0001145549-24-037772.txt : 20240624
0001145549-24-037772.hdr.sgml : 20240624
20240624072853
ACCESSION NUMBER: 0001145549-24-037772
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240624
DATE AS OF CHANGE: 20240624
PERIOD START: 20240430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLUMBIA FUNDS SERIES TRUST I
CENTRAL INDEX KEY: 0000773757
ORGANIZATION NAME:
IRS NUMBER: 363376651
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04367
FILM NUMBER: 241062061
BUSINESS ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 800-345-6611
MAIL ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: COLUMBIA FUNDS TRUST IX
DATE OF NAME CHANGE: 20031107
FORMER COMPANY:
FORMER CONFORMED NAME: LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
DATE OF NAME CHANGE: 19991025
FORMER COMPANY:
FORMER CONFORMED NAME: STEINROE MUNICIPAL TRUST
DATE OF NAME CHANGE: 19920703
0000773757
S000021579
Columbia Bond Fund
C000061833
Columbia Bond Fund Class A
CNDAX
C000061834
Columbia Bond Fund Class C
CNDCX
C000061835
Columbia Bond Fund Institutional Class
UMMGX
C000078993
Columbia Bond Fund Institutional 3 Class
CBFYX
C000094716
Columbia Bond Fund Class V
CNDTX
C000109452
Columbia Bond Fund Class R
CBFRX
C000122693
Columbia Bond Fund Advisor Class
CNDRX
C000122694
Columbia Bond Fund Institutional 2 Class
CNFRX
NPORT-P
1
primary_doc.xml
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0000773757
XXXXXXXX
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Columbia Funds Series Trust I
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290 Congress Street
Boston
02110
800-345-6611
Columbia Bond Fund
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USD
N
BBG U.S. Aggregate Index
LEH_AGG
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-90
N/A
GNMA_19-90
38381XJJ6
1973609.980000000000
PA
USD
191803.900000000000
0.0227093800
Long
ABS-CBDO
USGA
US
N
2
2049-07-20
Variable
0.720100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-85
N/A
GNMA_19-85
38381XRV0
839439.700000000000
PA
USD
72559.820000000000
0.0085910064
Long
ABS-CBDO
USGA
US
N
2
2049-07-20
Variable
0.720100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-11
N/A
GNMA_20-11
38382B6C2
18351430.700000000000
PA
USD
1746059.720000000000
0.2067316340
Long
ABS-CBDO
USGA
US
N
2
2050-01-20
Variable
0.620100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_20-21
N/A
GNMA_20-21
38382DMU0
648471.910000000000
PA
USD
60235.970000000000
0.0071318755
Long
ABS-CBDO
USGA
US
N
2
2050-02-20
Variable
0.620100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61
N/A
GNMA_20-61
38382EW52
7530460.570000000000
PA
USD
635192.840000000000
0.0752061641
Long
ABS-CBDO
USGA
US
N
2
2049-08-20
Variable
0.620100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62
N/A
GNMA_20-62
38382FKW3
1146687.840000000000
PA
USD
101696.530000000000
0.0120407622
Long
ABS-CBDO
USGA
US
N
2
2050-05-20
Variable
0.720100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-188
N/A
GNMA_20-188
38382L2K6
10557336.730000000000
PA
USD
1137781.070000000000
0.1347120818
Long
ABS-CBDO
USGA
US
N
2
2050-12-20
Variable
0.870100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-164
N/A
GNMA_20-164
38382LGD7
6604281.270000000000
PA
USD
1048145.670000000000
0.1240993447
Long
ABS-CBDO
USGA
US
N
2
2050-11-20
Fixed
3.000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175
N/A
GNMA_20-175
38382LNR8
18753667.250000000000
PA
USD
2529830.330000000000
0.2995292498
Long
ABS-CBDO
USGA
US
N
2
2050-11-20
Fixed
2.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191
N/A
GNMA_20-191
38382MRT8
6698647.450000000000
PA
USD
1164032.010000000000
0.1378201655
Long
ABS-CBDO
USGA
US
N
2
2050-12-20
Fixed
3.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-16
N/A
GNMA_21-16
38382NBY2
8949060.650000000000
PA
USD
1207358.940000000000
0.1429500284
Long
ABS-CBDO
USGA
US
N
2
2051-01-20
Fixed
2.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119
N/A
GNMA_21-119
38382UY62
7659418.050000000000
PA
USD
1210301.410000000000
0.1432984137
Long
ABS-CBDO
USGA
US
N
2
2051-07-20
Fixed
3.000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-139
N/A
GNMA_21-139
38382XGR0
17690147.550000000000
PA
USD
2956575.590000000000
0.3500554396
Long
ABS-CBDO
USGA
US
N
2
2051-08-20
Fixed
3.000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-207
N/A
GNMA_22-207
38383HFS3
28861767.820000000000
PA
USD
2747856.760000000000
0.3253433497
Long
ABS-CBDO
USGA
US
N
2
2049-09-20
Variable
0.570100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-207
N/A
GNMA_22-207
38383HFU8
11894636.690000000000
PA
USD
1028096.270000000000
0.1217255168
Long
ABS-CBDO
USGA
US
N
2
2050-01-20
Variable
0.670100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17
N/A
GNMA_23-17
38383VJ74
11480919.820000000000
PA
USD
989134.050000000000
0.1171124310
Long
ABS-CBDO
USGA
US
N
2
2050-05-20
Variable
0.620100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47
N/A
GNMA_23-47
38383WK96
12281679.930000000000
PA
USD
1054378.540000000000
0.1248373100
Long
ABS-CBDO
USGA
US
N
2
2049-09-20
Variable
0.620100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-141
N/A
GNMA_23-141
38384EE43
10380815.070000000000
PA
USD
921474.850000000000
0.1091016529
Long
ABS-CBDO
USGA
US
N
2
2049-04-20
Variable
0.620100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30
N/A
GNMA_24-30
38384JQE7
9972736.400000000000
PA
USD
718589.510000000000
0.0850802420
Long
ABS-CBDO
USGA
US
N
2
2054-02-20
Variable
0.519700000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CA5
6272000.000000000000
PA
USD
5529117.980000000000
0.6546417524
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.500000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CT4
2558000.000000000000
PA
USD
2087273.510000000000
0.2471309878
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.804000000000
N
N
N
N
N
N
HILT_16-SFP
N/A
HILT_16-SFP
43289VAN3
1646000.000000000000
PA
USD
744546.040000000000
0.0881534679
Long
ABS-MBS
CORP
US
N
2
2035-11-05
Fixed
4.926900000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1
N/A
NZES_20-PLS1
433674AA6
2311061.690000000000
PA
USD
2218040.990000000000
0.2626137199
Long
ABS-CBDO
CORP
US
N
2
2025-12-25
Fixed
3.844000000000
N
N
N
N
N
N
HOME RE LTD HMIR_22-1
N/A
HMIR_22-1
43730GAA9
1425227.100000000000
PA
USD
1433974.290000000000
0.1697810474
Long
ABS-CBDO
CORP
US
N
2
2034-10-25
Variable
8.180000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR3
N/A
PROG_20-SFR3
74333AAC4
4000000.000000000000
PA
USD
3744782.000000000000
0.4433782494
Long
ABS-MBS
CORP
US
N
2
2027-10-17
Fixed
1.495000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR3
N/A
PROG_20-SFR3
74333AAE0
6250000.000000000000
PA
USD
5855713.130000000000
0.6933102745
Long
ABS-MBS
CORP
US
N
2
2027-10-17
Fixed
1.695000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR1
N/A
PROG_22-SFR1
74333YAA6
2987754.310000000000
PA
USD
2621247.390000000000
0.3103529335
Long
ABS-MBS
CORP
US
N
2
2041-02-17
Fixed
2.709000000000
N
N
N
N
N
N
PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_23-1
N/A
PMIT_23-1A
74390NAC6
1800000.000000000000
PA
USD
1816446.420000000000
0.2150653453
Long
ABS-MBS
CORP
US
N
2
2029-07-16
Fixed
7.480000000000
N
N
N
N
N
N
REDDING RIDGE ASSET MANAGEMENT RRAM_18-3A
N/A
RRAM_18-3A
74988LAA2
2699110.410000000000
PA
USD
2702724.520000000000
0.3199997400
Long
ABS-MBS
CORP
US
N
2
2030-01-15
Variable
6.680200000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORPORATION
75513ECN9
2441000.000000000000
PA
USD
1952030.670000000000
0.2311183778
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.375000000000
N
N
N
N
N
N
REACH FINANCIAL LLC REACH_23-1
N/A
REACH_23-1A
75525AAB1
4550000.000000000000
PA
USD
4600727.540000000000
0.5447213009
Long
ABS-MBS
CORP
US
N
2
2031-02-18
Fixed
7.330000000000
N
N
N
N
N
N
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_21-2A
N/A
RPM_21-2A
76088LAA6
1054509.390000000000
PA
USD
1017350.800000000000
0.1204532645
Long
ABS-MBS
CORP
US
N
2
2030-03-25
Fixed
2.650000000000
N
N
N
N
N
N
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_23-4
N/A
RPM_23-4A
76088UAA6
3376841.080000000000
PA
USD
3372523.110000000000
0.3993031884
Long
ABS-MBS
CORP
US
N
2
2032-03-25
Fixed
7.540000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_24-1
N/A
RPM_24-1A
76088YAA8
2195000.000000000000
PA
USD
2194546.290000000000
0.2598319721
Long
ABS-MBS
CORP
US
N
2
2032-06-25
Fixed
7.090000000000
N
N
N
N
N
N
RESIDENTIAL MORTGAGE LOAN TRUST RMLT_19-3
N/A
RMLT_19-3
76119NAC1
11028.200000000000
PA
USD
10742.390000000000
0.0012718877
Long
ABS-CBDO
CORP
US
N
2
2059-09-25
Variable
3.044000000000
N
N
N
N
N
N
REDDING RIDGE ASSET MANAGMENT RR
N/A
RRAM_17-1A
78108YAQ5
10000000.000000000000
PA
USD
10006470.000000000000
1.1847555215
Long
ABS-MBS
CORP
KY
N
2
2035-07-15
Variable
7.190200000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-134
N/A
GNMA_18-134
38381ASA5
752026.990000000000
PA
USD
64955.200000000000
0.0076906273
Long
ABS-CBDO
USGA
US
N
2
2048-10-20
Variable
0.770100000000
N
N
N
N
N
N
GNMA_19-5
N/A
GNMA_19-5
38381BC44
833171.530000000000
PA
USD
71358.980000000000
0.0084488282
Long
ABS-CBDO
USGA
US
N
2
2049-01-20
Variable
0.720100000000
N
N
N
N
N
N
GNMA_19-20
N/A
GNMA_19-20
38381RAE9
1137912.910000000000
PA
USD
95804.760000000000
