0001145549-24-023128.txt : 20240422
0001145549-24-023128.hdr.sgml : 20240422
20240422145849
ACCESSION NUMBER: 0001145549-24-023128
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240229
FILED AS OF DATE: 20240422
DATE AS OF CHANGE: 20240422
PERIOD START: 20240831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TRUST FOR PROFESSIONAL MANAGERS
CENTRAL INDEX KEY: 0001141819
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-10401
FILM NUMBER: 24860958
BUSINESS ADDRESS:
STREET 1: U.S. BANCORP FUND SERVICES LLC
STREET 2: 615 EAST MICHIGAN ST 2ND FLOOR
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
BUSINESS PHONE: 4147655067
MAIL ADDRESS:
STREET 1: U.S. BANCORP FUND SERVICES LLC
STREET 2: 615 EAST MICHIGAN ST 2ND FLOOR
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
FORMER COMPANY:
FORMER CONFORMED NAME: ZODIAC TRUST
DATE OF NAME CHANGE: 20010601
0001141819
S000029835
Performance Trust Total Return Bond Fund
C000091754
Performance Trust Total Return Bond Fund - Institutional Class
PTIAX
C000207405
Performance Trust Total Return Bond Fund - Class A
PTAOX
C000207406
Performance Trust Total Return Bond Fund - Class C
PTCOX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001141819
XXXXXXXX
S000029835
C000091754
C000207405
C000207406
Trust for Professional Managers
811-10401
0001141819
549300O1N816L3GGRD45
615 East Michigan Street
Milwaukee
53202
513-629-8104
Performance Trust Total Return Bond Fund
S000029835
254900NYB6EW786MJS87
2024-08-31
2024-02-29
N
6721457675.190000000000
22874289.890000000000
6698583385.300000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
9490850.000000000000
0.000000000000
0.000000000000
17725732.280000000000
USD
N
N/A
N/A
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2004-15F
36242DQX4
815651.140000000000
PA
USD
669548.120000000000
0.0099953689
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
6.000000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust 2015-GC30
36250GAU9
2960000.000000000000
PA
USD
2750304.420000000000
0.0410580008
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.023768000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS8
36254KAR3
44642000.000000000000
PA
USD
577502.300000000000
0.0086212601
Long
ABS-MBS
CORP
US
N
2
2050-11-10
Variable
.369634000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC39
36260JAG2
69588000.000000000000
PA
USD
1976514.920000000000
0.0295064614
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Variable
.655732000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CV9
5000000.000000000000
PA
USD
4958787.450000000000
0.0740274050
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
6.000000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR9
45660LMV8
2823237.640000000000
PA
USD
1566881.930000000000
0.0233912432
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
4.377318000000
N
N
N
N
N
N
IRVING TX HOTEL OCCUPANCY TAX
5493002R7BX8XPQ92O37
City of Irving TX
463805BN0
3500000.000000000000
PA
USD
3500144.200000000000
0.0522520061
Long
DBT
MUN
US
N
2
2044-08-15
Fixed
7.375000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC20
46631QAK8
145246.130000000000
PA
USD
.000000000000
0.0000000000
Long
ABS-MBS
CORP
US
N
2
2051-02-12
Variable
.000000000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300RVE5T2OYI2H743
Neuberger Berman Loan Advisers CLO 33 Ltd
64132TAQ6
2000000.000000000000
PA
USD
1975602.000000000000
0.0294928328
Long
ABS-CBDO
CORP
KY
N
2
2033-10-16
Floating
8.475600000000
N
N
N
N
N
N
NEW JERSEY ST TRANSPRTN TRUST
549300YUVD5TEXR6L889
New Jersey Transportation Trust Fund Authority
646136XQ9
10045000.000000000000
PA
USD
5093019.920000000000
0.0760312984
Long
DBT
MUN
US
N
2
2040-12-15
Fixed
.000000000000
N
N
N
N
N
N
NEW YORK ST LIBERTY DEV CORP L
N/A
New York Liberty Development Corp
649519EK7
13595000.000000000000
PA
USD
10072350.610000000000
0.1503653837
Long
DBT
MUN
US
N
2
2041-02-15
Fixed
2.250000000000
N
N
N
N
N
N
Nomura Asset Acceptance Corpor
N/A
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-WF1
65535VKX5
15243.510000000000
PA
USD
14931.250000000000
0.0002229016
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Variable
5.659000000000
N
N
N
N
N
N
PAPA JOHN'S INTERNATIONA
HZYLD3DK5XOX0WBVNB56
Papa John's International Inc
698813AA0
4374000.000000000000
PA
USD
3880394.100000000000
0.0579285780
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.875000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S5 Trust
74957EAP2
319943.540000000000
PA
USD
260999.670000000000
0.0038963413
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
SAN FRANCISCO CA CITY & CNTY P
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79771FCA3
2000000.000000000000
PA
USD
1484260.000000000000
0.0221578193
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
2.845000000000
N
N
N
N
N
N
S WSTRN CITY OH SCH DIST FRANK
N/A
South-Western City School District
840658QF8
2735000.000000000000
PA
USD
2180395.610000000000
0.0325501003
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
.000000000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-4
86360BAL2
550519.380000000000
PA
USD
306345.150000000000
0.0045732826
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
4.144156000000
N
N
N
N
N
N
TEXAS ST A & M UNIV REVENUES
N/A
Texas A&M University
88213ARE7
2050000.000000000000
PA
USD
1835303.710000000000
0.0273983857
Long
DBT
MUN
US
N
2
2039-05-15
Fixed
3.000000000000
N
N
N
N
N
N
TRIBOROUGH NY BRIDGE & TUNNEL
54930020ZN4LQF7K3456
Triborough Bridge & Tunnel Authority
89602HAL1
3890000.000000000000
PA
USD
2940167.810000000000
0.0438923820
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
2.917000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797KF3
25000000.000000000000
PA
USD
24603323.250000000000
0.3672914381
Long
DBT
UST
US
N
2
2024-06-18
Fixed
.000000000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-AR10 Trust
92922FEA2
5757794.860000000000
PA
USD
5374124.780000000000
0.0802277806
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
5.856764000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C61
95003QAE9
5000000.000000000000
PA
USD
4479627.500000000000
0.0668742515
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.525000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAD7
11000000.000000000000
PA
USD
10966925.200000000000
0.1637200669
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
5.210000000000
N
N
N
N
N
N
WILDFLOWER IMPROV ASSN
N/A
Wildflower Improvement Association
96812GAA8
3112207.090000000000
PA
USD
2982371.820000000000
0.0445224258
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
6.625000000000
N
N
N
N
N
N
SAN ANTONIO TX ELEC & GAS REVE
5493002G2FEH20Q4GQ04
City of San Antonio TX Electric & Gas Systems Revenue
796253T93
13425000.000000000000
PA
USD
14391464.410000000000
0.2148434017
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
5.985000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-2
80286MAD0
10000000.000000000000
PA
USD
9839516.000000000000
0.1468895053
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
3.440000000000
N
N
N
N
N
N
SENSATA TECH INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAA2
9838000.000000000000
PA
USD
8969220.980000000000
0.1338972804
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.375000000000
N
N
N
N
N
N
SOUTHSIDE BANCSHARES INC
549300TC83207VQA2K65
Southside Bancshares Inc
84470PAF6
8000000.000000000000
PA
USD
7068025.120000000000
0.1055152219
Long
SN
CORP
US
N
2
2030-11-15
Variable
3.875000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ADC6
1000000.000000000000
PA
USD
1030210.790000000000
0.0153795322
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.750000000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR19 Trust
949789AA9
1311939.640000000000
PA
USD
1253367.180000000000
0.0187109290
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
6.355284000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2005-AR14 Trust
94982DAA4
480031.610000000000
PA
USD
458023.460000000000
0.0068376168
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
5.950154000000
N
N
N
N
N
N
WEST HARTFORD CT
N/A
Town of West Hartford CT
953107AR0
7025000.000000000000
PA
USD
5323027.260000000000
0.0794649697
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
2.764000000000
N
N
N
N
N
N
WESTERN ALLIANCE BANK
SI7YQSVPFZBSQ878IC17
Western Alliance Bank
95763PEF4
7500000.000000000000
PA
USD
7240425.000000000000
0.1080888986
Long
DBT
CORP
US
N
2
2030-06-01
Variable
5.250000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-2
959926AF3
8760000.000000000000
PA
USD
8840611.270000000000
0.1319773266
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
6.290000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-1
96042WAF4
5000000.000000000000
PA
USD
4896612.500000000000
0.0730992244
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
3.110000000000
N
N
N
N
N
N
WHITE BEAR LAKE MN INDEP SCH D
549300I7BXOUJLASQ618
White Bear Lake Independent School District No 624
963439C51
8330000.000000000000
PA
USD
7011264.370000000000
0.1046678673
Long
DBT
MUN
US
N
2
2044-02-01
Fixed
3.000000000000
N
N
N
N
N
N
YOSEMITE CA CMNTY CLG DIST
N/A
Yosemite Community College District
987388DQ5
6110000.000000000000
PA
USD
3537474.320000000000
0.0528092899
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
.000000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAM1
11398000.000000000000
PA
USD
10222644.740000000000
0.1526090541
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.400000000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2005-10
007036TK2
4744660.910000000000
PA
USD
3385734.040000000000
0.0505440307
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
5.580581000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AG2
13782000.000000000000
PA
USD
11927984.030000000000
0.1780672620
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-8CB
02150FAA8
5597033.360000000000
PA
USD
2974509.800000000000
0.0444050574
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-23CB
02151EAA0
4218607.630000000000
PA
USD
2108527.170000000000
0.0314772102
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2004-1 Trust
05946XFX6
2754543.040000000000
PA
USD
2767373.700000000000
0.0413128201
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-6 Trust
059526AB9
897494.860000000000
PA
USD
835068.260000000000
0.0124663412
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
6.015410000000
N
N
N
N
N
N
Bank5
N/A
BANK5 2023-5YR3
06211EAA9
9998284.890000000000
PA
USD
10341408.030000000000
0.1543820153
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Fixed
6.255000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK37
06540LAZ0
14400000.000000000000
PA
USD
12838073.760000000000
0.1916535635
Long
ABS-MBS
CORP
US
N
2
2064-11-15
Fixed
2.487000000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAD9
4782704.030000000000
PA
USD
4465349.140000000000
0.0666610966
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.229000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B28 Mortgage Trust
08163GAV2
10000000.000000000000
PA
USD
8733745.000000000000
0.1303819703
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
1.980400000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KAC5
18582000.000000000000
PA
USD
1405531.330000000000
0.0209825160
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
1.298437000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2024-5C3 Mortgage Trust
09660QAW4
5750000.000000000000
PA
USD
5921190.150000000000
0.0883946621
Long
ABS-MBS
CORP
US
N
2
2057-02-15
Variable
6.285800000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
12530000.000000000000
PA
USD
11579160.950000000000
0.1728598464
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.000000000000
N
N
N
N
N
N
BROOKFIELD CORP
C6J3FGIWG6MBDGTE8F80
Brookfield Corp
10549PAG6
3000000.000000000000
PA
USD
3234993.390000000000
0.0482936944
Long
DBT
CORP
CA
N
2
2033-03-01
Fixed
7.375000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EL8
10500000.000000000000
PA
USD
10615808.280000000000
0.1584784076
Long
DBT
CORP
US
N
2
2064-02-22
Fixed
5.650000000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAG5
5000000.000000000000
PA
USD
5056288.350000000000
0.0754829500
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.950000000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2018-CD7 Mortgage Trust
12512JAT1
2886744.550000000000
PA
USD
2812349.970000000000
0.0419842496
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Fixed
4.213000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-21
12543PAN3
2631394.330000000000
PA
USD
1224582.770000000000
0.0182812201
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
FIRST-CITIZENS BANK/TRST
L9VVX1KT5TFTKS0MLF66
First-Citizens Bank & Trust Co
125581GX0
3792000.000000000000
PA
USD
3850836.750000000000
0.0574873302
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.125000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300FU8TZDHFLQZL50
CSAIL 2016-C5 Commercial Mortgage Trust
12636LAJ9
46821000.000000000000
PA
USD
625879.720000000000
0.0093434639
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
1.000000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-4
12637HAX6
505758.190000000000
PA
USD
72910.050000000000
0.0010884398
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
7.000000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2007-2
126384AU0
1293905.530000000000
PA
USD
641549.160000000000
0.0095773856
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.500000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2019-GC44 Mortgage Trust
12655TAC3
19460000.000000000000
PA
USD
964392.840000000000
0.0143969670
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
1.021655000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-6CB
12668BSD6
88053.820000000000
PA
USD
71197.400000000000
0.0010628725
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-27
126694NT1
721224.850000000000
PA
USD
525197.880000000000
0.0078404321
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-24
12669GCS8
2301271.220000000000
PA
USD
2110486.400000000000
0.0315064586
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
5.500000000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063A5G5
28000000.000000000000
PA
USD
34141150.400000000000
0.5096771726
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.550000000000
N
N
N
N
N
N
Catskill Park CLO, LTD.
549300QY7L9WFVGWC115
Catskill Park CLO Ltd
149421AA7
1250000.000000000000
PA
USD
1238900.000000000000
0.0184949553
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
11.579420000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2005-S2
16162WLM9
590850.880000000000
PA
USD
561512.300000000000
0.0083825530
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.500000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2006-S3
16162XAA5
6682873.700000000000
PA
USD
2706077.340000000000
0.0403977555
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.000000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S3
16163HAK7
672429.830000000000
PA
USD
287544.510000000000
0.0042926167
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAU2
3000000.000000000000
PA
USD
2836411.200000000000
0.0423434484
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
4.117000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P7
17325HBV5
45124000.000000000000
PA
USD
722796.230000000000
0.0107902849
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Variable
.574226000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAM4
39933000.000000000000
PA
USD
2256318.330000000000
0.0336835149
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
1.199738000000
N
N
N
N
N
N
CLOVIS CA UNIF SCH DIST
N/A
Clovis Unified School District
189342N20
14455000.000000000000
PA
USD
11481320.290000000000
0.1713992292
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
3.067000000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2020-2
23343RAG3
4243453.010000000000
PA
USD
4226915.850000000000
0.0631016382
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
4.730000000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
2350368N3
6345000.000000000000
PA
USD
4636411.420000000000
0.0692148049
Long
DBT
MUN
US
N
2
2046-11-01
Fixed
2.843000000000
N
N
N
N
N
N
EAST SIDE CA UNION HIGH SCH DI
549300FHNKBG2V8ZLG85
East Side Union High School District
2752816H1
6505000.000000000000
PA
USD
6521621.580000000000
0.0973582205
Long
DBT
MUN
US
N
2
2036-04-01
Fixed
5.320000000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2024-1 LLC
29375PAB6
7000000.000000000000
PA
USD
6987633.800000000000
0.1043150977
Long
ABS-O
CORP
US
N
2
2030-03-20
Fixed
5.230000000000
N
N
N
N
N
N
ESSEX CNTY NJ
N/A
County of Essex NJ
296804T80
3560000.000000000000
PA
USD
2375541.720000000000
0.0354633448
Long
DBT
MUN
US
N
2
2044-09-01
Fixed
2.000000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-1
30165XAG0
1500000.000000000000
PA
USD
1410281.700000000000
0.0210534320
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
2.900000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-5
30167FAD4
5000000.000000000000
PA
USD
4997561.000000000000
0.0746062371
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
5.970000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-1
30168BAC4
7110000.000000000000
PA
USD
7110631.370000000000
0.1061512705
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
5.580000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BLN20
86333811.270000000000
PA
USD
518598.570000000000
0.0077419141
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Variable
.544291000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F83U5
70786000.000000000000
PA
USD
4706419.570000000000
0.0702599236
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
1.194745000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHP3
24691000.000000000000
PA
USD
1589636.210000000000
0.0237309311
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Variable
1.391793000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQ4D2
65686000.000000000000
PA
USD
3453454.590000000000
0.0515549989
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Variable
1.093615000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHV5
98538412.830000000000
PA
USD
6848784.280000000000
0.1022422785
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Variable
1.422363000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXQT8
51000000.000000000000
PA
USD
3131175.600000000000
0.0467438475
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.134696000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H14F0
99488000.000000000000
PA
USD
4716377.870000000000
0.0704085864
Long
ABS-MBS
USGSE
US
N
2
2028-05-25
Variable
1.289315000000
N
N
N
N
N
N
FIRST BUSEY CORPORATION
549300X4ZNLYSX7GUY60
First Busey Corp
319383AD7
4500000.000000000000
PA
USD
4290190.160000000000
0.0640462306
Long
DBT
CORP
US
N
2
2030-06-01
Variable
5.250000000000
N
N
N
N
N
N
FIRST BUSEY CORPORATION
549300X4ZNLYSX7GUY60
First Busey Corp
319383AE5
2000000.000000000000
PA
USD
1650163.880000000000
0.0246345202
Long
DBT
CORP
US
N
2
2032-06-15
Variable
5.000000000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2022-1
32057KAC4
5000000.000000000000
PA
USD
4789317.000000000000
0.0714974604
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
3.130000000000
N
N
N
N
N
N
First Investors Auto Owner Tru
N/A
First Investors Auto Owner Trust 2021-1
32059FAE9
1795000.000000000000
PA
USD
1758264.970000000000
0.0262483106
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.170000000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2023-1
337955AC2
2814027.220000000000
PA
USD
2807252.170000000000
0.0419081470
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
5.380000000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2022-3
33845PAP9
9663032.660000000000
PA
USD
9596102.630000000000
0.1432557017
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
4.550000000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2023-B
344930AB8
11587519.340000000000
PA
USD
11592917.970000000000
0.1730652185
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
5.570000000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D42
3000000.000000000000
PA
USD
3166441.440000000000
0.0472703146
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
7.200000000000
N
N
N
N
N
N
FRANKLIN CNTY OH CONVENTION FA
N/A
Franklin County Convention Facilities Authority
353174JJ5
15000000.000000000000
PA
USD
11656882.500000000000
0.1740201148
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
2.472000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-4
36258HAG0
8295000.000000000000
PA
USD
8243354.500000000000
0.1230611612
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
4.090000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-4
36263DAE7
5000000.000000000000
PA
USD
4641241.000000000000
0.0692869034
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.430000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-1
36266XAD2
7172000.000000000000
PA
USD
7219287.150000000000
0.1077733415
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
6.380000000000
N
N
N
N
N
N
GOLDEN ST TOBACCO SECURITIZATI
N/A
Golden State Tobacco Securitization Corp
38122ND25
15930000.000000000000
PA
USD
13435701.310000000000
0.2005752640
Long
DBT
MUN
US
N
2
2031-06-01
Fixed
2.787000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2005-S3
466247ZS5
46817.410000000000
PA
USD
21389.790000000000
0.0003193181
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.750000000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXII Ltd
50189GAJ1
1895000.000000000000
PA
USD
1881903.660000000000
0.0280940544
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
8.379420000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM Loan Income Fund I Income Note Issuer Ltd
50200JAL5
4000000.000000000000
PA
USD
3793060.000000000000
0.0566248083
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
8.525600000000
N
N
N
N
N
N
LOS ANGELES CA DEPT OF ARPTS
N/A
City of Los Angeles Department of Airports
544435Q52
2660000.000000000000
PA
USD
3120176.810000000000
0.0465796517
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
7.053000000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300BDVLRWS2SODX97
Magnetite XVIII Ltd
55954AAE7
1000000.000000000000
PA
USD
1000583.000000000000
0.0149372329
Long
ABS-CBDO
CORP
KY
N
2
2028-11-15
Floating
10.818600000000
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RPK9
450000.000000000000
PA
USD
447652.440000000000
0.0066827927
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
3.831000000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AB7
1935000.000000000000
PA
USD
1769372.900000000000
0.0264141356
Long
DBT
CORP
US
N
2
2114-07-01
Fixed
4.678000000000
N
N
N
N
N
N
MASTR Asset Securitization Tru
N/A
MASTR Asset Securitization Trust 2006-1
57643MMM3
555600.220000000000
PA
USD
111863.330000000000
0.0016699550
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
5.885410000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H7
61771MBB5
9593000.000000000000
PA
USD
8295027.770000000000
0.1238325672
Long
ABS-MBS
CORP
US
N
2
2052-07-15
Fixed
4.128000000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AP3
1000000.000000000000
PA
USD
1000661.570000000000
0.0149384058
Long
DBT
CORP
GB
N
2
2034-06-01
Variable
6.475000000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300IWMW28G8CR9G28
Neuberger Berman Loan Advisers CLO 27 Ltd
64131WAJ6
7500000.000000000000
PA
USD
7451062.500000000000
0.1112334067
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Floating
8.175600000000
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH TU
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646140EA7
5220000.000000000000
PA
USD
3892865.110000000000
0.0581147518
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.782000000000
N
N
N
N
N
N
NEW YORK ST LIBERTY DEV CORP L
N/A
New York Liberty Development Corp
649519EL5
5500000.000000000000
PA
USD
4731708.850000000000
0.0706374554
Long
DBT
MUN
US
N
2
2042-02-15
Fixed
3.000000000000
N
N
N
N
N
N
NJB PROPERTIES WA LEASE REVENU
N/A
NJB Properties
65486MAV9
6960000.010000000000
PA
USD
7180132.280000000000
0.1071888169
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5.510000000000
N
N
N
N
N
N
NORWALK-LA MIRADA CA UNIF SCH
N/A
Norwalk-La Mirada Unified School District
669096RW1
4450000.000000000000
PA
USD
2444867.830000000000
0.0364982816
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
.000000000000
N
N
N
N
N
N
OHIO ST UNIV
JFC10ZULKO4X2E3HBY86
Ohio State University/The
677632PA3
14678000.000000000000
PA
USD
13430069.100000000000
0.2004911834
Long
DBT
MUN
US
N
2
2111-06-01
Fixed
4.800000000000
N
N
N
N
N
N
OKLAHOMA ST DEV FIN AUTH
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority
6789084G6
5000000.000000000000
PA
USD
4774027.000000000000
0.0712692031
Long
DBT
MUN
US
N
2
2044-06-01
Fixed
4.623000000000
N
N
N
N
N
N
ONTARIO CA PENSN OBLIG
254900FN91TH1F225693
City of Ontario CA
68304FAW6
3000000.000000000000
PA
USD
2574327.600000000000
0.0384309256
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.779000000000
N
N
N
N
N
N
PARAMOUNT CA UNIF SCH DIST
N/A
Paramount Unified School District
699211PW2
13425000.000000000000
PA
USD
9764437.470000000000
0.1457686933
Long
DBT
MUN
US
N
2
2051-08-01
Fixed
3.272000000000
N
N
N
N
N
N
PENNSYLVANIA ST ECON DEV FING
N/A
Pennsylvania Economic Development Financing Authority
70869PNC7
7600000.000000000000
PA
USD
5958096.760000000000
0.0889456235
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
3.143000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS9 Trust
75115CAE7
1200627.530000000000
PA
USD
855281.910000000000
0.0127681013
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
6.000000000000
N
N
N
N
N
N
RBSSP Resecuritization Trust
N/A
RBSSP Resecuritization Trust 2009-7
75524MAK6
3719525.930000000000
PA
USD
2004992.230000000000
0.0299315857
Long
ABS-MBS
CORP
US
N
2
2036-03-26
Variable
6.000000000000
N
N
N
N
N
N
SAN DIEGO CA UNIF SCH DIST
N/A
San Diego Unified School District/CA
797355M68
7915000.000000000000
PA
USD
5199805.950000000000
0.0776254568
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
.000000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-1
80287GAD2
19386000.000000000000
PA
USD
19260047.220000000000
0.2875241840
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
4.980000000000
N
N
N
N
N
N
Specialty Underwriting & Resid
N/A
Specialty Underwriting & Residential Finance Trust Series 2006-BC2
84751PLP2
755872.450000000000
PA
USD
266919.730000000000
0.0039847191
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Variable
3.722377000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-1
863579Q43
996780.880000000000
PA
USD
789653.200000000000
0.0117883611
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
4.899751000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2007-5
86363XAA5
1255870.350000000000
PA
USD
1001315.480000000000
0.0149481677
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
5.875410000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2007-6
86364CAC6
4117392.810000000000
PA
USD
3543131.800000000000
0.0528937478
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.815410000000
N
N
N
N
N
N
Suntrust Alternative Loan Trus
N/A
Suntrust Alternative Loan Trust Series 2005-1F
86789MAN7
705456.080000000000
PA
USD
631894.440000000000
0.0094332548
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.750000000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2023-A Owner Trust
891940AB4
2820308.950000000000
PA
USD
2816493.920000000000
0.0420461127
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.050000000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BV8
5000000.000000000000
PA
USD
5041715.600000000000
0.0752654003
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.625000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-4CB
02148FAF2
1382839.980000000000
PA
USD
1126548.840000000000
0.0168177176
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.750000000000
N
N
N
N
N
N
Bank5
N/A
BANK5 2023-5YR4
06211FBA5
7500000.000000000000
PA
USD
7980426.000000000000
0.1191360253
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Variable
7.274000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK36
06540DBB0
12250000.000000000000
PA
USD
10934510.480000000000
0.1632361628
Long
ABS-MBS
CORP
US
N
2
2064-09-15
Fixed
2.283000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JBN1
226593000.000000000000
PA
USD
7052707.130000000000
0.1052865468
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
.595695000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C13
90353KAA7
16442000.000000000000
PA
USD
1297951.210000000000
0.0193765030
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
2.004626000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C13
90353KBA6
128678000.000000000000
PA
USD
1902118.200000000000
0.0283958278
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
.274393000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK28
06540YAP4
29969467.000000000000
PA
USD
1575959.410000000000
0.0235267566
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
.974336000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK30
06541UAJ5
9150000.000000000000
PA
USD
5989020.870000000000
0.0894072750
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Variable
2.500000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797HR1
30000000.000000000000
PA
USD
29637912.600000000000
0.4424504540
Long
DBT
UST
US
N
2
2024-05-23
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797KC0
25000000.000000000000
PA
USD
24382501.500000000000
0.3639948941
Long
DBT
UST
US
N
2
2024-08-22
Fixed
.000000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK32
06542BBA4
10727500.000000000000
PA
USD
9646727.980000000000
0.1440114637
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
2.332000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-5
12544VAD1
807862.020000000000
PA
USD
396922.400000000000
0.0059254678
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE18 Mortgage Trust
12632QBA0
4550700.000000000000
PA
USD
4466890.670000000000
0.0666841094
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Variable
4.456000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-9
126694W95
1105124.110000000000
PA
USD
495598.430000000000
0.0073985558
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.000000000000
N
N
N
N
N
N
UNIV OF VIRGINIA VA UNIV REVEN
N/A
University of Virginia
915217WX7
16895000.000000000000
PA
USD
13473074.870000000000
0.2011331963
Long
DBT
MUN
US
N
2
2117-09-01
Fixed
4.179000000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-S4
9292275Q5
2153457.180000000000
PA
USD
2048990.390000000000
0.0305884136
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Variable
5.631322000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-HYB2
12669GWU1
639561.510000000000
PA
USD
599712.030000000000
0.0089528188
Long
ABS-MBS
CORP
US
N
2
2035-05-20
Variable
4.604032000000
N
N
N
N
N
N
CHAFFEY CA JT UNION HIGH SCH D
N/A
Chaffey Joint Union High School District
157411TX7
3790000.000000000000
PA
USD
2847909.850000000000
0.0425151063
Long
DBT
MUN
US
N
2
2043-08-01
Fixed
3.143000000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust
92925GAA1
1014691.240000000000
PA
USD
872595.400000000000
0.0130265662
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
4.277294000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust
93364FAA9
199216.110000000000
PA
USD
146390.110000000000
0.0021853891
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
3.876133000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2006-S4
16162YAC9
1226692.620000000000
PA
USD
526158.760000000000
0.0078547766
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
ChaseFlex Trust
N/A
ChaseFlex Trust Series 2005-1
16165TAC7
246216.710000000000
PA
USD
195372.170000000000
0.0029166192
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-16
170257AC3
495514.330000000000
PA
USD
166708.710000000000
0.0024887159
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.500000000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAD5
1800000.000000000000
PA
USD
1367604.560000000000
0.0204163251
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.817000000000
N
N
N
N
N
N
COMPEER FIN FLCA / PCA
N/A
Compeer Financial FLCA/Compeer Financial PCA
20454PAA1
5000000.000000000000
PA
USD
4232244.750000000000
0.0631811908
Long
DBT
CORP
US
N
2
2031-06-01
Variable
2.750000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9
2254585R5
547100.780000000000
PA
USD
245736.390000000000
0.0036684830
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-3
225458KN7
232244.950000000000
PA
USD
229407.220000000000
0.0034247125
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10
225470EE9
374351.870000000000
PA
USD
271951.960000000000
0.0040598429
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-1
225470UK7
266903.870000000000
PA
USD
228529.100000000000
0.0034116034
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-2
225470ZC0
4133862.980000000000
PA
USD
1745188.390000000000
0.0260530964
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.000000000000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4
251513AR8
397746.690000000000
PA
USD
316358.410000000000
0.0047227659
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.535410000000
N
N
N
N
N
N
DOWNTOWN DALLAS TX DEV AUTH TA
N/A
Downtown Dallas Development Authority
261149BC1
6730000.000000000000
PA
USD
3449276.430000000000
0.0514926251
Long
DBT
MUN
US
N
2
2036-08-15
Fixed
.000000000000
N
N
N
N
N
N
E BATON ROUGE PARISH LA SWR CO
5493006BC84VNIRSCG97
East Baton Rouge Sewerage Commission
270618GX3
2500000.000000000000
PA
USD
1828770.000000000000
0.0273008470
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
2.437000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-4
30166BAE2
4000000.000000000000
PA
USD
3961544.400000000000
0.0591400326
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
4.920000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-6
30168AAE2
5202000.000000000000
PA
USD
5234256.560000000000
0.0781397537
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
6.320000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLN59
62685650.200000000000
PA
USD
568540.040000000000
0.0084874668
Long
ABS-MBS
USGSE
US
N
2
2026-02-25
Variable
.645260000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX96
66115000.000000000000
PA
USD
4089100.350000000000
0.0610442554
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Variable
1.351494000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTBR7
70601000.000000000000
PA
USD
5975767.480000000000
0.0892094214
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Variable
1.661073000000
N
N
N
N
N
N
Freddie Mac Multiclass Certifi
N/A
Freddie Mac Multiclass Certificates Series 2020-RR09
3137FTGA9
42360000.000000000000
PA
USD
4012356.140000000000
0.0598985772
Long
ABS-MBS
USGSE
US
N
2
2029-08-27
Variable
2.675870000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H2N83
135429025.660000000000
PA
USD
5870008.600000000000
0.0876305968
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Variable
.727800000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust
93934FAD4
911732.440000000000
PA
USD
812139.530000000000
0.0121240490
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.500000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust
93936FAA8
3345142.490000000000
PA
USD
3035708.780000000000
0.0453186682
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
5.915410000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H73H4
195000000.000000000000
PA
USD
4378432.500000000000
0.0653635590
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Variable
.323727000000
N
N
N
N
N
N
FIRST FINANCIAL BANCORP
549300D3F5B3EZMY7P77
First Financial Bancorp
320209AB5
10500000.000000000000
PA
USD
10096628.750000000000
0.1507278206
Long
DBT
CORP
US
N
2
2030-05-15
Variable
5.250000000000
N
N
N
N
N
N
WEBSTER FINANCIAL CORP
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890AJ8
10470000.000000000000
PA
USD
9532719.530000000000
0.1423094852
Long
DBT
CORP
US
N
2
2029-03-25
Fixed
4.100000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C50
95001XBG0
36427311.000000000000
PA
USD
1403617.150000000000
0.0209539401
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
.869421000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2005-AA5
32051GPM1
1054928.720000000000
PA
USD
951332.400000000000
0.0142019938
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
6.445748000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2023-2
33843EAC5
8171792.480000000000
PA
USD
8158984.830000000000
0.1218016461
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
5.760000000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-7
36249BAB6
588094.720000000000
PA
USD
533555.820000000000
0.0079652038
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.795410000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBH0
12881000.000000000000
PA
USD
12017891.850000000000
0.1794094536
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
2.842800000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-3
36260CAE2
4765000.000000000000
PA
USD
4700490.000000000000
0.0701714039
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
4.310000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-3
36263LAJ8
5700000.000000000000
PA
USD
5301584.820000000000
0.0791448656
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
3.200000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C59
95003CBV1
65782000.000000000000
PA
USD
3388345.300000000000
0.0505830129
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
.904933000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAR5
2000000.000000000000
PA
USD
2003038.000000000000
0.0299024120
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.625000000000
N
N
N
N
N
N
GAINESVILLE FL PENSN OBLG REVE
N/A
City of Gainesville FL
362832BA4
1400000.000000000000
PA
USD
1103829.300000000000
0.0164785483
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
.000000000000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldentTree Loan Management US CLO 1 Ltd
38138HAA5
6500000.000000000000
PA
USD
6241443.000000000000
0.0931755663
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
10.329420000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2021-2
96042RAF5
8385000.000000000000
PA
USD
8039319.990000000000
0.1200152260
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
1.230000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-2
96042VAD1
4536143.280000000000
PA
USD
4514854.250000000000
0.0674001351
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
3.750000000000
N
N
N
N
N
N
GREAT SOUTHERN BANK
1TMVIO1SD0RLIPEIW803
Great Southern Bank
390905AC1
4750000.000000000000
PA
USD
4502064.920000000000
0.0672092092
Long
DBT
CORP
US
N
2
2030-06-15
Variable
5.500000000000
N
N
N
N
N
N
HAWAII ST
N/A
State of Hawaii
419792C87
