0000080249-24-000028.txt : 20240726
0000080249-24-000028.hdr.sgml : 20240726
20240726130953
ACCESSION NUMBER: 0000080249-24-000028
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240531
FILED AS OF DATE: 20240726
DATE AS OF CHANGE: 20240726
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: 241145183
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
C000005531
C000005529
C000159679
C000005530
C000219349
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
2024-05-31
N
17457089036.400009
936944542.690000
16520144493.710009
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
111673058.170000
353143555.080000
0.000000
339452.530000
EUR
USD
N
Bloomberg Barclays US Agg Total Return Value Unhedged USD (Returns)
LBUSTRUU
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FXGG1
7339310.290000
PA
USD
6917747.570000
0.0418746190
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140GYJX8
3429403.650000
PA
USD
3072513.400000
0.0185985867
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J5UV9
6715585.630000
PA
USD
6326603.460000
0.0382962962
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J6C47
2298397.290000
PA
USD
2142793.500000
0.0129707915
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J7QA6
1796294.700000
PA
USD
1717168.780000
0.0103943932
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J7SA4
7590271.590000
PA
USD
7304471.600000
0.0442155430
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J7XP5
4805851.640000
PA
USD
4396399.180000
0.0266123531
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J8VP5
6518272.430000
PA
USD
5716337.190000
0.0346022227
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J8ZH9
5382429.330000
PA
USD
5146408.670000
0.0311523224
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J95S6
4588592.460000
PA
USD
4161463.470000
0.0251902365
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9CU3
5354824.110000
PA
USD
4808791.140000
0.0291086506
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9HW4
4647108.190000
PA
USD
4039617.160000
0.0244526745
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9SN2
1537080.720000
PA
USD
1322215.480000
0.0080036557
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9VB4
11373913.000000
PA
USD
10741691.660000
0.0650217779
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9VD0
3923722.030000
PA
USD
3683334.770000
0.0222960203
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9YQ8
1431012.510000
PA
USD
1297823.910000
0.0078560082
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JACE6
9826053.920000
PA
USD
8616143.500000
0.0521553761
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140KAZU3
9555351.420000
PA
USD
8351021.400000
0.0505505349
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140KQFJ5
23904.760000
PA
USD
21013.150000
0.0001271971
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LPMP4
18889919.900000
PA
USD
15333854.700000
0.0928191319
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LQPU8
1813905.130000
PA
USD
1586320.490000
0.0096023403
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LQPW4
824009.680000
PA
USD
740578.220000
0.0044828798
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LQRX0
22564.490000
PA
USD
19733.340000
0.0001194502
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LVQG7
12814112.890000
PA
USD
11255952.260000
0.0681347083
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MAXK5
311157.000000
PA
USD
271814.360000
0.0016453510
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MFYA5
3281092.070000
PA
USD
2948990.200000
0.0178508741
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MGE98
104048.950000
PA
USD
88185.690000
0.0005338070
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MGSE2
42983.710000
PA
USD
34772.120000
0.0002104831
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MHSH3
37529936.110000
PA
USD
30404378.590000
0.1840442655
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MMT73
1258316.780000
PA
USD
1019641.480000
0.0061721099
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140N0UW3
1751978.180000
PA
USD
1687718.900000
0.0102161267
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140N12A0
5055914.400000
PA
USD
4872865.730000
0.0294965079
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140N5LL6
30703.350000
PA
USD
29571.530000
0.0001790029
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140NGTB6
6864979.640000
PA
USD
6611344.730000
0.0400198965
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140NLSV2
5534991.680000
PA
USD
5332658.450000
0.0322797325
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q9NZ2
1238508.530000
PA
USD
1178789.070000
0.0071354646
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QA3Y4
899382.460000
PA
USD
855309.690000
0.0051773741
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QBR67
6633000.360000
PA
USD
5705713.740000
0.0345379167
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QC4X1
7764367.410000
PA
USD
6640196.330000
0.0401945415
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCCH7
3160175.760000
PA
USD
2905216.600000
0.0175859031
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCLD6
440385.570000
PA
USD
405206.010000
0.0024527994
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCNB8
7829844.040000
PA
USD
7270847.280000
0.0440120078
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCXQ4
925833.770000
PA
USD
878965.160000
0.0053205658
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QDEN0
358196.140000
PA
USD
306260.530000
0.0018538611
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QDKJ2
3416713.340000
PA
USD
3231070.080000
0.0195583645
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QEAQ5
8722074.500000
PA
USD
7382708.640000
0.0446891287
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QEJ94
10896850.960000
PA
USD
8521083.120000
0.0515799551
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QEYY2
47033965.980000
PA
USD
38915527.650000
0.2355640876
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QL6V3
63176083.800000
PA
USD
51577028.730000
0.3122068863
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QLM60
5616249.280000
PA
USD
4584955.730000
0.0277537266
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QLPR1
23192743.860000
PA
USD
18947720.980000
0.1146946444
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QM4V3
51073768.320000
PA
USD
41679567.860000
0.2522954195
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QM4Y7
16617321.990000
PA
USD
13485311.240000
0.0816294993
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QMCC6
49563613.770000
PA
USD
40535810.680000
0.2453720105
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QMHX5
1349591.730000
PA
USD
1110748.840000
0.0067236025
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QMTP9
45668537.920000
PA
USD
35583457.420000
0.2153943474
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QMZC1
31853496.890000
PA
USD
26093265.640000
0.1579481684
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNCC4
16124172.450000
PA
USD
12563167.510000
0.0760475643
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNDF6
9297382.510000
PA
USD
7198400.410000
0.0435734712
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNDJ8
25219282.670000
PA
USD
20657210.770000
0.1250425550
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNEW8
21253381.010000
PA
USD
16559451.940000
0.1002379365
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNQ62
64551.960000
PA
USD
57037.120000
0.0003452580
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNQF2
25123407.250000
PA
USD
19406991.970000
0.1174747108
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNQS4
642919.710000
PA
USD
519493.460000
0.0031446060
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNRX2
520058.960000
PA
USD
469586.880000
0.0028425107
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNZL9
6666846.130000
PA
USD
5989324.890000
0.0362546762
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QP2M8
7637342.720000
PA
USD
6940888.240000
0.0420146945
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QPDF1
16909775.230000
PA
USD
15191311.710000
0.0919562884
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QQ3C7
26670110.030000
PA
USD
26347441.700000
0.1594867509
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QRKQ5
22585554.310000
PA
USD
22878775.560000
0.1384901662
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QS3D1
11249841.300000
PA
USD
10849886.720000
0.0656767059
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QS4E8
9134931.930000
PA
USD
9190033.750000
0.0556292577
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QT2Q1
7233906.480000
PA
USD
7139527.290000
0.0432170995
Long
ABS-MBS
USGSE
US
N
2
2054-02-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QTEF2
10946538.410000
PA
USD
10798656.810000
0.0653666002
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QTEU9
3217103.720000
PA
USD
3281409.180000
0.0198630780
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QTW47
4115351.750000
PA
USD
4202333.820000
0.0254376336
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4DE3
6270967.460000
PA
USD
5413952.030000
0.0327718201
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4TB2
5180994.270000
PA
USD
4481494.760000
0.0271274550
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X56K4
14017929.170000
PA
USD
13125690.360000
0.0794526365
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X6FL0
22226821.280000
PA
USD
19088556.370000
0.1155471514
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X7CA5
7529105.550000
PA
USD
6932838.860000
0.0419659699
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X7VE6
2220836.380000
PA
USD
2193444.720000
0.0132773943
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X86M4
640993.960000
PA
USD
613836.850000
0.0037156869
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X9DD4
5826320.330000
PA
USD
5036106.640000
0.0304846404
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X9DE2
14070241.660000
PA
USD
12346078.050000
0.0747334750
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XA2E1
20716312.580000
PA
USD
17698387.300000
0.1071321580
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XALH3
10848400.440000
PA
USD
10333308.190000
0.0625497446
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XBWT3
18883.230000
PA
USD
16597.970000
0.0001004711
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XCBF4
5735100.120000
PA
USD
5469427.110000
0.0331076227
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XCDA3
22305707.200000
PA
USD
20009205.270000
0.1211200379
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XCP51
7672226.550000
PA
USD
7548061.460000
0.0456900450
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XCV21
9504239.150000
PA
USD
8393572.620000
0.0508081066
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XDCD6
3372812.750000
PA
USD
2728374.510000
0.0165154397
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XFY70
17697043.410000
PA
USD
13895601.510000
0.0841130749
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XG3C1
3901451.650000
PA
USD
3788010.080000
0.0229296425
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XGB32
8950584.580000
PA
USD
7539622.210000
0.0456389604
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XGEQ8
17464663.180000
PA
USD
16352511.510000
0.0989852814
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XGNX3
1738935.930000
PA
USD
1570871.890000
0.0095088266
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XGRW1
829248.910000
PA
USD
755656.150000
0.0045741498
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XGV89
38798693.160000
PA
USD
32973704.520000
0.1995969498
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XGVC0
11556191.660000
PA
USD
11379995.210000
0.0688855670
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XGYQ6
9129122.910000
PA
USD
7156160.050000
0.0433177812
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XH2F3
3055197.870000
PA
USD
2512211.120000
0.0152069561
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XH4E4
2951454.660000
PA
USD
2846531.100000
0.0172306671
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHCV7
3673856.930000
PA
USD
3541882.220000
0.0214397775
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHHM2
2664410.410000
PA
USD
2330142.670000
0.0141048565
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHHP5
10640455.190000
PA
USD
9028141.700000
0.0546492902
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
1.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHHT7
6139252.920000
PA
USD
4747202.800000
0.0287358431
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHK97
3082444.390000
PA
USD
2886149.250000
0.0174704843
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHXF9
7220615.930000
PA
USD
5907567.000000
0.0357597780
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHY92
1288879.840000
PA
USD
1043447.850000
0.0063162150
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XJB93
8329754.010000
PA
USD
6864291.140000
0.0415510357
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XJDK6
437718.220000
PA
USD
354532.290000
0.0021460605
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XJKB8
2689002.550000
PA
USD
2350792.020000
0.0142298514
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XK4N7
1134090.620000
PA
USD
1026293.510000
0.0062123761
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XKG61
21695563.770000
PA
USD
21985785.540000
0.1330847048
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XKQG8
8004791.960000
PA
USD
7191301.370000
0.0435304992
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XKX39
7559524.020000
PA
USD
7193317.470000
0.0435427031
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XKXM7
4898276.770000
PA
USD
4001721.220000
0.0242232822
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XLXV5
751558.210000
PA
USD
618802.240000
0.0037457435
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XMB62
9706342.470000
PA
USD
9825657.010000
0.0594768225
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XMHM1
7352587.530000
PA
USD
6683891.090000
0.0404590353
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XNBR4
24964898.610000
PA
USD
25453363.560000
0.1540747030
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XPJR1
13326696.200000
PA
USD
11654864.690000
0.0705494113
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XPPW3
14083194.520000
PA
USD
13245615.120000
0.0801785670
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410F3D5
30765.940000
PA
USD
31534.040000
0.0001908823
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410F5C5
575712.120000
PA
USD
568540.720000
0.0034414997
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410FSK2
36814.540000
PA
USD
36348.450000
0.0002200250
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410FU37
92595.900000
PA
USD
92926.450000
0.0005625039
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410FY90
2090.210000
PA
USD
2097.680000
0.0000126977
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410FYU3
454332.480000
PA
USD
455951.920000
0.0027599754
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410G7K3
197582.690000
PA
USD
195263.650000
0.0011819730
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GFF5
319633.280000
PA
USD
320773.960000
0.0019417140
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GGR8
13963.840000
PA
USD
14257.510000
0.0000863038
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GHN6
55631.960000
PA
USD
56802.740000
0.0003438392
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GRD7
4658087.080000
PA
USD
4674674.850000
0.0282968158
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GWA7
74103.600000
PA
USD
73159.340000
0.0004428493
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KBJ2
552946.720000
PA
USD
562558.480000
0.0034052879
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KC93
274593.900000
PA
USD
280368.350000
0.0016971301
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KGP3
235197.190000
PA
USD
240142.290000
0.0014536331
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KHU1
556668.230000
PA
USD
558654.320000
0.0033816552
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KJ39
510067.540000
PA
USD
503818.020000
0.0030497192
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KJJ4
123177.600000
PA
USD
123616.850000
0.0007482795
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KJT2
899542.710000
PA
USD
918461.240000
0.0055596441
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KJY1
1535033.800000
PA
USD
1567343.840000
0.0094874705
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KT87
64229.250000
PA
USD
65580.150000
0.0003969708
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410LC26
170557.900000
PA
USD
164599.260000
0.0009963548
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410LHS4
354725.800000
PA
USD
342336.390000
0.0020722361
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410PAV5
24028.830000
PA
USD
24524.480000
0.0001484520
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410PAZ6
6746.010000
PA
USD
6895.280000
0.0000417386
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410S4H7
942.710000
PA
USD
968.510000
0.0000058626
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410TAK1
3522.990000
PA
USD
3609.040000
0.0000218463
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410TY82
3410.410000
PA
USD
3525.150000
0.0000213385
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410UPY2
53482.680000
PA
USD
54492.860000
0.0003298570
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410VJJ0
7978.690000
PA
USD
8250.280000
0.0000499407
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410WWU8
45833.560000
PA
USD
47084.030000
0.0002850098
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410WX37
7780.270000
PA
USD
7972.090000
0.0000482568
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410XBC9
9155.970000
PA
USD
9423.390000
0.0000570418
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410XTS5
14377.700000
PA
USD
14745.840000
0.0000892598
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410YWF7
32866.440000
PA
USD
33667.970000
0.0002037995
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411ADF9
16068.720000
PA
USD
16627.440000
0.0001006495
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411ARB3
63872.710000
PA
USD
66022.230000
0.0003996468
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411CKC4
7818.710000
PA
USD
8032.020000
0.0000486196
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411CNU1
11831.970000
PA
USD
12175.440000
0.0000737006
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411ETV9
4063.650000
PA
USD
4115.050000
0.0000249093
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411GGW6
110923.550000
PA
USD
111926.090000
0.0006775128
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411HU57
12889.800000
PA
USD
13219.710000
0.0000800218
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411RFW3
10943.450000
PA
USD
11242.050000
0.0000680506
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411VFV6
90928.050000
PA
USD
93400.890000
0.0005653757
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
7.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412AWL4
11954.840000
PA
USD
12441.680000
0.0000753122
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412NBD7
481848.400000
PA
USD
491996.470000
0.0029781608
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412NFD3
225628.650000
PA
USD
230346.210000
0.0013943353
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412P2U4
295340.540000
PA
USD
285026.710000
0.0017253282
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412SEE1
33364.440000
PA
USD
34553.030000
0.0002091569
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412SEK7
42716.870000
PA
USD
43913.070000
0.0002658153
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412SER2
8185.730000
PA
USD
8375.990000
0.0000507017
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412V4C9
421.580000
PA
USD
429.400000
0.0000025993
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413BPJ4
8728.200000
PA
USD
8915.600000
0.0000539681
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413CB24
6437.580000
PA
USD
6598.460000
0.0000399419
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413CBE8
4159.510000
PA
USD
4264.530000
0.0000258141
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413CBU2
18426.660000
PA
USD
18963.010000
0.0001147872
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413F5B4
25286.810000
PA
USD
25827.140000
0.0001563373
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413HDE5
638.880000
PA
USD
643.210000
0.0000038935
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413HK56
5243.870000
PA
USD
5386.410000
0.0000326051
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413HLH9
12563.390000
PA
USD
12972.130000
0.0000785231
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413LAZ2
5462.690000
PA
USD
5591.700000
0.0000338478
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413LPV5
44619.340000
PA
USD
46007.350000
0.0002784924
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413MB63
7380.390000
PA
USD
7564.110000
0.0000457872
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413MUF2
43821.540000
PA
USD
43549.700000
0.0002636157
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Variable
5.9050000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413NJQ9
24100.770000
PA
USD
24689.280000
0.0001494495
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413NMA0
1569.890000
PA
USD
1611.200000
0.0000097529
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413QM70
38023.340000
PA
USD
39388.290000
0.0002384258
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413T3K6
20220.380000
PA
USD
20714.660000
0.0001253903
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414ALP5
69922.920000
PA
USD
71739.900000
0.0004342571
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414KE30
74388.840000
PA
USD
76118.050000
0.0004607590
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BN53
2309.790000
PA
USD
2318.020000
0.0000140315
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BN61
183398.690000
PA
USD
184051.650000
0.0011141044
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BNN4
646382.870000
PA
USD
672535.020000
0.0040709996
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BTB4
216636.870000
PA
USD
213938.450000
0.0012950156
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BXR4
641894.580000
PA
USD
644184.530000
0.0038993880
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416CGK6
89929.480000
PA
USD
90249.770000
0.0005463013
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416CJV9
409830.220000
PA
USD
418457.020000
0.0025330107
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416CKF2
393948.640000
PA
USD
402239.980000
0.0024348454
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416TMF3
519130.650000
PA
USD
501001.550000
0.0030326705
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416VKM5
255374.640000
PA
USD
260742.180000
0.0015783287
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416XBY5
311714.010000
PA
USD
300822.540000
0.0018209438
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417CGY5
3157817.260000
PA
USD
2863762.550000
0.0173349728
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417CGZ2
1228203.160000
PA
USD
1112819.860000
0.0067361388
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417CNZ4
2815310.620000
PA
USD
2553137.070000
0.0154546897
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417DF99
3593834.800000
PA
USD
3158477.940000
0.0191189486
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417DMU4
2655729.640000
PA
USD
2333455.250000
0.0141249082
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417DMV2
6222120.060000
PA
USD
5467058.880000
0.0330932873
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417FU22
15207532.240000
PA
USD
13335207.480000
0.0807208889
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417GH25
2410039.790000
PA
USD
2116476.120000
0.0128114867
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417GP67
22684.010000
PA
USD
19872.220000
0.0001202908
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417GTZ9
1202018.160000
PA
USD
1093072.840000
0.0066166058
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417KXK8
757979.390000
PA
USD
731510.360000
0.0044279901
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417LCP8
45776.950000
PA
USD
44177.770000
0.0002674176
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417NB34
37673.410000
PA
USD
36356.530000
0.0002200739
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417NCE9
23074.080000
PA
USD
22267.540000
0.0001347902
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417SBL3
385401.430000
PA
USD
371938.900000
0.0022514264
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417WUE9
5038795.530000
PA
USD
4862688.010000
0.0294349000
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417Y5Z6
323000.010000
PA
USD
311702.340000
0.0018868015
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YR82
1682.650000
PA
USD
1623.820000
0.0000098293
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YUH8
3158814.590000
PA
USD
2957542.820000
0.0179026450
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YVG9
843043.720000
PA
USD
789324.810000
0.0047779534
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YW45
12863.900000
PA
USD
12414.030000
0.0000751448
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418AAH1
1209050.110000
PA
USD
1131989.970000
0.0068521796
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418AK31
1905859.640000
PA
USD
1728376.420000
0.0104622355
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BWU6
961845.480000
PA
USD
893384.830000
0.0054078512
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CJA3
4926279.680000
PA
USD
4237800.520000
0.0256523212
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CR89
356129.720000
PA
USD
318326.830000
0.0019269010
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CS47
3706785.520000
PA
USD
3319482.260000
0.0200935425
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418D2M3
18628278.900000
PA
USD
15117656.050000
0.0915104348
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418D7F3
2881840.290000
PA
USD
2335223.950000
0.0141356146
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DQ88
1130397.710000
PA
USD
922168.450000
0.0055820847
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DTQ5
7754809.810000
PA
USD
6044171.040000
0.0365866718
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DV74
24999346.700000
PA
USD
19459467.720000
0.1177923579
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DVA7
84766906.740000
PA
USD
65983276.490000
0.3994110131
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DWR9
59439376.930000
PA
USD
46139327.750000
0.2792913087
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DXK3
64832502.800000
PA
USD
50325554.740000
0.3046314441
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DYB2
58520533.760000
PA
USD
45425857.400000
0.2749725187
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DYX4
119215446.870000
PA
USD
92539366.920000
0.5601607598
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DYY2
6528060.180000
PA
USD
5301896.330000
0.0320935227
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DZW5
28081401.840000
PA
USD
22795170.890000
0.1379840891
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EAM2
17050796.130000
PA
USD
13194030.000000
0.0798663111
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EAN0
8905509.490000
PA
USD
7195860.950000
0.0435580993
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EAQ3
14809570.790000
PA
USD
13069152.840000
0.0791104027
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EAV2
20289212.130000
PA
USD
16234501.550000
0.0982709416
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
1.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EB82
150170218.150000
PA
USD
116221870.650000
0.7035160661
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EB90
21835.410000
PA
USD
17664.410000
0.0001069265
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EBD1
26471608.020000
PA
USD
22460451.550000
0.1359579606
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
1.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EBR0
13638032.170000
PA
USD
10547996.260000
0.0638492978
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EBS8
489499.870000
PA
USD
396473.740000
0.0023999411
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECD0
82046405.920000
PA
USD
71704929.860000
0.4340454158
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECG3
2868389.110000
PA
USD
2366121.500000
0.0143226441
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECP3
11847155.950000
PA
USD
9156033.130000
0.0554234446
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECQ1
14992218.480000
PA
USD
12137508.780000
0.0734709602
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECR9
12827488.050000
PA
USD
10794389.050000
0.0653407666