0.0113431828
Long
ABS-CBDO
USGA
US
N
2
2049-02-20
Variable
0.570100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59
N/A
GNMA_19-59
38381VH60
869298.200000000000
PA
USD
76499.280000000000
0.0090574343
Long
ABS-CBDO
USGA
US
N
2
2049-05-20
Variable
0.620100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-74
N/A
GNMA_19-74
38381VW22
11909656.230000000000
PA
USD
1144738.290000000000
0.1355358093
Long
ABS-CBDO
USGA
US
N
2
2049-06-20
Variable
0.620100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-56
N/A
GNMA_19-56
38381VWH9
851553.000000000000
PA
USD
75457.730000000000
0.0089341159
Long
ABS-CBDO
USGA
US
N
2
2049-05-20
Variable
0.720100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-92
N/A
GNMA_19-92
38381WR67
4775695.850000000000
PA
USD
437473.320000000000
0.0517963809
Long
ABS-CBDO
USGA
US
N
2
2049-07-20
Variable
0.670100000000
N
N
N
N
N
N
IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM4
N/A
IMPRL_21-NQM4
45276JAB6
1619302.320000000000
PA
USD
1325578.850000000000
0.1569471414
Long
ABS-CBDO
CORP
US
N
2
2057-01-25
Variable
2.296000000000
N
N
N
N
N
N
INVITATION HOMES TRUST IHSFR_18-SFR4
N/A
IHSFR_18-SFR4
46187XAE5
1999907.720000000000
PA
USD
2000534.090000000000
0.2368611317
Long
ABS-MBS
CORP
US
N
2
2038-01-17
Variable
6.835500000000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-2N
N/A
JPMCC_21-2NU
46592FAG8
1750000.000000000000
PA
USD
1314531.930000000000
0.1556391977
Long
ABS-MBS
CORP
US
N
2
2040-01-05
Variable
2.076500000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J P MORGAN & CO INC
46647PCC8
6920000.000000000000
PA
USD
5694726.670000000000
0.6742496470
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.580000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PCR5
1694000.000000000000
PA
USD
1371732.680000000000
0.1624117063
Long
DBT
CORP
US
N
2
2032-11-08
Variable
2.545000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PEH5
1624000.000000000000
PA
USD
1627059.400000000000
0.1926421213
Long
DBT
CORP
US
N
2
2035-04-22
Variable
5.766000000000
N
N
N
N
N
N
JEFFERIES FINANCIAL GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233W109
39.000000000000
NS
USD
1679.340000000000
0.0001988321
Long
EC
CORP
US
N
1
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BW5
1396000.000000000000
PA
USD
1247016.690000000000
0.1476454643
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.400000000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456BAJ0
671000.000000000000
PA
USD
571846.120000000000
0.0677059790
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.050000000000
N
N
N
N
N
N
SFO COMMERICAL MORTGAGE TRUST SFO_21-555
N/A
SFO_21-555
78432WAA1
6165000.000000000000
PA
USD
5887902.360000000000
0.6971214455
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
6.585500000000
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN TRUST SREV_19-A
N/A
SREV_19-A
80286JAA3
3496000.000000000000
PA
USD
3408695.090000000000
0.4035859128
Long
ABS-MBS
CORP
US
N
2
2032-01-26
Fixed
2.510000000000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431AP4
5070000.000000000000
PA
USD
5060633.940000000000
0.5991737348
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.400000000000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431AQ2
686000.000000000000
PA
USD
668133.740000000000
0.0791063320
Long
DBT
CORP
US
N
2
2033-07-31
Fixed
5.4000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1
N/A
SDART_24-1
80288AAB8
3825235.390000000000
PA
USD
3823810.490000000000
0.4527351395
Long
ABS-MBS
CORP
US
N
2
2027-02-16
Fixed
5.710000000000
N
N
N
N
N
N
STANWICH MORTGAGE LOAN COMPANY STWH_21-NPB1
N/A
STWH_21-NPB1
85501YAA8
1824017.550000000000
PA
USD
1751168.480000000000
0.2073365059
Long
ABS-CBDO
CORP
US
N
2
2026-10-16
Variable
2.735000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2
N/A
LMAT_21-GS2
52476DAA5
1818873.940000000000
PA
USD
1756814.690000000000
0.2080050112
Long
ABS-CBDO
CORP
US
N
2
2061-04-25
Variable
1.750000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_21-SL2
N/A
LMAT_21-SL2
52476TAA0
2140168.070000000000
PA
USD
2057713.600000000000
0.2436311256
Long
ABS-CBDO
CORP
US
N
2
2068-10-25
Variable
1.875000000000
N
N
N
N
N
N
LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_22-A
N/A
LDPT_22-A
52605AAC1
699443.590000000000
PA
USD
694504.960000000000
0.0822286567
Long
ABS-MBS
CORP
US
N
2
2029-06-15
Fixed
2.820000000000
N
N
N
N
N
N
LLEND_21-1A
N/A
LLEND_21-1A
53934QAA0
1912.420000000000
PA
USD
1908.520000000000
0.0002259668
Long
ABS-MBS
CORP
US
N
2
2029-05-15
Fixed
1.070000000000
N
N
N
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORPORATION
539830CD9
604000.000000000000
PA
USD
578263.050000000000
0.0684657368
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.800000000000
N
N
N
N
N
N
PEACHTREE CORNERS FUNDING TRUST
N/A
PEACHTREE CORNERS FUNDING TRUST
70466WAA7
335000.000000000000
PA
USD
328692.370000000000
0.0389168308
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.976000000000
N
N
N
N
N
N
PEPSICO SINGAPORE FINANCING I PTE LTD
254900DOMTCMUFROFJ76
PEPSICO SINGAPORE FINANCING I PTE
713466AA8
1426000.000000000000
PA
USD
1403625.500000000000
0.1661877826
Long
DBT
CORP
SG
N
2
2027-02-16
Fixed
4.650000000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTERPRISES PTE LTD
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE
716973AE2
4002000.000000000000
PA
USD
3815775.690000000000
0.4517838276
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.750000000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPELINE LP
72650RBE1
4576000.000000000000
PA
USD
3706629.420000000000
0.4388610241
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.700000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR1
N/A
PROG_20-SFR1
74331CAE8
1800000.000000000000
PA
USD
1739105.100000000000
0.2059082143
Long
ABS-MBS
CORP
US
N
2
2037-04-17
Fixed
3.032000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR4
N/A
PROG_22-SFR4
74332XAC5
6000000.000000000000
PA
USD
5711836.200000000000
0.6762753974
Long
ABS-MBS
CORP
US
N
2
2041-05-17
Fixed
4.788000000000
N
N
N
N
N
N
TOORAK MORTGAGE TRUST TRK_21-INV2
N/A
TRK_21-INV2
87267TAA9
5139028.370000000000
PA
USD
4240968.770000000000
0.5021262410
Long
ABS-CBDO
CORP
US
N
2
2056-11-25
Variable
1.966000000000
N
N
N
N
N
N
THEOREM FUNDING TRUST THRM_22-3
N/A
THRM_22-3A
882925AA8
2174379.230000000000
PA
USD
2190457.350000000000
0.2593478459
Long
ABS-MBS
CORP
US
N
2
2029-04-15
Fixed
7.600000000000
N
N
N
N
N
N
THEOREM FUNDING TRUST THRM_23-1
N/A
THRM_23-1A
88338QAA8
1105331.780000000000
PA
USD
1114348.390000000000
0.1319376771
Long
ABS-MBS
CORP
US
N
2
2029-04-15
Fixed
7.580000000000
N
N
N
N
N
N
THEOREM FUNDING TRUST THRM_22-2
N/A
THRM_22-2A
88339FAA1
984689.620000000000
PA
USD
982356.220000000000
0.1163099430
Long
ABS-MBS
CORP
US
N
2
2028-12-15
Fixed
6.060000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_19-4
N/A
TPMT_19-4
89178BAS3
10000000.000000000000
PA
USD
7969705.000000000000
0.9436046881
Long
ABS-CBDO
CORP
US
N
2
2059-10-25
Variable
3.000000000000
N
N
N
N
N
N
TRICON AMERICAN HOMES TAH_20-SFR1
N/A
TAH_20-SFR1
89613GAC0
7000000.000000000000
PA
USD
6448141.000000000000
0.7634531111
Long
ABS-MBS
CORP
US
N
2
2038-07-17
Fixed
2.249000000000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-NYCH
N/A
UBSCM_18-NYCH
90266HAG7
900000.000000000000
PA
USD
867735.990000000000
0.1027390284
Long
ABS-MBS
CORP
US
N
2
2032-02-15
Variable
6.618000000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJN1
830000.000000000000
PA
USD
819720.670000000000
0.0970540650
Long
DBT
CORP
US
N
2
2034-06-12
Variable
5.836000000000
N
N
N
N
N
N
VENDE_98-1
N/A
VENDE_98-1
911760LJ3
325410.220000000000
PA
USD
0.330000000000
0.0000000391
Long
ABS-CBDO
USGA
US
N
2
2028-03-15
Variable
0.000000000000
N
N
N
N
N
N
VENDE_98-3
N/A
VENDE_98-3
911760LZ7
412493.960000000000
PA
USD
0.410000000000
0.0000000485
Long
ABS-CBDO
USGA
US
N
2
2029-03-15
Variable
0.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TII .75% 02/15/2045 (TIPS)
912810RL4
5831442.000000000000
PA
USD
4222328.470000000000
0.4999192491
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY (CPI) NOTE
91282CCA7
6869172.600000000000
PA
USD
6546375.140000000000
0.7750839300
Long
DBT
UST
US
N
2
2026-04-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY (CPI) NOTE
91282CJH5
2274544.200000000000
PA
USD
2287605.060000000000
0.2708500326
Long
DBT
UST
US
N
2
2028-10-15
Fixed
2.375000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1
N/A
STAR_2019-INV1
85572JAC1
2765440.060000000000
PA
USD
2656283.990000000000
0.3145012301
Long
ABS-CBDO
CORP
US
N
2
2049-09-27
Variable
2.916000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_20-2
N/A
STAR_20-2
85573DAC3
3985507.280000000000
PA
USD
3906518.910000000000
0.4625277294
Long
ABS-CBDO
CORP
US
N
2
2060-04-25
Variable
3.000000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PFA5
1711000.000000000000
PA
USD
1664971.760000000000
0.1971309049
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.900000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PFB3
4428000.000000000000
PA
USD
4285360.440000000000
0.5073821680
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.000000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_23-1
N/A
UPST_23-1
91679AAA4
644167.310000000000
PA
USD
