.1493151389
Long
DBT
CORP
US
N
2
2033-05-09
Fixed
5.050000000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAA2
36919.340000000000
PA
USD
35330.230000000000
0.0093693611
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.642000000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-6
92538MAA7
578666.310000000000
PA
USD
471445.920000000000
0.1250245773
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.630000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MRLL3
18640.510000000000
PA
USD
17178.230000000000
0.0045555616
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9GW4
32079.820000000000
PA
USD
29543.920000000000
0.0078348671
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-3
92539LAA8
667549.390000000000
PA
USD
562353.150000000000
0.1491326192
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.046000000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-7
92539NAA4
872189.750000000000
PA
USD
853769.190000000000
0.2264143723
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
5.152000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WAPT8
9228.070000000000
PA
USD
8938.370000000000
0.0023704011
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBYN9
11491.450000000000
PA
USD
11130.650000000000
0.0029517804
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCBV4
14247.660000000000
PA
USD
13800.350000000000
0.0036597685
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGAM6
15119.950000000000
PA
USD
13781.780000000000
0.0036548438
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.500000000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAH5
265000.000000000000
PA
USD
233898.350000000000
0.0620284132
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.375000000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGFE9
21085.930000000000
PA
USD
19213.080000000000
0.0050951914
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGX74
481147.350000000000
PA
USD
426387.360000000000
0.1130753225
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WH5S7
54062.040000000000
PA
USD
47417.080000000000
0.0125747199
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHAA0
6333.760000000000
PA
USD
6136.140000000000
0.0016272668
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHF64
435014.880000000000
PA
USD
397793.210000000000
0.1054923286
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHM66
97208.960000000000
PA
USD
85290.780000000000
0.0226185937
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHU34
89914.570000000000
PA
USD
81820.760000000000
0.0216983656
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31395Q3Q1
1205123.030000000000
PA
USD
223352.100000000000
0.0592316121
Long
ABS-MBS
USGSE
US
N
2
2043-08-25
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MSKP9
746435.080000000000
PA
USD
724592.430000000000
0.1921574849
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MWN28
458144.510000000000
PA
USD
459896.980000000000
0.1219618689
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MX4S0
864735.740000000000
PA
USD
839188.100000000000
0.2225475563
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7B89
36700.040000000000
PA
USD
34546.830000000000
0.0091616082
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7TR8
46424.340000000000
PA
USD
44879.330000000000
0.0119017241
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q83U7
58212.980000000000
PA
USD
56103.100000000000
0.0148781993
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8K87
33094.690000000000
PA
USD
31802.760000000000
0.0084338976
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8V51
21010.720000000000
PA
USD
19108.620000000000
0.0050674893
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAG87
168293.190000000000
PA
USD
147246.690000000000
0.0390489225
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAHF0
83663.310000000000
PA
USD
76284.100000000000
0.0202300772
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBCV8
48404.360000000000
PA
USD
46651.070000000000
0.0123715787
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBS66
60112.440000000000
PA
USD
52660.390000000000
0.0139652137
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCCH7
351131.660000000000
PA
USD
327750.770000000000
0.0869175015
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDDZ4
70430.630000000000
PA
USD
61180.420000000000
0.0162246735
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDE91
533048.000000000000
PA
USD
482129.980000000000
0.1278579247
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDJN5
268063.730000000000
PA
USD
232854.050000000000
0.0617514712
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDP57
107254.160000000000
PA
USD
94571.570000000000
0.0250798025
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDXQ2
1064377.080000000000
PA
USD
928572.540000000000
0.2462517637
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLD94
250798.920000000000
PA
USD
208576.000000000000
0.0553130807
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLEL6
305609.150000000000
PA
USD
255184.290000000000
0.0676733144
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFD32
545296.610000000000
PA
USD
436091.360000000000
0.1156487640
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGWL9
331204.900000000000
PA
USD
277222.050000000000
0.0735175937
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XH3M7
659518.070000000000
PA
USD
625765.910000000000
0.1659492957
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XKBL3
334839.610000000000
PA
USD
324885.500000000000
0.0861576494
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XKR85
144506.700000000000
PA
USD
120280.470000000000
0.0318976457
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XKZX1
542110.390000000000
PA
USD
536181.040000000000
0.1421919355