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECU2
11164318.640000
PA
USD
9753722.050000
0.0590413846
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECY4
33339024.750000
PA
USD
27457840.090000
0.1662082320
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ED56
10944061.680000
PA
USD
8854919.760000
0.0536007404
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ED98
10100330.750000
PA
USD
8833010.940000
0.0534681216
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EDF4
7949297.650000
PA
USD
6744766.490000
0.0408275272
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
1.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EDG2
4604177.620000
PA
USD
4022026.140000
0.0243461923
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EE30
4647602.160000
PA
USD
3913525.340000
0.0236894135
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EE63
11898480.790000
PA
USD
11143277.550000
0.0674526640
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EEE6
1527954.390000
PA
USD
1336301.390000
0.0080889207
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EEZ9
10174282.010000
PA
USD
7872393.030000
0.0476532940
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EFE5
5739402.300000
PA
USD
5019270.480000
0.0303827275
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
2.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EFF2
4122102.740000
PA
USD
3705062.930000
0.0224275455
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EGD6
9258444.640000
PA
USD
8095223.280000
0.0490021336
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EGJ3
18593926.400000
PA
USD
16904741.820000
0.1023280506
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EHJ2
8305756.060000
PA
USD
7547086.040000
0.0456841406
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EKS8
1279146.120000
PA
USD
1161730.430000
0.0070322050
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ELV0
7090312.020000
PA
USD
6438095.630000
0.0389711823
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EP38
9137577.660000
PA
USD
8995672.910000
0.0544527496
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ES68
27639831.260000
PA
USD
27692182.480000
0.1676267571
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ET59
23724200.140000
PA
USD
22835169.190000
0.1382262074
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EU99
36005326.750000
PA
USD
35429473.040000
0.2144622467
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EZM5
53495907.990000
PA
USD
53573336.900000
0.3242909705
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418M2S0
749784.890000
PA
USD
765555.560000
0.0046340730
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418M7D8
17582.310000
PA
USD
17438.370000
0.0001055582
Long
ABS-MBS
USGSE
US
N
2
2025-03-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418MG63
473834.820000
PA
USD
483475.520000
0.0029265817
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418MGP1
570466.770000
PA
USD
582478.810000
0.0035258699
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418MKV3
116562.780000
PA
USD
116979.770000
0.0007081038
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418MP30
815737.540000
PA
USD
832913.900000
0.0050418076
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418MPU0
482349.610000
PA
USD
492491.100000
0.0029811549
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418NET3
20800.070000
PA
USD
20073.080000
0.0001215067
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418NZW3
39898.120000
PA
USD
38504.460000
0.0002330758
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418SQ77
717237.480000
PA
USD
706296.740000
0.0042753666
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418TJF5
618020.180000
PA
USD
608401.470000
0.0036827854
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418UEK6
4071264.320000
PA
USD
4009168.460000
0.0242683619
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418WPP9
485038.550000
PA
USD
462618.090000
0.0028003271
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419A3K1
870843.880000
PA
USD
889178.100000
0.0053823869
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AA64
10873.300000
PA
USD
11102.080000
0.0000672033
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419ADK0
757602.140000
PA
USD
760305.470000
0.0046022931
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AF69
786622.690000
PA
USD
789427.300000
0.0047785738
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AHX8
121837.230000
PA
USD
124400.860000
0.0007530253
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AK30
134647.160000
PA
USD
129358.000000
0.0007830319
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AL70
772720.190000
PA
USD
788988.590000
0.0047759182
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AX44
2200236.120000
PA
USD
2123364.360000
0.0128531827
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419BBT1
15184629.140000
PA
USD
14217836.560000
0.0860636332
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419BCW3
19965.640000
PA
USD
19268.040000
0.0001166336
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419BCX1
195460.850000
PA
USD
188631.950000
0.0011418299
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419DL74
9271957.490000
PA
USD
8947856.680000
0.0541633076
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419FFW1
6610541.620000
PA
USD
6189306.210000
0.0374652063
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419JSM1
1260840.420000
PA
USD
1180532.250000
0.0071460165
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419JSV1
2602307.070000
PA
USD
2511329.430000
0.0152016190
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419KKJ3
65935.760000
PA
USD
61735.530000
0.0003736985
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773CY4
3260000.000000
PA
USD
3188051.800000
0.0192979656
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
2.3750000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773DA5
2040000.000000
PA
USD
1890559.800000
0.0114439665
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.5500000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773DJ6
2875000.000000
PA
USD
2923222.380000
0.0176948960
Long
DBT
CORP
US
N
2
2028-10-27
Variable
6.3610000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773DK3
12345000.000000
PA
USD
12605516.540000
0.0763039121
Long
DBT
CORP
US
N
2
2029-07-27
Variable
6.3390000
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773DL1
5270000.000000
PA
USD
5220314.440000
0.0315996900
Long
DBT
CORP
US
N
2
2032-01-29
Variable
5.6310000
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BANK NA
31677AAB0
2345000.000000
PA
USD
2265706.170000
0.0137148084
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.8500000
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BANK NA
31677QBM0
1630000.000000
PA
USD
1598316.060000
0.0096749521
Long
DBT
CORP
US
N
2
2025-07-28
Fixed
3.9500000
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BANK NA
31677QBR9
830000.000000
PA
USD
765100.640000
0.0046313193
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.2500000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AR9
3380000.000000
PA
USD
3228477.980000
0.0195426740
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.2000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932AL1
5829000.000000
PA
USD
5020873.270000
0.0303924295
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.6500000
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932AM9
19676000.000000
PA
USD
12984546.570000
0.0785982627
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.4000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932AP2
2840000.000000
PA
USD
2352792.320000
0.0142419597
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.2500000
N
N
N
N
N
N
522 Funding CLO 2019-5 Ltd
549300HKB0UTKU91DG08
522 FUNDING CLO 2019-5 LTD
33829WAE9
16085000.000000
PA
USD
16090337.160000
0.0973982834
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
7.1790000
N
N
N
N
N
N
Flagstar Mortgage Trust 2018-6RR
549300H3PON1KOB2RF56
FLAGSTAR MORTGAGE TRUST 2018-6RR
33851FAP2
814243.830000
PA
USD
773207.000000
0.0046803888
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
4.0000000
N
N
N
N
N
N
Flagstar Mortgage Trust 2021-5INV
N/A
FLAGSTAR MORTGAGE TRUST 2021-5INV
33851PAS4
9295793.140000
PA
USD
7192155.150000
0.0435356673
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.5000000
N
N
N
N
N
N
Flagstar Mortgage Trust 2020-1NV
N/A
FLAGSTAR MORTGAGE TRUST 2020-1NV
33851YAL0
3484513.080000
PA
USD
3281784.110000
0.0198653475
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
6.0000000
N
N
N
N
N
N
Flagstar Mortgage Trust 2021-8INV
N/A
FLAGSTAR MORTGAGE TRUST 2021-8INV
33852HAP7
8487624.940000
PA
USD
6566875.420000
0.0397507142
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.5000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust 2024-A
N/A
FORD CREDIT AUTO LEASE TRUST 2024-A
345290AE0
4465000.000000
PA
USD
4432534.540000
0.0268310882
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
5.0500000
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
2566867.910000
0.0155378054
Long
ABS-O
CORP
US
N
2
2027-02-15
Fixed
6.2000000
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
9677478.870000
0.0585798682
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
6.4300000
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
7974385.200000
0.0482706746
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
6.9700000
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
33242258.410000
0.2012225645
Long
ABS-O
CORP
US
N
2
2035-08-15
Fixed
4.8500000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370CX6
8295000.000000
PA
USD
9608629.380000
0.0581631074
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.6250000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397C27
6895000.000000
PA
USD
6708745.370000
0.0406094836
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.9500000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397C35
1255000.000000
PA
USD
1304189.730000
0.0078945419
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
7.3500000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397C92
4760000.000000
PA
USD
4893955.920000
0.0296241714
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
6.8000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397D59
5070000.000000
PA
USD
5235951.240000
0.0316943429
Long
DBT
CORP
US
N
2
2028-11-07
Fixed
6.7980000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397D67
5050000.000000
PA
USD
5367831.850000
0.0324926447
Long
DBT
CORP
US
N
2
2033-11-07
Fixed
7.1220000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397D83
6545000.000000
PA
USD
6524357.070000
0.0394933414
Long
DBT
CORP
US
N
2
2027-03-05
Fixed
5.8000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2024-DNA2
529900GRKKKHILZX4347
FREDDIE MAC STACR REMIC TRUST 2024-DNA2
35564NCW1
12690000.000000
PA
USD
12705814.280000
0.0769110360
Long
ABS-MBS
USGSE
US
N
2
2044-05-25
Floating
6.5740000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DCC7
1558000.000000
PA
USD
1532682.500000
0.0092776580
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.0000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DCG8
6681000.000000
PA
USD
6405408.750000
0.0387733216
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.3750000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36178NF87
2204712.490000
PA
USD
1952666.160000
0.0118199097
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36178NGA1
13498041.090000
PA
USD
11954852.030000
0.0723652994
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36178WP45
63853.660000
PA
USD
57267.840000
0.0003466546
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179M2Q2
7690583.920000
PA
USD
7013770.470000
0.0424558664
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179M5M8
3052286.190000
PA
USD
2783820.340000
0.0168510653
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MG61
4378290.600000
PA
USD
4138934.930000
0.0250538664
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MNJ5
244412.860000
PA
USD
231050.460000
0.0013985983
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MSY7
204613.770000
PA
USD
193426.740000
0.0011708538
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179N2K3
7722054.750000
PA
USD
7294931.920000
0.0441577973
Long
ABS-MBS
USGA
US
N
2
2044-02-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NDV7
1887624.350000
PA
USD
1932745.390000
0.0116993250
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NF78
9045441.540000
PA
USD
8250741.340000
0.0499435180
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179Q3H2
1826829.250000
PA
USD
1603989.200000
0.0097092928
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QGG0
1912078.350000
PA
USD
1957824.230000
0.0118511326
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179R7J2
7047716.120000
PA
USD
6383672.200000
0.0386417456
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RD63
10377779.940000
PA
USD
9130199.140000
0.0552670659
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RF87
14151300.810000
PA
USD
12471425.790000
0.0754922319
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RLN7
2027741.130000
PA
USD
1780306.810000
0.0107765813
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RQ28
5898957.350000
PA
USD
5340281.320000
0.0323258754
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RVB2
4781433.050000
PA
USD
4334017.240000
0.0262347417
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RXE4
147241.700000
PA
USD
138037.170000
0.0008355688
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RXF1
1491056.140000
PA
USD
1438394.440000
0.0087069120
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179S2P1
13251308.990000
PA
USD
11973845.040000
0.0724802682
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179S2Q9
101975.950000
PA
USD
95021.740000
0.0005751871
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179S5M5
2565220.650000
PA
USD
2380527.870000
0.0144098490
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SB71
4342460.840000
PA
USD
3808382.230000
0.0230529596
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SB89
5460647.100000
PA
USD
4945176.050000
0.0299342179
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SB97
9456439.020000
PA
USD
8858660.060000
0.0536233812
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SEH6
2561761.760000
PA
USD
2319535.910000
0.0140406515
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SGK7
2511391.820000
PA
USD
2201861.820000
0.0133283448
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SGL5
1087898.530000
PA
USD
984062.370000
0.0059567419
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SLS4
1842191.040000
PA
USD
1667996.070000
0.0100967402
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SNU7
12750822.000000
PA
USD
11174321.840000
0.0676405817
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SUX3
1911071.400000
PA
USD
1854774.540000
0.0112273506
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179T7L3
1391037.460000
PA
USD
1332843.030000
0.0080679865
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TAL9
2576034.350000
PA
USD
2393735.170000
0.0144897956
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TAN5
2276007.920000
PA
USD
2244804.600000
0.0135882867
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TC29
1381855.060000
PA
USD
1362906.990000
0.0082499702
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TCX1
1652827.480000
PA
USD
1495563.190000
0.0090529668
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TCZ6
1411888.810000
PA
USD
1358533.960000
0.0082234993
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TE43
2369598.360000
PA
USD
2337106.740000
0.0141470115
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TG41
578965.950000
PA
USD
522091.440000
0.0031603322
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TG58
172834.430000
PA
USD
161233.570000
0.0009759816
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TJ22
928894.250000
PA
USD
919877.340000
0.0055682161
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TLT0
3349633.580000
PA
USD
3129701.860000
0.0189447608
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TLV5
1910804.780000
PA
USD
1884603.020000
0.0114079088
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TNR2
7918436.980000
PA
USD
7140308.170000
0.0432218264
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TQS7
1968861.200000
PA
USD
1941546.070000
0.0117525974
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TUC7
1636591.210000
PA
USD
1570912.710000
0.0095090737
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TUE3
1314315.970000
PA
USD
1336108.970000
0.0080877560
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TV93
996042.650000
PA
USD
1012573.360000
0.0061293251
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TXY6
3746128.300000
PA
USD
3789754.170000
0.0229401999
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TZ65
6201.850000
PA
USD
5943.680000
0.0000359784
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TZ73
2864021.430000
PA
USD
2819420.400000
0.0170665602
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179U3S9
3271396.000000
PA
USD
2777468.760000
0.0168126178
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UCE0
12566.870000
PA
USD
12699.230000
0.0000768712
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UEC2
272852.580000
PA
USD
275373.080000
0.0016668927
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UGF3
1311761.130000
PA
USD
1323712.530000
0.0080127176
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UK27
1206650.450000
PA
USD
1211421.680000
0.0073329969
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UKY7
2253253.410000
PA
USD
2158436.460000
0.0130654817
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UPD8
1734283.600000
PA
USD
1749106.960000
0.0105877219
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UXH0
160907.550000
PA
USD
138005.260000
0.0008353756
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UZH8
771100.750000
PA
USD
661485.190000
0.0040041126
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179V4U1
60236259.910000
PA
USD
48303598.980000
0.2923921095
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179V7D6
20591349.900000
PA
USD
16519341.680000
0.0999951404
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VDC1
4322690.200000
PA
USD
3707420.780000
0.0224418181
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VHG8
3396634.850000
PA
USD
2913169.870000
0.0176340459
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VL32
1579509.730000
PA
USD
1344921.970000
0.0081411029
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VSG6
10100631.530000
PA
USD
8448669.810000
0.0511416218
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
2.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VV31
13335135.160000
PA
USD
12391583.670000
0.0750089303
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179W6F0
88679.530000
PA
USD
74774.290000
0.0004526249
Long
ABS-MBS
USGA
US
N
2
2037-06-20
Fixed
1.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179W7K8
21521522.430000
PA
USD
18593804.250000
0.1125523100
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WBX5
17472964.080000
PA
USD
14017649.790000
0.0848518595
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WDR6
12097071.390000
PA
USD
10085659.640000
0.0610506745
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WJQ2
100403350.050000
PA
USD
80527139.410000
0.4874481542
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WJS8
29352193.140000
PA
USD
25392495.700000
0.1537062567
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WKT4
480569.370000
PA
USD
405321.400000
0.0024534979
Long
ABS-MBS
USGA
US
N
2
2036-08-20
Fixed
1.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WLN6
19491420.540000
PA
USD
15632793.870000
0.0946286752
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WLP1
9712524.090000
PA
USD
8097466.050000
0.0490157096
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WNE4
36901543.350000
PA
USD
30765198.250000
0.1862283848
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WQA9
83777949.190000
PA
USD
69846452.020000
0.4227956483
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WQB7
45802637.640000
PA
USD
39577094.580000
0.2395686950
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WR26
20275745.830000
PA
USD
16903612.740000
0.1023212161
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WSZ2
2236177.310000
PA
USD
1885811.950000
0.0114152267
Long
ABS-MBS
USGA
US
N
2
2036-12-20
Fixed
1.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WTY4
40426063.980000
PA
USD
33703402.780000
0.2040139709
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WUV8
2973988.380000
PA
USD
2507985.870000
0.0151813797
Long
ABS-MBS
USGA
US
N
2
2037-01-20
Fixed
1.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WY85
23819347.030000
PA
USD
19110556.290000
0.1156803217
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
2.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WY93
37506010.280000
PA
USD
31269693.540000
0.1892822036
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
2.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WYD4
2411987.420000
PA
USD
2034414.330000
0.0123147490
Long
ABS-MBS
USGA
US
N
2
2037-03-20
Fixed
1.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WZZ4
1939661.770000
PA
USD
1635714.950000
0.0099013356
Long
ABS-MBS
USGA
US
N
2
2037-04-20
Fixed
1.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179XBS4
11691715.830000
PA
USD
10434487.740000
0.0631622063
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179XHX7
68858485.080000
PA
USD
63300849.270000
0.3831737022
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179XHY5
48103779.560000
PA
USD
45511236.460000
0.2754893365
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179XX43
10065551.700000
PA
USD
9519620.740000
0.0576243189
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617A9KW6
1358366.450000
PA
USD
1231385.740000
0.0074538436
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617B5DY7
2422969.290000
PA
USD
2183168.310000
0.0132151890
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617G8VD2
213784.470000
PA
USD
208310.810000
0.0012609503
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617G8YM9
426686.020000
PA
USD
415762.440000
0.0025166998
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36181KC81
4682674.520000
PA
USD
4249152.930000
0.0257210397
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36183FLP2
635501.190000
PA
USD
573528.580000
0.0034716923
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
3.5000000
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
6114577.250000
0.0370128557
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.3500000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36184BAH0
2821579.560000
PA
USD
2546103.050000
0.0154121113
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36184BZ34
709987.750000
PA
USD
648817.840000
0.0039274344
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36189MBR8
2211137.140000
PA
USD
2004445.150000
0.0121333391
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36193VG22
755213.260000
PA
USD
650686.530000
0.0039387460
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36194BZE8
4442909.560000
PA
USD
3838803.060000
0.0232371034
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36194BZF5
3447929.210000
PA
USD
2979106.000000
0.0180331716
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36194MH87
1200001.880000
PA
USD
1033887.130000
0.0062583419
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36194MJQ5
1881759.320000
PA
USD
1621271.050000
0.0098139036
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36195KHB3
952228.240000
PA
USD
820403.920000
0.0049660820
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36195KHC1
1093608.900000
PA
USD
942229.540000
0.0057035188
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36200MV83
472328.070000
PA
USD
461828.290000
0.0027955463
Long
ABS-MBS
USGA
US
N
2
2033-09-15
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202C2Y8
3496.630000
PA
USD
3568.390000
0.0000216002
Long
ABS-MBS
USGA
US
N
2
2028-05-20
Fixed
7.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202C6L2
6147.550000
PA
USD
6273.710000
0.0000379761
Long
ABS-MBS
USGA
US
N
2
2028-11-20
Fixed
7.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202CRF2
5.770000
PA
USD
5.770000
0.0000000349
Long
ABS-MBS
USGA
US
N
2
2026-09-20
Fixed
8.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202D3J8
10831.400000
PA
USD
11244.270000
0.0000680640
Long
ABS-MBS
USGA
US
N
2
2034-01-20
Fixed
6.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202D4P3
33749.230000
PA
USD
34555.900000
0.0002091743
Long
ABS-MBS
USGA
US
N
2
2034-03-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202DUU3
37241.600000
PA
USD
37856.000000
0.0002291505
Long
ABS-MBS
USGA
US
N
2
2032-10-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202E4H9
1121472.390000
PA
USD
1117502.710000
0.0067644851
Long
ABS-MBS
USGA
US
N
2
2039-04-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202E7H6
261499.770000
PA
USD
260574.140000
0.0015773115
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EAK5
14411.880000
PA
USD
14363.320000
0.0000869443
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EAL3
8968.690000
PA
USD
9134.350000
0.0000552922
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Fixed
6.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202ECP2
43516.860000
PA
USD
44251.580000
0.0002678644
Long
ABS-MBS
USGA
US
N
2
2035-02-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EG45
66821.010000
PA
USD
68421.000000
0.0004141671
Long
ABS-MBS
USGA
US
N
2
2036-02-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EWE5
265850.850000
PA
USD
276338.750000
0.0016727381
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Fixed
6.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EYM5
148532.450000
PA
USD
154215.150000
0.0009334976
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Fixed
6.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FB47
172225.270000
PA
USD
171244.120000
0.0010365776
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FCN4
473413.420000
PA
USD
459769.450000
0.0027830837
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FCP9
1130054.830000
PA
USD
1126054.650000
0.0068162518
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FDD5
43496.850000
PA
USD
44540.640000
0.0002696141
Long
ABS-MBS
USGA
US
N
2
2039-12-20
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FE77
424768.240000
PA
USD
423264.620000
0.0025621121
Long
ABS-MBS
USGA
US
N
2
2040-03-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FFU5
280126.980000
PA
USD
279135.360000
0.0016896666
Long
ABS-MBS
USGA
US
N
2
2040-04-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FGE0
699947.890000
PA
USD
697055.930000
0.0042194300
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FGY6
1327787.630000
PA
USD
1322301.600000
0.0080041770
Long
ABS-MBS
USGA
US
N
2
2040-06-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FJR8
163866.830000
PA
USD
162785.670000
0.0009853768
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FKN5
2491142.740000
PA
USD
2415504.570000
0.0146215705
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FLP9
526953.870000
PA
USD
511276.140000
0.0030948648
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FLQ7
1199952.760000
PA
USD
1195705.050000
0.0072378607
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FMB9
5887052.030000
PA
USD
5711894.920000
0.0345753327
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FP67
274059.250000
PA
USD
259079.120000
0.0015682618
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FQ74
525676.820000
PA
USD
510037.400000
0.0030873665
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FQ82
2077885.780000
PA
USD
2070530.540000
0.0125333682
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FX84
2633339.590000
PA
USD
2489368.360000
0.0150686839
Long
ABS-MBS
USGA
US
N
2
2041-10-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FY75
4486542.680000
PA
USD
4353046.230000
0.0263499283
Long
ABS-MBS
USGA
US
N
2
2041-11-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36206PS27
122.050000
PA
USD
124.160000
0.0000007516
Long
ABS-MBS
USGA
US
N
2
2026-03-15
Fixed
6.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36206UM63
421.420000
PA
USD
428.310000
0.0000025927
Long
ABS-MBS
USGA
US
N
2
2026-01-15
Fixed
6.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36206UR27
1358.230000
PA
USD
1380.700000
0.0000083577
Long
ABS-MBS
USGA
US
N
2
2026-05-15
Fixed
6.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36208DJM8
24270.130000
PA
USD
24487.440000
0.0001482278
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
7.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36208EXF5
21114.100000
PA
USD
21134.920000
0.0001279342
Long
ABS-MBS
USGA
US
N
2
2027-09-15
Fixed
8.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36208HQZ2
48780.380000
PA
USD
49587.360000
0.0003001630
Long
ABS-MBS
USGA
US
N
2
2027-10-15
Fixed
8.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36209W2W1
