0000080249-23-000007.txt : 20230127
0000080249-23-000007.hdr.sgml : 20230127
20230127130919
ACCESSION NUMBER: 0000080249-23-000007
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221130
FILED AS OF DATE: 20230127
DATE AS OF CHANGE: 20230127
PERIOD START: 20230531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price New Income Fund, Inc.
CENTRAL INDEX KEY: 0000080249
IRS NUMBER: 520980581
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02396
FILM NUMBER: 23561223
BUSINESS ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 410-345-2000
MAIL ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE NEW INCOME FUND INC
DATE OF NAME CHANGE: 19940727
0000080249
S000002136
T. Rowe Price New Income Fund, Inc.
C000005529
T. Rowe Price New Income Fund, Inc.
PRCIX
C000005530
T. Rowe Price New Income Fund-Advisor Class
PANIX
C000005531
T. Rowe Price New Income Fund-R Class
RRNIX
C000159679
T. Rowe Price New Income Fund-I Class
PRXEX
C000219349
T. Rowe Price New Income Fund-Z Class
TRVZX
NPORT-P
1
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21202
410-345-2000
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2022-11-30
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CITIGROUP GLOBAL MARKETS INC
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United States Treasury Note/Bond
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2023-03-31
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USD
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N/A
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DIR
CORP
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Long
United States Treasury Note/Bond
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2023-03-31
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USD
461282.160864
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N/A
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CORP
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GOLDMAN SACHS & CO
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Long
United States Treasury Note/Bond
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2023-03-31
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USD
982403.191462
N
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Mexico Government International Bond
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USD
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-0.0136542
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DCR
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CITIGROUP GLOBAL MARKETS INC
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Mexico Government International Bond
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Default Event
2027-12-20
0.000000
USD
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USD
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USD
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N
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Indonesia Treasury Bond
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000000000
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NC
USD
431246.490000
0.00277396
N/A
DCR
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CITIGROUP GLOBAL MARKETS INC
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Indonesia Government International Bond
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Default Event
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USD
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USD
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USD
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JP MORGAN CHASE BANK
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BARCLAYS BANK PLC SNR OPCO CDS 06/20/2024
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DCR
CORP
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JP MORGAN CHASE BANK
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JP MORGAN CHASE BANK
BARCLAYS BANK PLC
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Default Event
2024-06-20
66641.920000
USD
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USD
5777500.000000
EUR
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LONG GILT FUTURE MAR23
000000000
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NC
256139.320000
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N/A
DIR
CORP
GB
N
1
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Short
United Kingdom Gilt
UNITED KINGDOM
2023-03-29
-164170816.460000
USD
256139.320000
N
N
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APPLIED SYSTEMS INC
N/A
APPLIED SYSTEMS INC
03827FBB6
1525000.000000
PA
USD
1514996.000000
0.00974508
Long
LON
CORP
US
N
2
2026-09-19
Floating
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N
N
N
N
N
N
DELTA 2 LUX SARL
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USD
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0.0560167
Long
LON
CORP
LU
N
2
2030-01-15
Floating
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N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD
44332EAV8
705000.000000
PA
USD
693543.750000
0.00446116
Long
LON
CORP
US
N
2
2029-10-31
Floating
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N
N
N
N
N
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PetVet Care Centers LLC
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PETVET CARE CENTERS LLC
71681GAB7
4987500.000000
PA
USD
4729795.880000
0.030424
Long
LON
CORP
US
N
2
2025-02-14
Floating
9.0
N
N
N
N
N
N
CENTRAL PARENT INC
N/A
CENTRAL PARENT INC
000000000
5570000.000000
PA
USD
5498481.200000
0.0353685
Long
LON
CORP
US
N
2
2029-06-09
Floating
8.11234
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
5493004JZ4RQIZBHP241
ATHENAHEALTH GROUP INC
04686RAB9
9556346.558000
PA
USD
8705831.710000
0.0559995
Long
LON
CORP
US
N
2
2029-02-15
Floating
7.8212
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG INC
90385KAK7
17646650.000000
PA
USD
17021605.660000
0.10949
Long
LON
CORP
US
N
2
2026-05-04
Floating
6.99829
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG INC
90385K9D5
3930000.000000
PA
USD
3595950.000000
0.0231306
Long
LON
CORP
US
N
2
2027-05-03
Floating
8.99829
N
N
N
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
ASCEND LEARNING LLC
04349HAK0
7790800.000000
PA
USD
7360124.580000
0.0473434
Long
LON
CORP
US
N
2
2028-12-11
Floating
7.571429999999999
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER LP
58503UAC7
6443375.000000
PA
USD
6112249.960000
0.0393165
Long
LON
CORP
US
N
2
2028-10-23
Floating
7.321429999999999
N
N
N
N
N
N
Charter Next Generation Inc
549300KRNU8RNVGYXG75
CHARTER NEX US INC
16125TAJ1
8990265.151000
PA
USD
8747258.280000
0.056266
Long
LON
CORP
US
N
2
2027-12-01
Floating
7.82143
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK ELEVATOR MIDCO GMBH
000000000
3555636.095000
PA
USD
3404521.560000
0.0218993
Long
LON
CORP
US
N
2
2027-07-30
Floating
6.870709999999999
N
N
N
N
N
N
SUNSHINE LUXEMBOURG VII
254900CHQOBZNYV4DY60
SUNSHINE LUXEMBOURG VII
000000000
877329.975000
PA
USD
832094.840000
0.00535238
Long
LON
CORP
LU
N
2
2026-10-01
Floating
7.4241399999999995
N
N
N
N
N
N
Applied Systems Inc
549300NSKGF0SY5SWQ62
APPLIED SYSTEMS INC
03827FAX9
18175000.000000
PA
USD
18102663.500000
0.116444
Long
LON
CORP
US
N
2
2024-09-19
Floating
6.67414
N
N
N
N
N
N
RealPage Inc
N/A
REALPAGE INC
75605VAD4
4262981.202000
PA
USD
4073832.730000
0.0262046
Long
LON
CORP
US
N
2
2028-04-24
Floating
7.071429999999999
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VAZ3
5985000.000000
PA
USD
4602465.000000
0.029605
Long
LON
CORP
US
N
2
2028-01-31
Floating
9.32143
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N
N
N
N
N
UFC Holdings LLC
549300JEOTH7UMZ3C491
UFC HOLDINGS LLC
90266UAJ2
13006983.394000
PA
USD
12770386.370000
0.0821444
Long
LON
CORP
US
N
2
2026-04-29
Floating
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N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD
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17842608.049000
PA
USD
17535536.760000
0.112796
Long
LON
CORP
US
N
2
2025-04-25
Floating
7.52757
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VAX8
5854310.606000
PA
USD
5112745.080000
0.0328873
Long
LON
CORP
US
N
2
2026-12-23
Floating
7.321429999999999
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
MILEAGE PLUS HOLDINGS IN
59921PAB2
2672750.000000
PA
USD
2746250.630000
0.017665
Long
LON
CORP
US
N
2
2027-06-21
Floating
8.77714
N
N
N
N
N
N
Lamar Media Corp
529900Y8WW4MKVPTB543
LAMAR MEDIA CORP
513076BB4
14435000.000000
PA
USD
13907256.400000
0.0894572
Long
LON
CORP
US
N
2
2027-02-05
Floating
5.101710000000001
N
N
N
N
N
N
Clear Channel Outdoor Holdings Inc
N/A
CLEAR CHANNEL OUTDOOR HO
18452RAD7
2589990.218000
PA
USD
2364531.570000
0.0152096
Long
LON
CORP
US
N
2
2026-08-21
Floating
7.9147099999999995
N
N
N
N
N
N
CAESARS RESORT COLLECTIO
549300V3UCT773B1KR38
CAESARS RESORT COLLECTIO
000000000
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PA
USD
5014483.600000
0.0322552
Long
LON
CORP
US
N
2
2025-07-21
Floating
7.571429999999999
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VAW0
8544411.940000
PA
USD
8179480.110000
0.0526138
Long
LON
CORP
US
N
2
2024-11-03
Floating
7.071429999999999
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
AV1834432
7605000.000000
PA
7903554.250000
0.0508389
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.625
N
N
N
N
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
WESTLAKE CORP
AZ5984929
11421000.000000
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9920747.150000
0.0638143
Long
DBT
CORP
US
N
2
2029-07-17
Fixed
1.625
N
N
N
N
N
N
Volkswagen Bank GmbH
529900GJD3OQLRZCKW37
VOLKSWAGEN BANK GMBH
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0.127156
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DBT
CORP
DE
N
2
2026-07-31
Fixed
2.5
N
N
N
N
N
N
Yum Brands Inc
549300JE8XHZZ7OHN517
YUM! BRANDS INC
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4970000.000000
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USD
4597250.000000
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Long
DBT
CORP
US
N
2
2032-04-01
Fixed
5.375
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98388MAD9
6250000.000000
PA
USD
5964587.500000
0.0383667
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.6
N
N
N
N
N
N
Worldwide Plaza Trust 2017-WWP
N/A
WORLDWIDE PLAZA TRUST 2017-WWP
98162JAA4
24455154.000000
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USD
21122924.060000
0.135871
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Fixed
3.526
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
WORKDAY INC
98138HAH4
3910000.000000
PA
USD
3604132.430000
0.0231833
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.7
N
N
N
N
N
N
Woodside Finance Ltd
254900AIZKU6TGRRNZ98
WOODSIDE FINANCE LTD
980236AP8
34813000.000000
PA
USD
31331700.000000
0.201538
Long
DBT
CORP
AU
N
2
2028-03-15
Fixed
3.7
N
N
N
N
N
Woodside Finance Ltd
254900AIZKU6TGRRNZ98
WOODSIDE FINANCE LTD
980236AN3
41929000.000000
PA
USD
39203615.000000
0.252174
Long
DBT
CORP
AU
N
2
2026-09-15
Fixed
3.7
N
N
N
N
N
Woodside Finance Ltd
254900AIZKU6TGRRNZ98
WOODSIDE FINANCE LTD
980236AM5
12830000.000000
PA
USD
12315286.060000
0.079217
Long
DBT
CORP
AU
N
2
2025-03-05
Fixed
3.65
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE
96949LAD7
7096000.000000
PA
USD
6711758.700000
0.0431728
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE
969457BY5
29160000.000000
PA
USD
23945463.000000
0.154027
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.6
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities 2021-RR1 Trust
N/A
WELLS FARGO MORTGAGE BACKED SECURITIES 2021-RR1 TRUST
95003JAA3
14644281.940000
PA
USD
12010595.700000
0.0772571
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
2.5
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2019-JWDR
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-JWDR
95002NAA5
26355000.000000
PA
USD
22840318.280000
0.146918
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Variable
2.584
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C41
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41
95001ABG0
15000000.000000
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USD
13446447.000000
0.0864931
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
3.785
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C39
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39
95000XAK3
5750000.000000
PA
USD
5117123.380000
0.0329155
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
4.025
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2S1
31245000.000000
PA
USD
27503536.230000
0.176914
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.393
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2L6
15936000.000000
PA
USD
15128459.140000
0.0973125
Long
DBT
CORP
US
N
2
2031-04-04
Variable
4.478
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2J1
52585000.000000
PA
USD
43829807.840000
0.281931
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.572
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2G7
53562000.000000
PA
USD
46227755.340000
0.297356
Long
DBT
CORP
US
N
2
2030-10-30
Variable
2.879
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-NXS2
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2
94989MAG4
6215000.000000
PA
USD
5816075.930000
0.0374114
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Variable
4.121
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2014-LC18
5493007CD1Q2V06I4172
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC18
94989AAW5
5860000.000000
PA
USD
5529984.140000
0.0355711
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.808
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
94974BGL8
11645000.000000
PA
USD
11219759.540000
0.0721701
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.3
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668BT8
8145000.000000
PA
USD
7731657.540000
0.0497332
Long
DBT
CORP
US
N
2
2029-06-08
Fixed
4.6
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668BN1
6720000.000000
PA
USD
5647884.480000
0.0363295
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.625
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668BB7
15868000.000000
PA
USD
14820585.060000
0.0953321
Long
DBT
CORP
US
N
2
2026-09-26
Fixed
3.2
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668AU6
21055000.000000
PA
USD
20434172.270000
0.131441
Long
DBT
CORP
US
N
2
2028-11-13
Fixed
4.75
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WBS8
3886000.000000
PA
USD
3298436.800000
0.0212169
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.875
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WBM1
11713000.000000
PA
USD
10526953.330000
0.0677137
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WBL3
17214000.000000
PA
USD
15873390.890000
0.102104
Long
DBT
CORP
GB
N
2
2038-05-30
Fixed
5.0
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WBK5
27950000.000000
PA
USD
27664239.200000
0.177948
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.375
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC
92840VAL6
17905000.000000
PA
USD
17512450.780000
0.112647
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
5.125
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC
92840VAH5
5145000.000000
PA
USD
4527600.000000
0.0291234
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.375
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC
92840VAD4
44076000.000000
PA
USD
42092580.000000
0.270757
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
VISTRA CORP
92840MAB8
11320000.000000
PA
USD
10810600.000000
0.0695383
Long
DBT
CORP
US
N
2
N/A
Variable
8.0
N
N
N
N
N
N
Vista Point Securitization Trust 2020-1
N/A
VISTA POINT SECURITIZATION TRUST 2020-1
92838WAC8
17346000.000000
PA
USD
16638163.510000
0.107024
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
3.201
N
N
N
N
N
N
Vista Point Securitization Trust 2020-2
N/A
VISTA POINT SECURITIZATION TRUST 2020-2
92838TAA9
2539704.460000
PA
USD
2218663.210000
0.0142714
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.475
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP
92735LAA0
2050000.000000
PA
USD
2019250.000000
0.0129887
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75
N
N
N
N
N
N
Verus Securitization Trust 2022-1
N/A
VERUS SECURITIZATION TRUST 2022-1
92538WAA5
6026490.740000
PA
USD
5220820.640000
0.0335825
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.724
N
N
N
N
N
N
Verus Securitization Trust 2020-2
N/A
VERUS SECURITIZATION TRUST 2020-2
92537UAC6
7815000.000000
PA
USD
7298880.990000
0.0469494
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
3.995
N
N
N
N
N
N
Verus Securitization Trust 2020-INV1
N/A
VERUS SECURITIZATION TRUST 2020-INV1
92537TAA3
1141213.390000
PA
USD
1088581.540000
0.00700221
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
1.977
N
N
N
N
N
N
TK Elevator US Newco Inc
549300C2AFWPAYWS5574
TK ELEVATOR US NEWCO INC
92537RAA7
9040000.000000
PA
USD
8203800.000000
0.0527702
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25
N
N
N
N
N
N
Verus Securitization Trust 2019-INV3
N/A
VERUS SECURITIZATION TRUST 2019-INV3
92537MAE0
5229306.130000
PA
USD
4914852.790000
0.0316144
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.1
N
N
N
N
N
N
Verus Securitization Trust 2019-4
N/A
VERUS SECURITIZATION TRUST 2019-4
92537KAD6
5200000.000000
PA
USD
4414484.880000
0.0283958
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.207
N
N
N
N
N
N
Verus Securitization Trust 2019-4
N/A
VERUS SECURITIZATION TRUST 2019-4
92537KAA2
2423472.160000
PA
USD
2296833.620000
0.0147742
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.642
N
N
N
N
N
N
Verus Securitization Trust 2019-INV2
N/A
VERUS SECURITIZATION TRUST 2019-INV2
92537HAC5
4216323.050000
PA
USD
4055020.440000
0.0260836
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.219
N
N
N
N
N
N
Verus Securitization Trust 2020-1
N/A
VERUS SECURITIZATION TRUST 2020-1
92536PAA2
2629620.100000
PA
USD
2469475.450000
0.0158847
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.417
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGN8
28526000.000000
PA
USD
22805338.910000
0.146693
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.355
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGJ7
10940000.000000
PA
USD
9087967.400000
0.0584576
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGH1
12383000.000000
PA
USD
10810049.430000
0.0695347
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.1
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFT6
37223000.000000
PA
USD
25521168.270000
0.164163
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU PASS LLC
92328MAC7
8505000.000000
PA
USD
6889050.000000
0.0443132
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.875
N
N
N
N
N
N
VNDO Trust 2016-350P
N/A
VNDO TRUST 2016-350P
91831UAF4
12524000.000000
PA
USD
10295775.010000
0.0662267
Long
ABS-MBS
CORP
US
N
2
2035-01-10
Variable
4.033
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CFU0
7870000.000000
PA
USD
7969604.690000
0.0512638
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.125
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CFM8
285515000.000000
PA
USD
288994714.060000
1.85893
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.125
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CFH9
215625000.000000
PA
USD
209055175.780000
1.34473
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.125
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CEY3
711855000.000000
PA
USD
691277941.410000
4.44659
Long
DBT
UST
US
N
2
2025-07-15
Fixed
3.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CED9
177965000.000000
PA
USD
168288153.130000
1.0825
Long
DBT
UST
US
N
2
2025-03-15
Fixed
1.75
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CDS7
186135000.000000
PA
USD
174094392.190000
1.11985
Long
DBT
UST
US
N
2
2025-01-15
Fixed
1.125
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CDN8
223520000.000000
PA
USD
209026125.000000
1.34454
Long
DBT
UST
US
N
2
2024-12-15
Fixed
1.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CDB4
180530000.000000
PA
USD
168372432.810000
1.08304
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.625
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CCC3
61075000.000000
PA
USD
57334156.250000
0.368797
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.25
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TM0
232235000.000000
PA
USD
233287314.840000
1.5006
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TL2
159650000.000000
PA
USD
165936218.750000
1.06737
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TK4
437190000.000000
PA
USD
400028850.000000
2.57315
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.375
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TJ7
344530000.000000
PA
USD
294896146.880000
1.89689
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND - WHEN ISSUED
912810TH1
255200000.000000
PA
USD
229081875.000000
1.47355
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TG3
350400000.000000
PA
USD
291215250.000000
1.87322
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.875
N
N
N
N
N
N
United Airlines 2019-2 Class A Pass Through Trust
N/A
UNITED AIRLINES 2019-2 CLASS A PASS THROUGH TRUST
90932MAA3
7082042.440000
PA
USD
5740689.440000
0.0369265
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
2.9
N
N
N
N
N
N
United Airlines 2019-2 Class AA Pass Through Trust
N/A
UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST
90932JAA0
4410238.670000
PA
USD
3604527.760000
0.0231858
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.7
N
N
N
N
N
N
UBS Commercial Mortgage Trust 2018-C9
N/A
UBS COMMERCIAL MORTGAGE TRUST 2018-C9
90291JAZ0
7230000.000000
PA
USD
6592520.780000
0.0424058
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
4.318
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AP3
4085000.000000
PA
USD
3927911.330000
0.025266
Long
DBT
CORP
CH
N
2
2028-05-12
Variable
4.751
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AK4
7079000.000000
PA
USD
5549298.890000
0.0356954
Long
DBT
CORP
CH
N
2
2033-02-11
Variable
2.746
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AC2
14633000.000000
PA
USD
12735553.520000
0.0819203
Long
DBT
CORP
CH
N
2
2027-01-30
Variable
1.364
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89788MAG7
19620000.000000
PA
USD
18712653.480000
0.120368
Long
DBT
CORP
US
N
2
2028-06-06
Variable
4.123
N
N
N
N
N
N
Transurban Finance Co Pty Ltd
54930081LPJMUMEA6E57
TRANSURBAN FINANCE CO PTY LTD
89400PAK9
12184000.000000
PA
USD
9635838.240000
0.0619817
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45
N
N
N
N
N
Transurban Finance Co Pty Ltd
54930081LPJMUMEA6E57
TRANSURBAN FINANCE CO PTY LTD
89400PAG8
10230000.000000
PA
USD
9373237.500000
0.0602925
Long
DBT
CORP
AU
N
2
2027-03-22
Fixed
3.375
N
N
N
N
N
N
Transcontinental Gas Pipe Line Co LLC
N/A
TRANSCONTINENTAL GAS PIPE LINE CO LLC
893574AP8
7309000.000000
PA
USD
6411323.240000
0.0412403
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25
N
N
N
N
N
N
Transcontinental Gas Pipe Line Co LLC
N/A
TRANSCONTINENTAL GAS PIPE LINE CO LLC
893574AM5
2806000.000000
PA
USD
2396074.270000
0.0154125
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.6
N
N
N
N
N
N
Transcontinental Gas Pipe Line Co LLC
N/A
TRANSCONTINENTAL GAS PIPE LINE CO LLC
893574AK9
10600000.000000
PA
USD
9998354.600000
0.0643136
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.0
N
N
N
N
N
N
Towd Point Mortgage Trust 2017-2
N/A
TOWD POINT MORTGAGE TRUST 2017-2
89173HAA4
600707.220000
PA
USD
591563.010000
0.00380518
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.75
N
N
N
N
N
N
Towd Point Mortgage Trust 2017-1
N/A
TOWD POINT MORTGAGE TRUST 2017-1
89173FAA8
1447054.840000
PA
USD
1419690.450000
0.00913204
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75
N
N
N
N
N
N
Towd Point Mortgage Trust 2017-5
N/A
TOWD POINT MORTGAGE TRUST 2017-5
89169EAA7
2723673.790000
PA
USD
2679575.880000
0.0172361
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Variable
3.512
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89115A2E1
3105000.000000
PA
USD
2961707.360000
0.0190509
Long
DBT
CORP
CA
N
2
2032-06-08
Fixed
4.456
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
88167AAN1
1875000.000000
PA
USD
1865625.000000
0.0120005
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.125
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP
88033GDP2
3370000.000000
PA
USD
3201500.000000
0.0205934
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.125
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP
87612BBQ4
5557000.000000
PA
USD
5306935.000000
0.0341364
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.5
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP
87612BBN1
6175000.000000
PA
USD
6298500.000000
0.0405146
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.875
N
N
N
N
N
N
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
N/A
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
87470LAH4
1290000.000000
PA
USD
1306125.000000
0.00840154
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
7.5
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACA1
12155000.000000
PA
USD
10468031.860000
0.0673347
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABD6
79092000.000000
PA
USD
74821902.010000
0.481285
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX COS INC/THE
872540AW9
9297000.000000
PA
USD
7280629.450000
0.046832
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.6
N
N
N
N
N
N
Symphony CLO XXVI Ltd
