0000080249-24-000005.txt : 20240126
0000080249-24-000005.hdr.sgml : 20240126
20240126091556
ACCESSION NUMBER: 0000080249-24-000005
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240126
DATE AS OF CHANGE: 20240126
PERIOD START: 20240531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price New Income Fund, Inc.
CENTRAL INDEX KEY: 0000080249
ORGANIZATION NAME:
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: 24564457
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
primary_doc.xml
NPORT-P
false
0000080249
XXXXXXXX
S000002136
C000219349
C000005530
C000005529
C000005531
C000159679
T. ROWE PRICE NEW INCOME FUND, INC.
811-02396
0000080249
549300KL6GYU8HTJ4G78
100 East Pratt Street
Baltimore
21202
410-345-2000
T. Rowe Price New Income Fund, Inc.
S000002136
5F373D85WF2X2XQOCV26
2024-05-31
2023-11-30
N
17626353636.450001
1488667634.829999
16137686001.620001
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
61769808.610000
764452043.470000
0.000000
1818238.510000
EUR
USD
N
Bloomberg Barclays US Agg Total Return Value Unhedged USD (Returns)
LBUSTRUU
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J8VP5
6736541.960000
PA
USD
5937936.430000
0.0367954639
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
3140J8ZH9
5775321.490000
PA
USD
5532968.730000
0.0342860106
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
3140J95S6
4793063.950000
PA
USD
4371280.940000
0.0270874086
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
3140J9CU3
5617287.140000
PA
USD
5074063.170000
0.0314423218
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
3140J9HW4
4833581.150000
PA
USD
4203805.500000
0.0260496176
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
3140J9SN2
1595965.750000
PA
USD
1377752.150000
0.0085374827
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
3140J9VB4
12666089.300000
PA
USD
11924611.240000
0.0738929438
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
3140J9VD0
4338001.560000
PA
USD
4088985.650000
0.0253381163
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
3140J9YQ8
1509649.770000
PA
USD
1376766.110000
0.0085313725
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
3140JACE6
10227437.200000
PA
USD
9014434.920000
0.0558595261
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
3140KAZU3
10023506.920000
PA
USD
8779801.410000
0.0544055784
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140KQFJ5
25044.020000
PA
USD
22086.740000
0.0001368644
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LPMP4
19140965.610000
PA
USD
15535707.120000
0.0962697323
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
3140LQPU8
1888404.120000
PA
USD
1649545.340000
0.0102216968
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LQPW4
880104.730000
PA
USD
792838.950000
0.0049129655
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
3140LQRX0
23354.410000
PA
USD
20400.440000
0.0001264149
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LVQG7
13705779.480000
PA
USD
12075501.960000
0.0748279645
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MAXK5
327993.890000
PA
USD
286497.320000
0.0017753309
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MD2Y3
928346.160000
PA
USD
815331.810000
0.0050523465
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
3140MFD83
781933.450000
PA
USD
687292.310000
0.0042589273
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
3140MFYA5
3533405.050000
PA
USD
3178381.940000
0.0196954008
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
3140MGE98
109582.620000
PA
USD
92702.460000
0.0005744470
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
3140MGSE2
44490.200000
PA
USD
36077.670000
0.0002235616
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
3140MMT73
1283477.180000
PA
USD
1040540.720000
0.0064478930
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
3140MWS98
949243.900000
PA
USD
828860.570000
0.0051361798
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MXT38
25986.080000
PA
USD
22699.720000
0.0001406628
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140N0UW3
1765709.010000
PA
USD
1701970.610000
0.0105465592
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
5162443.090000
PA
USD
4976750.430000
0.0308393064
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
3140N5LL6
30919.690000
PA
USD
29795.540000
0.0001846333
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
3140NLSV2
5667341.840000
PA
USD
5456033.980000
0.0338092709
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q9NZ2
1270456.440000
PA
USD
1209533.530000
0.0074950865
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
3140QA3Y4
945008.890000
PA
USD
899396.850000
0.0055732702
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
3140QBR67
7044279.200000
PA
USD
6057861.810000
0.0375386026
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
3140QC4X1
8112246.900000
PA
USD
6943920.450000
0.0430292202
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
3140QCCH7
3195149.920000
PA
USD
2938585.610000
0.0182094608
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
3140QCLD6
456018.640000
PA
USD
420281.350000
0.0026043471
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
3140QCNB8
8452008.520000
PA
USD
7854369.450000
0.0486709770
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
3140QCXQ4
937319.950000
PA
USD
891819.940000
0.0055263186
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
3140QDEN0
371068.030000
PA
USD
317274.640000
0.0019660479
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
3140QDKJ2
3449025.130000
PA
USD
3267340.380000
0.0202466474
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
3140QEAQ5
8876125.250000
PA
USD
7512681.850000
0.0465536499
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
3140QEJ94
11222099.530000
PA
USD
8796876.900000
0.0545113897
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
3140QEYY2
48724969.680000
PA
USD
40234240.270000
0.2493185223
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QL6V3
65389842.070000
PA
USD
53388548.790000
0.3308315008
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
3140QLM60
5869245.470000
PA
USD
4784771.900000
0.0296496778
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
3140QLPR1
24101884.070000
PA
USD
19662769.180000
0.1218437958
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
3140QM4V3
52954013.310000
PA
USD
43194958.280000
0.2676651304
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
3140QM4Y7
17085515.960000
PA
USD
13875978.210000
0.0859849312
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
3140QMCC6
51179507.330000
PA
USD
41850242.650000
0.2593323643
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
3140QMTP9
47871404.360000
PA
USD
37271913.800000
0.2309619471
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
3140QMZC1
32853927.300000
PA
USD
26898217.630000
0.1666795204
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
3140QNCC4
16504183.650000
PA
USD
12845032.020000
0.0795964925
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
3140QNDF6
9545889.040000
PA
USD
7422447.640000
0.0459944978
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
26120031.700000
PA
USD
21330592.160000
0.1321787532
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
3140QNEW8
21845682.400000
PA
USD
17001008.010000
0.1053497262
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
3140QNQ62
65546.350000
PA
USD
57737.520000
0.0003577807
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNQF2
25641489.320000
PA
USD
19927882.410000
0.1234866164
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
3140QNQS4
666336.810000
PA
USD
540356.060000
0.0033484110
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
3140QNRX2
553085.320000
PA
USD
499200.920000
0.0030933860
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
3140QNZL9
7147900.150000
PA
USD
6424371.400000
0.0398097435
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
3140QP2M8
7826146.990000
PA
USD
7110684.780000
0.0440626046
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
3140QPDF1
17926032.070000
PA
USD
16111415.700000
0.0998372115
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
3140QRKQ5
23518369.350000
PA
USD
23849076.660000
0.1477849839
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QS3D1
11786878.720000
PA
USD
11346178.760000
0.0703085855
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QS4E8
9389002.540000
PA
USD
9430735.440000
0.0584392052
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QTEF2
11410987.690000
PA
USD
11251397.610000
0.0697212575
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4DE3
6516265.540000
PA
USD
5652381.800000
0.0350259746
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
3140X4TB2
5378880.770000
PA
USD
4650424.330000
0.0288171695
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
3140X56K4
14698819.250000
PA
USD
13787241.550000
0.0854350590
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
3140X6FL0
23189718.940000
PA
USD
19918492.780000
0.1234284319
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
3140X7CA5
7867512.490000
PA
USD
7296190.490000
0.0452121233
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
3140X7VE6
2393378.560000
PA
USD
2398303.250000
0.0148615065
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
3140X86M4
685099.800000
PA
USD
657214.390000
0.0040725442
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
3140X9DD4
6095734.510000
PA
USD
5300196.540000
0.0328435969
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
3140X9DE2
14660319.510000
PA
USD
12928686.700000
0.0801148733
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
3140XA2E1
21582263.420000
PA
USD
18411060.160000
0.1140873615
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
3140XALH3
11379633.640000
PA
USD
10847256.940000
0.0672169290
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
3140XBWT3
19851.170000
PA
USD
17507.330000
0.0001084872
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XCBF4
6603734.030000
PA
USD
6280240.740000
0.0389166126
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
3140XCDA3
23263530.800000
PA
USD
20875273.230000
0.1293572897
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
3140XCP51
8045169.820000
PA
USD
7974895.340000
0.0494178369
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
3140XCV21
10496531.040000
PA
USD
9257225.770000
0.0573640221
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XDCD6
3428168.740000
PA
USD
2778111.640000
0.0172150557
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
3140XFY70
18458470.100000
PA
USD
14552826.910000
0.0901791428
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
3140XG3C1
4253730.900000
PA
USD
4130184.260000
0.0255934107
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
3140XGB32
9220488.990000
PA
USD
7795614.090000
0.0483068892
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
3140XGEQ8
18299011.520000
PA
USD
17182881.250000
0.1064767356
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
3140XGNX3
1855843.130000
PA
USD
1675505.400000
0.0103825629
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
3140XGRW1
866848.850000
PA
USD
792681.090000
0.0049119873
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
3140XGV89
40555433.040000
PA
USD
34333970.870000
0.2127564687
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
3140XGVC0
12242867.260000
PA
USD
12207741.000000
0.0756474069
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
3140XGYQ6
9429636.970000
PA
USD
7416677.370000
0.0459587414
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
3140XH2F3
3170832.680000
PA
USD
2602600.850000
0.0161274724
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
3140XH4E4
3042587.560000
PA
USD
2933141.700000
0.0181757267
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
3140XHCV7
3834131.250000
PA
USD
3692963.100000
0.0228840932
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
3140XHHM2
2803002.210000
PA
USD
2448485.890000
0.0151724720
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHHP5
6088771.470000
PA
USD
5168585.420000
0.0320280455
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
3140XHK97
3235518.320000
PA
USD
3036848.570000
0.0188183645
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
3140XHXF9
7479618.780000
PA
USD
6119104.100000
0.0379181011
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
3140XHY92
1325325.060000
PA
USD
1074734.840000
0.0066597828
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
3140XJ6F5
19118915.520000
PA
USD
16207563.730000
0.1004330096
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
3140XJB93
8547361.970000
PA
USD
7062956.060000
0.0437668453
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
3140XJDK6
451486.080000
PA
USD
366163.160000
0.0022689942
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
3140XJKB8
2834100.550000
PA
USD
2474807.620000
0.0153355792
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XK4N7
1211833.270000
PA
USD
1103476.070000
0.0068378829
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XKG61
22892297.890000
PA
USD
23219853.710000
0.1438858936
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XKQG8
8557967.850000
PA
USD
7691671.470000
0.0476627905
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XKX39
7992372.220000
PA
USD
7609837.060000
0.0471556892
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XKXM7
5044738.140000
PA
USD
4115596.810000
0.0255030170
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
3140XLXV5
776213.330000
PA
USD
642051.570000
0.0039785851
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
31410F3D5
32701.200000
PA
USD
33834.400000
0.0002096608
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
31410F5C5
618439.080000
PA
USD
619714.660000
0.0038401705
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
31410FSK2
39539.080000
PA
USD
39620.620000
0.0002455161
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
31410FU37
97698.330000
PA
USD
99171.700000
0.0006145348
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
31410FY90
2203.830000
PA
USD
2237.080000
0.0000138625
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
31410FYU3
503774.220000
PA
USD
511365.200000
0.0031687641
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
31410G7K3
220271.110000
PA
USD
220725.940000
0.0013677670
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
31410GFF5
339504.960000
PA
USD
344624.430000
0.0021355257
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
31410GGR8
14760.580000
PA
USD
15239.510000
0.0000944343
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
31410GHN6
59969.980000
PA
USD
61916.850000
0.0003836786
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
31410GRD7
5094215.620000
PA
USD
5170935.830000
0.0320426103
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
31410GWA7
81980.640000
PA
USD
82149.250000
0.0005090522
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
31410KBJ2
616393.230000
PA
USD
633041.370000
0.0039227518
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
31410KC93
288518.510000
PA
USD
297879.260000
0.0018458610
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
31410KGP3
253261.080000
PA
USD
261476.700000
0.0016202862
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
31410KHU1
603110.220000
PA
USD
612202.780000
0.0037936218
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
547606.110000
PA
USD
548736.120000
0.0034003396
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
31410KJJ4
131569.440000
PA
USD
133552.570000
0.0008275819
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
31410KJT2
953291.380000
PA
USD
984221.360000
0.0060989002
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
31410KJY1
1624574.620000
PA
USD
1676907.970000
0.0103912542
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
31410KT87
68824.350000
PA
USD
71057.500000
0.0004403203
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
31410LC26
181671.630000
PA
USD
175554.250000
0.0010878527
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
31410LHS4
372318.210000
PA
USD
359793.920000
0.0022295261
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
31410PAV5
24766.080000
PA
USD
25412.110000
0.0001574706
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
31410PAZ6
6965.480000
PA
USD
7163.650000
0.0000443908
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
9130.620000
PA
USD
9367.760000
0.0000580490
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
31410S4H7
1471.710000
PA
USD
1525.370000
0.0000094522
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
31410TAK1
3613.550000
PA
USD
3723.490000
0.0000230733
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
31410TY82
3499.440000
PA
USD
3652.330000
0.0000226323
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
55020.860000
PA
USD
56272.020000
0.0003486994
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
31410VJJ0
8328.770000
PA
USD
8656.760000
0.0000536431
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
31410WWU8
46973.660000
PA
USD
48674.670000
0.0003016211
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
31410WX37
7973.980000
PA
USD
8244.080000
0.0000510859
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
9476.730000
PA
USD
9853.070000
0.0000610563
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
31410XTS5
14738.920000
PA
USD
15267.510000
0.0000946078
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
31410YWF7
34297.710000
PA
USD
35425.600000
0.0002195209
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
31411ADF9
16469.320000
PA
USD
17145.310000
0.0001062439
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
31411ARB3
65537.380000
PA
USD
68584.620000
0.0004249966
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
8014.640000
PA
USD
8301.310000
0.0000514405
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
31411CNU1
15880.800000
PA
USD
16477.180000
0.0001021037
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
31411ETV9
6693.030000
PA
USD
6909.640000
0.0000428168
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
31411GGW6
113826.540000
PA
USD
116445.820000
0.0007215769
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
31411HU57
13240.150000
PA
USD
13720.850000
0.0000850237
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
31411RFW3
11209.330000
PA
USD
11599.390000
0.0000718777
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
31411VFV6
93035.210000
PA
USD
95487.680000
0.0005917061
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
31412AWL4
12265.830000
PA
USD
12820.550000
0.0000794448
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
31412CEK2
148.160000
PA
USD
152.590000
0.0000009456
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
31412NBD7
494180.160000
PA
USD
509473.280000
0.0031570405
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
31412NFD3
239943.100000
PA
USD
247626.280000
0.0015344596
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
31412P2U4
315970.630000
PA
USD
305196.060000
0.0018912009
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
31412SEE1
34077.390000
PA
USD
35624.970000
0.0002207564
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
43623.990000
PA
USD
45128.550000
0.0002796470
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
31412SER2
8365.230000
PA
USD
8600.970000
0.0000532974
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
31412V4C9
700.740000
PA
USD
726.700000
0.0000045031
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
31413BPJ4
9023.460000
PA
USD
9265.510000
0.0000574154
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
31413CB24
6679.460000
PA
USD
6866.490000
0.0000425494
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
4248.910000
PA
USD
4381.150000
0.0000271486
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
31413CBU2
18848.120000
PA
USD
19481.070000
0.0001207179
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
31413F5B4
26617.940000
PA
USD
27459.480000
0.0001701575
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
31413HDE5
653.200000
PA
USD
663.920000
0.0000041141
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
31413HK56
5402.770000
PA
USD
5605.680000
0.0000347366
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
13108.580000
PA
USD
13600.690000
0.0000842791
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
31413LAZ2
5713.110000
PA
USD
5903.500000
0.0000365821
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
31413LPV5
50412.950000
PA
USD
52549.270000
0.0003256308
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
31413MB63
7583.060000
PA
USD
7863.370000
0.0000487268
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
44931.120000
PA
USD
44356.350000
0.0002748619
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Variable
5.905
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413NJQ9
24693.480000
PA
USD
25433.660000
0.0001576041
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
1616.010000
PA
USD
1672.050000
0.0000103612
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
31413QM70
39842.430000
PA
USD
41585.740000
0.0002576933
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
31413T3K6
20670.850000
PA
USD
21261.340000
0.0001317496
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
31414ALP5
71473.770000
PA
USD
74318.230000
0.0004605259
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
31414KE30
75982.120000
PA
USD
78123.570000
0.0004841064
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
31416BN53
2485.860000
PA
USD
2523.310000
0.0000156361
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
31416BN61
198379.680000
PA
USD
201367.240000
0.0012478074
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
31416BNN4
697512.350000
PA
USD
732588.570000
0.0045396135
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
31416BTB4
233646.310000
PA
USD
234128.290000
0.0014508170
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
31416BXR4
685158.770000
PA
USD
695487.770000
0.0043097119
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
31416CGK6
96991.510000
PA
USD
98452.470000
0.0006100780
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
31416CJV9
448801.840000
PA
USD
463145.560000
0.0028699626
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
31416CKF2
426359.340000
PA
USD
440147.650000
0.0027274521
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
31416TMF3
546318.430000
PA
USD
527697.270000
0.0032699686
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
31416VKM5
270804.490000
PA
USD
279588.460000
0.0017325189
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
31416XBY5
319541.570000
PA
USD
308778.140000
0.0019133979
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
31417CGY5
3336947.990000
PA
USD
3043324.330000
0.0188584927
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
31417CGZ2
1305202.710000
PA
USD
1177435.090000
0.0072961829
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
31417CNZ4
2938424.360000
PA
USD
2679850.220000
0.0166061616
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
31417DF99
3773789.740000
PA
USD
3332552.320000
0.0206507446
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
2785799.150000
PA
USD
2460067.720000
0.0152442408
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
31417DMV2
6486567.080000
PA
USD
5728117.700000
0.0354952854
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
31417FU22
16074070.350000
PA
USD
14167752.150000
0.0877929596
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
31417GH25
2557986.340000
PA
USD
2257789.680000
0.0139907895
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
31417GP67
23449.460000
PA
USD
20648.850000
0.0001279542
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
31417GTZ9
1263128.390000
PA
USD
1150348.610000
0.0071283368
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
31417KXK8
808428.470000
PA
USD
780786.940000
0.0048382831
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
31417LCP8
47293.700000
PA
USD
45700.310000
0.0002831900
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
31417NB34
39310.120000
PA
USD
37985.690000
0.0002353850
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
31417NCE9
25358.360000
PA
USD
24501.400000
0.0001518272
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
31417SBL3
406925.750000
PA
USD
393215.970000
0.0024366317
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
31417WUE9
5242779.790000
PA
USD
5066234.950000
0.0313938129
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
31417Y5Z6
334715.370000
PA
USD
323437.750000
0.0020042387
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
31417YR82
1743.820000
PA
USD
1685.090000
0.0000104420
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
31417YUH8
3308990.890000
PA
USD
3111835.320000
0.0192830330
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
31417YVG9
890142.060000
PA
USD
836736.800000
0.0051849862
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
31417YW45
13690.720000
PA
USD
13229.500000
0.0000819789
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
31418AAH1
1263513.860000
PA
USD
1185076.070000
0.0073435316
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
31418AK31
2002947.230000
PA
USD
1826695.140000
0.0113194366
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
31418BWU6
1011354.640000
PA
USD
940784.270000
0.0058297346
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
31418CJA3
5129693.240000
PA
USD
4422617.140000
0.0274055223
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
31418CR89
371756.700000
PA
USD
332825.260000
0.0020624101
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
31418CS47
3865323.460000
PA
USD
3462047.040000
0.0214531813
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
31418D2M3
4477064.880000
PA
USD
3633789.650000
0.0225174145
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418D7F3
2975971.730000
PA
USD
2413005.190000
0.0149526096
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
31418DTQ5
7974227.860000
PA
USD
6245983.020000
0.0387043286
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
31418DVA7
87151894.470000
PA
USD
68310129.860000
0.4232956934
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DWR9
61136960.660000
PA
USD
47886369.350000
0.2967362814
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DXK3
66680845.820000
PA
USD
52118068.490000
0.3229587469
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DYB2
60172598.710000