643940.500000000000
0.0762418778
Long
ABS-MBS
CORP
US
N
2
2033-02-20
Fixed
6.590000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_21-5
N/A
UPST_21-5
91679JAB3
4676068.190000000000
PA
USD
4609256.060000000000
0.5457310687
Long
ABS-MBS
CORP
US
N
2
2031-11-20
Fixed
2.490000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_21-ST6
N/A
UPSPT_21-ST6
91680VAA5
844706.070000000000
PA
USD
826438.460000000000
0.0978494443
Long
ABS-MBS
CORP
US
N
2
2027-08-20
Fixed
1.850000000000
N
N
N
N
N
N
USPTT_22-1A
N/A
USPTT_22-1A
91680YAM3
1528878.240000000000
PA
USD
1500115.450000000000
0.1776120912
Long
ABS-MBS
CORP
US
N
2
2030-04-15
Fixed
3.400000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_21-ST1
N/A
UPSPT_21-ST1
91681MAA4
270679.490000000000
PA
USD
268294.560000000000
0.0317657937
Long
ABS-MBS
CORP
US
N
2
2027-02-20
Fixed
2.750000000000
N
N
N
N
N
N
UPSTART PASS THROUGH TRUST UPSPT_21-ST10
N/A
UPSPT_21-ST10
91681WAA2
1726684.910000000000
PA
USD
1693105.030000000000
0.2004618545
Long
ABS-MBS
CORP
US
N
2
2030-01-20
Fixed
2.250000000000
N
N
N
N
N
N
UPSTART PASS THROUGH TRUST UPSPT_21-ST9
N/A
UPSPT_21-ST9
91683MAA2
384802.940000000000
PA
USD
380329.880000000000
0.0450306577
Long
ABS-MBS
CORP
US
N
2
2029-11-20
Fixed
1.700000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_23-2
N/A
UPST_23-2
91683VAA2
1396615.830000000000
PA
USD
1399676.020000000000
0.1657201683
Long
ABS-MBS
CORP
US
N
2
2033-06-20
Fixed
6.770000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1
N/A
STAR_20-INV1
85573EAB3
2794322.250000000000
PA
USD
2568715.100000000000
0.3041331656
Long
ABS-CBDO
CORP
US
N
2
2055-11-25
Variable
1.439000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1
N/A
STAR_20-INV1
85573EAC1
1057674.020000000000
PA
USD
972449.080000000000
0.1151369481
Long
ABS-CBDO
CORP
US
N
2
2055-11-25
Variable
1.593000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-3
N/A
STAR_21-3
85573JAA4
797322.860000000000
PA
USD
635426.210000000000
0.0752337948
Long
ABS-CBDO
CORP
US
N
2
2056-06-25
Variable
1.127000000000
N
N
N
N
N
N
STAR_20-3
N/A
STAR_20-3
85573MAC3
5000000.000000000000
PA
USD
4153203.000000000000
0.4917348661
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Variable
2.591000000000
N
N
N
N
N
N
STAR_20-3
N/A
STAR_20-3
85573MAD1
2800000.000000000000
PA
USD
2304471.680000000000
0.2728470227
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Variable
3.544000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABT1
6066000.000000000000
PA
USD
5146505.770000000000
0.6093408692
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.875000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-1
N/A
VERUS_20-1
92536PAE4
659647.600000000000
PA
USD
617588.210000000000
0.0731217944
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Variable
2.724000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_19-INV3
N/A
VERUS_19-INV3
92537MAE0
215188.610000000000
PA
USD
208167.410000000000
0.0246468024
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.100000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-INV1
N/A
VERUS_20-INV1
92537TAD7
4000000.000000000000
PA
USD
3930058.800000000000
0.4653148276
Long
ABS-CBDO
CORP
US
N
2
2060-03-25
Fixed
3.035000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F032658
15000000.000000000000
PA
USD
12927581.400000000000
1.5306120383
Long
ABS-MBS
USGA
US
N
2
2054-05-13
Fixed
3.5000
N
N
N
N
N
N
BAMLL_13-WBRK
N/A
BAMLL_13-WBRK
05525BAA8
1350000.000000000000
PA
USD
1250508.780000000000
0.1480589241
Long
ABS-MBS
CORP
US
N
2
2037-03-10
Variable
3.652100000000
N
N
N
N
N
N
BACARDI LTD
N/A
BACARDI LTD / MARTINI BV
05635JAB6
3500000.000000000000
PA
USD
3360647.010000000000
0.3978970707
Long
DBT
CORP
BM
N
2
2033-06-15
Fixed
5.400000000000
N
N
N
N
N
N
BAIN CAPITAL CREDIT CLO LTD BCC_18-1A
N/A
BCC_18-1A
05683LAE6
2000000.000000000000
PA
USD
2003834.000000000000
0.2372518376
Long
ABS-MBS
CORP
US
N
2
2031-04-23
Variable
6.988000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJL4
2300000.000000000000
PA
USD
1828155.250000000000
0.2164516584
Long
DBT
CORP
US
N
2
2031-10-24
Variable
1.922000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKC2
179000.000000000000
PA
USD
139959.740000000000
0.0165710860
Long
DBT
CORP
US
N
2
2036-09-21
Variable
2.482000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKD0
5507000.000000000000
PA
USD
4443117.480000000000
0.5260604356
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.572000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKK4
5600000.000000000000
PA
USD
4616646.780000000000
0.5466061222
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.972000000000
N
N
N
N
N
N
BACARDI LTD
N/A
BACARDI LTD
067316AH2
3330000.000000000000
PA
USD
2947225.060000000000
0.3489483467
Long
DBT
CORP
BM
N
2
2048-05-15
Fixed
5.300000000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-3F
N/A
BVRT_21-3F
07335NAB6
4914316.990000000000
PA
USD
4914316.990000000000
0.5818499619
Long
ABS-CBDO
CORP
US
N
3
2033-07-12
Variable
4.186600000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_22-1
N/A
BMIR_22-1
078774AA4
1821576.110000000000
PA
USD
1822629.530000000000
0.2157974190
Long
ABS-CBDO
CORP
BM
N
2
2032-01-26
Variable
7.080000000000
N
N
N
N
N
N
BELLEMEADE RE LT BMIR_19-3A
N/A
BMIR_19-3A
07877GAC3
1026837.170000000000
PA
USD
1027718.810000000000
0.1216808260
Long
ABS-CBDO
CORP
BM
N
2
2029-07-25
Variable
7.381300000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CR4
2971000.000000000000
PA
USD
1858191.480000000000
0.2200079165
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.950000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DN2
416000.000000000000
PA
USD
416322.140000000000
0.0492921034
Long
DBT
CORP
US
N
2
2064-05-01
Fixed
7.008000000000
N
N
N
N
N
N
BRAEMAR HOTELS & RESORTS TRUST BHR_18-PRME
N/A
BHR_18-PRME
10482TAA0
79211.710000000000
PA
USD
78901.450000000000
0.0093418487
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Variable
6.256000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-A
N/A
BRAVO_21-A
105693AA3
2376681.520000000000
PA
USD
2310118.040000000000
0.2735155458
Long
ABS-CBDO
CORP
US
N
2
2059-10-25
Variable
4.991000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1
N/A
BRAVO_20-NQM1
105699AD4
2500000.000000000000
PA
USD
2290452.500000000000
0.2711871665
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Variable
3.181000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2
N/A
BRAVO_20-RPL2
10569BAA5
1593151.780000000000
PA
USD
1427926.810000000000
0.1690650322
Long
ABS-CBDO
CORP
US
N
2
2059-05-25
Variable
2.000000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135FBQ3
3417000.000000000000
PA
USD
2620935.740000000000
0.3103160345
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.1870
N
N
N
N
N
N
BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-3
N/A
BHLD_19-3
12062BAB1
519320.470000000000
PA
USD
505308.790000000000
0.0598280292
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
2.981000000000
N
N
N
N
N
N
BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-3
N/A
BHLD_19-3
12062BAC9
756724.050000000000
PA
USD
736304.000000000000
0.0871776190
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.135000000000
N
N
N
N
N
N
BUNKER HILL LOAN DEPOSITARY TRUST BHLD_20-1
N/A
BHLD_20-1
12062RAA8
1923490.340000000000
PA
USD
1830365.320000000000
0.2167133284
Long
ABS-CBDO
CORP
US
N
2
2055-02-25
Variable
1.724000000000
N
N
N
N
N
N
CHNGE MORTGAGE TRUST CHNGE_22-2
N/A
CHNGE_22-2
12546YAA9
3535529.300000000000
PA
USD
3255608.720000000000
0.3854606476
Long
ABS-CBDO
CORP
US
N
2
2067-03-25
Variable
3.757000000000
N
N
N
N
N
N
COLT MORTGAGE LOAN TRUST COLT_21-5
N/A
COLT_21-5
12598RAB9
4270000.000000000000
PA
USD
2987355.200000000000
0.3536997131
Long
ABS-CBDO
CORP
US
N
2
2066-11-26
Variable
2.606000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
549300TPZNMN50BJ3745
CHARTER COMM OPT/OPT CAP
161175CG7
1301000.000000000000
PA
USD
739751.890000000000
0.0875858456
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.950000000000
N
N
N
N
N
N
CHNGE MORTGAGE TRUST CHNGE_23-3
N/A
CHNGE_23-3
17030AAA3
4394382.840000000000
PA
USD
4391092.770000000000
0.5199007647
Long
ABS-CBDO
CORP
US
N
2
2058-07-25
Variable
7.100000000000
N
N
N
N
N
N
CHNGE MORTGAGE TRUST CHNGE_22-3
N/A
CHNGE_22-3
17030EAA5
3781119.890000000000
PA
USD
3649506.290000000000
0.4320977056
Long
ABS-CBDO
CORP
US
N
2
2067-05-25
Variable
5.000000000000
N
N
N
N
N
N
CHNGE_22-1
N/A
CHNGE_22-1
17030JAA4
4019188.180000000000
PA
USD
3627857.910000000000
0.4295345601
Long
ABS-CBDO
CORP
US
N
2
2067-01-25
Variable
3.007000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17327CAQ6
3676000.000000000000
PA
USD
3044386.960000000000
0.3604522135
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.057000000000
N
N
N
N
N
N
COLT MORTGAGE LOAN TRUST COLT_21-3
N/A
COLT_21-3
19688FAA3
2623520.770000000000
PA
USD
1995413.690000000000
0.2362548818
Long
ABS-CBDO
CORP
US
N
2
2066-09-27
Variable
0.956000000000
N
N
N
N
N
N
COLT FUNDING LLC COLT_20-2
N/A
COLT_20-2
19688JAB3
331335.980000000000
PA
USD
319645.550000000000
0.0378456969
Long
ABS-CBDO
CORP
US
N
2
2065-03-25
Variable
3.094000000000
N
N
N
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
40633706.613000000000
NS
USD
40621516.500000000000
4.8095448209
Long
STIV