2270000.000000000000
PA
USD
1683895.990000000000
0.0251380910
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
2.870000000000
N
N
N
N
N
N
HAWAII ST
N/A
State of Hawaii
419792ZD1
3875000.000000000000
PA
USD
2802892.130000000000
0.0418430580
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
2.245000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AU6
9497000.000000000000
PA
USD
9563499.040000000000
0.1427689780
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.400000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-3
96043PAL5
5000000.000000000000
PA
USD
5044352.500000000000
0.0753047653
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
6.440000000000
N
N
N
N
N
N
Whetstone Park CLO Ltd
549300M54M5QSBMB3780
Whetstone Park CLO Ltd
96329YAE7
1400000.000000000000
PA
USD
1194153.800000000000
0.0178269603
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Fixed
2.791000000000
N
N
N
N
N
N
HOUSTON TX
549300C64URYS0WQQY42
City of Houston TX
442331MG6
7100000.000000000000
PA
USD
7483853.690000000000
0.1117229309
Long
DBT
MUN
US
N
2
2037-03-01
Fixed
5.538000000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TPL2
81793.440000000000
PA
USD
79900.320000000000
0.0011927943
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
4.814839000000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust 2023-A
98164JAB0
4463374.950000000000
PA
USD
4458044.340000000000
0.0665520467
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
5.180000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR25
45661HAE7
2038867.570000000000
PA
USD
1346588.640000000000
0.0201025883
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
3.974551000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2023-C
47787CAC7
5000000.000000000000
PA
USD
5036712.000000000000
0.0751907039
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.480000000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp
501889AF6
6000000.000000000000
PA
USD
6166637.940000000000
0.0920588367
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.250000000000
N
N
N
N
N
N
LANCASTER CNTY NE SCH DIST #1
N/A
Lancaster County School District 001
514014SA8
6075000.000000000000
PA
USD
5153188.610000000000
0.0769295284
Long
DBT
MUN
US
N
2
2043-01-15
Fixed
3.000000000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
2840000.000000000000
PA
USD
2328552.100000000000
0.0347618588
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.300000000000
N
N
N
N
N
N
Long Point Park CLO Ltd
549300639DPKTBUSCC77
Long Point Park CLO Ltd
542795AC3
2000000.000000000000
PA
USD
1924962.000000000000
0.0287368521
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
11.178140000000
N
N
N
N
N
N
LOS ANGELES CA CMNTY CLG DIST
N/A
Los Angeles Community College District/CA
54438CNZ1
7545000.000000000000
PA
USD
8712391.830000000000
0.1300631989
Long
DBT
MUN
US
N
2
2042-08-01
Fixed
6.600000000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954RAG5
2750000.000000000000
PA
USD
2736800.000000000000
0.0408563997
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
11.886280000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3N5
482722.000000000000
PA
USD
448368.510000000000
0.0066934826
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
4.000000000000
N
N
N
N
N
N
PUTNAM CNTY TN
N/A
County of Putnam TN
746673B84
4195000.000000000000
PA
USD
3085100.740000000000
0.0460560176
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
2.000000000000
N
N
N
N
N
N
RAAC Series
N/A
RAAC Series 2005-SP1 Trust
76112BQS2
2628.660000000000
PA
USD
1933.300000000000
0.0000288613
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QL5
55000000.000000000000
PA
USD
53762500.000000000000
0.8025950698
Long
DBT
UST
US
N
2
2040-11-15
Fixed
4.250000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SQ2
40000000.000000000000
PA
USD
24455468.800000000000
0.3650841886
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.125000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TW8
250000000.000000000000
PA
USD
257167970.000000000000
3.8391396391
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.750000000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GHA6
4746000.000000000000
PA
USD
4361180.080000000000
0.0651060057
Long
DBT
MUN
US
N
2
2112-05-15
Fixed
4.858000000000
N
N
N
N
N
N
UNIVERSITY OF PENNSYLVAN
549300FG60YK9HZ7DS75
Trustees of the University of Pennsylvania/The
91481CAA8
1220000.000000000000
PA
USD
1079502.450000000000
0.0161153842
Long
DBT
CORP
US
N
2
2112-09-01
Fixed
4.674000000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
1000000.000000000000
PA
USD
846087.610000000000
0.0126308439
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.625000000000
N
N
N
N
N
N
VIRGINIA ST HSG DEV AUTH
549300LW3QBOVLQBP895
Virginia Housing Development Authority
92812VK62
1205000.000000000000
PA
USD
852044.780000000000
0.0127197757
Long
DBT
MUN
US
N
2
2045-09-01
Fixed
2.956000000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCV LLC
92873BAB2
1656804.460000000000
PA
USD
1444982.340000000000
0.0215714616
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
4.948700000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
92922FZ27
1025477.860000000000
PA
USD
878598.260000000000
0.0131161801
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.500000000000
N
N
N
N
N
N
WASHINGTON UNIVERSITY
2V765680J33YAZOYW441
Washington University/The
940663AD9
17852000.000000000000
PA
USD
14981062.600000000000
0.2236452357
Long
DBT
CORP
US
N
2
2122-04-15
Fixed
4.349000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust 2018-C45
95001NBC1
2837000.000000000000
PA
USD
2667539.180000000000
0.0398224375
Long
ABS-MBS
CORP
US
N
2
2051-06-16
Fixed
4.556000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C53
95002BAJ2
5200000.000000000000
PA
USD
4611923.160000000000
0.0688492312
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Variable
3.514000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAZ2
113763146.000000000000
PA
USD
5574314.520000000000
0.0832163190
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.107493000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C56
95002RBC1
127035000.000000000000
PA
USD
1929191.620000000000
0.0287999941
Long
ABS-MBS
CORP
US
N
2
2053-06-15
Variable
.310194000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust Resecuritization 2008-2R
021482AE4
6975204.410000000000
PA
USD
3401042.010000000000
0.0507725561
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-4CB
02148FAG0
1040175.200000000000
PA
USD
847392.460000000000
0.0126503234
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-13
02150MAA3
2400450.750000000000
PA
USD
1237317.140000000000
0.0184713255
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Fixed
6.000000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-3
02528GAC7
296687.050000000000
PA
USD
296564.640000000000
0.0044272740
Long
ABS-O
CORP
US
N
2
2026-10-13
Fixed
4.550000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2023-4
02530CAE8
7500000.000000000000
PA
USD
7654192.500000000000
0.1142658389
Long
ABS-O
CORP
US
N
2
2030-09-12
Fixed
6.990000000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2023-1
03067BAB5
5926615.920000000000
PA
USD
5933730.230000000000
0.0885818671
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
5.840000000000
N
N
N
N
N
N
Apidos CLO Ltd
549300M5NMLBQJXUO195
Apidos CLO XII
03764FAD8
6150000.000000000000
PA
USD
5702396.850000000000
0.0851283999
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
10.975600000000
N
N
N
N
N
N
ARES CLO Ltd
5493001J0ZSE1Y09WE50
ARES XLVII CLO Ltd
04016VAJ4
1915000.000000000000
PA
USD
1867576.940000000000
0.0278801775
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
8.275600000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AP0
4100000.000000000000
PA
USD
3691030.660000000000
0.0551016603
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.625000000000
N
N
N
N
N
N
ATLANTIC UNION BANKSHARE
N/A
Atlantic Union Bankshares Corp
04911AAA5
5000000.000000000000
PA
USD
4363338.050000000000
0.0651382210
Long
DBT
CORP
US
N
2
2031-12-15
Variable
2.875000000000
N
N
N
N
N
N
AUSTIN TX INDEP SCH DIST
N/A
Austin Independent School District
052430SA4
12265000.000000000000
PA
USD
8958987.650000000000
0.1337445119
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
1.875000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C5
05492JAL6
12996000.000000000000
PA
USD
770009.100000000000
0.0114951036
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
1.355615000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C7
05492VAG0
21800964.930000000000
PA
USD
1310259.790000000000
0.0195602520
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Variable
1.613756000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C9
05493EBA9
68467000.000000000000
PA
USD
3799719.950000000000
0.0567242315
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
.990980000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C17
054976AG0
65112790.750000000000
PA
USD
4898311.530000000000
0.0731245884
Long
ABS-MBS
CORP
US
N
2
2055-09-15
Variable
1.150869000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C17
054976AH8
52655000.000000000000
PA
USD
2165431.610000000000
0.0323267098
Long
ABS-MBS
CORP
US
N
2
2055-09-15
Variable
.485391000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C3
05550MAT1
2180248.340000000000
PA
USD
2102264.350000000000
0.0313837155
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.458000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C12
05552XBJ6
101301996.460000000000
PA
USD
5059994.200000000000
0.0755382729
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
.949827000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-7 Trust
05946XU43
2924.290000000000
PA
USD
2851.640000000000
0.0000425708
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.750000000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2005-F Trust
05949CBZ8
593237.150000000000
PA
USD
541282.090000000000
0.0080805457
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
5.177546000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368DH72
15000000.000000000000
PA
USD
12181587.000000000000
0.1818531815
Long
DBT
CORP
CA
N
2
2037-01-10
Variable
3.088000000000
N
N
N
N
N
N
BANK OZK
549300VYK2WBD7SST478
Bank OZK
06417NA94
13175000.000000000000
PA
USD
11024269.650000000000
0.1645761352
Long
DBT
CORP
US
N
2
2031-10-01
Variable
2.750000000000
N
N
N
N
N
N
BANK NT BUTTERFIELD&SON
549300V8RVM0EMTDPF28
Bank of NT Butterfield & Son Ltd/The
064227AC5
5000000.000000000000
PA
USD
4795089.950000000000
0.0715836420
Long
DBT
CORP
BM
N
2
2030-06-15
Variable
5.250000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK25
06539WBF2
2574500.000000000000
PA
USD
2135765.550000000000
0.0318838391
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Variable
3.043000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK17
065403AA5
11541000.000000000000
PA
USD
783361.530000000000
0.0116944357
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Variable
1.586596000000
N
N
N
N
N
N
Bank
549300GL0Y86051URC66
BANK 2018-BNK10
065404AA3
2000000.000000000000
PA
USD
1534689.400000000000
0.0229106561
Long
ABS-MBS
CORP
US
N
2
2061-02-15
Fixed
2.600000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK34
06541JAY7
8000000.000000000000
PA
USD
6149310.400000000000
0.0918001620
Long
ABS-MBS
CORP
US
N
2
2063-06-15
Variable
2.754000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK29
06541TAJ8
1250000.000000000000
PA
USD
826009.880000000000
0.0123311129
Long
ABS-MBS
CORP
US
N
2
2053-11-15
Fixed
2.500000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK29
06541TBM0
132417000.000000000000
PA
USD
4694368.030000000000
0.0700800118
Long
ABS-MBS
CORP
US
N
2
2053-11-15
Variable
.654913000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK29
06541TBU2
1170000.000000000000
PA
USD
879965.890000000000
0.0131365968
Long
ABS-MBS
CORP
US
N
2
2053-11-15
Variable
3.028620000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK32
06542BCB1
800000.000000000000
PA
USD
613917.680000000000
0.0091648882
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
3.262424000000
N
N
N
N
N
N
BAPTIST HLTH SO FLOR INC
K6I7TB5M0RZYIMZN1Q07
Baptist Health South Florida Inc
066836AB3
14760000.000000000000
PA
USD
12930165.750000000000
0.1930283615
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.342000000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
15050000.000000000000
PA
USD
14348173.350000000000
0.2141971298
Long
DBT
CORP
GB
N
2
2025-12-15
Variable
6.125000000000
N
N
N
N
N
N
BAYONNE NJ
N/A
City of Bayonne NJ
0728874V1
5725000.000000000000
PA
USD
4247290.480000000000
0.0634058014
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
2.814000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C14
07336AAH0
166823000.000000000000
PA
USD
3617790.310000000000
0.0540082895
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
.252743000000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust 2005-AC5
073879ZW1
412703.460000000000
PA
USD
254627.960000000000
0.0038012210
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
5.500000000000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust 2006-AC4
07388WAB2
642384.970000000000
PA
USD
732837.590000000000
0.0109401876
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
12.698368000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAN7
11513000.000000000000
PA
USD
887602.790000000000
0.0132506045
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.993388000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAL7
93260000.000000000000
PA
USD
1734048.460000000000
0.0258867937
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
.388513000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B20 Mortgage Trust
08162XBK9
79394000.000000000000
PA
USD
2328562.500000000000
0.0347620141
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Variable
.581380000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBD0
6400000.000000000000
PA
USD
5683927.040000000000
0.0848526728
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Fixed
2.255900000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B25 Mortgage Trust
08163DAH0
93350000.000000000000
PA
USD
3679380.920000000000
0.0549277468
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
.659464000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B28 Mortgage Trust
08163GBA7
32491000.000000000000
PA
USD
1903618.450000000000
0.0284182243
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
.954064000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAU2
5000000.000000000000
PA
USD
2964986.000000000000
0.0442628811
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.000000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KAN1
2250000.000000000000
PA
USD
1122952.500000000000
0.0167640296
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.000000000000
N
N
N
N
N
N
BIRMINGHAM AL WTRWKS BRD WTR R
N/A
Water Works Board of the City of Birmingham/The
091096PJ0
6835000.000000000000
PA
USD
5322421.340000000000
0.0794559242
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
2.710000000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO 2018-1 Ltd
09629TAG3
9496770.000000000000
PA
USD
9493465.120000000000
0.1417234746
Long
ABS-CBDO
CORP
KY
N
2
2030-07-30
Floating
7.279040000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
2220000.000000000000
PA
USD
2062602.670000000000
0.0307916249
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.875000000000
N
N
N
N
N
N
Buttermilk Park CLO Ltd
N/A
Buttermilk Park CLO Ltd
124166AL3
1000000.000000000000
PA
USD
992668.000000000000
0.0148190736
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
8.675600000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
CCUBS Commercial Mortgage Trust 2017-C1
12508GAW6
40062667.000000000000
PA
USD
421972.060000000000
0.0062994224
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
.317365000000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending 2019-CF2
12528YAH6
134736000.000000000000
PA
USD
3849879.100000000000
0.0574730339
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
.656725000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-5
12544VCN7
5290722.210000000000
PA
USD
2599461.440000000000
0.0388061369
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-J2
12545EAD8
2917364.130000000000
PA
USD
1042333.650000000000
0.0155605087
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.000000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAW9
82035467.210000000000
PA
USD
4199288.920000000000
0.0626892087
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Variable
1.319539000000
N
N
N
N
N
N
CNB FINANCIAL CORP/PA
254900RUYUOKD91VNX69
CNB Financial Corp/PA
126128AB3
2000000.000000000000
PA
USD
1650997.340000000000
0.0246469626
Long
SN
CORP
US
N
2
2031-06-15
Variable
3.250000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-63
12668AXF7
714031.610000000000
PA
USD
622987.870000000000
0.0093002928
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
4.705155000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-4
12669FRM7
424004.750000000000
PA
USD
397709.250000000000
0.0059372143
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-14
12669FT45
1899608.220000000000
PA
USD
1744160.050000000000
0.0260377448
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
5.725949000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
1994000.000000000000
PA
USD
1382823.850000000000
0.0206435267
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.650000000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2023-1
14318DAB5
1591733.280000000000
PA
USD
1589912.970000000000
0.0237350628
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.230000000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-3
14319BAB8
7750000.000000000000
PA
USD
7760946.100000000000
0.1158595132
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
5.720000000000
N
N
N
N
N
N
CENTRL TX REGL MOBILITY AUTH R
N/A
Central Texas Regional Mobility Authority
155498MR6
3900000.000000000000
PA
USD
2838661.020000000000
0.0423770349
Long
DBT
MUN
US
N
2
2045-01-01
Fixed
3.267000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-17
17025AAH5
2826703.800000000000
PA
USD
1157261.300000000000
0.0172762095
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
6.000000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAV0
8348000.000000000000
PA
USD
7895533.390000000000
0.1178687035
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Variable
4.939681000000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2006-A2
17309CAE5
349515.160000000000
PA
USD
289097.550000000000
0.0043158013
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-31CB
02148HAH4
1839944.540000000000
PA
USD
1025316.820000000000
0.0153064724
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-39CB
02148JAU1
2260821.470000000000
PA
USD
1784297.500000000000
0.0266369380
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-41CB
02149CAG6
505047.660000000000
PA
USD
260917.620000000000
0.0038951164
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2023-1
02530UAA6
2165493.190000000000
PA
USD
2164594.290000000000
0.0323142098
Long
ABS-O
CORP
US
N
2
2026-09-14
Fixed
5.450000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2024-1
02531AAE1
5000000.000000000000
PA
USD
4971610.050000000000
0.0742188275
Long
ABS-O
CORP
US
N
2
2030-01-14
Fixed
5.630000000000
N
N
N
N
N
N
AMERICAN MUNI PWR-OHIO INC OH
EARKGGZJJEMVD66XQ486
American Municipal Power Inc
02765UDV3
4430000.000000000000
PA
USD
5425827.670000000000
0.0809996287
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
7.499000000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2023-2
03065UAD1
15000000.000000000000
PA
USD
15084594.000000000000
0.2251908073
Long
ABS-O
CORP
US
N
2
2028-05-18
Fixed
5.810000000000
N
N
N
N
N
N
Apidos CLO Ltd
549300QCAOUF4OXOI275
Apidos CLO XXVIII
03767CAB6
12000000.000000000000
PA
USD
11993004.000000000000
0.1790379146
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.729420000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAG7
10000000.000000000000
PA
USD
8567766.000000000000
0.1279041479
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
3.667000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAJ1
75202239.110000000000
PA
USD
2799892.170000000000
0.0417982730
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
.856912000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBC6
15473000.000000000000
PA
USD
12624719.330000000000
0.1884684956
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.200000000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
5000000.000000000000
PA
USD
4613468.250000000000
0.0688722971
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.250000000000
N
N
N
N
N
N
CLEVELAND CLINIC FOUND
5493005LGDPOFHUC6Z36
Cleveland Clinic Foundation/The
18600TAA0
13025000.000000000000
PA
USD
11838117.190000000000
0.1767256823
Long
DBT
CORP
US
N
2
2114-01-01
Fixed
4.858000000000
N
N
N
N
N
N
COLONY TX ECON DEV CORP SALES
N/A
Colony Economic Development Corp
19625CAD0
5000000.000000000000
PA
USD
4807954.000000000000
0.0717756834
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
7.250000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10
225470EF6
1475497.120000000000
PA
USD
1071624.790000000000
0.0159977823
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-1
225470WW9
31258.720000000000
PA
USD
27360.040000000000
0.0004084452
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-3 Trust
05946XWC3
55981.450000000000
PA
USD
48251.130000000000
0.0007203184
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-4 Trust
05946XZZ9
31749.940000000000
PA
USD
29108.740000000000
0.0004345507
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.500000000000
N
N
N
N
N
N
DALLAS TX
N/A
City of Dallas TX
235218M43
15000000.000000000000
PA
USD
9950836.500000000000
0.1485513567
Long
DBT
MUN
US
N
2
2032-02-15
Fixed
.000000000000
N
N
N
N
N
N
DALLAS TX WTRWKS & SWR SYS REV
N/A
City of Dallas TX Waterworks & Sewer System Revenue
23542JRC1
7690000.000000000000
PA
USD
5657766.780000000000
0.0844621386
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
2.772000000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2005-A Trust
05949AH86
1117513.780000000000
PA
USD
1053759.950000000000
0.0157310866
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
4.998705000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-5
05950BAS3
239021.590000000000
PA
USD
204531.800000000000
0.0030533590
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Fixed
6.000000000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
18910000.000000000000
PA
USD
22685698.430000000000
0.3386641193
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.100000000000
N
N
N
N
N
N
DETROIT MI CITY SCH DIST
N/A
Detroit City School District
2511295D0
11950000.000000000000
PA
USD
13958523.740000000000
0.2083802341
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
7.747000000000
N
N
N
N
N
N
DIST OF COLUMBIA WTR & SWR AUT
549300OT2FIJQJ5PSH71
District of Columbia Water & Sewer Authority
254845JZ4
10372000.000000000000
PA
USD
9536515.690000000000
0.1423661563
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.814000000000
N
N
N
N
N
N
Equity One ABS Inc
N/A
Equity One Mortgage Pass-Through Trust 2003-1
294751BX9
436515.750000000000
PA
USD
429332.970000000000
0.0064093099
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Variable
4.860000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAG9
5000000.000000000000
PA
USD
4637710.000000000000
0.0692341908
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
3.040000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-6
30168AAD4
10000000.000000000000
PA
USD
10011919.000000000000
0.1494632286
Long
ABS-O
CORP
US
N
2
2027-08-16
Fixed
6.030000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-1
30168BAB6
153416.680000000000
PA
USD
153435.520000000000
0.0022905667
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
5.610000000000
N
N
N
N
N
N
FRETE 2021-ML09 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30319NAA0
43419659.180000000000
PA
USD
5173018.190000000000
0.0772255549
Long
DBT
MUN
US
N
2
2040-02-25
Variable
1.489950000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-2 Trust
05951GAA0
308596.880000000000
PA
USD
275081.500000000000
0.0041065623
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.495410000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-5 Trust
059523AB6
1266572.980000000000
PA
USD
980697.330000000000
0.0146403691
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
5.500000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BPVP1
28908265.850000000000
PA
USD
1369601.370000000000
0.0204461345
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
.953759000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BUXA1
79423000.000000000000
PA
USD
444903.820000000000
0.0066417598
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Variable
.175602000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-4 Trust
05953YBV2
176591.330000000000
PA
USD
149271.110000000000
0.0022283982
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Funding Corpor
549300MRF4Q4NF7TRB58
Banc of America Funding 2014-R3 Trust
05990NAB6
1400800.700000000000
PA
USD
1366684.060000000000
0.0204025834
Long
ABS-MBS
CORP
US
N
2
2035-06-26
Variable
5.816946000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F62R7
35916184.000000000000
PA
USD
2281123.040000000000
0.0340538127
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
1.169538000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HASM9
254095600.300000000000
PA
USD
5090500.440000000000
0.0759936862
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Variable
.209428000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LCA27
7890000.000000000000
PA
USD
5780323.510000000000
0.0862917303
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
2.590000000000
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V336
32041402.450000000000
NS
USD
32041402.450000000000
0.4783310232
Long
STIV
RF
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJP5
10000000.000000000000
PA
USD
8379185.200000000000
0.1250889138
Long
DBT
CORP
US
N
2
2032-03-11
Variable
2.651000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK17
065403BE6
123653000.000000000000
PA
USD
3205444.350000000000
0.0478525707
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Variable
.558308000000
N
N
N
N
N
N
First Horizon Alternative Mort
549300C1T80OPZQ1IW57
First Horizon Alternative Mortgage Securities Trust 2006-FA2
32051G2Z7
1367812.420000000000
PA
USD
572275.480000000000
0.0085432314
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.000000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2004-AA6
32051GCB9
229632.390000000000
PA
USD
221561.160000000000
0.0033075823
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
6.673580000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
N/A
First Horizon Mortgage Pass-Through Trust 2005-AR3
32051GQP3
1058267.010000000000
PA
USD
1003354.800000000000
0.0149786118
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
5.857010000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2005-FA8
32051GYU3
1146249.190000000000
PA
USD
574501.930000000000
0.0085764690
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BAA7
18699333.000000000000
PA
USD
949094.000000000000
0.0141685778
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Variable
1.108310000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK33
06541CBE5
12599000.000000000000
PA
USD
11181471.390000000000
0.1669229260
Long
ABS-MBS
CORP
US
N
2
2064-05-15
Fixed
2.218000000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
549300YB0SYOI7JLTH61
First Horizon Mortgage Pass-Through Trust 2006-4
32052UAF0
871463.120000000000
PA
USD
216559.890000000000
0.0032329207
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
5.750000000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
N/A
First Horizon Mortgage Pass-Through Trust 2007-AR2
32055GAB7
4125742.300000000000
PA
USD
1409313.140000000000
0.0210389729
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
5.806121000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK23
06541RBD4
238421000.000000000000
PA
USD
2398014.580000000000
0.0357988315
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
.174489000000
N
N
N
N
N
N
BCRED MML CLO 2021-1 LLC
2549008X01GXURMQIW78
BCRED MML CLO 2022-1 LLC
072917AG2
2000000.000000000000
PA
USD
1967844.000000000000
0.0293770173
Long
ABS-CBDO
CORP
US
N
2
2035-04-20
Floating
8.067810000000
N
N
N
N
N
N
FIRST INTERSTATE BANCSYS
549300WRWYTYX0RCNJ43
First Interstate BancSystem Inc
32055YAA0
5000000.000000000000
PA
USD
4393823.250000000000
0.0655933202
Long
DBT
CORP
US
N
2
2030-05-15
Variable
5.250000000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C68
8750000.000000000000
PA
USD
9275584.680000000000
0.1384708400
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.350000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-2
36265NAC7
5000000.000000000000
PA
USD
4967559.500000000000
0.0741583588
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
4.700000000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AE7
3250000.000000000000
PA
USD
2879533.870000000000
0.0429872065
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.750000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C14
07336AAG2
98624398.110000000000
PA
USD
3788991.580000000000
0.0565640728
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
.714546000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B16 Mortgage Trust
08161NAL1
70467000.000000000000
PA
USD
872226.430000000000
0.0130210580
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.239643000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AG2
1125000.000000000000
PA
USD
1008889.200000000000
0.0150612322
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.625000000000
N
N
N
N
N
N
GDB DEBT RECOVERY AUTH OF CMWL
N/A
GDB Debt Recovery Authority of Puerto Rico
36829QAA3
7991178.000000000000
PA
USD
7631574.990000000000
0.1139281927
Long
DBT
MUN
US
N
2
2040-08-20
Fixed
7.500000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B13 Mortgage Trust
08162DAK4
82774000.000000000000
PA
USD
1520392.830000000000
0.0226972293
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
.401143000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAE7
5000000.000000000000
PA
USD
4353220.000000000000
0.0649871734
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.766000000000
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375414AA7
1250000.000000000000
PA
USD
1247992.500000000000
0.0186306929
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
11.975600000000
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375415AG1
10275000.000000000000
PA
USD
10270725.600000000000
0.1533268306
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
8.525600000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300H67V5FL4RU1Z53
Goldentree Loan Management US Clo 4 Ltd
38138CAA6
8000000.000000000000
PA
USD
7676240.000000000000
0.1145949757
Long
ABS-CBDO
CORP
KY
N
2
2031-04-24
Floating
10.330190000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR25
45660LQ93
1771806.000000000000
PA
USD
997031.740000000000
0.0148842178
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
3.860874000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EAX3
10836000.000000000000
PA
USD
850058.190000000000
0.0126901188
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
1.368519000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAJ7
6000000.000000000000
PA
USD
4303735.800000000000
0.0642484471
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.355000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A11CB
45660LZZ5
231241.720000000000
PA
USD
153344.480000000000
0.0022892076
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.500000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2007-A3
46630UAE4
2256895.180000000000
PA
USD
1844000.950000000000
0.0275282227
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
4.529969000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C4
46646RAP8
5500000.000000000000
PA
USD
4761692.100000000000
0.0710850612
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.637800000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDY9
10000000.000000000000
PA
USD
10593232.500000000000
0.1581413844
Long
DBT
CORP
US
N
2
2034-10-23
Variable
6.254000000000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
Ken Garff Automotive LLC
48850PAA2
4500000.000000000000
PA
USD
4145298.120000000000
0.0618832055
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.875000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300RB1XGNK3FHRH35
LCM XVI LP
50181GBG4
4000000.000000000000
PA
USD
4012964.000000000000
0.0599076517
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
7.325600000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-5
12544VBE8
2714416.450000000000
PA
USD
1281452.930000000000
0.0191302079
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-10
12545CAX8
1769505.780000000000
PA
USD
810031.080000000000
0.0120925729
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.000000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300RB1XGNK3FHRH35
LCM XVI LP
50181HAC2
1600000.000000000000
PA
USD
1334851.200000000000
0.0199273656
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
11.955600000000
N
N
N
N
N
N
LCM Ltd Partnership
549300NGJ6CPPJRPGL08
LCM XIV LP
50184VAS3
10800000.000000000000
PA
USD
10782374.400000000000
0.1609649948
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
7.159420000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 36 Ltd
50190GAA7
6000000.000000000000
PA
USD
5292936.000000000000
0.0790157515
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
12.285600000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-5
52521RAE1
1285398.330000000000
PA
USD
1145187.340000000000
0.0170959630
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
5.750000000000
N
N
N
N
N
N
CIFC Funding Ltd
254900S2BZHNDNVF2L25
CIFC Funding 2017-III Ltd
12548JAE2
2100000.000000000000
PA
USD
2105247.900000000000
0.0314282555
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
7.379420000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2017-C8 Commercial Mortgage Trust
12595BAG6
74773000.000000000000
PA
USD
753285.630000000000
0.0112454468
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
.348538000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
6310000.000000000000
PA
USD
5937910.660000000000
0.0886442747
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.375000000000
N
N
N
N
N
N
Long Point Park CLO Ltd
549300639DPKTBUSCC77
Long Point Park CLO Ltd
542798AJ2
4000000.000000000000
PA
USD
3906356.000000000000
0.0583161510
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
7.978140000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C18 Commercial Mortgage Trust
12597DAF2
94843834.350000000000
PA
USD
3830647.630000000000
0.0571859363
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
1.004584000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2007-3
12638PCC1
267114.600000000000
PA
USD
212027.930000000000
0.0031652652
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.500000000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAV3
7916000.000000000000
PA
USD
7072211.080000000000
0.1055777121
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.950000000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300NJNSVWVLHGRY73
Magnetite VIII Ltd
55952YAP2
1996318.850000000000
PA
USD
1997139.340000000000
0.0298143536
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
6.555600000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XD71H6EU9N2I97
Magnetite XIV-R LTD
55954LAC7
5264672.860000000000
PA
USD
5274949.500000000000
0.0787472395
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
6.679520000000
N
N
N
N
N
N
MARATHON CNTY WI
N/A
County of Marathon WI
565777NV7
885000.000000000000
PA
USD
685538.170000000000
0.0102340768
Long
DBT
MUN
US
N
2
2037-02-01
Fixed
2.000000000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2023-A
12664QAB0
7357951.580000000000
PA
USD
7348356.080000000000
0.1097001509
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
5.340000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-HY10
126694VP0
1316747.490000000000
PA
USD
1156041.090000000000
0.0172579936
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Variable
4.062825000000
N
N
N
N
N
N
MARIN CA CMNTY CLG DIST
N/A
Marin Community College District
56781RLK1
1025000.000000000000
PA
USD
737344.720000000000
0.0110074724
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
2.699000000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AF8
3233000.000000000000
PA
USD
2445380.870000000000
0.0365059406
Long
DBT
CORP
US
N
2
2116-07-01
Fixed
3.885000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2003-42
12669EH74
681787.090000000000
PA
USD
619995.700000000000
0.0092556241
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
5.153165000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-J3
12669G4W8
45524.390000000000
PA
USD
41226.200000000000
0.0006154465
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.500000000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-5
576434FU3
519518.830000000000
PA
USD
300934.300000000000
0.0044925066
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Variable
5.866741000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-6
576434SL9
155047.430000000000
PA
USD
147253.960000000000
0.0021982851
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
5.500000000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series 2006-F1
590218AA1
1792854.280000000000
PA
USD
784713.490000000000
0.0117146185
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.000000000000
N
N
N
N
N
N
MONTGOMERY CNTY PA INDL DEV AU
N/A
Montgomery County Industrial Development Authority/PA
61360PCV0
10000000.000000000000
PA
USD
8934427.000000000000
0.1333778575
Long
DBT
MUN
US
N
2
2028-11-15
Fixed
3.150000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-13
12669GC66
1441408.680000000000
PA
USD
802604.890000000000
0.0119817108
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.500000000000
N
N
N
N
N
N
CHAFFEY CA CMNTY CLG DIST
N/A
Chaffey Community College District
157432KZ7
3705000.000000000000
PA
USD
3433241.960000000000
0.0512532540
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAQ4
70387500.000000000000
PA
USD
3015984.720000000000
0.0450242170
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Variable
.712742000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H7
61771MAY6
130723000.000000000000
PA
USD
3919520.000000000000
0.0585126701
Long
ABS-MBS
CORP
US
N
2
2052-07-15
Variable
.657047000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990GGJ5
3125000.000000000000
PA
USD
2806215.000000000000
0.0418926635
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
5.096000000000
N
N
N
N
N
N
Niagara Park CLO, Ltd.
