0001752724-22-011057.txt : 20220124
0001752724-22-011057.hdr.sgml : 20220124
20220124133451
ACCESSION NUMBER: 0001752724-22-011057
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211130
FILED AS OF DATE: 20220124
PERIOD START: 20220531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price New Income Fund, Inc.
CENTRAL INDEX KEY: 0000080249
IRS NUMBER: 520980581
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02396
FILM NUMBER: 22548676
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
C000005530
C000005529
C000219349
C000005531
C000159679
T. ROWE PRICE NEW INCOME FUND, INC.
811-02396
0000080249
549300KL6GYU8HTJ4G78
100 East Pratt Street
Baltimore
21202
410-345-2000
T. Rowe Price New Income Fund, Inc.
S000002136
5F373D85WF2X2XQOCV26
2022-05-31
2021-11-30
N
23187701199.33
2163753456.47
21023947742.86
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
103786638.67000000
1868869869.97000000
0.00000000
16828879.43000000
USD
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ABBY4
10620.36000000
PA
USD
11846.85000000
0.000056349312
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TQS7
3513004.17000000
PA
USD
3868809.17000000
0.018401915840
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312943UJ0
750646.31000000
PA
USD
826052.33000000
0.003929101898
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133L8ML6
9920217.99000000
PA
USD
10201398.53000000
0.048522754407
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FFU5
418287.00000000
PA
USD
476528.18000000
0.002266597053
Long
ABS-MBS
USGA
US
N
2
2040-04-20
Fixed
5.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
9603000.00000000
PA
USD
10905262.83000000
0.051870671309
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409ADV8
49046.60000000
PA
USD
56895.92000000
0.000270624340
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.00000000
N
N
N
N
N
N
Symphony CLO Ltd
N/A
Symphony CLO XXVI Ltd
87190GAC5
14640000.00000000
PA
USD
14639987.70000000
0.069634817775
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
1.21150000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LDG1
295062.55000000
PA
USD
334737.55000000
0.001592172669
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
9720000.00000000
PA
USD
10569926.52000000
0.050275650649
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KT87
98506.11000000
PA
USD
115488.44000000
0.000549318526
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJNB0
6526024.00000000
PA
USD
6908133.41000000
0.032858402686
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410TY82
5220.70000000
PA
USD
5957.58000000
0.000028337113
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411EH26
82.27000000
PA
USD
82.17000000
0.000000390840
Long
ABS-MBS
USGSE
US
N
2
2021-12-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLV5
3261964.79000000
PA
USD
3567500.77000000
0.016968748275
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
25000000.00000000
PA
USD
24500475.00000000
0.116536034524
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
000000000
1565000.00000000
PA
USD
1569397.65000000
0.007464809507
Long
LON
CORP
US
N
2
2027-05-03
Floating
0.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
12400000.00000000
PA
USD
12172931.20000000
0.057900311344
Long
DBT
CORP
ES
N
2
2027-09-14
Fixed
1.72200000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
Ascend Learning LLC
04349HAK0
7360000.00000000
PA
USD
7311718.40000000
0.034778046870
Long
LON
CORP
US
N
2
2028-11-18
Floating
0.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2020-555
17328EAA6
19685000.00000000
PA
USD
20220530.43000000
0.096178561121
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Fixed
2.64700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDG3
424140000.00000000
PA
USD
423543553.13000000
2.014576702293
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
HKT CAPITAL NO 2 LTD
254900H0XCXGQBS2GA24
HKT Capital No 2 Ltd
000000000
2714000.00000000
PA
USD
2863894.22000000
0.013622057355
Long
DBT
CORP
VG
N
2
2025-04-02
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DGY9
602612.61000000
PA
USD
684863.06000000
0.003257537872
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.00000000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2021-2
24381WAA6
10684987.83000000
PA
USD
10615658.29000000
0.050493172927
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.89900000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LVII CLO Ltd
04017NAC6
27170000.00000000
PA
USD
27177618.47000000
0.129269815557
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
1.44388000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETGU4
4064923.37000000
PA
USD
4389512.54000000
0.020878631328
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M74W3
809589.94000000
PA
USD
897681.98000000
0.004269806941
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CJV9
626025.10000000
PA
USD
734002.05000000
0.003491266526
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391LAN5
204536.95000000
PA
USD
237482.05000000
0.001129578768
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUX3
3025648.47000000
PA
USD
3323010.53000000
0.015805835186
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
31065000.00000000
PA
USD
31271892.90000000
0.148744152537
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.54500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2021-GR2
36262JAF2
31800101.77000000
PA
USD
32222597.92000000
0.153266162540
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCE3
11559000.00000000
PA
USD
12560333.05000000
0.059742980736
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.65000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
11400000.00000000
PA
USD
12062066.40000000
0.057372985071
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617A9KW6
2299351.78000000
PA
USD
2444200.76000000
0.011625793546
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-INV1
92537TAA3
3002276.38000000
PA
USD
3013225.68000000
0.014332349551
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
1.97700000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE
46646GAE7
11320000.00000000
PA
USD
11588653.03000000
0.055121203551
Long
ABS-MBS
CORP
US
N
2
2038-09-06
Variable
2.94923700
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CB4
5131000.00000000
PA
USD
5542100.85000000
0.026360895288
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AM5
12830000.00000000
PA
USD
13558217.97000000
0.064489401019
Long
DBT
CORP
AU
N
2
2025-03-05
Fixed
3.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAKC7
8280469.96000000
PA
USD
8924576.09000000
0.042449573216
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
3.50000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd
872882AF2
23860000.00000000
PA
USD
22731559.91000000
0.108122224179
Long
DBT
CORP
VG
N
2
2027-09-28
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C6U0
1249475.44000000
PA
USD
1442648.85000000
0.006861931296
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31356FP70
69.30000000
PA
USD
77.25000000
0.000000367438
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMVJ1
4869472.92000000
PA
USD
5201447.73000000
0.024740585324
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAH6
6284000.00000000
PA
USD
6700315.00000000
0.031869918447
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179N2K3
11641984.58000000
PA
USD
12682505.35000000
0.060324090913
Long
ABS-MBS
USGA
US
N
2
2044-02-20
Fixed
4.00000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
1715718.70000000
PA
USD
1730440.08000000
0.008230804705
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KBJ2
943051.78000000
PA
USD
1074266.87000000
0.005109729548
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DQN2
163585.98000000
PA
USD
166827.74000000
0.000793512912
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Floating
2.12300000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-G
63941JAA6
13381922.89000000
PA
USD
13599802.01000000
0.064687194699
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
2.40000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BS8
36236000.00000000
PA
USD
41172937.58000000
0.195838279677
Long
DBT
CORP
GB
N
2
2031-04-01
Fixed
4.64400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206UM63
1557.45000000
PA
USD
1725.10000000
0.000008205404
Long
ABS-MBS
USGA
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP1 Trust
67448TBE4
2120176.53000000
PA
USD
2116439.72000000
0.010066804512
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Floating
0.84163000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMYW5
194601.75000000
PA
USD
220906.00000000
0.001050735107
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYN8
17735000.00000000
PA
USD
17801506.25000000
0.084672519489
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FCP9
1698224.13000000
PA
USD
1934658.25000000
0.009202164472
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
5.00000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