PA
USD
47063413.810000
0.2916366932
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DYX4
122589860.800000
PA
USD
95640383.720000
0.5926524020
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
31418DYY2
6736345.510000
PA
USD
5469682.370000
0.0338938456
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
31418DZW5
28951525.770000
PA
USD
23462765.810000
0.1453911410
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
31418EAN0
9199597.640000
PA
USD
7459777.190000
0.0462258169
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
31418EAQ3
15608735.320000
PA
USD
13762358.660000
0.0852808678
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
31418EAV2
20998881.940000
PA
USD
16535156.330000
0.1024629946
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
31418EB82
160077619.290000
PA
USD
124600948.370000
0.7721116172
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
31418EB90
22504.110000
PA
USD
18251.760000
0.0001131002
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
31418EBD1
27802146.420000
PA
USD
23586155.820000
0.1461557488
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
31418EBR0
13982668.730000
PA
USD
10878192.430000
0.0674086262
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
31418EBS8
504716.890000
PA
USD
409334.330000
0.0025365119
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
31418ECG3
2992055.230000
PA
USD
2474565.040000
0.0153340760
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECP3
12118689.240000
PA
USD
9420420.060000
0.0583752842
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
31418ECQ1
15405667.520000
PA
USD
12487627.660000
0.0773817737
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
31418ECU2
11784426.410000
PA
USD
10293975.520000
0.0637884237
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECY4
34486970.680000
PA
USD
28526217.490000
0.1767677069
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
31418ED98
10591732.150000
PA
USD
9249035.850000
0.0573132719
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EDF4
8314778.900000
PA
USD
7054079.480000
0.0437118400
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
31418EDG2
4855035.520000
PA
USD
4240956.450000
0.0262798300
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EDH0
1714462.430000
PA
USD
1540900.390000
0.0095484594
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
31418EE30
4755301.980000
PA
USD
4011981.850000
0.0248609488
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
31418EEA4
11852659.630000
PA
USD
10657177.500000
0.0660390684
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
31418EEE6
1580389.660000
PA
USD
1381964.360000
0.0085635844
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
31418EEZ9
10505805.450000
PA
USD
8170701.290000
0.0506311827
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EFE5
6029447.040000
PA
USD
5266867.480000
0.0326370675
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EFF2
4357741.350000
PA
USD
3916755.570000
0.0242708624
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
31418EGD6
9526252.420000
PA
USD
8319198.030000
0.0515513688
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
31418EGJ3
2313069.440000
PA
USD
2100557.620000
0.0130164735
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
31418EHJ2
8531004.600000
PA
USD
7748334.920000
0.0480139155
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EL65
947419.050000
PA
USD
827317.580000
0.0051266184
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EP38
9472840.100000
PA
USD
9335131.430000
0.0578467782
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ES68
29194232.950000
PA
USD
29280792.390000
0.1814435625
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418M2S0
821169.010000
PA
USD
847816.100000
0.0052536411
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
31418M7D8
64134.020000
PA
USD
63597.980000
0.0003940960
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
31418MG63
506791.880000
PA
USD
522889.730000
0.0032401779
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
31418MGP1
617879.920000
PA
USD
637077.080000
0.0039477598
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
31418MKV3
124801.340000
PA
USD
126685.790000
0.0007850307
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
31418MP30
854102.570000
PA
USD
880748.290000
0.0054577112
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
31418MPU0
516249.680000
PA
USD
532996.380000
0.0033028055
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
31418NET3
22092.930000
PA
USD
21348.950000
0.0001322925
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
31418NZW3
42600.290000
PA
USD
41165.730000
0.0002550907
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
31418SQ77
754657.060000
PA
USD
751948.470000
0.0046595805
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
648033.310000
PA
USD
644706.220000
0.0039950351
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
31418UEK6
4410030.460000
PA
USD
4396018.290000
0.0272406979
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
31418WPP9
509916.190000
PA
USD
486991.210000
0.0030177264
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
31419A3K1
902728.430000
PA
USD
931351.250000
0.0057712813
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
31419AA64
11638.110000
PA
USD
12015.880000
0.0000744585
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
31419ADK0
813074.420000
PA
USD
825334.160000
0.0051143278
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
31419AF69
844548.230000
PA
USD
857275.860000
0.0053122601
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
31419AHX8
130890.610000
PA
USD
135139.420000
0.0008374151
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
31419AK30
143313.860000
PA
USD
137863.470000
0.0008542952
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
31419AL70
842297.780000
PA
USD
868789.430000
0.0053836060
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
31419AX44
2332054.150000
PA
USD
2253506.700000
0.0139642493
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
31419BBT1
16073296.840000
PA
USD
15108862.700000
0.0936247161
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
31419BCW3
21030.380000
PA
USD
20321.920000
0.0001259283
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
31419BCX1
207108.210000
PA
USD
200133.420000
0.0012401618
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
31419DL74
9779798.450000
PA
USD
9450413.760000
0.0585611454
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
31419FFW1
6855329.920000
PA
USD
6444025.620000
0.0399315343
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
31419JSM1
1326879.800000
PA
USD
1247820.600000
0.0077323391
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
2763319.210000
PA
USD
2670245.760000
0.0165466459
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
31419KKJ3
69600.030000
PA
USD
65453.020000
0.0004055911
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773CY4
3260000.000000
PA
USD
3128739.360000
0.0193877819
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
2.375
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773DA5
2040000.000000
PA
USD
1840979.640000
0.0114079530
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.55
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773DG2
3340000.000000
PA
USD
3115812.520000
0.0193076784
Long
DBT
CORP
US
N
2
2030-07-28
Variable
4.772
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773DJ6
2875000.000000
PA
USD
2883926.880000
0.0178707584
Long
DBT
CORP
US
N
2
2028-10-27
Variable
6.361
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773DK3
9285000.000000
PA
USD
9376577.960000
0.0581036089
Long
DBT
CORP
US
N
2
2029-07-27
Variable
6.339
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BANK NA
31677AAB0
2345000.000000
PA
USD
2220257.730000
0.0137582162
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.85
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BANK NA
31677QBM0
1630000.000000
PA
USD
1577139.100000
0.0097730189
Long
DBT
CORP
US
N
2
2025-07-28
Fixed
3.95
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BANK NA
31677QBR9
830000.000000
PA
USD
745568.250000
0.0046200443
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BANK NA
31677QBT5
5950000.000000
PA
USD
5867842.400000
0.0363611140
Long
DBT
CORP
US
N
2
2025-10-27
Variable
5.852
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AR9
3380000.000000
PA
USD
3225378.520000
0.0199866234
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.2
N
N
N
N
N
N
522 Funding CLO 2019-5 Ltd
549300HKB0UTKU91DG08
522 FUNDING CLO 2019-5 LTD
33829WAE9
16085000.000000
PA
USD
15770677.550000
0.0977257678
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
7.244
N
N
N
N
N
N
Flagstar Mortgage Trust 2018-6RR
549300H3PON1KOB2RF56
FLAGSTAR MORTGAGE TRUST 2018-6RR
33851FAP2
846255.180000
PA
USD
803872.600000
0.0049813375
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
4.0
N
N
N
N
N
N
Flagstar Mortgage Trust 2021-5INV
N/A
FLAGSTAR MORTGAGE TRUST 2021-5INV
33851PAS4
9645721.610000
PA
USD
7275738.870000
0.0450853912
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.5
N
N
N
N
N
N
Flagstar Mortgage Trust 2020-1NV
N/A
FLAGSTAR MORTGAGE TRUST 2020-1NV
33851YAL0
3641319.850000
PA
USD
3359026.530000
0.0208147967
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
6.0
N
N
N
N
N
N
Flagstar Mortgage Trust 2021-8INV
N/A
FLAGSTAR MORTGAGE TRUST 2021-8INV
33852HAP7
8807136.630000
PA
USD
6643196.740000
0.0411657331
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.5
N
N
N
N
N
N
Ford Credit Auto Lease Trust 2023-B
N/A
FORD CREDIT AUTO LEASE TRUST 2023-B
34529NAF7
2545000.000000
PA
USD
2556542.080000
0.0158420611
Long
ABS-O
CORP
US
N
2
2027-02-15
Fixed
6.2
N
N
N
N
N
N
Ford Credit Auto Lease Trust 2023-B
N/A
FORD CREDIT AUTO LEASE TRUST 2023-B
34529NAG5
9545000.000000
PA
USD
9572600.320000
0.0593182958
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
6.43
N
N
N
N
N
N
Ford Credit Auto Lease Trust 2023-B
N/A
FORD CREDIT AUTO LEASE TRUST 2023-B
34529NAH3
7830000.000000
PA
USD
7860126.710000
0.0487066529
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
6.97
N
N
N
N
N
N
Ford Credit Auto Owner Trust 2023-REV1
N/A
FORD CREDIT AUTO OWNER TRUST 2023-REV1
34535QAA3
33720000.000000
PA
USD
33068071.010000
0.2049120983
Long
ABS-O
CORP
US
N
2
2035-08-15
Fixed
4.85
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370CX6
5500000.000000
PA
USD
6309303.000000
0.0390967020
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.625
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397C27
3520000.000000
PA
USD
3357661.120000
0.0208063357
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397C35
1255000.000000
PA
USD
1291211.770000
0.0080012201
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
345397C92
4760000.000000
PA
USD
4842224.240000
0.0300056913
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
6.8
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397D59
5070000.000000
PA
USD
5170102.080000
0.0320374438
Long
DBT
CORP
US
N
2
2028-11-07
Fixed
6.798
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397D67
5050000.000000
PA
USD
5257984.250000
0.0325820210
Long
DBT
CORP
US
N
2
2033-11-07
Fixed
7.122
N
N
N
N
N
N
Freddie Mac Stacr Remic Trust 2023-Hqa3
529900ZTXRUUVE8G8W08
FREDDIE MAC STACR REMIC TRUST 2023-HQA3
35564K3F4
6985000.000000
PA
USD
7023114.350000
0.0435199591
Long
ABS-MBS
USGSE
US
N
2
2043-11-25
Floating
7.172
N
N
N
N
N
N
Freddie Mac Structured Agency Credit Risk Debt Notes
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
35564KDB2
8127204.790000
PA
USD
8187508.650000
0.0507353325
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
7.628
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DBC8
9470000.000000
PA
USD
8475650.000000
0.0525208509
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DCC7
142000.000000
PA
USD
138805.000000
0.0008601295
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.0
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DCG8
1616000.000000
PA
USD
1517020.000000
0.0094004803
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.375
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36178NF87
2295576.720000
PA
USD
2017561.600000
0.0125021741
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
36178NGA1
14093890.190000
PA
USD
12387565.030000
0.0767617181
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 II POOL
36178WP45
65673.410000
PA
USD
59152.300000
0.0003665476
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 II POOL
36179M2Q2
8035994.730000
PA
USD
7337071.400000
0.0454654490
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
36179M5M8
3190343.440000
PA
USD
2913297.490000
0.0180527586
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
36179MG61
4614711.610000
PA
USD
4371278.740000
0.0270873949
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
36179MNJ5
256743.760000
PA
USD
243224.970000
0.0015071862
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
36179MSY7
213910.210000
PA
USD
202617.820000
0.0012555568
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
36179N2K3
8110536.980000
PA
USD
7682646.540000
0.0476068659
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
36179NDV7
2123967.920000
PA
USD
2181419.170000
0.0135175463
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
36179NF78
9476083.620000
PA
USD
8655845.380000
0.0536374631
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
36179Q3H2
1907702.850000
PA
USD
1675692.650000
0.0103837232
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
36179QGG0
2027046.430000
PA
USD
2082260.700000
0.0129030934
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
36179R7J2
7354949.290000
PA
USD
6675817.690000
0.0413678745
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
36179RD63
10879461.530000
PA
USD
9595085.720000
0.0594576305
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
36179RF87
14835007.240000
PA
USD
13081864.830000
0.0810640685
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
36179RLN7
2111998.180000
PA
USD
1861706.100000
0.0115363882
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
36179RQ28
6165299.760000
PA
USD
5596226.190000
0.0346779965
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
36179RVB2
5002962.000000
PA
USD
4540852.610000
0.0281381891
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
36179RXE4
154259.840000
PA
USD
145338.090000
0.0009006130
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
36179RXF1
1563196.980000
PA
USD
1516166.320000
0.0093951904
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
36179S2P1
461213.040000
PA
USD
417848.550000
0.0025892718
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
36179S2Q9
106845.660000
PA
USD
100016.210000
0.0006197680
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
36179S5M5
2688715.060000
PA
USD
2523562.830000
0.0156376994
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
36179SB71
4557925.790000
PA
USD
4011476.250000
0.0248578157
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
36179SB89
5730124.520000
PA
USD
5201082.920000
0.0322294220
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
36179SB97
9916725.360000
PA
USD
9330230.490000
0.0578164087
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
36179SEH6
2681180.760000
PA
USD
2432723.190000
0.0150747957
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
36179SGK7
2626608.650000
PA
USD
2310146.010000
0.0143152247
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
36179SGL5
1138044.650000
PA
USD
1032394.580000
0.0063974140
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
36179SLS4
1930786.910000
PA
USD
1749470.650000
0.0108409015
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
36179SNU7
13332285.580000
PA
USD
11717187.310000
0.0726076050
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SUX3
2035357.540000
PA
USD
1976096.050000
0.0122452256
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
36179T7L3
1461834.380000
PA
USD
1401199.610000
0.0086827790
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
36179TAL9
2701672.820000
PA
USD
2529095.630000
0.0156719844
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
36179TAN5
2413375.380000
PA
USD
2382490.380000
0.0147635193
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
36179TC29
1451898.410000
PA
USD
1433350.670000
0.0088820087
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
36179TCX1
1733499.200000
PA
USD
1570438.830000
0.0097314995
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
36179TCZ6
1482538.690000
PA
USD
1426159.060000
0.0088374446
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
36179TE43
2524578.130000
PA
USD
2492284.740000
0.0154438793
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
36179TG41
607034.880000
PA
USD
549478.660000
0.0034049408
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
36179TG58
180397.350000
PA
USD
168713.610000
0.0010454635
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
36179TJ22
979253.430000
PA
USD
970646.970000
0.0060147841
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
36179TLT0
3534142.580000
PA
USD
3305220.650000
0.0204813791
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
36179TLV5
2035466.030000
PA
USD
2009511.500000
0.0124522902
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
36179TNR2
8294262.170000
PA
USD
7505570.570000
0.0465095836
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
36179TQS7
2090747.850000
PA
USD
2063684.730000
0.0127879842
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
36179TUC7
1734998.290000
PA
USD
1665697.600000
0.0103217871
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
36179TUE3
1359064.660000
PA
USD
1382541.730000
0.0085671622
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
36179TV93
1072174.060000
PA
USD
1090895.140000
0.0067599230
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
36179TXY6
4042740.110000
PA
USD
4093464.210000
0.0253658685
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
36179TZ65
6550.850000
PA
USD
6280.510000
0.0000389183
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
36179TZ73
3052265.920000
PA
USD
3007676.800000
0.0186375965
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
36179U3S9
3399986.690000
PA
USD
2890919.600000
0.0179140900
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
36179UCE0
13511.020000
PA
USD
13669.150000
0.0000847033
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
36179UEC2
288254.270000
PA
USD
291250.040000
0.0018047819
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
36179UGF3
1443570.280000
PA
USD
1458912.650000
0.0090404080
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
36179UK27
1278458.270000
PA
USD
1284554.560000
0.0079599675
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
36179UKY7
2363938.850000
PA
USD
2265275.680000
0.0140371778
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
36179UPD8
1834436.330000
PA
USD
1851692.510000
0.0114743372
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
36179UXH0
167166.630000
PA
USD
142550.400000
0.0008833385
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
36179UZH8
806885.150000
PA
USD
693057.340000
0.0042946513
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
36179VDC1
4377781.080000
PA
USD
3733116.350000
0.0231329098
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
36179VHG8
3505460.200000
PA
USD
2989241.430000
0.0185233585
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
36179VL32
1608497.560000
PA
USD
1371628.280000
0.0084995351
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
36179VSG6
10514136.850000
PA
USD
8807786.330000
0.0545789919
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
36179VV31
14083041.740000
PA
USD
13164914.870000
0.0815787026
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
36179W6F0
91690.460000
PA
USD
77334.090000
0.0004792142
Long
ABS-MBS
USGA
US
N
2
2037-06-20
Fixed
1.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179W7K8
22378942.710000
PA
USD
19360894.550000
0.1199731767
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
36179WBX5
18179422.000000
PA
USD
14685890.840000
0.0910036968
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
36179WJQ2
104222757.450000
PA
USD
84162624.990000
0.5215284582
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
36179WJS8
30594614.710000
PA
USD
26549344.580000
0.1645176674
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
36179WKT4
509839.800000
PA
USD
430091.450000
0.0026651371
Long
ABS-MBS
USGA
US
N
2
2036-08-20
Fixed
1.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WLN6
68919980.690000
PA
USD
55621807.010000
0.3446702768
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
36179WLP1
10099386.990000
PA
USD
8436109.550000
0.0522758315
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
36179WNE4
11005370.010000
PA
USD
9193096.580000
0.0569666344
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
36179WQA9
87185614.900000
PA
USD
72822610.490000
0.4512580706
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
36179WQB7
48043271.040000
PA
USD
41580978.820000
0.2576638238
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
36179WR26
21085944.970000
PA
USD
17610455.570000
0.1091262748
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
36179WSZ2
2447148.960000
PA
USD
2064198.290000
0.0127911665
Long
ABS-MBS
USGA
US
N
2
2036-12-20
Fixed
1.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WTY4
42033983.760000
PA
USD
35109441.890000
0.2175618108
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
36179WUV8
3127377.440000
PA
USD
2638335.760000
0.0163489100
Long
ABS-MBS
USGA
US
N
2
2037-01-20
Fixed
1.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WWL8
6062862.950000
PA
USD
5115282.580000
0.0316977451
Long
ABS-MBS
USGA
US
N
2
2037-02-20
Fixed
1.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WY85
24655685.220000
PA
USD
19889147.560000
0.1232465891
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
36179WY93
39035073.880000
PA
USD
32591767.370000
0.2019605993
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
36179WYD4
2581007.920000
PA
USD
2177073.830000
0.0134906196
Long
ABS-MBS
USGA
US
N
2
2037-03-20
Fixed
1.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WZZ4
2031995.170000
PA
USD
1714004.750000
0.0106211309
Long
ABS-MBS
USGA
US
N
2
2037-04-20
Fixed
1.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179XBS4
12109668.420000
PA
USD
10825128.920000
0.0670798088
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179XHX7
52728558.610000
PA
USD
48570909.650000
0.3009781554
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
36179XHY5
49965942.610000
PA
USD
47257044.030000
0.2928365568
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
36179YDN1
9697102.140000
PA
USD
9961553.850000
0.0617285145
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
7.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179YFP4
2859510.410000
PA
USD
2937492.720000
0.0182026885
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Fixed
7.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617A9KW6
1496836.190000
PA
USD
1358970.900000
0.0084211014
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
3617B5DY7
2521927.770000
PA
USD
2285805.950000
0.0141643972
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
3617G8VD2
215876.640000
PA
USD
211847.540000
0.0013127504
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
3617G8YM9
431622.120000
PA
USD
423567.140000
0.0026247080
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
36181KC81
4920855.230000
PA
USD
4472519.210000
0.0277147492
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
36183FLP2
675195.100000
PA
USD
613098.060000
0.0037991696
Long
ABS-MBS
USGA
US
N
2
2044-10-20
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
6031217.710000
0.0373734977
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
36184BAH0
2919019.920000
PA
USD
2650183.730000
0.0164223280
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36184BZ34
759498.330000
PA
USD
691319.020000
0.0042838795
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
36189MBR8
2344600.520000
PA
USD
2129619.760000
0.0131965621
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
36193VG22
769256.330000
PA
USD
670547.420000
0.0041551646
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
36194BZE8
4665939.400000
PA
USD
4064173.240000
0.0251843619
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
36194BZF5
3500790.480000
PA
USD
3045717.090000
0.0188733198
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
36194MH87
1272309.190000
PA
USD
1109014.040000
0.0068721999
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
36194MJQ5
1996312.610000
PA
USD
1741043.100000
0.0107886787
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
36195KHB3
967012.800000
PA
USD
842902.140000
0.0052231909
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
36195KHC1
1119124.470000
PA
USD
976078.690000
0.0060484427
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 I POOL
36200MV83
515721.200000
PA
USD
498968.650000
0.0030919467
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
36202C2Y8
4081.080000
PA
USD
4192.380000
0.0000259788
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
36202C6L2
7036.720000
PA
USD
7228.620000
0.0000447934
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
36202CRF2
7.960000
PA
USD
7.950000
0.0000000493
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
36202D3J8
11741.350000
PA
USD
12288.380000
0.0000761471
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
36202D4P3
36577.180000
PA
USD
37572.250000
0.0002328230
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
36202DUU3
40104.440000
PA
USD
41046.700000
0.0002543531
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
36202E4H9
1199754.660000
PA
USD
1205482.430000
0.0074699832
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
36202E7H6
277459.170000
PA
USD
278782.610000
0.0017275253
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
36202EAK5
15522.370000
PA
USD
15521.540000
0.0000961819
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
36202EAL3
9765.170000
PA
USD
10025.850000
0.0000621269
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
36202ECP2
47174.920000
PA
USD
48127.250000
0.0002982289
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
36202EG45
71465.790000
PA
USD
73413.490000
0.0004549196
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
36202EWE5