N/A
Niagara Park Clo Ltd
65357KAE7
2000000.000000000000
PA
USD
1938628.000000000000
0.0289408654
Long
ABS-CBDO
CORP
KY
N
2
2032-07-17
Floating
11.528140000000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust 2011-4R
65539CAK2
5236886.120000000000
PA
USD
4610062.270000000000
0.0688214508
Long
ABS-MBS
CORP
US
N
2
2036-12-26
Variable
2.768000000000
N
N
N
N
N
N
OKLAHOMA ST MUNI PWR AUTH
54930074Q1M8747DCS20
Oklahoma Municipal Power Authority
67910HSB7
15500000.000000000000
PA
USD
11438876.000000000000
0.1707655984
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
2.803000000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AD8
6680000.000000000000
PA
USD
5909728.530000000000
0.0882235570
Long
DBT
CORP
CA
N
2
2029-12-01
Fixed
3.875000000000
N
N
N
N
N
N
ORLANDO HEALTH OBL GRP
N/A
Orlando Health Obligated Group
686514AM2
1000000.000000000000
PA
USD
814093.750000000000
0.0121532226
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
2.891000000000
N
N
N
N
N
N
PACIFIC PREMIER BANCORP
549300Q1KIC3KLI0XG98
Pacific Premier Bancorp Inc
69478XAD7
3500000.000000000000
PA
USD
3321127.110000000000
0.0495795442
Long
DBT
CORP
US
N
2
2029-05-15
Variable
4.875000000000
N
N
N
N
N
N
PACIFIC PREMIER BANCORP
549300Q1KIC3KLI0XG98
Pacific Premier Bancorp Inc
69478XAE5
6410000.000000000000
PA
USD
6164022.080000000000
0.0920197858
Long
DBT
CORP
US
N
2
2030-06-15
Variable
5.375000000000
N
N
N
N
N
N
PENNSYLVANIA ST
N/A
Commonwealth of Pennsylvania
70914PV25
1255000.000000000000
PA
USD
1194041.260000000000
0.0178252802
Long
DBT
MUN
US
N
2
2036-05-15
Fixed
3.000000000000
N
N
N
N
N
N
PENNSYLVANIA ST TURNPIKE COMMI
549300J8LLBYEYEXZJ24
Pennsylvania Turnpike Commission
709225AY2
9830000.000000000000
PA
USD
8307912.970000000000
0.1240249243
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2005-A1
16162WPE3
712873.430000000000
PA
USD
653106.260000000000
0.0097499161
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
4.907251000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S3
16163HAQ4
2048891.660000000000
PA
USD
909182.770000000000
0.0135727618
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6.000000000000
N
N
N
N
N
N
PERRIS CA UNION HIGH SCH DIST
N/A
Perris Union High School District/CA
714398LV4
3000000.000000000000
PA
USD
2125347.300000000000
0.0317283100
Long
DBT
MUN
US
N
2
2042-09-01
Fixed
2.700000000000
N
N
N
N
N
N
PORT HOUSTON TX AUTH
N/A
Port Authority of Houston of Harris County Texas
7342606S6
5000000.000000000000
PA
USD
4513499.500000000000
0.0673799107
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS17 Trust
74922SAG3
286784.900000000000
PA
USD
230021.340000000000
0.0034338804
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
RBB BANCORP
549300A23FBFZNGET525
RBB Bancorp
74930BAG0
5450000.000000000000
PA
USD
4707763.570000000000
0.0702799876
Long
DBT
CORP
US
N
2
2031-04-01
Variable
4.000000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GJY5
417951.460000000000
PA
USD
382235.000000000000
0.0057062065
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
5.310737000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-3
17310BAK0
1374837.040000000000
PA
USD
1215142.570000000000
0.0181402918
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.250000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS6 Trust
75116CBE5
2379026.630000000000
PA
USD
1867483.570000000000
0.0278787837
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6.000000000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AE3
4676000.000000000000
PA
USD
4760890.250000000000
0.0710730908
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.300000000000
N
N
N
N
N
N
RENASANT CORP
549300OVE6OZHW2UUH81
Renasant Corp
75970EAE7
7000000.000000000000
PA
USD
5683081.530000000000
0.0848400505
Long
DBT
CORP
US
N
2
2031-12-01
Variable
3.000000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS1 Trust
761118SB5
165792.850000000000
PA
USD
131864.870000000000
0.0019685486
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.750000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2007-3
17312FAR4
34113.270000000000
PA
USD
31870.800000000000
0.0004757842
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.500000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC19
17322AAH5
2771434.110000000000
PA
USD
2744585.840000000000
0.0409726308
Long
ABS-MBS
CORP
US
N
2
2047-03-11
Variable
5.020412000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2005-SA4 Trust
76111XYH0
1196873.600000000000
PA
USD
741982.280000000000
0.0110767044
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
5.170225000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A5CB
76112FAF8
2283438.460000000000
PA
USD
939139.420000000000
0.0140199706
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAG2
42746500.000000000000
PA
USD
389454.810000000000
0.0058139876
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Variable
.272288000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-J6
23244EAD9
1983230.480000000000
PA
USD
1004648.040000000000
0.0149979180
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A15
76114DAL8
16419567.210000000000
PA
USD
1235685.730000000000
0.0184469709
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
.214590000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2007-S7 Trust
76200RAG3
1391515.800000000000
PA
USD
1055676.520000000000
0.0157596981
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.000000000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
23503CCG0
1225000.000000000000
PA
USD
1192812.880000000000
0.0178069423
Long
DBT
MUN
US
N
2
2042-11-01
Fixed
4.995000000000
N
N
N
N
N
N
Equity One ABS Inc
N/A
Equity One Mortgage Pass-Through Trust 2003-3
294751CT7
1057108.830000000000
PA
USD
1036722.700000000000
0.0154767455
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Variable
4.868000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZZ0
44272000.000000000000
PA
USD
3816804.230000000000
0.0569792747
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.665510000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHG8
88273404.880000000000
PA
USD
9053258.610000000000
0.1351518387
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Variable
1.323160000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FYUL8
153581725.250000000000
PA
USD
4325414.280000000000
0.0645720749
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
.514611000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H93E7
83153845.380000000000
PA
USD
1751985.000000000000
0.0261545598
Long
ABS-MBS
USGSE
US
N
2
2032-08-25
Variable
.264235000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2007-FA4
32052WAF6
1784028.400000000000
PA
USD
727160.340000000000
0.0108554346
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
6.250000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2007-AA1
32053BAB0
2033576.500000000000
PA
USD
1335545.470000000000
0.0199377300
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
5.149797000000
N
N
N
N
N
N
FIRST MID BANCSHARES INC
N/A
First Mid Bancshares Inc
320866AA4
5300000.000000000000
PA
USD
4988881.940000000000
0.0744766715
Long
DBT
CORP
US
N
2
2030-10-15
Variable
3.950000000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-2
33844QAG8
4359790.350000000000
PA
USD
4342090.910000000000
0.0648210325
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
5.750000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2006-2F
362334BN3
411101.220000000000
PA
USD
360689.030000000000
0.0053845568
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.750000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust 2015-GC34
36250VAC6
8905502.770000000000
PA
USD
8606594.910000000000
0.1284838064
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.244000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS3
36251PAJ3
10417000.000000000000
PA
USD
9386469.110000000000
0.1401261815
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
3.395000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC39
36260JAN7
24645000.000000000000
PA
USD
1695413.340000000000
0.0253100281
Long
ABS-MBS
CORP
US
N
2
2052-05-10
Variable
1.642746000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-4
36263DAC1
8650000.000000000000
PA
USD
8426286.780000000000
0.1257920712
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.940000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GSA2
36264KAY6
73324000.000000000000
PA
USD
3818383.960000000000
0.0570028578
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Variable
.936548000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300KYU0TCMXRAI217
GoldenTree Loan Management US CLO 16 Ltd
38090AAL2
3500000.000000000000
PA
USD
3533323.500000000000
0.0527473243
Long
ABS-CBDO
CORP
JE
N
2
2034-01-20
Floating
10.106890000000
N
N
N
N
N
N
Hartwick Park CLO, Ltd.
2549003E1ZAWJG55NM75
Hartwick Park CLO Ltd
417403AJ1
5000000.000000000000
PA
USD
5001250.000000000000
0.0746613084
Long
ABS-CBDO
CORP
JE
N
2
2036-01-21
Floating
9.840520000000
N
N
N
N
N
N
HAWAII ST
N/A
State of Hawaii
419792F27
3730000.000000000000
PA
USD
2858718.630000000000
0.0426764655
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
2.830000000000
N
N
N
N
N
N
HUMANGOOD CALIFORNIA
N/A
HumanGood California Obligated Group
44487HAA0
2335000.000000000000
PA
USD
2226865.640000000000
0.0332438295
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.000000000000
N
N
N
N
N
N
KING CNTY WA SWR REVENUE
N/A
County of King WA Sewer Revenue
495290EE4
2000000.000000000000
PA
USD
1348231.200000000000
0.0201271093
Long
DBT
MUN
US
N
2
2047-07-01
Fixed
2.841000000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM Loan Income Fund I Income Note Issuer Ltd
50200JAJ0
2700000.000000000000
PA
USD
2664252.000000000000
0.0397733647
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
7.525600000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2005-2
52520MBQ5
512453.190000000000
PA
USD
259953.050000000000
0.0038807168
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.750000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-4
52521LAC8
2146297.330000000000
PA
USD
986167.820000000000
0.0147220354
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABD3
12874000.000000000000
PA
USD
11728922.070000000000
0.1750955597
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.875000000000
N
N
N
N
N
N
MINNESOTA ST GEN FUND REVENUE
N/A
State of Minnesota
604146FA3
16435000.000000000000
PA
USD
12334620.350000000000
0.1841377444
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
2.875000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDX4
5000000.000000000000
PA
USD
5061555.850000000000
0.0755615861
Long
DBT
CORP
US
N
2
2064-03-15
Fixed
5.500000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I 2017-HR2
61691NAD7
11641969.840000000000
PA
USD
10895340.050000000000
0.1626514059
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.330000000000
N
N
N
N
N
N
Suntrust Adjustable Rate Mortg
N/A
STARM Mortgage Loan Trust 2007-2
78473TAA8
409530.200000000000
PA
USD
161899.610000000000
0.0024169231
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
4.499082000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-7
80287FAC6
6350000.000000000000
PA
USD
6353086.740000000000
0.0948422431
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
5.750000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-7
80287FAD4
10000000.000000000000
PA
USD
10055240.000000000000
0.1501099475
Long
ABS-O
CORP
US
N
2
2028-01-17
Fixed
5.950000000000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
8290000.000000000000
PA
USD
7857921.550000000000
0.1173072140
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.875000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
15124000.000000000000
PA
USD
12516508.970000000000
0.1868530740
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.875000000000
N
N
N
N
N
N
STAFFORD TX MUNI SCH DIST
N/A
Stafford Municipal School District
852519LQ8
1525000.000000000000
PA
USD
1192437.000000000000
0.0178013310
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
3.084000000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2006-2
007034AA9
740308.590000000000
PA
USD
623408.460000000000
0.0093065716
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
4.182853000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2005-3
007036HV1
270070.330000000000
PA
USD
246949.120000000000
0.0036865872
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
4.638950000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
4119000.000000000000
PA
USD
3665765.840000000000
0.0547244937
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.625000000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579C63
3090751.170000000000
PA
USD
1968325.720000000000
0.0293842087
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.158209000000
N
N
N
N
N
N
Allegany Park CLO, Ltd.
549300D5KL0IVFLIND32
Allegany Park CLO Ltd
017154AS4
4000000.000000000000
PA
USD
3955004.000000000000
0.0590423941
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
8.417810000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBS8
10000000.000000000000
PA
USD
9855667.700000000000
0.1471306265
Long
DBT
CORP
US
N
2
2033-02-14
Fixed
6.700000000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-1
863579Q92
91648.570000000000
PA
USD
79491.160000000000
0.0011866861
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
3.955983000000
N
N
N
N
N
N
Suntrust Alternative Loan Trus
N/A
Suntrust Alternative Loan Trust Series 2005-1F
86789MAV9
1447233.640000000000
PA
USD
1286239.750000000000
0.0192016681
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
6.500000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-2
025291AE5
10000000.000000000000
PA
USD
9694942.000000000000
0.1447312281
Long
ABS-O
CORP
US
N
2
2027-07-13
Fixed
2.540000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-4
02529XAC9
5485000.000000000000
PA
USD
5547369.390000000000
0.0828140679
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
7.860000000000
N
N
N
N
N
N
TRI-CNTY MET TRANSPRTN DIST OR
N/A
Tri-County Metropolitan Transportation District of Oregon
89546RTF1
750000.000000000000
PA
USD
565967.400000000000
0.0084490611
Long
DBT
MUN
US
N
2
2041-09-01
Fixed
2.856000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2019-C18
90278PAY6
4500000.000000000000
PA
USD
4243823.550000000000
0.0633540453
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
2.987200000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2019-C18
90278PBD1
9000000.000000000000
PA
USD
7575985.800000000000
0.1130983279
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
3.378400000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C12
90353DBB0
139858000.000000000000
PA
USD
1950487.640000000000
0.0291179124
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
.289014000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2023-2
02529YAE3
8000000.000000000000
PA
USD
8006550.400000000000
0.1195260242
Long
ABS-O
CORP
US
N
2
2029-08-13
Fixed
5.960000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2023-1
02530UAE8
5600000.000000000000
PA
USD
5575789.520000000000
0.0832383386
Long
ABS-O
CORP
US
N
2
2029-04-12
Fixed
5.590000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797GY7
30000000.000000000000
PA
USD
29881329.300000000000
0.4460843074
Long
DBT
UST
US
N
2
2024-03-28
Fixed
.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TU2
250000000.000000000000
PA
USD
244687500.000000000000
3.6528245739
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.375000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TZ1
25000000.000000000000
PA
USD
24982422.000000000000
0.3729508250
Long
DBT
UST
US
N
2
2044-02-15
Fixed
4.500000000000
N
N
N
N
N
N
UNIV OF MICHIGAN MI
N/A
University of Michigan
914455UJ7
19211000.000000000000
PA
USD
16406291.980000000000
0.2449218146
Long
DBT
MUN
US
N
2
2122-04-01
Fixed
4.454000000000
N
N
N
N
N
N
AMERICAN MUNI PWR-OHIO INC OH
EARKGGZJJEMVD66XQ486
American Municipal Power Inc
02765UCY8
5000000.000000000000
PA
USD
5432803.500000000000
0.0811037676
Long
DBT
MUN
US
N
2
2044-02-15
Fixed
6.449000000000
N
N
N
N
N
N
Apidos CLO Ltd
549300PPHIOJQEKPJH29
Apidos CLO XXIV
03762XAD1
2550000.000000000000
PA
USD
2434666.050000000000
0.0363459841
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
11.379420000000
N
N
N
N
N
N
UNIV OF TEXAS TX
TEHUYFNKZR6XVWLGEU86
Board of Regents of the University of Texas System
9151375F6
3410000.000000000000
PA
USD
3457940.170000000000
0.0516219620
Long
DBT
MUN
US
N
2
2042-08-15
Fixed
5.134000000000
N
N
N
N
N
N
UTAH ST TRANSIT AUTH SALES TAX
N/A
Utah Transit Authority
917567FQ7
10785000.000000000000
PA
USD
8391381.410000000000
0.1252709853
Long
DBT
MUN
US
N
2
2038-12-15
Fixed
2.774000000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust
92926UAA9
12525203.560000000000
PA
USD
10878049.110000000000
0.1623932776
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
3.959452000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust
92990GAJ2
968048.030000000000
PA
USD
815607.860000000000
0.0121758260
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
3.845776000000
N
N
N
N
N
N
Apidos CLO Ltd
549300M5NMLBQJXUO195
Apidos CLO XII
03764DAL5
3195000.000000000000
PA
USD
3138966.090000000000
0.0468601480
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
8.175600000000
N
N
N
N
N
N
Apidos CLO Ltd
549300HXW2GBYSKFE344
Apidos CLO XV
03764QBJ0
5000000.000000000000
PA
USD
4980435.000000000000
0.0743505711
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
7.429420000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust
93362FAA1
1408568.250000000000
PA
USD
1221779.420000000000
0.0182393702
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Variable
4.403015000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust
93363EAF2
860987.770000000000
PA
USD
723625.010000000000
0.0108026573
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
4.176431000000
N
N
N
N
N
N
Apidos CLO Ltd
549300AVJUID3QNR9M59
Apidos CLO XXIX
03767MAJ7
7600000.000000000000
PA
USD
7572503.200000000000
0.1130463378
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
7.486280000000
N
N
N
N
N
N
Apidos CLO Ltd
2549001XBZ4DU4T7EC48
Apidos CLO XXX
03768CAJ8
7680000.000000000000
PA
USD
7671198.720000000000
0.1145197168
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
7.559520000000
N
N
N
N
N
N
W SONOMA CNTY CA UNION HIGH SC
N/A
West Sonoma County Union High School District
956101EJ4
1840000.000000000000
PA
USD
1108012.670000000000
0.0165409999
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
.000000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-1
96042WAE7
2645000.000000000000
PA
USD
2627981.010000000000
0.0392318922
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
2.750000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2021-3
96043JAN5
5830000.000000000000
PA
USD
5586542.700000000000
0.0833988678
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
3.420000000000
N
N
N
N
N
N
APTARGROUP INC
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336AA1
10000000.000000000000
PA
USD
8779125.200000000000
0.1310594300
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.600000000000
N
N
N
N
N
N
ARBOR REALTY SR INC
549300TW7RTL2CI3CN08
Arbor Realty SR Inc
03881NAA5
5000000.000000000000
PA
USD
4163719.500000000000
0.0621582096
Long
DBT
CORP
US
N
2
2028-12-30
Fixed
5.000000000000
N
N
N
N
N
N
arbor multifamily mortgage sec
N/A
Arbor Multifamily Mortgage Securities Trust 2022-MF4
03882LAQ3
7852000.000000000000
PA
USD
6682123.450000000000
0.0997542774
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
3.292993000000
N
N
N
N
N
N
arbor multifamily mortgage sec
N/A
Arbor Multifamily Mortgage Securities Trust 2022-MF4
03882LBE9
19700000.000000000000
PA
USD
1571648.270000000000
0.0234623976
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
1.292993000000
N
N
N
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923AQ1
5000000.000000000000
PA
USD
4419599.550000000000
0.0659781225
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.500000000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBE2
3000000.000000000000
PA
USD
3058560.480000000000
0.0456598105
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
7.000000000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBF9
4000000.000000000000
PA
USD
3909234.120000000000
0.0583591171
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.875000000000
N
N
N
N
N
N
ARES CLO Ltd
5493004S1FMDW7K3MU50
Ares XLII Clo Ltd
04016LAJ6
5000000.000000000000
PA
USD
5000000.000000000000
0.0746426477
Long
ABS-CBDO
CORP
KY
N
2
2028-01-22
Floating
9.029420000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES XLVI CLO Ltd
04016UAJ6
3600000.000000000000
PA
USD
3344331.600000000000
0.0499259531
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Fixed
3.570000000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AR4
2492000.000000000000
PA
USD
2506734.400000000000
0.0374218586
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.950000000000
N
N
N
N
N
N
AURORA CO WTR REVENUE
N/A
City of Aurora CO Water Revenue
051595CG9
880000.000000000000
PA
USD
595018.070000000000
0.0088827448
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
2.720000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C6
05492TAE0
92316916.920000000000
PA
USD
4086408.330000000000
0.0610040675
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
1.043186000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C7
05492VAH8
17140000.000000000000
PA
USD
900386.480000000000
0.0134414462
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Variable
.985290000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-F Trust
05950HAD3
5153874.540000000000
PA
USD
4415326.900000000000
0.0659143381
Long
ABS-MBS
CORP
US
N
2
2036-07-20
Variable
5.122584000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK16
065405AJ1
77096408.880000000000
PA
USD
2685298.760000000000
0.0400875619
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Variable
.940177000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CBX4
8000000.000000000000
PA
USD
5940548.800000000000
0.0886836583
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Variable
2.902000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK31
06541ABA7
7250000.000000000000
PA
USD
6430757.980000000000
0.0960017605
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.739000000000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK40
06541LAJ5
3955000.000000000000
PA
USD
2439272.750000000000
0.0364147553
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Fixed
2.500000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBF5
99123000.000000000000
PA
USD
3508468.500000000000
0.0523762757
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Variable
.588699000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B28 Mortgage Trust
08163GAZ3
99161032.620000000000
PA
USD
6321684.400000000000
0.0943734524
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
1.271547000000
N
N
N
N
N
N
BIRMINGHAM AL WTRWKS BRD WTR R
N/A
Water Works Board of the City of Birmingham/The
091096NR4
385000.000000000000
PA
USD
311478.480000000000
0.0046499157
Long
DBT
MUN
US
N
2
2045-01-01
Fixed
3.573000000000
N
N
N
N
N
N
BRAZOS SECURITIZATN LLC
N/A
Brazos Securitization LLC
106230AC9
9500000.000000000000
PA
USD
9790158.220000000000
0.1461526663
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
5.413000000000
N
N
N
N
N
N
Burnham Park CLO Ltd.