CORP
US
N
1
N
N
N
COMM MORTGAGE TRUST COMM_20-CBM
N/A
COMM_20-CBM
20049AAG3
1750000.000000000000
PA
USD
1668684.330000000000
0.1975704693
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.753800000000
N
N
N
N
N
N
FANNIE MAE - CAS CAS 22-R04
N/A
CAS_22-R04
20753YCK6
4000000.000000000000
PA
USD
4161710.800000000000
0.4927421807
Long
ABS-CBDO
CORP
US
N
2
2042-03-25
Variable
8.430000000000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01
N/A
CAS_22-R01
20754LAB5
2650000.000000000000
PA
USD
2676046.060000000000
0.3168410384
Long
ABS-CBDO
CORP
US
N
2
2041-12-25
Variable
7.230000000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21036PBP2
2843000.000000000000
PA
USD
2682338.400000000000
0.3175860448
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.9000
N
N
N
N
N
N
COLONY AMERICAN FINANCE LTD CAFL_20-4
N/A
CAFL_20-4
21873AAA5
5889022.550000000000
PA
USD
5522608.160000000000
0.6538709965
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
1.174000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
N/A
GNMA2 30YR TBA(REG C)
21H040657
18000000.000000000000
PA
USD
16310191.500000000000
1.9311095157
Long
ABS-MBS
USGA
US
N
2
2054-05-20
Fixed
4.000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
N/A
GNMA2 30YR TBA(REG C)
21H042653
10000000.000000000000
PA
USD
9312399.500000000000
1.1025783044
Long
ABS-MBS
USGA
US
N
2
2054-05-20
Fixed
4.500000000000
N
N
N
N
N
N
CRIMSON WINE GROUP LTD
N/A
Crimson Wine Group Ltd
22662X100
3.000000000000
NS
USD
18.470000000000
0.0000021868
Long
EC
CORP
US
N
2
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL2
N/A
CSMC_20-RPL2
22946BAP1
771325.030000000000
PA
USD
780730.570000000000
0.0924376782
Long
ABS-CBDO
CORP
US
N
2
2060-02-25
Variable
3.560700000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-3
N/A
DTAOT_21-3A
23344QAC3
1398436.560000000000
PA
USD
1380366.100000000000
0.1634338941
Long
ABS-MBS
CORP
US
N
2
2027-05-17
Fixed
0.870000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_23-3
N/A
DTAOT_23-3A
23345WAB1
4850000.000000000000
PA
USD
4825170.910000000000
0.5712951598
Long
ABS-MBS
CORP
US
N
2
2028-03-15
Fixed
6.070000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_22-1
N/A
DTAOT_22-1A
23345YAE1
2749259.670000000000
PA
USD
2718146.020000000000
0.3218256294
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Fixed
2.960000000000
N
N
N
N
N
N
ACHV ABS TRUST ACHV_23-3PL
N/A
ACHV_23-3PL
000876AC6
2750000.000000000000
PA
USD
2773736.080000000000
0.3284074340
Long
ABS-MBS
CORP
US
N
2
2030-08-19
Fixed
7.350000000000
N
N
N
N
N
N
ACHV ABS TRUST ACHV_23-1PL
N/A
ACHV_23-1PL
00091XAB3
681658.890000000000
PA
USD
682253.020000000000
0.0807780399
Long
ABS-MBS
CORP
US
N
2
2030-03-18
Fixed
6.800000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_23-2
N/A
DTAOT_23-2A
23346CAA6
3565153.860000000000
PA
USD
3565580.610000000000
0.4221609933
Long
ABS-MBS
CORP
US
N
2
2027-04-15
Fixed
5.880000000000
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-1
N/A
DRMT_21-1
24380VAB7
486275.590000000000
PA
USD
446706.520000000000
0.0528895820
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
0.973000000000
N
N
N
N
N
N
ACHV ABS TRUST ACHV_24-1PL
N/A
ACHV_24-1PL
00092BAA2
5047339.860000000000
PA
USD
5036651.110000000000
0.5963341930
Long
ABS-MBS
CORP
US
N
2
2031-04-25
Fixed
5.900000000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP TEXAS INC
00108WAK6
1400000.000000000000
PA
USD
913744.050000000000
0.1081863343
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.450000000000
N
N
N
N
N
N
ACM AUTO TRUST ACMAT_23-2A
N/A
ACMAT_23-2A
00161AAA0
1454081.920000000000
PA
USD
1462219.220000000000
0.1731252174
Long
ABS-MBS
CORP
US
N
2
2030-06-20
Fixed
7.970000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDS5
2773000.000000000000
PA
USD
2724253.570000000000
0.3225487568
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.800000000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B
N/A
AFFRM_23-B
00792FAA6
4700000.000000000000
PA
USD
4751887.060000000000
0.5626184291
Long
ABS-MBS
CORP
US
N
2
2028-09-15
Fixed
6.820000000000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
AETNA INC
00817YAM0
357000.000000000000
PA
USD
275861.640000000000
0.0326617280
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.125000000000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
AETNA INC
00817YAZ1
285000.000000000000
PA
USD
204198.780000000000
0.0241769207
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.875000000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-A
N/A
AFFRM_23-A
00834JAA8
2900000.000000000000
PA
USD
2912528.580000000000
0.3448403200
Long
ABS-MBS
CORP
US
N
2
2028-01-18
Fixed
6.610000000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-A
N/A
AFFRM_23-A
00834JAE0
2000000.000000000000
PA
USD
2008640.400000000000
0.2378209103
Long
ABS-MBS
CORP
US
N
2
2028-01-18
Fixed
6.610000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F030454
2389000.000000000000
PA
USD
2167062.930000000000
0.2565779712
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
3.0000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F030652
58689000.000000000000
PA
USD
48452949.390000000000
5.7367782366
Long
ABS-MBS
USGA
US
N
2
2054-05-13
Fixed
3.0000
N
N
N
N
N
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F032450
4000000.000000000000
PA
USD
3712068.240000000000
0.4395049746
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
3.5000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
N/A
JOHN DEERE CAPITAL CORP
24422EXB0
1732000.000000000000
PA
USD
1718052.530000000000
0.2034156122
Long
DBT
CORP
US
N
2
2028-07-14
Fixed
4.950000000000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST DEFT_24-1
N/A
DEFT_24-1
24702GAC9
1790000.000000000000
PA
USD
1788175.630000000000
0.2117181135
Long
ABS-MBS
CORP
US
N
2
2030-03-22
Fixed
5.580000000000
N
N
N
N
N
N
FANNIE MAE FNMA_16-53
N/A
FNMA_16-53
3136AS5H5
649054.970000000000
PA
USD
58370.750000000000
0.0069110354
Long
ABS-CBDO
USGA
US
N
2
2046-08-25
Variable
0.555500000000
N
N
N
N
N
N
FANNIE MAE FNMA_16-57
N/A
FNMA_16-57
3136ATEJ9
1561645.770000000000
PA
USD
149036.910000000000
0.0176458134
Long
ABS-CBDO
USGA
US
N
2
2046-08-25
Variable
0.555500000000
N
N
N
N
N
N
FANNIE MAE FNMA_16-93
N/A
FNMA_16-93
3136AUUY5
1978529.710000000000
PA
USD
125365.580000000000
0.0148431528
Long
ABS-CBDO
USGA
US
N
2
2046-12-25
Variable
1.205500000000
N
N
N
N
N
N
FANNIE MAE FNMA_17-20
N/A
FNMA_17-20
3136AV5R6
662993.090000000000
PA
USD
64799.750000000000
0.0076722222
Long
ABS-CBDO
USGA
US
N
2
2047-04-25
Variable
0.655500000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
DIAGEO CAPITAL PLC
25243YBN8
2185000.000000000000
PA
USD
2224520.750000000000
0.2633809167
Long
DBT
CORP
GB
N
2
2033-10-05
Fixed
5.625000000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_18-57A
N/A
DRSLF_18-57A
26243KAE7
1250000.000000000000
PA
USD
1250160.000000000000
0.1480176289
Long
ABS-MBS
CORP
KY
N
2
2031-05-15
Variable
6.918600000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_20-83A
N/A
DRSLF_20-83A
26246EAG3
5000000.000000000000
PA
USD
5001750.000000000000
0.5922019383
Long
ABS-MBS
CORP
KY
N
2
2032-01-18
Variable
7.738500000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CAT2
3035000.000000000000
PA
USD
2164367.940000000000
0.2562588872
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.750000000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CBU8
471000.000000000000
PA
USD
401062.400000000000
0.0474853663
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.000000000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
N/A
ERAC USA FINANCE LLC
26884TAV4
3769000.000000000000
PA
USD
3663119.410000000000
0.4337094846
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.600000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54
N/A
FNMA_17-54
3136AXCZ6
1355506.670000000000
PA
USD
147842.130000000000
0.0175043527
Long
ABS-CBDO
USGA
US
N
2
2047-07-25
Variable
0.705500000000
N
N
N
N
N
N
FANNIE MAE FNMA_17-109
N/A
FNMA_17-109
3136B0RF5
736707.180000000000
PA
USD
82286.580000000000
0.0097426445
Long
ABS-CBDO
USGA
US
N
2
2048-01-25
Variable
0.705500000000
N
N
N
N
N
N
EDISON INTL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL
281020AY3
1658000.000000000000
PA
USD
1624464.160000000000
0.1923348477
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.250000000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP
29103DAM8
1869000.000000000000
PA
USD
1459399.880000000000
0.1727914105
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.750000000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NCA1
1905000.000000000000
PA
USD
1890512.760000000000
0.2238347220
Long
DBT
CORP
CA
N
2
2027-04-05
Fixed
5.250000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-2
N/A
EART_24-2A
30166DAB4
4400000.000000000000
PA
USD
4399348.800000000000
0.5208782699
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Fixed
5.700000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3
N/A
EART_23-3A
301989AD1
800000.000000000000
PA
USD
799828.960000000000
0.0946989075
Long
ABS-MBS
CORP
US
N
2
2027-09-15
Fixed
6.110000000000
N
N
N
N
N
N
FWD SECURITIZATION TRUST FWD_20-INV1
N/A
FWD_20-INV1
302985AD8
3500000.000000000000
PA
USD
2793896.700000000000
0.3307944302
Long
ABS-CBDO
CORP
US
N
2