8949.080000
PA
USD
8963.080000
0.0000542555
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
7.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620A9S44
1215580.330000
PA
USD
1200550.760000
0.0072671929
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36213EP34
30615.910000
PA
USD
31116.170000
0.0001883529
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
6.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36213TWN9
1500.720000
PA
USD
1527.880000
0.0000092486
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
6.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36225BEA2
976.630000
PA
USD
994.570000
0.0000060203
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
6.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A26L1
5212669.940000
PA
USD
4707722.100000
0.0284968579
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A2D74
5395309.710000
PA
USD
4839636.670000
0.0292953653
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3622A2KC5
71892.740000
PA
USD
70972.260000
0.0004296104
Long
ABS-MBS
USGA
US
N
2
2026-07-15
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3622A2MG4
52370.650000
PA
USD
53562.240000
0.0003242238
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
6.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3622A2MV1
2601962.610000
PA
USD
2605063.580000
0.0157690121
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3622A2N57
11274.070000
PA
USD
11471.420000
0.0000694390
Long
ABS-MBS
USGA
US
N
2
2038-10-15
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3622A2QJ4
1664037.800000
PA
USD
1608732.740000
0.0097380065
Long
ABS-MBS
USGA
US
N
2
2045-09-15
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3622A2QW5
1057737.400000
PA
USD
1056603.580000
0.0063958495
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A2TA0
6659881.260000
PA
USD
6005173.710000
0.0363506125
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A2ZK1
659385.800000
PA
USD
597865.480000
0.0036190088
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622AAGA6
176139.040000
PA
USD
158811.960000
0.0009613231
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622AARG1
10097963.320000
PA
USD
9104703.210000
0.0551127335
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622AAYY4
1819376.480000
PA
USD
1628830.830000
0.0098596645
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
3.5000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622AB5L2
5858840.040000
PA
USD
5387729.720000
0.0326130908
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622ABCY6
6138457.410000
PA
USD
5583777.500000
0.0337998103
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
3.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622ABZU9
2478944.730000
PA
USD
2346884.870000
0.0142062006
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
4.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36241KYG7
1363609.350000
PA
USD
1409114.260000
0.0085296727
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Fixed
6.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36241LF50
2438264.010000
PA
USD
2434159.340000
0.0147344918
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36241LF68
2440602.200000
PA
USD
2436493.590000
0.0147486215
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36241LX84
2885958.450000
PA
USD
2641132.870000
0.0159873473
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
3.5000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2022-GR2
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2
36250BAE6
331169.430000
PA
USD
324823.130000
0.0019662245
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Variable
5.8020000
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
6546867.790000
0.0396296037
Long
ABS-O
CORP
US
N
2
2027-01-20
Fixed
5.7600000
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
10679419.780000
0.0646448328
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
3.5430000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2020-INV1
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1
36258KAS7
15510070.530000
PA
USD
12770961.050000
0.0773053835
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Variable
2.9210000
N
N
N
N
N
N
Boost Newco Borrower LLC
254900S8RE1OL7TTCU64
BOOST NEWCO BORROWER LLC
36268NAA8
4410000.000000
PA
USD
4558837.500000
0.0275956273
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36297FYY2
845088.330000
PA
USD
838074.610000
0.0050730465
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
5.0000000
N
N
N
N
N
N
Galton Funding Mortgage Trust 2017-1
N/A
GALTON FUNDING MORTGAGE TRUST 2017-1
36417JAL3
731109.400000
PA
USD
642073.650000
0.0038866104
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.5000000
N
N
N
N
N
N
Galton Funding Mortgage Trust 2018-2
N/A
GALTON FUNDING MORTGAGE TRUST 2018-2
36418GAJ3
1562655.580000
PA
USD
1412577.510000
0.0085506365
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.0000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XEH5
6420000.000000
PA
USD
6460985.280000
0.0391097383
Long
DBT
CORP
US
N
2
2028-06-23
Fixed
5.8000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XEU6
12735000.000000
PA
USD
12686823.500000
0.0767960807
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.5500000
N
N
N
N
N
N
Genesee & Wyoming Inc
G617XSG94Z7G0RMW3L02
GENESEE & WYOMING INC
371559AB1
5025000.000000
PA
USD
4962187.500000
0.0300371919
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.2500000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO
373334KT7
17255000.000000
PA
USD
16750757.140000
0.1013959481
Long
DBT
CORP
US
N
2
2033-05-17
Fixed
4.9500000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO
373334KW0
18800000.000000
PA
USD
18673795.600000
0.1130365149
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.2500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GWL4
6770000.000000
PA
USD
6446299.220000
0.0390208404
Long
DBT
CORP
US
N
2
2028-06-05
Variable
3.6910000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GYJ7
17802000.000000
PA
USD
14400429.440000
0.0871689073
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.3830000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GZR8
20205000.000000
PA
USD
19259668.670000
0.1165829311
Long
DBT
CORP
US
N
2
2028-03-15
Variable
3.6150000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GZU1
22790000.000000
PA
USD
22181256.310000
0.1342679316
Long
DBT
CORP
US
N
2
2028-08-23
Variable
4.4820000
N
N
N
N
N
N
Golub Capital Partners CLO 60B Ltd
N/A
GOLUB CAPITAL PARTNERS CLO 60B LTD
381733AJ3
11190000.000000
PA
USD
11190000.000000
0.0677354850
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
0.0100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38378FK74
1929979.910000
PA
USD
195666.000000
0.0011844085
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
4.0000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38378TDR8
2682081.870000
PA
USD
405887.230000
0.0024569230
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.5000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38380H5W8
1237085.390000
PA
USD
1090761.450000
0.0066026145
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.0000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38380UPK3
1526572.290000
PA
USD
1371508.270000
0.0083020356
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.0000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38383REY9
9510000.000000
PA
USD
7706433.260000
0.0466487037
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.5000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CA5
18270000.000000
PA
USD
16305975.000000
0.0987035858
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.5000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS EQUIPMENT TRUST
40441RAE3
5736000.000000
PA
USD
5637321.870000
0.0341239259
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
1.9600000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS EQUIPMENT TRUST
40441RAF0
12510000.000000
PA
USD
12108068.710000
0.0732927531
Long
ABS-O
CORP
US
N
2
2029-11-20
Fixed
2.4000000
N
N
N
N
N
N
Hpefs Equipment Trust 2022-2
N/A
HPEFS EQUIPMENT TRUST 2022-2
40441TAE9
4445000.000000
PA
USD
4390004.240000
0.0265736431
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
4.4300000
N
N
N
N
N
N
Hardee s Funding LLC
N/A
HARDEE'S FUNDING LLC
411707AK8
4094225.000000
PA
USD
3472071.480000
0.0210171980
Long
ABS-O
CORP
US
N
2
2051-06-20
Fixed
2.8650000
N
N
N
N
N
N
Hardee s Funding LLC
N/A
HARDEE'S FUNDING LLC
411707AM4
22315000.000000
PA
USD
22222428.450000
0.1345171555
Long
ABS-O
CORP
US
N
2
2054-03-20
Fixed
7.2530000
N
N
N
N
N
N
HAT Holdings I LLC / HAT Holdings II LLC
N/A
HAT HOLDINGS I LLC / HAT HOLDINGS II LLC
418751AL7
10245000.000000
PA
USD
10590768.750000
0.0641082089
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
8.0000000
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
8963040.000000
0.0542552155
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
8.3750000
N
N
N
N
N
N
Hilton Domestic Operating Co Inc
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC
432833AQ4
4605000.000000
PA
USD
4535925.000000
0.0274569330
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
6.1250000
N
N
N
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
HOWARD HUGHES CORP/THE
44267DAD9
3050000.000000
PA
USD
2870812.500000
0.0173776476
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.3750000
N
N
N
N
N
N
HPEFS Equipment Trust 2023-2
N/A
HPEFS EQUIPMENT TRUST 2023-2
44328UAD8
1285000.000000
PA
USD
1294196.100000
0.0078340483
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
6.2500000
N
N
N
N
N
N
HPEFS Equipment Trust 2023-2
N/A
HPEFS EQUIPMENT TRUST 2023-2
44328UAE6
5005000.000000
PA
USD
5052294.250000
0.0305826275
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
6.4800000
N
N
N
N
N
N
HPEFS Equipment Trust 2023-2
N/A
HPEFS EQUIPMENT TRUST 2023-2
44328UAF3
3320000.000000
PA
USD
3368966.020000
0.0203930784
Long
ABS-O
CORP
US
N
2
2031-07-21
Fixed
6.9700000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD
44332PAH4
13485000.000000
PA
USD
13704131.250000
0.0829540641
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.2500000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BF8
6275000.000000
PA
USD
6044569.450000
0.0365890834
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.9500000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BN1
15720000.000000
PA
USD
15289272.000000
0.0925492631
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.8750000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BY7
9325000.000000
PA
USD
9485362.030000
0.0574169435
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.9500000
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859CA8
15235000.000000
PA
USD
15034019.880000
0.0910041670
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
5.3750000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859CB6
6310000.000000
PA
USD
6079640.830000
0.0368013781
Long
DBT
CORP
US
N
2
2054-04-15
Fixed
5.7500000
N
N
N
N
N
Huntington National Bank/The
2WHM8VNJH63UN14OL754
HUNTINGTON NATIONAL BANK/THE
44644MAH4
3380000.000000
PA
USD
3367605.540000
0.0203848431
Long
DBT
CORP
US
N
2
2025-11-18
Variable
5.6990000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ACB1
5370000.000000
PA
USD
5359544.610000
0.0324424802
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
5.5000000
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ACR6
6620000.000000
PA
USD
6864370.680000
0.0415515172
Long
DBT
CORP
US
N
2
2029-01-16
Fixed
6.5000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ACV7
3290000.000000
PA
USD
3267660.900000
0.0197798567
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
5.4000000
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ACY1
5630000.000000
PA
USD
5587724.330000
0.0338237013
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
5.3500000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust 2024-A
N/A
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A
448988AE5
5515000.000000
PA
USD
5480585.300000
0.0331751656
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
5.0700000
N
N
N
N
N
N
Icon Investments Six DAC
635400FQ1M7J2CHLAS59
ICON INVESTMENTS SIX DAC
45115AAB0
4535000.000000
PA
USD
4577728.770000
0.0277099802
Long
DBT
CORP
IE
N
2
2029-05-08
Fixed
5.8490000
N
N
N
N
N
N
Icon Investments Six DAC
635400FQ1M7J2CHLAS59
ICON INVESTMENTS SIX DAC
45115AAC8
5710000.000000
PA
USD
5809371.130000
0.0351653772
Long
DBT
CORP
IE
N
2
2034-05-08
Fixed
6.0000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
STATE OF ILLINOIS
452152GS4
3651428.570000
PA
USD
3915859.550000
0.0237035430
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
7.3500000
N
N
N
N
N
N
Imperial Fund Mortgage Trust 2021-NQM2
N/A
IMPERIAL FUND MORTGAGE TRUST 2021-NQM2
452761AA7
11011097.690000
PA
USD
8923266.940000
0.0540144606
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
1.0730000
N
N
N
N
N
N
Indianapolis Power & Light Co
2T85JNP2R2B2GTSFND21
INDIANAPOLIS POWER & LIGHT CO
455434BW9
5430000.000000
PA
USD
5297404.830000
0.0320663347
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
5.7000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837BH5
9190000.000000
PA
USD
9477352.920000
0.0573684626
Long
DBT
CORP
NL
N
2
2034-09-11
Variable
6.1140000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
INGERSOLL RAND INC
45687VAE6
8185000.000000
PA
USD
8190704.950000
0.0495801048
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.3140000
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
INGERSOLL RAND INC
45687VAF3
6700000.000000
PA
USD
6690687.000000
0.0405001724
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
5.4500000
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
INGERSOLL RAND INC
45687VAG1
5610000.000000
PA
USD
5673499.590000
0.0343429175
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
5.7000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC/THE
460690BP4
7525000.000000
PA
USD
7319657.800000
0.0443074684
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.6500000
N
N
N
N
N
N
Invesco US CLO 2023-1 Ltd
54930008KXQ75MGXPQ71
INVESCO US CLO 2023-1 LTD
46146GAQ5
18315000.000000
PA
USD
18455357.000000
0.1117142590
Long
ABS-CBDO
CORP
JE
N
2
2037-04-22
Floating
6.8560000
N
N
N
N
N
N
Invitation Homes Operating Partnership LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP LP
46188BAE2
4206000.000000
PA
USD
4189861.580000
0.0253621364
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
5.4500000
N
N
N
N
N
N
IPALCO Enterprises Inc
5493000YFVK2DZX0JV43
IPALCO ENTERPRISES INC
462613AQ3
9230000.000000
PA
USD
9074566.800000
0.0549303113
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.7500000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA INC
46266TAD0
435000.000000
PA
USD
438262.500000
0.0026528975
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
6.5000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA INC
46266TAF5
13440000.000000
PA
USD
13725600.000000
0.0830840191
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.2500000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2019-INV3
N/A
JP MORGAN MORTGAGE TRUST 2019-INV3
46591LAC5
4314818.640000
PA
USD
3796564.050000
0.0229814216
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.5000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2020-LTV1
N/A
JP MORGAN MORTGAGE TRUST 2020-LTV1
46591NAC1
602080.090000
PA
USD
585239.790000
0.0035425828
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Variable
3.5000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2020-LTV1
N/A
JP MORGAN MORTGAGE TRUST 2020-LTV1
46591NBH9
243368.980000
PA
USD
236481.610000
0.0014314742
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Variable
3.5000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2020-INV1
N/A
JP MORGAN MORTGAGE TRUST 2020-INV1
46591VAC3
3698128.080000
PA
USD
3196650.450000
0.0193500151
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
3.5000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2020-INV1
N/A
JP MORGAN MORTGAGE TRUST 2020-INV1
46591VBC2
2186945.220000
PA
USD
2067813.350000
0.0125169205
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Floating
6.0000000
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
9088125.000000
0.0550123820
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.2470000
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
6605585.980000
0.0399850376
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.5490000
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
9296889.930000
0.0562760812
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.9500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBE5
12398000.000000
PA
USD
10810597.270000
0.0654388784
Long
DBT
CORP
US
N
2
2030-10-15
Variable
2.7390000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBL9
4475000.000000
PA
USD
3836399.600000
0.0232225548
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.5220000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBP0
38833000.000000
PA
USD
33584487.050000
0.2032941483
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.9560000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBU9
42600000.000000
PA
USD
34259772.000000
0.2073817939
Long
DBT
CORP
US
N
2
2031-11-19
Variable
1.7640000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PEA0
9645000.000000
PA
USD
9518245.410000
0.0576159937
Long
DBT
CORP
US
N
2
2028-01-23
Variable
5.0400000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PEC6
8860000.000000
PA
USD
8727365.800000
0.0528286287
Long
DBT
CORP
US
N
2
2035-01-23
Variable
5.3360000
N
N
N
N
N
N
Jane Street Group / JSG Finance Inc
N/A
JANE STREET GROUP / JSG FINANCE INC
47077WAC2
11795000.000000
PA
USD
11971925.000000
0.0724686458
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
7.1250000
N
N
N
N
N
N
Jones Deslauriers Insurance Management Inc
549300JQIWNFU00E5424
JONES DESLAURIERS INSURANCE MANAGEMENT INC
48020RAB1
7898000.000000
PA
USD
8292900.000000
0.0501987135
Long
DBT
CORP
CA
N
2
2030-03-15
Fixed
8.5000000
N
N
N
N
N
N
KKR CLO 40 Ltd
N/A
KKR CLO 40 LTD
48254UAE5
14140000.000000
PA
USD
14140000.000000
0.0855924717
Long
ABS-CBDO
CORP
JE
N
2
2034-10-20
Floating
6.6430000
N
N
N
N
N
N
KKR CLO 43 Ltd
N/A
KKR CLO 43 LTD
48255UAJ3
11620000.000000
PA
USD
11716611.700000
0.0709231793
Long
ABS-CBDO
CORP
JE
N
2
2036-01-15
Floating
7.0790000
N
N
N
N
N
N
Kinetik Holdings LP
549300RD6AJIMYC0HY12
KINETIK HOLDINGS LP
49461MAA8
2861000.000000
PA
USD
2785898.750000
0.0168636464
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.8750000
N
N
N
N
N
N
Kinetik Holdings LP
549300RD6AJIMYC0HY12
KINETIK HOLDINGS LP
49461MAB6
593000.000000
PA
USD
597447.500000
0.0036164787
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
6.6250000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/NZD FWD 20240719 MSLNGB2X
000000000
1.000000
NC
USD
-15162.910000
-0.0000917844
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-1105000.000000
NZD
664077.380000
USD
2024-07-19
-15162.910000
N
N
N
Kubota Credit Owner Trust 2023-1
N/A
KUBOTA CREDIT OWNER TRUST 2023-1
50117KAD2
5255000.000000
PA
USD
5209081.280000
0.0315316932
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
5.0700000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FINANCING PLC
50220PAD5
14998000.000000
PA
USD
12555185.750000
0.0759992490
Long
DBT
CORP
GB
N
2
2031-04-06
Fixed
2.5000000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FINANCING PLC
50220PAE3
6705000.000000
PA
USD
4977315.950000
0.0301287677
Long
DBT
CORP
GB
N
2
2041-04-06
Fixed
3.2000000
N
N
N
N
N
N
Lseg US Fin Corp
2138007FV67QQ13CGJ43
LSEG US FIN CORP
50222CAB6
12015000.000000
PA
USD
11878617.740000
0.0719038368
Long
DBT
CORP
US
N
2
2034-03-28
Fixed
5.2970000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP
517834AE7
10677000.000000
PA
USD
10141794.020000
0.0613904680
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.5000000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP
517834AJ6
3795000.000000
PA
USD
3800309.210000
0.0230040918
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.9000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457CL0
25605000.000000
PA
USD
24870981.470000
0.1505494185
Long
DBT
CORP
US
N
2
2034-02-09
Fixed
4.7000000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS
544435C32
3140000.000000
PA
USD
3346356.400000
0.0202562175
Long
DBT
MUN
US
N
2
2039-05-15
Fixed
6.5820000
N
N
N
N
N
N
Lowe s Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661EJ2
4402000.000000
PA
USD
3455574.400000
0.0209173376
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.2500000
N
N
N
N
N
N
Lowe s Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661EM5
6080000.000000
PA
USD
5872933.440000
0.0355501336
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.6250000
N
N
N
N
N
N
Lowe s Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661ER4
5950000.000000
PA
USD
5855442.600000
0.0354442578
Long
DBT
CORP
US
N
2
2053-07-01
Fixed
5.7500000
N
N
N
N
N
N
MED Commercial Mortgage Trust 2024-MOB
N/A
MED COMMERCIAL MORTGAGE TRUST 2024-MOB
55287BAA1
13148793.000000
PA
USD
13149535.910000
0.0795969788
Long
ABS-MBS
CORP
US
N
2
2041-05-15
Floating
6.9080000
N
N
N
N
N
N
MMAF Equipment Finance LLC 2021-A
N/A
MMAF EQUIPMENT FINANCE LLC 2021-A
55317JAE0
5020000.000000
PA
USD
4625566.050000
0.0279995496
Long
ABS-O
CORP
US
N
2
2043-11-13
Fixed
1.1900000
N
N
N
N
N
N
MMAF Equipment Finance LLC 2024-A
N/A
MMAF EQUIPMENT FINANCE LLC 2024-A
55318CAC8
23220000.000000
PA
USD
22957595.420000
0.1389672798
Long
ABS-O
CORP
US
N
2
2031-07-14
Fixed
4.9500000
N
N
N
N
N
N
MVW 2023-2 LLC
N/A
MVW 2023-2 LLC
55400WAA7
5994817.990000
PA
USD
6084784.620000
0.0368325145
Long
ABS-O
CORP
US
N
2
2040-11-20
Fixed
6.1800000
N
N
N
N
N
N
MVW 2023-2 LLC
N/A
MVW 2023-2 LLC
55400WAB5
4017055.460000
PA
USD
4065884.380000
0.0246116757
Long
ABS-O
CORP
US
N
2
2040-11-20
Fixed
6.3300000
N
N
N
N
N
N
Eleven Madison Trust 2015-11MD Mortgage Trust
N/A
ELEVEN MADISON TRUST 2015-11MD MORTGAGE TRUST
556227AA4
8907611.000000
PA
USD
8477676.250000
0.0513172040
Long
ABS-MBS
CORP
US
N
2
2035-09-10
Variable
3.5550000
N
N
N
N
N
N
Madison Park Funding XLVII Ltd
N/A
MADISON PARK FUNDING XLVII LTD
55820FAJ7
5495000.000000
PA
USD
5498944.260000
0.0332862964
Long
ABS-CBDO
CORP
KY
N
2
2037-04-19
Floating
6.8670000
N
N
N
N
N
N
Madison Park Funding XLVII Ltd
N/A
MADISON PARK FUNDING XLVII LTD
55820FAN8
4000000.000000
PA
USD
4010407.840000
0.0242758642
Long
ABS-CBDO
CORP
KY
N
2
2037-04-19
Floating
7.2770000
N
N
N
N
N
N
Madison Park Funding LXI Ltd
2138008EAUXBYEZRP521
MADISON PARK FUNDING LXI LTD
55822NAA7
11305000.000000
PA
USD
11382073.530000
0.0688981476
Long
ABS-CBDO
CORP
JE
N
2
2037-01-20
Floating
7.0370000
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VBA0
19535000.000000
PA
USD
18507986.450000
0.1120328364
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.7550000
N
N
N
N
N
N
Mars Inc
54930073HKEO6GZBSS03
MARS INC
571676AV7
16610000.000000
PA
USD
16035759.080000
0.0970679106
Long
DBT
CORP
US
N
2
2033-04-20
Fixed
4.7500000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS INC
571748BV3
20305000.000000
PA
USD
20367600.320000
0.1232894805
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.7000000
N
N
N
N
N
N
Match Group Holdings II LLC
5493003RFFE030RC9167
MATCH GROUP HOLDINGS II LLC
57665RAG1
4992000.000000
PA
USD
4729920.000000
0.0286312266
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.0000000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
MATTEL INC
577081BD3
16405000.000000
PA
USD
16281962.500000
0.0985582330
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.8750000
N
N
N
N
N
Medline Borrower LP/Medline Co-Issuer Inc
N/A
MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC
58506DAA6
11715000.000000
PA
USD
11700356.250000
0.0708247816
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.2500000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLOBAL FUNDING I
59217GFP9
9335000.000000
PA
USD
9159212.620000
0.0554426907
Long
DBT
CORP
US
N
2
2033-03-28
Fixed
5.1500000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112BV4
11330000.000000
PA
USD
11995637.500000
0.0726121827
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.7500000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO
595620AY1
6460000.000000
PA
USD
6624239.040000
0.0400979486
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.8500000
N
N
N
N
N
N
MidOcean Credit CLO XI Ltd
N/A
MIDOCEAN CREDIT CLO XI LTD
59801AAN4
16090000.000000
PA
USD
16124890.520000
0.0976074424
Long
ABS-CBDO
CORP
JE
N
2
2033-10-18
Floating
7.0570000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207AT2
4714000.000000
PA
USD
4137553.220000
0.0250455026
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.7500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEC5
22190000.000000
PA
USD
20428469.040000
0.1236579320
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.5120000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YFK6
15220000.000000
PA
USD
15099975.080000
0.0914034080
Long
DBT
CORP
US
N
2
2030-01-16
Variable
5.1730000
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
20204223.660000
0.1223005263
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
4.4640000
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
5507527.020000
PA
USD
5599312.160000
0.0338938449
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Variable
7.5300000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC
620076BY4
6750000.000000
PA
USD
6647197.500000
0.0402369211
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.0000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC
620076BZ1
7860000.000000
PA
USD
7766238.060000
0.0470107151
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.4000000
N
N
N
N
N
N
MVW 2023-1 LLC
N/A
MVW 2023-1 LLC
62848PAA8
21584057.720000
PA
USD
21279912.450000
0.1288119027
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
4.9300000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CL4
9592000.000000
PA
USD
9004490.000000
0.0545061213
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.4500000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
NAVIENT CORP
63938CAN8
6025000.000000
PA
USD
6258468.750000
0.0378838620
Long
DBT
CORP
US
N
2
2030-07-25
Fixed
9.3750000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
NAVIENT CORP
63938CAP3
4955000.000000
PA
USD
5438112.500000
0.0329180686
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
11.5000000
N
N
N
N
N
N
Navistar Financial Dealer Note Master Owner Trust
N/A
NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST
63938PBW8
10780000.000000
PA
USD
10778556.560000
0.0652449291
Long
ABS-O
CORP
US
N
2
2029-04-25
Fixed
5.5900000
N
N
N
N
N
N
Navient Private Education Loan Trust 2017-A
N/A
NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A
63939XAD3
7437272.360000
PA
USD
7246928.020000
0.0438672193
Long
ABS-O
CORP
US
N
2
2058-12-16
Fixed
3.9100000
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
17309508.110000
0.1047781883
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
2.8300000
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2021-INV1
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV1
64829WAD6
5822085.910000
PA
USD
4515609.830000
0.0273339609
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.5000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2021-INV2
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2
64831GAD7
10728067.570000
PA
USD
8380621.560000
0.0507297110
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.5000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KBZ2
9941000.000000
PA
USD
8137116.080000
0.0492557198
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.4400000
N
N
N
N
N
N
Niagara Mohawk Power Corp
3T97Y9RR5EN5Y18QHB56
NIAGARA MOHAWK POWER CORP
65364UAU0
9190000.000000
PA
USD
8831525.670000
0.0534591309
Long
DBT
CORP
US
N
2
2054-01-17
Fixed
5.6640000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473PAN5
3395000.000000
PA
USD
3382384.180000
0.0204743014
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.2500000
N
N
N
N
N
N
Nissan Auto Lease Trust 2024-A
N/A
NISSAN AUTO LEASE TRUST 2024-A
65481CAE4
5945000.000000
PA
USD
5885209.350000
0.0356244423
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
4.9700000
N
N
N
N
N
N
Northwoods Capital XIV-B Ltd
549300QQDSTCZ860F679
NORTHWOODS CAPITAL XIV-B LTD
66860CAL7
18825000.000000
PA
USD
18880265.120000
0.1142863195
Long
ABS-CBDO
CORP
KY
N
2
2031-11-13
Floating
6.5740000
N
N
N
N
N
N
OBX 2019-INV2 Trust
N/A
OBX 2019-INV2 TRUST
67112VAE5
2451079.310000
PA
USD
2201519.730000
0.0133262741
Long
ABS-MBS
CORP
US
N
2
2049-05-27
Variable
4.0000000
N
N
N
N
N
N
OBX 2019-INV2 Trust
N/A
OBX 2019-INV2 TRUST
67112VBB0
905597.520000
PA
USD
812545.840000
0.0049185153
Long
ABS-MBS
CORP
US
N
2
2049-05-27
Variable
4.0000000
N
N
N
N
N
N
OBX 2023-NQM9 Trust
2549007JKD4UEFDCFB08
OBX 2023-NQM9 TRUST
673921AB8
1285391.900000
PA
USD
1301336.030000
0.0078772678
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
7.5130000
N
N
N
N
N
N
OBX 2020-EXP1 Trust
N/A
OBX 2020-EXP1 TRUST
67448TAP0
6317159.200000
PA
USD
5500363.780000
0.0332948890
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Variable