000000000
6120000.00000000
PA
USD
6574454.00000000
0.031271263039
Long
DBT
CORP
IN
N
2
2025-01-28
Fixed
4.12500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
1536000.00000000
PA
USD
1941398.02000000
0.009234222058
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCZ6
2467901.16000000
PA
USD
2662335.79000000
0.012663348589
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJMV7
20148761.88000000
PA
USD
21233674.58000000
0.100997561636
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B3 Mortgage Trust
08161BBA0
14540000.00000000
PA
USD
16202929.62000000
0.077068920728
Long
ABS-MBS
CORP
US
N
2
2051-04-10
Variable
4.19500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UPD8
3267843.36000000
PA
USD
3597104.46000000
0.017109557652
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179Q3H2
2738508.31000000
PA
USD
2878020.00000000
0.013689246354
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJSU3
3113526.32000000
PA
USD
3425171.56000000
0.016291762146
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAC5
9457521.01000000
PA
USD
9507053.83000000
0.045220117298
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.21900000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAR0
3801000.00000000
PA
USD
4130983.82000000
0.019648944482
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA5
35566AAH2
10766537.19000000
PA
USD
10835247.08000000
0.051537642751
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Floating
2.84967000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAV2
21685000.00000000
PA
USD
21540944.38000000
0.102459084485
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.84000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418WPP9
723443.31000000
PA
USD
786301.53000000
0.003740027989
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414KE30
81827.10000000
PA
USD
91182.83000000
0.000433709363
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-1
03464MAA2
7162052.15000000
PA
USD
7217926.90000000
0.034331929418
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
3.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413QM70
53261.51000000
PA
USD
59351.18000000
0.000282302737
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.50000000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd
000000000
21028000.00000000
PA
USD
21624459.22000000
0.102856321203
Long
DBT
CORP
KY
N
2
2027-02-12
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
375965000.00000000
PA
USD
400285235.94000000
1.903948967319
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAG8
7042000.00000000
PA
USD
7314088.80000000
0.034789321631
Long
DBT
CORP
NO
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ANVW1
5400363.29000000
PA
USD
5561266.09000000
0.026452054381
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DDJ5
76739.51000000
PA
USD
87799.00000000
0.000417614241
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408DVP6
72563.26000000
PA
USD
72902.31000000
0.000346758424
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Floating
1.71500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-INV1
46591VBC2
4234464.61000000
PA
USD
4261577.46000000
0.020270110600
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Floating
0.91600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413LPV5
106087.89000000
PA
USD
122337.53000000
0.000581896090
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36250BAE6
704323.51000000
PA
USD
709580.16000000
0.003375104279
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Variable
1.63600000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300LCOEVXWN75LP18
Neuberger Berman Loan Advisers Clo 43 Ltd
64134AAA0
15105000.00000000
PA
USD
15087438.32000000
0.071763107978
Long
ABS-CBDO
CORP
KY
N
2
2035-07-17
Floating
1.24149000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2020-555
17328EAE8
8370000.00000000
PA
USD
8236801.49000000
0.039178186660
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Fixed
3.03100000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGL8
11645000.00000000
PA
USD
12938561.54000000
0.061542017218
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564AAK7
14343816.24000000
PA
USD
14348185.37000000
0.068246865648
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
1.34200000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
27592000.00000000
PA
USD
34433850.28000000
0.163783941537
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBR6
32197000.00000000
PA
USD
32307339.12000000
0.153669232416
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.18200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SAV2
27083563.76000000
PA
USD
29262952.68000000
0.139188667313
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312941NS2
430783.80000000
PA
USD
487746.25000000
0.002319955585
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KJG5
12500000.00000000
PA
USD
12502496.25000000
0.059467881117
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
0.89967000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
22458000.00000000
PA
USD
23945797.58000000
0.113897722125
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
7013000.00000000
PA
USD
7354883.75000000
0.034983362021
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2B7
16981000.00000000
PA
USD
17159215.60000000
0.081617476460
Long
DBT
CORP
AU
N
2
2031-05-05
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413F5B4
30060.29000000
PA
USD
33497.24000000
0.000159328972
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J95S6
6835158.54000000
PA
USD
7341373.12000000
0.034919098971
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AP8
3043000.00000000
PA
USD
3235682.76000000
0.015390462341
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.75000000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36192XPK9
2446309.70000000
PA
USD
2626182.13000000
0.012491384406
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHKY1
13369558.38000000
PA
USD
14344665.65000000
0.068230124168
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBH7
19911000.00000000
PA
USD
21029520.34000000
0.100026505950
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FMQW9
782736.08000000
PA
USD
827758.06000000
0.003937215170
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RXF1
2285308.79000000
PA
USD
2526305.66000000
0.012016323912
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411UWA5
91.36000000
PA
USD
91.66000000
0.000000435979
Long
ABS-MBS
USGSE
US
N
2
2022-04-01
Fixed
6.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
5570.00000000
NC
USD
2298404.80000000
0.010932317888
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-03-31
673890906.00000000
USD
2298404.80000000
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
25021150.00000000
PA
USD
25631215.68000000
0.121914380655
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.66600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6N22
35656390.40000000
PA
USD
36663920.19000000
0.174391225846
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
2.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AW3
11053000.00000000
PA
USD
11771964.49000000
0.055993120958
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
29186000.00000000
PA
USD
31199512.95000000
0.148399878707
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FGMN6
10703633.28000000
PA
USD
11315121.36000000
0.053820155464
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DSH3
5985.58000000
PA
USD
6763.07000000
0.000032168411
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X56K4
20928373.98000000
PA
USD
22917734.38000000
0.109007759438
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
MARTIN MARIETTA
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AW6
21068000.00000000
PA
USD
21033427.41000000
0.100045089853
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.40000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C39
95000XAK3
5750000.00000000
PA
USD
6169939.18000000
0.029347196137
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
4.02500000
N
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO Trust 2016-350P
91831UAF4
12524000.00000000
PA
USD
12645256.12000000
0.060146915672
Long
ABS-MBS
CORP
US
N
2
2035-01-10
Variable
4.03271800
N
N
N
N
N
N
MISSION BROADCASTING INC
N/A
Mission Broadcasting Inc
605024AS7
6289237.50000000
PA
USD
6253891.99000000
0.029746516051
Long
LON
CORP
US
N
2
2028-06-03
Floating
2.58638000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404122BH5
5191987.50000000
PA
USD
5206576.98000000
0.024764982503
Long
LON
CORP
US
N
2
2028-06-30
Floating
1.84038000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
22623000.00000000
PA
USD
23930971.37000000
0.113827201545
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
CHINA MENGNIU DAIRY
2549005Q343BSJ8RSS21
China Mengniu Dairy Co Ltd
000000000
5955000.00000000
PA
USD
5966524.12000000
0.028379656347
Long
DBT
CORP
KY
N
2
2030-06-17
Fixed
2.50000000
N
N
N
N
N
N
Barclays Mortgage Loan Trust
N/A