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XLMY1
1281380.850000000000
PA
USD
1266225.050000000000
0.3357951461
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSK9
521329.900000000000
PA
USD
455041.380000000000
0.1206741935
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DT44
258720.010000000000
PA
USD
249691.390000000000
0.0662166309
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
4.500000000000
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V336
4100138.190000000000
NS
USD
4100138.190000000000
1.0873315945
Long
STIV
RF
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312933G65
26609.000000000000
PA
USD
25970.880000000000
0.0068873187
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942AS4
2318.800000000000
PA
USD
2263.210000000000
0.0006001895
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6V2
217551.190000000000
PA
USD
188661.370000000000
0.0500318425
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6X8
160174.130000000000
PA
USD
149440.700000000000
0.0396307605
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AU9
250000.000000000000
PA
USD
254718.060000000000
0.0675496731
Long
DBT
CORP
CA
N
2
2031-06-01
Fixed
8.625000000000
N
N
N
N
N
N
FIVE 2023-V1
N/A
FIVE 2023-V1 Mortgage Trust
337964AC4
600000.000000000000
PA
USD
599343.060000000000
0.1589421173
Long
ABS-MBS
CORP
US
N
2
2056-02-10
Variable
5.667900000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7K5
2242198.160000000000
PA
USD
1796861.150000000000
0.4765165974
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWA60
521893.460000000000
PA
USD
434796.420000000000
0.1153053538
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAX1
386330.830000000000
PA
USD
323282.960000000000
0.0857326656
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWB51
787434.530000000000
PA
USD
628326.190000000000
0.1666282663
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.000000000000
N
N
N
N
N
N
FIVE 2023-V1
N/A
FIVE 2023-V1 Mortgage Trust
337964AG5
315000.000000000000
PA
USD
288401.120000000000
0.0764822148
Long
ABS-MBS
CORP
US
N
2
2056-02-10
Variable
6.618195000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
90000.000000000000
PA
USD
67365.360000000000
0.0178648818
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.750000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBC6
187083.360000000000
PA
USD
156556.810000000000
0.0415179094
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBQ5
437984.080000000000
PA
USD
365381.890000000000
0.0968970446
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.500000000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
310000.000000000000
PA
USD
285456.180000000000
0.0757012347
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.113000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M2Q2
30564.410000000000
PA
USD
28349.500000000000
0.0075181142
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GD6M9
21466.500000000000
PA
USD
20951.650000000000
0.0055562496
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GDJ60
3414.550000000000
PA
USD
3332.660000000000
0.0008838011
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MX47
22391.340000000000
PA
USD
20764.580000000000
0.0055066397
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NBB3
21667.910000000000
PA
USD
20103.310000000000
0.0053312750
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB89
37315.720000000000
PA
USD
34459.310000000000
0.0091383985
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
14482.520000000000
PA
USD
13355.880000000000
0.0035418978
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFMW4
15674.460000000000
PA
USD
15298.530000000000
0.0040570767
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GUKR4
9744.930000000000
PA
USD
8992.270000000000
0.0023846951
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TAK1
58816.790000000000
PA
USD
54229.990000000000
0.0143814620
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCX1
81041.030000000000
PA
USD
74752.160000000000
0.0198238161
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TEZ4
54689.220000000000
PA
USD
50266.470000000000
0.0133303607
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNR2
41293.910000000000
PA
USD
38094.500000000000
0.0101024286
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GVKH4
13448.550000000000
PA
USD
12409.760000000000
0.0032909925
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HMP96
28283.370000000000
PA
USD
26098.270000000000
0.0069211017
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J9U71
11380.910000000000
PA
USD
10501.210000000000
0.0027848567
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JA6M2
19330.380000000000
PA
USD
17836.180000000000
0.0047300459
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V7D6
274184.290000000000
PA
USD
226980.250000000000
0.0601937754
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V7E4
274776.580000000000
PA
USD
234174.640000000000
0.0621016836
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VHT0
220274.170000000000
PA
USD
203635.580000000000
0.0540029115
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VKM1
16477.100000000000
PA
USD
15117.050000000000
0.0040089493
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JM2M0
24578.200000000000
PA
USD
22678.380000000000
0.0060141678
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JM5S4
15600.270000000000
PA
USD
14310.590000000000
0.0037950810
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W2T4
114591.130000000000
PA
USD
94628.700000000000
0.0250949530
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W7L6
93575.800000000000
PA
USD
85024.210000000000
0.0225479010
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L8RZ2
28142.100000000000
PA
USD
27115.510000000000
0.0071908676