N/A
SYMPHONY CLO XXVI LTD
87190GAC5
14640000.000000
PA
USD
14260512.900000
0.0917295
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Variable
5.323
N
N
N
N
N
N
Symphony CLO XXXI Ltd
549300OJB1EXT6QKOX87
SYMPHONY CLO XXXI LTD
87168YAE0
14150000.000000
PA
USD
13458109.430000
0.0865681
Long
ABS-CBDO
CORP
BM
N
2
2035-04-22
Variable
5.887
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2021-4
N/A
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4
85573PAB8
13423946.280000
PA
USD
10666497.230000
0.0686113
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.369
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2021-3
N/A
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3
85573JAA4
6234112.550000
PA
USD
4987156.630000
0.0320795
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.127
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
85325WAA6
16707000.000000
PA
USD
15439974.530000
0.0993163
Long
DBT
CORP
GB
N
2
2026-01-30
Variable
2.819
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254CJ7
10485000.000000
PA
USD
9925509.920000
0.063845
Long
DBT
CORP
GB
N
2
2026-03-30
Variable
3.971
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254CG3
17245000.000000
PA
USD
14788329.040000
0.0951246
Long
DBT
CORP
GB
N
2
2028-01-12
Variable
2.608
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254BZ2
10354000.000000
PA
USD
8893288.740000
0.0572053
Long
DBT
CORP
GB
N
2
2027-01-14
Variable
1.456
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254BS8
36236000.000000
PA
USD
32451403.450000
0.208741
Long
DBT
CORP
GB
N
2
2031-04-01
Variable
4.644
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP
852060AD4
2675000.000000
PA
USD
2835500.000000
0.0182391
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.875
N
N
N
N
N
N
OneMain Finance Corp
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP
85172FAN9
3450000.000000
PA
USD
3333562.500000
0.0214429
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.125
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO
842400HQ9
12650000.000000
PA
USD
12447954.200000
0.0800704
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.7
N
N
N
N
N
N
SLIDE 2018-FUN
N/A
SLIDE 2018-FUN
831350AG8
8826825.840000
PA
USD
8657089.510000
0.055686
Long
ABS-MBS
CORP
US
N
2
2031-06-15
Variable
5.375
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC
82967NBJ6
4295000.000000
PA
USD
3758125.000000
0.0241738
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.0
N
N
N
N
N
N
Shinhan Bank Co Ltd
5493003P813VL21KG928
SHINHAN BANK CO LTD
82460EAJ9
5830000.000000
PA
USD
5467677.390000
0.0351704
Long
DBT
CORP
KR
N
2
2026-03-24
Fixed
3.875
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE
824348BJ4
3540000.000000
PA
USD
3125115.540000
0.020102
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.95
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH4
5493003EWUCLH0O45S72
SEQUOIA MORTGAGE TRUST 2018-CH4
81747LAB7
404394.740000
PA
USD
399990.880000
0.00257291
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
4.0
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH2
N/A
SEQUOIA MORTGAGE TRUST 2018-CH2
81747EAC1
3442941.210000
PA
USD
3223746.700000
0.0207365
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.0
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH1
549300ZUG1L9OO3W6B29
SEQUOIA MORTGAGE TRUST 2018-CH1
81747DAB5
939894.690000
PA
USD
854447.170000
0.00549616
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.5
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH3
549300FECQ7XLTBL1027
SEQUOIA MORTGAGE TRUST 2018-CH3
81746WAB4
896587.870000
PA
USD
877461.500000
0.0056442
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.0
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV
81725WAL7
2820000.000000
PA
USD
2679000.000000
0.0172324
Long
DBT
CORP
NL
N
2
2030-09-01
Fixed
5.875
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BP3
5155000.000000
PA
USD
4717732.280000
0.0303464
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.7
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BH1
8243000.000000
PA
USD
6676434.340000
0.0429456
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.8
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP
81211KBA7
3050000.000000
PA
USD
2836500.000000
0.0182455
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.0
N
N
N
N
N
Santander Bank NA - SBCLN
N/A
SANTANDER BANK NA - SBCLN
80290CAE4
4530331.820000
PA
USD
4347393.400000
0.0279642
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
1.833
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2021-3
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3
80287EAF2
29300000.000000
PA
USD
27132986.650000
0.174531
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.33
N
N
N
N
N
N
Santander Retail Auto Lease Trust 2021-A
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2021-A
80286TAG8
23480000.000000
PA
USD
21796263.290000
0.140203
Long
ABS-O
CORP
US
N
2
2027-03-22
Fixed
1.38
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2022-2
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2
80286MAE8
17240000.000000
PA
USD
16227358.600000
0.104381
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
3.76
N
N
N
N
N
N
Santander Holdings USA Inc
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC
80282KBC9
12500000.000000
PA
USD
10868075.000000
0.069908
Long
DBT
CORP
US
N
2
2028-01-06
Variable
2.49
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
80281LAM7
48133000.000000
PA
USD
42234445.250000
0.271669
Long
DBT
CORP
GB
N
2
2026-08-21
Variable
1.532
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC
785592AX4
4495000.000000
PA
USD
4219681.250000
0.0271427
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.5
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC
785592AV8
14711000.000000
PA
USD
14894887.500000
0.0958101
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.875
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC
785592AS5
71542000.000000
PA
USD
70111160.000000
0.450984
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.0
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC
785592AJ5
4227000.000000
PA
USD
4221716.250000
0.0271558
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75
N
N
N
N
N
N
SMRT 2022-MINI
N/A
SMRT 2022-MINI
78457JAJ1
20450000.000000
PA
USD
19270871.410000
0.123958
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
5.345
N
N
N
N
N
N
SMB Private Education Loan Trust 2018-C
549300V1P5RKG8RJI005
SMB PRIVATE EDUCATION LOAN TRUST 2018-C
78449QAB3
7808400.850000
PA
USD
7327304.970000
0.0471323
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.63
N
N
N
N
N
N
SMB Private Education Loan Trust 2018-B
N/A
SMB PRIVATE EDUCATION LOAN TRUST 2018-B
78449LAB4
6956296.360000
PA
USD
6654493.270000
0.0428045
Long
ABS-O
CORP
US
N
2
2037-01-15
Fixed
3.6
N
N
N
N
N
N
SMB Private Education Loan Trust 2016-B
5493008SQ2WS8HE83M61
SMB PRIVATE EDUCATION LOAN TRUST 2016-B
78449GAB5
2120354.140000
PA
USD
2001789.030000
0.0128763
Long
ABS-O
CORP
US
N
2
2032-02-17
Fixed
2.43
N
N
N
N
N
N
SMB Private Education Loan Trust 2016-A
54930039BHEBCRK29U41
SMB PRIVATE EDUCATION LOAN TRUST 2016-A
78449FAB7
2318497.830000
PA
USD
2215723.460000
0.0142524
Long
ABS-O
CORP
US
N
2
2031-05-15
Fixed
2.7
N
N
N
N
N
N
SMB Private Education Loan Trust 2021-A
N/A
SMB PRIVATE EDUCATION LOAN TRUST 2021-A
78448YAH4
18418915.890000
PA
USD
15464341.280000
0.099473
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.07
N
N
N
N
N
N
SMBC Aviation Capital Finance DAC
549300OD7VKRVNWB2J98
SMBC AVIATION CAPITAL FINANCE DAC
78448TAE2
14765000.000000
PA
USD
14234966.030000
0.0915652
Long
DBT
CORP
IE
N
2
2024-04-15
Fixed
3.55
N
N
N
N
N
N
SG Residential Mortgage Trust 2022-1
N/A
SG RESIDENTIAL MORTGAGE TRUST 2022-1
78433QAA3
17032256.500000
PA
USD
15161910.350000
0.0975277
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.166
N
N
N
N
N
N
SG Residential Mortgage Trust 2019-3
N/A
SG RESIDENTIAL MORTGAGE TRUST 2019-3
78432BAA7
813249.580000
PA
USD
777503.600000
0.00500122
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.703
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAX8
17515000.000000
PA
USD
13796895.310000
0.0887473
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.593
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAV2
21685000.000000
PA
USD
18170957.890000
0.116883
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.84
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BS0
4440000.000000
PA
USD
4467750.000000
0.0287384
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
8.25
N
N
N
N
N
N
T Rowe Price Institutional Floating Rate Fund
863VOPTBPYYVTH00FU88
T. Rowe Price Institutional Floating Rate Fund - Class Z
77958B873
6170105.722000
NS
USD
56764972.650000
0.365136
Long
EC
RF
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296AG8
20720000.000000
PA
USD
16363847.920000
0.105259
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
1.875
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC
775109CD1
5020000.000000
PA
USD
4086626.380000
0.0262869
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC
775109CC3
10375000.000000
PA
USD
9180381.000000
0.059052
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
3.8
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC
775109CB5
6654000.000000
PA
USD
6220658.250000
0.0400138
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.2
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC
761713BG0
35794000.000000
PA
USD
35169967.400000
0.226228
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45
N
N
N
N
N
N
T Rowe Price Government Reserve Investment Fund
5493007QR86JJLYO6D96
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral
76105YYY8
83521048.800000
NS
USD
83521048.800000
0.537242
Long
STIV
RF
US
N
1
N
N
T Rowe Price Government Reserve Investment Fund
5493007QR86JJLYO6D96
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND
76105Y109
863163624.780000
NS
USD
863163624.780000
5.55223
Long
STIV
RF
US
N
1
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
REGENCY CENTERS LP
75884RAX1
9817000.000000
PA
USD
9148030.350000
0.0588439
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.125
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME CORP
756109BG8
10020000.000000
PA
USD
9526084.140000
0.0612757
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.95
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
PLANET FITNESS MASTER ISSUER LLC
72703PAD5
21865125.000000
PA
USD
18978053.900000
0.122075
Long
ABS-O
CORP
US
N
2
2051-12-05
Fixed
3.251
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
PLANET FITNESS MASTER ISSUER LLC
72703PAB9
24763200.000000
PA
USD
23134350.990000
0.14881
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.666
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172CW7
4640000.000000
PA
USD
4718518.080000
0.0303515
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.625
N
N
N
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
714046AN9
7580000.000000
PA
USD
5970485.540000
0.0384046
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.25
N
N
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
714046AM1
13950000.000000
PA
USD
11494758.150000
0.073939
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.9
N
N
N
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
714046AG4
9984000.000000
PA
USD
8709332.740000
0.056022
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.3
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP
701094AS3
6555000.000000
PA
USD
6346983.630000
0.0408264
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.5
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP
701094AR5
6060000.000000
PA
USD
5884187.280000
0.0378495
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.25
N
N
N
N
N
Clarios Global LP / Clarios US Finance Co
N/A
CLARIOS GLOBAL LP / CLARIOS US FINANCE CO
69867DAA6
2905000.000000
PA
USD
2868687.500000
0.0184526
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25
N
N
N
N
N
N
Palmer Square CLO 2022-1 Ltd
N/A
PALMER SQUARE CLO 2022-1 LTD
69689QAA3
40630000.000000
PA
USD
39198586.410000
0.252142
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Variable
5.283
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308JM0
13652000.000000
PA
USD
12492235.300000
0.0803552
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308JG3
20828000.000000
PA
USD
16346501.720000
0.105147
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.5
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308JF5
10318000.000000
PA
USD
8769226.930000
0.0564073
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.1
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308HY6
10551000.000000
PA
USD
7376351.810000
0.0474477
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475BE4
5300000.000000
PA
USD
4920504.100000
0.0316507
Long
DBT
CORP
US
N
2
2033-06-06
Variable
4.626
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475AZ8
3650000.000000
PA
USD
3102613.150000
0.0199573
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.55
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCJ2
4840000.000000
PA
USD
5089656.880000
0.0327388
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCD5
12072000.000000
PA
USD
10448086.630000
0.0672064
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.3
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599EA9
6240000.000000
PA
USD
7129200.000000
0.045858
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.875
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599DZ5
8585000.000000
PA
USD
9357650.000000
0.0601923
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.5
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599DJ1
3595000.000000
PA
USD
3469175.000000
0.0223152
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.2
N
N
N
N
N
N
OBX 2020-EXP1 Trust
N/A
OBX 2020-EXP1 TRUST
67448TAP0
7419581.360000
PA
USD
6560264.740000
0.0421983
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Variable
3.5
N
N
N
N
N
N
OBX 2021-NQM3 Trust
N/A
OBX 2021-NQM3 TRUST
67114JAA8
10795663.410000
PA
USD
8100677.180000
0.0521069
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.054
N
N
N
N
N
N
OBX 2021-NQM1 Trust
N/A
OBX 2021-NQM1 TRUST
67114BAA5
9041472.720000
PA
USD
7801422.080000
0.050182
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.072
N
N
N
N
N
N
OBX 2019-EXP2 Trust
N/A
OBX 2019-EXP2 TRUST
67113KAX6
4462278.430000
PA
USD
4054564.960000
0.0260806
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Variable
4.0
N
N
N
N
N
N
OBX 2019-EXP3 Trust
N/A
OBX 2019-EXP3 TRUST
67113AAP5
2712187.100000
PA
USD
2510097.430000
0.016146
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.5
N
N
N
N
N
N
OBX 2019-INV2 Trust
N/A
OBX 2019-INV2 TRUST
67112VBB0
1087897.550000
PA
USD
1020052.780000
0.0065614
Long
ABS-MBS
CORP
US
N
2
2049-05-27
Variable
4.0
N
N
N
N
N
N
OBX 2019-INV2 Trust
N/A
OBX 2019-INV2 TRUST
67112VAE5
2944490.360000
PA
USD
2760862.520000
0.017759
Long
ABS-MBS
CORP
US
N
2
2049-05-27
Variable
4.0
N
N
N
N
N
N
OZLM VII Ltd
N/A
OZLM VII LTD
67108WBE8
30264511.980000
PA
USD
29787330.510000
0.191604
Long
ABS-CBDO
CORP
KY
N
2
2029-07-17
Variable
5.089
N
N
N
N
N
N
O Reilly Automotive Inc
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC
67103HAL1
3345000.000000
PA
USD
3264910.670000
0.0210013
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
4.7
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAF2
3044000.000000
PA
USD
2952680.000000
0.0189929
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.0
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346AV7
3535000.000000
PA
USD
3020307.540000
0.0194279
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.125
N
N
N
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC
668771AL2
1130000.000000
PA
USD
1138475.000000
0.00732314
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
7.125
N
N
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC
668771AK4
1420000.000000
PA
USD
1425325.000000
0.00916828
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
6.75
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
65558RAD1
12665000.000000
PA
USD
12686809.130000
0.0816068
Long
DBT
CORP
FI
N
2
2027-09-22
Fixed
5.375
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KCJ7
3010000.000000
PA
USD
2995416.550000
0.0192678
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.0
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KCA6
14640000.000000
PA
USD
10017712.800000
0.0644381
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.0
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KBZ2
20625000.000000
PA
USD
16748675.630000
0.107734
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.44
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2021-INV2
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2
64831GAD7
11820047.570000
PA
USD
9360189.290000
0.0602086
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.5
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2021-INV2
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2
64831GAB1
15239237.970000
PA
USD
12308061.980000
0.0791705
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.5
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2021-INV1
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV1
64829WAF1
15397122.000000
PA
USD
13185725.750000
0.084816
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.5
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2021-INV1
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV1
64829WAD6
6332936.020000
PA
USD
5027755.900000
0.0323406
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.5
N
N
N
N
N
N
New Economy Assets Phase 1 Sponsor LLC
N/A
NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC
643821AA9
6039764.000000
PA
USD
5106535.910000
0.0328474
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
1.91
N
N
N
N
N
N
Neuberger Berman Loan Advisers Clo 43 Ltd
549300LCOEVXWN75LP18
NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD
64134AAA0
15105000.000000
PA
USD
14661843.010000
0.094311
Long
ABS-CBDO
CORP
KY
N
2
2035-06-18
Variable
5.209
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 32 Ltd
5493007YBEOXQIHH3C54
NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD
64132DAJ7
49995000.000000
PA
USD
48795761.940000
0.313875
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Variable
5.217
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2022-A
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A
63942MAA8
33902464.910000
PA
USD
29487953.760000
0.189679
Long
ABS-O
CORP
US
N
2
2070-07-15
Fixed
2.23
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2020-C
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C
63941KAD7
20755000.000000
PA
USD
16213498.830000
0.104292
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
2.83
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-G
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G
63941JAA6
9156372.540000
PA
USD
8369628.630000
0.0538369
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
2.4
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2020-B
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B
63941GAB0
13003220.660000
PA
USD
11788189.320000
0.0758265
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
2.12
N
N
N
N
N
N
Navient Private Education Loan Trust 2017-A
N/A
NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A
63939XAD3
8525000.000000
PA
USD
7930431.550000
0.0510118
Long
ABS-O
CORP
US
N
2
2058-12-16
Fixed
3.91
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-F
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F
63935CAB7
9875486.880000
PA
USD
9128827.980000
0.0587204
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.6
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2020-H
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H
63935BAA1
6481558.950000
PA
USD
5815450.430000
0.0374074
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
639057AG3
8785000.000000
PA
USD
9137454.200000
0.0587759
Long
DBT
CORP
GB
N
2
2026-11-10
Variable
7.472
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BUILDING SOCIETY
63861VAF4
8705000.000000
PA
USD
7618737.870000
0.0490069
Long
DBT
CORP
GB
N
2
2028-02-16
Variable
2.972
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE CORP
62954WAE5
3650000.000000
PA
USD
2950269.450000
0.0189774
Long
DBT
CORP
JP
N
2
2031-04-03
Fixed
2.065
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE CORP
62954WAD7
26137000.000000
PA
USD
22119743.100000
0.142283
Long
DBT
CORP
JP
N
2
2028-04-03
Fixed
1.591
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP FUNDING LLC / NXP USA INC
62954HAX6
4632000.000000
PA
USD
4216838.470000
0.0271244
Long
DBT
CORP
NL
N
2
2027-05-01
Fixed
3.15
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP FUNDING LLC / NXP USA INC
62954HAW8
2279000.000000
PA
USD
2137426.240000
0.0137488
Long
DBT
CORP
NL
N
2
2025-05-01
Fixed
2.7
N
N
N
N
N
N
NXP BV / NXP Funding LLC
N/A
NXP BV / NXP FUNDING LLC
62947QBB3
10055000.000000
PA
USD
10038751.120000
0.0645734
Long
DBT
CORP
NL
N
2
2026-03-01
Fixed
5.35
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CL4
12942000.000000
PA
USD
11744865.000000
0.0755478
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45
N
N
N
N
N
N
NBN Co Ltd
2549007CRZ2NT7S96A24
NBN CO LTD
62878U2B7
16981000.000000
PA
USD
13700627.400000
0.0881281
Long
DBT
CORP
AU
N
2
2031-05-05
Fixed
2.625
N
N
N
N
N
N
Utah Acquisition Sub Inc
254900JOFV74IJ7H9933
UTAH ACQUISITION SUB INC
62854AAN4
26418000.000000
PA
USD
24729229.350000
0.159069
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER LP
62482BAA0
8490000.000000
PA
USD
7131600.000000
0.0458734
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.875
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61772BAC7
5725000.000000
PA
USD
4301839.430000
0.0276712
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.217
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61772BAB9
13695000.000000
PA
USD
12051586.310000
0.0775208
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.593
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17
61763UBC5
20470000.000000
PA
USD
19509670.420000
0.125494
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
4.464
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEU5
5100000.000000
PA
USD
4844592.000000
0.0311624
Long
DBT
CORP
US
N
2
2033-07-20
Variable
4.889
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YET8
8415000.000000
PA
USD
8318160.180000
0.0535058
Long
DBT
CORP
US
N
2
2026-07-17
Variable
4.679
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YED3
15751000.000000
PA
USD
12131498.960000
0.0780348
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.239
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEC5
25000000.000000
PA
USD
21798850.000000
0.140219
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.512
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207AT2
4464000.000000
PA
USD
3875479.630000
0.0249287
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.75
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC
60855RAJ9
2820000.000000
PA
USD
2559150.000000
0.0164615
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.375
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC
606822CN2
16495000.000000
PA
USD
16433226.230000
0.105705
Long
DBT
CORP
JP
N
2
2028-09-13
Variable
5.354
N
N
N
N
N
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
N/A
MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD
599191AA1
17567400.000000
PA
USD
17479563.000000
0.112436
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.5
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112BP7
6615000.000000
PA
USD
6325593.750000
0.0406888
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.185
N
N
N
N
N
N
Methanex Corp
549300TSJHRXT9QXRD13
METHANEX CORP
59151KAM0
8835000.000000
PA
USD
8172375.000000
0.0525681
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
5.125
N
N
N
N
N
Mello Mortgage Capital Acceptance 2021-INV3
N/A
MELLO MORTGAGE CAPITAL ACCEPTANCE 2021-INV3
585491BM4
9223534.880000
PA
USD
7288031.430000
0.0468796
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.5
N
N
N
N
N
N
Match Group Holdings II LLC
5493003RFFE030RC9167
MATCH GROUP HOLDINGS II LLC
57665RAG1
4992000.000000
PA
USD
4642560.000000
0.0298629
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.0
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
MARTIN MARIETTA MATERIALS INC
573284AW6
3940000.000000
PA
USD
3196959.340000
0.0205642
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.4
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD
571903BJ1
12905000.000000
PA
USD
12817968.680000
0.0824505
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.0
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD
571903BG7
3905000.000000
PA
USD
3188944.060000
0.0205126
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD
571903AW3
6953000.000000
PA
USD
6748477.510000
0.043409
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD
571903AP8
3043000.000000
PA
USD
2939650.590000
0.018909
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.75
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS INC
571748BN1
8918000.000000
PA
USD
7325744.610000
0.0471222
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VAL7
3555000.000000
PA
USD
3003292.440000
0.0193184
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.279
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VAJ2
9190000.000000
PA
USD
8012650.720000
0.0515407
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.054