2050-01-25
Variable
2.850000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DNSZ7
5526761.410000000000
PA
USD
5102260.540000000000
0.6041022805
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DNTS2
8640782.110000000000
PA
USD
7223031.440000000000
0.8551993241
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DNUJ0
13266313.310000000000
PA
USD
12034429.190000000000
1.4248637562
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DPSC3
6524700.730000000000
PA
USD
6070030.810000000000
0.7186852624
Long
ABS-MBS
USGA
US
N
2
2053-02-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FHLMC GOLD 30YR GIANT
31335ATY4
1090049.800000000000
PA
USD
1016410.940000000000
0.1203419861
Long
ABS-MBS
USGA
US
N
2
2043-06-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS
3133B4ZR9
5908084.030000000000
PA
USD
4896457.160000000000
0.5797353768
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS
3133KMSJ5
15087178.200000000000
PA
USD
12064672.660000000000
1.4284445512
Long
ABS-MBS
USGA
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS
3133KPY85
3813338.320000000000
PA
USD
3641142.300000000000
0.4311074179
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
5.000000000000
N
N
N
N
N
N
FANNIE MAE FNMA_17-108
N/A
FNMA_17-108
3136B0RS7
11233067.660000000000
PA
USD
1181644.580000000000
0.1399054752
Long
ABS-CBDO
USGA
US
N
2
2048-01-25
Variable
0.705500000000
N
N
N
N
N
N
FANNIE MAE FNMA_18-66
N/A
FNMA_18-66
3136B26E7
914988.850000000000
PA
USD
89054.770000000000
0.0105439911
Long
ABS-CBDO
USGA
US
N
2
2048-09-25
Variable
0.755500000000
N
N
N
N
N
N
FANNIE MAE FNMA_18-74
N/A
FNMA_18-74
3136B3HT0
1104058.310000000000
PA
USD
102078.580000000000
0.0120859965
Long
ABS-CBDO
USGA
US
N
2
2048-10-25
Variable
0.705500000000
N
N
N
N
N
N
FANNIE MAE FNMA_19-33
N/A
FNMA_19-33
3136B45D6
2645305.390000000000
PA
USD
233755.590000000000
0.0276764160
Long
ABS-CBDO
USGA
US
N
2
2049-07-25
Variable
0.605500000000
N
N
N
N
N
N
FANNIE MAE FNMA_19-67
N/A
FNMA_19-67
3136B64Z3
1606329.650000000000
PA
USD
183204.950000000000
0.0216912734
Long
ABS-CBDO
USGA
US
N
2
2049-11-25
Variable
0.605500000000
N
N
N
N
N
N
FANNIE MAE FNMA_19-60
N/A
FNMA_19-60
3136B6VW0
1017294.010000000000
PA
USD
94696.340000000000
0.0112119470
Long
ABS-CBDO
USGA
US
N
2
2049-10-25
Variable
0.605500000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070
N/A
FHLMC_K070
3137FCJK1
1000000.000000000000
PA
USD
940130.200000000000
0.1113104267
Long
ABS-MBS
USGA
US
N
2
2027-11-25
Variable
3.303000000000
N
N
N
N
N
N
FHLMC_4903
N/A
FHLMC_4903
3137FN5P1
1765403.730000000000
PA
USD
153809.390000000000
0.0182108700
Long
ABS-CBDO
USGA
US
N
2
2049-08-25
Variable
0.605500000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5152
N/A
FHLMC_5152
3137H3DW9
14289411.660000000000
PA
USD
1716847.090000000000
0.2032728894
Long
ABS-CBDO
USGA
US
N
2
2050-11-25
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5162
N/A
FHLMC_5162
3137H46G0
7900668.390000000000
PA
USD
1254027.270000000000
0.1484755096
Long
ABS-CBDO
USGA
US
N
2
2051-11-25
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5287
N/A
FHLMC_5287
3137H9MZ9
7106643.890000000000
PA
USD
1326411.730000000000
0.1570457535
Long
ABS-CBDO
USGA
US
N
2
2051-05-25
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5345
N/A
FHLMC_5345
3137HAQZ2
8025340.720000000000
PA
USD
650759.630000000000
0.0770492556
Long
ABS-CBDO
USGA
US
N
2
2048-01-15
Variable
0.555500000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138W9CN8
861611.180000000000
PA
USD
772497.370000000000
0.0914628760
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138XYRT3
722413.840000000000
PA
USD
686324.280000000000
0.0812600728
Long
ABS-MBS
USGA
US
N
2
2029-08-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138YR5Y0
837048.060000000000
PA
USD
740165.510000000000
0.0876348178
Long
ABS-MBS
USGA
US
N
2
2045-07-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138YWJV0
565290.070000000000
PA
USD
499156.580000000000
0.0590996140
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3140E0ZS7
222497.240000000000
PA
USD
190058.550000000000
0.0225027324
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3140E7GR5
487873.770000000000
PA
USD
443210.350000000000
0.0524756392
Long
ABS-MBS
USGA
US
N
2
2045-11-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3140EUEF2
356282.620000000000
PA
USD
335621.110000000000
0.0397371864
Long
ABS-MBS
USGA
US
N
2
2030-12-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3140EVJC2
825423.000000000000
PA
USD
727274.490000000000
0.0861085345
Long
ABS-MBS
USGA
US
N
2
2046-02-01
Fixed
3.500000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F040453
6000000.000000000000
PA
USD
5693405.160000000000
0.6740931816
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
4.0000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F040651
22000000.000000000000
PA
USD
19675147.140000000000
2.3295167237
Long
ABS-MBS
USGA
US
N
2
2054-05-13
Fixed
4.0000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3140HED33
537954.310000000000
PA
USD
489894.090000000000
0.0580029449
Long
ABS-MBS
USGA
US
N
2
2048-02-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
3140MAZG2
8749918.780000000000
PA
USD
7573959.270000000000
0.8967488100
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.500000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F042657
7000000.000000000000
PA
USD
6449899.750000000000
0.7636613453
Long
ABS-MBS
USGA
US
N
2
2054-05-13
Fixed
4.5000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F050650
9500000.000000000000
PA
USD
9001322.680000000000
1.0657471362
Long
ABS-MBS
USGA
US
N
2
2054-05-13
Fixed
5.0000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
3140MP6G1
10721190.520000000000
PA
USD
9251274.770000000000
1.0953412007
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
3140QM4Y7
9641391.320000000000
PA
USD
7669222.360000000000
0.9080278596
Long
ABS-MBS
USGA
US
N
2
2052-01-01
Fixed
2.500000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F060659
27000000.000000000000
PA
USD
26748986.940000000000
3.1670519145
Long
ABS-MBS
USGA
US
N
2
2054-05-13
Fixed
6.0000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-2
N/A
ACAR_22-2
02530BAE0
2705783.930000000000
PA
USD
2696607.260000000000
0.3192754628
Long
ABS-MBS
CORP
US
N
2
2028-06-13
Fixed
4.410000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
3140QNT36
9629077.250000000000
PA
USD
8367223.750000000000
0.9906704899
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
3140QPY76
18009124.850000000000
PA
USD
16305681.890000000000
1.9305755827
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
3140QQD77
8170673.400000000000
PA
USD
7780444.000000000000
0.9211963848
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS SUPER
3140XHWF0
6947743.170000000000
PA
USD
6384421.820000000000
0.7559088273
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS SUPER
3140XHWG8
8852034.800000000000
PA
USD
8030338.560000000000
0.9507836378
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
4.000000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GYN8
3570000.000000000000
PA
USD
2889795.370000000000
0.3421487318
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.650000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-37
N/A
GNMA_17-37
38376MKF3
590113.660000000000
PA
USD
54919.400000000000
0.0065023992
Long
ABS-CBDO
USGA
US
N
2
2047-03-20
Variable
0.720100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-130
N/A
GNMA_17-130
38380GHB3
793659.480000000000
PA
USD
62507.270000000000
0.0074007950
Long
ABS-CBDO
USGA
US
N
2
2047-08-20
Variable
0.770100000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162DU1
2961000.000000000000
PA
USD
2825434.020000000000
0.3345284157
Long
DBT
CORP
US
N
2
2063-03-02
Fixed
5.750000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_18-3
N/A
AOMT_18-3
03464NAD4
397852.470000000000
PA
USD
392207.620000000000
0.0464369696
Long
ABS-CBDO
CORP
US
N
2
2048-09-25
Variable
4.421000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_20-1
N/A
AOMT_20-1
03464RAD5
3000000.000000000000
PA
USD
2588114.700000000000
0.3064300579
Long
ABS-CBDO
CORP
US
N
2
2059-12-25
Variable
3.161000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_21-5
N/A
AOMT_21-5
03465HAB0
3831963.830000000000
PA
USD
3165745.110000000000
0.3748208907
Long
ABS-CBDO
CORP
US
N
2
2066-07-25
Variable
1.208000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-149
N/A
GNMA_17-149
38380HSR4
981873.910000000000
PA
USD
91656.260000000000
0.0108520048
Long
ABS-CBDO
USGA
US
N
2
2047-10-20
Variable
0.770100000000
N
N
N
N
N
N
LOWES COMPANIES INC
WAFCR4OKGSC504WU3E95
LOWES COMPANIES INC
548661EF0
2524000.000000000000
PA
USD
1930728.950000000000
0.2285962766
Long
DBT
CORP
US
N
2
2062-04-01
Fixed
4.450000000000
N
N
N
N
N
N
LOWES COMPANIES INC
WAFCR4OKGSC504WU3E95
LOWES COMPANIES INC
548661EN3
1573000.000000000000
PA
USD
1507703.790000000000
0.1785105427
Long
DBT
CORP
US
N
2
2062-09-15
Fixed
5.800000000000
N
N
N
N
N
N
MFA TRUST MFRA_21-INV2
N/A
MFRA_21-INV2
552732AC3
2177677.160000000000
PA
USD
1836353.050000000000
0.2174222693
Long
ABS-CBDO
CORP
US
N
2
2056-11-25
Variable
2.264000000000
N
N
N
N
N
N
MFRA TRUST MFRA_21-INV1
N/A
MFRA_21-INV1
552747AB3
219845.360000000000
PA
USD
202663.590000000000
0.0239951559
Long