281036.010000
PA
USD
289006.120000
0.0017908771
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
36202EYM5
156491.980000
PA
USD
163825.600000
0.0010151740
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
36202FB47
182671.240000
PA
USD
183149.850000
0.0011349201
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
36202FCN4
498059.530000
PA
USD
483868.560000
0.0029983763
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
36202FCP9
1195901.990000
PA
USD
1201616.910000
0.0074460298
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
36202FDD5
46005.050000
PA
USD
47261.000000
0.0002928611
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
36202FE77
449197.390000
PA
USD
451343.110000
0.0027968267
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
36202FFU5
294371.100000
PA
USD
295775.790000
0.0018328265
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
36202FGE0
737174.510000
PA
USD
740262.100000
0.0045871639
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
36202FGY6
1403337.070000
PA
USD
1409212.270000
0.0087324308
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
36202FJR8
172220.830000
PA
USD
172517.850000
0.0010690371
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
36202FKN5
2610852.380000
PA
USD
2532472.920000
0.0156929124
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
36202FLP9
556391.770000
PA
USD
540016.280000
0.0033463055
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
36202FLQ7
1273591.180000
PA
USD
1279666.100000
0.0079296753
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
36202FMB9
6173928.310000
PA
USD
5992175.020000
0.0371315628
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
36202FP67
288111.060000
PA
USD
272913.090000
0.0016911538
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
36202FQ74
554214.020000
PA
USD
537908.870000
0.0033332466
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
36202FQ82
2190183.030000
PA
USD
2200662.350000
0.0136367900
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
36202FX84
2778588.820000
PA
USD
2632061.990000
0.0163100335
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
36202FY75
4679694.450000
PA
USD
4542078.110000
0.0281457832
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 I POOL
36206PS27
168.510000
PA
USD
171.390000
0.0000010620
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
36206UM63
664.750000
PA
USD
675.290000
0.0000041846
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
36206UR27
1683.770000
PA
USD
1713.470000
0.0000106178
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
36208DJM8
27502.070000
PA
USD
27803.260000
0.0001722878
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
36208EXF5
25159.970000
PA
USD
25178.360000
0.0001560221
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
36208HQX7
4569.650000
PA
USD
4563.310000
0.0000282774
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
36208HQZ2
56417.180000
PA
USD
57452.880000
0.0003560168
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
36209W2W1
9884.790000
PA
USD
9868.860000
0.0000611541
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
3620A9S44
1294648.340000
PA
USD
1288472.670000
0.0079842467
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
36213EP34
32575.270000
PA
USD
33349.420000
0.0002066555
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
36213TWN9
1942.150000
PA
USD
1982.310000
0.0000122837
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
36225BEA2
1141.020000
PA
USD
1152.370000
0.0000071409
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 II POOL
3622A26L1
5524674.910000
PA
USD
5008110.130000
0.0310336323
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
3622A2D74
5669593.520000
PA
USD
5104832.100000
0.0316329869
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 I POOL
3622A2KC5
137652.220000
PA
USD
137692.170000
0.0008532337
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 I POOL
3622A2MG4
57523.940000
PA
USD
59121.990000
0.0003663598
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
3622A2MV1
2749877.140000
PA
USD
2728341.920000
0.0169066489
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
3622A2N57
12231.250000
PA
USD
12213.000000
0.0000756800
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
3622A2QJ4
1724773.330000
PA
USD
1665416.330000
0.0103200442
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
3622A2QW5
1184360.090000
PA
USD
1170779.670000
0.0072549414
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 II POOL
3622A2TA0
7004817.110000
PA
USD
6361057.050000
0.0394174050
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
3622A2ZK1
694563.300000
PA
USD
630835.600000
0.0039090834
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
3622AAGA6
181938.980000
PA
USD
165252.680000
0.0010240172
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
3622AARG1
10567851.650000
PA
USD
9545545.900000
0.0591506484
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
3622AAYY4
1866728.890000
PA
USD
1674122.440000
0.0103739931
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
3.5
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622AB5L2
6133482.630000
PA
USD
5651624.210000
0.0350212801
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
3622ABCY6
6436215.390000
PA
USD
5864091.450000
0.0363378706
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622ABZU9
2510658.910000
PA
USD
2377754.240000
0.0147341709
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
36241KYG7
1458286.740000
PA
USD
1526475.190000
0.0094590711
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 I POOL
36241LF50
2733397.530000
PA
USD
2710413.180000
0.0167955504
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
36241LF68
2736018.740000
PA
USD
2713012.350000
0.0168116566
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
36241LX84
3071825.670000
PA
USD
2788967.390000
0.0172823253
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
3.5
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2022-GR2
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2
36250BAE6
351442.110000
PA
USD
350143.640000
0.0021697264
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Variable
4.154
N
N
N
N
N
N
GM Financial Automobile Leasing Trust 2023-1
254900DSTG5GSVOBDN09
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1
362541AG9
6550000.000000
PA
USD
6478384.270000
0.0401444437
Long
ABS-O
CORP
US
N
2
2027-01-20
Fixed
5.76
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
10019710.440000
0.0620888920
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
3.543
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2020-INV1
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1
36258KAS7
16145226.520000
PA
USD
13039789.070000
0.0808033386
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Variable
2.925
N
N
N
N
N
N
GTCR W-2 Merger Sub LLC
254900HJTH4LRJB6QF88
GTCR W-2 MERGER SUB LLC
36268NAA8
7070000.000000
PA
USD
7202562.500000
0.0446319410
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36297FYY2
869083.060000
PA
USD
855987.540000
0.0053042768
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
5.0
N
N
N
N
N
N
Galton Funding Mortgage Trust 2017-1
N/A
GALTON FUNDING MORTGAGE TRUST 2017-1
36417JAL3
741839.590000
PA
USD
653705.490000
0.0040508007
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.5
N
N
N
N
N
N
Galton Funding Mortgage Trust 2018-2
N/A
GALTON FUNDING MORTGAGE TRUST 2018-2
36418GAJ3
1702953.100000
PA
USD
1530860.660000
0.0094862464
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.0
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XBQ8
3370000.000000
PA
USD
3216125.800000
0.0199292873
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
37045XEH5
3180000.000000
PA
USD
3172975.380000
0.0196618981
Long
DBT
CORP
US
N
2
2028-06-23
Fixed
5.8
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO
373334KT7
17255000.000000
PA
USD
16706360.020000
0.1035238882
Long
DBT
CORP
US
N
2
2033-05-17
Fixed
4.95
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GWL4
6770000.000000
PA
USD
6332664.770000
0.0392414673
Long
DBT
CORP
US
N
2
2028-06-05
Variable
3.691
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GYG3
32259000.000000
PA
USD
28601506.840000
0.1772342505
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
38141GYJ7
17802000.000000
PA
USD
14024807.240000
0.0869071764
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.383
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GZR8
20205000.000000
PA
USD
19017329.900000
0.1178442182
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
38141GZU1
22790000.000000
PA
USD
21975850.040000
0.1361772068
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
38145GAH3
6250000.000000
PA
USD
5968187.500000
0.0369829200
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.5
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER CO/THE
382550BN0
4220000.000000
PA
USD
3850750.000000
0.0238618474
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.0
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38378FK74
2034574.330000
PA
USD
246685.830000
0.0015286320
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
38378TDR8
2824097.010000
PA
USD
424190.380000
0.0026285700
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
38380H5W8
1278679.930000
PA
USD
1130850.590000
0.0070075139
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
38380UPK3
1607251.510000
PA
USD
1439778.630000
0.0089218407
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
38383REY9
9510000.000000
PA
USD
7556549.950000
0.0468254863
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.5
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BS7
6575000.000000
PA
USD
6575000.000000
0.0407431400
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.875
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BU2
3300000.000000
PA
USD
3201000.000000
0.0198355576
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.5
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CA5
14640000.000000
PA
USD
12864900.000000
0.0797196079
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.5
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CH0
8660000.000000
PA
USD
8008958.520000
0.0496289153
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.125
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CJ6
9695000.000000
PA
USD
8688164.560000
0.0538377346
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.375
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404121AH8
6729000.000000
PA
USD
6685934.400000
0.0414305645
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.375
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280DF3
35820000.000000
PA
USD
34606490.040000
0.2144451815
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
404280DG1
20700000.000000
PA
USD
20337708.600000
0.1260261762
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
404280DV8
27300000.000000
PA
USD
27747774.600000
0.1719439491
Long
DBT
CORP
GB
N
2
2034-03-09
Variable
6.254
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280EC9
17270000.000000
PA
USD
17917780.430000
0.1110306671
Long
DBT
CORP
GB
N
2
2034-11-13
Variable
7.399
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
11740406.680000
0.0727514879
Long
ABS-CBDO
CORP
KY
N
2
2035-01-23
Floating
6.814
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS EQUIPMENT TRUST
40441RAE3
5736000.000000
PA
USD
5526875.760000
0.0342482544
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
1.96
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS EQUIPMENT TRUST
40441RAF0
12510000.000000
PA
USD
11838772.200000
0.0733610271
Long
ABS-O
CORP
US
N
2
2029-11-20
Fixed
2.4
N
N
N
N
N
N
Hpefs Equipment Trust 2022-2
N/A
HPEFS EQUIPMENT TRUST 2022-2
40441TAE9
4445000.000000
PA
USD
4332254.800000
0.0268455762
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
4.43
N
N
N
N
N
N
Hardee s Funding LLC
N/A
HARDEE'S FUNDING LLC
411707AD4
29255250.000000
PA
USD
27809718.840000
0.1723277974
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.959
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
HASBRO INC
418056AY3
3907000.000000
PA
USD
3651372.800000
0.0226263716
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
3.55
N
N
N
N
N
N
Hilcorp Energy I LP / Hilcorp Finance Co
N/A
HILCORP ENERGY I LP / HILCORP FINANCE CO
431318BC7
8416000.000000
PA
USD
8668480.000000
0.0537157558
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
8.375
N
N
N
N
N
N
Hilton Grand Vacations Trust 2023-1
N/A
HILTON GRAND VACATIONS TRUST 2023-1
432917AA0
21972012.280000
PA
USD
21900370.340000
0.1357094836
Long
ABS-O
CORP
US
N
2
2038-01-25
Fixed
5.72
N
N
N
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
HOWARD HUGHES CORP/THE
44267DAD9
4795000.000000
PA
USD
4477331.250000
0.0277445679
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.375
N
N
N
N
N
N
HPEFS Equipment Trust 2023-2
N/A
HPEFS EQUIPMENT TRUST 2023-2
44328UAD8
1285000.000000
PA
USD
1291580.740000
0.0080035064
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
6.25
N
N
N
N
N
N
HPEFS Equipment Trust 2023-2
N/A
HPEFS EQUIPMENT TRUST 2023-2
44328UAE6
5005000.000000
PA
USD
5031594.070000
0.0311791546
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
6.48
N
N
N
N
N
N
HPEFS Equipment Trust 2023-2
N/A
HPEFS EQUIPMENT TRUST 2023-2
44328UAF3
3320000.000000
PA
USD
3345357.830000
0.0207300962
Long
ABS-O
CORP
US
N
2
2031-07-21
Fixed
6.97
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD
44332PAH4
10810000.000000
PA
USD
11053225.000000
0.0684932462
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.25
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BF8
6275000.000000
PA
USD
6023171.700000
0.0373236392
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.95
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BN1
15720000.000000
PA
USD
15285703.560000
0.0947205415
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.875
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BX9
12300000.000000
PA
USD
11717841.000000
0.0726116557
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.5
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BY7
9325000.000000
PA
USD
9519454.230000
0.0589889668
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.95
N
N
N
N
N
N
Huntington National Bank/The
2WHM8VNJH63UN14OL754
HUNTINGTON NATIONAL BANK/THE
44644MAH4
3380000.000000
PA
USD
3303922.960000
0.0204733377
Long
DBT
CORP
US
N
2
2025-11-18
Variable
5.699
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ACB1
5370000.000000
PA
USD
5331373.590000
0.0330367910
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
5.5
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ACR6
3510000.000000
PA
USD
3592836.000000
0.0222636380
Long
DBT
CORP
US
N
2
2029-01-16
Fixed
6.5
N
N
N
N
N
Imperial Fund Mortgage Trust 2021-NQM2
N/A
IMPERIAL FUND MORTGAGE TRUST 2021-NQM2
452761AA7
11820019.840000
PA
USD
9124586.060000
0.0565420969
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
1.073
N
N
N
N
N
N
Indiana Michigan Power Co
JHR9V15J0ZRG02MIRD06
INDIANA MICHIGAN POWER CO
454889AV8
1450000.000000
PA
USD
1411344.450000
0.0087456433
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.625
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837BH5
9190000.000000
PA
USD
9198951.060000
0.0570029127
Long
DBT
CORP
NL
N
2
2034-09-11
Variable
6.114
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC
45866FAV6
18145000.000000
PA
USD
17481274.050000
0.1083257789
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC/THE
460690BP4
7525000.000000
PA
USD
7222126.280000
0.0447531714
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.65
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
46115HBZ9
11730000.000000
PA
USD
11471810.970000
0.0710870875
Long
DBT
CORP
IT
N
2
2033-06-20
Fixed
6.625
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
46115HCD7
20110000.000000
PA
USD
20369378.780000
0.1262224261
Long
DBT
CORP
IT
N
2
2033-11-28
Fixed
7.2
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
46115HCF2
24135000.000000
PA
USD
24483002.570000
0.1517132169
Long
DBT
CORP
IT
N
2
2053-11-28
Fixed
7.8
N
N
N
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
INTUIT INC
46124HAH9
9305000.000000
PA
USD
9582065.680000
0.0593769496
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.5
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA INC
46266TAD0
435000.000000
PA
USD
438654.000000
0.0027181964
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
6.5
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA INC
46266TAE8
10260000.000000
PA
USD
10373732.100000
0.0642826493
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25
N
N
N
N
N
N
JP Morgan Mortgage Trust 2019-INV3
N/A
JP MORGAN MORTGAGE TRUST 2019-INV3
46591LAC5
4523677.600000
PA
USD
3869003.290000
0.0239749571
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.5
N
N
N
N
N
N
JP Morgan Mortgage Trust 2020-LTV1
N/A
JP MORGAN MORTGAGE TRUST 2020-LTV1
46591NAC1
868297.160000
PA
USD
834287.780000
0.0051698105
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
46591NBH9
350977.550000
PA
USD
337267.770000
0.0020899389
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Variable
3.5
N
N
N
N
N
N
JP Morgan Mortgage Trust 2020-INV1
N/A
JP MORGAN MORTGAGE TRUST 2020-INV1
46591VAC3
3910914.550000
PA
USD
3335736.350000
0.0206704750
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
3.5
N
N
N
N
N
N
JP Morgan Mortgage Trust 2020-INV1
N/A
JP MORGAN MORTGAGE TRUST 2020-INV1
46591VBC2
2312779.790000
PA
USD
2172071.190000
0.0134596199
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Floating
6.0
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
8549739.560000
0.0529799598
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.247
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
6173743.050000
0.0382566810
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
46645WBC6
11395000.000000
PA
USD
8662507.490000
0.0536787461
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.95
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBA3
4920000.000000
PA
USD
4742038.680000
0.0293848739
Long
DBT
CORP
US
N
2
2027-01-29
Variable
3.96
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBE5
12398000.000000
PA
USD
10692146.780000
0.0662557617
Long
DBT
CORP
US
N
2
2030-10-15
Variable
2.739
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBL9
4475000.000000
PA
USD
3751482.000000
0.0232467158
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.522
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBP0
35058000.000000
PA
USD
29684274.700000
0.1839438114
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
46647PBR6
33202000.000000
PA
USD
29756960.480000
0.1843942216
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
46647PBU9
42600000.000000
PA
USD
33226210.800000
0.2058920393
Long
DBT
CORP
US
N
2
2031-11-19
Variable
1.764
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PCB0
26978000.000000
PA
USD
24418084.560000
0.1513109411
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
46647PDY9
13505000.000000
PA
USD
14066335.330000
0.0871645125
Long
DBT
CORP
US
N
2
2034-10-23
Variable
6.254
N
N
N
N
N
N
Jones Deslauriers Insurance Management Inc
549300JQIWNFU00E5424
JONES DESLAURIERS INSURANCE MANAGEMENT INC
48020RAB1
6293000.000000
PA
USD
6513255.000000
0.0403605263
Long
DBT
CORP
CA
N
2
2030-03-15
Fixed
8.5
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC GROUP NV
48241FAB0
23420000.000000
PA
USD
23206034.880000
0.1438002628
Long
DBT
CORP
BE
N
2
2029-01-19
Variable
5.796
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC GROUP NV
48241FAC8
18945000.000000
PA
USD
18973019.660000
0.1175696420
Long
DBT
CORP
BE
N
2
2034-09-21
Fixed
6.324
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456BAP6
3265000.000000
PA
USD
3142660.450000
0.0194740463
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.3
N
N
N
N
N
Kinetik Holdings LP
549300RD6AJIMYC0HY12
KINETIK HOLDINGS LP
49461MAA8
2861000.000000
PA
USD
2732984.560000
0.0169354179
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.875
N
N
N
N
N
N
Kubota Credit Owner Trust 2023-1
N/A
KUBOTA CREDIT OWNER TRUST 2023-1
50117KAD2
5255000.000000
PA
USD
5171275.760000
0.0320447167
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
5.07
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC
501797AW4
10110000.000000
PA
USD
10008900.000000
0.0620219033
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.625
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FINANCING PLC
50220PAC7
41724000.000000
PA
USD
36044278.780000
0.2233546915
Long
DBT
CORP
GB
N
2
2028-04-06
Fixed
2.0
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FINANCING PLC
50220PAD5
14998000.000000
PA
USD
12366435.920000
0.0766307878
Long
DBT
CORP
GB
N
2
2031-04-06
Fixed
2.5
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FINANCING PLC
50220PAE3
6705000.000000
PA
USD
4891170.110000
0.0303089929
Long
DBT
CORP
GB
N
2
2041-04-06
Fixed
3.2
N
N
N
N
N
N
Lamar Media Corp
N/A
LAMAR MEDIA CORP
513075BW0
3080000.000000
PA
USD
2910600.000000
0.0180360431
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.875
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP
517834AE7
10677000.000000
PA
USD
10031415.200000
0.0621614226
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.5
N
N
N
N
N
N
Life Time Inc
549300PALKE96VYH4X17
LIFE TIME INC
53190FAA3
4810000.000000
PA
USD
4713800.000000
0.0292098880
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.75
N
N
N
N
N
N
Lowe s Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661EJ2
10388000.000000
PA
USD
8149884.620000
0.0505021886
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25
N
N
N
N
N
N
Lowe s Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661EM5
6080000.000000
PA
USD
5910994.240000
0.0366285119
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.625
N
N
N
N
N
Lowe s Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661ER4
5950000.000000
PA
USD
5833445.450000
0.0361479672
Long
DBT
CORP
US
N
2
2053-07-01
Fixed
5.75
N
N
N
N
N
LUXE Trust 2021-TRIP
N/A
LUXE TRUST 2021-TRIP
55066WAC8
7282806.810000
PA
USD
7210032.630000
0.0446782310
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
6.844
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
3330000.000000
PA
USD
3199883.580000
0.0198286395
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.125
N
N
N
N
N
N
MVW 2023-2 LLC
N/A
MVW 2023-2 LLC
55400WAA7
21225000.000000
PA
USD
21384172.640000
0.1325107741
Long
ABS-O
CORP
US
N
2
2040-11-20
Fixed
6.18
N
N
N
N
N
N
MVW 2023-2 LLC
N/A
MVW 2023-2 LLC
55400WAB5
4570000.000000
PA
USD
4603228.010000
0.0285247092
Long
ABS-O
CORP
US
N
2
2040-11-20
Fixed
6.33
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
21077009.410000
0.1306073833
Long
ABS-MBS
CORP
US
N
2
2035-09-10
Variable
3.673
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VBA0
21465000.000000
PA
USD
20201806.220000
0.1251840333
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.755
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
MARATHON OIL CORP
565849AP1
3315000.000000
PA
USD
3177135.780000
0.0196876788
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.4
N
N
N
N
N
Mars Inc
54930073HKEO6GZBSS03
MARS INC
571676AV7
16610000.000000
PA
USD
16097348.960000
0.0997500445
Long
DBT
CORP
US
N
2
2033-04-20
Fixed
4.75
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS INC
571748BN1
9218000.000000
PA
USD
7670574.340000
0.0475320584
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS INC
571748BV3
20305000.000000
PA
USD
20680642.500000
0.1281512263
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.7
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD
571903BJ1
12776000.000000
PA
USD
12710637.980000
0.0787636962
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.0
N
N
N
N
N
Match Group Holdings II LLC
5493003RFFE030RC9167
MATCH GROUP HOLDINGS II LLC
57665RAG1
4992000.000000
PA
USD
4767360.000000
0.0295417819
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.0
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
MATTEL INC
577081BD3
16405000.000000
PA
USD
16117912.500000
0.0998774700
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.875
N
N
N
N
N
Methanex Corp
549300TSJHRXT9QXRD13
METHANEX CORP
59151KAM0
4980000.000000
PA
USD
4687425.000000
0.0290464506
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
5.125
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLOBAL FUNDING I
59217GFP9
9335000.000000
PA
USD
9056135.550000
0.0561179313
Long
DBT
CORP
US
N
2
2033-03-28
Fixed
5.15
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112BP7
4965000.000000
PA
USD
4778812.500000
0.0296127493
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.185
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112BV4
8280000.000000
PA
USD
8652600.000000
0.0536173526
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO
595620AY1
6460000.000000
PA
USD
6600789.240000
0.0409029475
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.85
N
N
N
N
N
N
MidOcean Credit CLO XI Ltd
N/A
MIDOCEAN CREDIT CLO XI LTD
59801AAN4
16090000.000000
PA
USD
16090000.000000
0.0997045053
Long
ABS-CBDO
CORP
JE
N
2
2033-10-18
Floating
7.107
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC
60855RAJ9
2820000.000000
PA
USD
2608500.000000
0.0161640275
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.375
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207AT2
4714000.000000
PA
USD
4096381.150000
0.0253839438
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.75
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEC5
22190000.000000
PA
USD
19901412.160000
0.1233225889
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.512
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YFA8
25560000.000000
PA
USD
25206096.240000
0.1561939936
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.123
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
19264544.220000
0.1193761250
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
4.464
N
N
N
N
N
N
Morgan Stanley Residential Mortgage Loan Trust 2023-NQM1
N/A
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1
61775VAB2
5865956.940000
PA
USD
5911426.320000
0.0366311894
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Variable
7.53
N
N
N
N
N
N
MVW 2023-1 LLC
N/A
MVW 2023-1 LLC
62848PAA8
25394676.920000
PA
USD
24927059.340000
0.1544648925
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
4.93
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
MYLAN INC
628530BK2
3435000.000000