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VAG8
20840000.000000
PA
USD
18966754.920000
0.122002
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.755
N
N
N
N
N
N
Eleven Madison Trust 2015-11MD Mortgage Trust
N/A
ELEVEN MADISON TRUST 2015-11MD MORTGAGE TRUST
556227AA4
23679000.000000
PA
USD
21899999.100000
0.14087
Long
ABS-MBS
CORP
US
N
2
2035-09-10
Variable
3.673
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBU3
3275000.000000
PA
USD
3095651.180000
0.0199125
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.95
N
N
N
N
N
N
LUXE Trust 2021-TRIP
N/A
LUXE TRUST 2021-TRIP
55066WAC8
10460000.000000
PA
USD
9674049.200000
0.0622275
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Variable
5.275
N
N
N
N
N
N
Lowe s Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661EH6
10490000.000000
PA
USD
9535556.860000
0.0613366
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP
517834AE7
10677000.000000
PA
USD
9683750.720000
0.0622899
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.5
N
N
N
N
N
N
Lamar Media Corp
529900Y8WW4MKVPTB543
LAMAR MEDIA CORP
513075BW0
3080000.000000
PA
USD
2833600.000000
0.0182269
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.875
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FINANCING PLC
50220PAE3
6705000.000000
PA
USD
5029031.610000
0.0323488
Long
DBT
CORP
GB
N
2
2041-04-06
Fixed
3.2
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FINANCING PLC
50220PAD5
14998000.000000
PA
USD
12623261.670000
0.081198
Long
DBT
CORP
GB
N
2
2031-04-06
Fixed
2.5
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FINANCING PLC
50220PAC7
41724000.000000
PA
USD
35699596.810000
0.229635
Long
DBT
CORP
GB
N
2
2028-04-06
Fixed
2.0
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC
501797AW4
10110000.000000
PA
USD
9414937.500000
0.0605608
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.625
N
N
N
N
N
N
Kookmin Bank
549300XXMOJSIW8P4769
KOOKMIN BANK
50050HAN6
1410000.000000
PA
USD
1121313.370000
0.00721275
Long
DBT
CORP
KR
N
2
2030-11-04
Fixed
2.5
N
N
N
N
N
N
Kookmin Bank
549300XXMOJSIW8P4769
KOOKMIN BANK
50050GAN8
2465000.000000
PA
USD
1960310.260000
0.0126095
Long
DBT
CORP
KR
N
2
2030-11-04
Fixed
2.5
N
N
N
N
N
N
Kinetik Holdings LP
549300RD6AJIMYC0HY12
KINETIK HOLDINGS LP
49461MAA8
2861000.000000
PA
USD
2686101.350000
0.0172781
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.875
N
N
N
N
N
N
KKR CLO 36 Ltd
N/A
KKR CLO 36 LTD
48255AAA6
3315000.000000
PA
USD
3195248.110000
0.0205532
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Variable
5.259
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PDK9
12970000.000000
PA
USD
12775190.600000
0.0821753
Long
DBT
CORP
US
N
2
2033-09-14
Variable
5.717
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PDH6
13366000.000000
PA
USD
12742248.880000
0.0819634
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.912
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PDC7
5250000.000000
PA
USD
4880300.250000
0.0313921
Long
DBT
CORP
US
N
2
2033-04-26
Variable
4.586
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PCW4
20020000.000000
PA
USD
18259220.980000
0.117451
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.947
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PCR5
31065000.000000
PA
USD
24883344.590000
0.16006
Long
DBT
CORP
US
N
2
2032-11-08
Variable
2.545
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PCB0
35303000.000000
PA
USD
30961648.880000
0.199158
Long
DBT
CORP
US
N
2
2027-04-22
Variable
1.578
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBU9
41300000.000000
PA
USD
31671731.000000
0.203726
Long
DBT
CORP
US
N
2
2031-11-19
Variable
1.764
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBR6
32197000.000000
PA
USD
28214005.720000
0.181484
Long
DBT
CORP
US
N
2
2028-06-01
Variable
2.182
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBP0
49658000.000000
PA
USD
41178201.290000
0.264875
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.956
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBE5
19897000.000000
PA
USD
16896631.890000
0.108686
Long
DBT
CORP
US
N
2
2030-10-15
Variable
2.739
N
N
N
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE
N/A
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE
46646GAE7
11320000.000000
PA
USD
9623609.700000
0.061903
Long
ABS-MBS
CORP
US
N
2
2038-09-06
Variable
2.949
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT
46645WBC6
11395000.000000
PA
USD
9928642.400000
0.0638651
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.95
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT
46645WBA0
7620000.000000
PA
USD
6711124.500000
0.0431687
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.549
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT
46645WAU7
9825000.000000
PA
USD
9176016.500000
0.0590239
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.247
N
N
N
N
N
N
Jack in the Box Funding LLC
N/A
JACK IN THE BOX FUNDING LLC
466365AD5
35008870.000000
PA
USD
30460552.620000
0.195935
Long
ABS-O
CORP
US
N
2
2052-02-26
Fixed
3.445
N
N
N
N
N
N
JP Morgan Mortgage Trust 2020-INV1
N/A
JP MORGAN MORTGAGE TRUST 2020-INV1
46591VBC2
2642984.060000
PA
USD
2432900.130000
0.0156494
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
4.416
N
N
N
N
N
N
JP Morgan Mortgage Trust 2020-INV1
N/A
JP MORGAN MORTGAGE TRUST 2020-INV1
46591VAC3
4469290.530000
PA
USD
3969874.580000
0.0255359
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
3.5
N
N
N
N
N
N
JP Morgan Mortgage Trust 2020-LTV1
N/A
JP MORGAN MORTGAGE TRUST 2020-LTV1
46591NBH9
565387.030000
PA
USD
544038.580000
0.00349948
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Variable
3.5
N
N
N
N
N
N
JP Morgan Mortgage Trust 2020-LTV1
N/A
JP MORGAN MORTGAGE TRUST 2020-LTV1
46591NAC1
1398733.200000
PA
USD
1344898.200000
0.00865094
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Variable
3.5
N
N
N
N
N
N
JP Morgan Mortgage Trust 2019-INV3
N/A
JP MORGAN MORTGAGE TRUST 2019-INV3
46591LAC5
5338549.030000
PA
USD
4820178.050000
0.0310054
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.5
N
N
N
N
N
N
Invesco CLO Ltd
N/A
INVESCO CLO LTD
46149MAA4
33910000.000000
PA
USD
32811241.060000
0.211055
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Variable
5.199
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC
45866FAV6
17650000.000000
PA
USD
17336977.250000
0.111519
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AV5
9137000.000000
PA
USD
8013331.740000
0.0515451
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.726
N
N
N
N
N
N
Imperial Fund Mortgage Trust 2021-NQM2
N/A
IMPERIAL FUND MORTGAGE TRUST 2021-NQM2
452761AA7
13205524.920000
PA
USD
10133300.480000
0.0651816
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
1.073
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ACA3
16150000.000000
PA
USD
13074345.550000
0.0840996
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.1
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ABN6
11183000.000000
PA
USD
10080400.930000
0.0648413
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.8
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BT8
6040000.000000
PA
USD
5576967.560000
0.0358734
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
3.7
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BN1
17913000.000000
PA
USD
17521009.820000
0.112702
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.875
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BF8
6075000.000000
PA
USD
5848833.830000
0.0376221
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.95
N
N
N
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
HOWARD HUGHES CORP/THE
44267DAD9
8295000.000000
PA
USD
7403287.500000
0.047621
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.375
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY LP
431282AR3
11839000.000000
PA
USD
10339389.390000
0.0665072
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.2
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY LP
431282AQ5
17404000.000000
PA
USD
15785967.520000
0.101542
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.125
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
HASBRO INC
418056AY3
11507000.000000
PA
USD
10821228.830000
0.0696066
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
3.55
N
N
N
N
N
N
Hardee s Funding LLC
N/A
HARDEE'S FUNDING LLC
411707AD4
27729600.000000
PA
USD
26031966.160000
0.167448
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.959
N
N
N
N
N
N
Hpefs Equipment Trust 2022-2
N/A
HPEFS EQUIPMENT TRUST 2022-2
40441TAE9
4445000.000000
PA
USD
4290693.600000
0.0275995
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
4.43
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS EQUIPMENT TRUST
40441RAF0
12510000.000000
PA
USD
11301445.180000
0.0726956
Long
ABS-O
CORP
US
N
2
2029-11-20
Fixed
2.4
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS EQUIPMENT TRUST
40441RAE3
5736000.000000
PA
USD
5279501.590000
0.0339599
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
1.96
N
N
N
N
N
N
HPS Loan Management 2021-16 Ltd
N/A
HPS LOAN MANAGEMENT 2021-16 LTD
40440XAA9
11822000.000000
PA
USD
11422939.880000
0.0734771
Long
ABS-CBDO
CORP
KY
N
2
2035-01-23
Variable
5.465
N
N
N
N
N
N
HPS Loan Management 11-2017 Ltd
549300Z5U2GIJ32SH058
HPS LOAN MANAGEMENT 11-2017 LTD
40436VAG6
12070000.000000
PA
USD
11607336.860000
0.0746632
Long
ABS-CBDO
CORP
KY
N
2
2030-05-06
Variable
6.082
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280DG1
16945000.000000
PA
USD
16268182.810000
0.104644
Long
DBT
CORP
GB
N
2
2028-08-11
Variable
5.21
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280DF3
36120000.000000
PA
USD
34046170.200000
0.218999
Long
DBT
CORP
GB
N
2
2028-06-09
Variable
4.755
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280DA4
20080000.000000
PA
USD
18695162.720000
0.120255
Long
DBT
CORP
GB
N
2
2026-03-10
Variable
2.999
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CJ6
10575000.000000
PA
USD
9485743.280000
0.0610162
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
1.645
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CG2
20767000.000000
PA
USD
18764147.450000
0.120699
Long
DBT
CORP
GB
N
2
2026-06-04
Variable
2.099
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280BX6
2175000.000000
PA
USD
2064496.950000
0.0132797
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
4.292
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404121AH8
6529000.000000
PA
USD
6459139.700000
0.0415479
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.375
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CE7
9695000.000000
PA
USD
8556632.490000
0.0550398
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.375
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CD9
8360000.000000
PA
USD
7594859.360000
0.0488533
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.125
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CA5
13940000.000000
PA
USD
11918700.000000
0.076666
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.5
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BS7
25164000.000000
PA
USD
25254590.400000
0.162448
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.875
N
N
N
N
N
N
Great Wolf Trust 2019-WOLF
N/A
GREAT WOLF TRUST 2019-WOLF
39152TAL4
18025000.000000
PA
USD
17118126.200000
0.110111
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
5.808
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
GRAY OAK PIPELINE LLC
38937LAC5
6556000.000000
PA
USD
5932537.510000
0.0381605
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.6
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
GRAY OAK PIPELINE LLC
38937LAB7
2741000.000000
PA
USD
2430091.110000
0.0156314
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.45
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
GRAY OAK PIPELINE LLC
38937LAA9
2100000.000000
PA
USD
2038318.800000
0.0131113
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.0
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38383REY9
9510000.000000
PA
USD
8154126.020000
0.0524507
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.5
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38380UPK3
1744513.440000
PA
USD
1614883.180000
0.0103876
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.0
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38380H5W8
1494818.150000
PA
USD
1363760.570000
0.00877227
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.0
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38378TDR8
3167292.970000
PA
USD
507998.950000
0.00326766
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.5
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38378FK74
2263765.690000
PA
USD
343531.420000
0.00220974
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
4.0
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38375GQN4
1042358.430000
PA
USD
7272.950000
0
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Fixed
4.0
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER CO/THE
382550BN0
6855000.000000
PA
USD
5895300.000000
0.037921
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.0
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38145GAH3
7330000.000000
PA
USD
6976268.860000
0.0448742
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.5
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GZU1
12805000.000000
PA
USD
12265986.330000
0.0788999
Long
DBT
CORP
US
N
2
2028-08-23
Variable
4.482
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GZR8
19610000.000000
PA
USD
18235946.910000
0.117301
Long
DBT
CORP
US
N
2
2028-03-15
Variable
3.615
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GYN8
17735000.000000
PA
USD
14209175.590000
0.0913993
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.65
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GYJ7
17287000.000000
PA
USD
13657577.060000
0.0878512
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.383
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GYG3
31264000.000000
PA
USD
27036513.180000
0.17391
Long
DBT
CORP
US
N
2
2027-09-10
Variable
1.542
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GYB4
45548000.000000
PA
USD
36597635.810000
0.235411
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.615
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XDV5
15025000.000000
PA
USD
13757175.480000
0.0884918
Long
DBT
CORP
US
N
2
2029-04-06
Fixed
4.3
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XCR5
17304000.000000
PA
USD
17192960.230000
0.110592
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.1
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XCK0
20528000.000000
PA
USD
20003016.930000
0.128668
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XBQ8
20869000.000000
PA
USD
19622953.750000
0.126223
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
4.0
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XAZ9
8846000.000000
PA
USD
8589952.530000
0.0552541
Long
DBT
CORP
US
N
2
2025-07-13
Fixed
4.3
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAZ3
3275000.000000
PA
USD
3146299.050000
0.0202383
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.6
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAN0
3675000.000000
PA
USD
3495979.730000
0.0224876
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.2
N
N
N
N
N
Galton Funding Mortgage Trust 2019-1
N/A
GALTON FUNDING MORTGAGE TRUST 2019-1
36418WAJ8
641471.130000
PA
USD
620740.900000
0.00399286
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
4.0
N
N
N
N
N
N
Galton Funding Mortgage Trust 2018-2
N/A
GALTON FUNDING MORTGAGE TRUST 2018-2
36418GAN4
975305.880000
PA
USD
922164.970000
0.00593175
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.5
N
N
N
N
N
N
Galton Funding Mortgage Trust 2018-2
N/A
GALTON FUNDING MORTGAGE TRUST 2018-2
36418GAJ3
1982851.630000
PA
USD
1871262.090000
0.0120367
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.0
N
N
N
N
N
N
Galton Funding Mortgage Trust 2017-1
N/A
GALTON FUNDING MORTGAGE TRUST 2017-1
36417JAL3
960430.600000
PA
USD
870840.390000
0.00560161
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36297FYY2
1079835.660000
PA
USD
1106949.820000
0.00712036
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
5.0
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2021-PJ6
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ6
36262LAJ9
18019821.080000
PA
USD
15417686.840000
0.0991729
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.5
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2021-PJ6
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ6
36262LAD2
10920392.310000
PA
USD
8540325.570000
0.0549349
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.5
N
N
N
N
N
N
GM Financial Automobile Leasing Trust 2021-1
N/A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2021-1
36261RAG3
6650000.000000
PA
USD
6370483.880000
0.0409776
Long
ABS-O
CORP
US
N
2
2025-07-21
Fixed
1.01
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2020-INV1
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1
36258KAS7
17619289.830000
PA
USD
14883489.840000
0.0957368
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Variable
2.932
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC40
N/A
GS MORTGAGE SECURITIES TRUST 2019-GC40
36257HBU9
12730000.000000
PA
USD
10597429.660000
0.0681671
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
3.543
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2022-GR2
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2
36250BAE6
477371.510000
PA
USD
465941.280000
0.00299713
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Variable
2.175
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36241LX84
3481863.410000
PA
USD
3308776.920000
0.0212834
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36241LF68
3078128.620000
PA
USD
3179081.670000
0.0204492
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36241LF50
3075179.660000
PA
USD
3176035.990000
0.0204296
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36241KYG7
1667734.010000
PA
USD
1769108.090000
0.0113796
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Fixed
6.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622ABZU9
2774245.760000
PA
USD
2722238.530000
0.0175106
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622ABUR1
8519717.150000
PA
USD
8055168.670000
0.0518142
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622ABCY6
7174143.380000
PA
USD
6825053.870000
0.0439016
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
3.5
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622AB5L2
6580709.410000
PA
USD
6286338.950000
0.0404363
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622AAYY4
2045792.950000
PA
USD
1906132.540000
0.012261
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622AARG1
11798124.940000
PA
USD
11095821.500000
0.0713729
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622AAKC7
6656468.610000
PA
USD
6316753.070000
0.040632
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622AAGA6
208937.700000
PA
USD
196706.470000
0.0012653
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622AAE42
3145698.730000
PA
USD
2974771.940000
0.019135
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A2ZK1
787272.710000
PA
USD
761236.970000
0.00489659
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A2TA0
8014349.700000
PA
USD
7556583.670000
0.0486071
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3622A2QW5
1465713.060000
PA
USD
1513778.010000
0.00973725
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3622A2QJ4
2008995.490000
PA
USD
2017812.490000
0.0129794
Long
ABS-MBS
USGA
US
N
2
2045-09-15
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3622A2N57
14770.730000
PA
USD
15753.870000
0.000101335
Long
ABS-MBS
USGA
US
N
2
2038-10-15
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3622A2MV1
3108263.790000
PA
USD
3210833.010000
0.0206534
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3622A2MG4
72422.670000
PA
USD
77168.760000
0.000496381
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
6.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3622A2KC5
344944.610000
PA
USD
344378.900000
0.00221519
Long
ABS-MBS
USGA
US
N
2
2026-07-15
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A2GK2
5652851.200000
PA
USD
5421642.580000
0.0348742
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A2D74
6237725.100000
PA
USD
5898549.670000
0.0379419
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A26L1
6092223.350000
PA
USD
5750550.690000
0.0369899
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36225BEA2
1515.040000
PA
USD
1565.190000
0
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
6.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36224YZJ1
25.090000
PA
USD
25.070000
0
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
8.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36213TWN9
2465.780000
PA
USD
2547.400000
0
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
6.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36213EP34
36700.270000
PA
USD
37915.060000
0.000243885
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
6.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620A9S44
1426597.480000
PA
USD
1468612.200000
0.00944672
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36209W2W1
11647.970000
PA
USD
11647.300000
0
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36208HQZ2
70753.900000
PA
USD
72553.240000
0.000466692
Long
ABS-MBS
USGA
US
N
2
2027-10-15
Fixed
8.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36208HQX7
9886.350000
PA
USD
9886.380000
0
Long
ABS-MBS
USGA
US
N
2
2027-10-15
Fixed
8.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36208EXF5
36834.700000
PA
USD
37395.330000
0.000240542
Long
ABS-MBS
USGA
US
N
2
2027-09-15
Fixed
8.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36208DJM8
33595.190000
PA
USD
34267.520000
0.000220423
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36207D6P6
263.300000
PA
USD
272.020000
0
Long
ABS-MBS
USGA
US
N
2
2026-03-15
Fixed
6.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36206UR27
2301.740000
PA
USD
2377.930000
0
Long
ABS-MBS
USGA
US
N
2
2026-05-15
Fixed
6.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36206UM63
1126.670000
PA
USD
1163.960000
0
Long
ABS-MBS
USGA
US
N
2
2026-01-15
Fixed
6.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36206PS27
309.900000
PA
USD
320.160000
0
Long
ABS-MBS
USGA
US
N
2
2026-03-15
Fixed
6.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36204L3M1
4364.540000
PA
USD
4509.010000
0
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
6.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36203GUU5
173.790000
PA
USD
173.630000
0
Long
ABS-MBS
USGA
US
N
2
2023-02-15
Fixed
8.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FY75
5345546.100000
PA
USD
5396998.530000
0.0347157
Long
ABS-MBS
USGA
US
N
2
2041-11-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FX84
3109270.890000
PA
USD
3031332.010000
0.0194988
Long
ABS-MBS
USGA
US
N
2
2041-10-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FQ82
2404945.650000
PA
USD
2474694.460000
0.0159183
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FQ74
620077.330000
PA
USD
626050.310000
0.00402701
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FP67
324407.730000
PA
USD
316264.470000
0.00203434
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FMB9
6895542.960000
PA
USD
6961887.460000
0.0447817
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FLQ7
1457333.010000
PA
USD
1499998.150000
0.00964861
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FLP9
618993.120000
PA
USD
624954.070000
0.00401996
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FKN5
2915183.790000
PA
USD
2943096.090000
0.0189312
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FJR8
191044.220000
PA
USD
196640.320000
0.00126487
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FGY6
1571864.950000
PA
USD
1617849.390000
0.0104067
Long
ABS-MBS
USGA
US
N
2
2040-06-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FGE0
825008.490000
PA
USD
849154.140000
0.00546211
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FFU5
329901.310000
PA
USD
339546.440000
0.0021841
Long
ABS-MBS
USGA
US
N
2
2040-04-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FE77
506729.850000
PA
USD
521563.950000
0.00335492
Long
ABS-MBS
USGA
US
N
2
2040-03-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FDD5
52811.960000
PA
USD
55280.200000
0.000355585
Long
ABS-MBS
USGA
US
N
2
2039-12-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FCP9
1340569.600000
PA
USD
1379748.380000
0.00887511
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FCN4
559103.510000
PA
USD
564476.470000
0.00363095
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FB47
204768.500000
PA
USD
210666.060000
0.00135509
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EYM5
178974.120000
PA
USD
189859.780000
0.00122126
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Fixed
6.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EWE5
318123.410000
PA
USD
337386.260000
0.00217021
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Fixed
6.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EG45
81849.500000
PA
USD
85700.440000
0.000551261
Long
ABS-MBS
USGA
US
N
2
2036-02-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202ECP2
55020.640000
PA
USD
57219.390000
0.000368059
Long
ABS-MBS
USGA
US
N
2
2035-02-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EAL3
11681.750000
PA
USD
12101.630000
0
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Fixed