549300BOEG5O4MSO7220
Burnham Park Clo Ltd
12232KAN0
1500000.000000000000
PA
USD
1491840.000000000000
0.0222709775
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
8.429420000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
9912000.000000000000
PA
USD
8015091.000000000000
0.1196535228
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.750000000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
17218000.000000000000
PA
USD
15367581.540000000000
0.2294153951
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.250000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300UFJ8EKD81Y8R30
CSAIL 2015-C1 Commercial Mortgage Trust
126281AC8
62192000.000000000000
PA
USD
245111.110000000000
0.0036591484
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-6CB
12667F5C5
198987.840000000000
PA
USD
182012.900000000000
0.0027171850
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
7.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-21CB
12667GKS1
1458842.190000000000
PA
USD
1133277.480000000000
0.0169181663
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-86CB
12668BFH1
890986.170000000000
PA
USD
513745.830000000000
0.0076694698
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
CALIFORNIA HSG FIN AGY MUNI CT
549300BOPCVLBA552Z14
California Housing Finance Agency
13033DAF2
27730453.780000000000
PA
USD
1355741.890000000000
0.0202392329
Long
DBT
MUN
US
N
2
2035-11-20
Variable
.798000000000
N
N
N
N
N
N
CALIFORNIA HSG FIN AGY MUNI CT
549300BOPCVLBA552Z14
California Housing Finance Agency
13033DAH8
31494286.530000000000
PA
USD
1524953.350000000000
0.0227653111
Long
DBT
MUN
US
N
2
2035-03-25
Variable
.824670000000
N
N
N
N
N
N
California Housing Finance Age
549300BOPCVLBA552Z14
California Housing Finance Agency
13033DAK1
25386210.370000000000
PA
USD
1311451.630000000000
0.0195780444
Long
ABS-MBS
CORP
US
N
2
2036-08-20
Variable
.790129000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2024-1
14318WAB3
8500000.000000000000
PA
USD
8496264.250000000000
0.1268367319
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
5.300000000000
N
N
N
N
N
N
CENTRAL PACIFIC FIN CORP
549300W3YEAOZ4KGG849
Central Pacific Financial Corp
154760AC6
5000000.000000000000
PA
USD
4518595.850000000000
0.0674559917
Long
DBT
CORP
US
N
2
2030-11-01
Variable
4.750000000000
N
N
N
N
N
N
COSERV SECURITIZATION 22
N/A
CoServ Securitization 2022 LLC
18977CAB0
17000000.000000000000
PA
USD
16689656.500000000000
0.2491520302
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
5.321000000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350AV7
16707000.000000000000
PA
USD
16721583.370000000000
0.2496286514
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
5.750000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-7
22942KBJ8
688243.710000000000
PA
USD
519563.440000000000
0.0077563182
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.000000000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
2300000.000000000000
PA
USD
2267673.500000000000
0.0338530309
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.750000000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
2350366Z8
19070000.000000000000
PA
USD
15150331.220000000000
0.2261721673
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
3.089000000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
23503CCH8
2500000.000000000000
PA
USD
2409089.250000000000
0.0359641601
Long
DBT
MUN
US
N
2
2047-11-01
Fixed
5.045000000000
N
N
N
N
N
N
AMER AGCREDIT FLCA/PCA
N/A
American AGcredit FLCA / American AGcredit PCA
02369FAA5
10000000.000000000000
PA
USD
7573725.500000000000
0.1130645849
Long
SN
CORP
US
N
2
2036-06-15
Variable
3.375000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-2
02530BAE0
8706516.610000000000
PA
USD
8669782.950000000000
0.1294271109
Long
ABS-O
CORP
US
N
2
2028-06-13
Fixed
4.410000000000
N
N
N
N
N
N
DALLAS TX CONVENTION CENTER HO
N/A
Dallas Convention Center Hotel Development Corp
235417AA0
11075000.000000000000
PA
USD
12476626.530000000000
0.1862576878
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.088000000000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6
251510JZ7
1349592.310000000000
PA
USD
1073340.620000000000
0.0160233972
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.500000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2023-3
02530EAE4
6500000.000000000000
PA
USD
6554367.300000000000
0.0978470659
Long
ABS-O
CORP
US
N
2
2029-10-12
Fixed
6.440000000000
N
N
N
N
N
N
NECESS RETAIL/AFIN OP LP
N/A
Necessity Retail REIT Inc/The / American Finance Operating Partner LP
02608AAA7
10000000.000000000000
PA
USD
8369234.800000000000
0.1249403690
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
4.500000000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
18952000.000000000000
PA
USD
21537731.470000000000
0.3215266607
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.000000000000
N
N
N
N
N
N
EASTMAN CHEMICAL CO
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AX8
3000000.000000000000
PA
USD
3022677.780000000000
0.0451241346
Long
DBT
CORP
US
N
2
2033-03-08
Fixed
5.750000000000
N
N
N
N
N
N
Apidos CLO Ltd
549300AVJUID3QNR9M59
Apidos CLO XXIX
03767MAL2
6250000.000000000000
PA
USD
6157931.250000000000
0.0919288586
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
8.336280000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AX2
11700000.000000000000
PA
USD
10400062.140000000000
0.1552576350
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-5 Trust
05946XE74
1389138.490000000000
PA
USD
1321123.350000000000
0.0197224290
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-2
05948K3B3
2344297.880000000000
PA
USD
1886938.960000000000
0.0281692240
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.500000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-4
30166BAD4
3823999.530000000000
PA
USD
3810589.910000000000
0.0568865041
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
4.570000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-2
30166QAD1
11871637.500000000000
PA
USD
11830821.620000000000
0.1766167701
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
3.650000000000
N
N
N
N
N
N
Bank
N/A
Bank 2019-BNK19
06540WBC6
2000000.000000000000
PA
USD
1802728.400000000000
0.0269120842
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
2.926000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK28
06540YAV1
1570000.000000000000
PA
USD
1261407.240000000000
0.0188309553
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
2.344000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-2
30166QAF6
2860000.000000000000
PA
USD
2786122.770000000000
0.0415927161
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
4.560000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-5
30167FAC6
1515044.500000000000
PA
USD
1514968.900000000000
0.0226162580
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
5.430000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2024-1
30167PAD2
7000000.000000000000
PA
USD
6978120.100000000000
0.1041730721
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.290000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2020-2
30167YAJ0
10000000.000000000000
PA
USD
10083532.000000000000
0.1505323054
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
7.190000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK29
06541TBT5
2625000.000000000000
PA
USD
2020001.550000000000
0.0301556528
Long
ABS-MBS
CORP
US
N
2
2053-11-15
Fixed
2.416000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B29 Mortgage Trust
08163JAL8
3550000.000000000000
PA
USD
2574281.790000000000
0.0384302418
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Variable
2.751700000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-2
30168CAD0
5623000.000000000000
PA
USD
5607939.360000000000
0.0837182884
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.610000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-5
30168DAD8
5000000.000000000000
PA
USD
5071782.000000000000
0.0757142475
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
6.580000000000
N
N
N
N
N
N
BERKS CNTY PA INDL DEV AUTH HL
N/A
Berks County Industrial Development Authority
08452RAF3
250000.000000000000
PA
USD
248947.000000000000
0.0037164126
Long
DBT
MUN
US
N
2
2024-05-15
Fixed
3.950000000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2024-5C3 Mortgage Trust
09660QAU8
101189000.000000000000
PA
USD
4743537.940000000000
0.0708140463
Long
ABS-MBS
CORP
US
N
2
2057-02-15
Variable
1.120000000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBU7
1041872.700000000000
PA
USD
1086692.190000000000
0.0162227165
Long
ABS-MBS
CORP
US
N
2
2028-08-25
Floating
12.386130000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BFXU0
109818407.090000000000
PA
USD
528105.740000000000
0.0078838421
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Variable
1.010858000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2023-B
12666DAC5
5000000.000000000000
PA
USD
5066147.000000000000
0.0756301252
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
5.600000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-13CB
12667GAA1
837301.830000000000
PA
USD
685056.410000000000
0.0102268849
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.500000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F1G85
57193000.000000000000
PA
USD
975901.320000000000
0.0145687717
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Variable
.553745000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F2LL8
30683270.420000000000
PA
USD
610004.890000000000
0.0091064760
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Variable
.744092000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-9CB
12667GES8
8234395.090000000000
PA
USD
4000917.180000000000
0.0597278103
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-12CB
12668BWY5
537754.010000000000
PA
USD
268901.630000000000
0.0040143059
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
5.750000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F62P1
120122996.250000000000
PA
USD
5873293.780000000000
0.0876796397
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
.956473000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9ZA2
282886383.700000000000
PA
USD
8847837.420000000000
0.1320852024
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
.581216000000
N
N
N
N
N
N
Catskill Park CLO, LTD.
549300QY7L9WFVGWC115
Catskill Park CLO Ltd
149420AJ0
3850000.000000000000
PA
USD
3851266.650000000000
0.0574937480
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
9.279420000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
11090000.000000000000
PA
USD
9483668.950000000000
0.1415772321
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.000000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FAQF8
13839082.420000000000
PA
USD
262509.400000000000
0.0039188793
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Variable
.809435000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBBZ8
99993007.290000000000
PA
USD
1262611.700000000000
0.0188489361
Long
ABS-MBS
USGSE
US
N
2
2027-08-25
Variable
.417415000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FETQ3
152227836.170000000000
PA
USD
1679514.490000000000
0.0250726817
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Variable
.304317000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX70
72452143.900000000000
PA
USD
3448953.900000000000
0.0514878102
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Variable
1.090422000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CE2
2716000.000000000000
PA
USD
1777007.510000000000
0.0265281091
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-A2
16163LAP7
787857.000000000000
PA
USD
686876.970000000000
0.0102540631
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
5.307373000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTBP1
56712109.130000000000
PA
USD
4618753.260000000000
0.0689511945
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Variable
1.690641000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTFW2
24099000.000000000000
PA
USD
901317.060000000000
0.0134553384
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Variable
1.366237000000
N
N
N
N
N
N
ChaseFlex Trust
N/A
ChaseFlex Trust Series 2006-2
16165MAE8
2019437.020000000000
PA
USD
1751788.920000000000
0.0261516327
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
4.382193000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-C5
17291DAV5
28400000.000000000000
PA
USD
400414.440000000000
0.0059775988
Long
ABS-MBS
CORP
US
N
2
2051-06-10
Variable
.325944000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZM2
78376135.890000000000
PA
USD
8637692.860000000000
0.1289480531
Long
ABS-MBS
USGSE
US
N
2
2035-02-25
Variable
1.509464000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FV5Q1
113139389.490000000000
PA
USD
7670816.670000000000
0.1145140133
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.379546000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAK8
50711000.000000000000
PA
USD
748301.660000000000
0.0111710434
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
.282738000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2024-A
18978FAB2
8025000.000000000000
PA
USD
8015128.450000000000
0.1196540819
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
5.190000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVEE8
15448669.660000000000
PA
USD
1021257.480000000000
0.0152458725
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.375147000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LL7A7
10731000.000000000000
PA
USD
9020973.410000000000
0.1346698681
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
3.330000000000
N
N
N
N
N
N
FIRST FOUNDATION INC
254900TQZQ6LBCK77E82
First Foundation Inc
32026VAA2
8370000.000000000000
PA
USD
5816403.730000000000
0.0868303549
Long
DBT
CORP
US
N
2
2032-02-01
Variable
3.500000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2006-FA6
32052FAE6
6688141.610000000000
PA
USD
3064971.980000000000
0.0457555248
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.250000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2006-FA6
32052FAQ9
915005.080000000000
PA
USD
267010.470000000000
0.0039860737
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.000000000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
N/A
First Horizon Mortgage Pass-Through Trust 2007-AR1
32053EAA6
600412.830000000000
PA
USD
259325.330000000000
0.0038713459
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
4.725772000000
N
N
N
N
N
N
FIRSTBANK
549300OBO7DOF2KOP535
FirstBank/Nashville TN
33766NAJ3
9000000.000000000000
PA
USD
8237093.310000000000
0.1229676909
Long
DBT
CORP
US
N
2
2030-09-01
Variable
4.500000000000
N
N
N
N
N
N
FORNEY TX INDEP SCH DIST
N/A
Forney Independent School District
346425HM6
4385000.000000000000
PA
USD
3368498.240000000000
0.0502867255
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833FAC9
24545096.840000000000
PA
USD
3550448.260000000000
0.0530029718
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Variable
2.015733000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833JAG2
14058369.740000000000
PA
USD
2200134.860000000000
0.0328447783
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Variable
2.057611000000
N
N
N
N
N
N
FULLERTON CA PUBLIC FING AUTH
N/A
Fullerton Public Financing Authority
35981TAB1
1145000.000000000000
PA
USD
1257512.050000000000
0.0187728058
Long
DBT
MUN
US
N
2
2031-05-01
Fixed
7.750000000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2023-2
362583AB2
5481744.170000000000
PA
USD
5470721.480000000000
0.0816698273
Long
ABS-O
CORP
US
N
2
2026-05-18
Fixed
5.100000000000
N
N
N
N
N
N
COLORADO ST HLTH FACS AUTH REV
5493002JB6DRFRZPEQ21
Colorado Health Facilities Authority
19648FNW0
2030000.000000000000
PA
USD
1580898.230000000000
0.0236004859
Long
DBT
MUN
US
N
2
2049-11-01
Fixed
3.846000000000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKV3
7020000.000000000000
PA
USD
6069753.850000000000
0.0906124997
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.657000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2020-4
36261EAE7
7500000.000000000000
PA
USD
7294314.750000000000
0.1088933933
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
3.510000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2024-1
36269HAC6
8500000.000000000000
PA
USD
8487295.050000000000
0.1267028349
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.400000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2024-1
36269HAE2
3500000.000000000000
PA
USD
3491720.050000000000
0.0521262459
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
5.640000000000
N
N
N
N
N
N
GAINESVILLE FL SPL OBLG
N/A
City of Gainesville FL
362835CG3
10840000.000000000000
PA
USD
8127208.700000000000
0.1213272752
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
3.047000000000
N
N
N
N
N
N
GAINESVILLE FL UTILITIES SYS R
N/A
City of Gainesville FL Utilities System Revenue
362848RA3
6015000.000000000000
PA
USD
6446804.820000000000
0.0962413162
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
6.024000000000
N
N
N
N
N
N
GATEWAY CA UNIF SCH DIST
N/A
Gateway Unified School District/CA
36759RCB1
2315000.000000000000
PA
USD
1551466.930000000000
0.0231611199
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
.000000000000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373385JT1
5000000.000000000000
PA
USD
3620704.000000000000
0.0540517867
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
2.250000000000
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375415AA4
3739992.280000000000
PA
USD
3748497.020000000000
0.0559595485
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.765600000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-3
38014QAC0
3000000.000000000000
PA
USD
2978251.500000000000
0.0444609155
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
4.920000000000
N
N
N
N
N
N
INDIANAPOLIS IN LOCAL PUBLIC I
549300LX8ESJHDSESB87
Indianapolis Local Public Improvement Bond Bank
45528UR37
9500000.000000000000
PA
USD
7071316.450000000000
0.1055643566
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.473000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300HV40B88JRNJD93
LCM XV LP
50184NAQ5
9000000.000000000000
PA
USD
8955531.000000000000
0.1336929092
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
9.279420000000
N
N
N
N
N
N
LCM Ltd Partnership
549300KLSB4ZQ2S3TJ95
LCM 35 Ltd
50203NAA7
4750000.000000000000
PA
USD
4176461.250000000000
0.0623484252
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
12.185600000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2006-3
52520CAG0
6925442.050000000000
PA
USD
3497069.140000000000
0.0522061000
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2005-3
52520MDS9
805870.580000000000
PA
USD
321433.890000000000
0.0047985353
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.500000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-4
52521LAB0
982287.110000000000
PA
USD
451335.390000000000
0.0067377737
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-5
52521RCE9
2283606.500000000000
PA
USD
558798.740000000000
0.0083420435
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-5
52521RCF6
6237214.530000000000
PA
USD
1526247.020000000000
0.0227846237
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.000000000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
1120000.000000000000
PA
USD
1000630.400000000000
0.0149379405
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.875000000000
N
N
N
N
N
N
LOUISIANA ST GAS & FUELS TAX R
N/A
State of Louisiana Gasoline & Fuels Tax Revenue
546475UT9
9570000.000000000000
PA
USD
6757626.780000000000
0.1008814311
Long
DBT
MUN
US
N
2
2043-05-01
Fixed
2.830000000000
N
N
N
N
N
N
MMH MASTER LLC
N/A
MMH Master LLC
55318RAB7
2500000.000000000000
PA
USD
2500000.000000000000
0.0373213239
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
6.750000000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300RI4HRUG7CFWM27
Magnetite Xxx Ltd
55953VAA0
4100000.000000000000
PA
USD
4101553.900000000000
0.0612301686
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
11.786280000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XD71H6EU9N2I97
Magnetite XIV-R LTD
55954LAJ2
5900000.000000000000
PA
USD
5906519.500000000000
0.0881756509
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
8.409520000000
N
N
N
N
N
N
Magnetite CLO Ltd
5493003N6WY184N72D84
Magnetite XXVII Ltd
55955FAE5
5250000.000000000000
PA
USD
5243983.500000000000
0.0782849626
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
11.579420000000
N
N
N
N
N
N
Magnetite CLO Ltd
54930077HHZ1QV5CPQ30
Magnetite XXVIII Ltd
55955MAE0
2250000.000000000000
PA
USD
2250652.500000000000
0.0335989323
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
11.729420000000
N
N
N
N
N
N
MAINE HLTH & HGR EDUCTNL FACS
N/A
Maine Health & Higher Educational Facilities Authority
56042RK84
14250000.000000000000
PA
USD
10439287.800000000000
0.1558432164
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
3.118000000000
N
N
N
N
N
N
MARATHON CNTY WI
N/A
County of Marathon WI
565777PY9
1495000.000000000000
PA
USD
1158056.000000000000
0.0172880732
Long
DBT
MUN
US
N
2
2037-02-01
Fixed
2.000000000000
N
N
N
N
N
N
MARION & POLK CNTYS OR SCH DIS
N/A
Salem-Keizer School District No 24J
569203NS7
3000000.000000000000
PA
USD
1498924.800000000000
0.0223767432
Long
DBT
MUN
US
N
2
2039-06-15
Fixed
.000000000000
N
N
N
N
N
N
MARYLAND ST HLTH & HGR EDUCTNL
N/A
Maryland Health & Higher Educational Facilities Authority
57421CAV6
10000000.000000000000
PA
USD
7495067.000000000000
0.1118903292
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
3.052000000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AA9
10680000.000000000000
PA
USD
11507229.010000000000
0.1717860083
Long
DBT
CORP
US
N
2
2111-07-01
Fixed
5.600000000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgage
N/A
MASTR Adjustable Rate Mortgages Trust 2005-1
576433XE1
87363.320000000000
PA
USD
79121.320000000000
0.0011811650
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
4.042388000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-7
576434HG2
32423.400000000000
PA
USD
32613.710000000000
0.0004868747
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Fixed
6.250000000000
N
N
N
N
N
N
MERCER CNTY NJ IMPT AUTH
N/A
Mercer County Improvement Authority/The
5878446W6
13390000.000000000000
PA
USD
15963110.770000000000
0.2383057708
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
8.270000000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5
59020UYT6
233476.550000000000
PA
USD
217247.920000000000
0.0032431920
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Variable
4.400902000000
N
N
N
N
N
N
MET PIER & EXPOSITION AUTH IL
254900I3VDCQ58UGBR15
Metropolitan Pier & Exposition Authority
592250EJ9
4025000.000000000000
PA
USD
2408607.500000000000
0.0359569682
Long
DBT
MUN
US
N
2
2036-06-15
Fixed
.000000000000
N
N
N
N
N
N
MILWAUKEE WI REDEV AUTH REVENU
N/A
Milwaukee Redevelopment Authority
60242NDP3
1000000.000000000000
PA
USD
434041.700000000000
0.0064796043
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
.000000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
61690QAH2
3845000.000000000000
PA
USD
3597556.950000000000
0.0537062352
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
4.137944000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-16CB
021460AB6
364652.790000000000
PA
USD
198645.190000000000
0.0029654806
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-16CB
021460AD2
955794.960000000000
PA
USD
520670.830000000000
0.0077728499
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-14CB
021468AD5
2286155.490000000000
PA
USD
1254926.760000000000
0.0187342112
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JBA1
7959000.000000000000
PA
USD
7063348.260000000000
0.1054454032
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
4.281000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I 2017-HR2
61691NAK1
10576000.000000000000
PA
USD
9576422.050000000000
0.1429618995
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
4.318207000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L6
61692CBS6
7500000.000000000000
PA
USD
5860299.750000000000
0.0874856580
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.951000000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2006-11
61749WAN7
1909937.900000000000
PA
USD
804337.300000000000
0.0120075731
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-30T1
02146VAN2
8388155.050000000000
PA
USD
2700522.060000000000
0.0403148234
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-23CB
02147RAF7
1314683.380000000000
PA
USD
1176427.590000000000
0.0175623340
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-31CB
02148HAG6
203957.430000000000
PA
USD
117469.180000000000
0.0017536421
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-2CB
02149HBE9
5506984.230000000000
PA
USD
2826647.990000000000
0.0421976980
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.750000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L7
61772TBP8
143080000.000000000000
PA
USD
3905397.220000000000
0.0583018378
Long
ABS-MBS
CORP
US
N
2
2054-10-15
Variable
.410715000000
N
N
N
N
N
N
Myers Park CLO LTD
N/A
Myers Park CLO Ltd
62848FAJ1
1240000.000000000000
PA
USD
1239961.560000000000
0.0185108028
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
7.629420000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-8CB
02150FAJ9
756261.100000000000
PA
USD
424081.730000000000
0.0063309166
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6.000000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2024-1
02531AAC5
5000000.000000000000
PA
USD
5001800.000000000000
0.0746695191
Long
ABS-O
CORP
US
N
2
2027-11-12
Fixed
5.600000000000
N
N
N
N
N
N
NBT BANCORP INC
N/A
NBT Bancorp Inc
628778AB8
7500000.000000000000
PA
USD
6956906.630000000000
0.1038563862
Long
DBT
CORP
US
N
2
2030-07-01
Variable
5.000000000000
N
N
N
N
N
N
NATIONAL FIN AUTH NH FEDERAL L
N/A
New Hampshire Business Finance Authority
63607VAB2
4815000.000000000000
PA
USD
3353460.680000000000
0.0500622369
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
3.278000000000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy/The
63902HAR0
532000.000000000000
PA
USD
385286.680000000000
0.0057517636
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
1.861000000000
N
N
N
N
N
N
NORTH CAROLINA ST UNIV AT RALE
N/A
North Carolina State University at Raleigh
658289L50
4000000.000000000000
PA
USD
2975808.400000000000
0.0444244436
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
3.020000000000
N
N
N
N
N
N
Octagon Investment Partners 26
549300ZYOSZSIH0Y3392
Octagon Investment Partners 26 Ltd
67590YAS9
6220000.000000000000
PA
USD
6090841.700000000000
0.0909273103
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
7.375600000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAE5
10000000.000000000000
PA
USD
10678841.800000000000
0.1594194054
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.500000000000
N
N
N
N
N
N
OREGON ST
549300R5SUGZRD8KP359
State of Oregon
68609TC71
1205000.000000000000
PA
USD
843062.830000000000
0.0125856884
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
2.369000000000
N
N
N
N
N
N
PENN STATE HEALTH
254900ZBDOI59F4TUB07
Penn State Health
707631AA5
5920000.000000000000
PA
USD
4406655.070000000000
0.0657848804
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.806000000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAK9
11950000.000000000000
PA
USD
10597739.200000000000
0.1582086628
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.750000000000
N
N
N
N
N
N
PIEDMONT HEALTHCARE INC
254900D1I6W7J0DSAY11
Piedmont Healthcare Inc
72014TAD1
12924000.000000000000
PA
USD
9139191.350000000000
0.1364346881
Long
DBT
CORP
US
N
2
2042-01-01
Fixed
2.719000000000
N
N
N
N
N
N
PLYMOUTH-CANTON MI CMNTY SCH D
N/A
Plymouth-Canton Community School District
729429QW3
1675000.000000000000
PA
USD
1451025.030000000000
0.0216616700
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
3.000000000000
N
N
N
N
N
N
PUBLIC FIN AUTH WI LEASE REVEN
5493004S6D3NA627K012
Public Finance Authority
74445HAJ9
3635000.000000000000
PA
USD
3521933.690000000000
0.0525772912
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
4.153000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3Q8
74866.000000000000
PA
USD
73876.790000000000
0.0011028718
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
.000000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3R6
592257.000000000000
PA
USD
381734.870000000000
0.0056987403
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
.000000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3T2
2034695.280000000000
PA
USD
1192840.110000000000
0.0178073488
Long
DBT
MUN
US
N
2
2043-11-01
Variable
.000000000000
N
N
N
N
N
N
PUTNAM CNTY TN
N/A
County of Putnam TN
746673B76
4115000.000000000000
PA
USD
3100131.130000000000
0.0462803992
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
2.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S9 Trust
749577AC6
1332842.860000000000
PA
USD
987864.740000000000
0.0147473680
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
5.750000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S3 Trust
76111XN74
1706074.270000000000
PA
USD
1361951.410000000000
0.0203319319
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
5.500000000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA R
N/A
San Francisco City & County Redevelopment Financing Authority
79771PF67
5240000.000000000000
PA
USD
2742467.180000000000
0.0409410023
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
.000000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-5
80287HAE8
7500000.000000000000
PA
USD
7407782.250000000000
0.1105872962
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.740000000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
2000000.000000000000
PA
USD
1815638.400000000000
0.0271048115
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.000000000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CG7
9144000.000000000000
PA
USD
8043130.980000000000
0.1200721185
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.000000000000
N
N
N
N
N
N
SOUTH CAROLINA ST JOBS-ECON DE
5493006X47I9VG3DL112
South Carolina Jobs-Economic Development Authority
83703FLY6
5725000.000000000000
PA
USD
5006591.510000000000
0.0747410493
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.729000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C57
95002XBB0
7250000.000000000000
PA
USD
6539413.000000000000
0.0976238202
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Fixed
1.914000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C57
95002XBH7
22183310.950000000000
PA
USD
2111547.290000000000
0.0315222961
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Variable
2.065740000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C59
95003CAW0
7648000.000000000000
PA
USD
5603709.480000000000
0.0836551426
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
3.284000000000
N
N
N
N
N
N
Apidos CLO Ltd
5493003SQW0Q40KVFQ19
Apidos CLO XXII
03765XAN6
2000000.000000000000
PA
USD
1992562.000000000000
0.0297460207
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
8.529420000000
N
N
N
N
N
N
ARES CLO Ltd
5493005YAOTYJUJV3S58
Ares XXXIX CLO Ltd
04015WBA1
1750000.000000000000
PA
USD
1750743.750000000000
0.0261360298
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
6.609520000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C5
05492JBB7
174774000.000000000000
PA
USD
2730738.890000000000
0.0407659162
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
.375920000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C12
05552XBM9
9000000.000000000000
PA
USD
6897798.900000000000
0.1029739947
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.758000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2023-C21
05553WAB5
10130000.000000000000
PA
USD
10462498.000000000000
0.1561897105
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
6.296303000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-4
05950AAU0
455623.270000000000
PA
USD
396463.280000000000
0.0059186138
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.500000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK38
06540EAQ6
40193523.100000000000
PA
USD
1900691.420000000000
0.0283745280
Long
ABS-MBS
CORP
US
N
2
2064-12-15
Variable
.811707000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JAZ5
5200000.000000000000
PA
USD
4568640.960000000000
0.0682030916
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
2.041000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK23
06541RBG7
8713000.000000000000
PA
USD
6961978.890000000000
0.1039321076
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
3.505019000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK30
06541UCK0
5450000.000000000000
PA
USD
4031614.070000000000
0.0601860698
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Variable
2.757000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C61
95003QCN7
9132000.000000000000
PA
USD
760477.350000000000
0.0113528086
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
1.389956000000
N
N
N
N
N
N
WESTERN ALLIANCE BANCORP
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638AD1
2850000.000000000000
PA
USD
2506575.000000000000
0.0374194790
Long
DBT
CORP
US
N
2
2031-06-15
Variable
3.000000000000
N
N
N
N
N
N
BANNER CORP
N/A
Banner Corp
06652VAA7
8000000.000000000000
PA
USD
7370349.920000000000
0.1100284866
Long
DBT
CORP
US
N
2
2030-06-30
Variable
5.000000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2024-C24
07336VBA8
32630000.000000000000
PA
USD
3276929.750000000000
0.0489197426
Long
ABS-MBS
CORP
US
N
2
2057-02-15
Variable
1.331120000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAV9
105441000.000000000000
PA
USD
5491472.720000000000
0.0819796128
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
.906569000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAN8
28014000.000000000000
PA
USD
2414815.200000000000
0.0360496401
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.487702000000
N
N
N
N
N
N
WSFS FINANCIAL CORP
549300SU7VQHD6QRG886
WSFS Financial Corp
117665AD1
3500000.000000000000
PA
USD
3374793.280000000000
0.0503807012
Long
DBT
CORP
US
N
2
2027-12-15
Variable
7.696240000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-21
12543PAL7
1139557.790000000000
PA
USD
508251.890000000000
0.0075874534
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-5
12544VAB5
1558885.070000000000
PA
USD
765918.430000000000
0.0114340359
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
5.750000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C18 Commercial Mortgage Trust
12597DAK1
3901000.000000000000
PA
USD
3266448.520000000000
0.0487632732
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
3.919483000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-6CB
12667F5G6
1696979.780000000000
PA
USD
1434437.830000000000
0.0214140475
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-9CB
12667GEK5
1728912.130000000000
PA
USD
1447346.340000000000
0.0216067526
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-J6
12667GVG5
2540878.720000000000
PA
USD
1990186.960000000000
0.0297105648
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-6
126694K31
575333.170000000000
PA
USD
285245.640000000000
0.0042582980
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-27
126694NV6
508211.170000000000
PA
USD
213859.070000000000
0.0031926014
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-17
17025AAF9
2090024.890000000000
PA
USD
847492.760000000000
0.0126518207
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2006-AR7
172987AW9
1131698.500000000000
PA
USD
950627.650000000000
0.0141914730
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
4.875666000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GMR6
10612.140000000000
PA
USD
8266.770000000000
0.0001234107
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Fixed
9.250000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FAY1
10339000.000000000000
PA
USD
8927545.570000000000
0.1332751278
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Fixed
3.017800000000
N
N
N
N
N
N
CLACKAMAS & WASHINGTON CNTYS O
N/A
Clackamas & Washington Counties School District No 3
178882MX1
1900000.000000000000
PA
USD
1053271.270000000000
0.0157237913
Long
DBT
MUN
US
N
2
2038-06-15
Fixed
.000000000000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PMV1
3160000.000000000000
PA
USD
2540859.300000000000
0.0379312931
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