PA
USD
3226945.490000
0.0199963334
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.55
N
N
N
N
N
N
Utah Acquisition Sub Inc
254900JOFV74IJ7H9933
UTAH ACQUISITION SUB INC
62854AAN4
42360000.000000
PA
USD
40303294.920000
0.2497464315
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95
N
N
N
N
N
N
Utah Acquisition Sub Inc
254900JOFV74IJ7H9933
UTAH ACQUISITION SUB INC
62854AAP9
2128000.000000
PA
USD
1649327.680000
0.0102203481
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
5.25
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CL4
9592000.000000
PA
USD
8716730.000000
0.0540147454
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
NAVIENT CORP
63938CAN8
6025000.000000
PA
USD
6183156.250000
0.0383150115
Long
DBT
CORP
US
N
2
2030-07-25
Fixed
9.375
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
NAVIENT CORP
63938CAP3
3430000.000000
PA
USD
3687250.000000
0.0228486909
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
11.5
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
8202726.870000
0.0508296349
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 2020-C
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C
63941KAD7
20755000.000000
PA
USD
16906626.580000
0.1047648751
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
2.83
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
49941005.400000
0.3094681939
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
6.648
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
14990034.180000
0.0928883743
Long
ABS-CBDO
CORP
KY
N
2
2035-06-18
Floating
6.794
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2021-INV1
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV1
64829WAD6
5993118.200000
PA
USD
4520591.080000
0.0280126350
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-INV2
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2
64831GAD7
11070604.140000
PA
USD
8350523.490000
0.0517454825
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.5
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KBS8
11275000.000000
PA
USD
11284482.280000
0.0699262724
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.749
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KBZ2
15465000.000000
PA
USD
12434030.120000
0.0770496471
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.44
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KCA6
14640000.000000
PA
USD
9080211.120000
0.0562671198
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
65339KCQ1
6955000.000000
PA
USD
6310647.070000
0.0391050307
Long
DBT
CORP
US
N
2
2053-02-28
Fixed
5.25
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473PAN5
3395000.000000
PA
USD
3387473.290000
0.0209910720
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.25
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473QBE2
3365000.000000
PA
USD
3176156.200000
0.0196816086
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49
N
N
N
N
N
N
Nissan Motor Acceptance Co LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE CO LLC
65480CAC9
5960000.000000
PA
USD
5261797.920000
0.0326056531
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
1.85
N
N
N
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC
668771AL2
1130000.000000
PA
USD
1154012.500000
0.0071510407
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
7.125
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAF2
3044000.000000
PA
USD
3028780.000000
0.0187683662
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.0
N
N
N
N
N
N
O Reilly Automotive Inc
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC
67103HAM9
4875000.000000
PA
USD
4931018.630000
0.0305559213
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
5.75
N
N
N
N
N
N
OZLM VII Ltd
N/A
OZLM VII LTD
67108WBE8
13038516.340000
PA
USD
13021507.070000
0.0806900510
Long
ABS-CBDO
CORP
KY
N
2
2029-07-17
Floating
6.674
N
N
N
N
N
N
OBX 2019-INV2 Trust
N/A
OBX 2019-INV2 TRUST
67112VAE5
2540767.110000
PA
USD
2267512.690000
0.0140510398
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
67112VBB0
938734.380000
PA
USD
835667.070000
0.0051783575
Long
ABS-MBS
CORP
US
N
2
2049-05-27
Variable
4.0
N
N
N
N
N
N
OBX 2023-NQM9 Trust
2549007JKD4UEFDCFB08
OBX 2023-NQM9 TRUST
673921AB8
1414904.300000
PA
USD
1432266.170000
0.0088752884
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
7.513
N
N
N
N
N
N
OBX 2020-EXP1 Trust
N/A
OBX 2020-EXP1 TRUST
67448TAP0
6591602.180000
PA
USD
5705945.940000
0.0353578942
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Variable
3.5
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599DF9
3105000.000000
PA
USD
3178743.750000
0.0196976428
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599DJ1
3705000.000000
PA
USD
3649425.000000
0.0226143017
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.2
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599DZ5
5295000.000000
PA
USD
5718600.000000
0.0354363073
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.5
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599EA9
24065000.000000
PA
USD
27494262.500000
0.1703730169
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
674599EC5
4630000.000000
PA
USD
4763112.500000
0.0295154615
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.375
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599ED3
1500000.000000
PA
USD
1552500.000000
0.0096203384
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.625
N
N
N
N
N
N
Octane Receivables Trust 2023-1
N/A
OCTANE RECEIVABLES TRUST 2023-1
67571BAA1
4234353.350000
PA
USD
4221018.520000
0.0261562811
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
5.87
N
N
N
N
N
N
Octane Receivables Trust 2023-3
N/A
OCTANE RECEIVABLES TRUST 2023-3
67571CAC5
3023000.000000
PA
USD
3040111.390000
0.0188385831
Long
ABS-O
CORP
US
N
2
2029-07-20
Fixed
6.48
N
N
N
N
N
N
Octane Receivables Trust 2023-3
N/A
OCTANE RECEIVABLES TRUST 2023-3
67571CAD3
1160000.000000
PA
USD
1170890.200000
0.0072556264
Long
ABS-O
CORP
US
N
2
2029-08-20
Fixed
6.74
N
N
N
N
N
N
Octane Receivables Trust 2023-3
N/A
OCTANE RECEIVABLES TRUST 2023-3
67571CAE1
1415000.000000
PA
USD
1432903.850000
0.0088792399
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
7.58
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680BJ1
3150000.000000
PA
USD
3164603.400000
0.0196100197
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.65
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680BK8
6305000.000000
PA
USD
6343706.400000
0.0393098887
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
5.8
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680BL6
9310000.000000
PA
USD
9457153.860000
0.0586029116
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
6.05
N
N
N
N
N
N
OneMain Finance Corp
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP
682695AA9
6660000.000000
PA
USD
6859800.000000
0.0425079531
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.0
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
OVINTIV INC
69047QAB8
3180000.000000
PA
USD
3166186.080000
0.0196198270
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.65
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475AZ8
3900000.000000
PA
USD
3297149.700000
0.0204313661
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.55
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475BC8
963000.000000
PA
USD
739102.500000
0.0045799782
Long
DBT
CORP
US
N
2
N/A
Variable
3.4
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475BJ3
17980000.000000
PA
USD
17940479.960000
0.1111713288
Long
DBT
CORP
US
N
2
2033-10-28
Variable
6.037
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475BT1
3100000.000000
PA
USD
3153614.500000
0.0195419250
Long
DBT
CORP
US
N
2
2027-10-20
Variable
6.615
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308HW0
3550000.000000
PA
USD
3224791.600000
0.0199829864
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.3
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308HY6
10551000.000000
PA
USD
7125206.360000
0.0441525902
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308JF5
10618000.000000
PA
USD
9359267.950000
0.0579963444
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
694308JG3
21478000.000000
PA
USD
17112746.850000
0.1060421355
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
694308JM0
14152000.000000
PA
USD
12982110.770000
0.0804459250
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308KK2
5775000.000000
PA
USD
5842862.030000
0.0362063187
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
6.7
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308KP1
9445000.000000
PA
USD
9961726.510000
0.0617295845
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.95
N
N
N
N
N
Palmer Square CLO 2022-1 Ltd
N/A
PALMER SQUARE CLO 2022-1 LTD
69689QAA3
40630000.000000
PA
USD
40262955.490000
0.2494964612
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
6.736
N
N
N
N
N
N
Palomino Funding Trust I
N/A
PALOMINO FUNDING TRUST I
69754AAA8
9700000.000000
PA
USD
9957612.600000
0.0617040919
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
7.233
N
N
N
N
N
N
Revvity Inc
549300IKL1SDPFI7N655
REVVITY INC
714046AG4
6815000.000000
PA
USD
5983092.950000
0.0370752842
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.3
N
N
N
N
N
N
Revvity Inc
549300IKL1SDPFI7N655
REVVITY INC
714046AM1
13950000.000000
PA
USD
11765583.450000
0.0729075002
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.9
N
N
N
N
N
N
Revvity Inc
549300IKL1SDPFI7N655
REVVITY INC
714046AN9
7580000.000000
PA
USD
5903917.980000
0.0365846626
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.25
N
N
N
N
N
Pfizer Investment Enterprises Pte Ltd
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE LTD
716973AE2
10395000.000000
PA
USD
10094158.310000
0.0625502213
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75
N
N
N
N
N
Pfizer Investment Enterprises Pte Ltd
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE LTD
716973AG7
10425000.000000
PA
USD
10098374.330000
0.0625763466
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.3
N
N
N
N
N
Pfizer Investment Enterprises Pte Ltd
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE LTD
716973AH5
17625000.000000
PA
USD
16882071.000000
0.1046127121
Long
DBT
CORP
SG
N
2
2063-05-19
Fixed
5.34
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172DA4
10740000.000000
PA
USD
10598973.060000
0.0656783944
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.125
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO
723787AV9
6015000.000000
PA
USD
5986212.210000
0.0370946133
Long
DBT
CORP
US
N
2
2026-03-29
Fixed
5.1
N
N
N
N
N
N
Progress Residential 2023-SFR2 Trust
N/A
PROGRESS RESIDENTIAL 2023-SFR2 TRUST
74331GAA7
17200000.000000
PA
USD
16140818.840000
0.1000194132
Long
ABS-O
CORP
US
N
2
2028-10-17
Fixed
4.5
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GROUP INC
744573AW6
3090000.000000
PA
USD
3149241.480000
0.0195148268
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
5.875
N
N
N
N
N
N
Public Storage Operating Co
549300LMZF40TKJ6DM64
PUBLIC STORAGE OPERATING CO
74460WAH0
3690000.000000
PA
USD
3538067.940000
0.0219242582
Long
DBT
CORP
US
N
2
2053-08-01
Fixed
5.35
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
REGENCY CENTERS LP
75884RAX1
9817000.000000
PA
USD
9240791.190000
0.0572621824
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.125
N
N
N
N
N
N
T Rowe Price Government Reserve Investment Fund
5493002Y0IYARJVQ5N24
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND
76105Y109
822523146.590000
NS
USD
822523146.590000
5.0969088536
Long
STIV
RF
US
N
1
N
N
N
T Rowe Price Government Reserve Investment Fund
5493002Y0IYARJVQ5N24
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral
76105YYY8
553150916.000000
NS
USD
553150916.000000
3.4276966099
Long
STIV
RF
US
N
1
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC
761713BG0
5094000.000000
PA
USD
5007998.000000
0.0310329374
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45
N
N
N
N
N
N
Ritchie Bros Holdings Inc
N/A
RITCHIE BROS HOLDINGS INC
76774LAB3
755000.000000
PA
USD
769156.250000
0.0047662115
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.75
N
N
N
N
N
N
Ritchie Bros Holdings Inc
N/A
RITCHIE BROS HOLDINGS INC
76774LAC1
5237000.000000
PA
USD
5433387.500000
0.0336689380
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
7.75
N
N
N
N
N
N
Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC
N/A
RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC
76954LAA7
1050000.000000
PA
USD
1050000.000000
0.0065065090
Long
DBT
CORP
US
N
2
2026-10-15
Floating
11.493
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109BN0
1365000.000000
PA
USD
1051529.120000
0.0065159845
Long
DBT
CORP
CA
N
2
2049-05-01
Fixed
4.35
N
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109CG4
10104000.000000
PA
USD
9380887.030000
0.0581303108
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.2
N
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109CH2
10875000.000000
PA
USD
9439880.630000
0.0584958750
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
3.8
N
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109CK5
56583000.000000
PA
USD
44535800.300000
0.2759738930
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296AG8
20720000.000000
PA
USD
16231219.200000
0.1005795949
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
1.875
N
N
N
N
N
N
T Rowe Price Institutional Floating Rate Fund
863VOPTBPYYVTH00FU88
T. Rowe Price Institutional Floating Rate Fund - Class Z
77958B873
32240.792000
NS
USD
302096.230000
0.0018719922
Long
EC
RF
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BL5
1490000.000000
PA
USD
1614787.500000
0.0100063138
Long
DBT
CORP
LR
N
2
2027-08-15
Fixed
11.625
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BS0
7470000.000000
PA
USD
7815487.500000
0.0484300382
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
8.25
N
N
N
N
N
N
SCG 2023-NASH Mortgage Trust
N/A
SCG 2023-NASH MORTGAGE TRUST
78398BAA9
23405000.000000
PA
USD
23375603.320000
0.1448510234
Long
ABS-MBS
CORP
US
N
2
2040-12-15
Floating
7.722
N
N
N
N
N
N
SCF Equipment Leasing 2023-1 LLC
N/A
SCF EQUIPMENT LEASING 2023-1 LLC
784024AB7
9250000.000000
PA
USD
9274848.280000
0.0574732231
Long
ABS-O
CORP
US
N
2
2030-01-22
Fixed
6.56
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAV2
21685000.000000
PA
USD
18855401.550000
0.1168408008
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.84
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAX8
17515000.000000
PA
USD
13610190.310000
0.0843379299
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.593
N
N
N
N
N
N
SG Residential Mortgage Trust 2019-3
N/A
SG RESIDENTIAL MORTGAGE TRUST 2019-3
78432BAA7
452956.870000
PA
USD
440730.210000
0.0027310620
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.703
N
N
N
N
N
N
SMB Private Education Loan Trust 2021-A
N/A
SMB PRIVATE EDUCATION LOAN TRUST 2021-A
78448YAH4
14470870.090000
PA
USD
12436472.690000
0.0770647829
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.07
N
N
N
N
N
N
SMB Private Education Loan Trust 2018-C
549300V1P5RKG8RJI005
SMB PRIVATE EDUCATION LOAN TRUST 2018-C
78449QAB3
5543436.510000
PA
USD
5330093.480000
0.0330288585
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.63
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC
785592AU0
3320000.000000
PA
USD
3170600.000000
0.0196471787
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.2
N
N
N
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
NZD/USD FWD 20240119 CITIGB2L
000000000
1.000000
NC
USD
-1696149.700000
-0.0105104889
N/A
DFE
CORP
NZ
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-66610000.000000
NZD
39330234.190000
USD
2024-01-19
-1696149.700000
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
80281LAM7
48133000.000000
PA
USD
44214781.270000
0.2739846423
Long
DBT
CORP
GB
N
2
2026-08-21
Variable
1.532
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
80281LAR6
3605000.000000
PA
USD
3212159.550000
0.0199047097
Long
DBT
CORP
GB
N
2
2028-01-11
Variable
2.469
N
N
N
N
N
N
Santander Holdings USA Inc
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC
80282KBC9
9640000.000000
PA
USD
8640900.760000
0.0535448562
Long
DBT
CORP
US
N
2
2028-01-06
Variable
2.49
N
N
N
N
N
N
Santander Holdings USA Inc
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC
80282KBF2
3885000.000000
PA
USD
3898888.880000
0.0241601484
Long
DBT
CORP
US
N
2
2029-03-09
Variable
6.499
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
16465172.340000
0.1020293265
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
3.76
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
22911753.480000
0.1419766965
Long
ABS-O
CORP
US
N
2
2027-03-22
Fixed
1.38
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2020-4
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4
80286WAH9
41920000.000000
PA
USD
40176441.560000
0.2489603624
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
2.85
N
N
N
N
N
N
Santander Bank NA - SBCLN
N/A
SANTANDER BANK NA - SBCLN
80290CAE4
1929534.180000
PA
USD
1885558.360000
0.0116841929
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
1.833
N
N
N
N
N
N
Sealed Air Corp/Sealed Air Corp US
N/A
SEALED AIR CORP/SEALED AIR CORP US
812127AA6
2245000.000000
PA
USD
2214131.250000
0.0137202524
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.125
N
N
N
N
N
N
Sealed Air Corp/Sealed Air Corp US
N/A
SEALED AIR CORP/SEALED AIR CORP US
812127AB4
825000.000000
PA
USD
844593.750000
0.0052336732
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.25
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
SEMPRA
816851BG3
3450000.000000
PA
USD
3205943.550000
0.0198661912
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.4
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
SEMPRA
816851BP3
5350000.000000
PA
USD
4919838.600000
0.0304866423
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.7
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
SENSATA TECHNOLOGIES BV
81725WAL7
2820000.000000
PA
USD
2707200.000000
0.0167756393
Long
DBT
CORP
NL
N
2
2030-09-01
Fixed
5.875
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH3
549300FECQ7XLTBL1027
SEQUOIA MORTGAGE TRUST 2018-CH3
81746WAB4
616188.400000
PA
USD
595772.350000
0.0036918078
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.0
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH1
549300ZUG1L9OO3W6B29
SEQUOIA MORTGAGE TRUST 2018-CH1
81747DAB5
686847.890000
PA
USD
599775.910000
0.0037166166
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.5
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH2
N/A
SEQUOIA MORTGAGE TRUST 2018-CH2
81747EAC1
3080689.040000
PA
USD
2799961.250000
0.0173504507
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.0
N
N
N
N
N
N
Sierra Timeshare 2022-3 Receivables Funding LLC
N/A
SIERRA TIMESHARE 2022-3 RECEIVABLES FUNDING LLC
826934AB7
1959370.950000
PA
USD
1949352.880000
0.0120795068
Long
ABS-O
CORP
US
N
2
2039-07-20
Fixed
6.32
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC
82967NBA5
4168000.000000
PA
USD
3959600.000000
0.0245363555
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.0
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC
82967NBJ6
6195000.000000
PA
USD
5513550.000000
0.0341656790
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.0
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO
842400HQ9
13000000.000000
PA
USD
12799969.000000
0.0793172515
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.7
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO
842400HV8
8250000.000000
PA
USD
7972379.250000
0.0494022455
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.7
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO/THE
842587DT1
12120000.000000
PA
USD
12323034.240000
0.0763618417
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.7
N
N
N
N
N
OneMain Finance Corp
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP
85172FAN9
3450000.000000
PA
USD
3471562.500000
0.0215121455
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.125
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP
852060AD4
24540000.000000
PA
USD
25920375.000000
0.1606201471
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.875
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP
852060AT9
12865000.000000
PA
USD
15373675.000000
0.0952656719
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254BS8
6929000.000000
PA
USD
6341573.240000
0.0392966702
Long
DBT
CORP
GB
N
2
2031-04-01
Variable
4.644
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254BZ2
10354000.000000
PA
USD
9360968.570000
0.0580068826
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
853254CG3
17245000.000000
PA
USD
15478180.770000
0.0959132602
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
853254CJ7
10485000.000000
PA
USD
10153663.520000
0.0629189558
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
85325WAA6
16707000.000000
PA
USD
16022347.140000
0.0992852825
Long
DBT
CORP
GB
N
2
2026-01-30
Variable
2.819
N
N
N
N
N
N
Sutter Health
549300MJCC12LU768G81
SUTTER HEALTH
86944BAK9
5265000.000000
PA
USD
5148464.490000
0.0319033627
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
5.164
N
N
N
N
N
N
Synchrony Card Funding LLC
N/A
SYNCHRONY CARD FUNDING LLC
87166PAK7
6345000.000000
PA
USD
6376357.620000
0.0395122177
Long
ABS-O
CORP
US
N
2
2029-07-15
Fixed
5.54
N
N
N
N
N
N
Symphony CLO XXXI Ltd
549300OJB1EXT6QKOX87
SYMPHONY CLO XXXI LTD
87168YAE0
14150000.000000
PA
USD
13856023.990000
0.0858612814
Long
ABS-CBDO
CORP
BM
N
2
2035-04-22
Floating
7.262
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ADB8
34110000.000000
PA
USD
33692834.700000
0.2087835561
Long
DBT
CORP
US
N
2
2054-01-15
Fixed
5.75
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ADD4
9255000.000000
PA
USD
9456573.900000
0.0585993178
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
6.0
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC
87422VAK4
7652000.000000
PA
USD
7996340.000000
0.0495507224
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
8.625
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
87612BBG6
3285000.000000
PA
USD
3178237.500000
0.0196945058
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.0
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
3817000.000000
PA
USD
3874255.000000
0.0240075002
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.875
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
5907000.000000
PA
USD
5707638.750000
0.0353683840
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.5
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
88167AAR2
4195000.000000
PA
USD
4415237.500000
0.0273597931
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.125
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
88167AAS0
3580000.000000
PA
USD
3727675.000000
0.0230991915
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.875
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556DB5
7575000.000000
PA
USD
7587710.850000
0.0470185803
Long
DBT
CORP
US
N
2
2034-01-31
Fixed
5.2
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89115A2U5
3090000.000000
PA
USD
3103877.190000
0.0192337191
Long
DBT
CORP
CA
N
2
2028-07-17
Fixed
5.523
N
N
N
N
N
Towd Point Mortgage Trust 2019-HY3
N/A
TOWD POINT MORTGAGE TRUST 2019-HY3
89177XAA5
3560116.400000
PA
USD
3553065.950000
0.0220171960
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
6.457
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BR7
3100000.000000
PA
USD
3100000.000000
0.0192096934
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BS5
9145000.000000
PA
USD
9145000.000000
0.0566685955
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.875
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BT3
3062000.000000
PA
USD
3115585.000000
0.0193062686
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
7.125
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89788MAG7
6400000.000000
PA
USD
6018054.400000
0.0372919290
Long
DBT
CORP
US
N
2
2028-06-06
Variable
4.123
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AC2
14633000.000000
PA
USD
13202375.490000
0.0818108339
Long
DBT
CORP
CH
N
2
2027-01-30
Variable
1.364
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AK4
7329000.000000
PA
USD
5672470.100000
0.0351504553
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
902613AP3
4085000.000000
PA
USD
3933409.740000
0.0243740629
Long
DBT
CORP
CH
N
2
2028-05-12
Variable
4.751
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AU2
4035000.000000
PA
USD
4008215.670000
0.0248376110
Long
DBT
CORP
CH
N
2
2027-01-12
Variable
5.711
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AV0
13025000.000000
PA
USD
12819543.650000
0.0794385493
Long
DBT
CORP
CH
N
2
2034-01-12
Variable
5.959
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AX6
1285000.000000
PA
USD
1246079.920000
0.0077215526
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613BB3
3670000.000000
PA
USD
3569581.460000
0.0221195372
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
4.55
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613BE7
4910000.000000
PA
USD
5204600.000000
0.0322512162
Long
DBT
CORP
CH
N
2
N/A
Variable
9.25
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613BF4
2250000.000000
PA
USD
2351250.000000
0.0145699328
Long
DBT
CORP
CH
N
2
N/A
Variable
9.25
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG/LONDON
902674ZW3
4755000.000000
PA
USD
4809506.570000
0.0298029505
Long
DBT
CORP
CH
N
2
2028-09-11
Fixed
5.65
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
6284338.410000
0.0389420045
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
4.318
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
902973BC9
2111000.000000
PA
USD
1604360.000000
0.0099416980
Long
DBT
CORP
US
N
2
N/A
Variable
3.7
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJP6
3105000.000000
PA
USD
3195243.720000
0.0197998878
Long
DBT
CORP
US
N
2
2027-10-26
Variable
6.787
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TJ7
344530000.000000
PA
USD
259904818.750000
1.6105457667
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
912810TK4
437190000.000000
PA
USD
363687431.250000
2.2536529166
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
912810TL2
194515000.000000
PA
USD
177798867.190000
1.1017618460
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
912810TM0
304955000.000000
PA
USD
277270803.910000
1.7181571378
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
912810TN8
304045000.000000
PA
USD
259435897.660000
1.6076400150