Barclays Mortgage Loan Trust 2021-NQM1
06744UAA9
8940000.00000000
PA
USD
8939834.61000000
0.042522150070
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
1.74700000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-INV1
85572JAA5
7354488.87000000
PA
USD
7410783.81000000
0.035249249573
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.61000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335GE50
3203.49000000
PA
USD
3571.05000000
0.000016985630
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
6.50000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AM1
13950000.00000000
PA
USD
13613037.75000000
0.064750150240
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.90000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
11635000.00000000
PA
USD
12386527.92000000
0.058916280003
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
42340000.00000000
PA
USD
47417370.46000000
0.225539803656
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HML4
493.01000000
PA
USD
569.23000000
0.000002707531
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209W2W1
13276.02000000
PA
USD
13332.89000000
0.000063417632
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312940EU9
75516.34000000
PA
USD
86128.27000000
0.000409667447
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFU3
42403000.00000000
PA
USD
40904477.98000000
0.194561356793
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YVG9
1290401.42000000
PA
USD
1419938.20000000
0.006753908530
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RXE4
229957.55000000
PA
USD
248880.28000000
0.001183794228
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
22900000.00000000
PA
USD
22982211.00000000
0.109314441231
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELN41
5442984.16000000
PA
USD
5878989.40000000
0.027963299147
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
EQUATE PETROCHEMICAL BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
000000000
7737000.00000000
PA
USD
8403821.08000000
0.039972612103
Long
DBT
CORP
NL
N
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EYM5
226868.97000000
PA
USD
263716.15000000
0.001254360756
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FMB9
8642817.77000000
PA
USD
9554763.74000000
0.045447048560
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.50000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BX6
25598000.00000000
PA
USD
32453989.13000000
0.154366770346
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.66900000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XMZ4
34646771.57000000
PA
USD
34689906.80000000
0.165001869412
Long
ABS-MBS
CORP
US
N
2
2029-11-25
Floating
1.19200000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAF2
40868000.00000000
PA
USD
45268666.24000000
0.215319533674
Long
DBT
CORP
HK
N
2
2028-04-06
Fixed
3.90000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312945ZY7
2208391.27000000
PA
USD
2411389.44000000
0.011469727139
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EWE5
390806.05000000
PA
USD
448413.79000000
0.002132871501
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPY73
688552.27000000
PA
USD
782270.41000000
0.003720854044
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YUH8
4334154.22000000
PA
USD
4754293.00000000
0.022613702517
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAN1
3840000.00000000
PA
USD
4099200.00000000
0.019497765358
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204L3M1
6365.31000000
PA
USD
7050.50000000
0.000033535566
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376KML7
1753.75000000
PA
USD
2054.33000000
0.000009771380
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31356DT22
607.64000000
PA
USD
677.36000000
0.000003221849
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJL48
1279877.28000000
PA
USD
1414424.65000000
0.006727683436
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A2TA0
10201705.10000000
PA
USD
10866020.14000000
0.051684014215
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
366170000.00000000
PA
USD
415374093.75000000
1.975718827074
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ARBE3
1805289.40000000
PA
USD
1977112.02000000
0.009404095007
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAB4
9513586.50000000
PA
USD
9923274.83000000
0.047199864418
Long
ABS-O
CORP
US
N
2
2037-01-15
Fixed
3.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBM2
709630000.00000000
PA
USD
701868421.88000000
3.338423546635
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.12500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DBY4
444087.71000000
PA
USD
504855.94000000
0.002401337494
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.00000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAL4
18025000.00000000
PA
USD
17821602.30000000
0.084768105961
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.02300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJT2
1469969.59000000
PA
USD
1723366.23000000
0.008197158074
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851ED2
8996000.00000000
PA
USD
9105985.10000000
0.043312441656
Long
DBT
CORP
US
N
2
2031-03-02
Fixed
2.45000000
N
N
N
N
N
AUSGRID FINANCE PTY LTD
549300DN8D7YR73BKB57
Ausgrid Finance Pty Ltd
052113AB3
23381000.00000000
PA
USD
26311878.49000000
0.125151940119
Long
DBT
CORP
AU
N
2
2028-08-01
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YW45
18756.04000000
PA
USD
20806.40000000
0.000098965238
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9NW9
2718075.34000000
PA
USD
2913982.96000000
0.013860303476
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAE3
40941000.00000000
PA
USD
51125073.75000000
0.243175422500
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AD2
6882000.00000000
PA
USD
7550407.37000000
0.035913366330
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
46645WAU7
9825000.00000000
PA
USD
10243842.70000000
0.048724639279
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.24750000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERT59
12970328.61000000
PA
USD
14222783.36000000
0.067650393417
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.00000000
N
N
N
N
N
N
WESTLAKE CHEMICAL CORP
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
000000000
11421000.00000000
PA
13279219.56000000
0.063162350489
Long
DBT
CORP
US
N
2
2029-07-17
Fixed
1.62500000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BG0
35794000.00000000
PA
USD
38681895.71000000
0.183989687299
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
UNITED AIR 2019-2 A PTT
N/A
United Airlines 2019-2 Class A Pass Through Trust
90932MAA3
7494612.04000000
PA
USD
7432436.74000000
0.035352241315
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
2.90000000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO 2021-3 Ltd
94951JAC4
8845000.00000000
PA
USD
8829496.57000000
0.041997329321
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
0.01000000
N
N
N
N
N
N
UNITED AIR 2019-2 AA PTT
N/A
United Airlines 2019-2 Class AA Pass Through Trust
90932JAA0
4664793.47000000
PA
USD
4702643.60000000
0.022368033147
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128LUHZ2
116928.41000000
PA
USD
122294.26000000
0.000581690277
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Floating
2.20400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A9S44
1752023.88000000
PA
USD
2024230.19000000
0.009628211669
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
5725000.00000000
PA
USD
6018406.25000000
0.028626432692
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.21700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417WUE9
7316279.72000000
PA
USD
8050200.47000000
0.038290622524
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283GT98
370.92000000
PA
USD
387.78000000
0.000001844468
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A4X75
4594.98000000
PA
USD
5096.67000000
0.000024242212
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133L8PD1
36758658.03000000
PA
USD
37803033.99000000
0.179809398559
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
3985000.00000000
PA
USD
5190462.50000000
0.024688334291
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBR67
9236163.99000000
PA
USD
9741287.40000000
0.046334244734
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
LUXE Commercial Mortgage Trust
N/A
LUXE Trust 2021-TRIP
55066WAC8
10460000.00000000
PA
USD
10459995.82000000
0.049752767405
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
1.49000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
437934.55000000
0.002083027200
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-18339788.91000000
EUR
21291944.73000000
USD
2022-02-25
437934.55000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193VG22
921450.01000000
PA
USD
980974.28000000
0.004665985151
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAK0
9720000.00000000
PA
USD
9566122.68000000
0.045501077138
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BP7
7035000.00000000
PA
USD