3.532000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust Series 2006-2
225470YM9
517237.280000000000
PA
USD
329712.750000000000
0.0049221265
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-J6
23244EAE7
2671468.950000000000
PA
USD
1353290.030000000000
0.0202026302
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.000000000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AH9
1500000.000000000000
PA
USD
1295409.360000000000
0.0193385569
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.250000000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AJ5
4208000.000000000000
PA
USD
3538928.000000000000
0.0528309912
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.500000000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2024-1
26208WAC8
7250000.000000000000
PA
USD
7246218.400000000000
0.1081753855
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
5.350000000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2024-1
26208WAD6
7250000.000000000000
PA
USD
7242879.050000000000
0.1081255339
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
5.310000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCM68
39109542.110000000000
PA
USD
55023.210000000000
0.0008214156
Long
ABS-MBS
USGSE
US
N
2
2024-10-25
Variable
.338861000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLYL2
131200449.820000000000
PA
USD
6816309.450000000000
0.1017574770
Long
ABS-MBS
USGSE
US
N
2
2034-03-25
Variable
.776328000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMCT7
58370127.010000000000
PA
USD
2295802.160000000000
0.0342729504
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Variable
.942697000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMU26
194205337.150000000000
PA
USD
7353119.000000000000
0.1097712543
Long
ABS-MBS
USGSE
US
N
2
2029-06-25
Variable
.877799000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMUA8
70547000.000000000000
PA
USD
1804112.540000000000
0.0269327474
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Variable
1.364749000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHM0
78282321.280000000000
PA
USD
3934461.640000000000
0.0587357268
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Variable
1.141504000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQKE2
172355187.430000000000
PA
USD
6435432.460000000000
0.0960715436
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Variable
.821804000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQKQ5
124768193.760000000000
PA
USD
3743033.340000000000
0.0558779838
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Variable
.638521000000
N
N
N
N
N
N
OLD NATL BANCORP
549300MMK90CL5KMVX16
Old National Bancorp/IN
320867AC8
7515000.000000000000
PA
USD
7452980.130000000000
0.1112620341
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
5.875000000000
N
N
N
N
N
N
FRETE 2021-ML12 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833TAB1
17898316.130000000000
PA
USD
1755824.810000000000
0.0262118826
Long
DBT
MUN
US
N
2
2041-07-25
Variable
1.303000000000
N
N
N
N
N
N
FRUITA CO HLTHCARE REVENUE
N/A
City of Fruita CO Healthcare Revenue
359427AD3
1825000.000000000000
PA
USD
1758254.820000000000
0.0262481590
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
5.000000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS10
36250SAP4
24049000.000000000000
PA
USD
1350033.900000000000
0.0201540210
Long
ABS-MBS
CORP
US
N
2
2051-07-10
Variable
1.404748000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2023-3
36267KAB3
7865860.260000000000
PA
USD
7875344.910000000000
0.1175673192
Long
ABS-O
CORP
US
N
2
2026-09-16
Fixed
5.740000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-3
36267PAG1
5000000.000000000000
PA
USD
5019901.000000000000
0.0749397404
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
6.010000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2024-1
36269HAD4
10000000.000000000000
PA
USD
9979014.000000000000
0.1489720054
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
5.490000000000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKW1
5060000.000000000000
PA
USD
4345322.560000000000
0.0648692762
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
3.807000000000
N
N
N
N
N
N
FRETE 2021-ML11 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
302610AD2
33751440.600000000000
PA
USD
1782413.580000000000
0.0266088138
Long
DBT
MUN
US
N
2
2038-03-25
Fixed
.769000000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300UYD6YMBA6XSE43
Goldentree Loan Management US Clo 2 Ltd
38136MAU2
4697874.620000000000
PA
USD
4700458.450000000000
0.0701709329
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
6.489420000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300UYD6YMBA6XSE43
Goldentree Loan Management US Clo 2 Ltd
38136PAA9
8811000.000000000000
PA
USD
8816039.890000000000
0.1316105120
Long
ABS-CBDO
CORP
KY
N
2
2030-11-28
Floating
10.279420000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300O473GD3F35WC55
Goldentree Loan Management US CLO 5 Ltd
38138EAA2
7500000.000000000000
PA
USD
7117755.000000000000
0.1062576158
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
10.429420000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAD9
13523000.000000000000
PA
USD
12048519.700000000000
0.1798666824
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.750000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BTUR0
72512000.000000000000
PA
USD
181076.970000000000
0.0027032129
Long
ABS-MBS
USGSE
US
N
2
2026-11-25
Variable
.056571000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BVZA7
358111726.990000000000
PA
USD
2449018.670000000000
0.0365602476
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Variable
.274359000000
N
N
N
N
N
N
Grippen Park CLO LTD
549300P7KR0IARP7PG22
Grippen Park CLO Ltd
39862EAD6
7550000.000000000000
PA
USD
7552265.000000000000
0.1127442112
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
8.879420000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2006-6
41161UAE2
1767665.770000000000
PA
USD
1364226.640000000000
0.0203658977
Long
ABS-MBS
CORP
US
N
2
2036-08-19
Variable
4.715223000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F64T1
32621072.000000000000
PA
USD
1547325.090000000000
0.0230992883
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
1.568065000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLMZ4
50517000.000000000000
PA
USD
1466225.610000000000
0.0218885923
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Variable
.625272000000
N
N
N
N
N
N
HARRIS CNTY TX MET TRANSIT AUT
N/A
Metropolitan Transit Authority of Harris County Sales & Use Tax Revenue
41422EKW2
17015000.000000000000
PA
USD
13062880.010000000000
0.1950095902
Long
DBT
MUN
US
N
2
2037-11-01
Fixed
2.599000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BD3
2113000.000000000000
PA
USD
1989607.220000000000
0.0297019102
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.875000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMUR1
62389283.680000000000
PA
USD
1913242.250000000000
0.0285618935
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Variable
.802395000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQXN8
20050000.000000000000
PA
USD
487461.620000000000
0.0072770852
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Variable
1.006470000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZS9
29779712.060000000000
PA
USD
2353192.850000000000
0.0351297090
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
1.695388000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZX5
122723095.560000000000
PA
USD
8670202.620000000000
0.1294333760
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.432856000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWG95
53870212.310000000000
PA
USD
3553020.630000000000
0.0530413735
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.323645000000
N
N
N
N
N
N
Freddie Mac Multiclass Certifi
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multiclass Certificates Series 2015-P001
3137H14L7
70015000.000000000000
PA
USD
3428613.550000000000
0.0511841587
Long
ABS-MBS
USGSE
US
N
2
2027-08-27
Variable
2.038011000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2022-2 Owner Trust
43815PAB5
719472.760000000000
PA
USD
718265.480000000000
0.0107226474
Long
ABS-O
CORP
US
N
2
2025-03-18
Fixed
3.810000000000
N
N
N
N
N
N
HOUSTON TX
549300C64URYS0WQQY42
City of Houston TX
442331QN7
795000.000000000000
PA
USD
835545.080000000000
0.0124734594
Long
DBT
MUN
US
N
2
2032-03-01
Fixed
6.290000000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152F48
3000000.000000000000
PA
USD
3032676.600000000000
0.0452734022
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
5.750000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A11CB
45660LA82
385720.670000000000
PA
USD
172021.740000000000
0.0025680316
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
6.000000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H5E37
160000000.000000000000
PA
USD
2679136.000000000000
0.0399955609
Long
ABS-MBS
USGSE
US
N
2
2028-12-25
Variable
.396836000000
N
N
N
N
N
N
First Horizon Alternative Mort
5493005TE20WPW8O1W08
First Horizon Alternative Mortgage Securities Trust 2006-FA1
32051GS63
1857138.550000000000
PA
USD
825857.440000000000
0.0123288372
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
5.750000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2003-A9
45660NSX4
820517.590000000000
PA
USD
698795.120000000000
0.0104319836
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Fixed
4.000000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR31
45667QAE1
3693318.080000000000
PA
USD
3320330.630000000000
0.0495676539
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
3.831219000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JAC1
23066000.000000000000
PA
USD
144822.190000000000
0.0021619823
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
.500000000000
N
N
N
N
N
N
JEA FL WTR & SWR REVENUE
N/A
JEA Water & Sewer System Revenue
46615SEU8
5045000.000000000000
PA
USD
4355425.690000000000
0.0650201011
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
3.000000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP6
48128KAW1
68830000.000000000000
PA
USD
1292303.900000000000
0.0192921970
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
.628746000000
N
N
N
N
N
N
KANSAS CITY MO LAND CLEARANCE
N/A
Kansas City Land Clearance Redevelopment Authority
48504MAA9
7915000.000000000000
PA
USD
7270656.470000000000
0.1085402099
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
6.400000000000
N
N
N
N
N
N
KING CNTY WA HSG AUTH
549300TZU8KSWALVD392
King County Housing Authority
494759QQ9
3500000.000000000000
PA
USD
2877982.100000000000
0.0429640408
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.000000000000
N
N
N
N
N
N
KING CNTY WA HSG AUTH
549300TZU8KSWALVD392
King County Housing Authority
494759RG0
18995000.000000000000
PA
USD
15180148.670000000000
0.2266172980
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
3.000000000000
N
N
N
N
N
N
LOUISIANA ST GAS & FUELS TAX R
N/A
State of Louisiana Gasoline & Fuels Tax Revenue
546475UA0
12055000.000000000000
PA
USD
8614423.440000000000
0.1286006749
Long
DBT
MUN
US
N
2
2041-05-01
Fixed
2.530000000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300B3V0K3DX0M2K31
Magnetite XV Ltd
55953NAE0
4000000.000000000000
PA
USD
3881300.000000000000
0.0579421017
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
10.786280000000
N
N
N
N
N
N
Magnetite CLO Ltd
529900728SHVCI48J015
Magnetite XXXIX Ltd
559924AG0
2000000.000000000000
PA
USD
2003688.000000000000
0.0299121155
Long
ABS-CBDO
CORP
KY
N
2
2033-10-25
Floating
9.534810000000
N
N
N
N
N
N
MARATHON CNTY WI
N/A
County of Marathon WI
565777NX3
1105000.000000000000
PA
USD
806328.330000000000
0.0120372963
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
2.000000000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AN5
2100000.000000000000
PA
USD
1446374.900000000000
0.0215922504
Long
DBT
CORP
US
N
2
2040-07-16
Fixed
2.375000000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AE9
2493000.000000000000
PA
USD
2202931.850000000000
0.0328865332
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
3.500000000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
57571KAB0
2750000.000000000000
PA
USD
3561011.490000000000
0.0531606653
Long
DBT
CORP
US
N
2
2096-11-02
Fixed
7.250000000000
N
N
N
N
N
N
MASSACHUSETTS ST CLG BLDG AUTH
N/A
Massachusetts State College Building Authority
575832TX8
550000.000000000000
PA
USD
566682.770000000000
0.0084597405
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
5.932000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2006-FA6
32052FBD7
618.820000000000
PA
USD
337.180000000000
0.0000050336
Long
ABS-MBS
CORP
US
N
2
2500-12-31
Fixed
5.750000000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
549300YB0SYOI7JLTH61
First Horizon Mortgage Pass-Through Trust 2006-4
32052UAQ6
527701.980000000000
PA
USD
136731.330000000000
0.0020411977
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-6
576434SN5
91473.400000000000
PA
USD
87988.380000000000
0.0013135371
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.000000000000
N
N
N
N
N
N
MET PIER & EXPOSITION AUTH IL
254900I3VDCQ58UGBR15
Metropolitan Pier & Exposition Authority
592247K90
5000000.000000000000
PA
USD
3010505.000000000000
0.0449424128
Long
DBT
MUN
US
N
2
2036-12-15
Fixed
.000000000000
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TH97
19000000.000000000000
PA
USD
17279979.400000000000
0.2579646831
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
3.267000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H3
61767YBB5
135712000.000000000000
PA
USD
1959029.860000000000
0.0292454352
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
.358428000000
N
N
N
N
N
N
FORNEY TX INDEP SCH DIST
N/A
Forney Independent School District
346425ES6
1000000.000000000000
PA
USD
904090.900000000000
0.0134967477
Long
DBT
MUN
US
N
2
2039-02-15
Fixed
3.000000000000
N
N
N
N
N
N
FORNEY TX INDEP SCH DIST
N/A
Forney Independent School District
346425HL8
7300000.000000000000
PA
USD
5715791.230000000000
0.0853283583
Long
DBT
MUN
US
N
2
2040-08-15
Fixed
2.500000000000
N
N
N
N
N
N
FORT BEND TX GRAND PKWY TOLL R
N/A
Fort Bend Grand Parkway Toll Road Authority
346832CG1
2150000.000000000000
PA
USD
1891602.040000000000
0.0282388369
Long
DBT
MUN
US
N
2
2039-03-01
Fixed
3.000000000000
N
N
N
N
N
N
FRISCO TX
N/A
City of Frisco TX
358776H47
4835000.000000000000
PA
USD
3547732.500000000000
0.0529624295
Long
DBT
MUN
US
N
2
2039-02-15
Fixed
2.000000000000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy/The
63902HAP4
1250000.000000000000
PA
USD
963193.090000000000
0.0143790565
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
1.711000000000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy/The
63902HAQ2
1150000.000000000000
PA
USD
860772.460000000000
0.0128500671
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
1.811000000000
N
N
N
N
N
N
FRISCO TX
N/A
City of Frisco TX
358776H54
4925000.000000000000
PA
USD
3514469.660000000000
0.0524658642
Long
DBT
MUN
US
N
2
2040-02-15
Fixed
2.000000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2012-BWTR
36192RAA0
445000.000000000000
PA
USD
333005.560000000000
0.0049712833
Long
ABS-MBS
CORP
US
N
2
2034-11-05
Fixed
2.954000000000
N
N
N
N
N
N
NEW HOPE CULTURAL EDU FACS FIN
N/A
New Hope Cultural Education Facilities Finance Corp
64542PAE5
169147.940000000000
PA
USD
.000000000000
0.0000000000
Long
DBT
MUN
US
N
2
2500-12-31
Fixed
4.000000000000
Y
Y
N
N
N
N
NEW JERSEY ST TRANSPRTN TRUST
549300YUVD5TEXR6L889
New Jersey Transportation Trust Fund Authority
646136WU1
5000000.000000000000
PA
USD
2687624.500000000000
0.0401222818
Long
DBT
MUN
US
N
2
2039-12-15
Fixed
.000000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2012-BWTR
36192RAG7
6608000.000000000000
PA
USD
3357043.080000000000
0.0501157168
Long
ABS-MBS
CORP
US
N
2
2034-11-05
Fixed
3.255000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2003-5F
36228FTD8
767536.580000000000
PA
USD
693643.610000000000
0.0103550791
Long
ABS-MBS
CORP
US
N
2
2032-08-25
Fixed
3.000000000000
N
N
N
N
N
N
NEW MEMPHIS ARENA PUBLIC BLDG
N/A
New Memphis Arena Public Building Authority
64704CAN8
6020000.000000000000
PA
USD
2243921.890000000000
0.0334984542
Long
DBT
MUN
US
N
2
2044-04-01
Fixed
.000000000000
N
N
N
N
N
N
NEW MEMPHIS ARENA PUBLIC BLDG
N/A
New Memphis Arena Public Building Authority
64704CAP3
6000000.000000000000
PA
USD
2107944.600000000000
0.0314685132
Long
DBT
MUN
US
N
2
2045-04-01
Fixed
.000000000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-15
3622E8AE5
2021773.910000000000
PA
USD
515871.590000000000
0.0077012043
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
6.691650000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-18
3622ELAG1
1652460.250000000000
PA
USD
378570.550000000000
0.0056515016
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
6.181590000000
N
N
N
N
N
N
NEW MEMPHIS ARENA PUBLIC BLDG
N/A
New Memphis Arena Public Building Authority
64704CAQ1
4900000.000000000000
PA
USD
1626098.810000000000
0.0242752641
Long
DBT
MUN
US
N
2
2046-04-01
Fixed
.000000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AC4
2000000.000000000000
PA
USD
1749818.200000000000
0.0261222127
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.875000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR5
362341LF4
521046.320000000000
PA
USD
465182.080000000000
0.0069444844
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Variable
4.691215000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Trust
36242DSV6
2050000.000000000000
PA
USD
1957322.170000000000
0.0292199419
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
6.260000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-4F
36242DW33
46547.860000000000
PA
USD
46377.010000000000
0.0006923406
Long
ABS-MBS
CORP
US
N
2
2500-12-31
Fixed
6.500000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAC1
20916000.000000000000
PA
USD
1625681.460000000000
0.0242690337
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
1.894495000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBH7
10200000.000000000000
PA
USD
8573458.120000000000
0.1279891229
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.850000000000
N
N
N
N
N
N
ORLANDO FL UTILITIES COMMISSIO
549300EJR7JVMRXL5D66
Orlando Utilities Commission
686507CW2
8000000.000000000000
PA
USD
8437675.200000000000
0.1259620835
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
5.662000000000
N
N
N
N
N
N
PARK NATIONAL CORP
5493001T01TDELV5OO63
Park National Corp
700658AA5
15600000.000000000000
PA
USD
14692029.610000000000
0.2193303982
Long
DBT
CORP
US
N
2
2030-09-01
Variable
4.500000000000
N
N
N
N
N
N
PORTLAND ME
N/A
City of Portland ME
736560TQ6
1760000.000000000000
PA
USD
1351024.050000000000
0.0201688025
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
2.500000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GSA1
36261PAV4
70165565.550000000000
PA
USD
2502784.670000000000
0.0373628949
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Variable
.806494000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-4
362929AC5
2075000.000000000000
PA
USD
2101079.430000000000
0.0313660264
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
6.420000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3M7
355042.000000000000
PA
USD
339093.730000000000
0.0050621708
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS10 Trust
74924DAA7
257109.220000000000
PA
USD
202298.390000000000
0.0030200175
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.500000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S5 Trust
74957EAM9
155421.760000000000
PA
USD
126788.080000000000
0.0018927596
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS13 Trust
75115DAF2
1820481.310000000000
PA
USD
1354285.720000000000
0.0202174944
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.000000000000
N
N
N
N
N
N
REEDY CREEK FL IMPT DIST
549300DLSKH6SZ96KV94
Central Florida Tourism Oversight District
758449SH6
18500000.000000000000
PA
USD
14317951.050000000000
0.2137459553
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
2.731000000000
N
N
N
N
N
N
Renaissance Home Equity Loan T
N/A
Renaissance Home Equity Loan Trust 2005-1
759950FE3
5699.140000000000
PA
USD
5680.790000000000
0.0000848058
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
5.516000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2005-SA4 Trust
76111XYD9
1622181.560000000000
PA
USD
1048787.750000000000
0.0156568589
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
5.121316000000
N
N
N
N
N
N
Suntrust Adjustable Rate Mortg
N/A
STARM Mortgage Loan Trust 2007-1
78473NAC7
3118252.960000000000
PA
USD
2590875.930000000000
0.0386779679
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Variable
5.608077000000
N
N
N
N
N
N
SALT LAKE CNTY UT CONVENTION H
N/A
County of Salt Lake UT Convention Hotel Revenue
79567VAE0
5000000.000000000000
PA
USD
4343929.000000000000
0.0648484724
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
5.750000000000
N
N
N
N
N
N
SANTA ANA CA UNIF SCH DIST
N/A
Santa Ana Unified School District
801155RQ7
3955000.000000000000
PA
USD
2422724.630000000000
0.0361677162
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
.000000000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBJ4
7000000.000000000000
PA
USD
6979355.320000000000
0.1041915121
Long
DBT
CORP
US
N
2
2030-01-09
Variable
6.174000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-4
80286FAC7
4431957.120000000000
PA
USD
4408861.750000000000
0.0658178229
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
4.140000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-7
80287FAE2
9695000.000000000000
PA
USD
9883782.010000000000
0.1475503318
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
6.690000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-2
80287JAC8
10020000.000000000000
PA
USD
9990274.670000000000
0.1491401106
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
5.210000000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AG4
1000000.000000000000
PA
USD
932871.350000000000
0.0139263975
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.500000000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579SS8
552668.040000000000
PA
USD
407308.280000000000
0.0060805137
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Variable
5.413612000000
N
N
N
N
N
N
Suntrust Alternative Loan Trus
N/A
Suntrust Alternative Loan Trust Series 2005-1F
86789MAT4
1629050.710000000000
PA
USD
1470093.810000000000
0.0219463389
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
6.000000000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAH6
2766000.000000000000
PA
USD
2129814.030000000000
0.0317949917
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
3.161000000000
N
N
N
N
N
N
TEXAS CAPITAL BANK NA
38PG5GG0OEQK4QMSKE59
Texas Capital Bank NA
88224PJS9
5000000.000000000000
PA
USD
4645962.900000000000
0.0693573944
Long
DBT
CORP
US
N
2
2026-01-31
Fixed
5.250000000000
N
N
N
N
N
N
TEXAS ST
549300X9CH74QB747L76
State of Texas
882724WD5
3430000.000000000000
PA
USD
2676454.380000000000
0.0399555283
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
2.125000000000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSION
5493006JSGNPGVJS7691
Texas Transportation Commission
882830AP7
3000000.000000000000
PA
USD
2248893.000000000000
0.0335726656
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
2.562000000000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSION
5493006JSGNPGVJS7691
Texas Transportation Commission
882830BF8
6295000.000000000000
PA
USD
4508805.710000000000
0.0673098393
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
2.013000000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2023-C Owner Trust
89231FAB6
8849417.880000000000
PA
USD
8851571.830000000000
0.1321409516
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
5.600000000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2023-C Owner Trust
89231FAD2
5124000.000000000000
PA
USD
5131625.540000000000
0.0766076235
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.160000000000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BM4
5000000.000000000000
PA
USD
5001569.000000000000
0.0746660706
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.700000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C8
90276VAD1
2000457.850000000000
PA
USD
1885587.360000000000
0.0281490466
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
3.720000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90278MBC0
128213000.000000000000
PA
USD
5120173.330000000000
0.0764366588
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Variable
.849812000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797JQ1
30000000.000000000000
PA
USD
29737674.900000000000
0.4439397584
Long
DBT
UST
US
N
2
2024-04-30
Fixed
.000000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
92922FX94
2475275.090000000000
PA
USD
2072290.900000000000
0.0309362559
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.500000000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2004-J Trust
949813AA7
2910258.130000000000
PA
USD
2630075.360000000000
0.0392631577
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
5.368266000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR5 Trust
94983RAD6
1163134.270000000000
PA
USD
1074534.490000000000
0.0160412199
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
5.099481000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2007-AR3 Trust
94983UAA5
563169.660000000000
PA
USD
479822.920000000000
0.0071630506
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
5.108208000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-2
379928AC8
3986480.180000000000
PA
USD
3979906.080000000000
0.0594141455
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
5.700000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-2
379928AG9
5000000.000000000000
PA
USD
4983198.000000000000
0.0743918186
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
5.690000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RAV1
6635715.070000000000
PA
USD
6497526.970000000000
0.0969985234
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
4.245000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C49
95001WBF4
8947000.000000000000
PA
USD
8360747.830000000000
0.1248136710
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
4.546000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C57
95002XBJ3
74972000.000000000000
PA
USD
2955268.790000000000
0.0441178175
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Variable
.732967000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C61
95003QBS7
4221000.000000000000
PA
USD
3314251.110000000000
0.0494768956
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
3.113000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-2
959926AE6
2050000.000000000000
PA
USD
2063431.190000000000
0.0308039935
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
6.140000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-3
96041CAL6
6000000.000000000000
PA
USD
6032826.000000000000
0.0900612212
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
6.020000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAE5
3750000.000000000000
PA
USD
3740811.750000000000
0.0558448187
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
5.410000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAF2
3495000.000000000000
PA
USD
3491871.280000000000
0.0521285036
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.740000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-3
96043PAJ0
10000000.000000000000
PA
USD
10029852.000000000000
0.1497309419
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
5.990000000000
N
N
N
N
N
N
WILLIAM S HART CA UNION HIGH S
N/A
William S Hart Union High School District
969268AY7
1150000.000000000000
PA
USD
742355.250000000000
0.0110822723
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
.000000000000
N
N
N
N
N
N
GOLDEN ST TOBACCO SECURITIZATI
N/A
Golden State Tobacco Securitization Corp
38122NB76
10835000.000000000000
PA
USD
9992920.050000000000
0.1491796022
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.000000000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
13014000.000000000000
PA
USD
11893746.680000000000
0.1775561488
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.000000000000
N
N
N
N
N
N
HACKENSACK MERIDIAN HLTH
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AC1
14920000.000000000000
PA
USD
10457575.410000000000
0.1561162235
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
2.675000000000
N
N
N
N
N
N
HAMILTON CNTY OH HLTH CARE FAC
549300TO1E3N4E4YIO28
County of Hamilton OH
40727TDK7
11955000.000000000000
PA
USD
9810695.010000000000
0.1464592503
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
3.756000000000
N
N
N
N
N
N
HILLTOP HOLDINGS INC
54930010TA543US0PM65
Hilltop Holdings Inc
432748AE1
11750000.000000000000
PA
USD
9426372.990000000000
0.1407218877
Long
DBT
CORP
US
N
2
2035-05-15
Variable
6.125000000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2023-2 Owner Trust
437927AC0
2662000.000000000000
PA
USD
2653863.060000000000
0.0396182731
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
4.930000000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2005-5
45254NPW1
354953.560000000000
PA
USD
324945.010000000000
0.0048509512
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
5.935410000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TLD4
785405.560000000000
PA
USD
756586.280000000000
0.0112947206
Long
ABS-MBS
CORP
US
N
2
2033-04-25
Fixed
6.500000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A15
45660L4G1
3447693.810000000000
PA
USD
1249777.970000000000
0.0186573474
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.750000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR3
45660L5P0
4811913.180000000000
PA
USD
3430148.250000000000
0.0512070695
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
3.802583000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A11CB
45660LA41
3388452.400000000000
PA
USD
1244552.140000000000
0.0185793334
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
4.850000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2004-AR11
45660N6Q3
869826.550000000000
PA
USD
765257.920000000000
0.0114241755
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
3.754505000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2004-AR4
45660NQ40
1931147.200000000000
PA
USD
1772007.730000000000
0.0264534698
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
5.003462000000
N
N
N
N
N
N
IndyMac IMSC Mortgage Loan Tru
N/A
IndyMac IMSC Mortgage Loan Trust 2007-AR1
456672AC8
352020.860000000000
PA
USD
206106.170000000000
0.0030768620
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Variable
4.002770000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2023-B
477920AB8
9500000.000000000000
PA
USD
9499825.200000000000
0.1418184212
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
5.590000000000
N
N
N
N
N
N
JONES LANG LASALLE INC
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020QAB3
5000000.000000000000
PA
USD
5258530.550000000000
0.0785021287
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.875000000000
N
N
N
N
N
N
KANSAS ST DEV FIN AUTH REVENUE
549300WTL7BL8KBDPR87
Kansas Development Finance Authority
485429Z72
2050000.000000000000
PA
USD
1971113.750000000000
0.0294258299
Long
DBT
MUN
US
N
2
2045-04-15
Fixed
4.927000000000
N
N
N
N
N
N
KING CNTY WA
N/A
County of King WA
49474FH60
5000000.000000000000
PA
USD
3677755.500000000000
0.0549034817
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
2.730000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300NGJ6CPPJRPGL08
LCM XIV LP
50184VAT1
6000000.000000000000
PA
USD
5925342.000000000000
0.0884566431
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
7.429420000000
N
N
N
N
N
N
LCM Ltd Partnership
549300PYL1KC7BYM8G75
LCM XVIII LP
50188HAC5
5300000.000000000000
PA
USD
4244022.700000000000
0.0633570183
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
11.529420000000
N
N
N
N
N
N
LCM Ltd Partnership
549300FY8UGGJMQNCO13
LCM XXV Ltd
50189PAJ1
4000000.000000000000
PA
USD
3852716.000000000000
0.0575153846
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
9.029420000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 29 Ltd
50201MAS2
4750000.000000000000
PA
USD
4744808.250000000000
0.0708330102
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
7.175600000000
N
N
N
N
N
N
LCM Ltd Partnership
54930038DJKYPKSVRB29
LCM 34 Ltd
50203DAA9
3250000.000000000000
PA
USD
2865778.500000000000
0.0427818590
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
12.119420000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2006-3
52520CAD7
3132511.630000000000
PA
USD
1577454.230000000000
0.0235490721
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Magnetite CLO Ltd
5493007RY5PFZOE8RF76
Magnetite XXXIV Ltd
55952MAG8
2950000.000000000000
PA
USD
2987733.450000000000
0.0446024671
Long
ABS-CBDO
CORP
KY
N
2
2036-04-20
Floating
10.517810000000
N
N
N
N
N
N
MARION & POLK CNTYS OR SCH DIS
N/A
Salem-Keizer School District No 24J
569203NT5
12395000.000000000000
PA
USD
5865600.320000000000
0.0875647877
Long
DBT
MUN
US
N
2
2040-06-15
Fixed
.000000000000
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH
N/A
Massachusetts School Building Authority
576000ZW6
1540000.000000000000
PA
USD
1166413.560000000000
0.0174128393
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
2.950000000000
N
N
N
N
N
N
MERCANTILE BANK CORP
P16VZZCKTJ5IONL6XE37
Mercantile Bank Corp
587376AE4
7000000.000000000000
PA
USD
5819106.580000000000
0.0868707045
Long
DBT
CORP
US
N
2
2032-01-30
Variable
3.250000000000
N
N
N
N
N
N
MET WASHINGTON DC ARPTS AUTH D
N/A
Metropolitan Washington Airports Authority Dulles Toll Road Revenue
592643BS8
10645000.000000000000
PA
USD
13990895.950000000000
0.2088635036
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
8.000000000000
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
Moog Inc
615394AM5
3610000.000000000000
PA
USD
3382040.770000000000
0.0504888956
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.250000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
61690AAH7
3000000.000000000000
PA
USD
2861648.400000000000
0.0427202027
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.488633000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAW1
6627000.000000000000
PA
USD
5360388.780000000000
0.0800227223
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Fixed
3.102000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L6
61692CAY4
11900000.000000000000
PA
USD
10472387.940000000000
0.1563373528
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.250000000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2005-7
61748HPH8
674603.220000000000
PA
USD
630681.090000000000
0.0094151413
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2005-7
61748HPN5
290729.120000000000
PA
USD
244435.250000000000
0.0036490589
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31
61766RAA4
21212500.000000000000
PA
USD
603207.140000000000
0.0090049956
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
1.258360000000
N
N
N
N
N
N
MUNI ELEC AUTH OF GA
JA0WNILDDF2KUPS83B16
Municipal Electric Authority of Georgia
62620HCQ3
10355000.000000000000
PA
USD
8924693.880000000000
0.1332325563
Long
DBT
MUN
US
N
2
2031-01-01
Fixed
2.497000000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525BB6
9500000.000000000000
PA
USD
7928941.870000000000
0.1183674430
Long
DBT
CORP
AU
N
2
2037-01-12
Variable
3.347000000000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH LE
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
645913BD5
20188000.000000000000
PA
USD
19232283.930000000000
0.2871097189
Long
DBT
MUN
US
N
2
2025-02-15
Fixed
.000000000000
N
N
N
N
N
N
NEW ORLEANS LA WTR REVENUE
N/A
City of New Orleans LA Water System Revenue
647753ME9
1800000.000000000000
PA
USD
1517331.600000000000
0.0226515296
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
1.691000000000
N
N
N
N
N
N
NEW ORLEANS LA WTR REVENUE
N/A
City of New Orleans LA Water System Revenue
647753MF6
3120000.000000000000
PA
USD
2573230.920000000000
0.0384145538
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
1.841000000000
N
N
N
N
N
N
NEW ORLEANS LA WTR REVENUE
N/A
City of New Orleans LA Water System Revenue
647753MG4
1635000.000000000000
PA
USD
1317479.890000000000
0.0196680375
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
1.941000000000
N
N
N
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital/The
649322AE4
10000000.000000000000
PA
USD