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.625
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TQ1
159815000.000000
PA
USD
142584945.310000
0.8835526066
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.875
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TR9
19899900.000000
PA
USD
16992648.980000
0.1052979280
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.625
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828V80
385690000.000000
PA
USD
383701285.940000
2.3776722753
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.25
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828Z78
308150000.000000
PA
USD
281716507.810000
1.7457057213
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.5
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAE1
440715000.000000
PA
USD
345754689.840000
2.1425295411
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.625
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBB6
280185000.000000
PA
USD
241309331.250000
1.4953155689
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.625
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CDY4
120165000.000000
PA
USD
99718174.220000
0.6179211456
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.875
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CEW7
234665000.000000
PA
USD
225791729.690000
1.3991580309
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.25
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CFM8
228435000.000000
PA
USD
226293421.880000
1.4022668545
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
91282CFU0
7870000.000000
PA
USD
7797448.440000
0.0483182560
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
91282CFV8
298680000.000000
PA
USD
293266425.000000
1.8172768077
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.125
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CFY2
115930000.000000
PA
USD
112904951.560000
0.6996353229
Long
DBT
UST
US
N
2
2029-11-30
Fixed
3.875
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CFZ9
212795000.000000
PA
USD
208904841.410000
1.2945154676
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.875
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CHH7
158200000.000000
PA
USD
156618000.000000
0.9705108898
Long
DBT
UST
US
N
2
2026-06-15
Fixed
4.125
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND - WHEN ISSUED
91282CHW4
197545000.000000
PA
USD
194736157.030000
1.2067167313
Long
DBT
UST
US
N
2
2030-08-31
Fixed
4.25
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CHY0
737622200.000000
PA
USD
740157776.310000
4.5865173993
Long
DBT
UST
US
N
2
2026-09-15
Fixed
4.625
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CJC6
346295000.000000
PA
USD
347593606.250000
2.1539247090
Long
DBT
UST
US
N
2
2026-10-15
Fixed
4.625
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PES7
28585000.000000
PA
USD
30408494.320000
0.1884315652
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.875
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PEV0
16060000.000000
PA
USD
15367476.740000
0.0952272633
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
4.5
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PEW8
48420000.000000
PA
USD
45413360.100000
0.2814118461
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.05
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204BC1
9995000.000000
PA
USD
8086384.790000
0.0501087008
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
2.95
N
N
N
N
N
VNDO Trust 2016-350P
N/A
VNDO TRUST 2016-350P
91831UAF4
8849000.000000
PA
USD
7809961.040000
0.0483957926
Long
ABS-MBS
CORP
US
N
2
2035-01-10
Variable
4.033
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU PASS LLC
92328MAC7
2855000.000000
PA
USD
2319687.500000
0.0143743502
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.875
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU PASS LLC
92328MAE3
6170000.000000
PA
USD
6062025.000000
0.0375644005
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.25
N
N
N
N
N
N
Venture Global LNG Inc
54930011XLBUWMQUC829
VENTURE GLOBAL LNG INC
92332YAB7
16155000.000000
PA
USD
15872287.500000
0.0983554117
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.375
N
N
N
N
N
N
Venture Global LNG Inc
54930011XLBUWMQUC829
VENTURE GLOBAL LNG INC
92332YAC5
15710000.000000
PA
USD
16200937.500000
0.1003919490
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.5
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
VERIZON MASTER TRUST
92348KBK8
9270000.000000
PA
USD
9116771.540000
0.0564936729
Long
ABS-O
CORP
US
N
2
2029-01-22
Fixed
4.98
N
N
N
N
N
N
Verus Securitization Trust 2019-INV2
N/A
VERUS SECURITIZATION TRUST 2019-INV2
92537HAC5
2650514.850000
PA
USD
2559944.370000
0.0158631440
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
4.219
N
N
N
N
N
N
Verus Securitization Trust 2019-INV3
N/A
VERUS SECURITIZATION TRUST 2019-INV3
92537MAE0
3599924.270000
PA
USD
3481466.240000
0.0215735158
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
4.1
N
N
N
N
N
N
Verus Securitization Trust 2020-INV1
N/A
VERUS SECURITIZATION TRUST 2020-INV1
92537TAA3
347265.400000
PA
USD
342501.130000
0.0021223683
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
1.977
N
N
N
N
N
N
Verus Securitization Trust 2022-1
N/A
VERUS SECURITIZATION TRUST 2022-1
92538WAA5
5501417.080000
PA
USD
4777778.280000
0.0296063406
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.724
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VIATRIS INC
92556VAE6
12713000.000000
PA
USD
8727194.810000
0.0540795924
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VIATRIS INC
92556VAF3
8520000.000000
PA
USD
5471731.440000
0.0339065430
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.0
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP
92735LAA0
3660000.000000
PA
USD
3650850.000000
0.0226231320
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75
N
N
N
N
N
N
Vista Point Securitization Trust 2020-2
N/A
VISTA POINT SECURITIZATION TRUST 2020-2
92838TAA9
1944504.080000
PA
USD
1745766.430000
0.0108179477
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.475
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
VISTRA CORP
92840MAB8
16305000.000000
PA
USD
15938137.500000
0.0987634627
Long
DBT
CORP
US
N
2
N/A
Variable
8.0
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC
92840VAL6
17905000.000000
PA
USD
17594366.160000
0.1090265739
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
92840VAP7
11850000.000000
PA
USD
12116625.000000
0.0750827907
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
7.75
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC
92840VAQ5
7385000.000000
PA
USD
7536340.810000
0.0467002568
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
6.95
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668AU6
13610000.000000
PA
USD
13072949.400000
0.0810088224
Long
DBT
CORP
US
N
2
2028-11-13
Fixed
4.75
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668BB7
15868000.000000
PA
USD
14854098.270000
0.0920460236
Long
DBT
CORP
US
N
2
2026-09-26
Fixed
3.2
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
94974BGL8
11990000.000000
PA
USD
11511371.190000
0.0713322293
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.3
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
5863176.310000
0.0363321997
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Variable
4.121
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2F9
5050000.000000
PA
USD
4759160.400000
0.0294909716
Long
DBT
CORP
US
N
2
2027-06-17
Variable
3.196
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2G7
55162000.000000
PA
USD
47147623.340000
0.2921585123
Long
DBT
CORP
US
N
2
2030-10-30
Variable
2.879
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2J1
54180000.000000
PA
USD
45327150.540000
0.2808776335
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
95000U2L6
16431000.000000
PA
USD
15234116.670000
0.0944008743
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
95000U2S1
32245000.000000
PA
USD
28814196.490000
0.1785522192
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
95000U3H4
15070000.000000
PA
USD
15750726.970000
0.0976021405
Long
DBT
CORP
US
N
2
2034-10-23
Variable
6.491
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
4903419.450000
0.0303848981
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
4.025
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP
958254AH7
3365000.000000
PA
USD
3196750.000000
0.0198092217
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.5
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE
969457BY5
29960000.000000
PA
USD
24617083.400000
0.1525440723
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.6
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE
96949LAD7
10751000.000000
PA
USD
10192507.050000
0.0631596565
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75
N
N
N
N
N
N
Worldwide Plaza Trust 2017-WWP
N/A
WORLDWIDE PLAZA TRUST 2017-WWP
98162JAA4
24455154.000000
PA
USD
18669617.250000
0.1156895558
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Fixed
3.526
N
N
N
N
N
N
Yum Brands Inc
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498AR2
4970000.000000
PA
USD
4684225.000000
0.0290266213
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
5.375
N
N
N
N
N
N
ZF North America Capital Inc
529900JYGMS9CW9IQX78
ZF NORTH AMERICA CAPITAL INC
98877DAD7
3380000.000000
PA
USD
3413800.000000
0.0211542101
Long
DBT
CORP
US
N
2
2028-04-14
Fixed
6.875
N
N
N
N
N
N
ZF North America Capital Inc
529900JYGMS9CW9IQX78
ZF NORTH AMERICA CAPITAL INC
98877DAE5
2765000.000000
PA
USD
2827212.500000
0.0175193178
Long
DBT
CORP
US
N
2
2030-04-14
Fixed
7.125
N
N
N
N
N
N
US 10YR FUT OPTN Jan24P 110
254900HROIFWPRGM1V77
TYF4P 110 PIT
000000000
5524.000000
NC
USD
5178750.000000
0.0320910321
N/A
DIR
CORP
US
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Put
Purchased
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
US 10YR FUT OPTN Jan24P 110
254900HROIFWPRGM1V77
TYH4 UST 10YR FUT MAR 24
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
Long
US 10YR FUT OPTN Jan24P 110
TYH4 UST 10YR FUT MAR 24
2024-03-19
N/A
USD
100000.000000
110
USD
2023-12-22
XXXX
250264.820000
N
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
WESTLAKE CORP
AZ5984929
11421000.000000
PA
10694544.570000
0.0662706200
Long
DBT
CORP
US
N
2
2029-07-17
Fixed
1.625
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
AV1834432
7605000.000000
PA
8585406.220000
0.0532009745
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.625
N
N
N
N
N
N
Lamar Media Corp
N/A
LAMAR MEDIA CORP
513076BB4
14435000.000000
PA
USD
14351998.750000
0.0889346759
Long
LON
CORP
US
N
2
2027-02-05
Floating
6.94835
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
MILEAGE PLUS HOLDINGS IN
59921PAB2
2110065.792000
PA
USD
2172565.940000
0.0134626857
Long
LON
CORP
US
N
2
2027-06-21
Floating
10.79785
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VAX8
3483490.651000
PA
USD
3432562.020000
0.0212704722
Long
LON
CORP
US
N
2
2026-12-23
Floating
8.71283
N
N
N
N
N
N
UFC Holdings LLC
549300JEOTH7UMZ3C491
UFC HOLDINGS LLC
90266UAJ2
11147033.040000
PA
USD
11159740.660000
0.0691532891
Long
LON
CORP
US
N
2
2026-04-29
Floating
8.3991
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VAZ3
7435000.000000
PA
USD
6657001.600000
0.0412512773
Long
LON
CORP
US
N
2
2028-01-31
Floating
10.71283
N
N
N
N
N
N
Charter Next Generation Inc
549300KRNU8RNVGYXG75
CHARTER NEXT GENERATION
16125TAJ1
8542874.568000
PA
USD
8503748.200000
0.0526949663
Long
LON
CORP
US
N
2
2027-12-01
Floating
9.21283
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER LP
58503UAC7
7878164.557000
PA
USD
7877140.400000
0.0488120812
Long
LON
CORP
US
N
2
2028-10-23
Floating
8.46283
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VBA7
3580000.000000
PA
USD
3161140.000000
0.0195885581
Long
LON
CORP
US
N
2
2029-01-20
Floating
10.71283
N
N
N
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK INC
66877AAC2
4600750.000000
PA
USD
4582347.000000
0.0283953164
Long
LON
CORP
US
N
2
2027-09-10
Floating
6.94835
N
N
N
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
ASCEND LEARNING LLC
04349HAK0
6054179.845000
PA
USD
5908697.900000
0.0366142822
Long
LON
CORP
US
N
2
2028-12-11
Floating
8.94835
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG INC
90385KAJ0
5525000.000000
PA
USD
5521574.500000
0.0342154042
Long
LON
CORP
US
N
2
2027-05-03
Floating
10.76429
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG INC
90385KAK7
15825575.441000
PA
USD
15825575.440000
0.0980659522
Long
LON
CORP
US
N
2
2026-05-04
Floating
8.76429
N
N
N
N
N
N
AthenaHealth Group Inc
254900AA3KZN4Q7A5Z33
ATHENAHEALTH GROUP INC
04686RAB9
5016658.468000
PA
USD
4919134.630000
0.0304822800
Long
LON
CORP
US
N
2
2029-02-15
Floating
8.59835
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD
44332EAV8
699712.500000
PA
USD
701531.750000
0.0043471645
Long
LON
CORP
US
N
2
2029-11-10
Floating
9.36908
N
N
N
N
N
N
Applied Systems Inc
549300NSKGF0SY5SWQ62
APPLIED SYSTEMS INC
03827FBB6
21785525.349000
PA
USD
21853714.040000
0.1354203697
Long
LON
CORP
US
N
2
2026-09-18
Floating
9.89008
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
89364MBU7
89325.000000
PA
USD
89366.980000
0.0005537782
Long
LON
CORP
US
N
2
2027-02-22
Floating
8.64008
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VBC3
8479492.256000
PA
USD
8331101.140000
0.0516251285
Long
LON
CORP
US
N
2
2028-08-19
Floating
9.69835
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD
44332EAW6
14930121.792000
PA
USD
14985512.540000
0.0928603552
Long
LON
CORP
US
N
2
2030-06-20
Floating
9.66193
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
CITADEL SECURITIES LP
17288YAK8
45660562.500000
PA
USD
45635905.800000
0.2827908896
Long
LON
CORP
US
N
2
2030-07-29
Floating
7.96283
N
N
N
N
N
N
Epicor Software Corp
JGNXVGGGXR4O1L5I7S73
EPICOR SOFTWARE CORP
29426NAT1
530000.000000
PA
USD
532983.900000
0.0033027282
Long
LON
CORP
US
N
2
2027-07-30
Floating
9.09835
N
N
N
N
N
N
GTCR W Merger Sub LLC
N/A
GTCR W MERGER SUB
92943EAB2
7935000.000000
PA
USD
7925081.250000
0.0491091551
Long
LON
CORP
US
N
2
2030-09-21
Floating
0.0
N
N
N
N
N
N
Delta 2 Lux Sarl
549300BBG8Z3D6QSYP53
DELTA 2 LUX SARL
000000000
8755000.000000
PA
USD
8757714.050000
0.0542687102
Long
LON
CORP
LU
N
2
2030-01-15
Floating
7.59835
N
N
N
N
N
N
Hilton Domestic Operating Co Inc
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATIN
43289DAL7
26840000.000000
PA
USD
26812086.400000
0.1661457931
Long
LON
CORP
US
N
2
2028-06-21
Floating
7.19289
N
N
N
N
N
N
Hilton Domestic Operating Co Inc
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATIN
43289DAK9
26840000.000000
PA
USD
26854493.600000
0.1664085768
Long
LON
CORP
US
N
2
2030-11-08
Floating
7.44289
N
N
N
N
N
N
Banca Transilvania SA
549300RG3H390KEL8896
BANCA TRANSILVANIA SA
ZK2917159
12795000.000000
PA
14553935.390000
0.0901860117
Long
DBT
CORP
RO
N
2
2027-04-27
Variable
8.875
N
N
N
N
N
N
Bulgaria Government International Bond
529900PG0XCL4LICL838
BULGARIA GOVERNMENT INTERNATIONAL BOND
ZH9728507
12065000.000000
PA
13332055.150000
0.0826144166
Long
DBT
NUSS
BG
N
2
2031-05-13
Fixed
4.375
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CAD/USD FWD 20240119 CIBCCATT
000000000
1.000000
NC
USD
-2157276.610000
-0.0133679427
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
-143486200.000000
CAD
103669343.040000
USD
2024-01-19
-2157276.610000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
CAD/USD FWD 20240119 BOFAUS6N
000000000
1.000000
NC
USD
-414357.590000
-0.0025676394
N/A
DFE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-36059400.000000
CAD
26180843.960000
USD
2024-01-19
-414357.590000
N
N
N
N/A
N/A
US 5YR NOTE (CBT) MAR24
000000000
26157.000000
NC
USD
20401152.150000
0.1264193153
N/A
DIR
CORP
US
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Long
United States Treasury Note/Bond
US TREASURY N/B
2024-03-28
2774515102.770000
USD
20401152.150000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/EUR FWD 20240223 UBSWGB2L
000000000
1.000000
NC
USD
-78303.390000
-0.0004852207
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-56821435.210000
EUR
62002413.670000
USD
2024-02-23
-78303.390000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
PHP/USD FWD 20231207 UBSWGB2L
000000000
1.000000
NC
USD
-1027062.900000
-0.0063643753
N/A
DFE
CORP
PH
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-2220320460.000000
PHP
38984862.360000
USD
2023-12-07
-1027062.900000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
THB/USD FWD 20231208 MSLNGB2X
000000000
1.000000
NC
USD
-1096864.120000
-0.0067969108
N/A
DFE
CORP
TH
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-1408350000.000000
THB
38967841.260000
USD
2023-12-08
-1096864.120000
N
N
N
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
USD/KRW FWD 20240117 SCBLGB2L
000000000
1.000000
NC
USD
338841.540000
0.0020996910
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
-82082132.600000
USD
106869295000.000000
KRW
2024-01-17
338841.540000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
JPY/USD FWD 20240119 GSILGB2X
000000000
1.000000
NC
USD
-240823.990000
-0.0014923081
N/A
DFE
CORP
JP
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-7681413448.000000
JPY
51995244.440000
USD
2024-01-19
-240823.990000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
KRW/USD FWD 20240117 CITIGB2L
000000000
1.000000
NC
USD
-911677.920000
-0.0056493720
N/A
DFE
CORP
KR
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-53507705000.000000
KRW
40355153.400000
USD
2024-01-17
-911677.920000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BARCLAYS BANK PLC SNR OPCO CDS 06/20/2024
000000000
1.000000
NC
29961.070000
0.0001856590
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
BARCLAYS BANK PLC
Y
Default Event
2024-06-20
27456.970000
USD
0.000000
USD
5777500.000000
EUR
2504.100000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CMBX AAA CDSI S15 11/18/2064 MSLN
000000000
1.000000
NC
USD
3896759.160000
0.0241469512
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
Markit CMBX NA AAA
Y
Default Event
2064-11-18
4158805.360000
USD
0.000000
USD
-157660000.000000
USD
-262046.200000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CMBX AAA CDSI S15 11/18/2064 MSLN
000000000
1.000000
NC
USD
4519113.560000
0.0280034793
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
Markit CMBX NA AAA
Y
Default Event
2064-11-18
4847994.330000
USD
0.000000
USD
-182840000.000000
USD
-328880.770000
N
N
N
N/A
N/A
ICE_CDX IG CDSI S41 5Y 12/20/2028 GSIL
000000000
1.000000
NC
USD
13480046.310000
0.0835314698
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
N/A
MARKIT CDX NA IG
Y
Default Event
2028-12-20
8699822.610000
USD
0.000000
USD
717301000.000000
USD
4780223.700000
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
ICE_MEXICO CDS 12/20/2028 BARC
000000000
1.000000
NC
USD
211355.270000
0.0013097000
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mexico Government International Bond
UNITED MEXICAN STATES
Y
Default Event
2028-12-20
0.000000
USD
-1000006.290000
USD
96396000.000000
USD
1211361.560000
N
N
N
N/A
N/A
ICE_CDX HY CDSI S41 5Y 12/20/2028 BNPA
000000000
1.000000
NC
USD
5720960.380000
0.0354509338
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
N/A
MARKIT CDX NA HY
Y
Default Event
2028-12-20
94469.310000
USD
0.000000
USD
117174420.000000
USD
5626491.070000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CMBX AAA CDSI S15 11/18/2064 MSLN
000000000
1.000000
NC
USD
1785722.140000
0.0110655403
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
Markit CMBX NA AAA
Y
Default Event
2064-11-18
1930017.890000
USD
0.000000
USD
-72249000.000000
USD
-144295.750000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
FXO_USD_OTC_E_CALL_EUR_USD_K_1.0884_EFF_2023-11-14_MAT_2023-12-14 CHAS
000000000
1.000000
NC
USD
2395964.650000
0.0148470149
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Call
Purchased
JP MORGAN CHASE BANK
7003_FXO_USD_OTC_E_CALL_EUR_USD_K_1.0884_EFF_2023-11-14_MAT_2023-12-14 CHAS
417000000.000000
1.0884
USD
2023-12-14
XXXX
-717357.350000
N
N
N
N/A
N/A
LCH - EUR IRS 11/17/53 PAY FIX CITI
000000000
1.000000
NC
-6150495.280000
-0.0381126221
N/A
DIR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
N/A
7003_EUR-EURIBOR-Reuters
Y
2053-11-17
0.000000
USD
0.000000
USD
-186578000.000000
EUR
-6150495.280000
N
N
N
N/A
N/A
LCH - EUR IRS 11/17/28 REC FIX CITI
000000000
1.000000
NC
6855006.520000
0.0424782495
N/A
DIR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
N/A
7003_EUR-EURIBOR-Reuters
Y
2028-11-17
0.000000
USD
0.000000
USD
802044000.000000
EUR
6855006.520000
N
N
N
N/A
N/A
LCH - EUR IRS 11/20/53 PAY FIX CITI
000000000
1.000000
NC
-4182027.580000
-0.0259146669
N/A
DIR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
N/A
7003_EUR-EURIBOR-Reuters
Y
2053-11-20
0.000000
USD
0.000000
USD
-196893000.000000
EUR
-4182027.580000
N
N
N
N/A
N/A
LCH - EUR IRS 11/20/28 REC FIX CITI
000000000
1.000000
NC
5112028.830000
0.0316775827
N/A
DIR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
N/A
7003_EUR-EURIBOR-Reuters
Y
2028-11-20
0.000000
USD
0.000000
USD
918188000.000000
EUR
5112028.830000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CMBX AAA CDSI S15 11/18/2064 MSLN
000000000
1.000000
NC
USD
595240.720000
0.0036885135
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
Markit CMBX NA AAA
Y
Default Event
2064-11-18
581564.520000
USD
0.000000
USD
-24083000.000000
USD
13676.200000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CMBX AAA CDSI S16 04/17/2065 MSLN
000000000
1.000000
NC
USD
728508.540000
0.0045143309
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
Markit CMBX NA AAA
Y
Default Event
2065-04-17
715398.130000
USD
0.000000
USD
-24083000.000000
USD
13110.410000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
CMBX AAA CDSI S16 04/17/2065 GSIL
000000000
1.000000
NC
USD
87210.480000
0.0005404150
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
Markit CMBX NA AAA
Y
Default Event
2065-04-17
87455.760000
USD
0.000000
USD
-2883000.000000
USD
-245.280000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
CMBX AAA CDSI S15 11/18/2064 GSIL
000000000
1.000000
NC
USD
71256.860000
0.0004415556
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
Markit CMBX NA AAA
Y
Default Event
2064-11-18
73146.620000
USD
0.000000
USD
-2883000.000000
USD
-1889.760000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
PHP/USD FWD 20231207 UBSWGB2L
000000000
1.000000
NC
USD
-1023343.190000
-0.0063413255
N/A
DFE
CORP
PH
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-2229219540.000000
PHP
39148950.510000
USD
2023-12-07
-1023343.190000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CAD/USD FWD 20240119 CITIGB2L
000000000
1.000000
NC
USD
-414357.590000
-0.0025676394
N/A
DFE
CORP
CA
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-36059400.000000
CAD
26180843.960000
USD
2024-01-19
-414357.590000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/PHP FWD 20231207 UBSWGB2L
000000000
1.000000
NC
USD
197192.020000
0.0012219349
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-39975101.680000
USD
2229219540.000000
PHP
2023-12-07
197192.020000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
THB/USD FWD 20231208 CITIGB2L
000000000
1.000000
NC
USD
217546.900000
0.0013480675
N/A
DFE
CORP
TH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-39847158.480000
USD
1408350000.000000
THB
2023-12-08
217546.900000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
USD/JPY FWD 20240119 BOFAUS6N
000000000
1.000000
NC
USD
936999.260000
0.0058062802
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-117888678.840000
USD
17473542500.000000
JPY
2024-01-19
936999.260000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
CAD/USD FWD 20240119 BOFAUS6N
000000000
1.000000
NC
USD
-11509.520000
-0.0000713208
N/A
DFE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-159028532.270000
USD
215605000.000000
CAD
2024-01-19
-11509.520000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/JPY FWD 20240119 SBOSGB2X
000000000
1.000000
NC
USD
-1212862.650000
-0.0075157160
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-11900540000.000000
JPY
79714615.870000
USD
2024-01-19
-1212862.650000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
AUD/USD FWD 20240119 DEUTGB2L
000000000
1.000000
NC
USD
-3886739.110000
-0.0240848602
N/A
DFE
CORP
AU
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-124750000.000000
AUD
78673587.500000
USD
2024-01-19
-3886739.110000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
USD/JPY FWD 20240119 DEUTGB2L
000000000
1.000000
NC
USD
883924.920000
0.0054773957
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-117941753.180000
USD
17473542500.000000
JPY
2024-01-19
883924.920000
N
N
N
N/A
N/A
US 2YR NOTE (CBT) MAR24
000000000
10272.000000
NC
USD
-218324.276022
-0.0013528846
N/A
DIR
CORP
US
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Long
United States Treasury Note/Bond
US TREASURY N/B
2024-03-28
2100441079.413878
USD
-218324.276022
N
N
N
N/A
N/A
US 2YR NOTE (CBT) MAR24
000000000
799.000000
NC
USD
-16982.193978
-0.0001052331
N/A
DIR
CORP
US
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Long
United States Treasury Note/Bond
US TREASURY N/B
2024-03-28
163381271.656122
USD
-16982.193978
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JPY/USD FWD 20240119 CHASGB2L
000000000
1.000000
NC
USD
-85633.760000
-0.0005306446
N/A
DFE
CORP
JP
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-2565720372.000000
JPY
17362085.440000
USD
2024-01-19
-85633.760000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/PHP FWD 20231207 MRMDUS33
000000000
1.000000
NC
USD
181762.750000
0.0011263247
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-39830162.510000
USD
2220320460.000000
PHP
2023-12-07
181762.750000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
KRW/USD FWD 20240117 DEUTGB2L
000000000
1.000000
NC
USD
-1238228.540000
-0.0076729002
N/A
DFE
CORP
KR
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-53361590000.000000
KRW
39915914.280000
USD
2024-01-17
-1238228.540000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/AUD FWD 20240119 CITIGB2L
000000000
1.000000
NC
USD
2739039.110000
0.0169729360
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-79821287.500000
USD
124750000.000000
AUD
2024-01-19
2739039.110000
N
N
N
N/A
N/A
US 10YR ULTRA FUT MAR24
000000000
-2605.000000
NC
USD
443501.250000
0.0027482332