3.5000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599DD4
12010000.000000
PA
USD
13226012.500000
0.0800599081
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.5000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599DF9
3105000.000000
PA
USD
3236962.500000
0.0195940326
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.4500000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599DJ1
3705000.000000
PA
USD
3718893.750000
0.0225112665
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.2000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599DZ5
5295000.000000
PA
USD
5672268.750000
0.0343354669
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.5000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599EA9
26910000.000000
PA
USD
30711037.500000
0.1859005380
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.8750000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599EC5
4630000.000000
PA
USD
4751537.500000
0.0287620820
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.3750000
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599ED3
4570000.000000
PA
USD
4775650.000000
0.0289080401
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.6250000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599EF8
13454000.000000
PA
USD
13739897.500000
0.0831705649
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.1250000
N
N
N
N
N
N
Octane Receivables Trust 2023-1
N/A
OCTANE RECEIVABLES TRUST 2023-1
67571BAA1
3036649.880000
PA
USD
3036698.160000
0.0183817893
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
5.8700000
N
N
N
N
N
N
Octane Receivables Trust 2023-3
N/A
OCTANE RECEIVABLES TRUST 2023-3
67571CAC5
3023000.000000
PA
USD
3046257.150000
0.0184396520
Long
ABS-O
CORP
US
N
2
2029-07-20
Fixed
6.4800000
N
N
N
N
N
N
Octane Receivables Trust 2023-3
N/A
OCTANE RECEIVABLES TRUST 2023-3
67571CAD3
1160000.000000
PA
USD
1176690.430000
0.0071227611
Long
ABS-O
CORP
US
N
2
2029-08-20
Fixed
6.7400000
N
N
N
N
N
N
Octane Receivables Trust 2024-1
N/A
OCTANE RECEIVABLES TRUST 2024-1
67571FAB0
9625000.000000
PA
USD
9619027.690000
0.0582260506
Long
ABS-O
CORP
US
N
2
2030-05-20
Fixed
5.6800000
N
N
N
N
N
N
Octagon Investment Partners 49 Ltd
N/A
OCTAGON INVESTMENT PARTNERS 49 LTD
67578FAN7
24110000.000000
PA
USD
24205958.520000
0.1465238911
Long
ABS-CBDO
CORP
KY
N
2
2037-04-15
Floating
6.8110000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680BJ1
3150000.000000
PA
USD
3184533.450000
0.0192766683
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.6500000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680BK8
9460000.000000
PA
USD
9628331.240000
0.0582823670
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
5.8000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680BL6
9310000.000000
PA
USD
9548103.250000
0.0577967296
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
6.0500000
N
N
N
N
N
N
OneMain Finance Corp
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP
682695AA9
11155000.000000
PA
USD
11698806.250000
0.0708153991
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.0000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCP8
16745000.000000
PA
USD
16146583.940000
0.0977387573
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.9000000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
OVINTIV INC
69047QAB8
6425000.000000
PA
USD
6484482.650000
0.0392519730
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.6500000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
OWENS CORNING
690742AP6
8985000.000000
PA
USD
9008064.500000
0.0545277585
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
5.7000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
OWENS CORNING
690742AQ4
9090000.000000
PA
USD
9123069.420000
0.0552239081
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
5.9500000
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475BU8
16895000.000000
PA
USD
18288161.700000
0.1107021897
Long
DBT
CORP
US
N
2
2034-10-20
Variable
6.8750000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475BV6
4985000.000000
PA
USD
4952089.030000
0.0299760637
Long
DBT
CORP
US
N
2
2028-01-21
Variable
5.3000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308HW0
3550000.000000
PA
USD
3294101.800000
0.0199399091
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.3000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308HY6
10551000.000000
PA
USD
7602238.170000
0.0460179884
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.9500000
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308JF5
7517000.000000
PA
USD
6769562.140000
0.0409776206
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.1000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308JG3
21478000.000000
PA
USD
17726351.830000
0.1073014333
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.5000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308JM0
17647000.000000
PA
USD
16662615.050000
0.1008624050
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.5500000
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308KH9
12830000.000000
PA
USD
13532442.500000
0.0819147950
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
6.7500000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308KK2
5775000.000000
PA
USD
6094784.850000
0.0368930481
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
6.7000000
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308KP1
9445000.000000
PA
USD
10189653.250000
0.0616801703
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.9500000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308KR7
12560000.000000
PA
USD
12530484.000000
0.0758497240
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
5.8000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114DC9
14010000.000000
PA
USD
13871048.820000
0.0839644522
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
5.3000000
N
N
N
N
N
N
Palmer Square CLO 2020-3 Ltd
549300IUW4WDDDVSMS20
PALMER SQUARE CLO 2020-3 LTD
69701RAY3
17485000.000000
PA
USD
17646054.680000
0.1068153774
Long
ABS-CBDO
CORP
JE
N
2
2036-11-15
Floating
6.9720000
N
N
N
N
N
N
Palomino Funding Trust I
N/A
PALOMINO FUNDING TRUST I
69754AAA8
9700000.000000
PA
USD
10075457.900000
0.0609889212
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
7.2330000
N
N
N
N
N
N
Panama Government International Bond
549300SHS4T08CL0LP14
PANAMA GOVERNMENT INTERNATIONAL BOND
698299BX1
32770000.000000
PA
USD
33927572.400000
0.2053709180
Long
DBT
NUSS
PA
N
2
2031-03-01
Fixed
7.5000000
N
N
N
N
N
N
Panther Escrow Issuer LLC
N/A
PANTHER ESCROW ISSUER LLC
69867RAA5
4685000.000000
PA
USD
4714281.250000
0.0285365618
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
7.1250000
N
N
N
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
NOK/USD FWD 20240719 CITIGB2L
000000000
1.000000
NC
USD
641.420000
0.0000038827
N/A
DFE
CORP
NO
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-1153667.540000
USD
12101000.000000
NOK
2024-07-19
641.420000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/NOK FWD 20240719 CITIGB2L
000000000
1.000000
NC
USD
-31926.560000
-0.0001932584
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-9951343.590000
NOK
917327.640000
USD
2024-07-19
-31926.560000
N
N
N
Revvity Inc
549300IKL1SDPFI7N655
REVVITY INC
714046AG4
10440000.000000
PA
USD
9440881.560000
0.0571476936
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.3000000
N
N
N
N
N
N
Revvity Inc
549300IKL1SDPFI7N655
REVVITY INC
714046AM1
13950000.000000
PA
USD
12091343.850000
0.0731915139
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.9000000
N
N
N
N
N
N
Revvity Inc
549300IKL1SDPFI7N655
REVVITY INC
714046AN9
7580000.000000
PA
USD
6147425.480000
0.0372116932
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.2500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS
71654QCG5
42050000.000000
PA
USD
39808188.350000
0.2409675555
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.5000000
N
N
N
N
N
N
Pfizer Investment Enterprises Pte Ltd
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE LTD
716973AG7
10425000.000000
PA
USD
9975307.200000
0.0603826874
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.3000000
N
N
N
N
N
N
Pfizer Investment Enterprises Pte Ltd
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE LTD
716973AH5
17625000.000000
PA
USD
16550914.880000
0.1001862598
Long
DBT
CORP
SG
N
2
2063-05-19
Fixed
5.3400000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172DA4
10740000.000000
PA
USD
10656926.100000
0.0645086737
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.1250000
N
N
N
N
N
N
Post Road Equipment Finance 2024-1 LLC
N/A
POST ROAD EQUIPMENT FINANCE 2024-1 LLC
737473AB4
4705000.000000
PA
USD
4698692.950000
0.0284422025
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
5.5900000
N
N
N
N
N
N
Progress Residential 2020-SFR3 Trust
N/A
PROGRESS RESIDENTIAL 2020-SFR3 TRUST
74333AAA8
2835666.910000
PA
USD
2675979.730000
0.0161982828
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
1.2940000
N
N
N
N
N
N
Progress Residential 2020-SFR3 Trust
N/A
PROGRESS RESIDENTIAL 2020-SFR3 TRUST
74333AAC4
2980000.000000
PA
USD
2810487.170000
0.0170124854
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
1.4950000
N
N
N
N
N
N
RR 28 Ltd
254900ZSKVCYOXP11C98
RR 28 LTD
74989NAA7
21300000.000000
PA
USD
21246673.960000
0.1286107029
Long
ABS-CBDO
CORP
KY
N
2
2037-04-15
Floating
6.8410000
N
N
N
N
N
N
Raizen Fuels Finance SA
52990010NH26VC32Q522
RAIZEN FUELS FINANCE SA
75102XAB2
5330000.000000
PA
USD
5415299.080000
0.0327799741
Long
DBT
CORP
LU
N
2
2034-03-05
Fixed
6.4500000
N
N
N
N
N
N
Raizen Fuels Finance SA
52990010NH26VC32Q522
RAIZEN FUELS FINANCE SA
75102XAC0
4930000.000000
PA
USD
4975996.900000
0.0301207832
Long
DBT
CORP
LU
N
2
2054-03-05
Fixed
6.9500000
N
N
N
N
N
N
T. Rowe Price Government Reserve Fund
5493002Y0IYARJVQ5N24
T. Rowe Price Government Reserve Fund
76105Y109
597006438.590000
NS
USD
597006438.590000
3.6138088188
Long
STIV
RF
US
N
1
N
N
N
T. Rowe Price Government Reserve Fund
5493002Y0IYARJVQ5N24
T. Rowe Price Government Reserve Fund \u2013 Collateral
76105YYY8
293810230.000000
NS
USD
293810230.000000
1.7784967323
Long
STIV
RF
US
N
1
N
N
Ritchie Bros Holdings Inc
N/A
RITCHIE BROS HOLDINGS INC
76774LAC1
5237000.000000
PA
USD
5453026.250000
0.0330083448
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
7.7500000
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
5270000.000000
PA
USD
5164600.000000
0.0312624384
Long
DBT
CORP
US
N
2
2026-10-15
Floating
11.3100000
N
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109BN0
1365000.000000
PA
USD
1080042.600000
0.0065377310
Long
DBT
CORP
CA
N
2
2049-05-01
Fixed
4.3500000
N
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109CH2
10875000.000000
PA
USD
9619078.880000
0.0582263605
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
3.8000000
N
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109CK5
56583000.000000
PA
USD
45924347.120000
0.2779899845
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.5500000
N
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109DE8
18431000.000000
PA
USD
18095924.420000
0.1095385360
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.0000000
N
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109DF5
20675000.000000
PA
USD
20084956.180000
0.1215785745
Long
DBT
CORP
CA
N
2
2034-02-15
Fixed
5.3000000
N
N
N
N
N
Romanian Government International Bond
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND
77586RAT7
18690000.000000
PA
USD
18547133.640000
0.1122698028
Long
DBT
NUSS
RO
N
2
2029-01-30
Fixed
5.8750000
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296AG8
20720000.000000
PA
USD
16787696.240000
0.1016195485
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
1.8750000
N
N
N
N
N
T Rowe Price Institutional Floating Rate Fund
863VOPTBPYYVTH00FU88
T. Rowe Price Institutional Floating Rate Fund - Class Z
77958B873
33784.130000
NS
USD
319597.870000
0.0019345949
Long
EC
RF
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BS0
7470000.000000
PA
USD
7880850.000000
0.0477044859
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
8.2500000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BU5
1990000.000000
PA
USD
1972587.500000
0.0119404979
Long
DBT
CORP
LR
N
2
2032-03-15
Fixed
6.2500000
N
N
N
N
N
N
SFS Auto Receivables Securitization Trust 2024-2
N/A
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2
78397XAC8
13590000.000000
PA
USD
13562552.960000
0.0820970601
Long
ABS-O
CORP
US
N
2
2029-11-20
Fixed
5.3300000
N
N
N
N
N
N
SFS Auto Receivables Securitization Trust 2024-2
N/A
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2
78397XAE4
2920000.000000
PA
USD
2912500.650000
0.0176299950
Long
ABS-O
CORP
US
N
2
2030-08-20
Fixed
5.4100000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAV2
21685000.000000
PA
USD
19347894.790000
0.1171169828
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.8400000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAX8
17515000.000000
PA
USD
14127866.100000
0.0855190226
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.5930000
N
N
N
N
N
N
SBNA Auto Lease Trust 2024-A
N/A
SBNA AUTO LEASE TRUST 2024-A
78414SAE4
6285000.000000
PA
USD
6269013.470000
0.0379476915
Long
ABS-O
CORP
US
N
2
2026-11-20
Fixed
5.3900000
N
N
N
N
N
N
SBNA Auto Lease Trust 2024-A
N/A
SBNA AUTO LEASE TRUST 2024-A
78414SAG9
6020000.000000
PA
USD
5996637.580000
0.0362989415
Long
ABS-O
CORP
US
N
2
2029-01-22
Fixed
5.2400000
N
N
N
N
N
N
SG Residential Mortgage Trust 2019-3
N/A
SG RESIDENTIAL MORTGAGE TRUST 2019-3
78432BAA7
245661.860000
PA
USD
241297.850000
0.0014606280
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.7030000
N
N
N
N
N
N
SEB Funding LLC
N/A
SEB FUNDING LLC
78433DAC8
26380000.000000
PA
USD
26347096.230000
0.1594846597
Long
ABS-O
CORP
US
N
2
2054-04-30
Fixed
7.3860000
N
N
N
N
N
N
SFS Auto Receivables Securitization Trust 2024-1
N/A
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1
78435VAD4
4615000.000000
PA
USD
4559536.010000
0.0275998555
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
4.9400000
N
N
N
N
N
N
SFS Auto Receivables Securitization Trust 2024-1
N/A
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1
78435VAF9
2340000.000000
PA
USD
2316004.700000
0.0140192763
Long
ABS-O
CORP
US
N
2
2032-01-20
Fixed
5.5100000
N
N
N
N
N
N
SMB Private Education Loan Trust 2021-A
N/A
SMB PRIVATE EDUCATION LOAN TRUST 2021-A
78448YAH4
13095134.530000
PA
USD
11501624.280000
0.0696218140
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.0700000
N
N
N
N
N
N
SMB Private Education Loan Trust 2018-C
549300V1P5RKG8RJI005
SMB PRIVATE EDUCATION LOAN TRUST 2018-C
78449QAB3
4459902.800000
PA
USD
4322777.290000
0.0261667039
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.6300000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC
785592AU0
3320000.000000
PA
USD
3191350.000000
0.0193179303
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.2000000
N
N
N
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
GBP/USD FWD 20240823 MRMDUS33
000000000
1.000000
NC
USD
-1386.380000
-0.0000083921
N/A
DFE
CORP
GB
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-330000.000000
GBP
419298.360000
USD
2024-08-23
-1386.380000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
NOK/USD FWD 20240719 GSILGB2X
000000000
1.000000
NC
USD
-16366.950000
-0.0000990727
N/A
DFE
CORP
NO
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-10680000.000000
NOK
1002393.450000
USD
2024-07-19
-16366.950000
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
80281LAM7
48133000.000000
PA
USD
45570399.080000
0.2758474606
Long
DBT
CORP
GB
N
2
2026-08-21
Variable
1.5320000
N
N
N
N
N
N
Santander Holdings USA Inc
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC
80282KBK1
4460000.000000
PA
USD
4479106.640000
0.0271129992
Long
DBT
CORP
US
N
2
2027-05-31
Variable
6.1240000
N
N
N
N
N
N
Santander Holdings USA Inc
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC
80282KBL9
21625000.000000
PA
USD
21661546.250000
0.1311220144
Long
DBT
CORP
US
N
2
2035-05-31
Variable
6.3420000
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
16739298.680000
0.1013265876
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
3.7600000
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
40666072.190000
0.2461605115
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
2.8500000
N
N
N
N
N
N
Santander Bank NA - SBCLN
N/A
SANTANDER BANK NA - SBCLN
80290CAE4
947238.760000
PA
USD
938172.640000
0.0056789615
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
1.8330000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes Series 2023-B
N/A
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B
80290CCB8
575000.000000
PA
USD
572743.130000
0.0034669378
Long
ABS-O
CORP
US
N
2
2033-12-15
Fixed
5.6400000
N
N
N
N
N
N
Saudi Government International Bond
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND
80413TBH1
12140000.000000
PA
USD
11755550.480000
0.0711588841
Long
DBT
NUSS
SA
N
2
2054-01-16
Fixed
5.7500000
N
N
N
N
N
N
SDR Commercial Mortgage Trust 2024-DSNY
N/A
SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY
811304AA2
24450000.000000
PA
USD
24472814.300000
0.1481392267
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
6.6920000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
SEMPRA
816851BG3
3450000.000000
PA
USD
3237945.750000
0.0195999844
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.4000000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
SEMPRA
816851BP3
5350000.000000
PA
USD
4982727.850000
0.0301615270
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.7000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH3
549300FECQ7XLTBL1027
SEQUOIA MORTGAGE TRUST 2018-CH3
81746WAB4
543357.130000
PA
USD
525570.990000
0.0031813946
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.0000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH1
549300ZUG1L9OO3W6B29
SEQUOIA MORTGAGE TRUST 2018-CH1
81747DAB5
598003.260000
PA
USD
528439.630000
0.0031987591
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.5000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH2
N/A
SEQUOIA MORTGAGE TRUST 2018-CH2
81747EAC1
2750139.090000
PA
USD
2500822.210000
0.0151380166
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.0000000
N
N
N
N
N
N
Signal Peak CLO 5 Ltd
N/A
SIGNAL PEAK CLO 5 LTD
82666VAA2
29505000.000000
PA
USD
29431004.120000
0.1781522197
Long
ABS-CBDO
CORP
KY
N
2
2037-04-25
Floating
6.8760000
N
N
N
N
N
N
Sierra Timeshare 2022-3 Receivables Funding LLC
N/A
SIERRA TIMESHARE 2022-3 RECEIVABLES FUNDING LLC
826934AB7
1554440.070000
PA
USD
1556839.970000
0.0094238883
Long
ABS-O
CORP
US
N
2
2039-07-20
Fixed
6.3200000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC
82967NBA5
4168000.000000
PA
USD
3943970.000000
0.0238737016
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.0000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC
82967NBJ6
4365000.000000
PA
USD
3884850.000000
0.0235158355
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.0000000
N
N
N
N
N
N
Six Flags Entertainment Corp / Six Flags Theme Parks Inc
N/A
SIX FLAGS ENTERTAINMENT CORP / SIX FLAGS THEME PARKS INC
83002YAA7
7020000.000000
PA
USD
6993675.000000
0.0423342242
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
6.6250000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA
83368RBV3
33760000.000000
PA
USD
33317035.040000
0.2016752036
Long
DBT
CORP
FR
N
2
2028-01-19
Variable
5.5190000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA
83368RBW1
19725000.000000
PA
USD
19541281.350000
0.1182875934
Long
DBT
CORP
FR
N
2
2030-01-19
Variable
5.6340000
N
N
N
N
N
Solventum Corp
254900I70403OSGY4M28
SOLVENTUM CORP
83444MAC5
15605000.000000
PA
USD
15508498.680000
0.0938762896
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.4000000
N
N
N
N
N
N
Solventum Corp
254900I70403OSGY4M28
SOLVENTUM CORP
83444MAG6
16310000.000000
PA
USD
16023971.530000
0.0969965580
Long
DBT
CORP
US
N
2
2034-03-23
Fixed
5.6000000
N
N
N
N
N
N
Solventum Corp
254900I70403OSGY4M28
SOLVENTUM CORP
83444MAJ0
16480000.000000
PA
USD
15820800.000000
0.0957667168
Long
DBT
CORP
US
N
2
2054-04-30
Fixed
5.9000000
N
N
N
N
N
N
Solventum Corp
254900I70403OSGY4M28
SOLVENTUM CORP
83444MAL5
16455000.000000
PA
USD
15701591.370000
0.0950451213
Long
DBT
CORP
US
N
2
2064-05-15
Fixed
6.0000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO
842400HV8
8250000.000000
PA
USD
8031416.250000
0.0486158959
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.7000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO
842400JE4
4600000.000000
PA
USD
4613869.000000
0.0279287448
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.4500000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO/THE
842587DT1
27500000.000000
PA
USD
27915057.500000
0.1689758677
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.7000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP
852060AD4
24540000.000000
PA
USD
25828350.000000
0.1563445768
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.8750000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP
852060AT9
15530000.000000
PA
USD
18500112.500000
0.1119851737
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.7500000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254BZ2
10354000.000000
PA
USD
9657268.990000
0.0584575334
Long
DBT
CORP
GB
N
2
2027-01-14
Variable
1.4560000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254DC1
28730000.000000
PA
USD
28741578.190000
0.1739789758
Long
DBT
CORP
GB
N
2
2035-05-14
Fixed
5.9050000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK & DECKER INC
854502AN1
6891000.000000
PA
USD
3928772.720000
0.0237817092
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.7500000
N
N
N
N
N
N
Sunoco LP
54930001NJU8E40NQ561
SUNOCO LP
86765KAB5
1950000.000000
PA
USD
1984125.000000
0.0120103368
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.0000000
N
N
N
N
N
N
Sunoco LP
54930001NJU8E40NQ561
SUNOCO LP
86765KAC3
3641000.000000
PA
USD
3713820.000000
0.0224805540
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
7.2500000
N
N
N
N
N
N
Sutter Health
549300MJCC12LU768G81
SUTTER HEALTH
86944BAK9
5265000.000000
PA
USD
5236916.490000
0.0317001857
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
5.1640000
N
N
N
N
N
N
Symphony CLO XVI Ltd
5493004PWOYFPAFQVT02
SYMPHONY CLO XVI LTD
87165VAX7
38270000.000000
PA
USD
38222162.500000
0.2313669987
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
6.5230000
N
N
N
N
N
N
Symphony CLO XXXI Ltd
549300OJB1EXT6QKOX87
SYMPHONY CLO XXXI LTD
87168YAE0
14150000.000000
PA
USD
14099638.880000
0.0853481571
Long
ABS-CBDO
CORP
BM
N
2
2035-04-22
Floating
7.1750000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ADB8
34110000.000000
PA
USD
33938801.910000
0.2054388926
Long
DBT
CORP
US
N
2
2054-01-15
Fixed
5.7500000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ADD4
9255000.000000
PA
USD
9553325.670000
0.0578283421
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
6.0000000
N
N
N
N
N
TIAA CLO I Ltd
549300SWQCCOXV4X1761
TIAA CLO I LTD
87271LAY8
26960000.000000
PA
USD
27028690.840000
0.1636104990
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
6.5750000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC
87422VAK4
12143000.000000
PA
USD
13023367.500000
0.0788332542
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
8.6250000
N
N
N
N
N
N
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
N/A
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
87470LAL5
940000.000000
PA
USD
942350.000000
0.0057042479
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.3750000
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
3194662.500000
0.0193379816
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.0000000
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
3917196.250000
0.0237116343
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.8750000
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
5811011.250000
0.0351753052
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.5000000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
TARGA RESOURCES CORP
87612GAE1
15155000.000000
PA
USD
15548726.900000
0.0941197997
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.1500000
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
88167AAR2
4195000.000000
PA
USD
4577793.750000
0.0277103735
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.1250000
N
N
N
N
N
N
Towd Point Mortgage Trust 2019-HY3
N/A
TOWD POINT MORTGAGE TRUST 2019-HY3
89177XAA5
3029835.030000
PA
USD
3077261.340000
0.0186273270
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
6.4390000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BS5
4195000.000000
PA
USD
4231706.250000
0.0256154312
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.8750000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BT3
7965000.000000
PA
USD
8134256.250000
0.0492384086
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
7.1250000
N
N
N
N
N
N
Tricon Residential 2024-SFR2 Trust
N/A
TRICON RESIDENTIAL 2024-SFR2 TRUST
89616VAA8
24035000.000000
PA
USD
23220780.730000
0.1405603973
Long
ABS-O
CORP
US
N
2
2040-06-17
Fixed
4.7500000
N
N
N
N
N
N
MARQ Trust 2024-HOU
N/A
MARQ TRUST 2024-HOU
90216DAA0
7965000.000000
PA
USD
7945087.260000
0.0480933279
Long
ABS-MBS
CORP
US
N
2
2029-06-15
Floating
6.9100000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AC2
14633000.000000
PA
USD
13627903.130000
0.0824926388
Long
DBT
CORP
CH
N
2
2027-01-30
Variable
1.3640000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AK4
7329000.000000
PA
USD
5991171.670000
0.0362658551
Long
DBT
CORP
CH
N
2
2033-02-11
Variable
2.7460000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AP3
4085000.000000
PA
USD
3997389.010000
0.0241970584
Long
DBT
CORP
CH
N
2
2028-05-12
Variable
4.7510000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AU2
4035000.000000
PA
USD
4034527.910000
0.0244218682
Long
DBT
CORP
CH
N
2
2027-01-12
Variable
5.7110000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613BB3
3670000.000000
PA
USD
3605492.410000
0.0218248237
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
4.5500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613BF4
2250000.000000
PA
USD
2401875.000000
0.0145390677
Long
DBT
CORP
CH
N
2
N/A
Variable
9.2500000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG/LONDON
902674ZW3
4755000.000000
PA
USD
4845249.900000
0.0293293433
Long
DBT
CORP
CH
N
2
2028-09-11
Fixed
5.6500000
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG INC
90279XAA0
6580000.000000
PA
USD
6621125.000000
0.0400790986
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.8750000
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
6504744.240000
0.0393746207
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
4.3180000
N
N
N
N
N
N
US Bank NA
N/A
US BANK NA
90357PAV6
1350409.380000
PA
USD
1355027.510000
0.0082022740
Long
ABS-O
CORP
US
N
2
2032-08-25
Fixed
6.7890000
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91087BAY6
16700000.000000
PA
USD
16305969.350000
0.0987035516
Long
DBT
NUSS
MX
N
2
2029-05-07
Fixed
5.0000000
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91087BAZ3
15680000.000000
PA
USD
15425618.970000
0.0933746008
Long
DBT
NUSS
MX
N
2
2036-05-07
Fixed
6.0000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJQ4
6380000.000000
PA
USD
6339595.460000
0.0383749395
Long
DBT
CORP
US
N
2
2030-01-23
Variable
5.3840000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJR2
28985000.000000
PA
USD
28859321.040000
0.1746916987
Long
DBT
CORP
US
N
2
2035-01-23
Variable
5.6780000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TK4
300420000.000000
PA
USD
250944581.250000
1.5190217092
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.3750000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TM0
304955000.000000
PA
USD
277985542.190000
1.6827064817
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.0000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TQ1
159815000.000000
PA
USD
142909569.530000
0.8650624671
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.8750000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TX6
309420000.000000
PA
USD
290274637.500000
1.7570950279
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.2500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TZ1
442680000.000000
PA
USD
429676275.000000
2.6009232254
Long
DBT
UST
US
N
2
2044-02-15
Fixed
4.5000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828Z78
308150000.000000
PA
USD
283546148.440000
1.7163660315
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.5000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAE1
60645000.000000
PA
USD
48042210.940000
0.2908098713
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.6250000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBB6
206375000.000000
PA
USD
179546250.000000
1.0868322009
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.6250000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CEW7
234665000.000000
PA
USD
225351732.810000
1.3641026741
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.2500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CFM8
228435000.000000
PA
USD
224901396.090000
1.3613766888
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.1250000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CFU0