7729706.25000000
0.036766197978
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.18500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AJNH1
1022829.07000000
PA
USD
1125836.19000000
0.005355018019
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2KC5
642424.76000000
PA
USD
672752.76000000
0.003199935465
Long
ABS-MBS
USGA
US
N
2
2026-07-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292HXN9
3041.77000000
PA
USD
3453.05000000
0.000016424365
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MQX99
7605946.13000000
PA
USD
8169369.06000000
0.038857445613
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QA3Y4
1545719.40000000
PA
USD
1678966.43000000
0.007985971286
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GHN6
87055.47000000
PA
USD
102068.30000000
0.000485485890
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QL6V3
75814243.12000000
PA
USD
78024972.04000000
0.371124267403
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-375P
17320QAL3
14725000.00000000
PA
USD
14779160.02000000
0.070296788218
Long
ABS-MBS
CORP
US
N
2
2035-05-10
Variable
3.63483000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202C6L2
11661.41000000
PA
USD
13053.75000000
0.000062089908
Long
ABS-MBS
USGA
US
N
2
2028-11-20
Fixed
7.00000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
2407136.57000000
PA
USD
2408287.66000000
0.011454973582
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
313989G33
6884.31000000
PA
USD
7673.94000000
0.000036500946
Long
ABS-MBS
USGSE
US
N
2
2024-02-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A26L1
7962199.88000000
PA
USD
8463545.61000000
0.040256690672
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LUTV7
1519608.88000000
PA
USD
1632166.07000000
0.007763366280
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DQ69
325246.37000000
PA
USD
341171.02000000
0.001622773344
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Floating
1.92400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202BVC6
1029.30000000
PA
USD
1065.37000000
0.000005067411
Long
ABS-MBS
USGA
US
N
2
2023-12-20
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RD63
15867889.05000000
PA
USD
16678355.13000000
0.079330272953
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36189MBR8
3673418.71000000
PA
USD
3908319.18000000
0.018589844437
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHWG3
5828377.10000000
PA
USD
6409378.93000000
0.030486086668
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WZWA6
2055801.99000000
PA
USD
2217824.95000000
0.010549041393
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GRD7
7476909.05000000
PA
USD
8592182.30000000
0.040868548595
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
4495000.00000000
PA
USD
5084968.75000000
0.024186555313
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXY6
7301097.55000000
PA
USD
8039288.60000000
0.038238720426
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGFA7
5440921.62000000
PA
USD
6019499.21000000
0.028631631335
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERJM3
27178108.60000000
PA
USD
28649465.09000000
0.136270625481
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAD3
14380000.00000000
PA
USD
14149071.58000000
0.067299784764
Long
ABS-O
CORP
US
N
2
2051-10-20
Fixed
2.79100000
N
N
N
N
N
N
MOZART DEBT MERGER SUB
N/A
Mozart Debt Merger Sub Inc
62482BAA0
17720000.00000000
PA
USD
17432050.00000000
0.082915207996
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FRZF1
15848195.93000000
PA
USD
2269815.07000000
0.010796331391
Long
ABS-MBS
USGSE
US
N
2
2050-05-25
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417NB34
55959.30000000
PA
USD
62055.63000000
0.000295166401
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
Galton Funding Mortgage Trust
N/A
Galton Funding Mortgage Trust 2020-H1
36418HAA0
5710941.87000000
PA
USD
5784237.81000000
0.027512615046
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.31000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
9662625.29000000
PA
USD
9633049.93000000
0.045819415305
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
208720000.00000000
PA
USD
218601587.50000000
1.039774214498
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
000000000
5665000.00000000
PA
USD
6546369.88000000
0.031137681467
Long
DBT
CORP
TH
N
2
2028-09-19
Fixed
4.45000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
44076000.00000000
PA
USD
45728850.00000000
0.217508388811
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
Churchill Downs Inc
17148PAF8
19509923.19000000
PA
USD
19306629.79000000
0.091831610438
Long
LON
CORP
US
N
2
2028-03-17
Floating
2.10000000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAA1
16072900.00000000
PA
USD
16062549.05000000
0.076401203268
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.26200000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F040610
39465000.00000000
PA
USD
42051807.22000000
0.200018606088
Long
ABS-MBS
USGSE
US
N
2
2052-01-15
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
45548000.00000000
PA
USD
45666971.38000000
0.217214064354
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2018-IMC2
85572PAA1
2688834.22000000
PA
USD
2704504.21000000
0.012863921862
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
4.12100000
N
N
N
N
N
N
BORAL FINANCE PTY LTD
549300X2TYFVNPM0UT91
Boral Finance Pty Ltd
09952AAC0
50753000.00000000
PA
USD
54208873.28000000
0.257843455201
Long
DBT
CORP
AU
N
2
2028-05-01
Fixed
3.75000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AM5
14546000.00000000
PA
USD
17702511.09000000
0.084201650929
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292GK88
867.84000000
PA
USD
967.38000000
0.000004601324
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418NZW3
62228.99000000
PA
USD
68784.42000000
0.000327171760
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
4.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
3966.00000000
NC
USD
10095294.36000000
0.048018071979
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-03-22
572472944.22000000
USD
10095294.36000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCXQ4
1283685.94000000
PA
USD
1380441.17000000
0.006566041672
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A8YF7
40252.93000000
PA
USD
44509.38000000
0.000211708003
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBH6
12835000.00000000
PA
USD
13243037.49000000
0.062990251174
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DJS0
23732.03000000
PA
USD
27258.45000000
0.000129654289
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.50000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AY3
11722000.00000000
PA
USD
12589556.94000000
0.059881983602
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XBY5
471552.55000000
PA
USD
521245.56000000
0.002479294404
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XA2E1
27708412.25000000
PA
USD
29256869.44000000
0.139159732500
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DMV2
8706573.82000000
PA
USD
9227733.13000000
0.043891533801
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAB1
886070.60000000
PA
USD
898650.50000000
0.004274413687
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.96000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132H3PR8
5906871.27000000
PA
USD
6346624.43000000
0.030187596105
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.50000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-III Ltd
12560EAL0
20305000.00000000
PA
USD
20280717.05000000
0.096464837613
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
0.01000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-MS1
61765DAW8
3355000.00000000
PA
USD
3588209.41000000
0.017067248520
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.16558900
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2020-2
43789XAA2
4918056.96000000
PA
USD
4925634.21000000
0.023428683662
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.65700000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
11375000.00000000
PA
USD
14915468.75000000
0.070945138051
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAH9
8155000.00000000
PA
USD
7747250.00000000
0.036849644485
Long
DBT
CORP
US
N
2
2043-05-21
Fixed
5.85000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A4XY6
3493769.33000000
PA
USD
3838491.72000000
0.018257711477
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
6720000.00000000
PA
USD
6522936.00000000
0.031026218671
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKEW1
915071.55000000
PA
USD
1055177.19000000
0.005018929855
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E0E35
10208894.40000000
PA
USD
10896344.81000000
0.051828252920
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BH5
9910000.00000000
PA
USD
9643787.67000000
0.045870489158
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384DTJ1
4221.17000000
PA
USD
4656.93000000
0.000022150597
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