6.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EAK5
17779.920000
PA
USD
18124.230000
0.000116583
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202E7H6
315857.720000
PA
USD
324963.780000
0.0020903
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202E4H9
1341488.780000
PA
USD
1380255.480000
0.00887837
Long
ABS-MBS
USGA
US
N
2
2039-04-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202DUU3
48204.600000
PA
USD
49755.450000
0.000320048
Long
ABS-MBS
USGA
US
N
2
2032-10-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202D4P3
43352.650000
PA
USD
45069.720000
0.000289907
Long
ABS-MBS
USGA
US
N
2
2034-03-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202D3J8
13739.550000
PA
USD
14641.760000
0
Long
ABS-MBS
USGA
US
N
2
2034-01-20
Fixed
6.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202CRF2
12.080000
PA
USD
12.050000
0
Long
ABS-MBS
USGA
US
N
2
2026-09-20
Fixed
8.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202C6L2
9235.870000
PA
USD
9449.400000
0
Long
ABS-MBS
USGA
US
N
2
2028-11-20
Fixed
7.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202C2Y8
5359.410000
PA
USD
5482.460000
0
Long
ABS-MBS
USGA
US
N
2
2028-05-20
Fixed
7.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202BVC6
424.890000
PA
USD
424.940000
0
Long
ABS-MBS
USGA
US
N
2
2023-12-20
Fixed
7.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36201FRH2
1323.400000
PA
USD
1323.190000
0
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
8.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36200MV83
596383.590000
PA
USD
602054.700000
0.00387266
Long
ABS-MBS
USGA
US
N
2
2033-09-15
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36195KHC1
1230091.350000
PA
USD
1120396.430000
0.00720685
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36195KHB3
1093432.850000
PA
USD
994015.690000
0.00639392
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36194MJQ5
2185241.260000
PA
USD
1987593.900000
0.012785
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36194MH87
1369852.990000
PA
USD
1245575.720000
0.00801206
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36194CP23
104319.690000
PA
USD
98446.310000
0.000633247
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36194BZF5
3967827.580000
PA
USD
3601244.590000
0.0231647
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36194BZE8
5174952.140000
PA
USD
4701443.240000
0.0302416
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36193VG22
796702.350000
PA
USD
725293.270000
0.00466539
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36193VFR8
1356462.080000
PA
USD
1280094.270000
0.0082341
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36193UCX0
1691600.610000
PA
USD
1596359.890000
0.0102684
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36193EPR5
1698145.720000
PA
USD
1604167.350000
0.0103187
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36192XPK9
1785118.460000
PA
USD
1688325.730000
0.01086
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36192STM2
418496.780000
PA
USD
395324.160000
0.00254289
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36189MBR8
2662601.040000
PA
USD
2518239.100000
0.0161984
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36185BPB6
516663.690000
PA
USD
488538.680000
0.00314248
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36184Y5N3
1583229.880000
PA
USD
1497046.600000
0.00962962
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36184SPQ7
491750.870000
PA
USD
465091.980000
0.00299166
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36184Q2S2
530090.830000
PA
USD
501238.070000
0.00322417
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36184BZ34
855721.650000
PA
USD
814065.590000
0.00523641
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36184BAH0
3068292.810000
PA
USD
2901421.530000
0.0186631
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.5
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
N/A
GLP CAPITAL LP / GLP FINANCING II INC
361841AN9
6162000.000000
PA
USD
5858503.010000
0.0376843
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.35
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36183FLP2
746971.310000
PA
USD
706477.970000
0.00454436
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36181KC81
5419034.400000
PA
USD
5114396.930000
0.0328979
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617G8YM9
441097.250000
PA
USD
442409.370000
0.00284576
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617G8VD2
219888.890000
PA
USD
220543.090000
0.00141862
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617G82G7
199839.780000
PA
USD
200273.790000
0.00128824
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617B5DY7
2828721.510000
PA
USD
2663113.920000
0.0171303
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617A9KW6
1644334.490000
PA
USD
1551081.930000
0.0099772
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179XHY5
63028890.930000
PA
USD
61767234.060000
0.397312
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179XHX7
61087787.570000
PA
USD
58340448.010000
0.37527
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WY93
9003514.560000
PA
USD
7916377.720000
0.0509214
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WY85
8133674.530000
PA
USD
6931059.750000
0.0445834
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
2.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WVT2
26522484.770000
PA
USD
22619155.300000
0.145496
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WTY4
45657878.200000
PA
USD
40199435.030000
0.258579
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WR26
22895227.180000
PA
USD
20175205.050000
0.129775
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WQB7
52813279.220000
PA
USD
47726900.960000
0.306999
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WQA9
103098353.820000
PA
USD
90809168.200000
0.584122
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WNE4
12000404.940000
PA
USD
10572501.720000
0.0680067
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WLP1
11021690.170000
PA
USD
9716025.810000
0.0624975
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WLN6
75084797.490000
PA
USD
64134947.960000
0.412543
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WJS8
34747748.690000
PA
USD
31554211.330000
0.20297
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WJR0
23132657.910000
PA
USD
20389842.260000
0.131156
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WJQ2
94186225.990000
PA
USD
80470838.120000
0.517622
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WBX5
19853368.440000
PA
USD
16987619.080000
0.109271
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179W7K8
24000750.740000
PA
USD
21687110.770000
0.1395
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179W5A2
42707075.970000
PA
USD
36364652.390000
0.233912
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179W2T4
653256.640000
PA
USD
556177.310000
0.00357756
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
2.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VV31
15739763.350000
PA
USD
15127219.140000
0.0973045
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VSG6
11632624.380000
PA
USD
10280640.990000
0.0661293
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VL32
1772335.570000
PA
USD
1579596.360000
0.0101606
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VHG8
3675134.560000
PA
USD
3275467.760000
0.0210692
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VDC1
4689787.690000
PA
USD
4180228.610000
0.026889
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UZH8
897963.350000
PA
USD
804840.300000
0.00517707
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UXH0
174792.050000
PA
USD
156649.400000
0.00100763
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UUM2
7480329.780000
PA
USD
7519110.950000
0.048366
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UPD8
2081834.670000
PA
USD
2142103.160000
0.0137789
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UKY7
2670181.030000
PA
USD
2617559.270000
0.0168372
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UK27
1479223.730000
PA
USD
1514108.070000
0.00973937
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UGF3
1663957.010000
PA
USD
1710314.640000
0.0110015
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UEC2
343908.140000
PA
USD
353560.890000
0.00227425
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UCE0
15073.080000
PA
USD
15545.470000
0
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179U3S9
3696330.410000
PA
USD
3301202.080000
0.0212347
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TZ73
3492172.790000
PA
USD
3514306.390000
0.0226055
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TZ65
7412.130000
PA
USD
7360.460000
0
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TXY6
4673820.960000
PA
USD
4821719.490000
0.0310153
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TV93
1262342.050000
PA
USD
1307756.350000
0.00841203
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TUE3
1632744.260000
PA
USD
1688673.070000
0.0108622
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TUC7
1978876.050000
PA
USD
1967869.820000
0.0126582
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TQS7
2415943.040000
PA
USD
2447410.210000
0.0157428
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TNR2
9311903.340000
PA
USD
8774143.720000
0.0564389
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TLV5
2304588.240000
PA
USD
2340035.920000
0.0150521
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TLT0
3954037.120000
PA
USD
3830792.710000
0.0246412
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TJ22
1086138.310000
PA
USD
1106768.640000
0.00711919
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TG58
203627.690000
PA
USD
197784.050000
0.00127223
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TG41
679857.770000
PA
USD
643075.650000
0.00413653
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TE43
2851073.340000
PA
USD
2894900.640000
0.0186212
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TCZ6
1688861.290000
PA
USD
1680981.080000
0.0108128
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TCX1
1941944.590000
PA
USD
1823471.410000
0.0117293
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TC29
1627163.080000
PA
USD
1651994.580000
0.0106263
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TAN5
2798420.930000
PA
USD
2841374.200000
0.0182769
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TAL9
3060010.710000
PA
USD
2964585.350000
0.0190694
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179T7L3
1661527.590000
PA
USD
1648556.940000
0.0106042
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SUX3
2274599.390000
PA
USD
2296432.380000
0.0147716
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SLS4
2157042.180000
PA
USD
2041998.170000
0.013135
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SGL5
1267664.530000
PA
USD
1196972.390000
0.00769942
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SGK7
2930277.340000
PA
USD
2693132.100000
0.0173233
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SEH6
2992641.700000
PA
USD
2828002.240000
0.0181909
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SB97
11037715.890000
PA
USD
10714780.800000
0.0689219
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SB89
6409097.350000
PA
USD
6064052.510000
0.0390065
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SB71
5099316.170000
PA
USD
4694390.540000
0.0301963
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179S5M5
3016807.070000
PA
USD
2922777.870000
0.0188005
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179S2Q9
119820.880000
PA
USD
116020.690000
0.000746293
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179S2P1
516486.850000
PA
USD
484978.770000
0.00311958
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RXF1
1771359.760000
PA
USD
1792650.050000
0.0115311
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RXE4
172230.810000
PA
USD
167178.410000
0.00107536
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RVB2
5565305.050000
PA
USD
5245874.680000
0.0337436
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RQ28
6903223.660000
PA
USD
6526238.410000
0.0419795
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RLN7
2345565.730000
PA
USD
2168445.590000
0.0139483
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RF87
16544754.400000
PA
USD
15305081.270000
0.0984486
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RD63
12169283.060000
PA
USD
11269897.230000
0.0724926
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179R7J2
8228654.320000
PA
USD
7779869.850000
0.0500433
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QGG0
2341535.450000
PA
USD
2451906.140000
0.0157717
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179Q3H2
2130071.720000
PA
USD
1972644.380000
0.0126889
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NF78
10510768.170000
PA
USD
10008206.830000
0.0643769
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NDV7
2464649.310000
PA
USD
2580808.650000
0.0166008
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179N2K3
9097707.100000
PA
USD
8837766.870000
0.0568482
Long
ABS-MBS
USGA
US
N
2
2044-02-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MSY7
230660.970000
PA
USD
224794.730000
0.00144597
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MNJ5
286597.030000
PA
USD
279408.430000
0.00179727
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MG61
5179985.000000
PA
USD
5050034.560000
0.0324839
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179M5M8
3541171.840000
PA
USD
3376767.020000
0.0217208
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179M2Q2
8889940.620000
PA
USD
8464568.520000
0.0544476
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36178WP45
79452.290000
PA
USD
74406.600000
0.000478614
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36178NGA1
15222059.950000
PA
USD
14128119.910000
0.0908779
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36178NF87
2583933.160000
PA
USD
2398689.440000
0.0154294
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
3.0
N
N
N
N
N
N
GCAT 2022-INV1 Trust
N/A
GCAT 2022-INV1 TRUST
36168YBC0
9255589.630000
PA
USD
7529672.060000
0.048434
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
3.0
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STACR REMIC TRUST 2022-DNA5
35564KYN3
28024000.730000
PA
USD
28268151.430000
0.181832
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Variable
6.471
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA3
N/A
FREDDIE MAC STACR REMIC TRUST 2022-DNA3
35564KUW7
17059684.050000
PA
USD
16839032.390000
0.108316
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Variable
5.521
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA2
N/A
FREDDIE MAC STACR REMIC TRUST 2022-DNA2
35564KRF8
5205391.000000
PA
USD
4889840.200000
0.0314535
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Variable
5.921
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA1
N/A
FREDDIE MAC STACR REMIC TRUST 2022-DNA1
35564KPV5
18780000.000000
PA
USD
17161488.890000
0.11039
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Variable
5.371
N
N
N
N
N
N
Freddie Mac Structured Agency Credit Risk Debt Notes
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
35564KDB2
9106000.000000
PA
USD
8799125.070000
0.0565996
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Variable
5.821
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397C35
1255000.000000
PA
USD
1304951.510000
0.00839399
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
7.35
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397C27
5185000.000000
PA
USD
4917511.040000
0.0316315
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370DB3
9230000.000000
PA
USD
8882665.870000
0.057137
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.1
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370CX6
5500000.000000
PA
USD
6319962.000000
0.0406526
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.625
N
N
N
N
N
N
Flagstar Mortgage Trust 2021-8INV
N/A
FLAGSTAR MORTGAGE TRUST 2021-8INV
33852HAP7
9402337.650000
PA
USD
7411449.070000
0.0476735
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.5
N
N
N
N
N
N
Flagstar Mortgage Trust 2020-1NV
N/A
FLAGSTAR MORTGAGE TRUST 2020-1NV
33851YAL0
4065886.500000
PA
USD
3724809.040000
0.0239595
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
4.436
N
N
N
N
N
N
Flagstar Mortgage Trust 2021-5INV
N/A
FLAGSTAR MORTGAGE TRUST 2021-5INV
33851PAS4
10253650.100000
PA
USD
8101983.150000
0.0521153
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.5
N
N
N
N
N
N
Flagstar Mortgage Trust 2018-6RR
549300H3PON1KOB2RF56
FLAGSTAR MORTGAGE TRUST 2018-6RR
33851FAP2
981922.150000
PA
USD
949609.150000
0.00610828
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
4.0
N
N
N
N
N
N
522 Funding CLO 2019-5 Ltd
549300HKB0UTKU91DG08
522 FUNDING CLO 2019-5 LTD
33829WAE9
16085000.000000
PA
USD
15198374.370000
0.0977622
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Variable
5.714
N
N
N
N
N
N
522 Funding CLO 2019-5 Ltd
549300HKB0UTKU91DG08
522 FUNDING CLO 2019-5 LTD
33829WAC3
28800000.000000
PA
USD
27716073.980000
0.178281
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Variable
5.194
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AU2
3530000.000000
PA
USD
3192411.980000
0.0205349
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.5
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773DG2
3235000.000000
PA
USD
3036882.130000
0.0195345
Long
DBT
CORP
US
N
2
2030-07-28
Variable
4.772
N
N
N
N
N
N
Ellington Financial Mortgage Trust 2021-3
N/A
ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3
31573JAA8
11273227.210000
PA
USD
9042983.800000
0.0581682
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.241
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419KKJ3
79801.530000
PA
USD
77778.170000
0.000500301
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419JSV1
3057691.000000
PA
USD
3056644.440000
0.0196616
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419JSM1
1484994.260000
PA
USD
1447343.830000
0.00930991
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419FFW1
7766975.260000
PA
USD
7570040.110000
0.0486936
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419DL74
11133194.160000
PA
USD
11129377.810000
0.0715888
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419BCX1
233856.850000
PA
USD
234448.160000
0.00150807
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419BCW3
23667.550000
PA
USD
23727.400000
0.000152624
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419BBT1
18128190.290000
PA
USD
17668781.520000
0.113653
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AX44
2650054.090000
PA
USD
2656756.210000
0.0170894
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AL70
963098.620000
PA
USD
1008605.180000
0.00648777
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AK30
167072.050000
PA
USD
165369.400000
0.00106372
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AHX8
147910.320000
PA
USD
155622.010000
0.00100103
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AF69
999875.060000
PA
USD
1048907.030000
0.006747
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419ADK0
945313.110000
PA
USD
992462.270000
0.00638393
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AA64
13015.050000
PA
USD
13693.610000
0
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419A3K1
1021312.350000
PA
USD
1069571.690000
0.00687993
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418WPP9
577106.950000
PA
USD
570490.570000
0.00366963
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418UEK6
5212139.770000
PA
USD
5315963.200000
0.0341945
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418TJF5
826002.000000
PA
USD
844700.860000
0.00543347
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418SQ77
833568.840000
PA
USD
852442.990000
0.00548327
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418NZW3
48490.080000
PA
USD
48473.380000
0.000311801
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418NET3
24134.490000
PA
USD
24195.590000
0.000155636
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418MPU0
584796.900000
PA
USD
613359.270000
0.00394538
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418MP30
955556.090000
PA
USD
998366.080000
0.0064219
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418MKV3
143184.820000
PA
USD
150333.730000
0.000967009
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418MGP1
670892.930000
PA
USD
699853.500000
0.00450175
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418MG63
567243.820000
PA
USD
596344.720000
0.00383594
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418M7D8
293856.020000
PA
USD
297460.260000
0.00191339
Long
ABS-MBS
USGSE
US
N
2
2025-03-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418M2S0
936686.380000
PA
USD
985508.140000
0.0063392
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EJ50
3969068.010000
PA
USD
3755317.540000
0.0241558
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EGD6
10130101.290000
PA
USD
9127458.210000
0.0587116
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EFF2
4795817.090000
PA
USD
4444526.130000
0.028589
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EEE6
1691896.960000
PA
USD
1524391.190000
0.00980551
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EEA4
32719904.210000
PA
USD
30241527.870000
0.194526
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EE63
25500090.220000
PA
USD
24838502.620000
0.159772
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EE30
4985739.520000
PA
USD
4414744.360000
0.0283975
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EDH0
1895555.940000
PA
USD
1751986.290000
0.0112695
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EDF4
9054525.730000
PA
USD
7939977.630000
0.0510732
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
1.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EDC1
3645067.760000
PA
USD
3120920.940000
0.0200751
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ED56
8021953.830000
PA
USD
6869636.900000
0.0441883
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECY4
37061455.130000
PA
USD
31483562.710000
0.202515
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECT5
12165664.000000
PA
USD
10668139.130000
0.0686219
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
1.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECQ1
23554068.480000
PA
USD
20166303.300000
0.129718
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECP3
101679162.380000
PA
USD
83786419.880000
0.538949
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EBS8
535565.970000
PA
USD
458512.500000
0.00294934
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EBR0
26167928.620000
PA
USD
21591528.700000
0.138886
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EBD1
30498602.130000
PA
USD
26745078.470000
0.172035
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
1.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EB90
23874.960000
PA
USD
20457.890000
0.000131594
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EB82
215762526.430000
PA
USD
178011439.650000
1.14504
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EAV2
22548531.470000
PA
USD
18433178.920000
0.11857
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
1.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EAQ3
17204549.060000
PA
USD
15773372.820000
0.101461
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DYY2
7219044.680000
PA
USD
6203462.690000
0.0399032
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DYX4
89638052.620000
PA
USD
74096642.910000
0.47662
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DTQ5
8495523.510000
PA
USD
7051552.970000
0.0453585
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418D7F3
3177931.570000
PA
USD
2724623.750000
0.0175259
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CS47
4230892.870000
PA
USD
3953083.010000
0.0254279
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CR89
409993.060000
PA
USD
382154.700000
0.00245818
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CJA3
5608093.640000
PA
USD
5055533.110000
0.0325193
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BWU6
1105445.170000
PA
USD
1076972.750000
0.00692753
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418AK31
2231204.160000
PA
USD
2100037.000000
0.0135083
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418AAH1
1392315.300000
PA
USD
1357253.030000
0.00873041
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YW45
14963.760000
PA
USD
15001.670000
0
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YVG9
1007314.520000
PA
USD
981774.180000
0.00631518
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YUH8
3627503.340000
PA
USD
3535531.330000
0.022742
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YR82
2047.120000
PA
USD
2052.300000
0
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417Y5Z6
371646.520000
PA
USD
372588.360000
0.00239664
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417WUE9
5851707.470000
PA
USD
5866516.740000
0.0377359
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417SBL3
458672.910000
PA
USD
458461.730000
0.00294902
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417NCE9
28664.870000
PA
USD
28737.420000
0.000184851
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417NB34
44397.750000
PA
USD
44504.400000
0.000286271
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417LCP8