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KLA49
266864.140000000000
PA
USD
223178.120000000000
0.0591854737
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMQG3
699943.580000000000
PA
USD
581534.790000000000
0.1542194729
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNNB5
216647.650000000000
PA
USD
200302.690000000000
0.0531190495
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133USGS4
363960.680000000000
PA
USD
316929.760000000000
0.0840478358
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUZ36
888936.720000000000
PA
USD
161557.140000000000
0.0428439663
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
4.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBX5
279712.480000000000
PA
USD
231812.710000000000
0.0614753142
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBY3
682961.880000000000
PA
USD
582017.550000000000
0.1543474979
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AV4Y0
853307.280000000000
PA
USD
80114.460000000000
0.0212458653
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Floating
.897010000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AXXR9
1673164.350000000000
PA
USD
180953.060000000000
0.0479876458
Long
ABS-MBS
USGSE
US
N
2
2043-01-15
Floating
.847010000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BDSS6
176945.210000000000
PA
USD
34702.370000000000
0.0092028565
Long
ABS-MBS
USGSE
US
N
2
2044-09-15
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BHTM9
1846077.150000000000
PA
USD
326429.450000000000
0.0865670955
Long
ABS-MBS
USGSE
US
N
2
2043-08-15
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BNZ56
393194.060000000000
PA
USD
38700.010000000000
0.0102630062
Long
ABS-MBS
USGSE
US
N
2
2046-04-15
Floating
.747010000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BPDJ5
406452.600000000000
PA
USD
34749.260000000000
0.0092152914
Long
ABS-MBS
USGSE
US
N
2
2046-05-15
Floating
.697010000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDQ8
797641.640000000000
PA
USD
660059.420000000000
0.1750437250
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDR6
754781.580000000000
PA
USD
643248.550000000000
0.1705855850
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XQW9
465555.670000000000
PA
USD
453276.800000000000
0.1202062377
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
5.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XQX7
342825.330000000000
PA
USD
339844.540000000000
0.0901246954
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
5.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XVS2
345175.130000000000
PA
USD
336071.260000000000
0.0891240446
Long
ABS-MBS
USGA
US
N
2
2053-03-20
Fixed
5.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XX50
232665.620000000000
PA
USD
226529.150000000000
0.0600741464
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XX68
888938.600000000000
PA
USD
880376.730000000000
0.2334705293
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YAS3
324361.860000000000
PA
USD
321237.680000000000
0.0851902698
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
5.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YAT1
424221.080000000000
PA
USD
426024.540000000000
0.1129791048
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
6.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YDL5
175000.000000000000
PA
USD
175743.960000000000
0.0466062243
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
6.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFG8
278628.810000000000
PA
USD
237576.830000000000
0.0630039236
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG36
582223.230000000000
PA
USD
496097.460000000000
0.1315620150
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.500000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300V3F4KBEWHAZP46
GS Mortgage Securities Trust 2014-GC26
36250HAG8
1683551.970000000000
PA
USD
12750.550000000000
0.0033813679
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
1.060840000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust 2015-GC34
36250VAE2
54845.920000000000
PA
USD
53173.910000000000
0.0141013960
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.278000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJR0
382623.590000000000
PA
USD
326073.270000000000
0.0864726388
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WNE4
209440.670000000000
PA
USD
178469.800000000000
0.0473291004
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.500000000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BJ9
125000.000000000000
PA
USD
109761.260000000000
0.0291080155
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.250000000000
N
N
N
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCD0
661463.910000000000
PA
USD
631760.940000000000
0.1675391410
Long
ABS-CBDO
CORP
US
N
2
2029-02-26
Fixed
.760000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC18
36252RAT6
2722499.770000000000
PA
USD
588.880000000000
0.0001561674
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Variable
1.180428000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAS6
449000.000000000000
PA
USD
338187.830000000000
0.0896853461
Long
ABS-MBS
CORP
US
N
2
2052-09-10
Variable
3.816813000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2023-A
55317WAC5
594000.000000000000
PA
USD
596763.940000000000
0.1582581504
Long
ABS-O
CORP
US
N
2
2029-12-13
Fixed
5.540000000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAQ5
75000.000000000000
PA
USD
65692.500000000000
0.0174212496
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.875000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC47
36258RBA0
73000.000000000000
PA
USD
60033.270000000000
0.0159204564
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Fixed
2.377200000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378MAD7
1010281.440000000000