N/A
DIR
CORP
US
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Short
United States Treasury Note/Bond
US TREASURY N/B
2024-03-19
-296151717.400000
USD
443501.250000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
NZD/USD FWD 20240119 BOFAUS6N
000000000
1.000000
NC
USD
1033140.400000
0.0064020356
N/A
DFE
CORP
NZ
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-39993243.490000
USD
66610000.000000
NZD
2024-01-19
1033140.400000
N
N
N
N/A
N/A
US ULTRA BOND CBT MAR24
000000000
-2835.000000
NC
USD
-6604245.900000
-0.0409243673
N/A
DIR
CORP
US
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
United States Treasury Note/Bond
US TREASURY N/B
2024-03-19
-342100754.100000
USD
-6604245.900000
N
N
N
Bulgaria Government International Bond
529900PG0XCL4LICL838
BULGARIA GOVERNMENT INTERNATIONAL BOND
ZH9728515
13651000.000000
PA
15038314.410000
0.0931875512
Long
DBT
NUSS
BG
N
2
2036-05-13
Fixed
4.875
N
N
N
N
N
N
AGL CLO 17 Ltd
N/A
AGL CLO 17 LTD
00120DAA4
22400000.000000
PA
USD
22231982.300000
0.1377643753
Long
ABS-CBDO
CORP
KY
N
2
2035-01-21
Floating
6.742
N
N
N
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES CORP/THE
00130HCH6
3122000.000000
PA
USD
3096140.470000
0.0191857771
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.45
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB GROUP PLC
00135TAD6
5740000.000000
PA
USD
5868231.600000
0.0363635257
Long
DBT
CORP
IE
N
2
2029-09-13
Variable
6.608
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKJ0
24195000.000000
PA
USD
16019751.450000
0.0992691979
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.5
N
N
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd
N/A
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
00253XAA9
2945833.340000
PA
USD
2897963.550000
0.0179577391
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.5
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
3375925.000000
0.0209195110
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.75
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAS8
28417000.000000
PA
USD
25468764.670000
0.1578216646
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.7
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBD0
28471000.000000
PA
USD
26150670.440000
0.1620472132
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.875
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBX6
18145000.000000
PA
USD
16443307.470000
0.1018938370
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.2
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCA5
13104000.000000
PA
USD
11266701.260000
0.0698160892
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCB3
14924000.000000
PA
USD
12563829.100000
0.0778539693
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25
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
29100368.280000
0.1803255329
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
00774MAV7
18780000.000000
PA
USD
17112073.080000
0.1060379603
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
00774MAX3
10508000.000000
PA
USD
8710154.760000
0.0539740007
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.3
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271AJ8
25607000.000000
PA
USD
24398784.920000
0.1511913475
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.95
N
N
N
N
N
N
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
N/A
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
01883LAE3
11570000.000000
PA
USD
11512150.000000
0.0713370554
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.75
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F0204C0
50025000.000000
PA
USD
43683940.050000
0.2706951917
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F0406C6
8025000.000000
PA
USD
7285038.580000
0.0451430185
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
01F0506C5
55185000.000000
PA
USD
53102449.990000
0.3290586394
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F0526C1
26345000.000000
PA
USD
25957803.060000
0.1608520767
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F0606C4
22780000.000000
PA
USD
22843247.990000
0.1415521902
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
01F0626C0
49215000.000000
PA
USD
49991667.820000
0.3097821324
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
6.5
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBN9
11564000.000000
PA
USD
7458780.000000
0.0462196377
Long
DBT
CORP
US
N
2
N/A
Variable
4.7
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBQ2
21065000.000000
PA
USD
19862462.350000
0.1230812295
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
4.75
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA
02154CAF0
9510000.000000
PA
USD
8083500.000000
0.0500908247
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.0
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP
02665WEV9
13860000.000000
PA
USD
14152362.840000
0.0876975970
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.65
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XCC2
3130000.000000
PA
USD
3105539.050000
0.0192440171
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust 2021-1
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1
03063FAE4
11618000.000000
PA
USD
10999018.520000
0.0681573462
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
0.89
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
9507174.040000
0.0589128704
Long
ABS-O
CORP
US
N
2
2026-12-18
Fixed
1.21
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
33974389.550000
0.2105282600
Long
ABS-O
CORP
US
N
2
2028-02-18
Fixed
3.23
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2023-1
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1
03067BAF6
10995000.000000
PA
USD
10868649.860000
0.0673494940
Long
ABS-O
CORP
US
N
2
2028-12-18
Fixed
5.8
N
N
N
N
N
N
AmWINS Group Inc
549300SJE7MUB8NMRG61
AMWINS GROUP INC
031921AB5
5245000.000000
PA
USD
4720500.000000
0.0292514057
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.875
N
N
N
N
N
N
Angel Oak Mortgage Trust 2021-3
N/A
ANGEL OAK MORTGAGE TRUST 2021-3
03465EAA9
7743340.600000
PA
USD
6308452.350000
0.0390914308
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.068
N
N
N
N
N
N
AngloGold Ashanti Holdings PLC
213800745ZIXC4L6A131
ANGLOGOLD ASHANTI HOLDINGS PLC
03512TAF8
3725000.000000
PA
USD
3245406.250000
0.0201107287
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
3.375
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TBV9
22565000.000000
PA
USD
23018601.630000
0.1426387998
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC
035240AT7
18740000.000000
PA
USD
16527499.380000
0.1024155469
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.5
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
AON CORP
037389BE2
3835000.000000
PA
USD
3307691.340000
0.0204966892
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.8
N
N
N
N
N
N
Applebee s Funding LLC / IHOP Funding LLC
N/A
APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC
03789XAF5
15945000.000000
PA
USD
16020244.460000
0.0992722529
Long
ABS-O
CORP
US
N
2
2053-03-05
Fixed
7.824
N
N
N
N
N
N
Austin Fairmont Hotel Trust 2019-FAIR
N/A
AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR
05223HAG7
6970000.000000
PA
USD
6863672.650000
0.0425319507
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Floating
6.62
N
N
N
N
N
N
Avantor Funding Inc
5493003VM0XB4U8YD238
AVANTOR FUNDING INC
05352TAA7
3120000.000000
PA
USD
2913300.000000
0.0180527741
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.625
N
N
N
N
N
N
Aventura Mall Trust
N/A
AVENTURA MALL TRUST
05359AAA1
39170000.000000
PA
USD
36060599.230000
0.2234558240
Long
ABS-MBS
CORP
US
N
2
2040-07-05
Variable
4.249
N
N
N
N
N
N
Axalta Coating Systems Dutch Holding B BV
5493007DMEBZH3CQ5E51
AXALTA COATING SYSTEMS DUTCH HOLDING B BV
05455JAA5
845000.000000
PA
USD
869293.750000
0.0053867311
Long
DBT
CORP
NL
N
2
2031-02-15
Fixed
7.25
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC
054561AJ4
37932000.000000
PA
USD
36067338.740000
0.2234975866
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35
N
N
N
N
N
BBCMS 2019-BWAY Mortgage Trust
N/A
BBCMS 2019-BWAY MORTGAGE TRUST
05492NAG8
10230000.000000
PA
USD
3585595.560000
0.0222187714
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
7.597
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
35289665.270000
0.2186785966
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
6.47
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
054989AC2
8280000.000000
PA
USD
8393527.080000
0.0520119618
Long
DBT
CORP
US
N
2
2043-08-02
Fixed
7.079
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
054989AD0
12780000.000000
PA
USD
12968722.260000
0.0803629607
Long
DBT
CORP
US
N
2
2053-08-02
Fixed
7.081
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBR5
5565000.000000
PA
USD
4860420.920000
0.0301184502
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.259
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTERNATIONAL FINANCE PLC
05530QAN0
9905000.000000
PA
USD
9083380.250000
0.0562867579
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.668
N
N
N
N
N
N
BINOM Securitization Trust 2021-INV1
N/A
BINOM SECURITIZATION TRUST 2021-INV1
05552UAA2
9405169.800000
PA
USD
7879343.710000
0.0488257344
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
2.034
N
N
N
N
N
N
BX Trust 2021-ARIA
N/A
BX TRUST 2021-ARIA
05608RAE5
6815000.000000
PA
USD
6536981.390000
0.0405075510
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.734
N
N
N
N
N
N
BX Commercial Mortgage Trust 2022-CSMO
N/A
BX COMMERCIAL MORTGAGE TRUST 2022-CSMO
05610MAC6
8275000.000000
PA
USD
8259423.140000
0.0511809632
Long
ABS-MBS
CORP
US
N
2
2027-06-15
Floating
8.464
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498AY2
3015000.000000
PA
USD
3071531.250000
0.0190332818
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.875
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS AND ELECTRIC CO
059165EQ9
7960000.000000
PA
USD
7681670.640000
0.0476008186
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.4
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZCAYA ARGENTARIA SA
05946KAK7
9800000.000000
PA
USD
9757605.200000
0.0604647110
Long
DBT
CORP
ES
N
2
2026-09-14
Variable
5.862
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05964HAV7
8800000.000000
PA
USD
8753122.400000
0.0542402572
Long
DBT
CORP
ES
N
2
2033-08-08
Fixed
6.921
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GFU8
12308000.000000
PA
USD
11997641.470000
0.0743454884
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHD4
23153000.000000
PA
USD
21151585.220000
0.1310695054
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
06051GHM4
38939000.000000
PA
USD
36545224.980000
0.2264588924
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
06051GHT9
11110000.000000
PA
USD
10572531.530000
0.0655145448
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
06051GHZ5
23595000.000000
PA
USD
19489989.090000
0.1207731337
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
06051GJB6
39880000.000000
PA
USD
32950570.840000
0.2041839879
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
06051GJF7
72021000.000000
PA
USD
55974145.030000
0.3468536011
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
06051GKA6
13098000.000000
PA
USD
10263501.110000
0.0635995837
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
06051GLS6
33445000.000000
PA
USD
33766540.230000
0.2092402853
Long
DBT
CORP
US
N
2
2029-09-15
Variable
5.819
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368LWU6
3185000.000000
PA
USD
3225662.900000
0.0199883856
Long
DBT
CORP
CA
N
2
2028-09-25
Fixed
5.717
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP/THE
06406RBT3
15925000.000000
PA
USD
16476371.280000
0.1020987227
Long
DBT
CORP
US
N
2
2029-10-25
Variable
6.317
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP/THE
06406RBU0
18245000.000000
PA
USD
19295182.200000
0.1195659787
Long
DBT
CORP
US
N
2
2034-10-25
Variable
6.474
N
N
N
N
N
N
BANK 2017-BNK8
N/A
BANK 2017-BNK8
06650AAH0
2705000.000000
PA
USD
2373993.480000
0.0147108667
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.731
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738ECG8
12050000.000000
PA
USD
11845656.100000
0.0734036844
Long
DBT
CORP
GB
N
2
2034-05-09
Variable
6.224
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738ECJ2
6325000.000000
PA
USD
6383670.700000
0.0395575345
Long
DBT
CORP
GB
N
2
2027-09-13
Fixed
6.496
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738ECL7
25860000.000000
PA
USD
26279113.020000
0.1628431302
Long
DBT
CORP
GB
N
2
2034-09-13
Variable
6.692
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738ECN3
12830000.000000
PA
USD
12926225.000000
0.0800996190
Long
DBT
CORP
GB
N
2
N/A
Variable
9.625
N
N
N
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
BAYER US FINANCE LLC
07274EAH6
3275000.000000
PA
USD
3282905.850000
0.0203431015
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
6.125
N
N
N
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
BAYER US FINANCE LLC
07274EAJ2
4441000.000000
PA
USD
4456325.890000
0.0276144045
Long
DBT
CORP
US
N
2
2029-01-21
Fixed
6.25
N
N
N
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON & CO
075887BW8
16974000.000000
PA
USD
16122278.630000
0.0999045255
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.7
N
N
N
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON & CO
075887CJ6
10563000.000000
PA
USD
9099929.430000
0.0563893078
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.823
N
N
N
N
N
N
Bimbo Bakeries USA Inc
549300HOXXHHT7926W92
BIMBO BAKERIES USA INC
09031WAD5
3390000.000000
PA
USD
3609926.250000
0.0223695408
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.4
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELINES LP
096630AE8
11500000.000000
PA
USD
11562042.500000
0.0716462230
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
096630AF5
17539000.000000
PA
USD
16843578.650000
0.1043741875
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELINES LP
096630AH1
15531000.000000
PA
USD
13436908.680000
0.0832641599
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.4
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023CU7
8010000.000000
PA
USD
7933648.680000
0.0491622447
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023CW3
12690000.000000
PA
USD
12381176.160000
0.0767221283
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.805
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023DB8
3405000.000000
PA
USD
3161174.760000
0.0195887735
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25
N
N
N
N
N
N
Booz Allen Hamilton Inc
549300D7XCH2480XU542
BOOZ ALLEN HAMILTON INC
09951LAC7
7290000.000000
PA
USD
7408462.500000
0.0459078365
Long
DBT
CORP
US
N
2
2033-08-04
Fixed
5.95
N
N
N
N
N
N
Boston Gas Co
FN7P4E7K9JOBORDEUX61
BOSTON GAS CO
100743AN3
5860000.000000
PA
USD
5745448.720000
0.0356026801
Long
DBT
CORP
US
N
2
2053-07-20
Fixed
6.119
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAC7
55609000.000000
PA
USD
53080569.990000
0.3289230562
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.125
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAE3
30217000.000000
PA
USD
28352701.750000
0.1756924862
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
11120VAJ2
1984000.000000
PA
USD
1782064.510000
0.0110428751
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05
N
N
N
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
N/A
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD
11134LAH2
3320000.000000
PA
USD
3184378.000000
0.0197325565
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.875
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
7940625.000000
0.0492054747
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.375
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP
1248EPCT8
2600000.000000
PA
USD
2600000.000000
0.0161113557
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.375
N
N
N
N
N
N
CBRE Services Inc
549300CTE3HOMEUMM603
CBRE SERVICES INC
12505BAG5
16260000.000000
PA
USD
16142684.100000
0.1000309716
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.95
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
7404303.520000
0.0458820646
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.267
N
N
N
N
N
N
CIFC Funding 2021-III Ltd
N/A
CIFC FUNDING 2021-III LTD
12564DAA2
30055000.000000
PA
USD
29943610.760000
0.1855508327
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
6.795
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GROUP INC
12621EAK9
9713000.000000
PA
USD
9615870.000000
0.0595864240
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CX6
3265000.000000
PA
USD
3153059.480000
0.0195384858
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.3
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CZ1
37769000.000000
PA
USD
33021096.780000
0.2046210143
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DG2
3560000.000000
PA
USD
3201301.520000
0.0198374260
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
126650DV9
16520000.000000
PA
USD
15598184.000000
0.0966568813
Long
DBT
CORP
US
N
2
2053-02-21
Fixed
5.625
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DZ0
9060000.000000
PA
USD
8800956.480000
0.0545366695
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.875
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
CAESARS ENTERTAINMENT INC
12769GAB6
5700000.000000
PA
USD
5692875.000000
0.0352768978
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.0
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
12803RAA2
18645000.000000
PA
USD
18490321.080000
0.1145785156
Long
DBT
CORP
ES
N
2
2029-01-18
Variable
6.208
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
12803RAB0
16185000.000000
PA
USD
16317911.220000
0.1011167972
Long
DBT
CORP
ES
N
2
2027-09-13
Variable
6.684
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
12803RAC8
19295000.000000
PA
USD
19376405.610000
0.1200692938
Long
DBT
CORP
ES
N
2
2034-09-13
Variable
6.84
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HBN4
23993000.000000
PA
USD
22286161.970000
0.1381001091
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
3.75
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCE3
15364000.000000
PA
USD
14175149.040000
0.0878387957
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.65
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCN3
9245000.000000
PA
USD
7895211.510000
0.0489240620
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
14040HCV5
3340000.000000
PA
USD
3126059.640000
0.0193711765
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
14040HCY9
17000000.000000
PA
USD
15872475.000000
0.0983565735
Long
DBT
CORP
US
N
2
2034-02-01
Variable
5.817
N
N
N
N
N
N
CarMax Auto Owner Trust 2022-1
N/A
CARMAX AUTO OWNER TRUST 2022-1
14317CAF9
11975000.000000
PA
USD
11017300.570000
0.0682706341
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
2.2
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
28903050.000000
0.1791028156
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
6.714
N
N
N
N
N
N
Carmax Auto Owner Trust 2023-3
N/A
CARMAX AUTO OWNER TRUST 2023-3
14319BAE2
8750000.000000
PA
USD
8642958.630000
0.0535576081
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
5.47
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BS0
9445000.000000
PA
USD
10058925.000000
0.0623318919
Long
DBT
CORP
PA
N
2
2030-06-01
Fixed
10.5
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BW1
5185000.000000
PA
USD
5262775.000000
0.0326117078
Long
DBT
CORP
PA
N
2
2029-08-15
Fixed
7.0
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAP9
3500000.000000
PA
USD
3205821.500000
0.0198654349
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.493
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAT1
4495000.000000
PA
USD
4523008.350000
0.0280276141
Long
DBT
CORP
US
N
2
2025-11-30
Fixed
5.8
N
N
N
N
N
N
Carvana Auto Receivables Trust 2022-N1
N/A
CARVANA AUTO RECEIVABLES TRUST 2022-N1
14686GAD8
3109194.580000
PA
USD
3029872.500000
0.0187751360
Long
ABS-O
CORP
US
N
2
2028-12-11
Fixed
3.32
N
N
N
N
N
N
Carvana Auto Receivables Trust 2023-N3
N/A
CARVANA AUTO RECEIVABLES TRUST 2023-N3
14686RAA0
3048244.420000
PA
USD
3053554.770000
0.0189218874
Long
ABS-O
CORP
US
N
2
2027-09-10
Fixed
6.41
N
N
N
N
N
N
Carvana Auto Receivables Trust 2022-P1
N/A
CARVANA AUTO RECEIVABLES TRUST 2022-P1
14688DAF8
13955000.000000
PA
USD
12684952.660000
0.0786045326
Long
ABS-O
CORP
US
N
2
2028-04-10
Fixed
3.3
N
N
N
N
N
N
Cedar Funding XIV CLO Ltd
N/A
CEDAR FUNDING XIV CLO LTD
15034AAA3
9385000.000000
PA
USD
9371778.040000
0.0580738654
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
6.755
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS LLC
15089QAL8
2508000.000000
PA
USD
2512286.170000
0.0155678216
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS LLC
15089QAM6
3120000.000000
PA
USD
3141515.520000
0.0194669516
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.165
N
N
N
N
N
N
Celulosa Arauco y Constitucion SA
549300QEKV8G0AMNQD28
CELULOSA ARAUCO Y CONSTITUCION SA
151191BB8
13972000.000000
PA
USD
12775090.020000
0.0791630846
Long
DBT
CORP
CL
N
2
2027-11-02
Fixed
3.875
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAR2
3340000.000000
PA
USD
3160475.000000
0.0195844373
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAT8
25425000.000000
PA
USD
23677031.250000
0.1467188744
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.625
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAV3
9455000.000000
PA
USD
8178575.000000
0.0506799736
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.375
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAW1
8330000.000000
PA
USD
6950468.700000
0.0430697976
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.0
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAX9
23230000.000000
PA
USD
18465201.780000
0.1144228595
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.5
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
2847862.500000
0.0176472792
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25
N
N
N
N
N
N
Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc
N/A
CENTRAL PARENT LLC / CDK GLOBAL II LLC / CDK FINANCING CO INC
154915AA0
4350000.000000
PA
USD
4453312.500000
0.0275957315
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
8.0
N
N
N
N
N
N
Charles River Laboratories International Inc
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTERNATIONAL INC
159864AE7
3465000.000000
PA
USD
3200793.750000
0.0198342795
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25
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
5900000.000000
PA
USD
5469252.800000
0.0338911837
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.484
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175BJ2
5125000.000000
PA
USD
4753550.250000
0.0294562073
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175BN3
5150000.000000
PA
USD
4343190.700000
0.0269133425
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75
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
5967605.070000
0.0369793108
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
161175CP7
19440000.000000
PA
USD
19854013.680000
0.1230288759
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.65
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC
16411RAK5
3415000.000000
PA
USD
3252787.500000
0.0201564679
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.625
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HOLDINGS LLC
16412XAG0
10066000.000000
PA
USD
9977922.500000
0.0618299457
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.125
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
CHURCHILL DOWNS INC
171484AJ7
4845000.000000
PA
USD
4760212.500000
0.0294974911
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
6.75
N
N
N
N
N
N
Citigroup Mortgage Loan Trust 2022-INV1
N/A
CITIGROUP MORTGAGE LOAN TRUST 2022-INV1
17290FBL2
7499492.920000
PA
USD
5907020.600000
0.0366038886
Long
ABS-MBS
CORP
US
N
2
2051-11-27
Variable
3.0
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KA8
5040000.000000
PA
USD
4826152.800000
0.0299061018
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MQ1
12300000.000000
PA
USD
11864653.800000
0.0735214070
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.106
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MY4
10603000.000000
PA
USD
8481774.420000
0.0525588019
Long
DBT
CORP
US
N
2
2032-05-01
Variable
2.561
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NG2
20740000.000000
PA
USD
19238672.880000
0.1192158087
Long
DBT
CORP
US
N
2
2028-02-24
Variable
3.07
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NS6
4855000.000000
PA
USD
4718778.410000
0.0292407375
Long
DBT
CORP
US
N
2
2028-05-24
Variable
4.658
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NX5
22322000.000000
PA
USD
22250145.480000
0.1378769266
Long
DBT
CORP
US
N
2
2026-09-29
Variable
5.61
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17327CAR4
13825000.000000
PA
USD
13725971.530000
0.0850553885
Long
DBT
CORP
US
N
2
2034-05-25
Variable
6.174
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
6947162.400000
0.0430493095
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
3.917
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
6441916.930000
0.0399184674
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Fixed
3.031
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2020-555
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-555
17328EAG3
5500000.000000
PA
USD
4112312.600000
0.0254826659
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Fixed
3.233
N
N
N
N
N
N
Clarios Global LP / Clarios US Finance Co
N/A
CLARIOS GLOBAL LP / CLARIOS US FINANCE CO
18060TAC9
4857000.000000
PA
USD
4881285.000000
0.0302477381
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75
N
N
N
N
N
N
Cold Storage Trust 2020-ICE5
N/A
COLD STORAGE TRUST 2020-ICE5
193051AJ8
11083218.150000
PA
USD
10929869.640000
0.0677288531
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
6.736
N
N
N
N
N
N
Columbia Pipelines Holding Co LLC
N/A
COLUMBIA PIPELINES HOLDING CO LLC
19828AAB3
11205000.000000
PA
USD
11308590.230000
0.0700756616
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.042
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JPY/USD FWD 20240119 CHASGB2L
000000000
1.000000
NC
USD
-419609.840000
-0.0026001859
N/A
DFE
CORP
JP
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-12799411180.000000
JPY
86620480.210000
USD
2024-01-19