52406.900000
PA
USD
52539.390000
0.000337955
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417KXK8
885136.640000
PA
USD
886917.350000
0.00570502
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417GTZ9
1416505.820000
PA
USD
1335063.620000
0.00858768
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417GP67
25900.990000
PA
USD
23767.460000
0.000152882
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417GH25
2907131.780000
PA
USD
2667950.650000
0.0171614
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417FU22
18079970.330000
PA
USD
16590802.540000
0.106719
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417DMV2
7477587.130000
PA
USD
6861810.070000
0.044138
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417DMU4
3137982.900000
PA
USD
2879571.770000
0.0185226
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417DF99
4120077.190000
PA
USD
3780795.140000
0.0243196
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417CNZ4
3267938.300000
PA
USD
3042712.120000
0.019572
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417CGZ2
1384238.930000
PA
USD
1302872.000000
0.00838061
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417CGY5
3566725.680000
PA
USD
3356724.010000
0.0215918
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416XBY5
370383.240000
PA
USD
371319.990000
0.00238848
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416VKM5
315253.050000
PA
USD
330139.740000
0.0021236
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416TMF3
620037.600000
PA
USD
619536.540000
0.00398512
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416CKF2
498486.470000
PA
USD
524073.410000
0.00337106
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416CJV9
504545.260000
PA
USD
529208.970000
0.00340409
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416CGK6
112472.180000
PA
USD
117823.990000
0.000757893
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BXR4
791936.630000
PA
USD
831430.560000
0.00534811
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BTB4
272195.710000
PA
USD
280697.650000
0.00180556
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BNN4
770764.220000
PA
USD
823729.750000
0.00529857
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BN61
230025.600000
PA
USD
240898.730000
0.00154956
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BN53
2914.910000
PA
USD
3056.040000
0
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31415VZ57
7877.860000
PA
USD
7849.260000
0
Long
ABS-MBS
USGSE
US
N
2
2023-09-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414KE30
79006.540000
PA
USD
81357.710000
0.000523326
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414ALP5
74417.750000
PA
USD
76632.360000
0.000492931
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413T3K6
21534.740000
PA
USD
22175.600000
0.000142643
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413QM70
43217.750000
PA
USD
44503.870000
0.000286267
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413NMA0
1704.330000
PA
USD
1755.050000
0
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413NJQ9
25828.120000
PA
USD
26596.740000
0.000171081
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413MUF2
56388.860000
PA
USD
55398.570000
0.000356347
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Variable
3.905
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413MB63
7967.100000
PA
USD
8204.190000
0
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413LPV5
58549.070000
PA
USD
60291.440000
0.000387819
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413LAZ2
6197.830000
PA
USD
6382.270000
0
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413HLH9
14191.190000
PA
USD
14613.510000
0
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413HK56
6885.500000
PA
USD
7090.410000
0
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413HDE5
680.340000
PA
USD
697.880000
0
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413F5B4
28400.220000
PA
USD
29245.390000
0.000188118
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413CBU2
19648.040000
PA
USD
20232.750000
0.000130145
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413CBE8
12694.070000
PA
USD
13071.830000
0
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413CB24
26120.380000
PA
USD
26897.700000
0.000173017
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413BPJ4
10535.700000
PA
USD
10924.120000
0
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412V4C9
730.950000
PA
USD
752.900000
0
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412SER2
8705.360000
PA
USD
8964.420000
0
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412SEK7
45336.830000
PA
USD
46686.020000
0.000300304
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412SEE1
35423.150000
PA
USD
36880.390000
0.00023723
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412P2U4
350583.320000
PA
USD
351243.480000
0.00225934
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412NFD3
284533.780000
PA
USD
298374.750000
0.00191927
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412NBD7
555135.570000
PA
USD
580624.380000
0.00373482
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412CEK2
155.760000
PA
USD
160.400000
0
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412AWL4
13307.630000
PA
USD
13951.090000
0
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411VFV6
97027.840000
PA
USD
98536.980000
0.000633831
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
7.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411RFW3
11714.990000
PA
USD
12063.620000
0
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411HU57
13932.960000
PA
USD
14347.590000
0
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411GMK5
20124.510000
PA
USD
20723.400000
0.000133301
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411GGW6
119347.400000
PA
USD
122110.880000
0.000785468
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411ETV9
7644.040000
PA
USD
8020.070000
0
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411CNU1
16690.650000
PA
USD
17227.360000
0.000110814
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411CKC4
8386.930000
PA
USD
8636.520000
0
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411ARB3
79621.170000
PA
USD
81990.630000
0.000527398
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411ADF9
17229.800000
PA
USD
17867.620000
0.000114932
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410YWF7
36916.630000
PA
USD
38015.240000
0.00024453
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410XTS5
15424.630000
PA
USD
15883.650000
0.00010217
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410XBC9
10085.650000
PA
USD
10385.790000
0
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410WX37
8341.360000
PA
USD
8589.590000
0
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410WWU8
49133.500000
PA
USD
50595.670000
0.000325452
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410VJJ0
8969.720000
PA
USD
9340.060000
0
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410UPY2
57746.100000
PA
USD
59629.090000
0.000383559
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410TY82
4995.360000
PA
USD
5163.080000
0
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410TAK1
3785.640000
PA
USD
3898.300000
0
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410S4H7
1750.880000
PA
USD
1802.980000
0
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410QTP6
13758.030000
PA
USD
14167.460000
0
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410PAZ6
7382.490000
PA
USD
7602.190000
0
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410PAV5
26174.280000
PA
USD
26953.200000
0.000173374
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410LHS4
413058.960000
PA
USD
414049.590000
0.00266334
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410LC26
204472.450000
PA
USD
204989.450000
0.00131858
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KT87
78761.900000
PA
USD
82866.970000
0.000533035
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KJY1
1844262.770000
PA
USD
1937424.910000
0.0124623
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KJT2
1111924.780000
PA
USD
1168967.490000
0.00751928
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KJJ4
151794.460000
PA
USD
159269.800000
0.00102449
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KJ39
623440.310000
PA
USD
638862.870000
0.00410943
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KHU1
703367.330000
PA
USD
738443.640000
0.00474997
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KGP3
297539.930000
PA
USD
312072.330000
0.00200738
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KC93
335317.470000
PA
USD
352518.880000
0.00226755
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KBK9
1182.360000
PA
USD
1196.860000
0
Long
ABS-MBS
USGSE
US
N
2
2023-03-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KBJ2
754621.090000
PA
USD
785538.080000
0.00505291
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GWA7
96844.440000
PA
USD
99861.520000
0.000642351
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GRD7
6031813.870000
PA
USD
6317575.460000
0.0406373
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GHN6
67735.360000
PA
USD
71267.200000
0.00045842
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GGR8
18569.480000
PA
USD
19506.870000
0.000125476
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GFF5
389189.380000
PA
USD
408601.770000
0.0026283
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410G7K3
254266.790000
PA
USD
262210.950000
0.00168665
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410FYU3
586108.660000
PA
USD
614485.450000
0.00395262
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410FY90
2739.780000
PA
USD
2876.470000
0
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410FU37
113348.690000
PA
USD
119002.860000
0.000765476
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410FSK2
45891.090000
PA
USD
47324.310000
0.00030441
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410F5C5
699399.220000
PA
USD
721244.790000
0.00463934
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410F3D5
38133.390000
PA
USD
40070.650000
0.000257751
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XJDK6
476480.900000
PA
USD
408140.310000
0.00262533
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XJB93
9261663.330000
PA
USD
7867748.550000
0.0506086
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHY92
1397259.470000
PA
USD
1198075.930000
0.00770652
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHK97
3590773.440000
PA
USD
3499800.870000
0.0225122
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHGD3
1403123.060000
PA
USD
1201227.710000
0.00772679
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHCV7
4376177.310000
PA
USD
4284465.760000
0.0275595
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XH4E4
3229063.210000
PA
USD
3216434.860000
0.0206894
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XH2F3
3438874.300000
PA
USD
2978061.810000
0.0191561
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XGYQ6
10215828.690000
PA
USD
8473520.330000
0.0545052
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XGVC0
13915364.720000
PA
USD
14236744.100000
0.0915766
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XGRW1
969154.370000
PA
USD
914208.670000
0.00588057
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XGNX3
2221789.110000
PA
USD
2058393.720000
0.0132404
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XGEQ8
20646869.270000
PA
USD
20123799.010000
0.129445
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XGEC9
991904.200000
PA
USD
878088.440000
0.00564823
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XG5G0
1667055.550000
PA
USD
1431232.540000
0.00920628
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XG3C1
5073354.880000
PA
USD
4961520.640000
0.0319146
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XFY70
19693062.500000
PA
USD
16346299.000000
0.105146
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XFTC5
1461223.280000
PA
USD
1251004.520000
0.00804698
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XFMU2
405363.980000
PA
USD
347982.210000
0.00223837
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XFM73
1428393.640000
PA
USD
1222901.030000
0.00786621
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XFKQ3
179860.410000
PA
USD
159229.880000
0.00102423
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XFA92
1070765.690000
PA
USD
916943.550000
0.00589816
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XF4U2
979568.920000
PA
USD
840256.900000
0.00540488
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XF4R9
997996.930000
PA
USD
883481.880000
0.00568292
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XDCG9
1950386.310000
PA
USD
1734072.440000
0.0111543
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XDCD6
3619943.030000
PA
USD
3108428.100000
0.0199947
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XD5R3
1080073.800000
PA
USD
924619.700000
0.00594754
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XCP51
9115446.400000
PA
USD
9319621.550000
0.0599477
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XCG69
2765408.510000
PA
USD
2375743.810000
0.0152818
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XCDA3
25602154.000000
PA
USD
23931465.220000
0.153937
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XCBF4
8621133.400000
PA
USD
8321034.590000
0.0535243
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XAT51
452061.980000
PA
USD
388545.920000
0.00249929
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XALH3
12755174.820000
PA
USD
12641521.620000
0.0813155
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XA2E1
23710605.070000
PA
USD
21223045.350000
0.136515
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X9DE2
16037661.110000
PA
USD
14718165.270000
0.0946733
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X9DD4
6638930.180000
PA
USD
6001624.220000
0.0386049
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X86M4
729632.640000
PA
USD
728207.960000
0.00468413
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X7VE6
2786644.930000
PA
USD
2873475.280000
0.0184834
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X7CA5
8782477.040000
PA
USD
8445467.490000
0.0543247
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X6FL0
25520998.930000
PA
USD
22826534.740000
0.14683
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X56K4
16423152.510000
PA
USD
16006913.460000
0.102963
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4TB2
6045084.120000
PA
USD
5484360.860000
0.0352777
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4DE3
7114270.860000
PA
USD
6403686.820000
0.0411912
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QPES2
2191527.960000
PA
USD
1875724.550000
0.0120654
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QPDF1
19704056.190000
PA
USD
18229954.960000
0.117263
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QPCC9
962544.980000
PA
USD
824072.190000
0.00530077
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QP2M8
8150652.940000
PA
USD
7712548.740000
0.0496103
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNZL9
7793572.750000
PA
USD
7210547.030000
0.0463812
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNZJ4
1235710.130000
PA
USD
1145211.580000
0.00736647
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNRX2
632150.350000
PA
USD
585843.520000
0.00376839
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNQS4
716577.650000
PA
USD
613594.310000
0.00394689
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNQH8
92066551.190000
PA
USD
75857005.760000
0.487944
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNQF2
26946085.790000
PA
USD
22201849.330000
0.142811
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNGE6
3493230.910000
PA
USD
3092282.340000
0.0198908
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNEW8
23254689.150000
PA
USD
19186086.640000
0.123413
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNDJ8
28027762.910000
PA
USD
24147230.010000
0.155325
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNDF6
9962663.750000
PA
USD
8208542.130000
0.0528007
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNCC4
17518313.700000
PA
USD
14454636.200000
0.0929782
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QMZV9
1043483.590000
PA
USD
895892.760000
0.00576275
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QMZC1
35551601.300000
PA
USD
30627346.520000
0.197008
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QMV27
1868346.780000
PA
USD
1654656.490000
0.0106434
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QMU77
1873719.590000
PA
USD
1607921.300000
0.0103428
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QMTP9
50396738.730000
PA
USD
41591527.880000
0.267534
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QMCC6
54552461.690000
PA
USD
46841433.590000
0.301303
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QM4Y7
18293541.080000
PA
USD
15695175.900000
0.100958
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QM4V3
55816695.500000
PA
USD
47949662.700000
0.308432
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QLPR1
25735030.880000
PA
USD
22129092.910000
0.142343
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QL7F7
210226.270000
PA
USD
180491.900000
0.001161
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QL6V3
70204072.960000
PA
USD
60279705.080000
0.387744
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QKNN4
6316756.070000
PA
USD
5407858.380000
0.0347856
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QEJ94
12181029.200000
PA
USD
10093976.730000
0.0649286
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QEAQ5
9608233.930000
PA
USD
8571843.700000
0.0551376
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QDKJ2
4808951.390000
PA
USD
4722440.710000
0.0303767
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QDEN0
402191.440000
PA
USD
360206.070000
0.00231699
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCXQ4
1089506.560000
PA
USD
1077156.790000
0.00692872
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCNB8
10230649.080000
PA
USD
9652505.180000
0.0620889
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCLD6
530229.450000
PA
USD
506371.470000
0.00325719
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCCH7
3483417.000000
PA
USD
3319955.430000
0.0213553
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QC4X1
8803907.650000
PA
USD
7858407.500000
0.0505485
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QBR67
7818658.630000
PA
USD
7058931.060000
0.045406
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QA3Y4
1097311.950000
PA
USD
1086064.690000
0.00698602
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q9NZ2
1484893.200000
PA
USD
1470162.600000
0.00945669
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140N5LL6
38722.560000
PA
USD
38558.200000
0.000248022
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140N12A0
5763920.490000
PA
USD
5739455.180000
0.0369185
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140N0UW3
1839546.220000
PA
USD
1832022.590000
0.0117843
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MMT73
1347940.980000
PA
USD
1154012.190000
0.00742308
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MM4J4
3984099.930000
PA
USD
3769540.370000
0.0242472
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MKFU1
2989253.470000
PA
USD
2645529.110000
0.0170171
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MGSE2
47788.590000
PA
USD
40982.510000
0.000263616
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MGE98
124641.610000
PA
USD
110465.100000
0.000710557
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MGCW9
2124470.510000
PA
USD
1818811.250000
0.0116993
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MFYA5
3786519.460000
PA
USD
3508125.880000
0.0225657
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MA4T8
2752890.420000
PA
USD
2437008.910000
0.0156758
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LYSB0
1585835.460000
PA
USD
1361261.100000
0.00875619
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LUV32
47375.050000
PA
USD
40684.190000
0.000261698
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LQPW4
969403.270000
PA
USD
898294.070000
0.0057782
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LQC65
6784633.480000
PA
USD
5819757.370000
0.0374351
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LPMP4
20580357.510000
PA
USD
17678564.350000
0.113716
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140L8MQ0
498006.420000
PA
USD
426797.700000
0.00274534
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140L3RS2
4990728.340000
PA
USD
4288911.060000
0.0275881
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JACE6
11080504.310000
PA
USD
10168033.870000
0.065405
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9YQ8
1674688.660000
PA
USD
1576228.570000
0.010139
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9VD0
5269305.100000
PA
USD
5047941.860000
0.0324705
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9VB4
15447630.790000
PA
USD
14851139.990000
0.0955287
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9SN2
1748630.010000
PA
USD
1569364.710000
0.0100948
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9HW4
5328660.490000
PA
USD
4816695.370000
0.030983
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9CU3
6209842.340000
PA
USD
5816497.390000
0.0374141
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J95S6
5308166.210000
PA
USD
4995599.780000
0.0321338
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J8ZH9
6585296.830000
PA
USD
6540890.990000
0.0420737
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J8VP5
7284111.880000
PA
USD
6684269.640000
0.042996
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J7XP5
5661991.110000
PA
USD
5450240.850000
0.0350582
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J7SA4
11730993.390000
PA
USD
11564951.150000
0.0743905
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J7QA6
2056759.820000
PA
USD
2043101.560000
0.0131421
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J6C47
3178390.860000
PA
USD
3009394.550000
0.0193577
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J5UV9
8377476.490000
PA
USD
8089584.760000
0.0520356
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140GYJX8
3956616.320000
PA
USD
3694905.180000
0.0237672
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FXGG1
8725997.620000
PA
USD
8364916.360000
0.0538066
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FMQW9
677046.740000
PA
USD
611265.420000
0.00393191
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FLK49
3251641.530000
PA
USD
2941135.610000
0.0189186
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FGNN5
5796891.870000
PA
USD
5231627.320000
0.033652
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FGMN6
9264360.440000
PA
USD
8364460.300000
0.0538037
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140F9WP6
1662447.750000
PA
USD
1500367.560000
0.00965098
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140F5C35
6798525.750000
PA
USD
6140847.250000
0.0395005
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140F0T87
2380318.690000
PA
USD
2241376.960000
0.0144175
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140EVJC2
4156310.510000
PA
USD
3892169.580000
0.025036
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140E0E35
7956257.040000
PA
USD
7453930.720000
0.0479468
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409V5T6
10636.190000
PA
USD
10952.710000
0
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409TS58
7559.610000
PA
USD
7784.580000
0
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409HDV3
15569.010000
PA
USD
16366.240000
0.000105274
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409BDN4
2139.640000
PA
USD
2251.160000
0
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409AF53
8798.190000
PA
USD
9213.530000
0
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409ADV8
41408.410000
PA
USD
43261.340000
0.000278275
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408JR78
164756.550000
PA
USD
170013.870000
0.0010936
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408GXB8
12115.620000
PA
USD
12476.170000
0
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408F7B9
52755.230000
PA
USD
54399.870000
0.000349922
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408F7A1
99902.250000
PA
USD
103363.840000
0.000664879
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408DVP6
68207.180000
PA
USD
66265.300000
0.000426246
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
1.59
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31406KJW1
1441.180000
PA
USD
1479.390000
0
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31406CLH9
298331.320000
PA
USD
305585.580000
0.00196565
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31405ULZ0
19504.180000
PA
USD
20214.280000
0.000130027
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31405N2B0
344598.480000
PA
USD
352688.320000
0.00226864
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31404KHA3
24699.840000
PA
USD
25171.910000
0.000161916
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DWU9
519722.680000
PA
USD
545656.620000
0.00350989
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DWK1
5273.680000
PA
USD
5535.580000
0