ABS-CBDO
CORP
US
N
2
2056-01-25
Variable
1.057000000000
N
N
N
N
N
N
MFRA TRUST MFRA_21-INV1
N/A
MFRA_21-INV1
552747AC1
342738.820000000000
PA
USD
316007.930000000000
0.0374150065
Long
ABS-CBDO
CORP
US
N
2
2056-01-25
Variable
1.262000000000
N
N
N
N
N
N
MFA TRUST MFRA_20-NQM2
N/A
MFRA_20-NQM2
552751AD1
3500000.000000000000
PA
USD
2885992.550000000000
0.3416984819
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Variable
3.034000000000
N
N
N
N
N
N
MFA TRUST MFRA_20-NQM3
N/A
MFRA_20-NQM3
552757AA4
3782547.870000000000
PA
USD
3470398.400000000000
0.4108915198
Long
ABS-CBDO
CORP
US
N
2
2065-01-26
Variable
1.014000000000
N
N
N
N
N
N
MFA TRUST MFRA_20-NQM3
N/A
MFRA_20-NQM3
552757AB2
1513021.800000000000
PA
USD
1387595.020000000000
0.1642897907
Long
ABS-CBDO
CORP
US
N
2
2065-01-26
Variable
1.324000000000
N
N
N
N
N
N
MFA TRUST MFRA_20-NQM3
N/A
MFRA_20-NQM3
552757AC0
1134766.380000000000
PA
USD
1043556.580000000000
0.1235560013
Long
ABS-CBDO
CORP
US
N
2
2065-01-26
Variable
1.632000000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_16
N/A
MDPK_16-24A
55820NAQ4
5000000.000000000000
PA
USD
5009885.000000000000
0.5931651137
Long
ABS-MBS
CORP
KY
N
2
2029-10-20
Variable
7.336200000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_18-27A
N/A
MDPK_18-27A
55820YAC1
3700000.000000000000
PA
USD
3696004.000000000000
0.4376029855
Long
ABS-MBS
CORP
KY
N
2
2030-04-20
Variable
6.936200000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VBF9
6209000.000000000000
PA
USD
4753045.070000000000
0.5627555362
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.391000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_23-2
N/A
MFT_23-2A
57109LAA1
1416787.720000000000
PA
USD
1417483.930000000000
0.1678286062
Long
ABS-MBS
CORP
US
N
2
2033-06-15
Fixed
6.040000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_23-3
N/A
MFT_23-3A
57109RAA8
1763809.100000000000
PA
USD
1765935.370000000000
0.2090848901
Long
ABS-MBS
CORP
US
N
2
2033-09-15
Fixed
6.490000000000
N
N
N
N
N
N
MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1
N/A
MELLO_24-SD1
58550DAC7
4727000.000000000000
PA
USD
4146801.870000000000
0.4909769791
Long
ABS-CBDO
CORP
US
N
2
2054-04-25
Variable
4.000000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_20-3
N/A
AOMT_20-3
03465LAA3
1755511.110000000000
PA
USD
1599507.970000000000
0.1893800610
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Variable
1.691000000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST ARRW_19-2
N/A
ARRW_19-2
042858AC4
137220.070000000000
PA
USD
125899.140000000000
0.0149063257
Long
ABS-CBDO
CORP
US
N
2
2049-04-25
Variable
3.800000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YED3
2729000.000000000000
PA
USD
2168743.070000000000
0.2567768980
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.239000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEF8
1265000.000000000000
PA
USD
976787.520000000000
0.1156506148
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.4840
N
N
N
N
N
N
ARROYO MORTGAGE TRUST ARRW_20-1
N/A
ARRW_20-1
04285CAD3
3946000.000000000000
PA
USD
3165682.840000000000
0.3748135180
Long
ABS-CBDO
CORP
US
N
2
2055-03-25
Fixed
4.277000000000
N
N
N
N
N
N
AVANT LOANS FUNDING TRUST AVNT_21-REV1
N/A
AVNT_21-REV1
05353LAB1
2581815.130000000000
PA
USD
2575533.060000000000
0.3049404049
Long
ABS-MBS
CORP
US
N
2
2030-07-15
Fixed
1.640000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEH4
4593000.000000000000
PA
USD
3694052.160000000000
0.4373718897
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.511000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YFR1
1744000.000000000000
PA
USD
1744917.920000000000
0.2065964461
Long
DBT
CORP
US
N
2
2035-04-19
Variable
5.831000000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC
05523RAJ6
997000.000000000000
PA
USD
978949.340000000000
0.1159065720
Long
DBT
CORP
GB
N
2
2029-03-26
Fixed
5.125000000000
N
N
N
N
N
N
CSMC TRUST CSMC_22-NQM1
N/A
CSMC_22-NQM1
126416AC0
3038605.140000000000
PA
USD
2480655.550000000000
0.2937070075
Long
ABS-CBDO
CORP
US
N
2
2066-11-25
Variable
2.675000000000
N
N
N
N
N
N
PRET LLC PRET_22-NPL1
N/A
PRET_22-NPL1
69362NAA4
2707088.660000000000
PA
USD
2587707.130000000000
0.3063818020
Long
ABS-CBDO
CORP
US
N
2
2052-01-25
Variable
2.981400000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF2
N/A
PRPM_23-RCF2
69380RAB1
2557000.000000000000
PA
USD
2302844.170000000000
0.2726543272
Long
ABS-CBDO
CORP
US
N
2
2053-11-25
Variable
4.000000000000
N
N
N
N
N
N
CSMC_14-USA
N/A
CSMC_14-USA
12649AAC3
6220000.000000000000
PA
USD
5395850.620000000000
0.6388630371
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
3.953000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL6
N/A
CSMC_20-RPL6
12656HAC8
7982858.970000000000
PA
USD
7872873.530000000000
0.9321399439
Long
ABS-CBDO
CORP
US
N
2
2059-03-25
Variable
3.414600000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC COMPANY
694308JN8
3680000.000000000000
PA
USD
2995116.970000000000
0.3546186985
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.950000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_24-2
N/A
PAID_24-2
694961AA1
4600000.000000000000
PA
USD
4593987.340000000000
0.5439232683
Long
ABS-MBS
CORP
US
N
2
2031-08-15
Fixed
6.319000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_22-1
N/A
PAID_22-1
69546MAB3
4199444.620000000000
PA
USD
4101921.340000000000
0.4856631715
Long
ABS-MBS
CORP
US
N
2
2029-10-15
Fixed
3.344000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_23-5
N/A
PAID_23-5
69546PAA8
2100792.180000000000
PA
USD
2105275.480000000000
0.2492624021
Long
ABS-MBS
CORP
US
N
2
2031-04-15
Fixed
7.179000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL3
N/A
CSMC_20-RPL3
12656PAC0
2235828.630000000000
PA
USD
2206704.060000000000
0.2612714393
Long
ABS-CBDO
CORP
US
N
2
2060-03-25
Variable
4.046400000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL2
N/A
CSMC_21-RPL2
12656TAB4
2902983.840000000000
PA
USD
2344454.390000000000
0.2775809335
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Variable
1.114600000000
N
N
N
N
N
N
CSMC TRUST CSMC_21-NQM8
N/A
CSMC_21-NQM8
12659FAA3
3426855.420000000000
PA
USD
2862399.900000000000
0.3389051370
Long
ABS-CBDO
CORP
US
N
2
2066-10-25
Variable
1.841000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_22-RPL3
N/A
CSMC_22-RPL3
12659QAC5
3545630.800000000000
PA
USD
3519204.150000000000
0.4166700693
Long
ABS-CBDO
CORP
US
N
2
2061-03-25
Variable
3.613100000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM2
N/A
CSMC_21-NQM2
12662EAB9
2969495.660000000000
PA
USD
2542360.140000000000
0.3010127661
Long
ABS-CBDO
CORP
US
N
2
2066-02-25
Variable
1.384000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CN8
2031000.000000000000
PA
USD
1761291.450000000000
0.2085350549
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.125000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CZ1
2460000.000000000000
PA
USD
2099211.850000000000
0.2485444747
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.050000000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CGMS_18-C17A
N/A
CGMS_18-C17A
14307PAG0
1800000.000000000000
PA
USD
1790364.600000000000
0.2119772852
Long
ABS-MBS
CORP
KY
N
2
2031-04-30
Variable
7.191100000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES
N/A
CGMS_16-1A
14312HAU0
4300000.000000000000
PA
USD
4302558.500000000000
0.5094184002
Long
ABS-MBS
CORP
KY
N
2
2034-04-20
Variable
6.726200000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CGMS_17-5A
N/A
CGMS_17-5A
14316AAE7
2000000.000000000000
PA
USD
1993896.000000000000
0.2360751889
Long
ABS-MBS
CORP
KY
N
2
2030-01-20
Variable
6.986200000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_23-N1
N/A
CRVNA_23-N1
14688FAB2
3883493.870000000000
PA
USD
3890692.700000000000
0.4606539228
Long
ABS-MBS
CORP
US
N
2
2027-04-12
Fixed
6.360000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAW1
8880000.000000000000
PA
USD
7436727.380000000000
0.8805006986
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.0000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_22-2
N/A
PAID_22-2
69546VAB3
3228807.850000000000
PA
USD
3228192.760000000000
0.3822146268
Long
ABS-MBS
CORP
US
N
2
2030-01-15
Fixed
6.630000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_23-6
N/A
PAID_23-6
69547UAA6
3339553.720000000000
PA
USD
3349743.700000000000
0.3966061302
Long
ABS-MBS
CORP
US
N
2
2031-06-16
Fixed
7.128000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAX9
1358000.000000000000
PA
USD
1091715.210000000000
0.1292579324
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.500000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
549300TPZNMN50BJ3745
CHARTER COMM OPT/OPT CAP
161175BL7
610000.000000000000
PA
USD
467141.480000000000
0.0553090598
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.375000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_24-3
N/A
PAID_24-3
69547XAA0
1950000.000000000000
PA
USD
1947645.180000000000
0.2305991404
Long
ABS-MBS
CORP
US
N
2
2031-10-15
Fixed
6.258000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_24-3
N/A
PAID_24-3
69547XAB8
3000000.000000000000
PA
USD
2997235.500000000000
0.3548695302
Long
ABS-MBS
CORP
US
N
2
2031-10-15
Fixed
6.571000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
549300TPZNMN50BJ3745