-419609.840000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCY5
23223000.000000
PA
USD
17598621.630000
0.1090529437
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25
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
19548035.800000
0.1211328303
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
7.228
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871XAD1
3425000.000000
PA
USD
3205138.980000
0.0198612055
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
3.65
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871XAH2
3640000.000000
PA
USD
3190452.720000
0.0197701995
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
3.9
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H0206C4
14980000.000000
PA
USD
12085817.110000
0.0748918842
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
2.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H0426C8
10305000.000000
PA
USD
9745009.610000
0.0603866602
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
21H0506C1
19225000.000000
PA
USD
18673533.570000
0.1157138240
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H0526C7
81265000.000000
PA
USD
80666915.600000
0.4998666822
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
21H0606C0
19170000.000000
PA
USD
19307349.020000
0.1196413725
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
21H0626C6
1340000.000000
PA
USD
1362664.840000
0.0084439915
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
6.5
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
225401AQ1
15135000.000000
PA
USD
14205816.950000
0.0880288348
Long
DBT
CORP
CH
N
2
2026-06-05
Variable
2.193
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
225401AT5
16210000.000000
PA
USD
14563761.030000
0.0902468980
Long
DBT
CORP
CH
N
2
2027-02-02
Variable
1.305
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
225401BG2
12855000.000000
PA
USD
12975129.980000
0.0804026673
Long
DBT
CORP
CH
N
2
2034-09-22
Variable
6.301
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
CREDIT SUISSE AG/NEW YORK NY
22550L2M2
4460000.000000
PA
USD
4761750.220000
0.0295070199
Long
DBT
CORP
CH
N
2
2028-02-15
Fixed
7.5
N
N
N
N
N
N
Crown Castle Towers LLC
N/A
CROWN CASTLE TOWERS LLC
22822RBD1
50986000.000000
PA
USD
49145077.560000
0.3045360875
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.663
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VAK7
3445000.000000
PA
USD
3222173.960000
0.0199667657
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.8
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VBB6
16000000.000000
PA
USD
15442688.000000
0.0956933231
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.8
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331BJ5
3220000.000000
PA
USD
3164493.640000
0.0196093395
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.875
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
233853AQ3
3425000.000000
PA
USD
3373344.150000
0.0209035183
Long
DBT
CORP
US
N
2
2028-01-19
Fixed
5.125
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAV3
21957000.000000
PA
USD
21218761.750000
0.1314857765
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
23636ABD2
12760000.000000
PA
USD
12642289.000000
0.0783401598
Long
DBT
CORP
DK
N
2
2025-03-28
Variable
3.773
N
N
N
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
DARLING INGREDIENTS INC
237266AJ0
5145000.000000
PA
USD
4952062.500000
0.0306863233
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.0
N
N
N
N
N
Dell Equipment Finance Trust 2023-3
N/A
DELL EQUIPMENT FINANCE TRUST 2023-3
24702EAC4
14765000.000000
PA
USD
14861100.960000
0.0920894170
Long
ABS-O
CORP
US
N
2
2029-04-23
Fixed
5.93
N
N
N
N
N
N
Dell Equipment Finance Trust 2023-3
N/A
DELL EQUIPMENT FINANCE TRUST 2023-3
24702EAE0
4328000.000000
PA
USD
4361262.410000
0.0270253270
Long
ABS-O
CORP
US
N
2
2029-04-23
Fixed
6.17
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278XAW9
3420000.000000
PA
USD
3457134.360000
0.0214227390
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
6.25
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687FZ4
9955000.000000
PA
USD
7527363.750000
0.0466446289
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.6
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH NETWORK CORP
25470MAG4
4820000.000000
PA
USD
4783850.000000
0.0296439651
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP
256677AE5
3325000.000000
PA
USD
3176016.730000
0.0196807444
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.875
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP
256677AP0
14446000.000000
PA
USD
14083968.790000
0.0872737813
Long
DBT
CORP
US
N
2
2033-07-05
Fixed
5.45
N
N
N
N
N
DRIVEN BRANDS FUNDING LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAD3
14092400.000000
PA
USD
11712376.840000
0.0725777961
Long
ABS-O
CORP
US
N
2
2051-10-20
Fixed
2.791
N
N
N
N
N
N
Dryden 86 CLO Ltd
25490017VKY7XEFZL303
DRYDEN 86 CLO LTD
26245XAL1
21235000.000000
PA
USD
21096972.500000
0.1307310881
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Floating
6.764
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CBU8
21270000.000000
PA
USD
18478993.140000
0.1145083201
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.0
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CCA1
23015000.000000
PA
USD
23283124.750000
0.1442779637
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
6.1
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP FINANCE BV
26835PAJ9
5865000.000000
PA
USD
6040439.750000
0.0374306437
Long
DBT
CORP
NL
N
2
2027-10-11
Fixed
6.3
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTERNATIONAL
281020AR8
1306000.000000
PA
USD
1288687.660000
0.0079855790
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95
N
N
N
N
N
N
Elara HGV Timeshare Issuer 2023-A LLC
N/A
ELARA HGV TIMESHARE ISSUER 2023-A LLC
28415AAA5
12232801.980000
PA
USD
12327032.480000
0.0763866175
Long
ABS-O
CORP
US
N
2
2038-02-25
Fixed
6.16
N
N
N
N
N
N
Elara HGV Timeshare Issuer 2023-A LLC
N/A
ELARA HGV TIMESHARE ISSUER 2023-A LLC
28415AAB3
6209909.280000
PA
USD
6249151.560000
0.0387239630
Long
ABS-O
CORP
US
N
2
2038-02-25
Fixed
6.53
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC
28622HAC5
8335000.000000
PA
USD
7680785.850000
0.0475953358
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.125
N
N
N
N
N
Emerald Debt Merger Sub LLC
98450099EE3A0ZD5F786
EMERALD DEBT MERGER SUB LLC
29103CAA6
4775000.000000
PA
USD
4763062.500000
0.0295151517
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.625
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAL9
3270000.000000
PA
USD
3166341.000000
0.0196207870
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.25
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBY0
5155000.000000
PA
USD
5358210.100000
0.0332030881
Long
DBT
CORP
CA
N
2
2030-11-15
Fixed
6.2
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBZ7
8130000.000000
PA
USD
8893041.150000
0.0551072883
Long
DBT
CORP
CA
N
2
2053-11-15
Fixed
6.7
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273VAT7
7990000.000000
PA
USD
8290615.760000
0.0513742538
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
6.4
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273VAU4
5350000.000000
PA
USD
5605098.700000
0.0347329766
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.55
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTERNATIONAL NV
29278GAN8
18162000.000000
PA
USD
15364089.410000
0.0952062731
Long
DBT
CORP
NL
N
2
2028-07-12
Fixed
1.875
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29278NAP8
8697000.000000
PA
USD
8358104.000000
0.0517924565
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.9
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
ENEL FINANCE AMERICA LLC
29280HAA0
3075000.000000
PA
USD
3217218.750000
0.0199360599
Long
DBT
CORP
US
N
2
2027-10-14
Fixed
7.1
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
EQUIFAX INC
294429AV7
6523000.000000
PA
USD
6452975.600000
0.0399869944
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.1
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
29449WAE7
16275000.000000
PA
USD
14688333.980000
0.0910188361
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
1.0
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP
29717PAR8
5006000.000000
PA
USD
4705084.330000
0.0291558798
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.625
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP
29717PAW7
10099000.000000
PA
USD
7689701.770000
0.0476505849
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161NBJ9
3215000.000000
PA
USD
3205271.410000
0.0198620261
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.15
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161NBL4
12690000.000000
PA
USD
12117655.620000
0.0750891771
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.6
N
N
N
N
N
Exeter Automobile Receivables Trust 2021-1
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1
30165XAF2
8374000.000000
PA
USD
7819178.960000
0.0484529130
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.4
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
17455594.910000
0.1081666536
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
3.85
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
19228903.830000
0.1191552731
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.3
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
33175621.500000
0.2055785538
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
3.02
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2023-1
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1
30168BAF7
3250000.000000
PA
USD
3221437.380000
0.0199622014
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
6.69
N
N
N
N
N
N
FWD Securitization Trust 2020-INV1
N/A
FWD SECURITIZATION TRUST 2020-INV1
302985AC0
1128074.780000
PA
USD
1001240.480000
0.0062043621
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Variable
2.44
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC
30303M8Q8
26215000.000000
PA
USD
26649670.920000
0.1651393571
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.6
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES
30711XTY0
194985.630000
PA
USD
195083.670000
0.0012088702
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Floating
5.331
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283GMD6
26.030000
PA
USD
26.750000
0.0000001658
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
7.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283GT98
40.480000
PA
USD
41.600000
0.0000002578
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
31283HRL1
1065.930000
PA
USD
1113.640000
0.0000069009
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
31287UDJ8
14586.910000
PA
USD
14989.220000
0.0000928833
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
31287UEV0
2926.560000
PA
USD
3007.280000
0.0000186351
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
31288ALH6
3320.010000
PA
USD
3374.140000
0.0000209084
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
3128FWAJ8
42955.930000
PA
USD
43106.830000
0.0002671190
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128JNNV3
122351.240000
PA
USD
121229.100000
0.0007512174
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Variable
4.091
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128K6NH9
998.440000
PA
USD
1001.920000
0.0000062086
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128K7MM7
47182.860000
PA
USD
47348.980000
0.0002934063
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
3128K7U63
654002.490000
PA
USD
656305.090000
0.0040669095
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
3128K9DJ0
156481.940000
PA
USD
162646.400000
0.0010078669
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
3128K9GH1
1606.080000
PA
USD
1663.440000
0.0000103078
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128LUHZ2
67721.650000
PA
USD
67375.330000
0.0004175030
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
4.292
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128LXFP0
351206.820000
PA
USD
352442.590000
0.0021839723
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M4B77
10952.100000
PA
USD
11290.000000
0.0000699605
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
3128M4QG1
416544.460000
PA
USD
427552.330000
0.0026494030
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
3128M6M88
488063.670000
PA
USD
503843.340000
0.0031221536
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
3128M6QE1
629436.870000
PA
USD
649910.370000
0.0040272835
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
3128M74T0
878239.090000
PA
USD
901455.510000
0.0055860271
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
3128M74W3
557398.960000
PA
USD
539418.970000
0.0033426042
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
3128M75Q5
521945.150000
PA
USD
520671.440000
0.0032264318
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
3128M76Q4
1098978.290000
PA
USD
1117159.760000
0.0069226763
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
3128M7CW4
949827.790000
PA
USD
965539.120000
0.0059831324
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
857848.060000
PA
USD
830165.040000
0.0051442632
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
3128M7YK6
653402.900000
PA
USD
664197.910000
0.0041158188
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
3128M7ZN9
339876.800000
PA
USD
328914.120000
0.0020381740
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
3128M8AV6
465144.180000
PA
USD
472841.590000
0.0029300458
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
3128M8R30
32263.370000
PA
USD
30384.830000
0.0001882849
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
3128M8W75
220150.530000
PA
USD
226557.610000
0.0014039039
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
3128M9JW3
9171608.400000
PA
USD
8399355.950000
0.0520480814
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
3128M9LV2
14336112.940000
PA
USD
12678308.490000
0.0785633609
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
3128M9ZN5
738351.080000
PA
USD
714513.160000
0.0044276060
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
3128MC6H3
40.320000
PA
USD
40.050000
0.0000002482
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
3128MEE31
4652015.260000
PA
USD
4361698.150000
0.0270280271
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
3128MJAD2
17057.330000
PA
USD
17634.800000
0.0001092771
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
3128MJCR9
87879.470000
PA
USD
88188.790000
0.0005464773
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
3128MJDS6
8117.570000
PA
USD
8351.820000
0.0000517535
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
3128MJWW6
721136.400000
PA
USD
672547.430000
0.0041675580
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
3128MJZW3
1373191.950000
PA
USD
1189730.130000
0.0073723713
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128NGEY7
48657.120000
PA
USD
50158.420000
0.0003108154
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
5.926
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P7B85
4310.330000
PA
USD
4307.100000
0.0000266897
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
3128QJPK6
112334.970000
PA
USD
111365.830000
0.0006900979
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
5.049
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128QJQE9
77714.060000
PA
USD
77428.720000
0.0004798006
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
4.187
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128S4CS4
84032.460000
PA
USD
83900.120000
0.0005199018
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Variable
5.624
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GK88
92.840000
PA
USD
94.420000
0.0000005851
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
31292GLS3
3.000000
PA
USD
3.080000
0.0000000191
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
31292GLU8
56.610000
PA
USD
56.500000
0.0000003501
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
31292H4K7
1588.470000
PA
USD
1637.010000
0.0000101440
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
31292HXN9
2081.400000
PA
USD
2088.710000
0.0000129431
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
31292SAV2
19806010.940000
PA
USD
18113750.700000
0.1122450313
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
312933NW0
1067187.770000
PA
USD
1032640.070000
0.0063989352
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
312938BW2
766686.340000
PA
USD
739668.440000
0.0045834851
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
312939WT4
509357.390000
PA
USD
508848.250000
0.0031531674
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
312940AM1
588729.560000
PA
USD
586261.980000
0.0036328751
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
312940EU9
52793.130000
PA
USD
52669.730000
0.0003263772
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
312941NS2
298748.840000
PA
USD
297342.780000
0.0018425367
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
312942UJ2
211588.970000
PA
USD
198153.240000
0.0012278913
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
312942WL5
71375.700000
PA
USD
67220.720000
0.0004165450
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
312943DQ3
562299.340000
PA
USD
544158.070000
0.0033719709
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
312943GW7
105009.740000
PA
USD
98895.490000
0.0006128232
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
312943UJ0
505311.900000
PA
USD
475893.720000
0.0029489589
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
312944LP4
792154.030000
PA
USD
738924.820000
0.0045788772
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
312945AM0
7854.120000
PA
USD
7387.030000
0.0000457750
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
312945DS4
1844501.040000
PA
USD
1737106.610000
0.0107642856
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
312945ZY7
1488491.310000
PA
USD
1401513.790000
0.0086847259
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
31296QQD5
22925.670000
PA
USD
22644.950000
0.0001403234
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
36540.610000
PA
USD
36669.050000
0.0002272262
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
31296QR51
18645.610000
PA
USD
18711.130000
0.0001159468
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
31296QYV6
14438.340000
PA
USD
14790.980000
0.0000916549
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
31298TQ21
133.960000
PA
USD
137.650000
0.0000008530
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3131XW4R1
6494340.750000
PA
USD
5828408.320000
0.0361167538
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132A5GA7
2690400.470000
PA
USD
2331954.430000
0.0144503644
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
3132ACFU9
5443955.130000
PA
USD
4885881.630000
0.0302762219
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
3132CW6E9
7500701.680000
PA
USD
6403457.480000
0.0396801467
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
1.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132CWG73
2861714.900000
PA
USD
2659370.450000
0.0164792551
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
3132CWYY4
8068197.080000
PA
USD
7784238.820000
0.0482364003
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
3132D6B33
1776532.080000
PA
USD
1551814.630000
0.0096160914
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6B41
2313967.520000
PA
USD
2079659.730000
0.0128869760
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
3132D6BQ2
4987088.470000
PA
USD
4230444.910000
0.0262146934
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
3132D6BR0
922649.800000
PA
USD
805666.900000
0.0049924562
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6CG3
1812985.880000
PA
USD
1742575.730000
0.0107981760
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
3132D6CK4
1476362.060000
PA
USD
1289241.850000
0.0079890131
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6CL2
6527748.360000
PA
USD
5866871.280000
0.0363550963
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
3132D6CX6
1445907.730000
PA
USD
1411478.890000
0.0087464764
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
3132DMVJ1
3359782.910000
PA
USD
2998668.300000
0.0185817737
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
3132DNBC6
470426.250000
PA
USD
398436.540000
0.0024689819
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
3132DNJ46
5460135.020000
PA
USD
4631026.510000
0.0286969675
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DNK69
10591436.920000
PA
USD
8350477.610000
0.0517451982
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
3132DNQN6
16186360.830000
PA
USD
14680323.870000
0.0909692001
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
3132DNUW1
23547886.770000
PA
USD
20793964.710000
0.1288534472
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
3132DQ6R2
9527095.720000
PA
USD
7451996.910000
0.0461776051
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
3132DQLW4
4044219.620000
PA
USD
3895309.800000
0.0241379700
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DV4Y8
9858251.510000
PA
USD
9068844.230000
0.0561966829
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
3132DV7A7
17863314.980000
PA
USD
14596440.680000
0.0904494032
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DV7L3
13871175.090000
PA
USD
11300691.540000
0.0700267160
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DVLL7
4265712.390000
PA
USD
3663864.310000
0.0227037774
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
3132DWA52
57202173.170000
PA
USD
44790161.910000
0.2775500893
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DWB69
31675119.170000
PA
USD
25697715.030000
0.1592403956
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
3132DWBH5
11801087.230000
PA
USD
9227111.620000
0.0571774145
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWC92
42499.620000
PA
USD
37486.590000
0.0002322922
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWCL5
20885.490000
PA
USD
18407.690000
0.0001140665
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDC4
40474220.740000
PA
USD
31493310.090000
0.1951538163
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
3132DWDD2
24748042.350000
PA
USD
20068620.880000
0.1243587270
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
3132DWDH3
7054965.650000
PA
USD
5482228.900000
0.0339715923
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
3132DWDJ9
23132835.810000
PA
USD
18758767.020000
0.1162419880
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
3132DWDR1
116554863.490000
PA
USD
94521763.350000
0.5857206748
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
3132DWDT7
3114646.960000
PA
USD
2731793.370000
0.0169280365
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDZ3
19546321.250000
PA
USD
16490787.730000
0.1021880568
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
3132DWE66
10835896.850000
PA
USD
10152635.040000
0.0629125826
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
3132DWE74
707280.810000
PA
USD
681839.420000
0.0042251375
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
3132DWFB4
531604.830000
PA
USD
431002.040000
0.0026707797
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
3132DWFD0
6539.000000
PA
USD
5736.000000
0.0000355441
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWFF5
52731600.880000
PA
USD
49411072.990000
0.3061843748
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
3132DWFG3
1605076.180000
PA
USD
1547342.140000
0.0095883768
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
3132E0A77
38819837.760000
PA
USD
38277922.140000
0.2371958541
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132GK2F2
2083823.300000
PA
USD
1942488.300000
0.0120369692
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132H3PR8
4053912.590000
PA
USD
3702669.160000
0.0229442385
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
3132H5BB3
1363912.330000
PA
USD
1245753.600000
0.0077195305
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
3132H7C85
3129854.050000
PA
USD
2858511.570000
0.0177132680
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
31335ABF4
15599167.490000
PA
USD
14265639.740000
0.0883995372
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
31335AFV5
3161202.810000
PA
USD
3059270.740000
0.0189573074
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
31335ALP1
3900344.720000
PA
USD
3774568.350000
0.0233897744
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
31335APZ5
20482635.070000
PA
USD
18562055.390000
0.1150230299
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
31335GDR3
49.820000
PA
USD
51.190000
0.0000003172
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
31335GE50
497.270000
PA
USD
506.270000
0.0000031372
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
31335GEJ0
33.010000
PA
USD
33.610000
0.0000002083
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
31336CMZ3
19098.200000
PA
USD
18813.010000
0.0001165781
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
5.975
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133A1CC4
3198948.070000
PA
USD
2738695.930000
0.0169708094
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AM4R4
2362736.170000
PA
USD
1916119.000000
0.0118735673
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
3133AMYW0
2297299.550000
PA
USD
1864129.090000
0.0115514027
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
3133ANVW1
3127401.000000
PA
USD
2591078.370000
0.0160560713
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
3133APTU3
5201971.180000
PA
USD
4292866.530000
0.0266014999
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
3133AQFQ5
2574280.570000
PA
USD
2087671.830000
0.0129366244
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
3133B7ZF8
82233.160000
PA
USD
72125.120000
0.0004469359
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BEVK6
44007.440000
PA
USD
38603.750000
0.0002392149
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BHRC2
42918.460000
PA
USD
41348.080000
0.0002562206
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
806430.280000
PA
USD
777296.560000
0.0048166544
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
3133BMWT8
369734.260000
PA
USD
355930.940000
0.0022055885
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
3133BNNW9
98483.190000
PA
USD
94915.390000
0.0005881599
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
4393298.820000
PA
USD
4235272.300000
0.0262446072