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DWG0
3259.960000
PA
USD
3386.750000
0
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DUL1
377508.720000
PA
USD
396341.010000
0.00254943
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DSH3
5480.010000
PA
USD
5643.090000
0
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DQN2
138992.840000
PA
USD
137529.350000
0.000884646
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
4.131
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DQ69
263650.480000
PA
USD
265467.810000
0.0017076
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
3.054
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DPZ6
259544.280000
PA
USD
267648.250000
0.00172162
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DPM5
31183.250000
PA
USD
32111.240000
0.000206553
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DP52
12432.440000
PA
USD
12875.490000
0
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DMM8
44446.020000
PA
USD
46526.780000
0.000299279
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DH77
239446.240000
PA
USD
253312.700000
0.00162941
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DGZ6
22401.860000
PA
USD
23519.380000
0.000151286
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DGY9
472566.080000
PA
USD
487322.300000
0.00313466
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DE70
3077.700000
PA
USD
3233.060000
0
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DDX4
151436.090000
PA
USD
158901.850000
0.00102212
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DDJ5
59586.230000
PA
USD
61505.780000
0.000395631
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DD97
1224684.230000
PA
USD
1285758.940000
0.00827053
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DBY4
344122.630000
PA
USD
354871.780000
0.00228268
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DBD0
643064.330000
PA
USD
663146.480000
0.00426563
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403C6U0
992199.280000
PA
USD
1041686.380000
0.00670056
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403C6L0
208893.610000
PA
USD
215032.310000
0.00138318
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403C5F4
49681.850000
PA
USD
51155.540000
0.000329054
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RUW7
831081.420000
PA
USD
872009.200000
0.00560912
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RSN0
705299.800000
PA
USD
727329.510000
0.00467848
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RJN0
196418.700000
PA
USD
202536.680000
0.0013028
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RJL4
236159.680000
PA
USD
243516.110000
0.0015664
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RFW4
310280.160000
PA
USD
319948.600000
0.00205804
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RFV6
1052956.540000
PA
USD
1085762.960000
0.00698408
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RFU8
418093.580000
PA
USD
431121.610000
0.00277315
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RFT1
388115.050000
PA
USD
400214.460000
0.00257434
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RDF3
158784.890000
PA
USD
165495.760000
0.00106454
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RAC3
63487.100000
PA
USD
65466.140000
0.000421105
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402QYY1
191947.580000
PA
USD
201200.640000
0.00129421
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402Q6Z9
427794.470000
PA
USD
447835.930000
0.00288067
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402Q6T3
775553.960000
PA
USD
799726.800000
0.00514417
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402DP79
1204500.640000
PA
USD
1261310.200000
0.00811327
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402DJS0
18969.860000
PA
USD
19864.550000
0.000127777
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402DGM6
227744.050000
PA
USD
237367.010000
0.00152684
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402DCV0
143241.110000
PA
USD
147704.940000
0.000950099
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402CTT9
1937503.620000
PA
USD
2009564.380000
0.0129263
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402C4G4
238661.280000
PA
USD
249659.010000
0.00160591
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402C3Q3
405354.940000
PA
USD
425113.290000
0.0027345
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31391LAN5
184653.580000
PA
USD
192445.030000
0.00123789
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31390MFQ2
58377.060000
PA
USD
60126.440000
0.000386758
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YTK86
1586514.350000
PA
USD
1525338.660000
0.00981161
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y3YF2
2386269.490000
PA
USD
2300268.600000
0.0147963
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X53G0
1533503.440000
PA
USD
1441981.530000
0.00927542
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X3XX5
8367219.770000
PA
USD
8173053.160000
0.0525725
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.0
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X0Y36
824194.280000
PA
USD
752220.560000
0.00483859
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WZWA6
1834596.150000
PA
USD
1727489.270000
0.0111119
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WPEG5
1009796.350000
PA
USD
951641.950000
0.00612135
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WMW49
1669299.090000
PA
USD
1573667.930000
0.0101225
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WKHN8
479199.100000
PA
USD
435049.880000
0.00279842
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WKBA2
3584193.160000
PA
USD
3249446.360000
0.0209018
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WKA96
47528.330000
PA
USD
42694.310000
0.000274627
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJQC5
13144462.920000
PA
USD
12473870.280000
0.0802371
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJNN4
4297251.860000
PA
USD
4019192.550000
0.0258531
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJNB0
5490120.400000
PA
USD
4956639.690000
0.0318832
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJMV7
17050273.700000
PA
USD
15388346.350000
0.0989842
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJMU9
17532800.480000
PA
USD
15835867.520000
0.101863
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WH6D9
16331882.570000
PA
USD
14757436.500000
0.0949259
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WGA61
3750095.380000
PA
USD
3530333.300000
0.0227086
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WFK39
5428185.700000
PA
USD
5084910.380000
0.0327082
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WEMN6
2821681.010000
PA
USD
2671898.000000
0.0171868
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WD5K3
921514.700000
PA
USD
889847.820000
0.00572387
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WBQ57
3566823.210000
PA
USD
3575863.540000
0.0230014
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WAXP7
230085.480000
PA
USD
230668.680000
0.00148376
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138W9NY2
3923664.520000
PA
USD
3595771.250000
0.0231295
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138MQX99
6271571.880000
PA
USD
5902544.000000
0.0379676
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138MFSZ1
1065536.820000
PA
USD
977798.670000
0.00628961
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138MBKY1
2467190.980000
PA
USD
2322067.820000
0.0149365
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138LY2J5
1096406.610000
PA
USD
1059955.190000
0.00681807
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138LXQH5
2599223.100000
PA
USD
2446206.840000
0.015735
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138LUTV7
1200061.870000
PA
USD
1129188.290000
0.00726341
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ETUK0
5347143.730000
PA
USD
5032817.660000
0.0323732
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ETGU4
3599284.200000
PA
USD
3392031.510000
0.0218189
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERTY6
11809420.960000
PA
USD
11066054.760000
0.0711814
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERTV2
12301147.220000
PA
USD
11124744.600000
0.071559
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERT59
9517404.000000
PA
USD
9293226.880000
0.0597779
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERNR7
10725573.730000
PA
USD
10178393.250000
0.0654716
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERN71
8204028.160000
PA
USD
7785494.170000
0.0500795
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERDM9
6906461.780000
PA
USD
6923358.160000
0.0445339
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERCZ1
5317183.970000
PA
USD
5192894.900000
0.0334028
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERB74
2344610.440000
PA
USD
2089080.560000
0.0134378
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERA59
715284.500000
PA
USD
697876.790000
0.00448903
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EQCM2
870132.600000
PA
USD
889812.030000
0.00572364
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPZP2
338265.240000
PA
USD
339122.670000
0.00218138
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPY99
739666.590000
PA
USD
762722.690000
0.00490615
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPY73
543071.460000
PA
USD
560009.720000
0.00360221
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPXJ8
5958144.930000
PA
USD
5728648.030000
0.036849
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPW42
1617418.510000
PA
USD
1708669.780000
0.0109909
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPW34
1124274.800000
PA
USD
1179184.190000
0.007585
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENZ93
8690476.450000
PA
USD
8179528.580000
0.0526141
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENXG9
1180616.280000
PA
USD
1207319.990000
0.00776598
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENW39
1149955.070000
PA
USD
1209910.580000
0.00778265
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENF87
226762.750000
PA
USD
237552.890000
0.00152804
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENBH1
4255715.230000
PA
USD
4005337.330000
0.025764
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENBE8
3303272.230000
PA
USD
3479839.760000
0.0223838
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EMYW5
148113.580000
PA
USD
152728.620000
0.000982414
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EM5Y3
818698.250000
PA
USD
844049.500000
0.00542928
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ELX73
2049772.510000
PA
USD
2054960.710000
0.0132184
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ELN41
4570891.970000
PA
USD
4309977.050000
0.0277236
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ELB36
2256973.050000
PA
USD
2127431.370000
0.0136845
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKLE3
777100.720000
PA
USD
731327.510000
0.0047042
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKHJ7
3525691.370000
PA
USD
3435482.330000
0.0220984
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKF59
2107066.380000
PA
USD
2112393.590000
0.0135878
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKEW1
745433.800000
PA
USD
782623.690000
0.00503416
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKAT2
2064647.480000
PA
USD
1995705.680000
0.0128372
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EJSU3
2548906.510000
PA
USD
2486131.940000
0.0159918
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EJRA8
1398918.080000
PA
USD
1402460.410000
0.00902121
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EJL48
1090695.910000
PA
USD
1093457.270000
0.00703357
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EJK80
3637614.630000
PA
USD
3545432.020000
0.0228057
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EJ7A0
808066.320000
PA
USD
847565.260000
0.00545189
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EHWG3
4885092.290000
PA
USD
4761253.150000
0.0306263
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EHVS8
1812175.980000
PA
USD
1816758.470000
0.0116861
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EHRP9
829247.290000
PA
USD
831345.850000
0.00534756
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EHFB3
1568988.770000
PA
USD
1529229.650000
0.00983664
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EH7F3
1191309.620000
PA
USD
1248570.700000
0.00803132
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGVB7
75853.440000
PA
USD
78219.170000
0.000503138
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGNC4
1323233.070000
PA
USD
1387917.100000
0.00892766
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGKX1
138844.250000
PA
USD
145857.670000
0.000938217
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGH56
31348.880000
PA
USD
32324.920000
0.000207927
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGFA7
4336247.470000
PA
USD
4339025.310000
0.0279104
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGE83
5816187.060000
PA
USD
5829386.550000
0.037497
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EG3M4
5510987.880000
PA
USD
5371322.580000
0.0345506
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138E2K53
1729015.240000
PA
USD
1685189.390000
0.0108398
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138E0Q93
685570.250000
PA
USD
646670.970000
0.00415966
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ARBE3
1564258.270000
PA
USD
1525450.630000
0.00981233
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138AJNH1
852310.140000
PA
USD
852018.850000
0.00548054
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ABBZ1
65047.150000
PA
USD
65211.940000
0.00041947
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ABBY4
8359.440000
PA
USD
8433.670000
0
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A8YF7
32190.150000
PA
USD
32271.670000
0.000207585
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A7QM3
2773565.990000
PA
USD
2703236.210000
0.0173883
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A6LY4
2331203.130000
PA
USD
2337106.160000
0.0150332
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A5BP6
344363.290000
PA
USD
335631.120000
0.00215892
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A4XY6
2761874.160000
PA
USD
2691842.090000
0.017315
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A4X75
3406.730000
PA
USD
3425.890000
0
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A4AM7
854024.400000
PA
USD
832370.600000
0.00535415
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A46Y6
2607111.980000
PA
USD
2541002.820000
0.0163448
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A2AX7
1792912.790000
PA
USD
1747462.930000
0.0112404
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385XBF3
109344.040000
PA
USD
113318.190000
0.000728909
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385W2S7
186022.080000
PA
USD
193830.550000
0.0012468
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385JJF6
33376.160000
PA
USD
34961.620000
0.000224888
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385JJC3
562604.670000
PA
USD
590899.670000
0.00380091
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31384DTJ1
3814.110000
PA
USD
3880.800000
0
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
7.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31384BYQ3
643.420000
PA
USD
642.080000
0
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31383JHB9
301.670000
PA
USD
301.040000
0
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.0
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS
3137FRZF1
12767811.590000
PA
USD
1995059.940000
0.0128331
Long
ABS-MBS
USGSE
US
N
2
2050-05-25
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31376KML7
1189.010000
PA
USD
1240.260000
0
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31376KL53
473978.400000
PA
USD
497122.010000
0.00319769
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31374TFV6
1121.780000
PA
USD
1155.160000
0
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371NQ65
204.780000
PA
USD
204.200000
0
Long
ABS-MBS
USGSE
US
N
2
2023-02-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371NH99
25775.850000
PA
USD
26542.920000
0.000170735
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371NGH2
1284.600000
PA
USD
1351.580000
0
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371NEW1
504.050000
PA
USD
530.330000
0
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371MXX0
42959.340000
PA
USD
45090.210000
0.000290039
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371LWU9
176133.150000
PA
USD
183575.830000
0.00118084
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371LDG1
233581.040000
PA
USD
240860.050000
0.00154931
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371KVH1
2995.970000
PA
USD
3202.940000
0
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371K7E5
397419.600000
PA
USD
404735.800000
0.00260343
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.0
N
N
N
N
N
N
Fannie Mae Interest Strip
B1V7KEBTPIMZEU4LTD58
FANNIE MAE INTEREST STRIP
3136FAHB9
25539.090000
PA
USD
4735.600000
0
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31368HMT7
1144802.520000
PA
USD
1199777.390000
0.00771746
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31368HML4
391.300000
PA
USD
410.820000
0
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31356FP70
39.470000
PA
USD
41.140000
0
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31356FK83
625.890000
PA
USD
625.340000
0
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
7.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31356FES6
194.820000
PA
USD
194.690000
0
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
7.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31356E3X0
483.380000
PA
USD
498.230000
0
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31356DT22
351.690000
PA
USD
362.500000
0
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
6.5
N
N
N
N
N
N
Freddie Mac Strips
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STRIPS
31351B3K9
6796.040000
PA
USD
6163.400000
0
Long
ABS-MBS
USGSE
US
N
2
2028-08-15
None
0.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133WJTN9
7901329.070000
PA
USD
7309763.670000
0.0470194
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133WJRM3
1840685.970000
PA
USD
1705338.780000
0.0109694
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KYXA2
3302018.530000
PA
USD
2975085.680000
0.019137
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KYWX3
7085811.800000
PA
USD
6384266.620000
0.0410662
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KYWJ4
24237075.610000
PA
USD
21354965.940000
0.137364
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KYWH8
31177017.020000
PA
USD
26484300.430000
0.170358
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KYW39
4195661.180000
PA
USD
3780249.770000
0.0243161
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KPD54
5251702.020000
PA
USD
4354288.760000
0.0280086
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KNXA6
607124.220000
PA
USD
500838.040000
0.0032216
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KNWQ2
998157.650000
PA
USD
883589.940000
0.00568362
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KNLC5
43132242.090000
PA
USD
37160703.080000
0.239033
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KNKV4
1495397.150000
PA
USD
1324104.280000
0.00851719
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KNGN7
36703949.040000
PA
USD
30287610.590000
0.194822
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KNBR3
5176010.220000
PA
USD
4591154.090000
0.0295322
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KMYC3
994181.860000
PA
USD
850811.630000
0.00547277
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KLZX8
37506288.990000
PA
USD
30983643.030000
0.1993
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KJL34
2826991.450000
PA
USD
2347432.690000
0.0150997
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KHKY1
10183194.810000
PA
USD
9760030.930000
0.0627806
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KH3Q7
2883860.840000
PA
USD
2839110.560000
0.0182623
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KGKP2
3946812.050000
PA
USD
3657887.250000
0.023529
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133GG6G3
1660000.580000
PA
USD
1538242.280000
0.00989461
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BPGR3
6972563.430000
PA
USD
6942967.620000
0.04466
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BNZS5
103979.560000
PA
USD
103538.220000
0.000666001
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BNW90
788541.220000
PA
USD
785145.430000
0.00505038
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BNW66
589150.360000
PA
USD
586649.690000
0.00377357
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BNVE0
4731459.990000
PA
USD
4711377.070000
0.0303055
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BNNW9
99891.970000
PA
USD
99461.800000
0.000639779
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BNKA0
188620.680000
PA
USD
183668.730000
0.00118143
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BMWT8
374764.930000
PA
USD
373032.320000
0.0023995
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BJUU4
827753.080000
PA
USD
824247.750000
0.0053019
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BHRC2
49927.050000
PA
USD
49708.960000
0.000319749
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BDP41
998271.450000
PA
USD
883886.950000
0.00568553
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133B9N91
399961.290000
PA
USD
329974.310000
0.00212253
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133B6T67
1816401.490000
PA
USD
1608057.710000
0.0103437
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133B6F47
492025.090000
PA
USD
405353.550000
0.0026074
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133B6AA8
111916.440000
PA
USD
95977.470000
0.000617367
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133B4WH4
1981450.730000
PA
USD
1754185.760000
0.0112836
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133B4TD7
12976357.750000
PA
USD
11121601.390000
0.0715387
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133B3XW2
24146.730000
PA
USD
19923.680000
0.000128157
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AYJU5
495890.750000
PA
USD
424369.840000
0.00272972
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AXYX4
1616728.790000
PA
USD
1387156.970000
0.00892277
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AVBM7
1592748.230000
PA
USD
1365064.390000
0.00878066
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AUH43
938578.940000
PA
USD
803201.960000
0.00516653
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133ATXF3
1950399.790000
PA
USD
1669707.110000
0.0107402
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133ASVF7
111703.480000
PA
USD
95857.920000
0.000616598
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AQFQ5
2688836.910000
PA
USD
2308765.130000
0.0148509
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133APV63
2146860.390000
PA
USD
1843624.500000
0.011859
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133APTU3
5723533.720000
PA
USD
4962451.800000
0.0319205
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133ANVW1
3891238.810000
PA
USD
3388495.930000
0.0217962
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AMYW0
2611445.590000
PA
USD
2243405.030000
0.0144305
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AM5L6
765003.000000
PA
USD
657349.120000
0.00422834
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AM4R4
2596790.180000
PA
USD
2230003.720000
0.0143443
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AKNH9
673162.170000
PA
USD
578433.360000
0.00372072
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133A1CC4
3458124.090000
PA
USD
3097595.670000
0.019925
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
31336CMZ3
20260.990000
PA
USD
19891.210000
0.000127948
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
3.975
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335GEJ0
157.540000
PA
USD
162.380000
0
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335GE50
1756.820000
PA
USD
1810.800000
0
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335GDR3
672.150000
PA
USD
672.860000
0
Long
ABS-MBS
USGSE
US
N
2
2024-02-01
Fixed
7.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335APZ5
22838817.210000
PA
USD
21429525.380000
0.137844
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335ALP1
4279050.210000
PA
USD
4294530.440000
0.0276242
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335AFV5
3541823.160000
PA
USD
3554633.260000
0.0228649
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335ABF4
17213566.510000
PA
USD
16253040.380000
0.104546
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132H7C85
3535477.670000
PA
USD
3330647.080000
0.0214241
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132H5BB3
1475186.590000
PA
USD
1389632.050000
0.00893869
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132H3PR8
4592245.780000
PA
USD
4327118.940000
0.0278338
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132GK2F2
2312776.010000
PA
USD
2256577.290000
0.0145152
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWFL2
1045691.210000
PA
USD
895448.330000
0.00575989
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWFG3
18968071.750000
PA
USD
18881699.500000