7870000.000000
PA
USD
7745801.560000
0.0468870085
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.1250000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CFZ9
212795000.000000
PA
USD
207741118.750000
1.2575018265
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.8750000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CHH7
23040000.000000
PA
USD
22712400.000000
0.1374830590
Long
DBT
UST
US
N
2
2026-06-15
Fixed
4.1250000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CHM6
249905000.000000
PA
USD
248186903.130000
1.5023288884
Long
DBT
UST
US
N
2
2026-07-15
Fixed
4.5000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
UNITED STATES TREASURY INFLATION INDEXED BONDS
91282CHP9
126023193.920000
PA
USD
118560257.910000
0.7176708288
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.3750000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CHY0
737622200.000000
PA
USD
734740863.280000
4.4475450173
Long
DBT
UST
US
N
2
2026-09-15
Fixed
4.6250000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CJA0
312765000.000000
PA
USD
313644651.560000
1.8985587667
Long
DBT
UST
US
N
2
2028-09-30
Fixed
4.6250000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CJC6
346295000.000000
PA
USD
345104610.940000
2.0889926905
Long
DBT
UST
US
N
2
2026-10-15
Fixed
4.6250000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
UNITED STATES TREASURY INFLATION INDEXED BONDS
91282CJY8
562119359.880000
PA
USD
543411324.930000
3.2893860289
Long
DBT
UST
US
N
2
2034-01-15
Fixed
1.7500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CKB6
159700000.000000
PA
USD
158851593.750000
0.9615629803
Long
DBT
UST
US
N
2
2026-02-28
Fixed
4.6250000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CKD2
37790000.000000
PA
USD
37376671.880000
0.2262490615
Long
DBT
UST
US
N
2
2029-02-28
Fixed
4.2500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PES7
28585000.000000
PA
USD
29774050.250000
0.1802287520
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.8750000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PEV0
16060000.000000
PA
USD
15279403.700000
0.0924895282
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
4.5000000
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PEW8
41794000.000000
PA
USD
38910673.730000
0.2355347058
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.0500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PFB3
22045000.000000
PA
USD
21560737.490000
0.1305117973
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.0000000
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204BC1
16259000.000000
PA
USD
13142068.410000
0.0795517764
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
2.9500000
N
N
N
N
N
VNDO Trust 2016-350P
N/A
VNDO TRUST 2016-350P
91831UAF4
8849000.000000
PA
USD
8016233.000000
0.0485239884
Long
ABS-MBS
CORP
US
N
2
2035-01-10
Variable
3.9030000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU PASS LLC
92328MAB9
5595000.000000
PA
USD
4930593.750000
0.0298459481
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.1250000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU PASS LLC
92328MAE3
3960000.000000
PA
USD
3955050.000000
0.0239407712
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.2500000
N
N
N
N
N
N
Venture Global LNG Inc
54930011XLBUWMQUC829
VENTURE GLOBAL LNG INC
92332YAB7
3230000.000000
PA
USD
3330937.500000
0.0201628836
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.3750000
N
N
N
N
N
N
Venture Global LNG Inc
54930011XLBUWMQUC829
VENTURE GLOBAL LNG INC
92332YAC5
15710000.000000
PA
USD
16986437.500000
0.1028225722
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.5000000
N
N
N
N
N
N
Verdant Receivables 2024-1 LLC
N/A
VERDANT RECEIVABLES 2024-1 LLC
92339MAB6
5520000.000000
PA
USD
5522102.570000
0.0334264786
Long
ABS-O
CORP
US
N
2
2031-12-12
Fixed
5.6800000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
VERIZON MASTER TRUST
92348KBK8
9270000.000000
PA
USD
9124752.080000
0.0552340936
Long
ABS-O
CORP
US
N
2
2029-01-22
Fixed
4.9800000
N
N
N
N
N
N
Verus Securitization Trust 2019-INV2
N/A
VERUS SECURITIZATION TRUST 2019-INV2
92537HAC5
1609380.250000
PA
USD
1577309.970000
0.0095477977
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
4.2190000
N
N
N
N
N
N
Verus Securitization Trust 2019-INV3
N/A
VERUS SECURITIZATION TRUST 2019-INV3
92537MAE0
3056216.400000
PA
USD
2962300.090000
0.0179314418
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
4.1000000
N
N
N
N
N
N
Verus Securitization Trust 2020-INV1
N/A
VERUS SECURITIZATION TRUST 2020-INV1
92537TAA3
8218.140000
PA
USD
8186.320000
0.0000495536
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
2.9770000
N
N
N
N
N
N
Verus Securitization Trust 2022-1
N/A
VERUS SECURITIZATION TRUST 2022-1
92538WAA5
5332354.700000
PA
USD
4790546.940000
0.0289982145
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.7240000
N
N
N
N
N
N
Vista Point Securitization Trust 2020-2
N/A
VISTA POINT SECURITIZATION TRUST 2020-2
92838TAA9
1720371.850000
PA
USD
1567811.170000
0.0094902994
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.4750000
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
VISTRA CORP
92840MAB8
16305000.000000
PA
USD
16468050.000000
0.0996846608
Long
DBT
CORP
US
N
2
N/A
Variable
8.0000000
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
VISTRA CORP
92840MAD4
8200000.000000
PA
USD
8487000.000000
0.0513736427
Long
DBT
CORP
US
N
2
N/A
Variable
8.8750000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC
92840VAP7
8110000.000000
PA
USD
8414125.000000
0.0509325146
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
7.7500000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC
92840VAQ5
7385000.000000
PA
USD
7838778.710000
0.0474498193
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
6.9500000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC
92840VAS1
5820000.000000
PA
USD
5831913.540000
0.0353018313
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
6.0000000
N
N
N
N
N
N
Vmed O2 UK Financing I PLC
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I PLC
92858RAD2
13850000.000000
PA
USD
13503750.000000
0.0817411131
Long
DBT
CORP
GB
N
2
2032-04-15
Fixed
7.7500000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668AU6
13610000.000000
PA
USD
13259773.870000
0.0802642730
Long
DBT
CORP
US
N
2
2028-11-13
Fixed
4.7500000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668CH3
14705000.000000
PA
USD
14564831.940000
0.0881640711
Long
DBT
CORP
US
N
2
2034-03-22
Fixed
5.6000000
N
N
N
N
N
N
WB Commercial Mortgage Trust 2024-HQ
N/A
WB COMMERCIAL MORTGAGE TRUST 2024-HQ
92943PAA9
6965000.000000
PA
USD
6950794.880000
0.0420746615
Long
ABS-MBS
CORP
US
N
2
2040-03-15
Variable
5.9360000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2J1
49550000.000000
PA
USD
42612058.550000
0.2579399869
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.5720000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2L6
16431000.000000
PA
USD
15609548.590000
0.0944879665
Long
DBT
CORP
US
N
2
2031-04-04
Variable
4.4780000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U3J0
19905000.000000
PA
USD
19649618.850000
0.1189433837
Long
DBT
CORP
US
N
2
2030-01-23
Variable
5.1980000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP
958254AH7
3365000.000000
PA
USD
3238812.500000
0.0196052311
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.5000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP
958667AF4
3190000.000000
PA
USD
3287432.170000
0.0198995364
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.3500000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE
969457BY5
29960000.000000
PA
USD
25206756.120000
0.1525819349
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.6000000
N
N
N
N
N
N
Worldwide Plaza Trust 2017-WWP
N/A
WORLDWIDE PLAZA TRUST 2017-WWP
98162JAA4
19849235.000000
PA
USD
14435643.970000
0.0873820685
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Fixed
3.5260000
N
N
N
N
N
N
Yum Brands Inc
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498AR2
4970000.000000
PA
USD
4733925.000000
0.0286554697
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
5.3750000
N
N
N
N
N
N
ZF North America Capital Inc
529900JYGMS9CW9IQX78
ZF NORTH AMERICA CAPITAL INC
98877DAE5
1690000.000000
PA
USD
1738587.500000
0.0105240454
Long
DBT
CORP
US
N
2
2030-04-14
Fixed
7.1250000
N
N
N
N
N
N
ZF North America Capital Inc
529900JYGMS9CW9IQX78
ZF NORTH AMERICA CAPITAL INC
98877DAF2
3890000.000000
PA
USD
3928900.000000
0.0237824796
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
6.7500000
N
N
N
N
N
N
ZF North America Capital Inc
529900JYGMS9CW9IQX78
ZF NORTH AMERICA CAPITAL INC
98877DAG0
4735000.000000
PA
USD
4829700.000000
0.0292352164
Long
DBT
CORP
US
N
2
2032-04-23
Fixed
6.8750000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
SEK/USD FWD 20240830 SCBLGB2L
000000000
1.000000
NC
USD
-31679.840000
-0.0001917649
N/A
DFE
CORP
SE
N
2
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
-21589000.000000
SEK
2029177.610000
USD
2024-08-30
-31679.840000
N
N
N
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
AUD/USD FWD 20240719 WFBIUS6W
000000000
1.000000
NC
USD
166720.640000
0.0010091960
N/A
DFE
CORP
AU
N
2
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
-4942601.100000
USD
7668000.000000
AUD
2024-07-19
166720.640000
N
N
N
US 10YR FUT OPTN Jul24P 107.75
254900HROIFWPRGM1V77
TYN4P 107.75 PIT
000000000
4582.000000
NC
USD
1073906.250000
0.0065005863
N/A
DIR
CORP
US
N
1
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
US 10YR FUT OPTN Jul24P 107.75
254900HROIFWPRGM1V77
TYU4 UST 10YR FUT SEP 24
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
Long
US 10YR FUT OPTN Jul24P 107.75
TYU4 UST 10YR FUT SEP 24
2024-09-19
N/A
USD
100000.0000000000
USD
107.75
USD
2024-06-21
XXXX
-1224287.490000
N
N
N
Corp Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE
AO5022774
7685000.000000
PA
USD
7257998.880000
0.0439342336
Long
DBT
CORP
CL
N
2
2027-08-01
Fixed
3.6250000
N
N
N
N
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
WESTLAKE CORP
AZ5984929
20686000.000000
PA
19872658.940000
0.1202934935
Long
DBT
CORP
US
N
2
2029-07-17
Fixed
1.6250000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
AV1834432
7605000.000000
PA
8564548.670000
0.0518430615
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.6250000
N
N
N
N
N
N
Lamar Media Corp
N/A
LAMAR MEDIA CORP
513076BB4
14435000.000000
PA
USD
14398912.500000
0.0871597249
Long
LON
CORP
US
N
2
2027-02-05
Floating
6.9292000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
MILEAGE PLUS HOLDINGS LLC
59921PAB2
1828723.687000
PA
USD
1869449.360000
0.0113161804
Long
LON
CORP
US
N
2
2027-06-21
Floating
10.7325100
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VAX8
3465580.673000
PA
USD
3439588.820000
0.0208205735
Long
LON
CORP
US
N
2
2026-12-23
Floating
8.6936800
N
N
N
N
N
N
UFC Holdings LLC
549300JEOTH7UMZ3C491
UFC HOLDINGS LLC
90266UAJ2
11083893.834000
PA
USD
11112711.960000
0.0672676438
Long
LON
CORP
US
N
2
2026-04-29
Floating
8.3360600
N
N
N
N
N
N
Epicor Software Corp
JGNXVGGGXR4O1L5I7S73
EPICOR SOFTWARE CORP
29426NAN4
8208346.200000
PA
USD
8234530.820000
0.0498453922
Long
LON
CORP
US
N
2
2027-07-30
Floating
8.6936800
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VAZ3
5993454.110000
PA
USD
5624497.070000
0.0340462946
Long
LON
CORP
US
N
2
2028-01-31
Floating
10.6936800
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VBA7
3580000.000000
PA
USD
3326034.800000
0.0201332065
Long
LON
CORP
US
N
2
2029-01-20
Floating
10.6936800
N
N
N
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC
66877AAC2
4481250.000000
PA
USD
4483132.130000
0.0271373663
Long
LON
CORP
US
N
2
2027-09-10
Floating
6.9292000
N
N
N
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
ASCEND LEARNING LLC
04349HAK0
6023369.770000
PA
USD
6014876.820000
0.0364093475
Long
LON
CORP
US
N
2
2028-12-11
Floating
8.9292000
N
N
N
N
N
N
AthenaHealth Group Inc
254900AA3KZN4Q7A5Z33
ATHENAHEALTH GROUP INC
04686RAB9
4991257.666000
PA
USD
4977381.970000
0.0301291673
Long
LON
CORP
US
N
2
2029-02-15
Floating
8.5792000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VBC3
5006881.742000
PA
USD
4965174.420000
0.0300552723
Long
LON
CORP
US
N
2
2028-08-19
Floating
9.6792000
N
N
N
N
N
N
Epicor Software Corp
JGNXVGGGXR4O1L5I7S73
EPICOR SOFTWARE CORP
29426NAT1
528675.000000
PA
USD
529008.070000
0.0032022000
Long
LON
CORP
US
N
2
2027-07-30
Floating
9.0792000
N
N
N
N
N
N
Boost Newco Borrower LLC
254900S8RE1OL7TTCU64
BOOST NEWCO BORROWER LLC
92943EAB2
7935000.000000
PA
USD
7955948.400000
0.0481590727
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.3094200
N
N
N
N
N
N
Delta 2 Lux Sarl
549300BBG8Z3D6QSYP53
DELTA 2 LUX SARL
000000000
8755000.000000
PA
USD
8798775.000000
0.0532608840
Long
LON
CORP
LU
N
2
2030-01-15
Floating
7.5594200
N
N
N
N
N
N
Hilton Domestic Operating Co Inc
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATIN
43289DAL7
26840000.000000
PA
USD
26903342.400000
0.1628517378
Long
LON
CORP
US
N
2
2028-06-21
Floating
7.1748800
N
N
N
N
N
N
Hilton Domestic Operating Co Inc
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATIN
43289DAK9
26840000.000000
PA
USD
26919178.000000
0.1629475941
Long
LON
CORP
US
N
2
2030-11-08
Floating
7.4248800
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA INC
44969CBN9
41021997.160000
PA
USD
41252951.000000
0.2497130156
Long
LON
CORP
US
N
2
2031-01-02
Floating
7.3094200
N
N
N
N
N
N
Summit Materials LLC
549300C97P3BW8QROE16
SUMMIT MATERIALS LLC
86614DAK4
5485000.000000
PA
USD
5522736.800000
0.0334303178
Long
LON
CORP
US
N
2
2029-01-12
Floating
7.7989200
N
N
N
N
N
N
Boxer Parent Co Inc
5493006T045HLTF7YX04
BOXER PARENT CO INC
05988HAG2
5074563.595000
PA
USD
5109476.590000
0.0309287645
Long
LON
CORP
US
N
2
2028-12-29
Floating
9.3292000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
CITADEL SECURITIES LP
17288YAM4
54353550.209000
PA
USD
54652494.740000
0.3308233458
Long
LON
CORP
US
N
2
2030-07-29
Floating
7.5792000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD
44332EAX4
15047796.486000
PA
USD
15143049.040000
0.0916641440
Long
LON
CORP
US
N
2
2030-06-20
Floating
8.5792000
N
N
N
N
N
N
Charter Next Generation Inc
549300KRNU8RNVGYXG75
CHARTER NEXT GENERATION
16125TAL6
8498952.334000
PA
USD
8534647.930000
0.0516620659
Long
LON
CORP
US
N
2
2027-12-01
Floating
8.8292000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC
12768EAH9
2375000.000000
PA
USD
2378705.000000
0.0143988147
Long
LON
CORP
US
N
2
2031-02-06
Floating
8.0973400
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG INC
89841EAB1
19475306.800000
PA
USD
19613970.980000
0.1187275994
Long
LON
CORP
US
N
2
2031-02-10
Floating
8.8198700
N
N
N
N
N
N
Applied Systems Inc
549300NSKGF0SY5SWQ62
APPLIED SYSTEMS INC
03827FBD2
22905788.020000
PA
USD
23089950.560000
0.1397684540
Long
LON
CORP
US
N
2
2031-02-24
Floating
8.8094200
N
N
N
N
N
N
Applied Systems Inc
549300NSKGF0SY5SWQ62
APPLIED SYSTEMS INC
03827FBC4
323034.030000
PA
USD
334440.360000
0.0020244397
Long
LON
CORP
US
N
2
2032-02-23
Floating
10.5594200
N
N
N
N
N
N
AssuredPartners Inc
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC
04621HAW3
8575000.000000
PA
USD
8638626.500000
0.0522914706
Long
LON
CORP
US
N
2
2031-02-14
Floating
8.8292000
N
N
N
N
N
N
ICON Luxembourg Sarl
635400PUWMHSPI2DDA35
ICON LUXEMBOURG SARL
000000000
1431927.793000
PA
USD
1440075.460000
0.0087170876
Long
LON
CORP
LU
N
2
2028-07-03
Floating
7.3094200
N
N
N
N
N
N
Truist Insurance Holdings LLC
N/A
TRUIST INSURANCE HOLDING
89788VAB8
13665000.000000
PA
USD
13745486.850000
0.0832043985
Long
LON
CORP
US
N
2
2031-05-06
Floating
8.5859300
N
N
N
N
N
N
Vistra Zero Operating Co LLC
N/A
VISTRA ZERO OPERATING CO
92841DAB7
1535000.000000
PA
USD
1544977.500000
0.0093520822
Long
LON
CORP
US
N
2
2031-04-30
Floating
8.0748800
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
89364MCB8
89100.000000
PA
USD
89467.980000
0.0005415690
Long
LON
CORP
US
N
2
2030-03-22
Floating
8.0594200
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER LP
58503UAE3
7139642.685000
PA
USD
7184265.450000
0.0434879093
Long
LON
CORP
US
N
2
2028-10-23
Floating
8.0792000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
62937NBC0
41270000.000000
PA
USD
41414445.000000
0.2506905737
Long
LON
CORP
US
N
2
2031-04-16
Floating
7.3276600
N
N
N
N
N
N
Epicor Software Corp
JGNXVGGGXR4O1L5I7S73
EPICOR SOFTWARE CORP
29426NAZ7
1260000.000000
PA
USD
1265355.000000
0.0076594669
Long
LON
CORP
US
N
2
2031-05-23
Floating
0.0000000
N
N
N
N
N
N
Cellnex Finance Co SA
549300OUROMFTRFA7T23
CELLNEX FINANCE CO SA
BN9906411
9200000.000000
PA
8410522.020000
0.0509107049
Long
DBT
CORP
ES
N
2
2033-02-15
Fixed
2.0000000
N
N
N
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
CELLNEX TELECOM SA
ZO9508185
5400000.000000
PA
5115963.010000
0.0309680282
Long
DBT
CORP
ES
N
2
2030-10-23
Fixed
1.7500000
N
N
N
N
N
Cellnex Finance Co SA
549300OUROMFTRFA7T23
CELLNEX FINANCE CO SA
BR3179453
12400000.000000
PA
11450554.350000
0.0693126767
Long
DBT
CORP
ES
N
2
2032-09-15
Fixed
2.0000000
N
N
N
N
N
N
Autostrade per l Italia SpA
815600149448CEB9B230
AUTOSTRADE PER L'ITALIA SPA
BN4840177
17020000.000000
PA
16474717.570000
0.0997250210
Long
DBT
CORP
IT
N
2
2030-01-15
Fixed
2.0000000
N
N
N
N
N
N
Gaci First Investment Co
558600TU1PWGNLZ3XM88
GACI FIRST INVESTMENT CO
ZM9211370
28255000.000000
PA
USD
24189924.900000
0.1464268361
Long
DBT
CORP
KY
N
2
2053-02-14
Fixed
5.1250000
N
N
N
N
N
N
Gaci First Investment Co
558600TU1PWGNLZ3XM88
GACI FIRST INVESTMENT CO
ZM9211354
17430000.000000
PA
USD
16393769.070000
0.0992350223
Long
DBT
CORP
KY
N
2
2035-02-14
Fixed
4.8750000
N
N
N
N
N
N
Corp Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE
ZI7610275
3735000.000000
PA
USD
3663931.880000
0.0221785704
Long
DBT
CORP
CL
N
2
2053-09-08
Fixed
6.3000000
N
N
N
N
N
N
Freeport Indonesia PT
549300T4HTQHRKLNE619
FREEPORT INDONESIA PT
BV7720618
6785000.000000
PA
USD
6548181.790000
0.0396375576
Long
DBT
CORP
ID
N
2
2032-04-14
Fixed
5.3150000
N
N
N
N
N
Sartorius Finance BV
529900JCAKTMRXK9EA58
SARTORIUS FINANCE BV
ZI6854262
14300000.000000
PA
16238184.480000
0.0982932352
Long
DBT
CORP
NL
N
2
2035-09-14
Fixed
4.8750000
N
N
N
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
NOK/USD FWD 20240719 DEUTGB2L
000000000
1.000000
NC
USD
-1438265.870000
-0.0087061337
N/A
DFE
CORP
NO
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-310433000.000000
NOK
28173798.610000
USD
2024-07-19
-1438265.870000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
JPY/USD FWD 20240719 MSLNGB2X
000000000
1.000000
NC
USD
9391.610000
0.0000568494
N/A
DFE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-128075000.000000
JPY
829965.730000
USD
2024-07-19
9391.610000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
SEK/USD FWD 20240830 DEUTGB2L
000000000
1.000000
NC
USD
-9940.750000
-0.0000601735
N/A
DFE
CORP
SE
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-7140000.000000
SEK
671634.230000
USD
2024-08-30
-9940.750000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/GBP FWD 20240823 CHASGB2L
000000000
1.000000
NC
USD
-7678.990000
-0.0000464826
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-3555453.650000
USD
2783000.000000
GBP
2024-08-23
-7678.990000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/CAD FWD 20240719 GSILGB2X
000000000
1.000000
NC
USD
1614.870000
0.0000097752
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-1815000.000000
CAD
1334649.110000
USD
2024-07-19
1614.870000
N
N
N
N/A
N/A
US 5YR NOTE (CBT) SEP24
000000000
4949.000000
NC
USD
-200335.520000
-0.0012126741
N/A
DIR
CORP
US
N
1
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Long
United States Treasury Note/Bond
US TREASURY N/B
2024-09-30
523789094.640000
USD
-200335.520000
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
TER FINANCE LTD PROM NOTE CL A 144A PP
G8T61QAD5
23600000.000000
PA
USD
22715000.000000
0.1374987974
Long
DBT
CORP
CA
N
3
2025-01-02
None
0.0000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/NOK FWD 20240719 MSLNGB2X
000000000
1.000000
NC
USD
-55570.030000
-0.0003363774
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-17938656.410000
NOK
1655590.350000
USD
2024-07-19
-55570.030000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
CAD/USD FWD 20240719 UBSWGB2L
000000000
1.000000
NC
USD
-4764.570000
-0.0000288410
N/A
DFE
CORP
CA
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-2040000.000000
CAD
1493521.850000
USD
2024-07-19
-4764.570000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/EUR FWD 20240823 UBSWGB2L
000000000
1.000000
NC
USD
164030.390000
0.0009929114
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-77461929.660000
EUR
84536605.160000
USD
2024-08-23
164030.390000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
EUR/USD FWD 20240823 UBSWGB2L
000000000
1.000000
NC
USD
-58196.930000
-0.0003522786
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-29993049.870000
USD
27483000.000000
EUR
2024-08-23
-58196.930000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
JPY/USD FWD 20240719 CITIGB2L
000000000
1.000000
NC
USD
-614688.350000
-0.0037208412
N/A
DFE
CORP
JP
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-28303130.530000
USD
4321605000.000000
JPY
2024-07-19
-614688.350000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CHF/USD FWD 20240719 CITIGB2L
000000000
1.000000
NC
USD
-13437.410000
-0.0000813395
N/A
DFE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-1172000.000000
CHF
1292800.860000
USD
2024-07-19
-13437.410000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/NZD FWD 20240719 GSILGB2X
000000000
1.000000
NC
USD
-36084.510000
-0.0002184273
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-2760000.000000
NZD
1660479.480000
USD
2024-07-19
-36084.510000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BARCLAYS BANK PLC SNR OPCO CDS 06/20/2024
000000000
1.000000
NC
15732.100000
0.0000952298
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
7502.550000
USD
0.000000
USD
5777500.000000
EUR
8229.550000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CMBX AAA CDSI S15 11/18/2064 MSLN
000000000
1.000000
NC
USD
1922806.250000
0.0116391612
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
7003_CMBX AAA CDSI S15 11/18/2064 MSLN
Y
Default Event
2064-11-18
4107386.580000
USD
0.000000
USD
-157660000.000000
USD
-2184580.330000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CMBX AAA CDSI S15 11/18/2064 MSLN
000000000
1.000000
NC
USD
1366770.590000
0.0082733574
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
7003_CMBX AAA CDSI S15 11/18/2064 MSLN
Y
Default Event
2064-11-18
2934739.100000
USD
0.000000
USD
-112068000.000000
USD
-1567968.510000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CMBX AAA CDSI S15 11/18/2064 MSLN
000000000
1.000000
NC
USD
46088.320000
0.0002789825
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
7003_CMBX AAA CDSI S15 11/18/2064 MSLN
Y
Default Event
2064-11-18
99701.890000
USD
0.000000
USD
-3779000.000000
USD
-53613.570000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CMBX AAA CDSI S15 11/18/2064 MSLN
000000000
1.000000
NC
USD
293713.960000
0.0017779140
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
7003_CMBX AAA CDSI S15 11/18/2064 MSLN
Y
Default Event
2064-11-18
574374.150000
USD
0.000000
USD
-24083000.000000
USD
-280660.190000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
CMBX AAA CDSI S15 11/18/2064 GSIL
000000000
1.000000
NC
USD
35160.790000
0.0002128359
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
7003_CMBX AAA CDSI S15 11/18/2064 GSIL
Y
Default Event
2064-11-18
72242.260000
USD
0.000000
USD
-2883000.000000
USD
-37081.470000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CMBX AAA CDSI S15 11/18/2064 MSLN
000000000
1.000000
NC
USD
218526.210000
0.0013227863
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
7003_CMBX AAA CDSI S15 11/18/2064 MSLN
Y
Default Event
2064-11-18
450510.110000
USD
0.000000
USD
-17918000.000000
USD
-231983.900000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
SWAPTION_IRS_USD_OTC_E_PAYER_K_4.2_EFF_2024-02-08_MAT_2024-08-08 MSLN
000000000
1.000000
NC
USD
-7703983.010000
-0.0466338718
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
9R7GPTSO7KV3UQJZQ078
USD SOFR IRS 08/12/2026 PAY FIX
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
N/A
USD SOFR IRS 08/12/2026 PAY FIX
2026-08-12
0.000000
USD
0.000000
USD
N/A
USD
-839988000.0000000000
USD
4.2
USD
2024-08-08
XXXX
-4743025.310000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
SWAPTION_IRS_USD_OTC_E_PAYER_K_3.8_EFF_2024-02-08_MAT_2024-08-08 MSLN
000000000
1.000000
NC
USD
3038769.660000
0.0183943286
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
9R7GPTSO7KV3UQJZQ078
USD SOFR IRS 08/12/2054 PAY FIX
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
N/A
USD SOFR IRS 08/12/2054 PAY FIX
2054-08-12
0.000000
USD
0.000000
USD
N/A
USD
101375000.0000000000
USD
3.8
USD
2024-08-08
XXXX
-53167.840000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
SWAPTION_IRS_USD_OTC_E_PAYER_K_3.8_EFF_2024-02-08_MAT_2024-08-08 BARC
000000000
1.000000
NC
USD
3446646.730000
0.0208632965
N/A
DIR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
Put
Purchased
BARCLAYS
AC28XWWI3WIBK2824319
N/A
AC28XWWI3WIBK2824319
USD SOFR IRS 08/12/2054 PAY FIX
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
N/A
USD SOFR IRS 08/12/2054 PAY FIX
2054-08-12
0.000000
USD
0.000000
USD
N/A
USD
114982000.0000000000
USD
3.8
USD
2024-08-08
XXXX
-117795.270000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
SWAPTION_IRS_USD_OTC_E_PAYER_K_4.2_EFF_2024-02-08_MAT_2024-08-08 BARC
000000000
1.000000
NC
USD
-8461093.580000
-0.0512168255
N/A
DIR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
Put
Written
BARCLAYS
AC28XWWI3WIBK2824319
N/A
AC28XWWI3WIBK2824319
USD SOFR IRS 08/12/2026 PAY FIX
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
N/A
USD SOFR IRS 08/12/2026 PAY FIX
2026-08-12
0.000000
USD
0.000000
USD
N/A
USD
-922538000.0000000000
USD
4.2
USD
2024-08-08
XXXX
-5116893.330000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
SWAPTION_IRS_USD_OTC_E_PAYER_K_3.8_EFF_2024-02-09_MAT_2024-08-09 BARC
000000000
1.000000
NC
USD
6109865.200000
0.0369843327
N/A
DIR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
Put
Purchased
BARCLAYS
AC28XWWI3WIBK2824319
N/A
AC28XWWI3WIBK2824319
USD SOFR IRS 08/13/2054 PAY FIX
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
N/A
USD SOFR IRS 08/13/2054 PAY FIX
2054-08-13
0.000000
USD
0.000000
USD
N/A
USD
202750000.0000000000
USD
3.8
USD
2024-08-09
XXXX
-459234.800000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
SWAPTION_IRS_USD_OTC_E_PAYER_K_4.2_EFF_2024-02-09_MAT_2024-08-09 MSLN
000000000
1.000000
NC
USD
-14970025.800000
-0.0906167970
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
9R7GPTSO7KV3UQJZQ078
USD SOFR IRS 08/13/2026 PAY FIX
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
N/A
USD SOFR IRS 08/13/2026 PAY FIX
2026-08-13
0.000000
USD
0.000000
USD
N/A
USD
-1634707000.0000000000
USD
4.2
USD
2024-08-09
XXXX
-8676403.850000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
SWAPTION_IRS_USD_OTC_E_PAYER_K_4.2_EFF_2024-02-09_MAT_2024-08-09 BARC
000000000
1.000000
NC
USD
-14970034.960000
-0.0906168524
N/A
DIR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
Put
Written
BARCLAYS
AC28XWWI3WIBK2824319
N/A
AC28XWWI3WIBK2824319
USD SOFR IRS 08/13/2026 PAY FIX
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
N/A
USD SOFR IRS 08/13/2026 PAY FIX
2026-08-13
0.000000
USD
0.000000
USD
N/A
USD
-1634708000.0000000000
USD
4.2
USD
2024-08-09
XXXX
-8676409.160000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
SWAPTION_IRS_USD_OTC_E_PAYER_K_3.8_EFF_2024-02-09_MAT_2024-08-09 MSLN
000000000
1.000000
NC
USD
6109865.200000
0.0369843327
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
9R7GPTSO7KV3UQJZQ078
USD SOFR IRS 08/13/2054 PAY FIX
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
N/A
USD SOFR IRS 08/13/2054 PAY FIX
2054-08-13
0.000000
USD
0.000000
USD
N/A
USD
202750000.0000000000
USD
3.8
USD
2024-08-09
XXXX
-307172.300000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
SWAPTION_IRS_USD_OTC_E_PAYER_K_3.8_EFF_2024-02-09_MAT_2024-08-09 GSIL
000000000
1.000000
NC
USD
3054932.600000
0.0184921663
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Put
Purchased
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
N/A
FOR8UP27PHTHYVLBNG30
USD SOFR IRS 08/13/2054 PAY FIX
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
N/A
USD SOFR IRS 08/13/2054 PAY FIX
2054-08-13
0.000000
USD
0.000000
USD
N/A
USD
101375000.0000000000
USD
3.8
USD
2024-08-09
XXXX
-118104.900000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
SWAPTION_IRS_USD_OTC_E_PAYER_K_4.2_EFF_2024-02-09_MAT_2024-08-09 GSIL
000000000
1.000000
NC
USD
-7369860.410000
-0.0446113556
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Put
Written
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
N/A
FOR8UP27PHTHYVLBNG30
USD SOFR IRS 08/13/2026 PAY FIX
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
N/A
USD SOFR IRS 08/13/2026 PAY FIX
2026-08-13
0.000000
USD
0.000000
USD
N/A
USD
-804779000.0000000000
USD
4.2
USD
2024-08-09
XXXX
-4392178.110000