PA
USD
148576.530000000000
0.0394015879
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379FTL3
823606.880000000000
PA
USD
105682.270000000000
0.0280262922
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Floating
1.321540000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380UN41
899393.010000000000
PA
USD
88612.430000000000
0.0234994750
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Floating
.771540000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300FNRP3W5DX0O430
Madison Park Funding XXVI Ltd
55819YAA8
2251567.180000000000
PA
USD
2248797.750000000000
0.5963674222
Long
ABS-CBDO
CORP
KY
N
2
2030-07-29
Floating
6.830730000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954NAJ8
1000000.000000000000
PA
USD
995988.000000000000
0.2641299317
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
6.742820000000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469VC6
645000.000000000000
PA
USD
632469.710000000000
0.1677271024
Long
DBT
NUSS
CA
N
2
2033-07-27
Fixed
4.300000000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
665000.000000000000
PA
USD
653766.380000000000
0.1733748492
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.700000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382GUM2
982814.570000000000
PA
USD
747909.010000000000
0.1983408994
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
1.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382HKR0
852703.830000000000
PA
USD
648959.460000000000
0.1721000834
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
1.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LNV9
2168219.100000000000
PA
USD
284005.260000000000
0.0753164596
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382TV84
740745.210000000000
PA
USD
616723.940000000000
0.1635514205
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WPN1
2402425.860000000000
PA
USD
326495.440000000000
0.0865845957
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.500000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
910000.000000000000
PA
USD
816524.850000000000
0.2165374009
Long
DBT
CORP
GB
N
2
2027-05-22
Variable
6.000000000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AV7
1840000.000000000000
PA
USD
1807617.290000000000
0.4793690600
Long
DBT
CORP
US
N
2
2033-04-20
Fixed
4.750000000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFP4
1623000.000000000000
PA
USD
1541768.530000000000
0.4088675933
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.500000000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
160000.000000000000
PA
USD
154506.500000000000
0.0409741797
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.250000000000
N
N
N
N
N
N
Hilton USA Trust
N/A
Hilton USA Trust 2016-HHV
43300LAA8
283000.000000000000
PA
USD
263479.570000000000
0.0698731720
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Fixed
3.719000000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFW9
1440000.000000000000
PA
USD
1442009.020000000000
0.3824119809
Long
DBT
CORP
US
N
2
2053-08-14
Fixed
5.450000000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAE8
1755000.000000000000
PA
USD
1904035.160000000000
0.5049384900
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
6.500000000000
N
N
N
N
N
MetroNet Infrastructure Issuer
5493000BIROCAEATAQ61
MetroNet Infrastructure Issuer LLC
59170JAA6
960000.000000000000
PA
USD
934302.720000000000
0.2477713724
Long
ABS-O
CORP
US
N
2
2052-10-20
Fixed
6.350000000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BJ2
2684000.000000000000
PA
USD
2591044.520000000000
0.6871291744
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
3.125000000000
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CK0
905000.000000000000
PA
USD
912990.650000000000
0.2421195416
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.000000000000
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
125000.000000000000
PA
USD
117636.810000000000
0.0311965632
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.125000000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
160000.000000000000
PA
USD
159603.320000000000
0.0423258252
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.500000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
1190000.000000000000
PA
USD
1002215.540000000000
0.2657814373
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.699000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
1625000.000000000000
PA
USD
1504167.910000000000
0.3988961387
Long
DBT
CORP
US
N
2
2028-07-22
Variable
3.591000000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
75000.000000000000
PA
USD
65544.400000000000
0.0173819744
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.875000000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PEK7
1635000.000000000000
PA
USD
1584205.780000000000
0.4201216927
Long
ABS-O
CORP
US
N
2
2027-05-15
Fixed
3.890000000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
90000.000000000000
PA
USD
86742.690000000000
0.0230036314
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.500000000000
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AF3
360000.000000000000
PA
USD
398574.000000000000
0.1056993894
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.625000000000
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2023-B
44933XAD9
458000.000000000000
PA
USD
461133.290000000000
0.1222897308
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.480000000000
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687VAA4
260000.000000000000
PA
USD
260728.570000000000
0.0691436236
Long
DBT
CORP
US
N
2
2028-08-14
Fixed
5.400000000000
N
N
N
N
N
N
ZIFF DAVIS INC
5493008OJYGLHD7MXA18
Ziff Davis Inc
48123VAF9
255000.000000000000
PA
USD
219563.490000000000
0.0582268959
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.625000000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AH5