7.00000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-C
63941KAD7
20755000.00000000
PA
USD
21391443.77000000
0.101747987731
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
2.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENW39
1377143.86000000
PA
USD
1612276.87000000
0.007668763686
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411CKC4
8734.55000000
PA
USD
9812.60000000
0.000046673441
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DMU4
3792040.99000000
PA
USD
4021790.21000000
0.019129567192
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412LPK0
24774.49000000
PA
USD
27784.24000000
0.000132155199
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.50000000
N
N
N
N
N
N
Aventura Mall Trust
N/A
Aventura Mall Trust
05359AAA1
39170000.00000000
PA
USD
43568418.89000000
0.207232340105
Long
ABS-MBS
CORP
US
N
2
2040-07-05
Variable
4.24939700
N
N
N
N
N
N
Wind River CLO Ltd
635400WBNY8VGBBADK15
Wind River 2016-1 CLO Ltd
88433AAL3
12980000.00000000
PA
USD
12981623.93000000
0.061746842642
Long
ABS-CBDO
CORP
KY
N
2
2028-07-15
Floating
1.77375000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8R30
43429.00000000
PA
USD
47747.02000000
0.000227107775
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312938BW2
977450.55000000
PA
USD
1081212.12000000
0.005142764495
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412WHR0
612.87000000
PA
USD
614.96000000
0.000002925045
Long
ABS-MBS
USGSE
US
N
2
2022-06-01
Fixed
5.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
3815000.00000000
PA
USD
4631902.14000000
0.022031552763
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAA6
4954431.57000000
PA
USD
4998445.75000000
0.023775010341
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.73900000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACA3
16150000.00000000
PA
USD
15664046.50000000
0.074505733611
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8WZ4
2168691.74000000
PA
USD
2325002.06000000
0.011058827240
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417NCE9
35979.58000000
PA
USD
39904.58000000
0.000189805361
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGVB7
94469.17000000
PA
USD
107327.29000000
0.000510500174
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413NJQ9
26881.49000000
PA
USD
29954.99000000
0.000142480329
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETUK0
6838676.10000000
PA
USD
7345105.51000000
0.034936852011
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296QR51
29855.28000000
PA
USD
33110.10000000
0.000157487548
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2018-2
36418GAJ3
5801230.59000000
PA
USD
5868954.16000000
0.027915566723
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.00000000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
90385KAK7
16005000.00000000
PA
USD
15909930.30000000
0.075675275141
Long
LON
CORP
US
N
2
2026-05-03
Floating
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202E7H6
396957.12000000
PA
USD
451978.58000000
0.002149827356
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MP30
1253408.04000000
PA
USD
1469633.45000000
0.006990283023
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.00000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-F
63935CAB7
14180764.42000000
PA
USD
14447213.89000000
0.068717892884
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.60000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCK0
20528000.00000000
PA
USD
22217680.21000000
0.105677965345
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410FU37
133335.10000000
PA
USD
153939.76000000
0.000732211485
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.50000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BG8
28396000.00000000
PA
USD
31679741.84000000
0.150684078116
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.95000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAJ6
9880000.00000000
PA
USD
10296098.18000000
0.048973191457
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.57100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCLD6
990342.69000000
PA
USD
1054970.12000000
0.005017944930
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
21773000.00000000
PA
USD
23215461.25000000
0.110423891525
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AR3
11839000.00000000
PA
USD
13136507.04000000
0.062483541153
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.20000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CM9
11915000.00000000
PA
USD
11994115.60000000
0.057049778408
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.27200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208EXF5
51073.36000000
PA
USD
55523.56000000
0.000264096737
Long
ABS-MBS
USGA
US
N
2
2027-09-15
Fixed
8.00000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAX8
17515000.00000000
PA
USD
17741512.74000000
0.084387161521
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.59300000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBD1
50986000.00000000
PA
USD
53056668.42000000
0.252363015114
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.66300000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
12709000.00000000
PA
USD
14540112.72000000
0.069159764368
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM VIII Ltd
67107FBC0
21346991.15000000
PA
USD
21334193.20000000
0.101475676504
Long
ABS-CBDO
CORP
KY
N
2
2029-10-17
Floating
1.29225000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd
64131TAN4
26325000.00000000
PA
USD
26275656.42000000
0.124979650545
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
1.16375000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HY6
10551000.00000000
PA
USD
10422341.11000000
0.049573663507
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
11823LAK1
18819499.66000000
PA
USD
18698866.67000000
0.088940796936
Long
LON
CORP
US
N
2
2026-11-01
Floating
2.33638000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RLN7
2959337.66000000
PA
USD
3096040.39000000
0.014726256114
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CKF2
655019.59000000
PA
USD
767987.88000000
0.003652919467
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
6.00000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LVIII CLO Ltd
04018AAC3
11035000.00000000
PA
USD
11035000.00000000
0.052487763644
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
1.34375000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NF78
13065810.67000000
PA
USD
14040164.49000000
0.066781770301
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MPU0
688715.76000000
PA
USD
807426.48000000
0.003840508404
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
3323.00000000
NC
USD
6287055.18000000
0.029904256122
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-03-22
532454319.82000000
USD
6287055.18000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LPMP4
21779322.72000000
PA
USD
22420861.64000000
0.106644393879
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411NCF2
3.09000000
PA
USD
3.09000000
0.000000014697
Long
ABS-MBS
USGSE
US
N
2
2021-12-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TJ22
1650072.36000000
PA
USD
1810448.47000000
0.008611363061
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410S4H7
4826.59000000
PA
USD
5475.75000000
0.000026045298
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K9DJ0
171594.21000000
PA
USD
191476.92000000
0.000910756259
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac - STACR
549300L8K4CLYS7FCQ06
Freddie Mac STACR Trust 2018-DNA2
35563TAA9
6936594.49000000
PA
USD
6936593.80000000
0.032993773980
Long
ABS-MBS
CORP
US
N
2
2030-12-25
Floating
0.89200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9HW4
6256208.81000000
PA
USD
6632984.29000000
0.031549661229
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.00000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300ZLJ4U248VKSJ66
SMB Private Education Loan Trust 2015-B
78448QAB4
1641698.55000000
PA
USD
1649282.54000000
0.007844780438
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
2.98000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36224LSS7
35.09000000
PA
USD
35.22000000
0.000000167523
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
7.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-2
92537UAC6
7815000.00000000
PA
USD
7930783.91000000
0.037722619971
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
3.99500000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2018-2
36418GAN4
2853453.19000000
PA
USD
2892259.58000000
0.013756976640
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TJF5
1197481.86000000
PA
USD
1365000.05000000
0.006492596284
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPW42
2181224.36000000
PA
USD
2533323.38000000
0.012049703561
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P4
29429EAH4
11205000.00000000
PA
USD
11636757.78000000
0.055350012863
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Fixed
3.07500000
N
N
N
N
N
N
HKT CAPITAL NO 4 LTD
254900MLP05EG5KFTB45
HKT Capital No 4 Ltd