0.121455
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWFF5
3985141.920000
PA
USD
3880515.050000
0.0249611
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWFB4
553623.280000
PA
USD
474081.570000
0.00304949
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DWER0
3578903.450000
PA
USD
3386533.700000
0.0217836
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWE74
757105.440000
PA
USD
753891.850000
0.00484934
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDR1
122140570.960000
PA
USD
104571907.880000
0.67265
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDJ9
7462191.200000
PA
USD
6388540.680000
0.0410937
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDH3
7388534.180000
PA
USD
6088221.030000
0.039162
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDD2
26249715.980000
PA
USD
22473014.990000
0.144556
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDC4
153716846.460000
PA
USD
126742781.790000
0.815262
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DVMC6
22315897.110000
PA
USD
19959295.530000
0.128386
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DVLL7
4662777.520000
PA
USD
4184239.130000
0.0269148
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DVL52
53783685.400000
PA
USD
46734074.890000
0.300613
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DV4Y8
11007531.820000
PA
USD
10497354.400000
0.0675233
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DNUW1
26074935.940000
PA
USD
23929188.780000
0.153922
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DNQN6
18116335.380000
PA
USD
17036388.020000
0.109585
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DNQ30
11388670.620000
PA
USD
10084111.040000
0.0648652
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DNK69
11284708.660000
PA
USD
9366990.240000
0.0602524
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DNBC6
499164.450000
PA
USD
442642.180000
0.00284726
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DMVJ1
3771043.520000
PA
USD
3488750.180000
0.0224411
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DM5N1
1414061.660000
PA
USD
1210628.080000
0.00778726
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6CX6
1687774.900000
PA
USD
1683594.600000
0.0108296
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6CL2
7252673.180000
PA
USD
6710074.730000
0.043162
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6CG3
2125772.070000
PA
USD
2078779.880000
0.0133716
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6BQ2
5435127.190000
PA
USD
4766085.050000
0.0306574
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
1.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6B41
2566074.080000
PA
USD
2378142.280000
0.0152972
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132CWYY4
8877806.660000
PA
USD
8692669.500000
0.0559148
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132CWG73
3428081.010000
PA
USD
3234117.720000
0.0208032
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132ACFU9
6075794.780000
PA
USD
5676181.070000
0.0365115
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132A8Y37
15994026.200000
PA
USD
15273182.000000
0.0982434
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132A5GA7
2928019.760000
PA
USD
2641368.000000
0.0169904
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3131XW4R1
7342616.100000
PA
USD
6862725.180000
0.0441439
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31298TQ21
146.820000
PA
USD
147.040000
0
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296QYV6
15430.970000
PA
USD
15802.480000
0.000101648
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296QR51
24068.170000
PA
USD
24395.720000
0.000156923
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296QR44
39360.040000
PA
USD
39895.800000
0.000256626
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296QQD5
27575.660000
PA
USD
27831.510000
0.000179024
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312945ZY7
1643454.160000
PA
USD
1603525.550000
0.0103145
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312945DS4
2071145.750000
PA
USD
2020829.690000
0.0129988
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312945AM0
8772.090000
PA
USD
8558.950000
0
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312944LP4
851349.810000
PA
USD
830666.080000
0.00534319
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312943UJ0
572842.170000
PA
USD
558927.390000
0.00359525
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312943GW7
118641.250000
PA
USD
115758.870000
0.000744609
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312943DQ3
635966.820000
PA
USD
638270.080000
0.00410562
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312942WL5
74845.470000
PA
USD
73027.510000
0.000469743
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312942UJ2
220460.200000
PA
USD
216043.950000
0.00138968
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312941NS2
325391.660000
PA
USD
332234.740000
0.00213707
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312940EU9
59283.230000
PA
USD
60691.010000
0.00039039
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312940AM1
667903.740000
PA
USD
683766.380000
0.00439827
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312939WT4
590456.750000
PA
USD
607509.950000
0.00390776
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312938BW2
873295.310000
PA
USD
873946.550000
0.00562159
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312933NW0
1268787.270000
PA
USD
1265956.120000
0.00814315
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292SAV2
21830030.860000
PA
USD
20610100.840000
0.132573
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HXN9
2438.460000
PA
USD
2517.190000
0
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292H4K7
1914.860000
PA
USD
1997.850000
0
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GLU8
326.980000
PA
USD
328.240000
0
Long
ABS-MBS
USGSE
US
N
2
2024-06-01
Fixed
7.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GLS3
16.210000
PA
USD
16.200000
0
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
7.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GK88
394.750000
PA
USD
406.870000
0
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128S4CS4
102564.050000
PA
USD
102293.910000
0.000657997
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Variable
3.447
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128QJQE9
84549.790000
PA
USD
84397.170000
0.000542878
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
2.246
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128QJPK6
118472.780000
PA
USD
115863.840000
0.000745284
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
3.051
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P7B85
6993.360000
PA
USD
7081.310000
0
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128NGEY7
51710.980000
PA
USD
52894.770000
0.000340241
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
3.928
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJZW3
1513322.050000
PA
USD
1364749.540000
0.00877863
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJWW6
809943.390000
PA
USD
791721.480000
0.00509268
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJDS6
9490.600000
PA
USD
9914.920000
0
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJCR9
103839.810000
PA
USD
107197.660000
0.00068954
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJAD2
19903.080000
PA
USD
20766.140000
0.000133576
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MEE31
5963584.510000
PA
USD
5653369.580000
0.0363648
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MC6H3
163.870000
PA
USD
166.060000
0
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M9ZN5
799313.810000
PA
USD
800064.470000
0.00514635
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M9LV2
15913967.460000
PA
USD
14619909.190000
0.0940413
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M9JW3
10105629.970000
PA
USD
9542995.180000
0.0613845
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M8W75
246731.880000
PA
USD
257093.450000
0.00165373
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M8R30
35701.700000
PA
USD
34834.380000
0.000224069
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M8AV6
537229.140000
PA
USD
564550.790000
0.00363142
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M7ZN9
384539.330000
PA
USD
385931.470000
0.00248247
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M7YK6
771011.160000
PA
USD
808710.960000
0.00520196
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M7TQ9
973368.100000
PA
USD
976891.350000
0.00628377
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M7CW4
1108182.710000
PA
USD
1164496.010000
0.00749052
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M76Q4
1256100.140000
PA
USD
1319969.580000
0.00849059
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M75Q5
592579.120000
PA
USD
606629.100000
0.00390209
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M74W3
638032.200000
PA
USD
640340.300000
0.00411893
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M74T0
1052035.710000
PA
USD
1097589.620000
0.00706015
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M6QE1
748337.290000
PA
USD
786963.370000
0.00506207
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M6M88
532293.770000
PA
USD
555860.470000
0.00357552
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M4QG1
475157.230000
PA
USD
494717.920000
0.00318223
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M4B77
15490.750000
PA
USD
16314.110000
0.000104939
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128LXFP0
404816.140000
PA
USD
417890.620000
0.00268805
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128LUHZ2
109526.410000
PA
USD
108944.410000
0.000700776
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
2.203
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128K9GH1
3495.990000
PA
USD
3603.290000
0
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128K9DJ0
164315.190000
PA
USD
169364.130000
0.00108942
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128K7U63
856791.880000
PA
USD
878962.310000
0.00565385
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128K7MM7
55540.810000
PA
USD
57136.240000
0.000367524
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128K6NH9
1181.380000
PA
USD
1179.450000
0
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128JNNV3
128947.860000
PA
USD
126022.500000
0.000810629
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Variable
2.091
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128FWAJ8
47266.390000
PA
USD
48286.080000
0.000310596
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128CUJX5
6377.700000
PA
USD
6379.680000
0
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31288ALH6
8467.320000
PA
USD
8672.690000
0
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31287UEV0
3176.690000
PA
USD
3182.940000
0
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31287UDJ8
15785.760000
PA
USD
15811.880000
0.000101709
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283HRL1
1381.910000
PA
USD
1445.140000
0
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283GT98
182.370000
PA
USD
182.680000
0
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
7.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283GMD6
156.410000
PA
USD
156.360000
0
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
7.0
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES
30711XTY0
504081.840000
PA
USD
498750.820000
0.00320817
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Variable
5.016
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES
30711XMZ4
22166416.010000
PA
USD
21639963.630000
0.139197
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Variable
5.116
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES
30711XHT4
1338115.750000
PA
USD
1318027.020000
0.00847809
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Variable
5.366
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES
30711XDK7
6333052.490000
PA
USD
6483462.490000
0.0417043
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Variable
8.466
N
N
N
N
N
N
FWD Securitization Trust 2020-INV1
N/A
FWD SECURITIZATION TRUST 2020-INV1
302985AC0
1315688.370000
PA
USD
1161970.970000
0.00747428
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Variable
2.44
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE LP
30225VAG2
26250000.000000
PA
USD
19782551.250000
0.12725
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2022-1
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-1
30167JAF1
35405000.000000
PA
USD
31914049.300000
0.205284
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
3.02
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2022-3
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3
30166YAE2
19445000.000000
PA
USD
19047417.810000
0.122521
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.3
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2022-2
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2
30166QAE9
17900000.000000
PA
USD
16972012.090000
0.109171
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
3.85
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2021-1
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1
30165XAF2
8374000.000000
PA
USD
7532717.810000
0.0484536
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.4
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FWD 20230224 MSLNGB2X
000000000
1.000000
NC
USD
-85657.130000
-0.000550982
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-15722094.890000
EUR
16383366.200000
USD
2023-02-24
-85657.130000
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP
29717PAW7
10099000.000000
PA
USD
7555758.730000
0.0486018
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP
29717PAR8
5006000.000000
PA
USD
4702761.550000
0.0302501
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.625
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
EQUIFAX INC
294429AV7
11795000.000000
PA
USD
11626107.400000
0.0747839
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.1
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2016-P4
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4
29429EAH4
7203214.000000
PA
USD
6377824.360000
0.0410248
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Fixed
3.075
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBX0
3635000.000000
PA
USD
3138139.120000
0.0201858
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.8
N
N
N
N
N
N
Entegris Escrow Corp
N/A
ENTEGRIS ESCROW CORP
29365BAB9
6830000.000000
PA
USD
6351900.000000
0.040858
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.95
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29279FAA7
3985000.000000
PA
USD
3769901.660000
0.0242496
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29278NAP8
8447000.000000
PA
USD
7977946.540000
0.0513175
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.9
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29278NAM5
8602000.000000
PA
USD
8609922.440000
0.0553826
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.875
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29278NAH6
3969000.000000
PA
USD
3915724.110000
0.0251876
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.5
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29278NAE3
29736000.000000
PA
USD
27265979.160000
0.175386
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.0
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTERNATIONAL NV
29278GAP3
23114000.000000
PA
USD
17285180.820000
0.111185
Long
DBT
CORP
NL
N
2
2031-07-12
Fixed
2.25
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTERNATIONAL NV
29278GAN8
18162000.000000
PA
USD
14612491.370000
0.0939936
Long
DBT
CORP
NL
N
2
2028-07-12
Fixed
1.875
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTERNATIONAL NV
29278GAF5
11261000.000000
PA
USD
9894060.990000
0.0636427
Long
DBT
CORP
NL
N
2
2028-04-06
Fixed
3.5
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273RBK4
2658000.000000
PA
USD
2515743.840000
0.0161823
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.2
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
EUR/USD FWD 20230224 UBSWGB2L
000000000
1.000000
NC
USD
60592.790000
0.000389758
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-6236052.680000
USD
6011070.340000
EUR
2023-02-24
60592.790000
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTERNATIONAL
281020AR8
1409000.000000
PA
USD
1390642.140000
0.00894519
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
ECOLAB INC
278865BE9
1388000.000000
PA
USD
1387261.580000
0.00892344
Long
DBT
CORP
US
N
2
2030-03-24
Fixed
4.8
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
26874RAE8
30079000.000000
PA
USD
29132413.870000
0.187392
Long
DBT
CORP
IT
N
2
2028-09-12
Fixed
4.75
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP FINANCE BV
26835PAJ9
5865000.000000
PA
USD
6001543.070000
0.0386044
Long
DBT
CORP
NL
N
2
2027-10-11
Fixed
6.3
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CBT1
34640000.000000
PA
USD
32749244.880000
0.210657
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.5
N
N
N
N
N
Dryden 86 CLO Ltd
25490017VKY7XEFZL303
DRYDEN 86 CLO LTD
26245XAL1
21235000.000000
PA
USD
20514669.730000
0.131959
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Variable
5.179
N
N
N
N
N
N
DRIVEN BRANDS FUNDING LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAD3
14236200.000000
PA
USD
11282458.990000
0.0725734
Long
ABS-O
CORP
US
N
2
2051-10-20
Fixed
2.791
N
N
N
N
N
N
DRIVEN BRANDS FUNDING LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAD0
15452937.500000
PA
USD
13907288.330000
0.0894574
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.641
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES
254709AM0
58694000.000000
PA
USD
54922088.780000
0.353282
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.1
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278XAM1
23032000.000000
PA
USD
21362180.000000
0.13741
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25
N
N
N
N
N
N
Deephaven Residential Mortgage Trust 2021-2
N/A
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2
24381WAA6
7277961.810000
PA
USD
6052134.700000
0.0389298
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.899
N
N
N
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
DARLING INGREDIENTS INC
237266AJ0
5145000.000000
PA
USD
5009943.750000
0.032226
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.0
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636ABD2
12760000.000000
PA
USD
12251947.840000
0.0788096
Long
DBT
CORP
DK
N
2
2025-03-28
Variable
3.773
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAV3
21957000.000000
PA
USD
20460586.540000
0.131611
Long
DBT
CORP
DK
N
2
2025-12-20
Variable
3.244
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAT8
20461000.000000
PA
USD
20279674.620000
0.130447
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.375
N
N
N
N
N
N
Cushman & Wakefield US Borrower LLC
N/A
CUSHMAN & WAKEFIELD US BORROWER LLC
23166MAA1
6665000.000000
PA
USD
6365075.000000
0.0409428
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VAZ4
4860000.000000
PA
USD
4443648.660000
0.0285834
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.9
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VAW1
3955000.000000
PA
USD
3136829.150000
0.0201774
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.1
N
N
N
N
N
Crown Castle Towers LLC
N/A
CROWN CASTLE TOWERS LLC
22822RBD1
50986000.000000
PA
USD
48513902.490000
0.312061
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.663
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H0606C0
40880000.000000
PA
USD
41719720.580000
0.268358
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
6.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H0526C7
162370000.000000
PA
USD
164295704.950000
1.05682
Long
ABS-MBS
USGA
US
N
2
2032-01-01
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H0426C8
8050000.000000
PA
USD
7884283.180000
0.050715
Long
ABS-MBS
USGA
US
N
2
2035-01-01
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H0326C9
8495000.000000
PA
USD
7885749.220000
0.0507244
Long
ABS-MBS
USGA
US
N
2
2041-01-01
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H0306C3
8770000.000000
PA
USD
7919966.520000
0.0509445
Long
ABS-MBS
USGA
US
N
2
2042-01-01
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H0226C0
23360000.000000
PA
USD
20527600.230000
0.132042
Long
ABS-MBS
USGA
US
N
2
2043-01-01
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H020618
4155000.000000
PA
USD
3538891.410000
0.0227636
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
2.0
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871XAG4
3540000.000000
PA
USD
3123182.700000
0.0200896
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
3.9
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R01
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01
20754LAB5
19620000.000000
PA
USD
18258960.600000
0.117449
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Variable
5.421
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R01
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01
20754LAA7
6480145.930000
PA
USD
6363080.150000
0.04093
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Variable
4.521
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R02
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2022-R02
20754BAA9
34462738.990000
PA
USD
33754381.510000
0.217122
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Variable
4.721
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2021-R03
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2021-R03
20754AAB9
11825000.000000
PA
USD
10913291.320000
0.0701988
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Variable
5.171
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R04
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2022-R04
20753YCH3
14674876.090000
PA
USD
14491818.750000
0.0932174
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Variable
5.521
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R03
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2022-R03
20753XAA2
22125695.170000
PA
USD
21863063.170000
0.140632
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Variable
5.621
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDM0
6345000.000000
PA
USD
5146848.270000
0.0331067
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCY5
22623000.000000
PA
USD
17938523.260000
0.115388
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25
N
N
N
N
N
N
COLT 2021-1 Mortgage Loan Trust
N/A
COLT 2021-1 MORTGAGE LOAN TRUST
19688EAA6
14889393.830000
PA
USD
12128696.230000
0.0780168
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.91
N
N
N
N
N
N
Cold Storage Trust 2020-ICE5
N/A
COLD STORAGE TRUST 2020-ICE5
193051AL3
23704816.460000
PA
USD
22753030.150000
0.146357
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Variable
5.525
N
N
N
N
N
N
Cold Storage Trust 2020-ICE5
N/A
COLD STORAGE TRUST 2020-ICE5
193051AJ8
11083218.140000
PA
USD
10666011.450000
0.0686082
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Variable
5.175
N
N
N
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
EUR/USD FWD 20230224 SBOSGB2X
000000000
1.000000
NC
USD
-201936.220000
-0.00129894
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-31920616.920000
EUR
33235171.770000
USD
2023-02-24
-201936.220000
N
N
N
Citigroup Commercial Mortgage Trust 2020-555
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-555
17328EAG3
5500000.000000
PA
USD
4151402.750000
0.0267035
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Fixed
3.233
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2020-555
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-555
17328EAE8
8370000.000000
PA
USD
6540195.800000
0.0420692
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Fixed
3.031
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2019-C7
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7
17328CBK7
12000000.000000
PA
USD
8709416.400000
0.0560226
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
3.917
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2013-375P
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P
17320QAL3
14725000.000000
PA
USD
13435612.740000
0.0864234
Long
ABS-MBS
CORP
US
N
2
2035-05-10
Variable
3.635
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NX5
24250000.000000
PA
USD
24325635.750000
0.156473
Long
DBT
CORP
US
N
2
2026-09-29
Variable
5.61
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NG2
20140000.000000
PA
USD
18262106.120000
0.117469
Long
DBT
CORP
US
N
2
2028-02-24
Variable
3.07
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MY4
10298000.000000
PA
USD
8206259.940000
0.0527861
Long
DBT
CORP
US
N
2
2032-05-01
Variable
2.561
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MQ1
23226000.000000
PA
USD
21999202.680000
0.141508
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.106
N
N
N
N
N
N
Citigroup Mortgage Loan Trust 2022-INV1
N/A
CITIGROUP MORTGAGE LOAN TRUST 2022-INV1
17290FBL2
7971032.580000
PA
USD
6454360.300000
0.0415171
Long
ABS-MBS
CORP
US
N
2
2051-11-27
Variable
3.0
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HOLDINGS LLC
16412XAJ4
21773000.000000
PA
USD
19813430.000000
0.127448
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.7
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HOLDINGS LLC
16412XAG0
6741000.000000
PA
USD
6707295.000000
0.0431441
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.125