475000.000000000000
PA
USD
468410.010000000000
0.1242194725
Long
DBT
CORP
SG
N
2
2063-05-19
Fixed
5.340000000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CB3
407000.000000000000
PA
USD
379407.900000000000
0.1006166567
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
3.125000000000
N
N
N
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAE2
1894000.000000000000
PA
USD
1490769.790000000000
0.3953430391
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.400000000000
N
N
N
N
N
N
SHEA HOMES LP/FNDG CP
N/A
Shea Homes LP / Shea Homes Funding Corp
82088KAK4
75000.000000000000
PA
USD
69100.880000000000
0.0183251311
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.750000000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AC1
284603.910000000000
PA
USD
270077.870000000000
0.0716230008
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
3.510000000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-2 Receivables Funding LLC
82652MAA8
245117.620000000000
PA
USD
237322.540000000000
0.0629364875
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
2.590000000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBE2
1010000.000000000000
PA
USD
805689.350000000000
0.2136638925
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.141000000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2023-1 LLC
62848PAB6
507895.840000000000
PA
USD
496405.460000000000
0.1316436948
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
5.420000000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBB3
930000.000000000000
PA
USD
883789.770000000000
0.2343756467
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.000000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-E
63942EAA6
1277568.290000000000
PA
USD
1076580.990000000000
0.2855027002
Long
ABS-O
CORP
US
N
2
2069-12-16
Fixed
.970000000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2021-2 Receivables Funding LLC
82652RAA7
204847.360000000000
PA
USD
192885.730000000000
0.0511521170
Long
ABS-O
CORP
US
N
2
2038-09-20
Fixed
1.350000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C2
90276CAE1
625000.000000000000
PA
USD
570279.630000000000
0.1512346732
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.487000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-F
63942GAA1
463129.590000000000
PA
USD
389964.560000000000
0.1034162185
Long
ABS-O
CORP
US
N
2
2070-02-18
Fixed
1.110000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-c
63942JAA5
728899.030000000000
PA
USD
624302.310000000000
0.1655611579
Long
ABS-O
CORP
US
N
2
2069-10-15
Fixed
1.060000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C4
90276RBH0
200000.000000000000
PA
USD
179382.540000000000
0.0475711535
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
3.836000000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
798914.980000000000
PA
USD
798315.070000000000
0.2117082785
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.875000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-B
63942LAA0
974755.980000000000
PA
USD
845576.830000000000
0.2242418085
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
.940000000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
254900EICTYTCHA5X705
New Fortress Energy Inc
644393AB6
95000.000000000000
PA
USD
88390.150000000000
0.0234405277
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.500000000000
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAB6
740000.000000000000
PA
USD
578965.280000000000
0.1535380545
Long
DBT
NUSS
MX
N
2
2047-01-15
Fixed
4.350000000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
2575000.000000000000
PA
USD
2051550.780000000000
0.5440587311
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.875000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RD2
1960000.000000000000
PA
USD
1783293.750000000000
0.4729186059
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.750000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RG5
1380000.000000000000
PA
USD
1183646.480000000000
0.3138958139
Long
DBT
UST
US
N
2
2044-05-15
Fixed
3.375000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SC3
1205000.000000000000
PA
USD
978921.290000000000
0.2596039445
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.125000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SF6
1675000.000000000000
PA
USD
1329858.390000000000
0.3526703191
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.000000000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM5
64830PAA4
136782.320000000000
PA
USD
123415.840000000000
0.0327291266
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.709860000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCQ1
625000.000000000000
PA
USD
579732.070000000000
0.1537414026
Long
DBT
CORP
US
N
2
2053-02-28
Fixed
5.250000000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM3 Trust
67114JAA8
733308.980000000000
PA
USD
550685.780000000000
0.1460385039
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.054000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
260000.000000000000
PA
USD
198827.200000000000
0.0527277585
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.300000000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327TAA9
150000.000000000000
PA
USD
149780.150000000000
0.0397207806
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.500000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
430000.000000000000
PA
USD
440135.100000000000
0.1167211391
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.450000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
468000.000000000000
PA
USD
472057.560000000000
0.1251867805
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.125000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
255000.000000000000
PA
USD