8656264.500000000000
0.1292253004
Long
DBT
CORP
US
N
2
2116-08-01
Fixed
4.763000000000
N
N
N
N
N
N
NEW YORK CITY NY TRANSITIONAL
N/A
New York City Transitional Finance Authority Building Aid Revenue
64972H5Y4
1400000.000000000000
PA
USD
1264648.140000000000
0.0188793371
Long
DBT
MUN
US
N
2
2038-07-15
Fixed
3.000000000000
N
N
N
N
N
N
Nomura Asset Acceptance Corpor
N/A
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AR3
65535VMG0
419260.550000000000
PA
USD
407776.040000000000
0.0060874967
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
5.687740000000
N
N
N
N
N
N
NORTH LAS VEGAS NV
N/A
City of North Las Vegas NV
660393P86
14155000.000000000000
PA
USD
15736028.570000000000
0.2349157675
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
6.572000000000
N
N
N
N
N
N
N TX TOLLWAY AUTH REVENUE
PQGZGRE0F2WPMYQQ1B78
North Texas Tollway Authority
66285WE51
2135000.000000000000
PA
USD
1598890.180000000000
0.0238690793
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.011000000000
N
N
N
N
N
N
N TX TOLLWAY AUTH REVENUE
PQGZGRE0F2WPMYQQ1B78
North Texas Tollway Authority
66285WZX7
21695000.000000000000
PA
USD
19422155.870000000000
0.2899442278
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
3.000000000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 30
549300CDNDWWERRAUA43
Octagon Investment Partners 30 Ltd
675920AJ1
3245422.000000000000
PA
USD
3250741.250000000000
0.0485287868
Long
ABS-CBDO
CORP
KY
N
2
2030-03-17
Floating
6.579420000000
N
N
N
N
N
N
OKLAHOMA ST MUNI PWR AUTH
54930074Q1M8747DCS20
Oklahoma Municipal Power Authority
67910HRZ5
3475000.000000000000
PA
USD
2715385.160000000000
0.0405367076
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
2.501000000000
N
N
N
N
N
N
OKLAHOMA ST MUNI PWR AUTH
54930074Q1M8747DCS20
Oklahoma Municipal Power Authority
67910HSA9
2390000.000000000000
PA
USD
1833234.680000000000
0.0273674981
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
2.551000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
7311000.000000000000
PA
USD
6738611.570000000000
0.1005975619
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.500000000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AF9
5000000.000000000000
PA
USD
4803282.700000000000
0.0717059477
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.110000000000
N
N
N
N
N
N
PORTLAND ME
N/A
City of Portland ME
736560TN3
1760000.000000000000
PA
USD
1410652.850000000000
0.0210589728
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
2.500000000000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3P0
502024.000000000000
PA
USD
453731.400000000000
0.0067735426
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S5 Trust
74957EAQ0
1340810.080000000000
PA
USD
1093789.820000000000
0.0163286736
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S5 Trust
74957EAT4
166639.070000000000
PA
USD
134194.230000000000
0.0020033225
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S6 Trust
74957VAQ2
476985.550000000000
PA
USD
394370.890000000000
0.0058873775
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.000000000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AF0
2000000.000000000000
PA
USD
2056037.660000000000
0.0306936190
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.400000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A15
76114DAK0
16419567.210000000000
PA
USD
4355996.240000000000
0.0650286186
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
6.035410000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S4 Trust
762010AA4
1725868.210000000000
PA
USD
1339615.110000000000
0.0199984838
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.000000000000
N
N
N
N
N
N
RHODE ISLAND ST
N/A
State of Rhode Island
762223MD4
1550000.000000000000
PA
USD
1128396.750000000000
0.0168453042
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
2.250000000000
N
N
N
N
N
N
SACRAMENTO CA TRANSIENT OCCUPA
N/A
City of Sacramento CA Transient Occupancy Tax Revenue
786073AE6
3320000.000000000000
PA
USD
3256430.960000000000
0.0486137258
Long
DBT
MUN
US
N
2
2025-06-01
Fixed
3.858000000000
N
N
N
N
N
N
SANTA MONICA CA CMNTY CLG DIST
N/A
Santa Monica Community College District
802385SC9
2300000.000000000000
PA
USD
1625361.010000000000
0.0242642499
Long
DBT
MUN
US
N
2
2044-08-01
Fixed
2.804000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-3
80285XAC9
6003000.000000000000
PA
USD
6019373.180000000000
0.0898603904
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.610000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-5
80286PAD3
4500000.000000000000
PA
USD
4589131.500000000000
0.0685089852
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
6.160000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-1
80287AAG8
937186.930000000000
PA
USD
936295.570000000000
0.0139775161
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
5.350000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-6
80287DAC1
4250000.000000000000
PA
USD
4313109.950000000000
0.0643883893
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
5.930000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-1
80287GAB6
1834192.040000000000
PA
USD
1834161.040000000000
0.0273813273
Long
ABS-O
CORP
US
N
2
2026-05-15
Fixed
5.360000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-6
802918AD4
14955000.000000000000
PA
USD
14826871.540000000000
0.2213433899
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
4.720000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-4
802927AD5
14300000.000000000000
PA
USD
14362869.950000000000
0.2144165284
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.730000000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CF9
8692000.000000000000
PA
USD
7468687.920000000000
0.1114965283
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.375000000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2007-9
86364JAA5
838251.870000000000
PA
USD
729066.380000000000
0.0108838890
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
7.074390000000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAJ0
9241000.000000000000
PA
USD
7695240.370000000000
0.1148786232
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.875000000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
10942000.000000000000
PA
USD
9353881.070000000000
0.1396396899
Long
DBT
CORP
US
N
2
2031-05-06
Variable
4.000000000000
N
N
N
N
N
N
TRUSTMARK CORP
5493000HPQ4D2RZ79739
Trustmark Corp
898402AA0
6500000.000000000000
PA
USD
5493707.570000000000
0.0820129758
Long
DBT
CORP
US
N
2
2030-12-01
Variable
3.625000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C7
90276WAU1
170396000.000000000000
PA
USD
2305117.090000000000
0.0344120086
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
.364880000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C12
90353DBA2
40443003.900000000000
PA
USD
1248216.700000000000
0.0186340399
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
.875138000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TM0
45000000.000000000000
PA
USD
41991503.850000000000
0.6268714060
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.000000000000
N
N
N
N
N
N
UNIVERSITY OF PENNSYLVAN
549300FG60YK9HZ7DS75
Trustees of the University of Pennsylvania/The
91481CAC4
22869000.000000000000
PA
USD
15905240.620000000000
0.2374418546
Long
DBT
CORP
US
N
2
2119-02-15
Fixed
3.610000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
92922FY85
541127.650000000000
PA
USD
453030.010000000000
0.0067630719
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.500000000000
N
N
N
N
N
N
WSFS FINANCIAL CORP
549300SU7VQHD6QRG886
WSFS Financial Corp
929328AF9
5470000.000000000000
PA
USD
4369498.470000000000
0.0652301870
Long
DBT
CORP
US
N
2
2030-12-15
Variable
2.750000000000
N
N
N
N
N
N
WARREN CNTY KY INDL BLDG REVEN
N/A
County of Warren KY
934867DJ8
1540000.000000000000
PA
USD
1425239.200000000000
0.0212767255
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
4.397000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust
93935EAH7
2413681.280000000000
PA
USD
830232.260000000000
0.0123941468
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
4.146247000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust
93936AAB7
1634470.750000000000
PA
USD
1217420.990000000000
0.0181743052
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
5.755410000000
N
N
N
N
N
N
Webster Park CLO Ltd
N/A
Webster Park CLO Ltd
948214AU5
10300000.000000000000
PA
USD
10246697.500000000000
0.1529681264
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
7.379420000000
N
N
N
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2007-PA1 Trust
94984TAD1
749105.450000000000
PA
USD
643798.080000000000
0.0096109587
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.000000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-C30
94989NBK2
5800000.000000000000
PA
USD
5567799.320000000000
0.0831190567
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
4.400000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust 2016-LC24
95000HBK7
66264075.000000000000
PA
USD
1401869.520000000000
0.0209278506
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Variable
.982659000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust 2016-C37
95000PAL8
11213000.000000000000
PA
USD
10267226.060000000000
0.1532745876
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.466416000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-4
02529XAB1
951268.920000000000
PA
USD
951899.800000000000
0.0142104643
Long
ABS-O
CORP
US
N
2
2026-10-13
Fixed
6.750000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C51
95001VAW0
130394000.000000000000
PA
USD
3817323.470000000000
0.0569870262
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Variable
.671353000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C49
95001WAZ1
4999974.960000000000
PA
USD
4892419.500000000000
0.0730366291
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
3.933000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2023-2
02529YAC7
4000000.000000000000
PA
USD
3989462.400000000000
0.0595568073
Long
ABS-O
CORP
US
N
2
2027-06-14
Fixed
5.610000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C6
05492TAF7
59000000.000000000000
PA
USD
2091355.300000000000
0.0312208594
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.674745000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C9
05493EBB7
8500000.000000000000
PA
USD
7003017.400000000000
0.1045447522
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
2.534000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C11
05493MAH7
29540000.000000000000
PA
USD
1791787.100000000000
0.0267487467
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Variable
.963495000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C49
95001WBD9
125812000.000000000000
PA
USD
3423130.640000000000
0.0511023069
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
.600670000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VHRKFNCWVN9Y77
Wells Fargo Commercial Mortgage Trust 2018-C47
95002DBR9
8000000.000000000000
PA
USD
7694140.800000000000
0.1148622083
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Variable
4.673000000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-C7 Mortgage Trust
05593FAF5
100366330.630000000000
PA
USD
5696893.290000000000
0.0850462398
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Variable
.806598000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-7 Trust
05946XT60
14546.070000000000
PA
USD
14056.710000000000
0.0002098460
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
6.000000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MBC2
6206000.000000000000
PA
USD
4895728.460000000000
0.0730860270
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.561000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C58
95002UBF7
109974000.000000000000
PA
USD
6636480.010000000000
0.0990728879
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
1.111989000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C57
95002XBG9
5500000.000000000000
PA
USD
4739060.700000000000
0.0707472077
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Variable
4.022704000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C59
95003CBA7
40274000.000000000000
PA
USD
3223941.750000000000
0.0481287097
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
1.447919000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2024-C24
07336VAZ4
63558000.000000000000
PA
USD
6965251.310000000000
0.1039809600
Long
ABS-MBS
CORP
US
N
2
2057-02-15
Variable
1.625600000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBE8
66435392.050000000000
PA
USD
3424737.820000000000
0.0511262997
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Variable
1.145976000000
N
N
N
N
N
N
WSTRN MN MUNI PWR AGY
549300LFJK9CQSN2NJ11
Western Minnesota Municipal Power Agency
958697LB8
17700000.000000000000
PA
USD
14637000.840000000000
0.2185088995
Long
DBT
MUN
US
N
2
2039-01-01
Fixed
3.156000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-2
96042VAG4
5135000.000000000000
PA
USD
5089714.440000000000
0.0759819524
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.480000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EAH8
2250000.000000000000
PA
USD
1329128.100000000000
0.0198419281
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Fixed
2.000000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAF4
10000000.000000000000
PA
USD
8958227.000000000000
0.1337331565
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Fixed
2.615000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAN7
31991000.000000000000
PA
USD
2204957.280000000000
0.0329167699
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Variable
1.142980000000
N
N
N
N
N
N
Bristol Park CLO, Ltd.
549300XRS6MFERKEPO61
Bristol Park CLO LTD
11014PAJ4
4137692.870000000000
PA
USD
4138429.380000000000
0.0617806653
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
6.565600000000
N
N
N
N
N
N
CENTRAL STORAGE TRUST
N/A
Central Storage Safety Project Trust
155431AA7
5763520.000000000000
PA
USD
4977302.390000000000
0.0743038058
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
4.823000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BJP72
421844705.550000000000
PA
USD
1118268.130000000000
0.0166940988
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Variable
.325070000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBTC0
49529365.660000000000
PA
USD
88925.020000000000
0.0013275198
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
.459518000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FETS9
54203000.000000000000
PA
USD
456958.390000000000
0.0068217168
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Variable
.204317000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FG6U4
243072249.010000000000
PA
USD
2581864.810000000000
0.0385434451
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Variable
.116181000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJZB8
333673172.970000000000
PA
USD
3225585.200000000000
0.0481532440
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Variable
.206132000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FL6T6
53965000.000000000000
PA
USD
1131737.790000000000
0.0168951810
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Variable
.455022000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQ3E1
62086000.000000000000
PA
USD
2722930.540000000000
0.0406493490
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Variable
.914700000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQK28
80233920.660000000000
PA
USD
3468255.640000000000
0.0517759568
Long
ABS-MBS
USGSE
US
N
2
2034-10-25
Variable
.576395000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUN9
64122000.000000000000
PA
USD
5621857.880000000000
0.0839260715
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Variable
1.766546000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRZD6
118898000.000000000000
PA
USD
9299892.430000000000
0.1388337189
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Variable
1.551064000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVNJ7
135862179.270000000000
PA
USD
7641568.270000000000
0.1140773777
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.115142000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVNL2
54977000.000000000000
PA
USD
3875790.540000000000
0.0578598536
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.341434000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H1YZ3
43372188.000000000000
PA
USD
3173729.500000000000
0.0473791146
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Variable
1.214665000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2004-AA7
32051GFB6
657044.530000000000
PA
USD
609933.120000000000
0.0091054046
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
6.867742000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2005-AA7
32051GSQ9
1140016.570000000000
PA
USD
976536.030000000000
0.0145782470
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
6.088620000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2006-FA6
32052FAM8
1159825.060000000000
PA
USD
352536.130000000000
0.0052628460
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.250000000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Th
N/A
First Horizon Mortgage Pass-Through Trust 2006-AR4
32053AAB2
2016165.410000000000
PA
USD
1085030.260000000000
0.0161979063
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
5.148259000000
N
N
N
N
N
N
FRETE 2021-ML10 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833JAE7
39102554.080000000000
PA
USD
4534723.200000000000
0.0676967493
Long
DBT
MUN
US
N
2
2038-06-25
Variable
1.518000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300K6S4MWQOINB710
LCM XVII LP
50190BAB6
1000000.000000000000
PA
USD
787965.000000000000
0.0117631588
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
11.575600000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 26 Ltd
50200FAJ8
1000000.000000000000
PA
USD
951329.000000000000
0.0142019431
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
8.079420000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2005-3
52520MDN0
805870.590000000000
PA
USD
35933.450000000000
0.0005364336
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
.000000000010
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2006-1
52520MFA6
360399.140000000000
PA
USD
176882.890000000000
0.0026406014
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
LOUISVILLE & JEFFERSON CNTY KY
5493004O4I11L8BK0A22
Louisville and Jefferson County Metropolitan Sewer District
546589N73
5215000.000000000000
PA
USD
3636088.350000000000
0.0542814524
Long
DBT
MUN
US
N
2
2044-05-15
Fixed
2.250000000000
N
N
N
N
N
N
MSWF Commercial Mortgage Trust
N/A
MSWF Commercial Mortgage Trust 2023-2
55361AAV6
16853941.360000000000
PA
USD
1093475.290000000000
0.0163239782
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Variable
.907200000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300Z6VW568TT64K70
Magnetite XII Ltd
55953GCG8
8923000.000000000000
PA
USD
8805725.010000000000
0.1314565260
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
11.255600000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2005-2
576434K78
2000000.000000000000
PA
USD
1918741.600000000000
0.0286439907
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Fixed
5.500000000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-11
576434XB5
253916.920000000000
PA
USD
247857.600000000000
0.0037001495
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Fixed
6.500000000000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D
59020UGG4
474528.970000000000
PA
USD
447867.700000000000
0.0066860062
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Floating
6.400990000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A7
59020UH32
3513119.190000000000
PA
USD
2762050.490000000000
0.0412333524
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
4.838248000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YBN0
3500000.000000000000
PA
USD
2205947.450000000000
0.0329315517
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Fixed
2.500000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H3
61767YAW0
4277224.630000000000
PA
USD
4180578.600000000000
0.0624098912
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Fixed
4.120000000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
MASTR Asset Securitization Trust 2002-NC1
61909QAF3
209012.350000000000
PA
USD
193559.500000000000
0.0028895587
Long
ABS-MBS
CORP
US
N
2
2032-10-25
Floating
8.585410000000
N
N
N
N
N
N
MOUNTAIN VIEW CLO
N/A
Mountain View Clo XV Ltd
62432PAC6
3000000.000000000000
PA
USD
3008664.000000000000
0.0449149294
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
7.475600000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust
933634AJ6
2204054.930000000000
PA
USD
1956514.880000000000
0.0292078902
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
4.470860000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY2 Trust
939348AA6
1135803.430000000000
PA
USD
590762.830000000000
0.0088192204
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
3.951977000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust
93934FEZ1
359431.370000000000
PA
USD
294521.730000000000
0.0043967763
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HBF6
1320000.000000000000
PA
USD
1245966.610000000000
0.0186004494
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.658000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VHRKFNCWVN9Y77
Wells Fargo Commercial Mortgage Trust 2018-C47
95002DBN8
164144000.000000000000
PA
USD
1268636.150000000000
0.0189388723
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Variable
.146102000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C55
95002EBG1
58030370.000000000000
PA
USD
2288050.440000000000
0.0341572286
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.816493000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C60
95003DBQ0
40551000.000000000000
PA
USD
2540820.230000000000
0.0379307099
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
1.097007000000
N
N
N
N
N
N
WYETH LLC
549300Q9GR3WRH4N4836
Wyeth LLC
983024AN0
13738000.000000000000
PA
USD
14673838.880000000000
0.2190588373
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.950000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B29 Mortgage Trust
08163JAM6
27615000.000000000000
PA
USD
2062506.360000000000
0.0307901871
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Variable
1.304974000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B29 Mortgage Trust
08163JAX2
8953000.000000000000
PA
USD
4969057.350000000000
0.0741807195
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.000000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAL1
124409000.000000000000
PA
USD
3665076.700000000000
0.0547142058
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Variable
.427863000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B32 Mortgage Trust
08163NAC9
39202000.000000000000
PA
USD
3381062.730000000000
0.0504742949
Long
ABS-MBS
CORP
US
N
2
2055-01-15
Variable
1.521351000000
N
N
N
N
N
N
BIRMINGHAM AL WTRWKS BRD WTR R
N/A
Water Works Board of the City of Birmingham/The
091096PG6
13945000.000000000000
PA
USD
11054912.700000000000
0.1650335909
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
2.513000000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAC7
2000000.000000000000
PA
USD
2055609.360000000000
0.0306872251
Long
DBT
CORP
US
N
2
2033-08-04
Fixed
5.950000000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAP2
7800000.000000000000
PA
USD
6860201.400000000000
0.1024127193
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.250000000000
N
N
N
N
N
N
CIFC Funding Ltd
254900JEH56UBUEZJW15
CIFC Funding 2017-IV Ltd
12551JAL0
1942445.920000000000
PA
USD
1944543.760000000000
0.0290291790
Long
ABS-CBDO
CORP
KY
N
2
2030-10-24
Floating
6.530190000000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A1
12566QAE3
1329669.090000000000
PA
USD
1155661.280000000000
0.0172523236
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2007-3
12638PCQ0
373696.850000000000
PA
USD
296629.870000000000
0.0044282478
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-43
12668AAX3
105483.690000000000
PA
USD
87295.980000000000
0.0013032006
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
5.058031000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-J9
12669GFK2
427752.080000000000
PA
USD
410385.390000000000
0.0061264504
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
5.500000000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-2
142921AB1
12025417.840000000000
PA
USD
12020541.530000000000
0.1794490094
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
5.500000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GPG7
2742379.860000000000
PA
USD
2684485.480000000000
0.0400754208
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
5.830000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAG7
4160000.000000000000
PA
USD
3756843.580000000000
0.0560841504
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
4.192000000000
N
N
N
N
N
N
CLARK CNTY NV
N/A
County of Clark NV
180848N58
2000000.000000000000
PA
USD
1496240.600000000000
0.0223366720
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
3.230000000000
N
N
N
N
N
N
COAST CA CMNTY CLG DIST
N/A
Coast Community College District
190335KT5
15000000.000000000000
PA
USD
11994322.500000000000
0.1790575979
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
2.957000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10
225470FM0
811138.710000000000
PA
USD
204218.280000000000
0.0030486786
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
6.000000000000
N
N
N
N
N
N
CUCAMONGA VLY WTR DIST FING AU
N/A
Cucamonga Valley Water District Financing Authority
22972PEC2
5000000.000000000000
PA
USD
3784286.500000000000
0.0564938328
Long
DBT
MUN
US
N
2
2042-09-01
Fixed
3.010000000000
N
N
N
N
N
N
DFC HEL Trust
N/A
DFC HEL Trust 2001-1
233205AC7
1274945.850000000000
PA
USD
1232905.660000000000
0.0184054686
Long
ABS-MBS
CORP
US
N
2
2031-08-15
Floating
7.082120000000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30312CAD5
10557986.270000000000
PA
USD
844744.480000000000
0.0126107929
Long
ABS-MBS
USGSE
US
N
2
2037-06-25
Variable
1.132860000000
N
N
N
N
N
N
FRETE 2021-ML08 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30318LAK3
32475754.380000000000
PA
USD
4346230.210000000000
0.0648828261
Long
DBT
MUN
US
N
2
2037-07-25
Fixed
1.846000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F83S0
48550270.780000000000
PA
USD
2506601.930000000000
0.0374198810
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.021480000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84L4
35211000.000000000000
PA
USD
2125304.270000000000
0.0317276676
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
1.080659000000
N
N
N
N
N
N
First Horizon Alternative Mort
549300C1T80OPZQ1IW57
First Horizon Alternative Mortgage Securities Trust 2006-FA2
32051G2X2
2154877.090000000000
PA
USD
901573.850000000000
0.0134591719
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.000000000000
N
N
N
N
N
N
FOUNTAIN CO ELEC WTR & WSTWTR
N/A
City of Fountain CO Electric Water & Wastewater Utility Enterprise Revenue
350686CQ2
2655000.000000000000
PA
USD
1986873.500000000000
0.0296610998
Long
DBT
MUN
US
N
2
2043-12-01
Fixed
3.200000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-1F
36242DVJ9
10621.130000000000
PA
USD
9309.860000000000
0.0001389825
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
6.000000000000
N
N
N
N
N
N
GATEWAY CA UNIF SCH DIST
N/A
Gateway Unified School District/CA
36759RCC9
2315000.000000000000
PA
USD
1470903.080000000000
0.0219584201
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
.000000000000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AD7
5000000.000000000000
PA
USD
5462841.850000000000
0.0815521960
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
6.875000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-2
379928AE4
7500000.000000000000
PA
USD
7472919.750000000000
0.1115597033
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
5.520000000000
N
N
N
N
N
N
GoldenTree Loan Opportunities
549300ZH5R2TCUAYC824
Goldentree Loan Opportunities XI Ltd
38137HCA4
4250000.000000000000
PA
USD
4253927.000000000000
0.0635048749
Long
ABS-CBDO
CORP
KY
N
2
2031-01-18
Floating
7.959520000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300O473GD3F35WC55
Goldentree Loan Management US CLO 5 Ltd
38138DAU0
2500000.000000000000
PA
USD
2468495.000000000000
0.0368510005
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
8.729420000000
N
N
N
N
N
N
GOLUB CAPITAL BDC 3 CLO 1 LLC
254900GKK16EMNSQ3D94
Golub Capital BDC 3 CLO 1 LLC
38177XAE4
7000000.000000000000
PA
USD
6925492.000000000000
0.1033874120
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
8.375600000000
N
N
N
N
N
N
HAWAII ST
N/A
State of Hawaii
419792C53
10000000.000000000000
PA
USD
7776071.000000000000
0.1160853057
Long
DBT
MUN
US
N
2
2038-10-01
Fixed
2.800000000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AB4
11337000.000000000000
PA
USD
10143780.750000000000
0.1514317307
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.000000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR23
45660LF95
949985.270000000000
PA
USD
872970.820000000000
0.0130321707
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
3.786897000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR3
45660LFN4
774773.040000000000
PA
USD
703390.020000000000
0.0105005787
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
3.706173000000
N
N
N
N
N
N
Jefferies & Co
N/A
Jefferies Resecuritization Trust 2009-R1
47232CAB0
475728.180000000000
PA
USD
412288.500000000000
0.0061548611
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
4.440260000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AF0
7000000.000000000000
PA
USD
6216863.800000000000
0.0928086349
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.375000000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300NJNSVWVLHGRY73
Magnetite VIII Ltd
55952YAV9
10150000.000000000000
PA
USD
10169538.750000000000
0.1518162597
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
8.475600000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300B3V0K3DX0M2K31
Magnetite XV Ltd
55953MAW2
2000000.000000000000
PA
USD
1989422.000000000000
0.0296991451
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
8.336280000000
N
N
N
N
N
N
MARATHON CNTY WI
N/A
County of Marathon WI
565777NW5
1110000.000000000000
PA
USD
833425.630000000000
0.0124418191
Long
DBT
MUN
US
N
2
2038-02-01
Fixed
2.000000000000
N
N
N
N
N
N
MARATHON CNTY WI
N/A
County of Marathon WI
565777PZ6
1525000.000000000000
PA
USD
1145021.700000000000
0.0170934903
Long
DBT
MUN
US
N
2
2038-02-01
Fixed
2.000000000000
N
N
N
N
N
N
MARATHON CNTY WI
N/A
County of Marathon WI
565777QA0
1460000.000000000000
PA
USD
1066291.290000000000
0.0159181610
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
2.000000000000
N
N
N
N
N
N
MASSACHUSETTS ST
5493001N1YCXNI1O7K10
Commonwealth of Massachusetts
57582RR32
3250000.000000000000
PA
USD
2387784.750000000000
0.0356461152
Long
DBT
MUN
US
N
2
2043-09-01
Fixed
2.375000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2023-6
80287DAE7
5000000.000000000000
PA
USD
5135622.000000000000
0.0766672848
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
6.400000000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2004-18
863579FV5
422591.120000000000
PA
USD
382207.040000000000
0.0057057891
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
5.922658000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
87227RQE7
10750000.000000000000
PA
USD
10468611.980000000000
0.1562809833
Long
DBT
CORP
US
N
2
2030-05-06
Variable
5.500000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C6
90276UBB6
63420500.000000000000
PA
USD
1198774.290000000000
0.0178959374
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
.496979000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TS7
230000000.000000000000
PA
USD
210247850.700000000000
3.1386912517
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.875000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust
9393362N2
851216.190000000000
PA
USD
762481.670000000000
0.0113827301
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Fixed
6.000000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust
9393366X6
2547203.070000000000
PA
USD
2072327.490000000000
0.0309368022
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.500000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC2 Trust
93936LAC1
3654778.560000000000
PA
USD
3395338.990000000000
0.0506874184
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
6.055410000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C42
95001GAJ2
116750000.000000000000
PA
USD
1431238.250000000000
0.0213662825
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
.318279000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust 2018-C45
95001NBD9
4004000.000000000000
PA
USD
3731895.370000000000
0.0557117103
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Fixed
4.727000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C57
95002XAC9
2738000.000000000000
PA
USD
1946304.840000000000
0.0290554693
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Fixed
2.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-23CB
02147RAN0
5672181.050000000000
PA
USD
1778574.200000000000
0.0265514975
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.500000000000
N
N
N
N
N
N
ALVORD CA UNIF SCH DIST
549300Q9J0UCO75DL276
Alvord Unified School District
022555UN4
2105000.000000000000
PA
USD
2432851.220000000000
0.0363188913
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
.000000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-4
02530TAE1
246444.770000000000
PA
USD
245111.180000000000
0.0036591495
Long
ABS-O
CORP
US
N
2
2028-02-14
Fixed
1.320000000000
N
N
N
N
N
N
AMERICAN MUNI PWR-OHIO INC OH
EARKGGZJJEMVD66XQ486
American Municipal Power Inc
02765UEJ9
10760000.000000000000
PA
USD
13174616.090000000000
0.1966776456
Long
DBT
MUN
US
N
2
2041-02-15
Fixed
7.834000000000
N
N
N
N
N
N
Apidos CLO Ltd
549300IG6PHVJ3WBR394
Apidos CLO XXXI
03767XAC8
4400000.000000000000
PA
USD
4331487.600000000000
0.0646627406
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
12.175600000000
N
N
N
N
N
N
ARES CLO Ltd
6354004TAEXDOTEJZN31
Ares XXXVIII CLO Ltd
04015UAL2
7450000.000000000000
PA
USD
7267884.750000000000
0.1084988322
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
8.079420000000
N
N
N
N
N
N
ARES CLO Ltd
5493005YAOTYJUJV3S58
Ares XXXIX CLO Ltd
04015WBJ2
7335000.000000000000
PA
USD
7145757.000000000000
0.1066756445
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
8.909520000000
N
N
N
N
N
N
BMO 2022-C1 Mortgage Trust
N/A
BMO 2022-C1 Mortgage Trust
05609MAY1
30550000.000000000000
PA
USD
3331263.650000000000
0.0497308678
Long
ABS-MBS
CORP
US
N
2
2055-02-17
Variable
1.763843000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-8 Trust
05946X2Z5
1818456.720000000000
PA
USD
1588567.790000000000
0.0237149812
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.750000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2005-11
05948KW54
655055.790000000000
PA
USD
555261.320000000000
0.0082892350
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.750000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-4
05950AAV8
2146064.100000000000
PA
USD
1827485.820000000000
0.0272816761
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.500000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-I Trust
05951VAD1
2057622.250000000000
PA
USD
1925773.730000000000
0.0287489700
Long
ABS-MBS
CORP
US
N
2
2036-12-20
Variable
5.423781000000
N
N
N
N
N
N
Banc of America Funding Corpor
549300MRF4Q4NF7TRB58
Banc of America Funding 2014-R3 Trust
05990NAD2
2576170.640000000000
PA
USD
2414093.440000000000
0.0360388653
Long
ABS-MBS
CORP
US
N
2
2035-06-26
Variable
5.169171000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK4
06541FAZ2
9946550.000000000000
PA
USD
9424724.150000000000
0.1406972730
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Fixed
3.362000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2024-V5 Mortgage Trust
08163XBA0
5900000.000000000000
PA
USD
6110614.070000000000
0.0912224827
Long
ABS-MBS
CORP
US
N
2
2057-01-10
Variable
6.417100000000
N
N
N
N
N
N
BERKS CNTY PA INDL DEV AUTH HL
N/A
Berks County Industrial Development Authority
08452RAG1
800000.000000000000
PA
USD
782684.480000000000
0.0116843284
Long
DBT
MUN
US
N
2
2027-05-15
Fixed
4.450000000000
N
N
N
N
N
N
Burnham Park CLO Ltd.