000000000
22686000.00000000
PA
USD
23613630.54000000
0.112317776037
Long
DBT
CORP
VG
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GGR8
22852.01000000
PA
USD
26791.03000000
0.000127431014
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-1
89172EBJ2
2553081.57000000
PA
USD
2566658.09000000
0.012208259463
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
3.00000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
000000000
18280000.00000000
PA
USD
19716377.32000000
0.093780566624
Long
DBT
CORP
IN
N
2
2027-11-30
Fixed
3.66700000
N
N
N
N
N
N
KOREA SOUTH-EAST POWER
988400L19KVH3DIO8255
Korea South-East Power Co Ltd
000000000
5765000.00000000
PA
USD
5655746.85000000
0.026901450285
Long
DBT
NUSS
KR
N
2
2026-02-03
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJQC5
16183363.48000000
PA
USD
17183549.40000000
0.081733219708
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ74
764863.83000000
PA
USD
847678.58000000
0.004031966737
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDKJ2
7312290.47000000
PA
USD
7902246.72000000
0.037586883380
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411GMK5
73210.67000000
PA
USD
83603.64000000
0.000397659093
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2017-A
63939XAD3
8525000.00000000
PA
USD
8623241.25000000
0.041016279889
Long
ABS-O
CORP
US
N
2
2058-12-16
Fixed
3.91000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAN8
18162000.00000000
PA
USD
17810020.44000000
0.084713017069
Long
DBT
CORP
NL
N
2
2028-07-12
Fixed
1.87500000
N
N
N
N
N
N
Dryden Senior Loan Fund
25490017VKY7XEFZL303
Dryden 86 CLO Ltd
26245XAL1
21235000.00000000
PA
USD
21234948.40000000
0.101003620536
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Floating
1.22225000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2018-1
59980VAA9
8625361.02000000
PA
USD
8777553.79000000
0.041750264495
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FLQ7
1838499.99000000
PA
USD
2094491.00000000
0.009962405850
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
5.00000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAC5
14095000.00000000
PA
USD
13837526.64000000
0.065817927295
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378TDR8
3888855.34000000
PA
USD
601787.92000000
0.002862392578
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV3
92537MAE0
9831990.56000000
PA
USD
10044039.07000000
0.047774277185
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.10000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VDC1
7275740.36000000
PA
USD
7430210.80000000
0.035341653674
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.00000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AN1
21135000.00000000
PA
USD
20788428.27000000
0.098879756191
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.04500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408GXB8
12637.36000000
PA
USD
14210.75000000
0.000067593156
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412SEE1
36666.35000000
PA
USD
42196.68000000
0.000200707690
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36224DFE0
7.06000000
PA
USD
7.08000000
0.000000033675
Long
ABS-MBS
USGA
US
N
2
2022-06-15
Fixed
8.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K98 Mortgage Trust
30312DAG6
15125000.00000000
PA
USD
16395864.51000000
0.077986611794
Long
ABS-MBS
CORP
US
N
2
2052-10-25
Variable
3.86120900
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409AF53
10971.24000000
PA
USD
12853.36000000
0.000061136757
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLS4
2927918.98000000
PA
USD
3091400.04000000
0.014704184379
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36224HSG2
58.27000000
PA
USD
58.47000000
0.000000278111
Long
ABS-MBS
USGA
US
N
2
2022-09-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MGP1
811981.01000000
PA
USD
952056.90000000
0.004528440194
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.00000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
11713000.00000000
PA
USD
15233506.13000000
0.072457876685
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
21957000.00000000
PA
USD
22863297.13000000
0.108748829713
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24400000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAL9
14959000.00000000
PA
USD
14016642.84000000
0.066669890029
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412SEK7
47153.17000000
PA
USD
52544.44000000
0.000249926610
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-2
89172PAJ8
1441438.81000000
PA
USD
1446364.49000000
0.006879604666
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
2.75000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-3
31573JAA8
13644659.77000000
PA
USD
13537692.46000000
0.064391771828
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.24100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHVS8
2212082.10000000
PA
USD
2444573.34000000
0.011627565716
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.50000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954NAA7
9735000.00000000
PA
USD
9753977.02000000
0.046394602665
Long
ABS-CBDO
CORP
KY
N
2
2032-10-25
Floating
1.42388000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
20767000.00000000
PA
USD
20895526.96000000
0.099389169035
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.09900000
N
N
N
N
N
N
Worldwide Plaza Trust
N/A
Worldwide Plaza Trust 2017-WWP
98162JAJ5
6005000.00000000
PA
USD
6055315.29000000
0.028801989826
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.71539400
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BN61
290454.43000000
PA
USD
333778.44000000
0.001587610681
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.50000000
N
N
N
N
N
N
KOREA NATIONAL OIL CORP
988400ZTQ08W926ONT36
Korea National Oil Corp
50066PAN0
18020000.00000000
PA
USD
17282256.70000000
0.082202719067
Long
DBT
NUSS
KR
N
2
2030-10-05
Fixed
1.62500000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP
513076BB4
14435000.00000000
PA
USD
14315911.25000000
0.068093354421
Long
LON
CORP
US
N
2
2027-02-05
Floating
1.58925000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM VIII Ltd
67107FBE6
21030000.00000000
PA
USD
21026418.80000000
0.100011753535
Long
ABS-CBDO
CORP
KY
N
2
2029-10-17
Floating
1.92225000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd
000000000
10572000.00000000
PA
USD
10897353.30000000
0.051833049783
Long
DBT
CORP
KY
N
2
2025-05-12
Fixed
2.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
20116000.00000000
PA
USD
19887240.85000000
0.094593275693
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAR2
41202000.00000000
PA
USD
40001373.72000000
0.190265758882
Long
DBT
CORP
KY
N
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAE3
6705000.00000000
PA
USD
6976921.28000000
0.033185590857
Long
DBT
CORP
GB
N
2
2041-04-06
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2MG4
87143.69000000
PA
USD
102150.79000000
0.000485878252
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383JHB9
351.00000000
PA
USD
352.23000000
0.000001675375
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.00000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2020-INV1
12560AAB0
7959149.24000000
PA
USD
8010852.67000000
0.038103465476
Long
ABS-MBS
CORP
US
N
2
2050-04-25
Variable
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCE0
21873.71000000
PA
USD
24208.72000000
0.000115148307
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FGNN5
6668367.79000000
PA
USD
7049561.23000000
0.033531101371
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31336SD88
7240.88000000
PA
USD
7240.55000000
0.000034439535
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Floating
2.03500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG58
293478.04000000
PA
USD
312916.41000000
0.001488380839
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390MFQ2
86153.30000000
PA
USD
97094.76000000
0.000461829344
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KMH9
13460000.00000000
PA
USD
13485276.53000000
0.064142456473
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
1.84767000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLPR1
28308413.81000000
PA
USD
29048952.01000000
0.138170777274
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
32003000.00000000
PA
USD
31365308.22000000
0.149188480696
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.29900000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2017-A LLC
28416DAA8
2185641.10000000
PA
USD
2216384.76000000
0.010542191157
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
2.69000000
N
N
N
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2021-A
78448YAH4
35493314.37000000
PA
USD
34546544.41000000
0.164319968982
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.07000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
4365000.00000000
PA
USD
4994777.84000000
0.023757563998
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
35847000.00000000
PA
USD
38266672.50000000
0.182014686147