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
549758.460000
PA
USD
529983.900000
0.0032841381
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
778571.040000
PA
USD
750263.230000
0.0046491376
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
102461.120000
PA
USD
98749.170000
0.0006119165
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
3133BPGR3
6021983.030000
PA
USD
5805363.150000
0.0359739504
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
3133GEL97
9404900.570000
PA
USD
8294405.090000
0.0513977350
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133GF6C4
141920.120000
PA
USD
124387.900000
0.0007707914
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133GG2J1
5582862.510000
PA
USD
4876737.200000
0.0302195569
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133GG6G3
1554982.620000
PA
USD
1400801.540000
0.0086803123
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
3133GHAH4
938219.700000
PA
USD
819279.390000
0.0050768083
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KGKP2
3536536.390000
PA
USD
3160628.780000
0.0195853902
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
3133KH3Q7
2580540.040000
PA
USD
2446717.470000
0.0151615137
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
3133KHKY1
9278006.970000
PA
USD
8579390.400000
0.0531636965
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
3133KJL34
2626008.740000
PA
USD
2051389.500000
0.0127117946
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
3133KLZX8
35181359.380000
PA
USD
27438425.920000
0.1700270158
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
3133KNBR3
4788778.940000
PA
USD
4062116.790000
0.0251716187
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
3133KNGN7
34519543.070000
PA
USD
26867103.710000
0.1664867175
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
3133KNLC5
40523266.990000
PA
USD
33097163.140000
0.2050923728
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KPD54
4982655.270000
PA
USD
3917837.870000
0.0242775691
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
3133KPTE8
6432.610000
PA
USD
5645.190000
0.0000349814
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KYW39
3914350.950000
PA
USD
3420120.110000
0.0211933738
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KYWH8
19104717.440000
PA
USD
15739987.340000
0.0975355905
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KYWJ4
22421208.220000
PA
USD
18987690.090000
0.1176605499
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
3133KYWX3
6564871.150000
PA
USD
5740071.050000
0.0355693564
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KYXA2
3087338.020000
PA
USD
2693697.360000
0.0166919679
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
3133L75R4
20067065.760000
PA
USD
17130486.270000
0.1061520609
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
1.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133WJDP1
9482752.590000
PA
USD
8283328.430000
0.0513290966
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133WJJW0
29878.070000
PA
USD
26089.620000
0.0001616689
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133WJQA0
137304.970000
PA
USD
119895.990000
0.0007429565
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133WJRM3
1724061.700000
PA
USD
1549516.300000
0.0096018494
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
3133WJTN9
7147139.230000
PA
USD
6426578.090000
0.0398234176
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
3133WJZV4
947155.010000
PA
USD
827357.240000
0.0051268642
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
2.0
N
N
N
N
N
N
Freddie Mac Strips
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STRIPS
31351B3K9
4740.560000
PA
USD
4335.100000
0.0000268632
Long
ABS-MBS
USGSE
US
N
2
2028-08-15
None
0.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31356DT22
73.630000
PA
USD
75.020000
0.0000004649
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
31356E3X0
101.230000
PA
USD
102.960000
0.0000006380
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
31356FES6
67.390000
PA
USD
67.250000
0.0000004167
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
7.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31368HML4
332.040000
PA
USD
337.050000
0.0000020886
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
31368HMT7
994449.810000
PA
USD
1026708.130000
0.0063621769
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.0
N
N
N
N
N
N
Fannie Mae Interest Strip
B1V7KEBTPIMZEU4LTD58
FANNIE MAE INTEREST STRIP
3136FAHB9
21338.930000
PA
USD
3579.660000
0.0000221820
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
31371K7E5
338681.480000
PA
USD
339376.450000
0.0021030057
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371KVH1
2401.430000
PA
USD
2537.890000
0.0000157265
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
31371LDG1
195960.090000
PA
USD
196362.310000
0.0012167935
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
31371LWU9
134348.240000
PA
USD
138644.970000
0.0008591379
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
31371MXX0
34935.720000
PA
USD
36677.470000
0.0002272784
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
31371NEW1
459.850000
PA
USD
474.780000
0.0000029421
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
31371NGH2
1115.830000
PA
USD
1152.050000
0.0000071389
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
31371NH99
17672.640000
PA
USD
17953.030000
0.0001112491
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
31374TFV6
797.730000
PA
USD
817.900000
0.0000050683
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
31376KL53
402156.020000
PA
USD
408215.870000
0.0025295812
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
31376KML7
990.850000
PA
USD
1022.980000
0.0000063391
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
6.0
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS
3137FRZF1
11209624.730000
PA
USD
2202045.590000
0.0136453615
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
31383JHB9
251.930000
PA
USD
258.570000
0.0000016023
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31384BYQ3
573.490000
PA
USD
588.610000
0.0000036474
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
31384DTJ1
3373.050000
PA
USD
3461.970000
0.0000214527
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
31385JJC3
458712.440000
PA
USD
475828.420000
0.0029485542
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
31385JJF6
27896.790000
PA
USD
28851.960000
0.0001787862
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
31385W2S7
151362.440000
PA
USD
154955.990000
0.0009602120
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
31385XBF3
99785.640000
PA
USD
102442.360000
0.0006348020
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
3138A2AX7
1566564.120000
PA
USD
1452893.050000
0.0090031065
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
3138A46Y6
2277502.520000
PA
USD
2141317.230000
0.0132690476
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
3138A4AM7
742388.560000
PA
USD
698000.860000
0.0043252847
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
3052.170000
PA
USD
2949.350000
0.0000182762
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
3138A4XY6
2475888.460000
PA
USD
2327843.850000
0.0144248925
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
3138A5BP6
315568.180000
PA
USD
296633.670000
0.0018381425
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
1998617.720000
PA
USD
1931303.760000
0.0119676623
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
3138A7QM3
2433591.580000
PA
USD
2288069.890000
0.0141784261
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
3138A8YF7
29198.560000
PA
USD
28214.930000
0.0001748388
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
3138ABBY4
7189.920000
PA
USD
6947.680000
0.0000430525
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
3138ABBZ1
57964.360000
PA
USD
56011.530000
0.0003470853
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
3138AJNH1
775191.470000
PA
USD
749074.870000
0.0046417737
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
3138ARBE3
1438891.000000
PA
USD
1349554.160000
0.0083627489
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
3138E0Q93
592149.980000
PA
USD
541504.940000
0.0033555303
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
3138E2K53
1511741.920000
PA
USD
1418210.960000
0.0087881928
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
3138EG3M4
4896078.540000
PA
USD
4601281.390000
0.0285126467
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
3138EGE83
5166080.910000
PA
USD
4991284.550000
0.0309293696
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
3138EGFA7
3876029.710000
PA
USD
3738143.640000
0.0231640623
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
3138EGH56
27079.190000
PA
USD
27134.620000
0.0001681444
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
3138EGKX1
121563.190000
PA
USD
125448.180000
0.0007773616
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
3138EGNC4
1177535.970000
PA
USD
1215319.790000
0.0075309421
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
3138EGVB7
62403.640000
PA
USD
62532.390000
0.0003874929
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
3138EH7F3
1058625.870000
PA
USD
1092189.810000
0.0067679456
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
3138EHFB3
1406404.800000
PA
USD
1322609.580000
0.0081957821
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
3138EHRP9
769535.950000
PA
USD
743613.890000
0.0046079338
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
3138EHVS8
1618618.990000
PA
USD
1564098.610000
0.0096922112
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
3138EHWG3
4389835.140000
PA
USD
4127351.310000
0.0255758559
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
3138EJ7A0
702692.730000
PA
USD
725149.680000
0.0044935171
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
3138EJK80
3231957.260000
PA
USD
3038705.160000
0.0188298692
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
3138EJL48
946389.810000
PA
USD
914503.550000
0.0056668815
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
3138EJRA8
1235708.610000
PA
USD
1193688.660000
0.0073969010
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
3138EJSU3
2230978.700000
PA
USD
2092467.320000
0.0129663405
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
3138EKAT2
1402835.420000
PA
USD
1351911.920000
0.0083773592
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
3138EKEW1
664390.150000
PA
USD
674413.710000
0.0041791228
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
3138EKF59
1890150.550000
PA
USD
1826487.100000
0.0113181475
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
3138EKHJ7
3216710.290000
PA
USD
3016996.490000
0.0186953476
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
3138EKLE3
701431.930000
PA
USD
639673.030000
0.0039638461
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
3138ELB36
1959220.170000
PA
USD
1786704.840000
0.0110716297
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
3138ELN41
4038672.000000
PA
USD
3685573.650000
0.0228383031
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
3138ELX73
1825338.550000
PA
USD
1763843.260000
0.0109299639
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
3138EM5Y3
698492.930000
PA
USD
699926.500000
0.0043372172
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
3138EMYW5
126125.700000
PA
USD
126384.760000
0.0007831653
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
3138ENBE8
2623782.170000
PA
USD
2729790.470000
0.0169156251
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
3138ENBH1
3784272.140000
PA
USD
3451115.270000
0.0213854407
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
3138ENF87
194088.020000
PA
USD
197011.280000
0.0012208149
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
3138ENW39
1013081.780000
PA
USD
1045966.880000
0.0064815171
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
3138ENXG9
1072613.230000
PA
USD
1065451.310000
0.0066022558
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
3138ENZ93
7760025.930000
PA
USD
7076768.760000
0.0438524381
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
3138EPW34
937470.950000
PA
USD
967880.400000
0.0059976406
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
3138EPW42
1419347.540000
PA
USD
1482213.200000
0.0091847939
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
3138EPXJ8
4430143.010000
PA
USD
4224261.640000
0.0261763777
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
3138EPY73
459485.300000
PA
USD
460430.720000
0.0028531397
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
3138EPY99
633537.850000
PA
USD
634840.650000
0.0039339014
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
3138EPZP2
300503.790000
PA
USD
288519.210000
0.0017878599
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
3138EQCM2
726042.840000
PA
USD
723063.350000
0.0044805888
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
3138ERA59
644798.330000
PA
USD
593479.240000
0.0036775981
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
3138ERB74
2170331.010000
PA
USD
1873406.870000
0.0116088940
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
3138ERCZ1
4708499.330000
PA
USD
4416151.950000
0.0273654596
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
3138ERDM9
6187832.160000
PA
USD
5941047.180000
0.0368147402
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
3138ERN71
7216334.910000
PA
USD
6552474.030000
0.0406035539
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
3138ERNR7
9212026.890000
PA
USD
8364554.320000
0.0518324270
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
3138ERT59
8599858.910000
PA
USD
8049962.260000
0.0498830022
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
3138ERTV2
11045984.700000
PA
USD
9606458.280000
0.0595281026
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
3138ERTY6
10572410.840000
PA
USD
9564919.930000
0.0592707029
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
3138ETGU4
3282274.960000
PA
USD
2987236.520000
0.0185109347
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
3138ETUK0
4857438.740000
PA
USD
4429978.640000
0.0274511392
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
3138LUTV7
1095097.450000
PA
USD
998726.720000
0.0061887852
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
3138LXQH5
2304191.090000
PA
USD
2101417.690000
0.0130218031
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
3138LY2J5
738247.490000
PA
USD
713724.780000
0.0044227207
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
3138MBKY1
2237077.390000
PA
USD
2040207.870000
0.0126425057
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
3138MFSZ1
947566.960000
PA
USD
836784.000000
0.0051852787
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
3138MQX99
5853449.070000
PA
USD
5338282.450000
0.0330796029
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
3138W9NY2
3541937.250000
PA
USD
3107173.980000
0.0192541482
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
3138WAXP7
198687.880000
PA
USD
190760.390000
0.0011820802
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
3138WBQ57
3402841.590000
PA
USD
3267074.230000
0.0202449981
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
3138WD5K3
781383.760000
PA
USD
737860.600000
0.0045722825
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
3138WEMN6
2137777.260000
PA
USD
2002714.760000
0.0124101731
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
3138WFK39
4736684.890000
PA
USD
4282239.010000
0.0265356446
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
3138WGA61
3420735.970000
PA
USD
3103835.500000
0.0192334607
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
3138WH6D9
14652244.750000
PA
USD
12730460.870000
0.0788865322
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
3138WJMU9
16132273.200000
PA
USD
14008085.810000
0.0868035591
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
15585182.200000
PA
USD
13516897.450000
0.0837598244
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
3138WJNB0
4926962.000000
PA
USD
4277187.500000
0.0265043421
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
3138WJNN4
3929530.140000
PA
USD
3531483.080000
0.0218834539
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
3138WJQC5
11423815.070000
PA
USD
10372843.050000
0.0642771402
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
3138WKA96
32515.140000
PA
USD
28489.740000
0.0001765417
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
3138WKBA2
3306317.320000
PA
USD
2854100.600000
0.0176859346
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
3138WKHN8
439503.030000
PA
USD
383865.220000
0.0023786881
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
3138WMW49
1492598.150000
PA
USD
1359326.780000
0.0084233067
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
3138WPEG5
965445.500000
PA
USD
876551.780000
0.0054317068
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
3138WZWA6
1558955.570000
PA
USD
1413944.340000
0.0087617539
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X0Y36
751128.910000
PA
USD
660799.580000
0.0040947604
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
3138X3XX5
7643951.870000
PA
USD
7156201.700000
0.0443446582
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X53G0
1404912.800000
PA
USD
1270032.070000
0.0078699763
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
3138Y3YF2
1874035.510000
PA
USD
1789338.330000
0.0110879486
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
3138YTK86
1154426.780000
PA
USD
1100700.980000
0.0068206866
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
31390MFQ2
53425.410000
PA
USD
54962.040000
0.0003405819
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
31391LAN5
154769.280000
PA
USD
158698.570000
0.0009834035
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
31402C3Q3
322741.120000
PA
USD
330183.320000
0.0020460388
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
31402C4G4
201445.800000
PA
USD
204477.270000
0.0012670792
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
31402CTT9
1619237.100000
PA
USD
1664729.060000
0.0103157854
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
31402DCV0
121785.070000
PA
USD
122035.550000
0.0007562147
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
31402DGM6
191547.080000
PA
USD
197199.450000
0.0012219810
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
31402DJS0
16170.140000
PA
USD
16413.640000
0.0001017100
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
31402DP79
1027298.540000
PA
USD
1042768.340000
0.0064616968
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
31402Q6T3
658494.500000
PA
USD
659849.490000
0.0040888730
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
31402Q6Z9
366080.230000
PA
USD
371591.990000
0.0023026349
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
31402QYY1
164376.350000
PA
USD
166852.900000
0.0010339332
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
31402RAC3
53544.050000
PA
USD
53654.140000
0.0003324773
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
31402RDF3
134810.390000
PA
USD
139178.490000
0.0008624439
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
31402RFT1
331804.510000
PA
USD
332487.540000
0.0020603173
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
356236.750000
PA
USD
348195.550000
0.0021576548
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
897003.180000
PA
USD
898846.530000
0.0055698601
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
31402RFW4
261803.900000
PA
USD
262341.780000
0.0016256468
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
31402RJL4
200549.420000
PA
USD
200960.540000
0.0012452872
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
31402RJN0
164756.680000
PA
USD
165094.280000
0.0010230356
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
31402RSN0
606016.310000
PA
USD
607266.250000
0.0037630318
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
31402RUW7
701549.050000
PA
USD
712123.380000
0.0044127973
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
31403C5F4
40257.940000
PA
USD
41099.920000
0.0002546829
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
31403C6L0
179055.090000
PA
USD
179424.520000
0.0011118355
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
31403C6U0
879737.510000
PA
USD
893003.160000
0.0055336506
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
31403DBD0
556094.950000
PA
USD
557241.950000
0.0034530474
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
31403DBY4
299265.470000
PA
USD
299882.830000
0.0018582765
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
31403DD97
1053998.930000
PA
USD
1069889.370000
0.0066297570
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
31403DDJ5
50408.450000
PA
USD
51167.460000
0.0003170681
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
31403DDX4
130380.980000
PA
USD
132347.360000
0.0008201136
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
31403DE70
2660.120000
PA
USD
2746.420000
0.0000170187
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
31403DGY9
409909.500000
PA
USD
410755.380000
0.0025453177
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
31403DGZ6
19323.200000
PA
USD
19614.630000
0.0001215455
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
31403DH77
219708.770000
PA
USD
230119.240000
0.0014259742
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
31403DMM8
35667.670000
PA
USD
36890.100000
0.0002285960
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
31403DP52
10670.970000
PA
USD
10923.850000
0.0000676916
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
31403DPM5
27053.620000
PA
USD
27661.510000
0.0001714094
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
31403DPZ6
216153.780000
PA
USD
216599.940000
0.0013421995
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
31403DQ69
209623.340000
PA
USD
213100.510000
0.0013205147
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
5.093
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DQN2
117739.560000
PA
USD
116784.770000
0.0007236773
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
6.119
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DSH3
4901.710000
PA
USD
5070.570000
0.0000314207
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
31403DUL1
336606.680000
PA
USD
341683.710000
0.0021173030
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
31403DWG0
2820.740000
PA
USD
2891.270000
0.0000179163
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
31403DWK1
4559.470000
PA
USD
4707.400000
0.0000291702
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
31403DWU9
462401.870000
PA
USD
469378.510000
0.0029085862
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
31404KHA3
21797.360000
PA
USD
22125.500000
0.0001371045
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
31405N2B0
310529.730000
PA
USD
315205.480000
0.0019532260
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
31405ULZ0
18346.350000
PA
USD
18941.190000
0.0001173724
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
31406CLH9
279825.800000
PA
USD
284044.320000
0.0017601304
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
31406KJW1
1359.440000
PA
USD
1393.900000
0.0000086375
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
31408DVP6
64241.220000
PA
USD
63259.460000
0.0003919983
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
3.59
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408F7A1
94811.930000
PA
USD
96906.500000
0.0006004981
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
31408F7B9
33174.680000
PA
USD
33658.480000
0.0002085707
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
31408GXB8
11556.160000
PA
USD
11907.710000
0.0000737882
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
31408JR78
154878.150000
PA
USD
161843.050000
0.0010028888
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
31409ADV8
31255.050000
PA
USD
32268.600000
0.0001999580
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
31409AF53
6941.570000
PA
USD
7166.740000
0.0000444100
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
31409BDN4
1917.920000
PA
USD
1980.150000
0.0000122703
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
31409HDV3
13412.310000
PA
USD
14086.540000
0.0000872897
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
31409TS58
7003.380000
PA
USD
7200.000000
0.0000446161
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
31409V5T6
10057.050000
PA
USD
10384.100000
0.0000643469
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
3140E0E35
7295429.510000
PA
USD
6592846.160000
0.0408537269
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
3140EVJC2
3756500.920000
PA
USD
3390069.430000
0.0210071595
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
3140F0T87
2171331.550000
PA
USD
1969424.970000
0.0122038870
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
3140F5C35
6255441.600000
PA
USD
5431769.840000
0.0336589139
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
3140F9WP6
1512680.010000
PA
USD
1312612.150000
0.0081338313
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
3140FGMN6
8638350.010000
PA
USD
7496436.590000
0.0464529833
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
5290573.500000
PA
USD
4591216.080000
0.0284502752
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
3140FLK49
3074530.750000
PA
USD
2674786.500000
0.0165747834
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
3140FMQW9
631455.000000
PA
USD
546999.110000
0.0033895759
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
3140FXGG1
7767082.050000
PA
USD
7362461.350000
0.0456227823
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
3140GYJX8
3584225.180000
PA
USD
3211046.010000
0.0198978094
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
3140J5UV9
7152050.020000
PA
USD
6754171.460000
0.0418534074
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
3140J6C47
2564573.180000
PA
USD
2389998.790000
0.0148100464
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
3140J7QA6
1896185.070000
PA
USD
1816581.320000
0.0112567646
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
3140J7SA4
8748449.170000
PA
USD
8493856.350000
0.0526336697
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
3140J7XP5
5064728.200000
PA
USD
4658159.570000
0.0288651023
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.0
N
N
N
N
N
N
2024-01-02
T. ROWE PRICE NEW INCOME FUND, INC.
/s/ Alan Dupski
Alan Dupski
Treasurer & Vice President