549300BOEG5O4MSO7220
Burnham Park Clo Ltd
12232KAL4
5750000.000000000000
PA
USD
5750724.500000000000
0.0858498606
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
7.729420000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series 2011-12R
12645VCA3
937658.700000000000
PA
USD
924485.630000000000
0.0138012110
Long
ABS-MBS
CORP
US
N
2
2036-07-27
Variable
4.613250000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-28CB
12667FYV1
266713.070000000000
PA
USD
242351.600000000000
0.0036179530
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-21CB
12667GKC6
2451261.970000000000
PA
USD
1839349.520000000000
0.0274587837
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Fixed
5.250000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-20
126694FN3
17991.420000000000
PA
USD
10907.130000000000
0.0001628274
Long
ABS-MBS
CORP
US
N
2
2027-12-25
Fixed
5.250000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-HY10
126694VH8
47569.600000000000
PA
USD
39050.560000000000
0.0005829674
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Variable
4.947328000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2003-44
12669EN93
215000.000000000000
PA
USD
194218.790000000000
0.0028994009
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-21
12669GAG6
468218.410000000000
PA
USD
403898.500000000000
0.0060296107
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
4.000000000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2024-1
14318WAF4
4400000.000000000000
PA
USD
4386275.080000000000
0.0654806371
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
5.170000000000
N
N
N
N
N
N
DETROIT MI
549300BQRJP7MKKHOY28
City of Detroit MI
251093S84
8700000.000000000000
PA
USD
6463275.240000000000
0.0964871954
Long
DBT
MUN
US
N
2
2044-04-01
Variable
4.000000000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CT4
3000000.000000000000
PA
USD
2990081.250000000000
0.0446375163
Long
DBT
CORP
DE
N
2
2034-02-10
Variable
7.079000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-5
30167FAE2
5060000.000000000000
PA
USD
5091182.760000000000
0.0760038723
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
6.510000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-2
36261XAJ4
5410000.000000000000
PA
USD
5116743.380000000000
0.0763854547
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
2.870000000000
N
N
N
N
N
N
GAINESVILLE FL PENSN OBLG REVE
N/A
City of Gainesville FL
362832AZ0
4610000.000000000000
PA
USD
3824644.550000000000
0.0570963192
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
.000000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-4
362929AD3
10000000.000000000000
PA
USD
10143708.000000000000
0.1514306446
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
6.570000000000
N
N
N
N
N
N
Grippen Park CLO LTD
549300P7KR0IARP7PG22
Grippen Park CLO Ltd
39862DAA4
1150000.000000000000
PA
USD
1142291.550000000000
0.0170527332
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
11.279420000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C30
46644UBF4
3585000.000000000000
PA
USD
3274078.690000000000
0.0488771805
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
4.228506000000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAY5
1882000.000000000000
PA
USD
1768534.220000000000
0.0264016154
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.800000000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAM2
15200000.000000000000
PA
USD
13175477.040000000000
0.1966904983
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.625000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-BNK2
61690YBW1
58680000.000000000000
PA
USD
734767.490000000000
0.0109689982
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
.522181000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2006-2
61748HVY4
1243437.750000000000
PA
USD
700207.650000000000
0.0104530706
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
5.472458000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H7
61771MAC4
2402000.000000000000
PA
USD
1745072.220000000000
0.0260513622
Long
ABS-MBS
CORP
US
N
2
2052-07-15
Fixed
3.000000000000
N
N
N
N
N
N
National Finance Authority
N/A
National Finance Authority
63607WAP9
33000000.000000000000
PA
USD
1886280.000000000000
0.0281593867
Long
ABS-MBS
CORP
US
N
2
2038-01-20
Variable
.812932000000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust 2014-5R
65540HAJ1
3143398.120000000000
PA
USD
2449198.450000000000
0.0365629314
Long
ABS-MBS
CORP
US
N
2
2035-06-26
Variable
5.500000000000
N
N
N
N
N
N
NORDSON CORP
14OS6Q5N55N95WM84M53
Nordson Corp
655663AB8
2000000.000000000000
PA
USD
2064046.340000000000
0.0308131768
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.800000000000
N
N
N
N
N
N
PIERCE CNTY WA SCH DIST #10 TA
N/A
Pierce County School District No 10 Tacoma
720424A75
16810000.000000000000
PA
USD
12085171.280000000000
0.1804138366
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
2.357000000000
N
N
N
N
N
N
PORTLAND ME
N/A
City of Portland ME
736560TP8
1760000.000000000000
PA
USD
1378759.010000000000
0.0205828446
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S7 Trust
74958AAF1
1010445.590000000000
PA
USD
803400.340000000000
0.0119935857
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.250000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S7 Trust
74958AAJ3
604106.340000000000
PA
USD
487855.980000000000
0.0072829724
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.500000000000
N
N
N
N
N
N
SAN DIEGO CNTY CA REGL TRANSPR
W4FR340A6EQ2SSI17B56
San Diego County Regional Transportation Commission
797400LP1
3155000.000000000000
PA
USD
2387654.780000000000
0.0356441749
Long
DBT
MUN
US
N
2
2048-04-01
Fixed
3.248000000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAB0
5955000.000000000000
PA
USD
5097387.580000000000
0.0760965011
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.750000000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CE5
12702000.000000000000
PA
USD
13960372.020000000000
0.2084078262
Long
DBT
CORP
US
N
2
2040-02-01
Fixed
6.750000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
12603000.000000000000
PA
USD
11709129.700000000000
0.1748000887
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375000000000
N
N
N
N
N
N
UNIV OF NORTH CAROLINA NC AT C
N/A
University of North Carolina at Charlotte/The
914716W84
2000000.000000000000
PA
USD
1446827.800000000000
0.0215990116
Long
DBT
MUN
US
N
2
2043-04-01
Fixed
2.762000000000
N
N
N
N
N
N
VIRGINIA ST HSG DEV AUTH
549300LW3QBOVLQBP895
Virginia Housing Development Authority
92812WEE0
3155000.000000000000
PA
USD
2621549.130000000000
0.0391358736
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
3.900000000000
N
N
N
N
N
N
WASHINGTON ST HSG FIN COMMISSI
549300YL1HU59NREG764
Washington State Housing Finance Commission
93978TS67
20385140.510000000000
PA
USD
916515.920000000000
0.0136822350
Long
DBT
MUN
US
N
2
2035-12-20
Variable
.726000000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR5 Trust
94983RAA2
2994391.060000000000
PA
USD
2801507.060000000000
0.0418223809
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
5.107557000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JBF2
11105000.000000000000
PA
USD
10117182.490000000000
0.1510346577
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.080100000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JBH8
4376000.000000000000
PA
USD
3669018.690000000000
0.0547730539
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.080100000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAY5
55516384.490000000000
PA
USD
3304401.820000000000
0.0493298602
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.601142000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C56
95002RAV0
2250000.000000000000
PA
USD
2074979.030000000000
0.0309763858
Long
ABS-MBS
CORP
US
N
2
2053-06-15
Fixed
2.422000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C60
95003DBW7
7114678.000000000000
PA
USD
5644752.800000000000
0.0842678590
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
2.730000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-4
96041AAL0
8000000.000000000000
PA
USD
8142953.600000000000
0.1215623234
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
6.640000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-16CB
021460AF7
829497.160000000000
PA
USD
451846.350000000000
0.0067454016
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-24CB
02146TAM9
2378052.180000000000
PA
USD
1293321.040000000000
0.0193073814
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
5.750000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C9
05493EAW2
10000000.000000000000
PA
USD
8967077.000000000000
0.1338652740
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.960000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C12
05552XBK3
59992000.000000000000
PA
USD
2368364.180000000000
0.0353561946
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
.593183000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CBS5
2365000.000000000000
PA
USD
1879957.420000000000
0.0280649999
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Fixed
2.528000000000
N
N
N
N
N
N
Bank
N/A
BANK 2023-BNK45
06541BAA6
22611000.000000000000
PA
USD
3445674.460000000000
0.0514388530
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
2.279102000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK34
06541JAR2
95541344.650000000000
PA
USD
4634739.290000000000
0.0691898424
Long
ABS-MBS
CORP
US
N
2
2063-06-15
Variable
.974100000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAK4
2000000.000000000000
PA
USD
1406039.600000000000
0.0209901037
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.703000000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAP6
4400000.000000000000
PA
USD
4342022.780000000000
0.0648200154
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.650000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
10481000.000000000000
PA
USD
9137718.360000000000
0.1364126985
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.125000000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD3 Mortgage Trust
12515GAK3
61857000.000000000000
PA
USD
932890.160000000000
0.0139266783
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
.554515000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-J13
12668AD28
570209.320000000000
PA
USD
390149.310000000000
0.0058243555
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-75CB
12668AF83
1450224.050000000000
PA
USD
999879.880000000000
0.0149267363
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-75CB
12668AG33
1225012.430000000000
PA
USD
844604.050000000000
0.0126086965
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-86CB
12668BFK4
123469.110000000000
PA
USD
71192.450000000000
0.0010627986
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-7
17311AAA3
2613652.260000000000
PA
USD
2146486.230000000000
0.0320438831
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2020-GC46
17328RAA7
92457000.000000000000
PA
USD
1677817.180000000000
0.0250473433
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.316458000000
N
N
N
N
N
N
CLIFTON NJ BRD OF EDU
N/A
Clifton Board Of Education
187099JJ6
4560000.000000000000
PA
USD
3076400.350000000000
0.0459261335
Long
DBT
MUN
US
N
2
2044-08-15
Fixed
2.125000000000
N
N
N
N
N
N
COLORADO ST HLTH FACS AUTH REV
5493002JB6DRFRZPEQ21
Colorado Health Facilities Authority
19648FNV2
11815000.000000000000
PA
USD
9483067.540000000000
0.1415682540
Long
DBT
MUN
US
N
2
2044-11-01
Fixed
3.796000000000
N
N
N
N
N
N
Cook Park CLO, Ltd
N/A
Cook Park CLO Ltd
21623PAE7
3750000.000000000000
PA
USD
3726405.000000000000
0.0556297472
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
6.978140000000
N
N
N
N
N
N
CIFC Funding Ltd
635400VBVF8AYJQBI411
CIFC Funding 2018-I Ltd
12551RAE8
3750000.000000000000
PA
USD
3719160.000000000000
0.0555215900
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
7.309520000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-24CB
12667FVN2
1281469.290000000000
PA
USD
1260518.160000000000
0.0188176826
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-HYB5
12669F3B7
673336.290000000000
PA
USD
616522.870000000000
0.0092037799
Long
ABS-MBS
CORP
US
N
2
2035-04-20
Variable
5.357178000000
N
N
N
N
N
N
CASE WESTERN RESERVE UNI
2YXI7YIWYFWZG3QHF204
Case Western Reserve University
14745XAA6
8322000.000000000000
PA
USD
7953423.110000000000
0.1187329119
Long
DBT
CORP
US
N
2
2122-06-01
Fixed
5.405000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2006-S4
16162YAF2
3958333.990000000000
PA
USD
1697827.220000000000
0.0253460638
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Fixed
6.000000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-3
17310BAD6
1141884.670000000000
PA
USD
993569.950000000000
0.0148325384
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-3
17310BAJ3
325561.410000000000
PA
USD
278805.390000000000
0.0041621545
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
5.750000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2007-AR4
17311WAA5
917266.900000000000
PA
USD
754608.790000000000
0.0112651996
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Variable
4.652531000000
N
N
N
N
N
N
COMPEER FIN FLCA / PCA
N/A
Compeer Financial FLCA/Compeer Financial PCA
20454PAC7
4750000.000000000000
PA
USD
3359534.400000000000
0.0501529086
Long
DBT
CORP
US
N
2
2036-06-01
Variable
3.375000000000
N
N
N
N
N
N
CONNECTICUT ST
N/A
State of Connecticut
20772KMA4
5000000.000000000000
PA
USD
4752217.500000000000
0.0709436194
Long
DBT
MUN
US
N
2
2036-01-15
Fixed
3.000000000000
N
N
N
N
N
N
CONNECTICUT ST
N/A
State of Connecticut
20772KNA3
8620000.000000000000
PA
USD
7946918.510000000000
0.1186358078
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
3.000000000000
N
N
N
N
N
N
CONNECTICUT ST SPL TAX OBLIG R
N/A
State of Connecticut Special Tax Revenue
207758A52
6975000.000000000000
PA
USD
6221184.550000000000
0.0928731374
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
3.125000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2022-3
02528GAE3
5000000.000000000000
PA
USD
4979921.500000000000
0.0743429053
Long
ABS-O
CORP
US
N
2
2028-10-13
Fixed
4.860000000000
N
N
N
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust 2006-2
02660YAX0
2747647.950000000000
PA
USD
411659.760000000000
0.0061454749
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
6.750000000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAF1
2095000.000000000000
PA
USD
1974158.720000000000
0.0294712868
Long
ABS-O
CORP
US
N
2
2026-12-18
Fixed
1.210000000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329RAA1
16775000.000000000000
PA
USD
14647967.070000000000
0.2186726092
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.850000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C3
05550MAW4
56340000.000000000000
PA
USD
1976001.550000000000
0.0294987975
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
.758456000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust 2021-C10
05551VBL6
74931500.000000000000
PA
USD
4541418.380000000000
0.0677966985
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.021641000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2023-C19
05553RAZ3
10000000.000000000000
PA
USD
10060208.000000000000
0.1501841124
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Fixed
5.753000000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2006-B Trust
05950TAE5
361830.750000000000
PA
USD
299607.770000000000
0.0044727034
Long
ABS-MBS
CORP
US
N
2
2046-10-20
Variable
3.939816000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-3 Trust
059515AF3
816550.240000000000
PA
USD
687409.800000000000
0.0102620175
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
6.295410000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-I Trust
05951VAE9
357913.750000000000
PA
USD
327635.540000000000
0.0048911168
Long
ABS-MBS
CORP
US
N
2
2036-12-20
Variable
5.423781000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2010-R3 Trust
05955YAY5
6128956.140000000000
PA
USD
5792979.020000000000
0.0864806585
Long
ABS-MBS
CORP
US
N
2
2037-09-26
Variable
6.000000000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK25
06539WBC9
157848485.260000000000
PA
USD
6200335.860000000000
0.0925618971
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Variable
.875246000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK5
06541WAW2
12685000.000000000000
PA
USD
11902009.500000000000
0.1776795005
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Fixed
3.131000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B16 Mortgage Trust
08161NAG2
118675299.570000000000
PA
USD
4854781.020000000000
0.0724747419
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.922217000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAG3
51779272.040000000000
PA
USD
3103561.540000000000
0.0463316102
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.258760000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBU95
28125933.930000000000
PA
USD
308859.320000000000
0.0046108155
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
.342854000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FGZJ7
530651022.200000000000
PA
USD
2836223.580000000000
0.0423406475
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
.124635000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPJJ5
209013641.770000000000
PA
USD
8206941.550000000000
0.1225175694
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Variable
.881934000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWGB0
40865759.000000000000
PA
USD
3334392.570000000000
0.0497775780
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Variable
1.546480000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHX1
23000000.000000000000
PA
USD
1969338.200000000000
0.0293993235
Long
ABS-MBS
USGSE
US
N
2
2030-08-25
Variable
1.599480000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H2NZ3
95467206.740000000000
PA
USD
7781064.230000000000
0.1161598473
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Variable
.979455000000
N
N
N
N
N
N
MET GOVT NASHVILLE & DAVIDSONC
N/A
Metropolitan Government Nashville & Davidson County Sports Authority
592090MC5
13200000.000000000000
PA
USD
13452669.120000000000
0.2008285685
Long
DBT
MUN
US
N
2
2056-07-01
Fixed
5.597000000000
N
N
N
N
N
N
MET PIER & EXPOSITION AUTH IL
254900I3VDCQ58UGBR15
Metropolitan Pier & Exposition Authority
592250EN0
2750000.000000000000
PA
USD
1461864.800000000000
0.0218234919
Long
DBT
MUN
US
N
2
2038-06-15
Fixed
.000000000000
N
N
N
N
N
N
MET WASHINGTON DC ARPTS AUTH D
N/A
Metropolitan Washington Airports Authority Dulles Toll Road Revenue
592643EH9
2995000.000000000000
PA
USD
2413287.440000000000
0.0360268329
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
3.562000000000
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TXW8
5095000.000000000000
PA
USD
4399731.710000000000
0.0656815248
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
3.084000000000
N
N
N
N
N
N
MISSISSIPPI ST DEV BANK SPL OB
549300122LOI8CB50V38
Mississippi Development Bank
60534QUE9
5005000.000000000000
PA
USD
5024906.390000000000
0.0750144635
Long
DBT
MUN
US
N
2
2036-10-01
Fixed
5.460000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JAA2
8725000.000000000000
PA
USD
498916.440000000000
0.0074480888
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
2.145430000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
61767EAJ3
5054000.000000000000
PA
USD
4478318.070000000000
0.0668547036
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
4.111000000000
N
N
N
N
N
N
NEW JERSEY INSTITUTE OF TECHNO
N/A
New Jersey Institute of Technology/NJ
64579RCZ8
6455000.000000000000
PA
USD
5101309.040000000000
0.0761550427
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
3.415000000000
N
N
N
N
N
N
WSTRN NASSAU CNTY NY WTR AUTH
N/A
Western Nassau County Water Authority
958792FR9
1500000.000000000000
PA
USD
1126051.650000000000
0.0168102953
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
2.958000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-2
959926AD8
10000000.000000000000
PA
USD
10030988.000000000000
0.1497479008
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
5.800000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-2
96042VAE9
8825000.000000000000
PA
USD
8735685.710000000000
0.1304109422
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
4.310000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2021-1
96043FAG8
7020000.000000000000
PA
USD
6780960.580000000000
0.1012297704
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
2.330000000000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust 2023-B
98164QAB4
7243705.440000000000
PA
USD
7234743.530000000000
0.1080040826
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
5.250000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C15
05552FAA5
25000000.000000000000
PA
USD
2195820.000000000000
0.0327803638
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Variable
1.329590000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBA6
6582000.000000000000
PA
USD
6164204.260000000000
0.0920225054
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
2.808000000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CBL0
86369800.160000000000
PA
USD
4547603.180000000000
0.0678890284
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Variable
1.039483000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VBA2
3250000.000000000000
PA
USD
3065898.550000000000
0.0457693571
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Fixed
2.929000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK32
06542BAJ6
5000000.000000000000
PA
USD
3280029.000000000000
0.0489660098
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
2.500000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C4
07335CAL8
43170000.000000000000
PA
USD
2175444.230000000000
0.0324761835
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.133721000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAG2
28483466.840000000000
PA
USD
1067358.100000000000
0.0159340869
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.016101000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KBL4
8181000.000000000000
PA
USD
5697339.210000000000
0.0850528967
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
2.878437000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B33 Mortgage Trust
08163PAC4
21919000.000000000000
PA
USD
1975684.410000000000
0.0294940631
Long
ABS-MBS
CORP
US
N
2
2055-03-15
Variable
1.614654000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-B38 Mortgage Trust
081916AB4
12000000.000000000000
PA
USD
12246564.000000000000
0.1828231925
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Fixed
5.626000000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
4954000.000000000000
PA
USD
4441038.070000000000
0.0662981681
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.276000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
10361000.000000000000
PA
USD
9146742.610000000000
0.1365474173
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.450000000000
N
N
N
N
N
N
Chenango Park CLO, Ltd.