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132H5BB3
1887968.26000000
PA
USD
2018031.66000000
0.009598728481
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBU9
12730000.00000000
PA
USD
13471862.39000000
0.064078652376
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
3.54300000
N
N
N
N
N
N
SF HOLDING INVESTMENT
3003007DY4RTZM59GQ78
SF Holding Investment Ltd
000000000
19700000.00000000
PA
USD
19663259.50000000
0.093527912742
Long
DBT
CORP
VG
N
2
2030-02-20
Fixed
2.87500000
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC33
29425AAF0
8061000.00000000
PA
USD
8679058.63000000
0.041281774175
Long
ABS-MBS
CORP
US
N
2
2058-09-10
Fixed
4.11400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ6A1
1522727.60000000
PA
USD
1595400.95000000
0.007588493700
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAH0
2705000.00000000
PA
USD
2930449.85000000
0.013938627920
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.73100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128NGEY7
75751.87000000
PA
USD
80767.88000000
0.000384170855
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Floating
2.32600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GWA7
118836.96000000
PA
USD
134922.47000000
0.000641756113
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.00000000
N
N
N
N
N
N
Benefit Street Partners CLO Lt
254900O9QVOQ1G7RF178
Benefit Street Partners CLO XI
08179CAQ4
16090000.00000000
PA
USD
16087861.64000000
0.076521602111
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
1.62375000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-INV1 Trust
67113CAE6
3136118.15000000
PA
USD
3178358.84000000
0.015117802226
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
39483000.00000000
PA
USD
41290057.94000000
0.196395360400
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417Y5Z6
456200.93000000
PA
USD
506202.71000000
0.002407743380
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPXJ8
8067443.97000000
PA
USD
8503541.84000000
0.040446931965
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
3.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
8505000.00000000
PA
USD
8526262.50000000
0.040555002344
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.87500000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
24407000.00000000
PA
USD
26203745.71000000
0.124637608647
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A4AM7
1080888.99000000
PA
USD
1189399.22000000
0.005657354339
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418UEK6
6565373.56000000
PA
USD
7456424.55000000
0.035466338868
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.00000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAK9
12184000.00000000
PA
USD
12134350.20000000
0.057716801565
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGE83
7414354.12000000
PA
USD
8209245.99000000
0.039047119458
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.50000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AW8
5937000.00000000
PA
USD
5583261.67000000
0.026556675931
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ALP1
5750784.95000000
PA
USD
6352693.90000000
0.030216465421
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
32525000.00000000
PA
USD
33063695.31000000
0.157266825975
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M75Q5
737382.04000000
PA
USD
839481.89000000
0.003992979340
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WH6D9
19725880.96000000
PA
USD
20799279.17000000
0.098931368287
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296QR44
51255.63000000
PA
USD
57720.06000000
0.000274544346
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6QE1
809591.21000000
PA
USD
949548.52000000
0.004516509133
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JAY0
20075000.00000000
PA
USD
21674288.93000000
0.103093335253
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.77300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412CEK2
445.97000000
PA
USD
504.86000000
0.000002401356
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K7MM7
65705.43000000
PA
USD
74583.64000000
0.000354755638
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB71
6679761.25000000
PA
USD
6986711.64000000
0.033232158514
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
19144000.00000000
PA
USD
19344284.53000000
0.092010714479
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAY5
14473000.00000000
PA
USD
15423391.25000000
0.073361061579
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
3.27830000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384HGD9
698.26000000
PA
USD
735.72000000
0.000003499437
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
7.00000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAF5
11261000.00000000
PA
USD
12123761.52000000
0.057666436714
Long
DBT
CORP
NL
N
2
2028-04-06
Fixed
3.50000000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAE42
3935489.26000000
PA
USD
4202676.83000000
0.019989950895
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A2AX7
2227447.83000000
PA
USD
2443236.32000000
0.011621206206
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENZ93
10983342.53000000
PA
USD
11796923.08000000
0.056111836008
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBE0
626940000.00000000
PA
USD
620474681.25000000
2.951275796719
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206UR27
2878.05000000
PA
USD
3187.86000000
0.000015162994
Long
ABS-MBS
USGA
US
N
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WD5K3
1195826.71000000
PA
USD
1277504.94000000
0.006076427489
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0QY8
30119000.00000000
PA
USD
30252020.56000000
0.143893149516
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Floating
1.19200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A2D74
7980471.04000000
PA
USD
8500824.49000000
0.040434006942
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410WWU8
171320.27000000
PA
USD
191220.20000000
0.000909535175
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
13637000.00000000
PA
USD
15385127.03000000
0.073179058558
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MG63
705927.82000000
PA
USD
827651.81000000
0.003936709794
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
STATE GRID OVERSEAS INV
3003006V8BHG5158QO96
State Grid Overseas Investment BVI Ltd
000000000
24000000.00000000
PA
USD
26086153.20000000
0.124078282152
Long
DBT
CORP
VG
N
2
2027-05-04
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405ULZ0
24039.00000000
PA
USD
28100.47000000
0.000133659340
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4TB2
7159674.81000000
PA
USD
7571790.49000000
0.036015074726
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A7QM3
3632055.63000000
PA
USD
3990652.55000000
0.018981461516
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DF99
4810445.07000000
PA
USD
5101893.73000000
0.024267058653
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F0226C4
487540000.00000000
PA
USD
499804678.13000000
2.377311265434
Long
ABS-MBS
USGSE
US
N
2
2051-12-15
Fixed
2.50000000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAB0
20670000.00000000
PA
USD
21862018.23000000
0.103986266030
Long
DBT
CORP
IE
N
2
2025-04-10
Fixed
4.26300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404KHA3
27443.26000000
PA
USD
30637.07000000
0.000145724629
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EGQ6
6563498.08000000
PA
USD
7671864.25000000
0.036491073626
Long
ABS-MBS
USGA
US
N
2
2036-01-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377UYH5
175757.30000000
PA
USD
2951.63000000
0.000014039370
Long
ABS-MBS
USGA
US
N
2
2039-12-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410WTW8
49.46000000
PA
USD
49.71000000
0.000000236444
Long
ABS-MBS
USGSE
US
N
2
2022-07-01
Fixed
6.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
49277000.00000000
PA
USD
60978907.74000000
0.290044992909
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410WX37
8683.54000000
PA
USD
9676.38000000
0.000046025513
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
31245000.00000000
PA
USD
31589851.07000000
0.150256514410
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408JR78
173628.72000000
PA
USD
197676.87000000
0.000940246201
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194MJQ5
2679696.64000000
PA
USD
2861948.41000000
0.013612802148
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K7U63
1152415.70000000
PA
USD
1311131.08000000
0.006236369572
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
6817000.00000000
PA
USD
7430530.00000000
0.035343171943
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BE9
1983000.00000000
PA
USD
2388491.77000000
0.011360814815
Long
DBT
CORP
US
N
2
2030-03-24
Fixed
4.80000000
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAX6
10055000.00000000
PA
USD
11421273.40000000
0.054325065585
Long
DBT
CORP
N/A
N
2
2026-03-01
Fixed
5.35000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2MV1