CHARTER COMM OPT/OPT CAP
161175CC6
3550000.000000000000
PA
USD
2197801.100000000000
0.2602173382
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.400000000000
N
N
N
N
N
N
FANNIE MAE FNMA_19-73
N/A
FNMA_19-73
3136B7QD6
17744712.580000000000
PA
USD
1742355.100000000000
0.2062930109
Long
ABS-CBDO
USGA
US
N
2
2049-12-25
Variable
0.605500000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_23-3
N/A
PAID_23-3
69548BAA7
3711555.850000000000
PA
USD
3735271.210000000000
0.4422521819
Long
ABS-MBS
CORP
US
N
2
2030-12-16
Fixed
7.600000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_23-7
N/A
PAID_23-7
69548RAB0
3010912.020000000000
PA
USD
3020160.640000000000
0.3575838427
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Fixed
7.549000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-39
N/A
FNMA_20-39
3136BABU7
11271221.880000000000
PA
USD
1089337.670000000000
0.1289764342
Long
ABS-CBDO
USGA
US
N
2
2050-06-25
Variable
0.635500000000
N
N
N
N
N
N
FANNIE MAE FNMA_21-3
N/A
FNMA_21-3
3136BDR42
10965688.290000000000
PA
USD
1806735.310000000000
0.2139155601
Long
ABS-CBDO
USGA
US
N
2
2051-02-25
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-46
N/A
FNMA_23-46
3136BQLJ6
10899509.800000000000
PA
USD
930099.860000000000
0.1101228450
Long
ABS-CBDO
USGA
US
N
2
2050-06-25
Variable
0.555500000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS SUPER
3140XMYB6
13251794.250000000000
PA
USD
12682175.150000000000
1.5015561965
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
5.000000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_23-7
N/A
PAID_23-7
69548RAG9
3114170.540000000000
PA
USD
3127831.470000000000
0.3703319557
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Variable
7.356800000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3
N/A
PSTAT_22-3A
69690CAN3
2800000.000000000000
PA
USD
2800274.400000000000
0.3315495431
Long
ABS-MBS
CORP
KY
N
2
2031-04-15
Variable
6.728600000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31410KNG5
490041.040000000000
PA
USD
496086.790000000000
0.0587361541
Long
ABS-MBS
USGA
US
N
2
2038-07-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31417DMX8
1377408.560000000000
PA
USD
1184177.820000000000
0.1402054082
Long
ABS-MBS
USGA
US
N
2
2042-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31417GQT6
673926.420000000000
PA
USD
604227.660000000000
0.0715399193
Long
ABS-MBS
USGA
US
N
2
2043-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31418MX64
566731.280000000000
PA
USD
564247.920000000000
0.0668063602
Long
ABS-MBS
USGA
US
N
2
2040-01-01
Fixed
5.500000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-INV1
N/A
VERUS_20-INV1
92537TAE5
2800000.000000000000
PA
USD
2716969.920000000000
0.3216863804
Long
ABS-CBDO
CORP
US
N
2
2060-03-25
Fixed
3.889000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_21-4
N/A
VERUS_21-4
92538HAB6
3705620.940000000000
PA
USD
2966227.280000000000
0.3511981896
Long
ABS-CBDO
CORP
US
N
2
2066-07-25
Variable
1.247000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-4
N/A
VERUS_20-4
92538LAC5
1054694.410000000000
PA
USD
994667.850000000000
0.1177676271
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
2.321000000000
N
N
N
N
N
N
VISIO_20-1R
N/A
VISIO_20-1R
92837MAC1
1042773.240000000000
PA
USD
963565.120000000000
0.1140850966
Long
ABS-CBDO
CORP
US
N
2
2055-11-25
Fixed
1.873000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31418WPP9
945687.070000000000
PA
USD
888151.290000000000
0.1051561784
Long
ABS-MBS
USGA
US
N
2
2040-08-01
Fixed
4.500000000000
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_20-1
N/A
EFMT_20-1
31574PAC9
550000.000000000000
PA
USD
509527.810000000000
0.0603275567
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
3.999000000000
N
N
N
N
N
N
VISIO TRUST VISIO_21-1R
N/A
VISIO_21-1R
92837UAA7
1914347.070000000000
PA
USD
1701576.200000000000
0.2014648321
Long
ABS-CBDO
CORP
US
N
2
2056-05-25
Fixed
1.280000000000
N
N
N
N
N
N
VITESSE ENERGY INC
N/A
Vitesse Energy Inc
92852X103
4.000000000000
NS
USD
88.760000000000
0.0000105091
Long
EC
CORP
US
N
1
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORPORATION
337932AM9
532000.000000000000
PA
USD
341438.060000000000
0.0404259071
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.400000000000
N
N
N
N
N
N
510 ASSETS BACKED TRUST FTAB_21-NPL2
N/A
FTAB_21-NPL2
33835JAA8
2009025.710000000000
PA
USD
1952456.370000000000
0.2311687803
Long
ABS-CBDO
CORP
US
N
2
2061-06-25
Variable
2.115600000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_21-DNA3
N/A
STACR_21-DNA3
35564KED7
656892.410000000000
PA
USD
656888.990000000000
0.0777749654
Long
ABS-CBDO
CORP
US
N
2
2033-10-25
Variable
6.080000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6
N/A
STACR_22-DNA6
35564KH36
1729996.280000000000
PA
USD
1750539.990000000000
0.2072620933
Long
ABS-CBDO
CORP
US
N
2
2042-09-25
Variable
7.480000000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR_22-DNA1
N/A
STACR_22-DNA1
35564KPV5
3000000.000000000000
PA
USD
3024473.700000000000
0.3580945044
Long
ABS-CBDO
CORP
US
N
2
2042-01-25
Variable
7.180000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2
N/A
STACR_22-DNA2
35564KRF8
3800000.000000000000
PA
USD
3876939.740000000000
0.4590255868
Long
ABS-CBDO
CORP
US
N
2
2042-02-25
Variable
7.730000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
95000U2G7
830000.000000000000
PA
USD
720498.360000000000
0.0853062479
Long
DBT
CORP
US
N
2
2030-10-30
Variable
2.879000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
95000U3F8
7147000.000000000000
PA
USD
6962994.700000000000
0.8244112476
Long
DBT
CORP
US
N
2
2034-07-25
Variable
5.557000000000
N
N
N
N
N
N
GCAT LLC GCAT_21-CM2
N/A
GCAT_21-CM2
36167AAA8
2438674.350000000000
PA
USD
2189504.750000000000
0.2592350591
Long
ABS-CBDO
CORP
US
N
2
2066-08-25
Variable
2.352000000000
N
N
N
N
N
N
GCAT LLC GCAT_21-CM1
N/A
GCAT_21-CM1
36168AAA7
2071342.450000000000
PA
USD
1892956.780000000000
0.2241240914
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Variable
1.469000000000
N
N
N
N
N
N
GCAT TRUST GCAT_22-NQM2
N/A
GCAT_22-NQM2
36169KAC0
4185864.580000000000
PA
USD
3697942.620000000000
0.4378325161
Long
ABS-CBDO
CORP
US
N
2
2067-02-25
Variable
4.210000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
N/A
GNMA2 30YR
36179TV77
645407.240000000000
PA
USD
609932.100000000000
0.0722153190
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
4.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
N/A
GNMA2 1YR CMT ARM
36225CF35
794.110000000000
PA
USD
780.110000000000
0.0000923642
Long
ABS-MBS
USGA
US
N
2
2028-04-20
Variable
3.875000000000
N
N
N
N
N
N
GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-NQM1
N/A
GSMBS_21-NQM1
36262EAA4
2143553.390000000000
PA
USD
1847307.020000000000
0.2187192079
Long
ABS-CBDO
CORP
US
N
2
2061-07-25
Variable
1.017000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_22-1A
N/A
GCAR_22-1A-B
36263XAC7
669899.660000000000
PA
USD
667565.800000000000
0.0790390885
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Fixed
2.840000000000
N
N
N
N
N
N
GE HEALTHCARE TECHNOLOGIES INC
N/A
GE HEALTHCARE TECHNOLOGIES INC
36267VAF0
586000.000000000000
PA
USD
588949.520000000000
0.0697310036
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.6500
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558BF9
1741000.000000000000
PA
USD
1686749.530000000000
0.1997093699
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.6500
N
N
N
N
N
N
GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-2
N/A
GSAR_24-2A
379924AC7
2335000.000000000000
PA
USD
2329017.500000000000
0.2757532219
Long
ABS-MBS
CORP
US
N
2
2030-06-17
Fixed
5.580000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GYJ7
3310000.000000000000
PA
USD
2646252.680000000000
0.3133135335
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.383000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163
N/A
GNMA_17-163
38380KMR3
416862.870000000000
PA
USD
36413.390000000000
0.0043113071
Long
ABS-CBDO
USGA
US
N
2
2047-11-20
Variable
0.770100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-112
N/A
GNMA_17-112
38380TZK5
2304522.820000000000
PA
USD
148258.940000000000
0.0175537025
Long
ABS-CBDO
USGA
US
N
2
2047-07-20
Variable
0.230100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89
N/A
GNMA_18-89
38380XKJ5
741458.660000000000
PA
USD
60409.750000000000
0.0071524509
Long
ABS-CBDO
USGA
US
N
2
2048-06-20
Variable
0.770100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18
N/A
GNMA_18-91
38380XTX5
792018.170000000000
PA
USD
67416.590000000000
0.0079820533
Long
ABS-CBDO
USGA
US
N
2
2048-07-20
Variable
0.770100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125
N/A
GNMA_18-125
38380Y4S1
926825.950000000000
PA
USD
63688.880000000000
0.0075406964
Long
ABS-CBDO
USGA
US
N
2
2048-09-20
Variable
0.820100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-112
N/A
GNMA_18-112
38380YAY1
715296.120000000000
PA
USD
64115.210000000000
0.0075911734
Long
ABS-CBDO
USGA
US
N
2
2048-08-20
Variable
0.770100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-103
N/A
GNMA_18-103
38380YHL2
564552.690000000000
PA
USD
51509.390000000000
0.0060986576
Long
ABS-CBDO
USGA
US
N
2
2048-08-20
Variable
0.770100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-151
N/A
GNMA_18-151
38381AC53