N/A
Chenango Park CLO Ltd
16409TAJ8
1000000.000000000000
PA
USD
989027.000000000000
0.0147647188
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
8.575600000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P6
17291EAZ4
6835000.000000000000
PA
USD
6163353.260000000000
0.0920098013
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
4.158074000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-1
1729734V8
73754.500000000000
PA
USD
63518.060000000000
0.0009482312
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust Inc Mortgage Pass-Through Ctfs Series 2005-7
17307GA57
368527.870000000000
PA
USD
316764.960000000000
0.0047288351
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
4.147647000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GPU6
282591.660000000000
PA
USD
264860.500000000000
0.0039539778
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
5.034041000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
CGMS Commercial Mortgage Trust 2017-B1
17326CBF0
38016000.000000000000
PA
USD
239626.250000000000
0.0035772676
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
.150368000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAF4
30882861.320000000000
PA
USD
874426.600000000000
0.0130539033
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Variable
.981326000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-B2
17327FBH8
49202000.000000000000
PA
USD
714624.610000000000
0.0106682946
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
.373115000000
N
N
N
N
N
N
CLARK CNTY NV
N/A
County of Clark NV
180848M75
4000000.000000000000
PA
USD
3600774.800000000000
0.0537542730
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
3.000000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9ZC8
103992000.000000000000
PA
USD
4686233.090000000000
0.0699585692
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
.780617000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FHPL1
422703239.910000000000
PA
USD
2609938.880000000000
0.0389625497
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
.119970000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJEK1
152137719.170000000000
PA
USD
693565.430000000000
0.0103539120
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Variable
.073803000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZK3
41595759.690000000000
PA
USD
4891153.870000000000
0.0730177351
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Variable
1.509703000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H1Z58
106469245.600000000000
PA
USD
3310118.200000000000
0.0494151974
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
.854784000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H5XY8
195000000.000000000000
PA
USD
8779329.000000000000
0.1310624724
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Variable
.690938000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CH1
10000000.000000000000
PA
USD
11859933.700000000000
0.1770513707
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
8.250000000000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2005-FA11
32051GM69
697.810000000000
PA
USD
.010000000000
0.0000000001
Long
ABS-MBS
CORP
US
N
2
2500-12-31
Fixed
5.250000000000
N
N
N
N
N
N
FORNEY TX INDEP SCH DIST
N/A
Forney Independent School District
346425HK0
7330000.000000000000
PA
USD
5867299.970000000000
0.0875901610
Long
DBT
MUN
US
N
2
2039-08-15
Fixed
2.500000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust 2015-GC32
36250PAJ4
6453000.000000000000
PA
USD
6143676.740000000000
0.0917160597
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
4.390437000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43283QAC4
4500000.000000000000
PA
USD
4503072.330000000000
0.0672242483
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
6.625000000000
N
N
N
N
N
N
INDIANA ST FIN AUTH REVENUE
549300PS0PAS7NDSSI20
Indiana Finance Authority
45506DVD4
3000000.000000000000
PA
USD
2922832.200000000000
0.0436335869
Long
DBT
MUN
US
N
2
2035-07-15
Fixed
4.807000000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR35
45660L2F5
1122820.280000000000
PA
USD
865419.460000000000
0.0129194400
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
3.776958000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR23
45660LF53
565090.940000000000
PA
USD
505479.440000000000
0.0075460648
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
4.013201000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR9
45661EGG3
1504715.660000000000
PA
USD
1232875.230000000000
0.0184050143
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
3.389236000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR25
45661HAJ6
3979616.760000000000
PA
USD
3529768.040000000000
0.0526942465
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
3.411072000000
N
N
N
N
N
N
JOBSOHIO BEVERAGE SYS STWD LIQ
N/A
JobsOhio Beverage System
47770VBQ2
7590000.000000000000
PA
USD
6139056.890000000000
0.0916470922
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
2.833000000000
N
N
N
N
N
N
LCM Ltd Partnership
549300RB1XGNK3FHRH35
LCM XVI LP
50181GBJ8
5100000.000000000000
PA
USD
5026019.400000000000
0.0750310791
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
7.725600000000
N
N
N
N
N
N
LCM Ltd Partnership
549300NGJ6CPPJRPGL08
LCM XIV LP
50184WAC6
1000000.000000000000
PA
USD
702345.000000000000
0.0104849781
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
11.079420000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2005-2
52520MCE1
1328335.130000000000
PA
USD
690423.570000000000
0.0103070087
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.500000000000
N
N
N
N
N
N
LOS ANGELES CA DEPT OF ARPTS A
N/A
City of Los Angeles Department of Airports
544445U23
230000.000000000000
PA
USD
188062.860000000000
0.0028075020
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
1.876000000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300BDVLRWS2SODX97
Magnetite XVIII Ltd
55953TAQ0
10315000.000000000000
PA
USD
10318620.570000000000
0.1540418321
Long
ABS-CBDO
CORP
KY
N
2
2028-11-15
Floating
8.268600000000
N
N
N
N
N
N
MARYLAND ST STADIUM AUTH REVEN
549300VA283TTQRDNF71
Maryland Stadium Authority
574296CN7
7000000.000000000000
PA
USD
5271112.000000000000
0.0786899512
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
2.805000000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgage
N/A
MASTR Adjustable Rate Mortgages Trust 2004-4
576433LZ7
76484.960000000000
PA
USD
70687.270000000000
0.0010552570
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
5.576615000000
N
N
N
N
N
N
MET GOVT NASHVILLE & DAVIDSON
549300GW8FVQJ3DU6O10
Metropolitan Government of Nashville & Davidson County TN
592112VC7
34350000.000000000000
PA
USD
25328920.560000000000
0.3781235390
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
1.750000000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL TRANSIT SAL
N/A
County of Miami-Dade FL Transit System
59334PDA2
17020000.000000000000
PA
USD
17511719.710000000000
0.2614242251
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.624000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
61767EAU8
4953000.000000000000
PA
USD
3389399.810000000000
0.0505987552
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
2.700000000000
N
N
N
N
N
N
TBW Mortgage Backed Pass Throu
N/A
TBW Mortgage-Backed Trust Series 2006-2
878048AG2
80749.880000000000
PA
USD
7052.670000000000
0.0001052860
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
5.500000000000
N
N
N
N
N
N
TENNESSEE ST SCH BOND AUTH
N/A
Tennessee State School Bond Authority
880558PG0
8000000.000000000000
PA
USD
5667205.600000000000
0.0846030463
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
2.561000000000
N
N
N
N
N
N
TEXAS ST A & M UNIV REVENUES
N/A
Texas A&M University
88213ASC0
6750000.000000000000
PA
USD
5110020.680000000000
0.0762850947
Long
DBT
MUN
US
N
2
2041-05-15
Fixed
2.806000000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2022-C Owner Trust
89231CAD9
8035000.000000000000
PA
USD
7900002.360000000000
0.1179354187
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
3.760000000000
N
N
N
N
N
N
UJA FEDERATION NEW YORK
549300KFOHUQO5KVF916
United Jewish Appeal-Federation of Jewish Philanthropies of New York Inc
910751AK2
4565000.000000000000
PA
USD
3734652.840000000000
0.0557528753
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.145000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust 2021-C10
05551VBK8
64668016.360000000000
PA
USD
4157765.440000000000
0.0620693242
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.283425000000
N
N
N
N
N
N
BAKERSFIELD CA CITY SCH DIST
N/A
Bakersfield City School District
057507HY4
9765000.000000000000
PA
USD
7531199.610000000000
0.1124297359
Long
DBT
MUN
US
N
2
2047-05-01
Fixed
.000000000000
N
N
N
N
N
N
BALDWIN CNTY AL PUBLIC BLDG AU
N/A
Baldwin County Public Building Authority
057864CT5
1210000.000000000000
PA
USD
760272.890000000000
0.0113497563
Long
DBT
MUN
US
N
2
2046-03-01
Fixed
2.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-5 Trust
05946XE58
147502.280000000000
PA
USD
142019.580000000000
0.0021201435
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2005-7 Trust
05946XR88
2563156.020000000000
PA
USD
2319054.630000000000
0.0346200756
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust 2006-AC4
07388WAA4
2778695.550000000000
PA
USD
2056853.520000000000
0.0307057986
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
5.685410000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B13 Mortgage Trust
08162DAM0
12071000.000000000000
PA
USD
802789.100000000000
0.0119844608
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
1.502148000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAF4
66242688.070000000000
PA
USD
3878847.220000000000
0.0579054853
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.266001000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B25 Mortgage Trust
08163DAG2
78775710.070000000000
PA
USD
4275740.730000000000
0.0638305218
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
1.090067000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-21
12543PAE3
600806.470000000000
PA
USD
279599.770000000000
0.0041740134
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-HY5
12544BAA1
5204625.030000000000
PA
USD
3885533.110000000000
0.0580052958
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Variable
4.753626000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-J2
12545EAG1
188415.050000000000
PA
USD
67318.080000000000
0.0010049599
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2013-2R
12646PDL0
1842551.540000000000
PA
USD
1232831.340000000000
0.0184043591
Long
ABS-MBS
CORP
US
N
2
2037-05-27
Variable
3.621520000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-31
126694UT3
655719.860000000000
PA
USD
595244.590000000000
0.0088861265
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
4.727805000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-1
170255AN3
1954458.650000000000
PA
USD
919965.450000000000
0.0137337314
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.000000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8
22541SV70
131996.710000000000
PA
USD
127824.160000000000
0.0019082267
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
5.500000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H1Z74
122906000.000000000000
PA
USD
5715030.680000000000
0.0853170044
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
1.226784000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR4
362341FQ7
155336.710000000000
PA
USD
143775.990000000000
0.0021463641
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
4.877607000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300UYD6YMBA6XSE43
Goldentree Loan Management US Clo 2 Ltd
38136MAQ1
5000000.000000000000
PA
USD
5006250.000000000000
0.0747359511
Long
ABS-CBDO
CORP
KY
N
2
2030-11-28
Floating
8.229420000000
N
N
N
N
N
N
GoldenTree Loan Opportunities
549300ZH5R2TCUAYC824
Goldentree Loan Opportunities XI Ltd
38137JBG8
5850000.000000000000
PA
USD
5810840.100000000000
0.0867472981
Long
ABS-CBDO
CORP
KY
N
2
2031-01-18
Floating
10.959520000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAC1
3000000.000000000000
PA
USD
2678658.960000000000
0.0399884394
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2023-2 Owner Trust
437927AB2
9118897.280000000000
PA
USD
9114290.410000000000
0.1360629537
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
5.410000000000
N
N
N
N
N
N
HOUSTON TX
549300C64URYS0WQQY42
City of Houston TX
4423313K8
8300000.000000000000
PA
USD
7245152.170000000000
0.1081594683
Long
DBT
MUN
US
N
2
2047-03-01
Fixed
3.961000000000
N
N
N
N
N
N
TOLEDO HOSPITAL/THE
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AG2
6980000.000000000000
PA
USD
7243805.330000000000
0.1081393619
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
6.015000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C1
90276EAG2
13000000.000000000000
PA
USD
341416.400000000000
0.0050968448
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
.948506000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C13
90353KAW9
3095456.820000000000
PA
USD
3006140.510000000000
0.0448772574
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Fixed
4.241000000000
N
N
N
N
N
N
UNION CITY CA
549300Y6CPHG6CN8ME20
City of Union City CA
905649DK2
2105000.000000000000
PA
USD
1961609.510000000000
0.0292839455
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
.000000000000
N
N
N
N
N
N
UNION CNTY PA HOSP AUTH
N/A
Union County Hospital Authority
906460DS6
1060000.000000000000
PA
USD
1040494.940000000000
0.0155330595
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
4.400000000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BP8
5100000.000000000000
PA
USD
4418783.310000000000
0.0659659372
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.750000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TK4
40000000.000000000000
PA
USD
34197656.400000000000
0.5105207241
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.375000000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GC86
7397000.000000000000
PA
USD
6670226.260000000000
0.0995766698
Long
DBT
MUN
US
N
2
2115-05-15
Fixed
4.767000000000
N
N
N
N
N
N
UNIV SOUTHERN CALIFORNIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AD8
4740000.000000000000
PA
USD
2890496.890000000000
0.0431508682
Long
DBT
CORP
US
N
2
2120-10-01
Fixed
3.226000000000
N
N
N
N
N
N
VENTURA CNTY CA PUBLIC FING AU
N/A
Ventura County Public Financing Authority
923078DJ5
10545000.000000000000
PA
USD
8178307.620000000000
0.1220901070
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
2.912000000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-S2 Trust
92922FQP6
42519.270000000000
PA
USD
41055.630000000000
0.0006129002
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
6.000000000000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
92922FX86
230995.270000000000
PA
USD
203246.590000000000
0.0030341727
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
6.500000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust 2016-C37
95000PAX2
7375000.000000000000
PA
USD
6088313.250000000000
0.0908895643
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.166416000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RVQJTKIK3XGD11
Wells Fargo Commercial Mortgage Trust 2018-C43
95001LAZ5
4033000.000000000000
PA
USD
3592064.850000000000
0.0536242463
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
4.514000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RAZ2
138642000.000000000000
PA
USD
1745904.840000000000
0.0260637920
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Variable
.249278000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C53
95002BAG8
105325000.000000000000
PA
USD
2540849.770000000000
0.0379311509
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Variable
.446678000000
N
N
N
N
N
N
W CONTRA COSTA CA UNIF SCH DIS
N/A
West Contra Costa Unified School District
952347WS7
5000000.000000000000
PA
USD
3227631.500000000000
0.0481837922
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-J2
020908AE9
2713374.270000000000
PA
USD
2479902.790000000000
0.0370213021
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-J3
021469AM3
274725.590000000000
PA
USD
258339.170000000000
0.0038566239
Long
ABS-MBS
CORP
US
N
2
2026-05-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-24CB
02146TAL1
3833475.860000000000
PA
USD
2084863.830000000000
0.0311239513
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-26CB
02147WAS8
5447612.720000000000
PA
USD
2779388.900000000000
0.0414921893
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.250000000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES XLVI CLO Ltd
04016UAN7
1436843.000000000000
PA
USD
1422754.750000000000
0.0212396363
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Floating
7.275600000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares XXXIR CLO Ltd
04017TAE9
5750000.000000000000
PA
USD
5748338.250000000000
0.0858142374
Long
ABS-CBDO
CORP
KY
N
2
2030-05-24
Floating
7.185440000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
8553000.000000000000
PA
USD
8363619.900000000000
0.1248565468
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.500000000000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AK1
2570000.000000000000
PA
USD
2556878.740000000000
0.0381704398
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.625000000000
N
N
N
N
N
N
ATLANTA GA WTR & WSTWTR REVENU
N/A
City of Atlanta GA Water & Wastewater Revenue
047870SP6
1625000.000000000000
PA
USD
1189337.180000000000
0.0177550552
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
2.913000000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AP1
7000000.000000000000
PA
USD
7436582.580000000000
0.1110172428
Long
DBT
CORP
AU
N
2
2032-12-08
Fixed
6.742000000000
N
N
N
N
N
N
BCAP LLC Trust
N/A
BCAP LLC Trust 2007-AA2
05530NAR8
454899.680000000000
PA
USD
250866.390000000000
0.0037450663
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
7.500000000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-C5 Mortgage Trust
055988AB5
10000000.000000000000
PA
USD
10365596.000000000000
0.1547431062
Long
ABS-MBS
CORP
US
N
2
2056-06-15
Fixed
6.517600000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2003-3 Trust
05946XDL4
142944.710000000000
PA
USD
135796.190000000000
0.0020272374
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.500000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2004-1 Trust
05946XFV0
449860.030000000000
PA
USD
447664.850000000000
0.0066829779
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2004-B Trust
05946XJK0
1463190.590000000000
PA
USD
1348128.210000000000
0.0201255718
Long
ABS-MBS
CORP
US
N
2
2034-11-20
Variable
5.400331000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-6
059487AE8
946400.770000000000
PA
USD
785642.670000000000
0.0117284898
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2005-11
05948KW62
106790.570000000000
PA
USD
90521.560000000000
0.0013513538
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.750000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-9
059494AA2
161879.230000000000
PA
USD
137899.740000000000
0.0020586403
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-9
059494AG9
793392.680000000000
PA
USD
590518.130000000000
0.0088155674
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.835410000000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-4
05950AAR7
818826.630000000000
PA
USD
698309.520000000000
0.0104247343
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-5 Trust
05950NBF4
247466.590000000000
PA
USD
215041.710000000000
0.0032102565
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
5.750000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006 J Trust
05951EAM9
111163.730000000000
PA
USD
93825.100000000000
0.0014006708
Long
ABS-MBS
CORP
US
N
2
2047-01-20
Variable
5.214445000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-1 Trust
05951FAJ3
660151.500000000000
PA
USD
582315.740000000000
0.0086931177
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
6.689000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-7 Trust
05951KAK9
398570.160000000000
PA
USD
326223.940000000000
0.0048700437
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.000000000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-I Trust
05951VAA7
502475.300000000000
PA
USD
477654.630000000000
0.0071306813
Long
ABS-MBS
CORP
US
N
2
2036-12-20
Variable
5.422555000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2007-6 Trust
059526AC7
3704283.030000000000
PA
USD
3443492.980000000000
0.0514062867
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.995410000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2007-1 Trust
05952HBB4
1488306.790000000000
PA
USD
1187729.390000000000
0.0177310533
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.000000000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VBD6
174693000.000000000000
PA
USD
1993037.500000000000
0.0297531192
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
.185425000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK30
06541UCJ3
1090000.000000000000
PA
USD
845909.650000000000
0.0126281872
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Variable
2.445000000000
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2006-6
073868AM3
752917.630000000000
PA
USD
340540.800000000000
0.0050837734
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
4.198001000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EBG9
6000000.000000000000
PA
USD
4583638.800000000000
0.0684269873
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.576019000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B29 Mortgage Trust
08163JAV6
1000000.000000000000
PA
USD
598477.800000000000
0.0089343935
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.000000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B30 Mortgage Trust
08163KAA9
83683000.000000000000
PA
USD
2927925.910000000000
0.0437096285
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
.594377000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B21 Mortgage Trust
08163LAJ8
5966000.000000000000
PA
USD
5334157.050000000000
0.0796311211
Long
ABS-MBS
CORP
US
N
2
2053-12-17
Fixed
1.797500000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B31 Mortgage Trust
08163MAG2
143043744.770000000000
PA
USD
6125862.670000000000
0.0914501219
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Variable
.768205000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B32 Mortgage Trust
08163NBN4
10000000.000000000000
PA
USD
8112598.000000000000
0.1211091590
Long
ABS-MBS
CORP
US
N
2
2055-01-15
Variable
3.410451000000
N
N
N
N
N
N
BEXAR CNTY TX
N/A
County of Bexar TX
0882812D1
7100000.000000000000
PA
USD
5154188.910000000000
0.0769444614
Long
DBT
MUN
US
N
2
2043-06-15
Fixed
2.863000000000
N
N
N
N
N
N
BEXAR CNTY TX REVENUE
N/A
County of Bexar TX
088518PG4
1490000.000000000000
PA
USD
1101462.390000000000
0.0164432138
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
3.031000000000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300NUS8PQQUZMPR50
BlueMountain CLO 2014-2 Ltd
09626QBC0
7330000.000000000000
PA
USD
7319650.040000000000
0.1092716119
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
7.329420000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
10500000.000000000000
PA
USD
7860886.950000000000
0.1173514831
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.250000000000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A1
12566QAG8
2136890.880000000000
PA
USD
1857245.800000000000
0.0277259488
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-13CB
12667FKJ3
6129218.900000000000
PA
USD
6069694.380000000000
0.0906116119
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-27CB
12667FWU5
887311.130000000000
PA
USD
783631.040000000000
0.0116984591
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-28CB
12667FYT6
127195.450000000000
PA
USD
91111.920000000000
0.0013601670
Long
ABS-MBS
CORP
US
N
2
2500-12-31
Fixed
5.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-54CB
12668APS8
523491.720000000000
PA
USD
292975.810000000000
0.0043736980
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-73CB
12668AV44
330514.420000000000
PA
USD
174086.570000000000
0.0025988565
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.750000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-65CB
12668AY25
96073.820000000000
PA
USD
63795.130000000000
0.0009523675
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.500000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-65CB
12668AZ73
680847.420000000000
PA
USD
273105.400000000000
0.0040770620
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
.000000000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-80CB
12668BGD9
4007503.660000000000
PA
USD
3730964.670000000000
0.0556978163
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
Resecuritization Pass-Through Trust 2005-8R
12669GQG9
1482390.810000000000
PA
USD
1406900.650000000000
0.0210029579
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Fixed
6.000000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2005-S3
16162WNK1
4927345.900000000000
PA
USD
3524909.440000000000
0.0526217147
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2005-A1
16162WPD5
683783.910000000000
PA
USD
626455.600000000000
0.0093520609
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
4.907251000000
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-S1
16163FAG0
4005466.780000000000
PA
USD
1564490.860000000000
0.0233555480
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.000000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GRE0
310605.070000000000
PA
USD
296213.090000000000
0.0044220259
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
3.901672000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GT40
939954.590000000000
PA
USD
604859.090000000000
0.0090296568
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
4.895207000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GYQ5
1632931.940000000000
PA
USD
1466408.810000000000
0.0218913273
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
6.000000000000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2006-A4
17309VAA1
912845.160000000000
PA
USD
803263.210000000000
0.0119915386
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
6.000000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2006-3
17310BAW4
35840.460000000000
PA
USD
29944.230000000000
0.0004470233
Long
ABS-MBS
CORP
US
N
2
2500-12-31
Fixed
5.500000000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities Trust Series 2007-3
17312FAD5
421601.020000000000
PA
USD
384739.890000000000
0.0057436008
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6.000000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup COmmercial Mortgage Trust 2018-C6
17327GAZ7
4673455.970000000000
PA
USD
4569824.890000000000
0.0682207659
Long
ABS-MBS
CORP
US
N
2
2051-11-10
Fixed
4.343000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FBB0
52561961.140000000000
PA
USD
1912398.630000000000
0.0285492995
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.039290000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2020-GC46
17328RBE8
88719951.830000000000
PA
USD
3677779.140000000000
0.0549038346
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
.974243000000
N
N
N
N
N
N
COLORADO ST HLTH FACS AUTH REV
5493002JB6DRFRZPEQ21
Colorado Health Facilities Authority
19648FNU4
2825000.000000000000
PA
USD
2391343.860000000000
0.0356992475
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.696000000000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PNE8
10335000.000000000000
PA
USD
7826977.650000000000
0.1168452671
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
2.991000000000
N
N
N
N
N
N
CONNECTICUT ST
N/A
State of Connecticut
20772KMB2
7090000.000000000000
PA
USD
6589487.120000000000
0.0983713532
Long
DBT
MUN
US
N
2
2037-01-15
Fixed
3.000000000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
Credit Suisse First Boston Mortgage Securities Corp
2254582H0
2686458.600000000000
PA
USD
1237929.790000000000
0.0184804714
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
7.000000000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2006-CF1
225470UD3
2565000.000000000000
PA
USD
2429221.210000000000
0.0362647006
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.500000000000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-3
251510EC3
788107.670000000000
PA
USD
675592.690000000000
0.0100856054
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
5.935410000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-4
30166TAD5
5000000.000000000000
PA
USD
5030997.000000000000
0.0751053874
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
6.310000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-4
30166TAE3
5000000.000000000000
PA
USD
5069852.000000000000
0.0756854354
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
6.510000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2024-1
30167PAC4
8612000.000000000000
PA
USD
8600052.570000000000
0.1283861389
Long
ABS-O
CORP
US
N
2
2027-08-16
Fixed
5.310000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-2
30168CAC2
10488000.000000000000
PA
USD
10477452.220000000000
0.1564129551
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
5.600000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2023-3
301989AC3
6000000.000000000000
PA
USD
6004690.200000000000
0.0896411951
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
6.040000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BXR20
120623155.860000000000
PA
USD
1830963.010000000000
0.0273335854
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Variable
.595407000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F82T9
111152983.930000000000
PA
USD
5081447.580000000000
0.0758585403
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
.877853000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84T7
110855384.210000000000
PA
USD
4864012.780000000000
0.0726125585
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
.849275000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F8ZZ9
108000000.000000000000
PA
USD
5907416.400000000000
0.0881890403
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Variable
.976536000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9Z38
89626000.000000000000
PA
USD
4739772.420000000000
0.0707578326
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
.935885000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FAWU8
39245596.450000000000
PA
USD
633231.620000000000
0.0094532170
Long
ABS-MBS
USGSE
US
N
2
2027-07-25
Variable
.568699000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLND2
53659000.000000000000
PA
USD
1242393.660000000000
0.0185471105
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Variable
.491065000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMTU6
47343295.000000000000
PA
USD
2804976.600000000000
0.0418741761
Long
ABS-MBS
USGSE
US
N
2
2034-04-25
Variable
.907609000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMU83
57609203.340000000000
PA
USD
944762.130000000000
0.0141039094
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Variable
.957749000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHS7
31848456.330000000000
PA
USD
1315334.880000000000
0.0196360156
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Variable
1.020001000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPJA4
75636120.850000000000
PA
USD
4379898.670000000000
0.0653854467
Long
ABS-MBS
USGSE
US
N
2
2034-08-25
Variable
.857213000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZE7
108402827.110000000000
PA
USD
8314735.330000000000
0.1241267721
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.570129000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXZ76
186332000.000000000000
PA
USD
5425130.710000000000
0.0809892241
Long
ABS-MBS
USGSE
US
N
2
2031-02-25
Variable
.501149000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FYUN4
37700000.000000000000
PA
USD
1628802.110000000000
0.0243156204
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
.732362000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H0GZ5
89849000.000000000000
PA
USD
3030903.270000000000
0.0452469290
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Variable
.925728000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H13T1
31700000.000000000000
PA
USD
2250046.980000000000
0.0335898928
Long
ABS-MBS
USGSE
US
N
2
2031-05-25
Variable
1.215943000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H1YX8
122593955.860000000000
PA
USD
7187561.040000000000
0.1072997174
Long
ABS-MBS
USGSE
US
N
2
2031-06-25
Variable
1.036764000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H5YG6
175000000.000000000000
PA
USD
4206475.000000000000
0.0627964863
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Variable
.545211000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H6ZT5
184926831.460000000000
PA
USD
3886884.610000000000
0.0580254718
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Variable
.304525000000
N
N
N
N
N
N
Fillmore Park CLO, Ltd.
N/A
Fillmore Park CLO Ltd 2018-1A
31722QAA2
1000000.000000000000
PA
USD
985000.000000000000
0.0147046016
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
10.975600000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-7F
362341NB1
16102.780000000000
PA
USD
15372.540000000000
0.0002294894
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
6.000000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR7
362341XG9
345756.560000000000
PA
USD
298058.470000000000
0.0044495747
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
4.440263000000
N
N
N
N
N
N
HEARTLAND FINANCIAL USA
549300QF7B0DFZT32C73
Heartland Financial USA Inc
42234QAE2
6000000.000000000000
PA
USD
4671974.640000000000
0.0697457115
Long
DBT
CORP
US
N
2
2031-09-15
Variable
2.750000000000
N
N
N
N
N
N
HOME BANCSHARES INC
N/A
Home BancShares Inc/AR
436893AC5
16436000.000000000000
PA
USD
12621081.620000000000
0.1884141899
Long
DBT
CORP
US
N
2
2032-01-30
Variable
3.125000000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2024-1 Owner Trust
437918AB1
15000000.000000000000
PA
USD
15011106.000000000000
0.2240937395
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
5.360000000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2024-1 Owner Trust
437918AC9
8500000.000000000000
PA
USD
8499199.300000000000
0.1268805479
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.210000000000
N
N
N
N
N
N
HONOLULU CITY & CNTY HI WSTWTR
N/A
City & County Honolulu HI Wastewater System Revenue
4387012B9
5000000.000000000000
PA
USD
3578917.000000000000
0.0534279682
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
2.574000000000
N
N
N
N
N
N
ILLINOIS ST FIN AUTH REVENUE
549300ZG6UBPNNNRN315
Illinois Finance Authority
45204FED3
7000000.000000000000
PA
USD
5306591.500000000000
0.0792196080
Long
DBT
MUN
US
N
2
2041-05-15
Fixed
3.510000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A5
45660LKD0
1011888.860000000000
PA
USD
707708.790000000000
0.0105650516
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
5.500000000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2004-R2
45660NW68
1488726.030000000000
PA
USD
1418965.370000000000
0.0211830665
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
5.500000000000
N
N
N
N
N
N
INLAND EMPIRE CA TOBACCO SECUR
N/A
Inland Empire Tobacco Securitization Corp
45734TAJ3
19965000.000000000000
PA
USD
18829634.370000000000
0.2810987531
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.678000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEC6
3000000.000000000000
PA
USD
2981998.710000000000
0.0445168559
Long
DBT
CORP
US
N
2
2035-01-23
Variable
5.336000000000
N
N
N
N
N
N
KING CNTY WA HSG AUTH
549300TZU8KSWALVD392
King County Housing Authority
494762PA9
3195000.000000000000
PA
USD
2543947.820000000000
0.0379774002
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
3.000000000000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Reremic Trust
61761KAB2
1804780.970000000000
PA
USD
1516620.980000000000
0.0226409211
Long
ABS-MBS
CORP
US
N
2
2036-11-26
Variable
4.022370000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H3
61767YAA8
15363500.000000000000
PA
USD
997470.630000000000
0.0148907698
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
1.850494000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L2
61768HAY2
127093000.000000000000
PA
USD
3444944.730000000000
0.0514279592
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
.620177000000
N
N
N
N
N
N
NEW JERSEY INSTITUTE OF TECHNO
N/A
New Jersey Institute of Technology/NJ
64579RAW7
770000.000000000000
PA
USD
764772.090000000000
0.0114169227
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
3.323000000000
N
N
N
N
N
N
NEW ORLEANS LA WTR REVENUE
N/A
City of New Orleans LA Water System Revenue
647753MN9
3050000.000000000000
PA
USD
2227951.190000000000
0.0332600352
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
2.889000000000
N
N
N
N
N
N
NEW YORK ST LIBERTY DEV CORP L
N/A
New York Liberty Development Corp
649519EY7
12500000.000000000000
PA
USD
10450945.000000000000
0.1560172412
Long
DBT
MUN
US
N
2
2043-09-15
Fixed
3.000000000000
N
N
N
N
N
N
NEW YORK CITY NY INDL DEV AGY
549300XR20ZR5DHL9534
New York City Industrial Development Agency
64971PLN3
5850000.000000000000
PA
USD
4338516.780000000000
0.0647676759
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
2.436000000000
N
N
N
N
N
N
N TX TOLLWAY AUTH REVENUE
PQGZGRE0F2WPMYQQ1B78
North Texas Tollway Authority
66285WYE0
4375000.000000000000
PA
USD
4842271.440000000000
0.0722879923
Long
DBT
MUN
US
N
2
2030-02-01
Fixed
8.410000000000
N
N
N
N
N
N
OHIO ST HGR EDUCTNL FAC COMMIS
5493007MQT6NGNN6BR81
Ohio Higher Educational Facility Commission
67756DXS0
4025000.000000000000
PA
USD
3875758.230000000000
0.0578593713
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
4.500000000000
N
N
N
N
N
N
OKLAHOMA ST DEV FIN AUTH HLTHS
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority
67884XCP0
4520000.000000000000
PA
USD
4070984.560000000000
0.0607738133
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
5.450000000000
N
N
N
N
N
N
OKLAHOMA ST DEV FIN AUTH
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority
6789084H4
9854944.990000000000
PA
USD
9996200.840000000000
0.1492285796
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
5.269000000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
1800000.000000000000
PA
USD
1655913.240000000000
0.0247203497
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.875000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BW4
5000000.000000000000
PA
USD
5013596.500000000000
0.0748456235
Long
DBT
CORP
US
N
2
2035-01-22
Variable
5.676000000000
N
N
N
N
N
N
PEAPACK GLADSTONE FINANC
549300G8DN2UK8K0ET30
Peapack-Gladstone Financial Corp
704699AE7
6000000.000000000000
PA
USD
5186161.680000000000
0.0774217679
Long
DBT
CORP
US
N
2
2030-12-30
Variable
3.500000000000
N
N
N
N
N
N
PERALTA CA CMNTY CLG DIST LTD
N/A
Peralta Community College District
713580AJ7
12350000.000000000000
PA
USD
11537362.590000000000
0.1722358583
Long
DBT
MUN
US
N
2
2031-08-05
Fixed
.000000000000
N
N
N
N
N
N
PORT BEAUMONT TX INDL DEV AUTH
N/A
Port of Beaumont Industrial Development Authority
73358SAA1
7000000.000000000000
PA
USD
5796172.200000000000
0.0865283280
Long
DBT
MUN
US
N
2
2028-01-01
Fixed
4.100000000000
N
N
N
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PXM2
5750000.000000000000
PA
USD
5623812.800000000000
0.0839552556
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
7.500000000000
N
N
N
N
N
N
PUERTO RICO HIGHWAY & TRANSPRT
549300J6QBXVWJXB7Y41
Puerto Rico Highway & Transportation Authority
745185BN7
7000000.000000000000
PA
USD
5827980.200000000000
0.0870031746
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
.000000000000
N
N
N
N
N
N
PUTNAM CNTY TN
N/A
County of Putnam TN
746673C26
4360000.000000000000
PA
USD
3114437.380000000000
0.0464939705
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
2.125000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S6 Trust
74957VAK5
92650.550000000000
PA
USD
76603.330000000000
0.0011435751
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.000000000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2007-S1 Trust
749581AP9
422153.360000000000
PA
USD
314444.270000000000
0.0046941906
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.000000000000
N
N
N
N
N
N
REGIONS BANK
EQTWLK1G7ODGC2MGLV11
Regions Bank/Birmingham AL
75913MAA7
15601000.000000000000
PA
USD
15841219.520000000000
0.2364861137
Long
DBT
CORP
US
N
2
2037-06-26
Fixed
6.450000000000
N
N
N
N
N
N
RENASANT CORP
549300OVE6OZHW2UUH81
Renasant Corp
75970EAD9
9000000.000000000000
PA
USD
6230992.140000000000
0.0930195503
Long
DBT
CORP
US
N
2
2035-09-15
Variable
4.500000000000
N
N
N
N
N
N
RIVERSIDE CNTY CA INFRASTRUCTU
N/A
Riverside County Infrastructure Financing Authority
76913DGJ0
4755000.000000000000
PA
USD
3652949.820000000000
0.0545331693
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
3.185000000000
N
N
N
N
N
N
SAN ANTONIO TX ELEC & GAS REVE
5493002G2FEH20Q4GQ04
City of San Antonio TX Electric & Gas Systems Revenue
796253U91
22150000.000000000000
PA
USD
22917778.810000000000
0.3421287381
Long
DBT
MUN
US
N
2
2041-02-01
Fixed
5.718000000000
N
N
N
N
N
N
SAN MATEO CA FOSTER CITY SCH D
N/A
San Mateo Foster City School District/CA
799055RJ9
2245000.000000000000
PA
USD
1629627.090000000000
0.0243279362
Long
DBT
MUN
US
N
2
2044-08-01
Fixed
3.059000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-2
80286MAE8
5075000.000000000000
PA
USD
4919770.980000000000
0.0734449464
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
3.760000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2024-1
80288AAC6
5000000.000000000000
PA
USD
4999458.000000000000
0.0746345565
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
5.250000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2024-1
80288AAE2
1000000.000000000000
PA
USD
998963.900000000000
0.0149130621
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
5.450000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-6
802918AC6
4027277.230000000000
PA
USD
4012204.740000000000
0.0598963170
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
4.490000000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2006-12
86362RAC5
531359.060000000000
PA
USD
372584.670000000000
0.0055621413
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
4.563404000000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161CAM7
4000000.000000000000
PA
USD
3784015.000000000000
0.0564897797
Long
DBT
CORP
US
N
2
2029-02-07
Variable
7.538000000000
N
N
N
N
N
N
TENNESSEE ST SCH BOND AUTH
N/A
Tennessee State School Bond Authority
880558PH8
11605000.000000000000
PA
USD
7679291.930000000000
0.1146405365
Long
DBT
MUN
US
N
2
2045-11-01
Fixed
2.661000000000
N
N
N
N
N
N
TIFT CNTY GA HOSP AUTH
N/A
Tift County Hospital Authority
886640JL6
2950000.000000000000
PA
USD
2144765.350000000000
0.0320181929
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
2.977000000000
N
N
N
N
N
N
TOWNEBANK/PORTSMOUTH VA
54930039UO39UJGI7078
Towne Bank/Portsmouth VA
89214PDD8
4000000.000000000000
PA
USD
3490995.880000000000
0.0521154351
Long
DBT
CORP
US
N
2
2032-02-15
Variable
3.125000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C14
90278KBC4
114392000.000000000000
PA
USD
1601076.190000000000
0.0239017132
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
.245890000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RH3
60000000.000000000000
PA
USD
48658593.600000000000
0.7264012523
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.125000000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust
92922F4B1
3968656.690000000000
PA
USD
3472990.120000000000
0.0518466356
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
4.890337000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR1 Trust
94983JAA0
1355652.120000000000
PA
USD
1253905.820000000000
0.0187189701
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
6.190844000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-RB1
95000TBW5
69254209.000000000000
PA
USD
1324479.820000000000
0.0197725361
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
.721160000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C60
95003DBP2
40626707.670000000000
PA
USD
2879941.990000000000
0.0429932991
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
1.521131000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C60
95003DCB2
3000000.000000000000
PA
USD
2206795.500000000000
0.0329442118
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
2.738000000000
N
N
N
N
N
N
YMCA OF GREATER NY
N/A
YMCA of Greater New York
98425BAU0
5730000.000000000000
PA
USD
5252474.640000000000
0.0784117229
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
2.303000000000
N
N
N
N
N
N
YUBA CA CMNTY CLG DIST
N/A
Yuba Community College District
988176HX4
5055000.000000000000
PA
USD
2968347.060000000000
0.0443130568
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
.000000000000
N
N
N
N
N
N
2024-03-28
Trust for Professional Managers
/s/ John Buckel
John Buckel
President