222143.250000000000
0.0589110325
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.500000000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2018-2
68269CAA4
771760.060000000000
PA
USD
762152.570000000000
0.2021182045
Long
ABS-O
CORP
US
N
2
2033-03-14
Fixed
3.570000000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2023-2
68269HAA3
820000.000000000000
PA
USD
824753.700000000000
0.2187196417
Long
ABS-O
CORP
US
N
2
2036-09-15
Fixed
5.840000000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAB9
195000.000000000000
PA
USD
180571.410000000000
0.0478864346
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.875000000000
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2023-2 Receivables Funding LLC
82650BAA4
678921.200000000000
PA
USD
681420.780000000000
0.1807086271
Long
ABS-O
CORP
US
N
2
2040-04-20
Fixed
5.800000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
315000.000000000000
PA
USD
257137.650000000000
0.0681913336
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.125000000000
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2021-B Trust
83405NAA4
92690.400000000000
PA
USD
77408.860000000000
0.0205283567
Long
ABS-O
CORP
US
N
2
2047-02-15
Fixed
1.140000000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SoFi Consumer Loan Program 2023-1S Trust
83407EAA2
268115.990000000000
PA
USD
268419.040000000000
0.0711830893
Long
ABS-O
CORP
US
N
2
2031-05-15
Fixed
5.810000000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DR5
2235000.000000000000
PA
USD
2175650.180000000000
0.5769691336
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.200000000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
275000.000000000000
PA
USD
272647.210000000000
0.0723043741
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAS8
310000.000000000000
PA
USD
314766.760000000000
0.0834742214
Long
DBT
CORP
US
N
2
2053-05-25
Fixed
5.450000000000
N
N
N
N
N
N
Trestles CLO LTD
254900QSBDX181YYBH38
TRESTLES CLO 2017-1 Ltd
89531FAL1
500000.000000000000
PA
USD
495852.000000000000
0.1314969205
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
6.602820000000
N
N
N
N
N
N
Trestles CLO LTD
N/A
TRESTLES CLO V LTD
89532UAA1
1000000.000000000000
PA
USD
988629.000000000000
0.2621783699
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.757750000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
1760000.000000000000
PA
USD
1467331.200000000000
0.3891272683
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.200000000000
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBD1
715000.000000000000
PA
USD
582892.490000000000
0.1545795266
Long
DBT
CORP
GB
N
2
2043-02-19
Fixed
4.375000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C22
92890KBC8
290000.000000000000
PA
USD
264694.280000000000
0.0701953057
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
4.069000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C22
92890KBD6
2676007.800000000000
PA
USD
12500.170000000000
0.0033149687
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
.923136000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EY5
392000.000000000000
PA
USD
380099.290000000000
0.1008000091
Long
DBT
CORP
US
N
2
2032-09-09
Fixed
4.150000000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142FE8
673000.000000000000
PA
USD
627172.270000000000
0.1663222537
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
4.500000000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBS7
503000.000000000000
PA
USD
472087.470000000000
0.1251947124
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.150000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300NYO16WLNMVJJ46
Wells Fargo Commercial Mortgage Trust 2015-C29
94989KAV5
130000.000000000000
PA
USD
124197.920000000000
0.0329365295
Long
ABS-MBS
CORP
US
N
2
2048-06-15
Fixed
3.637000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300CFP9NBBMZH1008
Wells Fargo Commercial Mortgage Trust 2016-NXS6
95000KBH7
625000.000000000000
PA
USD
512672.250000000000
0.1359575481
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
4.534344000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2D4
1581000.000000000000
PA
USD
1492047.090000000000
0.3956817713
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.150000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
900000.000000000000
PA
USD
863470.330000000000
0.2289870554
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.406000000000
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2M4
365000.000000000000
PA
USD
329898.870000000000
0.0874871645
Long
DBT
CORP
US
N
2
2051-04-04
Variable
5.013000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
1020000.000000000000
PA
USD
908163.550000000000
0.2408394242
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.393000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RAX7
333945.000000000000
PA
USD
313591.850000000000
0.0831626424
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
4.302000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300QGM7D5K3CV2643
WFRBS Commercial Mortgage Trust 2014-LC14
96221TAH0
588851.390000000000
PA
USD
271.110000000000
0.0000718967
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Variable
1.397292000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
165000.000000000000
PA
USD
150628.320000000000
0.0399457101
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.375000000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
52000.000000000000
PA
USD
51416.720000000000
0.0136354000
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.500000000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AR2
155000.000000000000
PA
USD
145607.240000000000
0.0386141503
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
5.375000000000
N
N
N
N
N
N
AM Capital Funding, LLC
549300VEZWL2JF9NXH87
AM Capital Funding LLC