N
N
N
N/A
N/A
ICE_CDX IG CDSI S42 5Y 06/20/2029 BNPA
000000000
1.000000
NC
USD
39647831.090000
0.2399968784
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
N/A
7003_ICE_CDX IG CDSI S42 5Y 06/20/2029 BNPA
Y
Default Event
2029-06-20
34948968.200000
USD
0.000000
USD
1617675000.000000
USD
4698862.890000
N
N
N
N/A
N/A
ICE_CDX HY CDSI S42 5Y 06/20/2029 BOFA
000000000
1.000000
NC
USD
11246953.990000
0.0680802398
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
N/A
7003_ICE_CDX HY CDSI S42 5Y 06/20/2029 BOFA
Y
Default Event
2029-06-20
10011195.390000
USD
0.000000
USD
143875000.000000
USD
1235758.600000
N
N
N
N/A
N/A
ICE_MEXICO CDS 06/20/2029 GSIL
000000000
1.000000
NC
USD
1475672.400000
0.0089325635
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
N/A
MEXICO GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2029-06-20
654812.570000
USD
0.000000
USD
328877000.000000
USD
820859.830000
N
N
N
N/A
N/A
ICE_FREEPORT-MCMORAN INC CDS 06/20/2029 BARC
000000000
1.000000
NC
USD
307716.650000
0.0018626753
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Freeport-McMoRan Inc
FREEPORT-MCMORAN INC
Y
Default Event
2029-06-20
0.000000
USD
-24533.550000
USD
27140000.000000
USD
332250.200000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/NZD FWD 20240719 GSILGB2X
000000000
1.000000
NC
USD
-4599.480000
-0.0000278416
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-2149892.350000
USD
3490000.000000
NZD
2024-07-19
-4599.480000
N
N
N
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
AUD/USD FWD 20240719 ROYCGB2L
000000000
1.000000
NC
USD
-14681.450000
-0.0000888700
N/A
DFE
CORP
AU
N
2
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
-1636000.000000
AUD
1075413.800000
USD
2024-07-19
-14681.450000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
NOK/USD FWD 20240719 BOFAUS6N
000000000
1.000000
NC
USD
1715515.940000
0.0103843882
N/A
DFE
CORP
NO
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-29462081.850000
USD
326845000.000000
NOK
2024-07-19
1715515.940000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/NZD FWD 20240719 CHASGB2L
000000000
1.000000
NC
USD
-20166.050000
-0.0001220695
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-1109000.000000
NZD
661533.030000
USD
2024-07-19
-20166.050000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
NZD/USD FWD 20240719 BOFAUS6N
000000000
1.000000
NC
USD
312116.700000
0.0018893097
N/A
DFE
CORP
NZ
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-7691239.500000
USD
13020000.000000
NZD
2024-07-19
312116.700000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
CAD/USD FWD 20240719 MRMDUS33
000000000
1.000000
NC
USD
-1682.660000
-0.0000101855
N/A
DFE
CORP
CA
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-1350000.000000
CAD
989830.410000
USD
2024-07-19
-1682.660000
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CAD/USD FWD 20240719 CIBCCATT
000000000
1.000000
NC
USD
18498.260000
0.0001119740
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
-2540339.930000
USD
3484000.000000
CAD
2024-07-19
18498.260000
N
N
N
EUREX 10 YEAR EURO BUND FUTURE
N/A
EURO-BUND FUTURE JUN24
000000000
-325.000000
NC
321043.270000
0.0019433442
N/A
DIR
CORP
DE
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
Bundesrepublik Deutschland Bundesanleihe
GERMANY
2024-06-06
-45704810.380000
USD
321043.270000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
AUD/USD FWD 20240719 CITIGB2L
000000000
1.000000
NC
USD
-1564.660000
-0.0000094712
N/A
DFE
CORP
AU
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-1829939.570000
USD
2744000.000000
AUD
2024-07-19
-1564.660000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/CHF FWD 20240719 UBSWGB2L
000000000
1.000000
NC
USD
-197641.460000
-0.0011963664
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-33836000.000000
CHF
37513858.710000
USD
2024-07-19
-197641.460000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
CHF/USD FWD 20240719 UBSWGB2L
000000000
1.000000
NC
USD
186225.050000
0.0011272604
N/A
DFE
CORP
CH
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-10463183.390000
USD
9555000.000000
CHF
2024-07-19
186225.050000
N
N
N
N/A
N/A
US 2YR NOTE (CBT) SEP24
000000000
-15000.000000
NC
USD
-1427580.000000
-0.0086414498
N/A
DIR
CORP
US
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
United States Treasury Note/Bond
US TREASURY N/B
2024-09-30
-3054119310.000000
USD
-1427580.000000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JPY/USD FWD 20240719 CHASGB2L
000000000
1.000000
NC
USD
19293.550000
0.0001167880
N/A
DFE
CORP
JP
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-1925310000.000000
JPY
12354718.610000
USD
2024-07-19
19293.550000
N
N
N
N/A
N/A
US 10YR ULTRA FUT SEP24
000000000
-3201.000000
NC
USD
1245861.210000
0.0075414668
N/A
DIR
CORP
US
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
United States Treasury Note/Bond
US TREASURY N/B
2024-09-19
-359857892.460000
USD
1245861.210000
N
N
N
N/A
N/A
US ULTRA BOND CBT SEP24
000000000
521.000000
NC
USD
-682723.203781
-0.0041326709
N/A
DIR
CORP
US
N
1
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Long
United States Treasury Note/Bond
US TREASURY N/B
2024-09-19
64472660.703781
USD
-682723.203781
N
N
N
N/A
N/A
US ULTRA BOND CBT SEP24
000000000
4994.000000
NC
USD
-6544183.646219
-0.0396133560
N/A
DIR
CORP
US
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Long
United States Treasury Note/Bond
US TREASURY N/B
2024-09-19
617997058.646219
USD
-6544183.646219
N
N
N
N/A
N/A
AUST 10Y BOND FUT JUN24
000000000
629.000000
NC
-328786.190000
-0.0019902138
N/A
DIR
CORP
AU
N
1
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Long
Australia Government Bond
AUSTRALIA
2024-06-17
46214401.540000
USD
-328786.190000
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO CORP
001084AS1
4170000.000000
PA
USD
4151076.540000
0.0251273622
Long
DBT
CORP
US
N
2
2034-03-21
Fixed
5.8000000
N
N
N
N
N
N
Corebridge Global Funding
54930057MDZ7KOVOTV71
COREBRIDGE GLOBAL FUNDING
00138CAX6
3270000.000000
PA
USD
3241959.750000
0.0196242820
Long
DBT
CORP
US
N
2
2029-01-12
Fixed
5.2000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKJ0
11088000.000000
PA
USD
7470673.060000
0.0452215964
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.5000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAR0
20682000.000000
PA
USD
19420728.910000
0.1175578635
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.5000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBD0
28471000.000000
PA
USD
26187454.970000
0.1585183167
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.8750000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCA5
13104000.000000
PA
USD
11353646.300000
0.0687260714
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.0500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCB3
14924000.000000
PA
USD
12395904.250000
0.0750350837
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.2500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDU0
22365000.000000
PA
USD
22113237.200000
0.1338561973
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.0500000
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
8963502.640000
0.0542580160
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.3000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MBJ3
7745000.000000
PA
USD
7598820.870000
0.0459973027
Long
DBT
CORP
IE
N
2
2029-01-19
Fixed
5.1000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271BC2
2525000.000000
PA
USD
2420066.050000
0.0146491821
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
5.2500000
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
6565000.000000
PA
USD
6573206.250000
0.0397890361
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.7500000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
N/A
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
01883LAF0
2450000.000000
PA
USD
2456125.000000
0.0148674547
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.0000000
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F032666
28465000.000000
PA
USD
24955252.980000
0.1510595321
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F050668
55185000.000000
PA
USD
53108102.590000
0.3214748068
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F052664
14690000.000000
PA
USD
14451711.310000
0.0874793275
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F060667
11280000.000000
PA
USD
11295491.840000
0.0683740499
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F062663
56435000.000000
PA
USD
57358935.760000
0.3472060174
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
6.5000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA
02154CAF0
3861000.000000
PA
USD
3021232.500000
0.0182881724
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.0000000
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA
02154CAJ2
10603000.000000
PA
USD
9781267.500000
0.0592081232
Long
DBT
CORP
LU
N
2
2027-07-15
Fixed
9.6250000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER CO INC
025537AY7
11820000.000000
PA
USD
11724210.720000
0.0709691778
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.2000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XCG3
6015000.000000
PA
USD
5973364.170000
0.0361580625
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.2000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XCH1
17660000.000000
PA
USD
17453130.760000
0.1056475672
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.4500000
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
11305450.240000
0.0684343302
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
0.8900000
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
9833233.650000
0.0595226855
Long
ABS-O
CORP
US
N
2
2026-12-18
Fixed
1.2100000
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
34665172.700000
0.2098357718
Long
ABS-O
CORP
US
N
2
2028-02-18
Fixed
3.2300000
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
11074370.710000
0.0670355560
Long
ABS-O
CORP
US
N
2
2028-12-18
Fixed
5.8000000
N
N
N
N
N
N
AmWINS Group Inc
549300SJE7MUB8NMRG61
AMWINS GROUP INC
031921AC3
4935000.000000
PA
USD
4897987.500000
0.0296485754
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.3750000
N
N
N
N
N
N
Amur Equipment Finance Receivables XIII LLC
254900O8ABFLU3FOSN14
AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC
03237CAB8
14510000.000000
PA
USD
14452553.460000
0.0874844252
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
5.3800000
N
N
N
N
N
N
AngloGold Ashanti Holdings PLC
213800745ZIXC4L6A131
ANGLOGOLD ASHANTI HOLDINGS PLC
03512TAF8
3725000.000000
PA
USD
3329218.750000
0.0201524796
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
3.3750000
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TBV9
22565000.000000
PA
USD
22520140.780000
0.1363192724
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.5500000
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
AON CORP
037389BE2
3835000.000000
PA
USD
3337305.210000
0.0202014287
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.8000000
N
N
N
N
N
N
Applebee s Funding LLC / IHOP Funding LLC
N/A
APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC
03789XAF5
7880000.000000
PA
USD
8136477.450000
0.0492518540
Long
ABS-O
CORP
US
N
2
2053-03-05
Fixed
7.8240000
N
N
N
N
N
N
Astrazeneca Finance LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE LLC
04636NAN3
25165000.000000
PA
USD
24845354.170000
0.1503942909
Long
DBT
CORP
US
N
2
2034-02-26
Fixed
5.0000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING
04685A3S8
22515000.000000
PA
USD
22452183.150000
0.1359079102
Long
DBT
CORP
US
N
2
2026-02-23
Fixed
5.6840000
N
N
N
N
N
N
Atlassian Corp
549300V7ZY5P02D2MY38
ATLASSIAN CORP
049468AA9
5055000.000000
PA
USD
5036063.970000
0.0304843821
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.2500000
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
6952575.000000
0.0420854370
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Floating
6.6140000
N
N
N
N
N
N
BBCMS 2019-BWAY Mortgage Trust
N/A
BBCMS 2019-BWAY MORTGAGE TRUST
05492NAG8
10230000.000000
PA
USD
1324785.000000
0.0080192095
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
7.5910000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
054989AA6
3090000.000000
PA
USD
3224955.750000
0.0195213532
Long
DBT
CORP
US
N
2
2030-08-02
Fixed
6.3430000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
054989AC2
8280000.000000
PA
USD
8809257.600000
0.0533243375
Long
DBT
CORP
US
N
2
2043-08-02
Fixed
7.0790000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
054989AD0
26775000.000000
PA
USD
28837076.630000
0.1745570485
Long
DBT
CORP
US
N
2
2053-08-02
Fixed
7.0810000
N
N
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC
05523RAL1
10970000.000000
PA
USD
10798933.820000
0.0653682770
Long
DBT
CORP
GB
N
2
2034-03-26
Fixed
5.3000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBR5
5565000.000000
PA
USD
4959967.640000
0.0300237546
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.2590000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBZ7
8890000.000000
PA
USD
8995070.910000
0.0544491055
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
6.0000000
N
N
N
N
N
N
BINOM Securitization Trust 2021-INV1
N/A
BINOM SECURITIZATION TRUST 2021-INV1
05552UAA2
8698680.240000
PA
USD
7492377.710000
0.0453529793
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
2.0340000
N
N
N
N
N
N
BX Trust 2021-ARIA
N/A
BX TRUST 2021-ARIA
05608RAE5
6815000.000000
PA
USD
6736201.560000
0.0407756819
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.7280000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS AND ELECTRIC CO
059165EQ9
7960000.000000
PA
USD
7634308.640000
0.0462121178
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.4000000
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZCAYA ARGENTARIA SA
05946KAR2
24400000.000000
PA
USD
24435282.400000
0.1479120380
Long
DBT
CORP
ES
N
2
2035-03-13
Variable
6.0330000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHZ5
23595000.000000
PA
USD
20179812.510000
0.1221527603
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.4960000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJF7
76106000.000000
PA
USD
61977225.520000
0.3751615220
Long
DBT
CORP
US
N
2
2031-07-23
Variable
1.8980000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKA6
13098000.000000
PA
USD
10603092.960000
0.0641828100
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.2990000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GLS6
25037000.000000
PA
USD
25374749.130000
0.1535988329
Long
DBT
CORP
US
N
2
2029-09-15
Variable
5.8190000
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
19621548.760000
0.1187734694
Long
DBT
CORP
US
N
2
2034-10-25
Variable
6.4740000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP/THE
06406RBW6
15100000.000000
PA
USD
14816995.800000
0.0896904734
Long
DBT
CORP
US
N
2
2035-03-14
Variable
5.1880000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBL8
8973000.000000
PA
USD
8740733.900000
0.0529095487
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
2.8520000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBZ7
5668000.000000
PA
USD
5634802.520000
0.0341086758
Long
DBT
CORP
GB
N
2
2026-08-09
Variable
5.3040000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738ECL7
25860000.000000
PA
USD
27368568.960000
0.1656678546
Long
DBT
CORP
GB
N
2
2034-09-13
Variable
6.6920000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738ECR4
14150000.000000
PA
USD
14147537.900000
0.0856381002
Long
DBT
CORP
GB
N
2
2030-03-12
Variable
5.6900000
N
N
N
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
BAYER US FINANCE LLC
07274EAJ2
7686000.000000
PA
USD
7806393.500000
0.0472537846
Long
DBT
CORP
US
N
2
2029-01-21
Fixed
6.2500000
N
N
N
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
BAYER US FINANCE LLC
07274EAK9
11085000.000000
PA
USD
11307054.720000
0.0684440425
Long
DBT
CORP
US
N
2
2030-11-21
Fixed
6.3750000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC
07274NAJ2
8165000.000000
PA
USD
7952832.480000
0.0481402114
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.2500000
N
N
N
N
N
N
Bayview Opportunity Master Fund VII 2024-CAR1 LLC
N/A
BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC
07336QAA0
10705155.610000
PA
USD
10734424.580000
0.0649777887
Long
ABS-O
CORP
US
N
2
2031-12-26
Floating
6.4240000
N
N
N
N
N
N
Bayview Opportunity Master Fund VII 2024-CAR1 LLC
N/A
BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC
07336QAC6
232822.000000
PA
USD
233443.030000
0.0014130810
Long
ABS-O
CORP
US
N
2
2031-12-26
Floating
6.8240000
N
N
N
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON & CO
075887CJ6
10563000.000000
PA
USD
9236762.540000
0.0559121171
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.8230000
N
N
N
N
N
N
Bimbo Bakeries USA Inc
549300HOXXHHT7926W92
BIMBO BAKERIES USA INC
09031WAD5
3390000.000000
PA
USD
3574663.470000
0.0216382095
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.4000000
N
N
N
N
N
N
Bimbo Bakeries USA Inc
549300HOXXHHT7926W92
BIMBO BAKERIES USA INC
09031WAE3
3410000.000000
PA
USD
3296377.440000
0.0199536841
Long
DBT
CORP
US
N
2
2036-01-09
Fixed
5.3750000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
09659W2X1
20535000.000000
PA
USD
20387640.840000
0.1234107901
Long
DBT
CORP
FR
N
2
2035-02-20
Variable
5.7380000
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELINES LP
096630AH1
15531000.000000
PA
USD
13526833.170000
0.0818808405
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.4000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023CQ6
5030000.000000
PA
USD
3278589.210000
0.0198460081
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.7500000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023CU7
8010000.000000
PA
USD
7828028.820000
0.0473847479
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.0400000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023DB8
3405000.000000
PA
USD
3098958.600000
0.0187586652
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.2500000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023DK8
8645000.000000
PA
USD
8750737.000000
0.0529700996
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
6.3880000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023DL6
19815000.000000
PA
USD
20074853.910000
0.1215174233
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.5280000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023DM4
6405000.000000
PA
USD
6490724.520000
0.0392897563
Long
DBT
CORP
US
N
2
2054-05-01
Fixed
6.8580000
N
N
N
N
N
N
Booz Allen Hamilton Inc
549300D7XCH2480XU542
BOOZ ALLEN HAMILTON INC
09951LAC7
7290000.000000
PA
USD
7481362.500000
0.0452863018
Long
DBT
CORP
US
N
2
2033-08-04
Fixed
5.9500000
N
N
N
N
N
N
Boston Gas Co
FN7P4E7K9JOBORDEUX61
BOSTON GAS CO
100743AN3
5860000.000000
PA
USD
5781288.480000
0.0349953869
Long
DBT
CORP
US
N
2
2053-07-20
Fixed
6.1190000
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FI TRS USD REC IBOXIG 06/20/24 MSLN
000000000
1.000000
NC
USD
146806.760000
0.0008886530
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
LIQUID INVESTMENT GRADE TR
Y
Fixed Income Performance Leg
2024-06-20
0.000000
USD
0.000000
USD
21113000.000000
USD
146806.760000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FI TRS USD REC IBOXIG 06/20/24 MSLN
000000000
1.000000
NC
USD
-209966.390000
-0.0012709719
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
LIQUID INVESTMENT GRADE TR
Y
Fixed Income Performance Leg
2024-06-20
0.000000
USD
0.000000
USD
21113000.000000
USD
-209966.390000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FI TRS USD REC IBOXIG 06/20/24 MSLN
000000000
1.000000
NC
USD
-146610.130000
-0.0008874628
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
LIQUID INVESTMENT GRADE TR
Y
Fixed Income Performance Leg
2024-06-20
0.000000
USD
0.000000
USD
21113000.000000
USD
-146610.130000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
FI TRS USD REC IBOXIG 06/20/24 CHAS
000000000
1.000000
NC
USD
-181949.420000
-0.0011013791
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
LIQUID INVESTMENT GRADE TR
Y
Fixed Income Performance Leg
2024-06-20
0.000000
USD
0.000000
USD
18662000.000000
USD
-181949.420000
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122EB0
11112000.000000
PA
USD
11918508.960000
0.0721453070
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.2500000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122EK0
7205000.000000
PA
USD
7076397.960000
0.0428349641
Long
DBT
CORP
US
N
2
2054-02-22
Fixed
5.5500000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122EL8
9630000.000000
PA
USD
9416502.900000
0.0570001243
Long
DBT
CORP
US
N
2
2064-02-22
Fixed
5.6500000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAC7
55609000.000000
PA
USD
53960526.800000
0.3266347145
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.1250000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAE3
30217000.000000
PA
USD
28869654.190000
0.1747542475
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.9000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAJ2
1984000.000000
PA
USD
1821552.060000
0.0110262477
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.0500000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBF7
11876000.000000
PA
USD
9458307.670000
0.0572531776
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.6000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBK6
16816000.000000
PA
USD
14337506.580000
0.0867880217
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.4190000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2024-MDHS
N/A
BX COMMERCIAL MORTGAGE TRUST 2024-MDHS
12433BAA5
41870000.000000
PA
USD
41922337.500000
0.2537649566
Long
ABS-MBS
CORP
US
N
2
2041-05-15
Floating
6.9910000
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
7703437.500000
0.0466305697
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.3750000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP
1248EPCT8
1460000.000000
PA
USD
1408900.000000
0.0085283758
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.3750000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending 2019-CF2
N/A
CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF2
12528YAK9
9752000.000000
PA
USD
8060181.110000
0.0487900158
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.2670000
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GROUP INC
12621EAK9
9713000.000000
PA
USD
9652293.750000
0.0584274172
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.2500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307BN6
2965000.000000
PA
USD
2349762.500000
0.0142236195
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
11.7500000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CZ1
37769000.000000
PA
USD
32612964.970000
0.1974133155
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.0500000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DV9
16520000.000000
PA
USD
15372801.640000
0.0930548861
Long
DBT
CORP
US
N
2
2053-02-21
Fixed
5.6250000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DZ0
9060000.000000
PA
USD
8725106.160000
0.0528149506
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.8750000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
CAESARS ENTERTAINMENT INC
12769GAB6
5700000.000000
PA
USD
5757000.000000
0.0348483635
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.0000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
12803RAA2
21910000.000000
PA
USD
22223071.990000
0.1345210509
Long
DBT
CORP
ES
N
2
2029-01-18
Variable
6.2080000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
12803RAB0
16185000.000000
PA
USD
16456034.010000
0.0996119254
Long
DBT
CORP
ES
N
2
2027-09-13
Variable
6.6840000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
12803RAC8
9695000.000000
PA
USD
10279879.960000
0.0622263320
Long
DBT
CORP
ES
N
2
2034-09-13
Variable
6.8400000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
12803RAH7
19705000.000000
PA
USD
19677078.020000
0.1191096000
Long
DBT
CORP
ES
N
2
2035-06-15
Variable
6.0370000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HBN4
23993000.000000
PA
USD
22957438.130000
0.1389663277
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
3.7500000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCG8
4669000.000000
PA
USD
3641068.290000
0.0220401722
Long
DBT
CORP
US
N
2
2032-07-29
Variable
2.3590000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCN3
9245000.000000
PA
USD
8288262.690000
0.0501706428
Long
DBT
CORP
US
N
2
2030-03-01
Variable
3.2730000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCV5
3340000.000000
PA
USD
3251673.700000
0.0196830827
Long
DBT
CORP
US
N
2
2030-07-26
Variable
5.2470000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HDC6
3005000.000000
PA
USD
3274921.120000
0.0198238043
Long
DBT
CORP
US
N
2
2031-10-30
Variable
7.6240000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HDE2
3361000.000000
PA
USD
3347478.700000
0.0202630110
Long
DBT
CORP
US
N
2
2030-02-01
Variable
5.7000000
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HDF9
9260000.000000
PA
USD
9308476.100000
0.0563462148
Long
DBT
CORP
US
N
2
2035-02-01
Variable
6.0510000
N
N
N
N
N
CarMax Auto Owner Trust 2022-1
N/A
CARMAX AUTO OWNER TRUST 2022-1
14317CAF9
11975000.000000
PA
USD
11241525.260000
0.0680473785
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
2.2000000
N
N
N
N
N
N
CarMax Auto Owner Trust 2024-1
N/A
CARMAX AUTO OWNER TRUST 2024-1
14318WAF4
2585000.000000
PA
USD
2566939.120000
0.0155382365
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
5.1700000
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
8738851.630000
0.0528981549
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
5.4700000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BS0
7385000.000000
PA
USD
7994262.500000
0.0483909962
Long
DBT
CORP
PA
N
2
2030-06-01
Fixed
10.5000000
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BW1
3575000.000000
PA
USD
3668843.750000
0.0222083030
Long
DBT
CORP
PA
N
2
2029-08-15
Fixed
7.0000000
N
N
N
N
N
N
Carvana Auto Receivables Trust 2022-N1
N/A
CARVANA AUTO RECEIVABLES TRUST 2022-N1
14686GAD8
1143914.110000
PA
USD
1102010.020000
0.0066707045
Long
ABS-O
CORP
US
N
2
2028-12-11
Fixed
3.3200000
N
N
N
N
N
N
Carvana Auto Receivables Trust 2023-N3
N/A
CARVANA AUTO RECEIVABLES TRUST 2023-N3
14686RAA0
2003472.430000
PA
USD
2009006.420000
0.0121609494
Long
ABS-O
CORP
US
N
2
2027-09-10
Fixed
6.4100000
N
N
N
N
N
N
Carvana Auto Receivables Trust 2024-N1
N/A
CARVANA AUTO RECEIVABLES TRUST 2024-N1
14687QAC7
6580000.000000
PA
USD
6562207.020000
0.0397224553
Long
ABS-O
CORP
US
N
2
2028-03-10
Fixed
5.6000000
N
N
N
N
N
N
Carvana Auto Receivables Trust 2024-N1
N/A
CARVANA AUTO RECEIVABLES TRUST 2024-N1
14687QAD5
7995000.000000
PA
USD
7976811.380000
0.0482853608
Long
ABS-O
CORP
US
N
2
2030-05-10
Fixed
5.6300000
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
12968574.080000
0.0785015778
Long
ABS-O
CORP
US
N
2
2028-04-10
Fixed
3.3000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAR2
3340000.000000
PA
USD
3177175.000000
0.0192321260
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.2500000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAT8
41038000.000000
PA
USD
38473125.000000
0.2328861289
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.6250000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAV3
9455000.000000
PA
USD
8320400.000000
0.0503651769
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.3750000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAW1
8330000.000000
PA
USD
7049262.500000
0.0426707073
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.0000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAX9
23230000.000000
PA
USD
18947363.660000
0.1146924815
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.5000000
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
5432460.400000
0.0328838552
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.4840000
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
8600000.000000
PA
USD
7970901.400000
0.0482495865
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.7500000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175BU7
20830000.000000
PA
USD
16959098.610000
0.1026570840
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.8000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175CK8
21850000.000000
PA
USD
17219657.250000
0.1042343017
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.2500000
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
19686596.400000
0.1191672168
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.6500000
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAG6
4379000.000000
PA
USD
4160050.000000
0.0251816805
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.5000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAQ4
13221000.000000
PA
USD
13303631.250000
0.0805297511
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.9500000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAR2
25305000.000000
PA
USD
25079861.420000
0.1518138139
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.7500000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC
16411RAK5
6820000.000000