1198204.470000000000
PA
USD
105643.530000000000
0.0125080828
Long
ABS-CBDO
USGA
US
N
2
2048-11-20
Variable
0.720100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-148
N/A
GNMA_18-148
38381AHR0
1397880.700000000000
PA
USD
133662.700000000000
0.0158255231
Long
ABS-CBDO
USGA
US
N
2
2048-01-20
Variable
0.770100000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD
N/A
MSC_19-MEAD
61771LAJ1
1200000.000000000000
PA
USD
1077427.320000000000
0.1275662613
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.283000000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV/NXP FUNDING LLC/NXP USA INC
62954HAY4
200000.000000000000
PA
USD
177527.830000000000
0.0210191083
Long
DBT
CORP
NL
N
2
2030-05-01
Fixed
3.4000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP
N/A
WFCM_17-SMP
95001CAE2
800000.000000000000
PA
USD
696605.520000000000
0.0824773608
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Variable
6.693000000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV/NXP FUNDING LLC/NXP USA
62954HBB3
1254000.000000000000
PA
USD
1188900.560000000000
0.1407645756
Long
DBT
CORP
NL
N
2
2033-01-15
Fixed
5.000000000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-1A
N/A
NRZT_18-1A
64830GAB2
5378834.140000000000
PA
USD
5007017.930000000000
0.5928256557
Long
ABS-CBDO
CORP
US
N
2
2057-12-25
Variable
4.000000000000
N
N
N
N
N
N
NRMLT_22-SFR1
N/A
NRMLT_22-SFR1
64831KAA4
6182812.790000000000
PA
USD
5600871.610000000000
0.6631373067
Long
ABS-MBS
CORP
US
N
2
2039-02-17
Fixed
2.400000000000
N
N
N
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE INC
65473PAJ4
981000.000000000000
PA
USD
883860.110000000000
0.1046481072
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.600000000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807CL4
3950000.000000000000
PA
USD
3763577.500000000000
0.4456036168
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
4.9000
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_19-1
N/A
OMIR_19-1A
67400KAB6
431575.390000000000
PA
USD
432190.210000000000
0.0511708662
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Variable
7.394500000000
N
N
N
N
N
N
OCT22_14-1A
N/A
OCT22_14-1A
67572YBS0
4000000.000000000000
PA
USD
3997068.000000000000
0.4732486464
Long
ABS-MBS
CORP
KY
N
2
2030-01-22
Variable
7.036200000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 35 LTD OCT35_18-1A
N/A
OCT35_18-1A
67591TAE0
1820000.000000000000
PA
USD
1822986.620000000000
0.2158396981
Long
ABS-MBS
CORP
KY
N
2
2031-01-20
Variable
6.986200000000
N
N
N
N
N
N
ONE NEW YORK PLAZA TRUST ONYP_20-1NYP
N/A
ONYP_20-1NYP
68249DAE9
5000000.000000000000
PA
USD
4635679.000000000000
0.5488595170
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Variable
6.935500000000
N
N
N
N
N
N
ONE NEW YORK PLAZA TRUST ONYP_20-1NYP
N/A
ONYP_20-1NYP
68249DAG4
5000000.000000000000
PA
USD
4604268.000000000000
0.5451404876
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Variable
7.635500000000
N
N
N
N
N
N
OPORTUN FUNDING LLC OPTN_21-B
N/A
OPTN_21-B
68377GAA4
6800000.000000000000
PA
USD
6423928.040000000000
0.7605863221
Long
ABS-MBS
CORP
US
N
2
2031-05-08
Fixed
1.470000000000
N
N
N
N
N
N
OPORTUN FUNDING LLC OPTN_22-3
N/A
OPTN_22-3
68378PAA3
68148.210000000000
PA
USD
68159.430000000000
0.0080700048
Long
ABS-MBS
CORP
US
N
2
2030-01-08
Fixed
7.451000000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST PMTCR_19-2R
N/A
PMTCR_19-2R
69345WAA6
367206.670000000000
PA
USD
367942.990000000000
0.0435640630
Long
ABS-CBDO
CORP
US
N
2
2025-05-30
Variable
9.182700000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC (THE)
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC
693475BU8
418000.000000000000
PA
USD
443912.840000000000
0.0525588133
Long
DBT
CORP
US
N
2
2034-10-20
Variable
6.875000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3
N/A
PRPM_21-3
69357PAA6
1317596.980000000000
PA
USD
1277719.510000000000
0.1512806459
Long
ABS-CBDO
CORP
US
N
2
2026-04-25
Variable
1.867000000000
N
N
N
N
N
N
PRKCM_21-AFC1 TRUST
N/A
PRKCM_21-AFC1
69357TAC4
4920332.310000000000
PA
USD
3865023.370000000000
0.4576147011
Long
ABS-CBDO
CORP
US
N
2
2056-08-25
Variable
2.069000000000
N
N
N
N
N
N
PRKCM_21-AFC1 TRUST
N/A
PRKCM_21-AFC1
69357TAD2
4516000.000000000000
PA
USD
2727248.980000000000
0.3229034102
Long
ABS-CBDO
CORP
US
N
2
2056-08-25
Variable
3.114000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_20-6
N/A
PRPM_20-6
693587AA5
6468692.740000000000
PA
USD
6354558.480000000000
0.7523730392
Long
ABS-CBDO
CORP
US
N
2
2025-11-25
Variable
5.363000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-2
N/A
PRPM_21-2
69359UAA3
1571598.400000000000
PA
USD
1542658.990000000000
0.1826492016
Long
ABS-CBDO
CORP
US
N
2
2026-03-25
Variable
2.115000000000
N
N
N
N
N
N
PRPM LLC PRPM_21-RPL1
N/A
PRPM_21-RPL1
69360GAA1
3325264.170000000000
PA
USD
2952266.300000000000
0.3495452242
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Variable
1.319000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_21-8
N/A
PRPM_21-8
69360MAA8
1209471.310000000000
PA
USD
1156669.660000000000
0.1369484710
Long
ABS-CBDO
CORP
US
N
2
2026-09-25
Variable
1.743000000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP
958667AF4
696000.000000000000
PA
USD
710831.860000000000
0.0841617444
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.350000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3
N/A
WLAKE_23-3A
96041CAG7
1800000.000000000000
PA
USD
1801121.580000000000
0.2132509003
Long
ABS-MBS
CORP
US
N
2
2027-05-17
Fixed
5.820000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
OTC (GENERIC) 1 YEAR
000000000
25000000.000000000000
OU
Notional Amount
USD
262785.000000000000
0.0311134676
N/A
DIR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY CAPITAL SERVICES
9R7GPTSO7KV3UQJZQ078
FSWP: OIS 3.750000 03-DEC-2034 SOF
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
United States SOFR Secured Overnight Financing Rate
CT1403743
2034-12-03
N/A
N/A
N/A
N/A
25000000.000000000000
USD
25000000.000000000000000
USD
3.750000000000
USD
2024-11-29
XXXX
-529715.000000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 0 YEAR
000000000
50000000.000000000000
OU
Notional Amount
USD
534920.000000000000
0.0633339653
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Put
Purchased
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: OIS 4.500000 09-OCT-2029 SOF
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
United States SOFR Secured Overnight Financing Rate
CT1403743
2029-10-09
N/A
N/A
N/A
N/A
50000000.000000000000
USD
50000000.000000000000000
USD
4.500000000000
USD
2024-10-07
XXXX
275770.000000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
10000000.000000000000
OU
Notional Amount
USD
184450.000000000000
0.0218386860
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Call
Purchased
Citi
MBNUM2BPBDO7JBLYG310
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
SWP: USD 3.800000 10-APR-2025 SOF
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
United States SOFR Secured Overnight Financing Rate
CT1403743
2025-04-10
N/A
N/A
N/A
N/A
10000000.000000000000
USD
10000000.000000000000000
USD
3.800000000000
USD
2025-04-10
XXXX
-122550.000000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
OTC (GENERIC) 1 YEAR
000000000
5000000.000000000000
OU
Notional Amount
USD
115235.000000000000
0.0136437028
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
Put
Purchased
Citi
MBNUM2BPBDO7JBLYG310
CITIBANK NA
MBNUM2BPBDO7JBLYG310
FSWP: OIS 4.500000 29-APR-2035 SOF
000000000
N/A
OU
Notional
N/A
N/A
0.000000000000
DIR
CORP
United States SOFR Secured Overnight Financing Rate
CT1403743
2035-04-29
N/A
N/A
N/A
N/A
5000000.000000000000
USD
5000000.000000000000000
USD
4.500000000000
USD
2025-04-25
XXXX
-7515.000000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 5YR NOTE JUN 24
000000000
300.000000000000
NC
USD
-72920.100000000000
-0.0086336631
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 5YR NOTE JUN 24
US 5YR NOTE JUN 24
2024-06-28
31495576.500000000000
USD
-72920.100000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 2YR NOTE JUN 24
000000000
982.000000000000
NC
USD
-1008607.050000000000
-0.1194180137
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 2YR NOTE JUN 24
US 2YR NOTE JUN 24
2024-06-28
200017044.550000000000
USD
-1008607.050000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 10YR NOTE JUN 24
000000000
-61.000000000000
NC
USD
14196.230000000000
0.0016808187
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
US 10YR NOTE JUN 24
US 10YR NOTE JUN 24
2024-06-18
-6567883.730000000000
USD
14196.230000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US LONG BOND JUN 24
000000000
-157.000000000000
NC
USD
827584.370000000000
0.0979851188
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
US LONG BOND JUN 24
US LONG BOND JUN 24
2024-06-18
-18696146.870000000000
USD
827584.370000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US ULTRA T-BOND JUN 24
000000000
37.000000000000
NC
USD
-302577.750000000000
-0.0358248873
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US ULTRA T-BOND JUN 24
US ULTRA T-BOND JUN 24
2024-06-18
4726390.250000000000
USD
-302577.750000000000
N
N
N
2024-05-21
Columbia Funds Series Trust I
Martha Skinner
Martha Skinner
Assistant Treasurer