00166AAA5
760000.000000000000
PA
USD
760347.930000000000
0.2016396250
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
4.980000000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
215416.670000000000
PA
USD
211609.960000000000
0.0561176684
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.500000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
492000.000000000000
PA
USD
422032.390000000000
0.1119204110
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.050000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
420000.000000000000
PA
USD
353971.620000000000
0.0938711107
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.250000000000
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAP4
195000.000000000000
PA
USD
179576.810000000000
0.0476226727
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.000000000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAE3
100000.000000000000
PA
USD
98614.410000000000
0.0261519390
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.750000000000
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AN6
1038000.000000000000
PA
USD
1019762.080000000000
0.2704346725
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
3.800000000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust 2012-SHOW
05538UAA1
1646000.000000000000
PA
USD
1502551.100000000000
0.3984673705
Long
ABS-MBS
CORP
US
N
2
2036-11-05
Fixed
3.430200000000
N
N
N
N
N
N
BMW Vehicle Owner Trust
N/A
BMW Vehicle Owner Trust 2023-A
05592XAD2
549000.000000000000
PA
USD
551958.040000000000
0.1463758995
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
5.470000000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-C5 Mortgage Trust
055988AK5
180000.000000000000
PA
USD
167282.510000000000
0.0443622995
Long
ABS-MBS
CORP
US
N
2
2056-06-15
Variable
6.848189000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECH6
900000.000000000000
PA
USD
899230.430000000000
0.2384704154
Long
DBT
CORP
GB
N
2
2034-06-27
Variable
7.119000000000
N
N
N
N
N
Beacon Container Finance II LL
N/A
Beacon Container Finance II LLC
07359BAA5
867300.020000000000
PA
USD
747812.880000000000
0.1983154063
Long
ABS-O
CORP
US
N
2
2046-10-22
Fixed
2.250000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B17 Mortgage Trust
08162MBD9
470000.000000000000
PA
USD
329423.420000000000
0.0873610781
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Variable
3.370700000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAE7
612000.000000000000
PA
USD
509810.630000000000
0.1351986639
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.766000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EBE4
9530393.600000000000
PA
USD
436188.010000000000
0.1156743950
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
.997273000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAK3
415000.000000000000
PA
USD
269490.920000000000
0.0714673453
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Variable
3.195000000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
276000.000000000000
PA
USD
227379.940000000000
0.0602997707
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.250000000000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300KGXMRFX2DKIX03
BlueMountain CLO 2013-2 Ltd
09626YAN0
296724.720000000000
PA
USD
295980.830000000000
0.0784923076
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
6.787180000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CK9
160000.000000000000
PA
USD
119851.610000000000
0.0317839146
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.900000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
1181000.000000000000
PA
USD
1165306.060000000000
0.3090320466
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.875000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
1273000.000000000000
PA
USD
1240264.630000000000
0.3289106014
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.805000000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBU3
595000.000000000000
PA
USD
576199.600000000000
0.1528046131
Long
DBT
CORP
US
N
2
2033-02-13
Fixed
4.812000000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BC0
527000.000000000000
PA
USD
473246.840000000000
0.1255021702
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.400000000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
125000.000000000000
PA
USD
110871.160000000000
0.0294023542
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125000000000
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDJ4
330000.000000000000
PA
USD
333053.500000000000
0.0883237531
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.875000000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900JFO9XUH2EREJ70
Dryden 75 CLO Ltd
26252JAS7
850000.000000000000
PA
USD
840547.500000000000
0.2229080609
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.609570000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAC4
350000.000000000000
PA
USD
334726.950000000000
0.0887675418
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.500000000000
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AY9
790000.000000000000
PA
USD
653984.840000000000
0.1734327835
Long
DBT
CORP
US
N
2
2031-05-10
Fixed
2.600000000000
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAD1
250000.000000000000
PA
USD
214405.000000000000
0.0568588959
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.375000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAJ9
675000.000000000000
PA
USD
544475.250000000000
0.1443915093
Long
EP
CORP
US
N
2
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
910000.000000000000
PA
USD
807515.800000000000
0.2141482559
Long
EP
CORP
US
N
2
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JY3
730000.000000000000
PA
USD
735321.250000000000
0.1950027024
Long
DBT
CORP
US
N
2
2028-10-16
Fixed