PA
USD
6581300.000000
0.0398380293
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.6250000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC
16411RAL3
16590000.000000
PA
USD
16462555.620000
0.0996514021
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.6500000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HOLDINGS LLC
16412XAG0
10066000.000000
PA
USD
9965340.000000
0.0603223537
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.1250000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust 2022-INV1
N/A
CITIGROUP MORTGAGE LOAN TRUST 2022-INV1
17290FBL2
7277998.230000
PA
USD
5874057.820000
0.0355569397
Long
ABS-MBS
CORP
US
N
2
2051-11-27
Variable
3.0000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KA8
5040000.000000
PA
USD
4897211.760000
0.0296438797
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.4500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MQ1
12300000.000000
PA
USD
12025931.400000
0.0727955582
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.1060000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MY4
10603000.000000
PA
USD
8761248.300000
0.0530337268
Long
DBT
CORP
US
N
2
2032-05-01
Variable
2.5610000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967PG0
57900000.000000
PA
USD
57330437.700000
0.3470335125
Long
DBT
CORP
US
N
2
2035-02-13
Variable
5.8270000
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
4837782.000000
0.0292841385
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
3.7900000
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
7032196.950000
0.0425674058
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Fixed
3.0310000
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
4582241.950000
0.0277372995
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Fixed
3.2330000
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
4893427.500000
0.0296209728
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.7500000
N
N
N
N
N
N
Cold Storage Trust 2020-ICE5
N/A
COLD STORAGE TRUST 2020-ICE5
193051AA7
9254855.770000
PA
USD
9240395.060000
0.0559341056
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
6.3340000
N
N
N
N
N
N
Cold Storage Trust 2020-ICE5
N/A
COLD STORAGE TRUST 2020-ICE5
193051AJ8
11083218.150000
PA
USD
11079142.850000
0.0670644428
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
6.7340000
N
N
N
N
N
N
Columbia Pipelines Holding Co LLC
N/A
COLUMBIA PIPELINES HOLDING CO LLC
19828AAC1
16685000.000000
PA
USD
16333814.120000
0.0988721020
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.6810000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CAD/USD FWD 20240719 CIBCCATT
000000000
1.000000
NC
USD
-303893.070000
-0.0018395303
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
-40690000.000000
CAD
29581045.450000
USD
2024-07-19
-303893.070000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
CAD/USD FWD 20240719 MRMDUS33
000000000
1.000000
NC
USD
-5935.520000
-0.0000359290
N/A
DFE
CORP
CA
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-2295000.000000
CAD
1679636.710000
USD
2024-07-19
-5935.520000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
NOK/USD FWD 20240719 CHASGB2L
000000000
1.000000
NC
USD
-47200.490000
-0.0002857148
N/A
DFE
CORP
NO
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-10878000.000000
NOK
990447.050000
USD
2024-07-19
-47200.490000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCY5
23223000.000000
PA
USD
17703032.240000
0.1071602748
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.2500000
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
19840163.870000
0.1200967938
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
7.2240000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK
212015AS0
3430000.000000
PA
USD
3271362.500000
0.0198022632
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.3750000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871XAF6
3495000.000000
PA
USD
3242930.120000
0.0196301559
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.8500000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871XAH2
16445000.000000
PA
USD
14696107.140000
0.0889587082
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
3.9000000
N
N
N
N
N
N
Corp Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE
21987BBH0
20560000.000000
PA
USD
20168792.340000
0.1220860529
Long
DBT
CORP
CL
N
2
2053-09-08
Fixed
6.3000000
N
N
N
N
N
N
Corp Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE
21987BBK3
9730000.000000
PA
USD
9939081.260000
0.0601634039
Long
DBT
CORP
CL
N
2
2036-01-26
Fixed
6.4400000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H022663
26135000.000000
PA
USD
21782020.780000
0.1318512728
Long
ABS-MBS
USGA
US
N
2
2043-01-01
Fixed
2.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H050664
40940000.000000
PA
USD
39733180.510000
0.2405135168
Long
ABS-MBS
USGA
US
N
2
2035-01-01
Fixed
5.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H052660
64425000.000000
PA
USD
63904811.930000
0.3868296186
Long
ABS-MBS
USGA
US
N
2
2035-01-01
Fixed
5.5000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H060663
47285000.000000
PA
USD
47574508.090000
0.2879787650
Long
ABS-MBS
USGA
US
N
2
2034-01-01
Fixed
6.0000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H062669
19365000.000000
PA
USD
19656489.730000
0.1189849746
Long
ABS-MBS
USGA
US
N
2
2035-01-01
Fixed
6.5000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
225401AQ1
15135000.000000
PA
USD
14602187.460000
0.0883901921
Long
DBT
CORP
CH
N
2
2026-06-05
Variable
2.1930000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
225401AT5
16210000.000000
PA
USD
15018175.960000
0.0909082603
Long
DBT
CORP
CH
N
2
2027-02-02
Variable
1.3050000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
225401AU2
15685000.000000
PA
USD
13377360.060000
0.0809760475
Long
DBT
CORP
CH
N
2
2032-05-14
Variable
3.0910000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
225401AZ1
1600000.000000
PA
USD
1684779.200000
0.0101983321
Long
DBT
CORP
CH
N
2
2033-08-12
Variable
6.5370000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
225401BE7
3135000.000000
PA
USD
3221350.440000
0.0194995294
Long
DBT
CORP
CH
N
2
2029-09-22
Variable
6.2460000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
225401BG2
12855000.000000
PA
USD
13378455.600000
0.0809826791
Long
DBT
CORP
CH
N
2
2034-09-22
Variable
6.3010000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
UBS AG/STAMFORD CT
22550L2M2
4460000.000000
PA
USD
4757330.360000
0.0287971474
Long
DBT
CORP
CH
N
2
2028-02-15
Fixed
7.5000000
N
N
N
N
N
N
Crown Castle Towers LLC
N/A
CROWN CASTLE TOWERS LLC
22822RBD1
50986000.000000
PA
USD
49865263.990000
0.3018452049
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.6630000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VBD2
12885000.000000
PA
USD
12959320.680000
0.0784455650
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.6000000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VBE0
8360000.000000
PA
USD
8416438.360000
0.0509465178
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.8000000
N
N
N
N
N
N
Crown Point CLO 7 Ltd
N/A
CROWN POINT CLO 7 LTD
22846MAJ2
20450000.000000
PA
USD
20424439.750000
0.1236335418
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
6.5730000
N
N
N
N
N
N
CyrusOne Data Centers Issuer I LLC
N/A
CYRUSONE DATA CENTERS ISSUER I LLC
23284BAF1
3475000.000000
PA
USD
3285735.520000
0.0198892662
Long
ABS-O
CORP
US
N
2
2049-03-22
Fixed
4.7600000
N
N
N
N
N
N
CyrusOne Data Centers Issuer I LLC
N/A
CYRUSONE DATA CENTERS ISSUER I LLC
23284BAG9
41120000.000000
PA
USD
37855396.850000
0.2291468871
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
4.5000000
N
N
N
N
N
N
CyrusOne Data Centers Issuer I LLC
N/A
CYRUSONE DATA CENTERS ISSUER I LLC
23284BAH7
15975000.000000
PA
USD
14395495.840000
0.0871390432
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
4.6500000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331BJ5
3220000.000000
PA
USD
3168814.880000
0.0191815204
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.8750000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331BK2
22930000.000000
PA
USD
22598042.390000
0.1367908277
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.1000000
N
N
N
N
N
N
DLLST 2024-1 LLC
N/A
DLLST 2024-1 LLC
23346HAC1
6895000.000000
PA
USD
6832892.600000
0.0413609736
Long
ABS-O
CORP
US
N
2
2027-08-20
Fixed
5.0500000
N
N
N
N
N
N
DLLST 2024-1 LLC
N/A
DLLST 2024-1 LLC
23346HAD9
1630000.000000
PA
USD
1609137.300000
0.0097404554
Long
ABS-O
CORP
US
N
2
2030-04-22
Fixed
4.9300000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
233853AW0
2275000.000000
PA
USD
2249845.330000
0.0136187993
Long
DBT
CORP
US
N
2
2034-01-18
Fixed
5.3750000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAV3
21957000.000000
PA
USD
21632080.310000
0.1309436508
Long
DBT
CORP
DK
N
2
2025-12-20
Variable
3.2440000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636ABH3
12075000.000000
PA
USD
12075241.500000
0.0730940429
Long
DBT
CORP
DK
N
2
2030-03-01
Variable
5.7050000
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
4369203.430000
0.0264477313
Long
ABS-O
CORP
US
N
2
2029-04-23
Fixed
6.1700000
N
N
N
N
N
N
Dell Equipment Finance Trust 2024-1
N/A
DELL EQUIPMENT FINANCE TRUST 2024-1
24702GAE5
7015000.000000
PA
USD
7019137.450000
0.0424883539
Long
ABS-O
CORP
US
N
2
2030-03-22
Fixed
5.3900000
N
N
N
N
N
N
Dell Equipment Finance Trust 2024-1
N/A
DELL EQUIPMENT FINANCE TRUST 2024-1
24702GAJ4
100000.000000
PA
USD
100106.380000
0.0006059655
Long
ABS-O
CORP
US
N
2
2030-03-22
Fixed
5.7300000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG/NEW YORK NY
251526CB3
11345000.000000
PA
USD
11236802.740000
0.0680187921
Long
DBT
CORP
DE
N
2
2025-11-26
Variable
3.9610000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278XAW9
3420000.000000
PA
USD
3525958.440000
0.0213433874
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
6.2500000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278XAY5
5650000.000000
PA
USD
5588437.600000
0.0338280189
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
5.1500000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278XAZ2
25974000.000000
PA
USD
25530260.180000
0.1545401748
Long
DBT
CORP
US
N
2
2034-04-18
Fixed
5.4000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278XBA6
8900000.000000
PA
USD
8564265.300000
0.0518413462
Long
DBT
CORP
US
N
2
2054-04-18
Fixed
5.7500000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278XBB4
11060000.000000
PA
USD
10645504.380000
0.0644395355
Long
DBT
CORP
US
N
2
2064-04-18
Fixed
5.9000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687FZ4
9955000.000000
PA
USD
7401821.240000
0.0448048214
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.6000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP
256677AP0
2028000.000000
PA
USD
2001848.940000
0.0121176237
Long
DBT
CORP
US
N
2
2033-07-05
Fixed
5.4500000
N
N
N
N
N
DRIVEN BRANDS FUNDING LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAD0
5538796.010000
PA
USD
5376246.750000
0.0325435819
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.6410000
N
N
N
N
N
N
DRIVEN BRANDS FUNDING LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAD3
14020500.000000
PA
USD
12176185.950000
0.0737050814
Long
ABS-O
CORP
US
N
2
2051-10-20
Fixed
2.7910000
N
N
N
N
N
N
Dryden 86 CLO Ltd
25490017VKY7XEFZL303
DRYDEN 86 CLO LTD
26245XAL1
21235000.000000
PA
USD
21256235.000000
0.1286685780
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Floating
6.6790000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CBU8
21270000.000000
PA
USD
18533252.910000
0.1121857797
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.0000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CCA1
10092000.000000
PA
USD
10331372.150000
0.0625380253
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
6.1000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
26874RAN8
12625000.000000
PA
USD
12554236.880000
0.0759935053
Long
DBT
CORP
IT
N
2
2034-05-15
Fixed
5.5000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
26874RAP3
15730000.000000
PA
USD
15584733.450000
0.0943377551
Long
DBT
CORP
IT
N
2
2054-05-15
Fixed
5.9500000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTERNATIONAL
281020AW7
3045000.000000
PA
USD
3228887.550000
0.0195451532
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.9500000
N
N
N
N
N
N
Elara HGV Timeshare Issuer 2023-A LLC
N/A
ELARA HGV TIMESHARE ISSUER 2023-A LLC
28415AAA5
6433731.130000
PA
USD
6474631.650000
0.0391923427
Long
ABS-O
CORP
US
N
2
2038-02-25
Fixed
6.1600000
N
N
N
N
N
N
Elara HGV Timeshare Issuer 2023-A LLC
N/A
ELARA HGV TIMESHARE ISSUER 2023-A LLC
28415AAB3
5165332.810000
PA
USD
5195464.780000
0.0314492696
Long
ABS-O
CORP
US
N
2
2038-02-25
Fixed
6.5300000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC
28622HAC5
8335000.000000
PA
USD
7658939.820000
0.0463612157
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.1250000
N
N
N
N
N
N
Elmwood CLO 20 Ltd
N/A
ELMWOOD CLO 20 LTD
29002AAL8
10910000.000000
PA
USD
10886868.950000
0.0659005674
Long
ABS-CBDO
CORP
KY
N
2
2037-01-17
Floating
6.8230000
N
N
N
N
N
N
Elmwood CLO VIII Ltd
N/A
ELMWOOD CLO VIII LTD
29003EAS4
7690000.000000
PA
USD
7727387.930000
0.0467755469
Long
ABS-CBDO
CORP
KY
N
2
2037-04-20
Floating
6.8770000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBY0
5155000.000000
PA
USD
5378015.610000
0.0325542892
Long
DBT
CORP
CA
N
2
2030-11-15
Fixed
6.2000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBZ7
8130000.000000
PA
USD
8868423.510000
0.0536824815
Long
DBT
CORP
CA
N
2
2053-11-15
Fixed
6.7000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NCB9
9800000.000000
PA
USD
9760672.600000
0.0590834578
Long
DBT
CORP
CA
N
2
2029-04-05
Fixed
5.3000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NCC7
13535000.000000
PA
USD
13406999.510000
0.0811554615
Long
DBT
CORP
CA
N
2
2034-04-05
Fixed
5.6250000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273VAT7
11100000.000000
PA
USD
11598645.300000
0.0702091032
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
6.4000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273VAU4
5350000.000000
PA
USD
5639723.900000
0.0341384659
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.5500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273VAW0
5935000.000000
PA
USD
5700704.010000
0.0345075917
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
5.9500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273VAY6
8960000.000000
PA
USD
8807563.520000
0.0533140828
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
5.5500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29278NAP8
8697000.000000
PA
USD
8458528.260000
0.0512012971
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.9000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE SA
29286DAA3
6335000.000000
PA
USD
6295412.590000
0.0381074911
Long
DBT
CORP
FR
N
2
2029-04-10
Fixed
5.2500000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE SA
29286DAB1
7835000.000000
PA
USD
7845114.990000
0.0474881742
Long
DBT
CORP
FR
N
2
2034-04-10
Fixed
5.6250000
N
N
N
N
N
N
Enterprise Fleet Financing 2024-1 LLC
N/A
ENTERPRISE FLEET FINANCING 2024-1 LLC
29375PAB6
13620000.000000
PA
USD
13540713.890000
0.0819648635
Long
ABS-O
CORP
US
N
2
2030-03-20
Fixed
5.2300000
N
N
N
N
N
N
Enterprise Fleet Financing 2024-1 LLC
N/A
ENTERPRISE FLEET FINANCING 2024-1 LLC
29375PAC4
10280000.000000
PA
USD
10207366.660000
0.0617873933
Long
ABS-O
CORP
US
N
2
2030-09-20
Fixed
5.1600000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP
29717PAW7
10099000.000000
PA
USD
7953851.210000
0.0481463780
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.6500000
N
N
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
USD/EUR FWD 20240823 DEUTGB2L
000000000
1.000000
NC
USD
1495.060000
0.0000090499
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-751000.000000
EUR
819494.350000
USD
2024-08-23
1495.060000
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040WAZ1
24805000.000000
PA
USD
24916895.360000
0.1508273452
Long
DBT
CORP
US
N
2
2034-07-15
Fixed
5.9500000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040WBA5
12870000.000000
PA
USD
12980360.250000
0.0785729220
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
5.8500000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161NBL4
26830000.000000
PA
USD
25858029.590000
0.1565242338
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.6000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161NBN0
8675000.000000
PA
USD
8604368.150000
0.0520840974
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.4500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2021-1
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1
30165XAF2
8374000.000000
PA
USD
8028093.510000
0.0485957826
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.4000000
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
19349219.760000
0.1171250032
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.3000000
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
33955756.510000
0.2055415225
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
3.0200000
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
3280576.650000
0.0198580385
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
6.6900000
N
N
N
N
N
N
FWD Securitization Trust 2020-INV1
N/A
FWD SECURITIZATION TRUST 2020-INV1
302985AC0
1012969.440000
PA
USD
927739.410000
0.0056158069
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Variable
2.4400000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC
30303M8Q8
26215000.000000
PA
USD
26499957.050000
0.1604099592
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.6000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES
30711XTY0
77951.090000
PA
USD
77963.650000
0.0004719308
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Floating
6.4390000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283GT98
3.150000
PA
USD
3.240000
0.0000000196
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
7.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283HRL1
954.860000
PA
USD
982.250000
0.0000059458
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31287UDJ8
13954.190000
PA
USD
14349.480000
0.0000868605
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31287UEV0
2795.090000
PA
USD
2874.270000
0.0000173986
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31288ALH6
3145.640000
PA
USD
3178.080000
0.0000192376
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
6.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128FWAJ8
40964.920000
PA
USD
40498.080000
0.0002451436
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128JNNV3
119179.490000
PA
USD
118984.320000
0.0007202378
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Variable
6.0910000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128K6NH9
894.890000
PA
USD
900.630000
0.0000054517
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128K7MM7
35206.260000
PA
USD
34811.990000
0.0002107245
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128K7U63
630771.830000
PA
USD
623770.700000
0.0037758187
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128K9DJ0
152333.340000
PA
USD
156983.850000
0.0009502571
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128K9GH1
1562.500000
PA
USD
1603.060000
0.0000097037
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128LUHZ2
65054.960000
PA
USD
65290.680000
0.0003952186
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
6.2910000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128LXFP0
330499.070000
PA
USD
326968.610000
0.0019792116
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M4B77
10501.460000
PA
USD
10735.220000
0.0000649826
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M4QG1
397574.270000
PA
USD
404564.280000
0.0024489149
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
6.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M6M88
474308.520000
PA
USD
484872.680000
0.0029350390
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M6QE1
547931.800000
PA
USD
560211.300000
0.0033910799
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M74T0
795199.280000
PA
USD
811326.400000
0.0049111338
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M74W3
520822.030000
PA
USD
503298.770000
0.0030465761
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M75Q5
503030.420000
PA
USD
496045.630000
0.0030026713
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M76Q4
1054859.030000
PA
USD
1060047.540000
0.0064166965
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
5.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M7CW4
904561.910000
PA
USD
909010.040000
0.0055024340
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M7TQ9
801049.090000
PA
USD
774103.930000
0.0046858182
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M7YK6
602579.430000
PA
USD
605542.690000
0.0036654806
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M7ZN9
325075.770000
PA
USD
314139.220000
0.0019015525
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M8AV6
441529.180000
PA
USD
443700.760000
0.0026858165
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M8R30
30601.270000
PA
USD
28690.370000
0.0001736690
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M8W75
205757.190000
PA
USD
210328.220000
0.0012731621
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M9JW3
8807170.120000
PA
USD
8036072.960000
0.0486440840
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M9LV2
13636172.100000
PA
USD
11996676.860000
0.0726184742
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M9ZN5
722926.130000
PA
USD
698752.130000
0.0042296974
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MC6H3
16.560000
PA
USD
16.460000
0.0000000996
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MEE31
4055712.210000
PA
USD
3811086.940000
0.0230693318
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJAD2
15663.880000
PA
USD
16013.960000
0.0000969360
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
6.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJCR9
82568.100000
PA
USD
81634.640000
0.0004941521
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJDS6
7724.340000
PA
USD
7897.220000
0.0000478036
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJWW6
689614.030000
PA
USD
641408.400000
0.0038825835
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJZW3
1334636.900000
PA
USD
1151759.170000
0.0069718468
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128NGEY7
27118.940000
PA
USD
27959.070000
0.0001692423
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
6.3400000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P7B85
3327.570000
PA
USD
3278.300000
0.0000198443
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
5.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128QJPK6
109470.570000
PA
USD
109204.060000
0.0006610357
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
6.2760000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128QJQE9
75772.440000
PA
USD
76006.780000
0.0004600854
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
6.1870000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128S4CS4
75138.050000
PA
USD
75419.730000
0.0004565319
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Variable
6.0810000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GLU8
1.670000
PA
USD
1.660000
0.0000000100
Long
ABS-MBS
USGSE
US
N
2
2024-06-01
Fixed
7.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292H4K7
1442.580000
PA
USD
1472.730000
0.0000089148
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HXN9
1932.540000
PA
USD
1910.530000
0.0000115649
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292SAV2
18869492.890000
PA
USD
17203695.940000
0.1041376844
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312933NW0
1004519.250000
PA
USD
970729.680000
0.0058760363
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312938BW2
732038.050000
PA
USD
705331.220000
0.0042695221
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312939WT4
468816.110000
PA
USD
463075.450000
0.0028030956
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312940AM1
576176.400000
PA
USD
568048.500000
0.0034385202
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312940EU9
50576.520000
PA
USD
49873.540000
0.0003018953
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312941NS2
291774.310000
PA
USD
287628.100000
0.0017410750
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312942UJ2
207035.090000
PA
USD
193513.080000
0.0011713764
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312942WL5
65207.120000
PA
USD
61135.170000
0.0003700644
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312943DQ3
522591.460000
PA
USD
505004.890000
0.0030569036
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312943GW7
100632.480000
PA
USD
94347.810000
0.0005711077
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312943UJ0
483339.650000
PA
USD
453158.350000
0.0027430653
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312944LP4
769265.490000
PA
USD
715753.270000
0.0043326090
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312945AM0
7429.630000
PA
USD
6965.610000
0.0000421643
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312945DS4
1735062.630000
PA
USD
1626718.120000
0.0098468759
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312945ZY7
1395064.170000
PA
USD
1307945.680000
0.0079172775
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296QQD5
21586.390000
PA
USD
21154.770000
0.0001280544
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296QR44
34990.610000
PA
USD
34591.750000
0.0002093913
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296QR51
17831.490000
PA
USD
17628.260000
0.0001067077
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296QYV6
13917.840000
PA
USD
14061.870000
0.0000851195
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31298TQ21
127.040000
PA
USD
130.640000
0.0000007908
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3131XW4R1
6242849.430000
PA
USD
5599604.950000
0.0338956173
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132A5GA7
2590712.690000
PA
USD
2235840.620000
0.0135340258
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132ACFU9
5105051.480000
PA
USD
4590718.100000
0.0277886074
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132CW6E9
7098499.930000
PA
USD
6065414.060000
0.0367152603
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
1.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132CWG73
2647858.330000
PA
USD
2458827.090000
0.0148838110
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132CWYY4
7398536.630000
PA
USD
7153874.350000
0.0433039454
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
4.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132CXJB9
8842697.720000
PA
USD
8456677.270000
0.0511900926
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6B33
1693883.450000
PA
USD
1479709.100000
0.0089569985
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6B41
2200411.370000
PA
USD
1977779.230000
0.0119719245
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6BR0
875193.700000
PA
USD
764613.720000
0.0046283719
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6CG3
1674082.540000
PA
USD
1606147.370000
0.0097223567
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
4.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6CL2
6200255.190000
PA
USD
5572882.930000
0.0337338631
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6CX6
1331491.250000
PA
USD
1298819.700000
0.0078620360
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
4.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DMVJ1
3215093.090000
PA
USD
2864692.630000
0.0173406027
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DNBC6
454951.560000
PA
USD
383269.710000
0.0023200143
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DNJ46
5218689.120000
PA
USD
4423494.910000
0.0267763694
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DNK69
10252547.460000
PA
USD
8035369.280000
0.0486398244
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DNQN6
15404207.830000
PA
USD
13880588.880000
0.0840222002
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DNUW1
22468769.650000
PA
USD
19748017.790000
0.1195390137
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DQ6R2
9211770.070000
PA
USD
7181903.750000
0.0434736134
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DQFU5
38825659.540000
PA
USD
33221733.510000
0.2010983229
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DQLW4
3912672.520000
PA
USD
3770709.020000
0.0228249155
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DSGB2
2386966.070000
PA
USD
2431024.190000
0.0147155141
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
6.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DSQ62
9723036.950000
PA
USD
9360710.510000
0.0566624009
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DSQU9
10651049.220000
PA
USD
10502787.890000
0.0635756418
Long
ABS-MBS
USGSE
US
N
2
2054-02-01
Fixed
5.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DTAW0
26488390.000000
PA
USD
21637610.080000
0.1309771236
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DV4Y8
9574165.120000
PA
USD