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HOLDINGS LLC
16412XAD7
7306000.000000
PA
USD
7390019.000000
0.0475357
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.0
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC
16411RAK5
14840000.000000
PA
USD
13708450.000000
0.0881784
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.625
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175CD4
12175000.000000
PA
USD
9936297.530000
0.0639144
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175BU7
4070000.000000
PA
USD
3223867.350000
0.0207372
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.8
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175BS2
7698000.000000
PA
USD
6096261.740000
0.0392137
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.125
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175BA1
5555000.000000
PA
USD
5264956.790000
0.0338664
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.484
N
N
N
N
N
N
Charles River Laboratories International Inc
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTERNATIONAL INC
159864AE7
3465000.000000
PA
USD
3153150.000000
0.0202824
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25
N
N
N
N
N
N
Central Parent Inc / CDK Global Inc
N/A
CENTRAL PARENT INC / CDK GLOBAL INC
15477CAA3
2855000.000000
PA
USD
2755075.000000
0.0177218
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAX9
8930000.000000
PA
USD
7064969.500000
0.0454448
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.5
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAW1
8035000.000000
PA
USD
6558568.750000
0.0421874
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.0
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAV3
9155000.000000
PA
USD
7770306.250000
0.0499818
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.375
N
N
N
N
N
N
Celulosa Arauco y Constitucion SA
549300QEKV8G0AMNQD28
CELULOSA ARAUCO Y CONSTITUCION SA
151191BB8
20227000.000000
PA
USD
18366116.000000
0.118138
Long
DBT
CORP
CL
N
2
2027-11-02
Fixed
3.875
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS LLC
15089QAM6
11105000.000000
PA
USD
10889518.580000
0.0700459
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.165
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS LLC
15089QAL8
10305000.000000
PA
USD
10238275.130000
0.0658568
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05
N
N
N
N
N
N
Cedar Funding XIV CLO Ltd
N/A
CEDAR FUNDING XIV CLO LTD
15034AAA3
9385000.000000
PA
USD
9173745.430000
0.0590093
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Variable
5.179
N
N
N
N
N
N
Cedar Fair LP / Canada s Wonderland Co / Magnum Management Corp / Millennium Op
N/A
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP
150190AB2
3010000.000000
PA
USD
2867025.000000
0.0184419
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.375
N
N
N
N
N
CBAM 2019-9 Ltd
254900Q3N8LV0KJICN72
CBAM 2019-9 LTD
14987VAA7
4455662.400000
PA
USD
4391120.080000
0.0282455
Long
ABS-CBDO
CORP
KY
N
2
2030-02-12
Variable
5.359
N
N
N
N
N
N
Catalent Pharma Solutions Inc
549300HALRZ339MSTH85
CATALENT PHARMA SOLUTIONS INC
14879EAE8
4020000.000000
PA
USD
3798900.000000
0.0244361
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.0
N
N
N
N
N
Carvana Auto Receivables Trust 2022-P1
N/A
CARVANA AUTO RECEIVABLES TRUST 2022-P1
14688DAF8
13955000.000000
PA
USD
12540353.740000
0.0806647
Long
ABS-O
CORP
US
N
2
2028-04-10
Fixed
3.3
N
N
N
N
N
N
Carvana Auto Receivables Trust 2022-N1
N/A
CARVANA AUTO RECEIVABLES TRUST 2022-N1
14686GAD8
5665000.000000
PA
USD
5442805.670000
0.0350104
Long
ABS-O
CORP
US
N
2
2028-12-11
Fixed
3.32
N
N
N
N
N
N
CARLYLE US CLO 2019-4 LTD
N/A
CARLYLE US CLO 2019-4 LTD
14317VAQ3
29195000.000000
PA
USD
28104881.470000
0.180782
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Variable
5.184
N
N
N
N
N
N
CarMax Auto Owner Trust 2022-1
N/A
CARMAX AUTO OWNER TRUST 2022-1
14317CAF9
11750000.000000
PA
USD
10663173.180000
0.0685899
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
2.2
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC
14149YBB3
4360000.000000
PA
USD
3563262.320000
0.0229204
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.5
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCV5
3235000.000000
PA
USD
3089994.360000
0.0198761
Long
DBT
CORP
US
N
2
2030-07-26
Variable
5.247
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCN3
9245000.000000
PA
USD
7944912.630000
0.051105
Long
DBT
CORP
US
N
2
2030-03-01
Variable
3.273
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCE3
11559000.000000
PA
USD
10798036.350000
0.0694574
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.65
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HBN4
19858000.000000
PA
USD
18796848.050000
0.120909
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
3.75
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DG2
3360000.000000
PA
USD
3042241.440000
0.019569
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CZ1
36567000.000000
PA
USD
33784068.470000
0.217313
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL FINANCE PLC
12661PAC3
8335000.000000
PA
USD
7904288.880000
0.0508437
Long
DBT
CORP
GB
N
2
2032-04-27
Fixed
4.25
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL FINANCE PLC
12661PAB5
9480000.000000
PA
USD
8999695.800000
0.0578898
Long
DBT
CORP
GB
N
2
2029-04-27
Fixed
4.05
N
N
N
N
N
N
COLT 2021-6 Mortgage Loan Trust
N/A
COLT 2021-6 MORTGAGE LOAN TRUST
12658YAA3
12993660.920000
PA
USD
10667047.180000
0.0686149
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
1.907
N
N
N
N
N
N
CSAIL 2016-C5 Commercial Mortgage Trust
549300FU8TZDHFLQZL50
CSAIL 2016-C5 COMMERCIAL MORTGAGE TRUST
12636LBC3
5000000.000000
PA
USD
4671427.500000
0.0300486
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
4.01
N
N
N
N
N
N
COMM 2013-CCRE6 Mortgage Trust
N/A
COMM 2013-CCRE6 MORTGAGE TRUST
12624XAM0
6715000.000000
PA
USD
6674049.240000
0.0429302
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
3.147
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GROUP INC
12621EAK9
9438000.000000
PA
USD
9331822.500000
0.0600261
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25
N
N
N
N
N
N
COLT 2020-3 Mortgage Loan Trust
N/A
COLT 2020-3 MORTGAGE LOAN TRUST
12597QAA4
2276575.050000
PA
USD
2136024.770000
0.0137398
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
1.506
N
N
N
N
N
N
COMM 2015-CCRE24 Mortgage Trust
N/A
COMM 2015-CCRE24 MORTGAGE TRUST
12593JBH8
5745000.000000
PA
USD
5406535.050000
0.0347771
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.028
N
N
N
N
N
N
COMM 2015-CCRE24 Mortgage Trust
N/A
COMM 2015-CCRE24 MORTGAGE TRUST
12593JBF2
7340000.000000
PA
USD
6974163.390000
0.0448607
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.696
N
N
N
N
N
N
COMM 2015-LC21 Mortgage Trust
N/A
COMM 2015-LC21 MORTGAGE TRUST
12593FBF0
21415000.000000
PA
USD
20136738.650000
0.129528
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
4.043
N
N
N
N
N
N
CIFC Funding 2021-III Ltd
N/A
CIFC FUNDING 2021-III LTD
12564DAA2
30055000.000000
PA
USD
29088492.510000
0.187109
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Variable
5.219
N
N
N
N
N
N
CIFC Funding 2020-III Ltd
N/A
CIFC FUNDING 2020-III LTD
12560EAL0
20305000.000000
PA
USD
19617293.610000
0.126187
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Variable
5.373
N
N
N
N
N
N
CIFC Funding 2019-V Ltd
N/A
CIFC FUNDING 2019-V LTD
12554XAU6
11000000.000000
PA
USD
10462454.970000
0.0672988
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Variable
5.829
N
N
N
N
N
N
Cantor Commercial Real Estate Lending 2019-CF2
N/A
CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF2
12528YAK9
9752000.000000
PA
USD
7788305.100000
0.0500976
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.267
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP
1248EPCS0
8250000.000000
PA
USD
7837500.000000
0.050414
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.375
N
N
N
N
N
N
BX Trust 2021-LGCY
N/A
BX TRUST 2021-LGCY
12434DAJ1
13125000.000000
PA
USD
12185685.750000
0.0783834
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
4.879
N
N
N
N
N
N
Broadcom Inc
549300GR48KUO03W2V88
BROADCOM INC
11135FAL5
3360000.000000
PA
USD
3139016.160000
0.0201915
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAJ2
3745000.000000
PA
USD
3233230.770000
0.0207975
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAE3
30217000.000000
PA
USD
27695633.090000
0.17815
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.9
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAC7
55609000.000000
PA
USD
51999030.550000
0.334479
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.125
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELINES LP
096630AH1
17281000.000000
PA
USD
14509075.760000
0.0933284
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.4
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELINES LP
096630AF5
30749000.000000
PA
USD
29371198.810000
0.188928
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELINES LP
096630AE8
11000000.000000
PA
USD
11214456.000000
0.072136
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.95
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELINES LP
096630AD0
9720000.000000
PA
USD
9613867.320000
0.0618404
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
09659W2T0
37030000.000000
PA
USD
32440427.740000
0.20867
Long
DBT
CORP
FR
N
2
2028-01-20
Variable
2.591
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
09659W2N3
10950000.000000
PA
USD
9509341.350000
0.061168
Long
DBT
CORP
FR
N
2
2027-01-13
Variable
1.323
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FINANCE CORP
084664CX7
13080000.000000
PA
USD
8304295.800000
0.0534167
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.5
N
N
N
N
N
N
Benefit Street Partners CLO XX Ltd
N/A
BENEFIT STREET PARTNERS CLO XX LTD
08182FAN9
15245000.000000
PA
USD
14748200.360000
0.0948665
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Variable
5.249
N
N
N
N
N
N
Benefit Street Partners CLO XI
254900O9QVOQ1G7RF178
BENEFIT STREET PARTNERS CLO XI
08179CAQ4
16090000.000000
PA
USD
15534672.640000
0.0999254
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Variable
5.579
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887CL1
25674000.000000
PA
USD
20583539.000000
0.132402
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
1.957
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887CJ6
10263000.000000
PA
USD
8919593.830000
0.0573745
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.823
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887BW8
37191000.000000
PA
USD
35428630.080000
0.227892
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.7
N
N
N
N
N
N
Barclays Mortgage Loan Trust 2021-NQM1
N/A
BARCLAYS MORTGAGE LOAN TRUST 2021-NQM1
06744UAA9
5867409.990000
PA
USD
4867660.240000
0.0313108
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
1.747
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBU8
30800000.000000
PA
USD
26440937.600000
0.170079
Long
DBT
CORP
GB
N
2
2027-11-24
Variable
2.279
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBL8
24674000.000000
PA
USD
22709826.230000
0.146079
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
2.852
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBH7
19911000.000000
PA
USD
19179768.530000
0.123372
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
3.932
N
N
N
N
N
N
BANK 2017-BNK8
N/A
BANK 2017-BNK8
06650AAH0
2705000.000000
PA
USD
2432984.660000
0.01565
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.731
N
N
N
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
BANK LEUMI LE-ISRAEL BM
06326BAA7
23000000.000000
PA
USD
20505098.000000
0.131897
Long
DBT
CORP
IL
N
2
2031-01-29
Variable
3.275
N
N
N
N
N
N
Bank of Ireland Group PLC
635400C8EK6DRI12LJ39
BANK OF IRELAND GROUP PLC
06279JAC3
13825000.000000
PA
USD
13681717.700000
0.0880065
Long
DBT
CORP
IE
N
2
2026-09-16
Variable
6.253
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKA6
32003000.000000
PA
USD
25013224.770000
0.160895
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.299
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJS9
20116000.000000
PA
USD
17634812.100000
0.113434
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.734
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJF7
73896000.000000
PA
USD
57747507.120000
0.371456
Long
DBT
CORP
US
N
2
2031-07-23
Variable
1.898
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJB6
38880000.000000
PA
USD
31960487.520000
0.205583
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.592
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHZ5
22900000.000000
PA
USD
18818395.600000
0.121048
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.496
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHT9
11450000.000000
PA
USD
10791647.900000
0.0694163
Long
DBT
CORP
US
N
2
2027-04-23
Variable
3.559
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHM4
42340000.000000
PA
USD
39458890.020000
0.253816
Long
DBT
CORP
US
N
2
2029-07-23
Variable
4.271
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHD4
22458000.000000
PA
USD
20260978.780000
0.130327
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.419
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GFU8
11908000.000000
PA
USD
11706314.200000
0.0752999
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05971KAF6
11400000.000000
PA
USD
9544992.000000
0.0613973
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05964HAQ8
5200000.000000
PA
USD
4809901.200000
0.0309393
Long
DBT
CORP
ES
N
2
2028-03-24
Variable
4.175
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05964HAN5
21200000.000000
PA
USD
18110587.600000
0.116495
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.722
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZCAYA ARGENTARIA SA
05946KAK7
16200000.000000
PA
USD
16116667.200000
0.103669
Long
DBT
CORP
ES
N
2
2026-09-14
Variable
5.862
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498AY2
5835000.000000
PA
USD
5907937.500000
0.0380023
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.875
N
N
N
N
N
BX Commercial Mortgage Trust 2022-CSMO
N/A
BX COMMERCIAL MORTGAGE TRUST 2022-CSMO
05610MAC6
17850000.000000
PA
USD
17637501.110000
0.113452
Long
ABS-MBS
CORP
US
N
2
2027-06-15
Variable
6.935
N
N
N
N
N
N
BXSC Commercial Mortgage Trust 2022-WSS
N/A
BXSC COMMERCIAL MORTGAGE TRUST 2022-WSS
05610BAJ5
5815000.000000
PA
USD
5538066.440000
0.0356231
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Variable
6.186
N
N
N
N
N
N
BXSC Commercial Mortgage Trust 2022-WSS
N/A
BXSC COMMERCIAL MORTGAGE TRUST 2022-WSS
05610BAG1
33195000.000000
PA
USD
31697291.390000
0.20389
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Variable
5.887
N
N
N
N
N
N
BX Commercial Mortgage Trust 2021-21M
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-21M
05609CAJ6
8440980.730000
PA
USD
7871180.770000
0.0506307
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
5.052
N
N
N
N
N
N
BX Trust 2021-ARIA
N/A
BX TRUST 2021-ARIA
05608RAG0
16295000.000000
PA
USD
15069858.800000
0.0969356
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
5.521
N
N
N
N
N
N
BX Trust 2021-ARIA
N/A
BX TRUST 2021-ARIA
05608RAE5
15280000.000000
PA
USD
14238140.840000
0.0915856
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
5.172
N
N
N
N
N
N
BINOM Securitization Trust 2021-INV1
N/A
BINOM SECURITIZATION TRUST 2021-INV1
05552UAA2
10727127.210000
PA
USD
9262882.930000
0.0595827
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
2.034
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTERNATIONAL FINANCE PLC
05530QAN0
21719000.000000
PA
USD
19207892.660000
0.123553
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.668
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBW4
3295000.000000
PA
USD
2958969.310000
0.0190333
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
4.742
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBB0
39483000.000000
PA
USD
35934149.510000
0.231143
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.557
N
N
N
N
N
N
BAMLL Commercial Mortgage Securities Trust 2018-DSNY
N/A
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-DSNY
054967AA2
35456000.000000
PA
USD
34686388.520000
0.223117
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Variable
4.724
N
N
N
N
N
N
BBCMS 2019-BWAY Mortgage Trust
N/A
BBCMS 2019-BWAY MORTGAGE TRUST
05492NAG8
10230000.000000
PA
USD
8934201.710000
0.0574685
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Variable
6.035
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC
054561AJ4
36732000.000000
PA
USD
34993915.220000
0.225095
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35
N
N
N
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
AVIENT CORP
05368VAA4
2840000.000000
PA
USD
2765450.000000
0.0177885
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
7.125
N
N
N
N
N
Aventura Mall Trust
N/A
AVENTURA MALL TRUST
05359AAA1
39170000.000000
PA
USD
35243677.540000
0.226702
Long
ABS-MBS
CORP
US
N
2
2040-07-05
Variable
4.249
N
N
N
N
N
N
Avantor Funding Inc
5493003VM0XB4U8YD238
AVANTOR FUNDING INC
05352TAA7
3120000.000000
PA
USD
2870400.000000
0.0184636
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.625
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332BB7
3360000.000000
PA
USD
3287420.640000
0.021146
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.75
N
N
N
N
N
N
Austin Fairmont Hotel Trust 2019-FAIR
N/A
AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR
05223HAG7
11890000.000000
PA
USD
11470914.360000
0.0737857
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Variable
5.125
N
N
N
N
N
N
Ausgrid Finance Pty Ltd
549300DN8D7YR73BKB57
AUSGRID FINANCE PTY LTD
052113AB3
23381000.000000
PA
USD
21728360.780000
0.139766
Long
DBT
CORP
AU
N
2
2028-08-01
Fixed
4.35
N
N
N
N
N
Ausgrid Finance Pty Ltd
549300DN8D7YR73BKB57
AUSGRID FINANCE PTY LTD
052113AA5
14852000.000000
PA
USD
14752744.080000
0.0948958
Long
DBT
CORP
AU
N
2
2023-05-01
Fixed
3.85
N
N
N
N
N
N
Astrazeneca Finance LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE LLC
04636NAE3
15129000.000000
PA
USD
13158568.780000
0.0846414
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.75
N
N
N
N
N
N
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
N/A
ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC
03969YAC2
3875000.000000
PA
USD
3753906.250000
0.0241467
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.0
N
N
N
N
N
N
Aptiv PLC
N/A
APTIV PLC
03835VAJ5
685000.000000
PA
USD
426412.500000
0.00274286
Long
DBT
CORP
JE
N
2
2051-12-01
Fixed
3.1
N
N
N
N
N
N
Applebee s Funding LLC / IHOP Funding LLC
N/A
APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC
03789XAD0
37862550.000000
PA
USD
35833571.670000
0.230496
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.194
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
AON CORP
037389BE2
3635000.000000
PA
USD
3113417.490000
0.0200268
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.8
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC
035240AT7
18140000.000000
PA
USD
16432499.940000
0.105701
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.5
N
N
N
N
N
Angel Oak Mortgage Trust 2021-3
N/A
ANGEL OAK MORTGAGE TRUST 2021-3
03465EAA9
9371923.740000
PA
USD
7294648.090000
0.0469222
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.068
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC 2019-1
N/A
ANGEL OAK MORTGAGE TRUST I LLC 2019-1
03464MAB0
182573.940000
PA
USD
181403.020000
0.00116686
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.022
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC 2019-1
N/A
ANGEL OAK MORTGAGE TRUST I LLC 2019-1
03464MAA2
465190.810000
PA
USD
462312.770000
0.00297379
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
3.92
N
N
N
N
N
N
Angel Oak Mortgage Trust 2021-4
N/A
ANGEL OAK MORTGAGE TRUST 2021-4
03464EAC6
5485917.860000
PA
USD
4056565.800000
0.0260935
Long
ABS-MBS
CORP
US
N
2
2065-01-20
Variable
1.446
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2022-1
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-1
03066TAF8
36840000.000000
PA
USD
33610741.910000
0.216198
Long
ABS-O
CORP
US
N
2
2028-02-18
Fixed
3.23
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust 2021-1
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1
03063FAF1
10301000.000000
PA
USD
9165150.960000
0.058954
Long
ABS-O
CORP
US
N
2
2026-12-18
Fixed
1.21
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust 2021-1
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1
03063FAE4
10299000.000000
PA
USD
9447559.010000
0.0607706
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
0.89
N
N
N
N
N
N
American Airlines Inc
IWUQB36BXD6OWD6X4T14
AMERICAN AIRLINES INC
023771S58
2980000.000000
PA
USD
3292900.000000
0.0211813
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75
N
N
N
N
N
N
Altice France SA/France
5493001ZMCICV4N02J21
ALTICE FRANCE SA/FRANCE
02156LAC5
6485000.000000
PA
USD
5382550.000000
0.0346228
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.5
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBQ2
23765000.000000
PA
USD
22520926.020000
0.144864
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
4.75
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F0606C4
118420000.000000
PA
USD
121074515.750000
0.778801
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F0426C2
24285000.000000
PA
USD
23636135.160000
0.152037
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F0406C6
24980000.000000
PA
USD
23620736.530000
0.151938
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F0326C3
42870000.000000
PA
USD
39239446.880000
0.252404
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F0306C7
62670000.000000
PA
USD
55459807.730000
0.35674
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F0226C4
70425000.000000
PA
USD
60240885.120000
0.387494
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F0206C8
114665000.000000
PA
USD
94441856.160000
0.607489
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
2.0
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271AK5
15766000.000000
PA
USD
14749077.230000
0.0948722
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271AJ8
25607000.000000
PA
USD
24431587.490000
0.157154
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.95
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
AKER BP ASA
00973RAG8
7042000.000000
PA
USD
6523772.180000
0.0419636
Long
DBT
CORP
NO
N
2
2026-01-15
Fixed
2.875
N
N
N
N
N
N
AGL CLO 14 Ltd
N/A
AGL CLO 14 LTD
00851WAA7
35905000.000000
PA
USD
34656703.430000
0.222926
Long
ABS-CBDO
CORP
KY
N
2
2034-12-02
Variable
5.428
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAX3
4390000.000000
PA
USD
3488482.770000
0.0224394
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.3
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAW5
9075000.000000
PA
USD
7631566.800000
0.0490894
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.0
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAV7
18080000.000000
PA
USD
15840502.720000
0.101893
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAN5
4365000.000000
PA
USD
4413525.710000
0.0283896
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.5
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAK1
29186000.000000
PA
USD
28735835.140000
0.184841
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.875
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAC9
3935000.000000
PA
USD
3753541.410000
0.0241443
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
3.5
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCB3
13924000.000000
PA
USD
11917857.930000
0.0766606
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCA5
12709000.000000
PA
USD
11122586.370000
0.0715451
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBX6
18145000.000000
PA
USD
16629311.860000
0.106967
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.2
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBV0
21912000.000000
PA
USD
20458445.570000
0.131597
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBD0
27641000.000000
PA
USD
25904233.050000
0.166627
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.875
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAS8
27592000.000000
PA
USD
25253357.260000
0.16244
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.7
N
N
N
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd
N/A
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
00253XAB7
3535000.000000
PA
USD
3278712.500000
0.02109
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.75
N
N
N
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd
N/A
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
00253XAA9
1945000.000000
PA
USD
1881787.500000
0.0121044
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.5
N
N
N
N
N
N
APA Infrastructure Ltd
261700SS8OEHDOCOUJ33
APA INFRASTRUCTURE LTD
00205GAD9
4605000.000000
PA
USD
4342818.930000
0.0279348
Long
DBT
CORP
AU
N
2
2027-07-15
Fixed
4.25
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB GROUP PLC
00135TAB0
11685000.000000
PA
USD
11267471.580000
0.072477
Long
DBT
CORP
IE
N
2
2025-04-10
Variable
4.263
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD
00131LAF2
40868000.000000
PA
USD
38465492.880000
0.247426
Long
DBT
CORP
HK
N
2
2028-04-06
Fixed
3.9
N
N
N
N
N
N
AGL CLO 17 Ltd
N/A
AGL CLO 17 LTD
00120DAA4
22400000.000000
PA
USD
21574861.500000
0.138778
Long
ABS-CBDO
CORP
KY
N
2
2035-01-21
Variable
5.318
N
N
N
N
N
N
2022-11-30
T. ROWE PRICE NEW INCOME FUND, INC.
/s/ Alan Dupski
Alan Dupski
Treasurer & Vice President