4.500000000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
410000.000000000000
PA
USD
348552.730000000000
0.0924340542
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.700000000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBK6
1410000.000000000000
PA
USD
1393188.650000000000
0.3694651170
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.300000000000
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAZ5
595000.000000000000
PA
USD
419109.960000000000
0.1111454005
Long
DBT
CORP
US
N
2
2049-08-16
Fixed
3.095000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJV64
19765.560000000000
PA
USD
18036.120000000000
0.0047830688
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWV8
53866.480000000000
PA
USD
49178.050000000000
0.0130417184
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJX88
40074.290000000000
PA
USD
36549.480000000000
0.0096926988
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05Q2
575000.000000000000
PA
USD
456378.580000000000
0.1210288108
Long
DBT
USGSE
US
N
2
2030-08-05
Fixed
.875000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ASF76
580710.460000000000
PA
USD
53303.880000000000
0.0141358633
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
.447940000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0YS9
1113024.330000000000
PA
USD
210585.980000000000
0.0558461151
Long
ABS-MBS
USGSE
US
N
2
2048-02-25
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BBFJ6
1013062.290000000000
PA
USD
209276.580000000000
0.0554988703
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A9GD0
787.460000000000
PA
USD
753.800000000000
0.0001999032
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AYBQ1
15120.440000000000
PA
USD
13934.870000000000
0.0036954424
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E2JY2
4609.020000000000
PA
USD
4247.610000000000
0.0011264402
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EBJN6
18487.330000000000
PA
USD
17037.910000000000
0.0045183496
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EENK1
9278.750000000000
PA
USD
8551.400000000000
0.0022677790
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGCB8
9236.510000000000
PA
USD
9003.770000000000
0.0023877448
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHWH1
3721.220000000000
PA
USD
3627.460000000000
0.0009619802
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKGF6
20487.090000000000
PA
USD
18880.670000000000
0.0050070383
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EL5L3
10968.980000000000
PA
USD
10630.290000000000
0.0028190880
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEFX1
34303.790000000000
PA
USD
32915.840000000000
0.0087290796
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEPA0
326025.800000000000
PA
USD
272871.400000000000
0.0723638279
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KKHR8
178310.050000000000
PA
USD
149976.600000000000
0.0397728779
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KYMT8
716230.580000000000
PA
USD
601797.290000000000
0.1595929641
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L6UV4
652069.180000000000
PA
USD
544026.460000000000
0.1442724930
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LNPB7
281978.950000000000
PA
USD
234742.650000000000
0.0622523164
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNE24
1299979.870000000000
PA
USD
1036630.730000000000
0.2749081354
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QP3N5
690368.740000000000
PA
USD
669863.120000000000
0.1776436063
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPAY3
457975.960000000000
PA
USD
423237.420000000000
0.1122399776
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPK48
510129.160000000000
PA
USD
471430.240000000000
0.1250204190
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QRVZ3
380556.540000000000
PA
USD
369471.530000000000
0.0979815921
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X3BJ6
88343.920000000000
PA
USD
78299.460000000000
0.0207645384
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4DE3
196500.060000000000
PA
USD
172373.450000000000
0.0457123857
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4EZ5
136025.060000000000
PA
USD
131197.870000000000
0.0347928735
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4LV6
69351.710000000000
PA
USD
63075.480000000000
0.0167272319
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4QY5
30591.930000000000
PA
USD
27078.520000000000
0.0071810580
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4TZ9
61669.800000000000
PA
USD
54880.720000000000
0.0145540316
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4XA9
196078.570000000000
PA
USD
172298.410000000000
0.0456924855
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5PZ0
105433.400000000000
PA
USD
92463.110000000000
0.0245206518
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5UK7
118432.810000000000
PA
USD
103743.630000000000
0.0275121768
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6GF2
194731.790000000000
PA
USD
171719.180000000000
0.0455388773
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6GZ8
427865.700000000000
PA
USD
378155.750000000000
0.1002845942
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7AV1
87035.970000000000
PA
USD
83106.660000000000
0.0220393784
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.500000000000
N
N
N
N
N
N
ENVIRI CORP
KAO98FK89NPNNPQGUZ43
Enviri Corp
415864AM9
165000.000000000000
PA
USD
143269.500000000000
0.0379941960
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.750000000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503BC9
1100000.000000000000
PA
USD
1039499.010000000000
0.2756687857
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.550000000000
N
N
N
N
N
N
2023-09-22
Trust for Professional Managers
/s/ John Buckel
John Buckel
President