8798862.820000
0.0532614156
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DV7A7
17316735.810000
PA
USD
14124980.350000
0.0855015545
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DV7L3
13454508.530000
PA
USD
10963541.900000
0.0663646853
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DVL52
15104178.990000
PA
USD
12438919.130000
0.0752954621
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DVLL7
4105007.950000
PA
USD
3524474.280000
0.0213344035
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWA52
55620642.490000
PA
USD
43168759.710000
0.2613098192
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DWB69
30684027.740000
PA
USD
24894857.800000
0.1506939471
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWBH5
86552275.180000
PA
USD
67175960.150000
0.4066305847
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWC92
40247.020000
PA
USD
35459.250000
0.0002146425
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWCL5
20291.840000
PA
USD
17914.840000
0.0001084424
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDD2
23994122.440000
PA
USD
19427449.240000
0.1175985431
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDH3
6876095.780000
PA
USD
5316244.030000
0.0321803725
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDJ9
22505836.810000
PA
USD
18218264.470000
0.1102790867
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDR1
53474200.660000
PA
USD
43202571.930000
0.2615144919
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDT7
3022126.060000
PA
USD
2651832.180000
0.0160521125
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDZ3
6342753.990000
PA
USD
5340432.620000
0.0323267912
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWE66
10540971.860000
PA
USD
9871918.030000
0.0597568504
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWE74
684090.340000
PA
USD
659126.760000
0.0039898365
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWFB4
519443.040000
PA
USD
420039.760000
0.0025425913
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWFD0
27740382.480000
PA
USD
24338280.890000
0.1473248669
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWFF5
51357876.640000
PA
USD
48096966.810000
0.2911413204
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWFG3
1553721.300000
PA
USD
1497126.520000
0.0090624299
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132E0A77
37658368.110000
PA
USD
37119841.770000
0.2246944134
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132GK2F2
1930956.140000
PA
USD
1796620.120000
0.0108753293
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132H3PR8
3838981.790000
PA
USD
3486203.510000
0.0211027422
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132H5BB3
1239522.790000
PA
USD
1125641.700000
0.0068137521
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132H7C85
2876657.720000
PA
USD
2612294.660000
0.0158127834
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335ABF4
14912780.130000
PA
USD
13596173.570000
0.0823005729
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335AFV5
3011227.110000
PA
USD
2910029.580000
0.0176150371
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335ALP1
3739485.980000
PA
USD
3613802.420000
0.0218751260
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335APZ5
19541693.550000
PA
USD
17621887.290000
0.1066690869
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133A1CC4
3074687.610000
PA
USD
2630750.320000
0.0159244995
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AM4R4
2336249.420000
PA
USD
1894489.960000
0.0114677566
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AMYW0
2266525.980000
PA
USD
1839363.640000
0.0111340651
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133ANVW1
2889466.920000
PA
USD
2394304.960000
0.0144932447
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133APTU3
5009814.020000
PA
USD
4143613.270000
0.0250821854
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AQFQ5
2495771.080000
PA
USD
2024363.150000
0.0122539070
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133B7ZF8
81446.730000
PA
USD
71833.050000
0.0004348210
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BEVK6
41846.860000
PA
USD
36701.110000
0.0002221597
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BHRC2
42514.110000
PA
USD
40947.550000
0.0002478644
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BJUU4
800546.100000
PA
USD
771095.960000
0.0046676103
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BMWT8
367104.730000
PA
USD
353861.210000
0.0021419983
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BNNW9
97757.940000
PA
USD
94161.900000
0.0005699823
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BNVE0
4340561.060000
PA
USD
4183804.040000
0.0253254688
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BNW66
544711.300000
PA
USD
524640.560000
0.0031757625
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BNW90
601027.110000
PA
USD
578870.370000
0.0035040273
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BNZS5
101673.720000
PA
USD
97906.890000
0.0005926515
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133BPGR3
5913166.490000
PA
USD
5695442.100000
0.0344757402
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133GEL97
8877558.090000
PA
USD
7803078.120000
0.0472337159
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133GF6C4
131783.760000
PA
USD
115831.600000
0.0007011537
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133GG2J1
5293315.020000
PA
USD
4629215.880000
0.0280216428
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133GG6G3
1468614.280000
PA
USD
1319923.780000
0.0079897835
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KGKP2
3367712.130000
PA
USD
3002664.190000
0.0181757744
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KH3Q7
2555200.540000
PA
USD
2417420.350000
0.0146331671
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KHKY1
8767104.600000
PA
USD
8104429.670000
0.0490578619
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KJL34
2500785.130000
PA
USD
1950727.760000
0.0118081761
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KLZX8
34134599.800000
PA
USD
26425618.230000
0.1599599703
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KN4U4
13330254.450000
PA
USD
10835781.260000
0.0655913225
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KNBR3
4632143.940000
PA
USD
3925814.340000
0.0237638015
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KNGN7
33626159.970000
PA
USD
26196351.980000
0.1585721722
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KNLC5
39285709.030000
PA
USD
32100341.850000
0.1943102971
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KNQT3
13607526.210000
PA
USD
11129526.420000
0.0673694254
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KPD54
4910740.870000
PA
USD
3850232.350000
0.0233062874
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KYVF3
16094937.060000
PA
USD
13348867.020000
0.0808035730
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KYW39
3777064.440000
PA
USD
3302061.230000
0.0199880893
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KYWH8
18428394.260000
PA
USD
15190084.400000
0.0919488592
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KYWJ4
21531260.870000
PA
USD
18379149.300000
0.1112529573
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KYWX3
6319237.370000
PA
USD
5525858.820000
0.0334492160
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KYXA2
2907120.670000
PA
USD
2540315.010000
0.0153770750
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133L75R4
18911040.510000
PA
USD
16134509.820000
0.0976656701
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
1.5000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133WJDP1
9011362.370000
PA
USD
7871967.150000
0.0476507161
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133WJJW0
28359.860000
PA
USD
24790.240000
0.0001500607
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133WJQA0
131527.830000
PA
USD
114897.470000
0.0006954992
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.0000000
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133WJTN9
6685562.220000
PA
USD
6006138.950000
0.0363564553
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
2.5000000
N
N
N
N
N
N
Freddie Mac Strips
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STRIPS
31351B3K9
3984.780000
PA
USD
3666.170000
0.0000221921
Long
ABS-MBS
USGSE
US
N
2
2028-08-15
None
0.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31368HML4
310.780000
PA
USD
311.890000
0.0000018879
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31368HMT7
918833.130000
PA
USD
938151.270000
0.0056788321
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.0000000
N
N
N
N
N
N
Fannie Mae Interest Strip
B1V7KEBTPIMZEU4LTD58
FANNIE MAE INTEREST STRIP
3136FAHB9
19559.990000
PA
USD
2990.390000
0.0000181015
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371K7E5
315027.200000
PA
USD
311011.910000
0.0018826222
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371KVH1
2184.030000
PA
USD
2235.750000
0.0000135335
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371LDG1
178661.950000
PA
USD
176384.960000
0.0010676962
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371LWU9
124385.140000
PA
USD
126970.420000
0.0007685794
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371MXX0
31508.300000
PA
USD
32756.890000
0.0001982845
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371NEW1
430.410000
PA
USD
439.460000
0.0000026601
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371NGH2
1005.170000
PA
USD
1026.310000
0.0000062125
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371NH99
15036.840000
PA
USD
15284.180000
0.0000925184
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31374TFV6
681.890000
PA
USD
695.940000
0.0000042127
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31376KL53
373288.960000
PA
USD
374619.380000
0.0022676520
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31376KML7
758.480000
PA
USD
774.420000
0.0000046877
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31383JHB9
224.400000
PA
USD
230.500000
0.0000013953
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31384DTJ1
3138.890000
PA
USD
3224.250000
0.0000195171
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
7.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385JJC3
412073.730000
PA
USD
424158.830000
0.0025675249
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385JJF6
24734.290000
PA
USD
25325.470000
0.0001533005
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385W2S7
137870.490000
PA
USD
140649.480000
0.0008513817
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385XBF3
94796.380000
PA
USD
95196.640000
0.0005762458
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A2AX7
1452367.590000
PA
USD
1341053.070000
0.0081176837
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A46Y6
2168189.330000
PA
USD
2030027.860000
0.0122881968
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A4AM7
704181.170000
PA
USD
659311.750000
0.0039909563
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A4X75
2942.450000
PA
USD
2839.550000
0.0000171884
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A4XY6
2346142.630000
PA
USD
2196649.030000
0.0132967907
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A5BP6
304553.770000
PA
USD
285147.170000
0.0017260574
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A6LY4
1937264.620000
PA
USD
1869537.230000
0.0113167123
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A7QM3
2304570.450000
PA
USD
2157719.420000
0.0130611413
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A8YF7
27232.840000
PA
USD
26280.600000
0.0001590821
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ABBY4
6776.030000
PA
USD
6539.240000
0.0000395834
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ABBZ1
54235.640000
PA
USD
52338.850000
0.0003168184
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138AJNH1
736878.110000
PA
USD
711106.850000
0.0043044832
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ARBE3
1376678.120000
PA
USD
1288979.060000
0.0078024684
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138E0Q93
563605.000000
PA
USD
513559.860000
0.0031086887
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138E2K53
1422056.530000
PA
USD
1331489.150000
0.0080597912
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EG3M4
4667057.270000
PA
USD
4369896.820000
0.0264519286
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGE83
4863072.060000
PA
USD
4693232.480000
0.0284091491
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGFA7
3646047.260000
PA
USD
3511788.530000
0.0212576139
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGH56
24893.270000
PA
USD
24576.230000
0.0001487652
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGKX1
115116.930000
PA
USD
117540.100000
0.0007114956
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGNC4
1117146.100000
PA
USD
1140661.870000
0.0069046725
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGVB7
58740.000000
PA
USD
57990.350000
0.0003510281
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EH7F3
989787.860000
PA
USD
1010624.970000
0.0061175311
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EHFB3
1333052.950000
PA
USD
1248189.720000
0.0075555618
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EHRP9
740309.450000
PA
USD
714443.260000
0.0043246792
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EHVS8
1533794.490000
PA
USD
1480205.000000
0.0089600003
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EHWG3
4182530.090000
PA
USD
3916216.560000
0.0237057040
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EJ7A0
669116.530000
PA
USD
683201.140000
0.0041355639
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EJK80
3063476.260000
PA
USD
2868423.870000
0.0173631887
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EJL48
913976.770000
PA
USD
882035.360000
0.0053391504
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EJRA8
1183753.180000
PA
USD
1142380.660000
0.0069150767
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EJSU3
2089030.760000
PA
USD
1955973.500000
0.0118399297
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKAT2
1135616.270000
PA
USD
1097048.690000
0.0066406725
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKEW1
610486.240000
PA
USD
612661.890000
0.0037085746
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKF59
1802250.300000
PA
USD
1739287.440000
0.0105282822
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKHJ7
3093972.700000
PA
USD
2896844.900000
0.0175352274
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKLE3
668199.860000
PA
USD
605948.960000
0.0036679398
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ELB36
1887024.160000
PA
USD
1716661.920000
0.0103913251
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ELN41
3825448.220000
PA
USD
3481483.770000
0.0210741726
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ELX73
1717143.060000
PA
USD
1657136.550000
0.0100310052
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EM5Y3
642362.250000
PA
USD
634177.370000
0.0038388125
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EMYW5
117286.520000
PA
USD
115791.740000
0.0007009124
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENBE8
2367634.950000
PA
USD
2440266.580000
0.0147714603
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENBH1
3625146.400000
PA
USD
3287564.070000
0.0199003348
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENF87
180154.950000
PA
USD
180795.120000
0.0010943919
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENW39
948676.290000
PA
USD
968637.590000
0.0058633724
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENXG9
1026928.500000
PA
USD
1010746.360000
0.0061182659
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENZ93
7399641.480000
PA
USD
6710491.780000
0.0406200550
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPW34
856809.590000
PA
USD
874823.330000
0.0052954944
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPW42
1305354.350000
PA
USD
1350416.230000
0.0081743609
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPXJ8
3949795.560000
PA
USD
3758675.380000
0.0227520733
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPY73
425172.860000
PA
USD
419751.790000
0.0025408482
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPY99
585043.480000
PA
USD
577585.590000
0.0034962502
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPZP2
285291.310000
PA
USD
273908.270000
0.0016580259
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EQCM2
689288.020000
PA
USD
678712.250000
0.0041083917
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERA59
619259.030000
PA
USD
568686.540000
0.0034423824
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERB74
2125222.660000
PA
USD
1830409.120000
0.0110798614
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERCZ1
4386936.170000
PA
USD
4107529.440000
0.0248637622
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERDM9
5928367.740000
PA
USD
5691856.280000
0.0344540345
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERN71
6819403.200000
PA
USD
6227697.430000
0.0376975966
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERNR7
8406854.290000
PA
USD
7643230.540000
0.0462661240
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERT59
8212265.800000
PA
USD
7674013.450000
0.0464524596
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERTV2
10729133.750000
PA
USD
9275666.690000
0.0561476124
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERTY6
10014419.120000
PA
USD
9076798.800000
0.0549438221
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ETGU4
3073096.650000
PA
USD
2792456.670000
0.0169033429
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ETUK0
4643866.260000
PA
USD
4211575.850000
0.0254935776
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138LUTV7
1051435.180000
PA
USD
953516.120000
0.0057718389
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138LXQH5
2217213.800000
PA
USD
2010722.420000
0.0121713368
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138LY2J5
574134.940000
PA
USD
555815.780000
0.0033644729
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138MBKY1
2056412.790000
PA
USD
1864894.320000
0.0112886078
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138MFSZ1
899386.320000
PA
USD
790814.210000
0.0047869691
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138MQX99
5571143.690000
PA
USD
5052263.080000
0.0305824388
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138W9NY2
3398111.630000
PA
USD
2967027.870000
0.0179600600
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WAXP7
189972.410000
PA
USD
182389.970000
0.0011040459
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WBQ57
3269861.350000
PA
USD
3139355.690000
0.0190031975
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WD5K3
744056.160000
PA
USD
700038.240000
0.0042374825
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WEMN6
1799936.080000
PA
USD
1687236.660000
0.0102132076
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WFK39
4591854.820000
PA
USD
4124554.200000
0.0249668167
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WGA61
3284411.960000
PA
USD
2964713.570000
0.0179460511
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WH6D9
14103941.540000
PA
USD
12186666.110000
0.0737685201
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJMU9
15531175.060000
PA
USD
13412125.610000
0.0811864909
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJMV7
14790557.350000
PA
USD
12772407.990000
0.0773141421
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJNB0
4657650.580000
PA
USD
4041267.910000
0.0244626668
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJNN4
3776306.570000
PA
USD
3388286.840000
0.0205100315
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJQC5
10658376.130000
PA
USD
9732125.830000
0.0589106580
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WKA96
24802.290000
PA
USD
23880.630000
0.0001445546
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WKBA2
3157073.370000
PA
USD
2729207.280000
0.0165204807
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WKHN8
418539.450000
PA
USD
368838.790000
0.0022326608
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WMW49
1416193.360000
PA
USD
1287833.180000
0.0077955322
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WPEG5
941353.620000
PA
USD
853403.290000
0.0051658343
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WZWA6
1529696.400000
PA
USD
1387284.950000
0.0083975352
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.5000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X0Y36
721307.600000
PA
USD
631301.600000
0.0038214048
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X3XX5
7334225.280000
PA
USD
6829363.470000
0.0413396110
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X53G0
1379448.670000
PA
USD
1239656.940000
0.0075039110
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y3YF2
1623663.980000
PA
USD
1548491.230000
0.0093733516
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YTK86
1044519.320000
PA
USD
989593.640000
0.0059902239
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31390MFQ2
50785.580000
PA
USD
52067.420000
0.0003151753
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31391LAN5
145725.920000
PA
USD
146228.260000
0.0008851512
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402C3Q3
288369.330000
PA
USD
293112.770000
0.0017742749
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402C4G4
184600.990000
PA
USD
185257.440000
0.0011214033
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402CTT9
1474054.000000
PA
USD
1503070.520000
0.0090984103
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402DCV0
113379.340000
PA
USD
111934.010000
0.0006775607
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402DGM6
176498.440000
PA
USD
179948.060000
0.0010892644
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402DJS0
14980.530000
PA
USD
15033.860000
0.0000910032
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402DP79
950116.660000
PA
USD
953498.900000
0.0057717346
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402Q6T3
606299.480000
PA
USD
598570.720000
0.0036232778
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402Q6Z9
333172.130000
PA
USD
334357.790000
0.0020239399
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402QYY1
152279.280000
PA
USD
152821.880000
0.0009250638
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RAC3
49599.900000
PA
USD
48967.560000
0.0002964112
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RDF3
124171.350000
PA
USD
126778.560000
0.0007674180
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RFT1
312340.490000
PA
USD
308358.270000
0.0018665592
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RFU8
330616.920000
PA
USD
326403.330000
0.0019757898
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RFV6
827526.730000
PA
USD
816981.420000
0.0049453649
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RFW4
244132.040000
PA
USD
241020.680000
0.0014589502
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RJL4
185203.880000
PA
USD
182844.220000
0.0011067955
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RJN0
151563.530000
PA
USD
149632.610000
0.0009057585
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RSN0
564697.400000
PA
USD
557605.580000
0.0033753069
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RUW7
639558.270000
PA
USD
641838.900000
0.0038851894
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403C5F4
36441.260000
PA
USD
37187.380000
0.0002251032
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403C6L0
166604.100000
PA
USD
164562.820000
0.0009961343
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403C6U0
796839.580000
PA
USD
799683.230000
0.0048406552
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DBD0
509782.620000
PA
USD
503381.520000
0.0030470770
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DBY4
279229.640000
PA
USD
276783.330000
0.0016754292
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DD97
975451.080000
PA
USD
978930.940000
0.0059256803
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DDJ5
45960.000000
PA
USD
46123.580000
0.0002791960
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DDX4
121064.510000
PA
USD
121496.680000
0.0007354456
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DE70
2492.600000
PA
USD
2545.010000
0.0000154055
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DGY9
383483.500000
PA
USD
378786.030000
0.0022928736
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DGZ6
18037.940000
PA
USD
18102.340000
0.0001095774
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DH77
207973.050000
PA
USD
216127.000000
0.0013082634
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DMM8
33480.730000
PA
USD
34304.050000
0.0002076498
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DP52
9999.640000
PA
USD
10164.130000
0.0000615257
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DPM5
25049.770000
PA
USD
25461.820000
0.0001541259
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DPZ6
202619.250000
PA
USD
200179.210000
0.0012117280
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DQ69
187946.230000
PA
USD
192140.440000
0.0011630676
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
6.2660000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DQN2
113246.650000
PA
USD
113062.800000
0.0006843935
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
6.1200000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DSH3
4768.720000
PA
USD
4891.460000
0.0000296091
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DUL1
311008.260000
PA
USD
312118.640000
0.0018893215
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DWG0
2667.700000
PA
USD
2711.580000
0.0000164138
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DWK1
4308.090000
PA
USD
4398.690000
0.0000266262
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DWU9
438521.050000
PA
USD
440087.600000
0.0026639452
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31404KHA3
20842.220000
PA
USD
20916.170000
0.0001266101
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31405N2B0
291906.510000
PA
USD
292943.370000
0.0017732494
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31405ULZ0
17739.070000
PA
USD
18111.820000
0.0001096348
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31406CLH9
270329.390000
PA
USD
271293.600000
0.0016421987
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31406KJW1
1316.610000
PA
USD
1331.020000
0.0000080570
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408DVP6
62419.170000
PA
USD
61898.960000
0.0003746878
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
5.5900000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408F7A1
92143.410000
PA
USD
93349.480000
0.0005650645
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408F7B9
32207.770000
PA
USD
32436.100000
0.0001963427
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408GXB8
11261.450000
PA
USD
11536.490000
0.0000698329
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408JR78
149521.810000
PA
USD
154328.990000
0.0009341867
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409ADV8
25808.870000
PA
USD
26351.300000
0.0001595101
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409AF53
6655.050000
PA
USD
6794.870000
0.0000411308
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409BDN4
1861.930000
PA
USD
1901.010000
0.0000115072
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
6.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409HDV3
12952.180000
PA
USD
13476.060000
0.0000815735
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409TS58
6710.910000
PA
USD
6856.690000
0.0000415050
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409V5T6
9751.380000
PA
USD
9980.390000
0.0000604135
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140E0E35
7023002.180000
PA
USD
6307579.620000
0.0381811407
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140EVJC2
3579633.200000
PA
USD
3213483.190000
0.0194519073
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140F0T87
2037810.650000
PA
USD
1845126.790000
0.0111689507
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
3.5000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140F5C35
6023089.970000
PA
USD
5202782.580000
0.0314935658
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140F9WP6
1444430.710000
PA
USD
1247599.440000
0.0075519887
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FGMN6
8101663.830000
PA
USD
6998263.230000
0.0423619977
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FGNN5
5115145.880000
PA
USD
4418501.220000
0.0267461415
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FLK49
3014897.460000
PA
USD
2606787.160000
0.0157794453
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FMQW9
620540.300000
PA
USD
535869.880000
0.0032437360
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0000000
N
N
N
N
N
N
2024-07-05
T. ROWE PRICE NEW INCOME FUND, INC.
/s/ Alan Dupski
Alan Dupski
Treasurer & Vice President