3858923.50000000
PA
USD
4469591.51000000
0.021259525397
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
5.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBF0
21415000.00000000
PA
USD
22871312.08000000
0.108786952668
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
4.04300000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
19897000.00000000
PA
USD
20399061.00000000
0.097027738317
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.73900000
N
N
N
N
N
N
SHANGHAI PORT GRP DEV CO
30030018E34GXWP2RS97
Shanghai Port Group BVI Development Co Ltd
000000000
3890000.00000000
PA
USD
4181914.62000000
0.019891195845
Long
DBT
CORP
VG
N
2
2029-06-18
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406CLH9
315682.45000000
PA
USD
354140.42000000
0.001684462044
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417SBL3
586555.55000000
PA
USD
650410.93000000
0.003093666983
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419JSM1
1854001.74000000
PA
USD
2033647.28000000
0.009673003875
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2019-BWAY Mortgage Trust
05492NAG8
10230000.00000000
PA
USD
10025337.60000000
0.047685324005
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENF87
295853.87000000
PA
USD
339669.88000000
0.001615633201
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
SHANGHAI PORT GRP DEV CO
30030018E34GXWP2RS97
Shanghai Port Group BVI Development Co Ltd
000000000
14625000.00000000
PA
USD
15209931.26000000
0.072345743273
Long
DBT
CORP
VG
N
2
2029-09-11
Fixed
2.85000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
73896000.00000000
PA
USD
70647827.42000000
0.336035021985
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBF2
7340000.00000000
PA
USD
7838883.65000000
0.037285498165
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.69600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WQA9
118697227.09000000
PA
USD
122096956.63000000
0.580751808001
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M76Q4
1599098.41000000
PA
USD
1853913.11000000
0.008818101779
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
5.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
12383000.00000000
PA
USD
12306596.89000000
0.058536089608
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2021-PJ6
36262LAD2
11899358.78000000
PA
USD
11860947.65000000
0.056416367634
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
Austin Fairmont Hotel Trust
N/A
Austin Fairmont Hotel Trust 2019-FAIR
05223HAL6
4935000.00000000
PA
USD
4885514.29000000
0.023237854040
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Floating
1.89000000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2019-A LLC
28416TAA3
4528932.92000000
PA
USD
4567100.50000000
0.021723325018
Long
ABS-O
CORP
US
N
2
2034-01-25
Fixed
2.61000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NH99
34047.95000000
PA
USD
37940.83000000
0.000180464822
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31356E3X0
838.88000000
PA
USD
935.13000000
0.000004447927
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
6.50000000
N
N
N
N
N
N
KKR Financial CLO Ltd
N/A
KKR CLO 36 Ltd
48255AAC2
20495000.00000000
PA
USD
20459574.39000000
0.097315569084
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
1.81448000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DQ0
14118000.00000000
PA
USD
13516022.60000000
0.064288699559
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERTD2
22636667.62000000
PA
USD
23928792.60000000
0.113816838267
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203GUU5
1426.19000000
PA
USD
1431.73000000
0.000006809995
Long
ABS-MBS
USGA
US
N
2
2023-02-15
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TV93
1746624.79000000
PA
USD
1937789.33000000
0.009217057394
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2QW5
1792824.08000000
PA
USD
2076286.53000000
0.009875816642
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV3
46591LAC5
8520163.09000000
PA
USD
8691147.43000000
0.041339274318
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418M7D8
760984.08000000
PA
USD
787687.82000000
0.003746621850
Long
ABS-MBS
USGSE
US
N
2
2025-03-01
Fixed
5.00000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CK3
17895000.00000000
PA
USD
20395414.67000000
0.097010394619
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TFV6
1622.66000000
PA
USD
1808.19000000
0.000008600620
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-3
80287EAF2
29300000.00000000
PA
USD
28984972.26000000
0.137866458833
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.33000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F9WP6
1902656.61000000
PA
USD
2010654.71000000
0.009563640162
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312940AM1
784925.06000000
PA
USD
893455.82000000
0.004249705292
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193UCX0
1811891.76000000
PA
USD
1945680.89000000
0.009254593446
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RFU8
524905.45000000
PA
USD
595502.36000000
0.002832495434
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409HDV3
16561.76000000
PA
USD
19270.56000000
0.000091660045
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
6.50000000
N
N
N
N
N
N
CAESARS RESORT COLLECTIO
549300V3UCT773B1KR38
Caesars Resort Collection LLC
12769LAD1
8925635.52000000
PA
USD
8906088.38000000
0.042361636781
Long
LON
CORP
US
N
2
2025-07-20
Floating
3.59038000
N
N
N
N
N
N
KKR Financial CLO Ltd
635400ZS4BDP68TETX94
KKR CLO 13 Ltd
48250VAW7
11320000.00000000
PA
USD
11288663.98000000
0.053694311449
Long
ABS-CBDO
CORP
KY
N
2
2028-01-16
Floating
1.27225000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-INV1
46591VAC3
7160486.85000000
PA
USD
7306023.75000000
0.034750960377
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ82
2961174.66000000
PA
USD
3373564.87000000
0.016046295925
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
5.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
31264000.00000000
PA
USD
30635593.60000000
0.145717607248
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2021-A
80286TAG8
23480000.00000000
PA
USD
23213614.70000000
0.110415108446
Long
ABS-O
CORP
US
N
2
2027-03-22
Fixed
1.38000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0326C9
43482000.00000000
PA
USD
45414910.56000000
0.216015141948
Long
ABS-MBS
USGA
US
N
2
2051-12-15
Fixed
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV3
92537MAA8
8101092.65000000
PA
USD
8206360.68000000
0.039033395537
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.69200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMCC6
58937767.97000000
PA
USD
60656321.38000000
0.288510617139
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
SHINHAN BANK
5493003P813VL21KG928
Shinhan Bank Co Ltd
82460EAJ9
5830000.00000000
PA
USD
6269017.36000000
0.029818459580
Long
DBT
CORP
KR
N
2
2026-03-24
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193EPR5
2114389.72000000
PA
USD
2269982.78000000
0.010797129101
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.50000000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AL3
23704816.46000000
PA
USD
23615774.06000000
0.112327971648
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
1.73950000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193VFR8
1933218.77000000
PA
USD
2075148.69000000
0.009870404528
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCW9
484645000.00000000
PA
USD
475936535.16000000
2.263782905956
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7SA4
16277875.66000000
PA
USD
17332371.58000000
0.082441089523
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LF68
3707978.68000000
PA
USD
4296827.98000000
0.020437779015
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
5.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
4435000.00000000
PA
USD
4994280.11000000
0.023755196555
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178NGA1
18534362.63000000
PA
USD
19675874.19000000
0.093587914271
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXFP0
509630.14000000
PA
USD
579476.24000000
0.002756267505
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJNN4
5238415.13000000
PA
USD
5603892.44000000
0.026654805788
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJRA8
1848098.05000000
PA
USD
2042722.86000000
0.009716171696
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV2 Trust
67112VAE5
4823939.46000000
PA
USD
4898995.13000000
0.023301975394
Long
ABS-MBS
CORP
US
N
2
2049-05-27
Variable
4.00000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300XVEYZNG956Y145
Neuberger Berman CLO XVII Ltd
64129UBU8
16785000.00000000
PA
USD
16821394.08000000
0.080010634947
Long
ABS-CBDO
CORP
KY
N
2
2029-04-22
Floating
1.62825000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-2 Receivables Funding LLC
82652MAA8
4040392.25000000
PA
USD
4097361.78000000
0.019489021900
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
2.59000000
N
N
N
N
N
N
KOOKMIN BANK
549300XXMOJSIW8P4769
Kookmin Bank
50050HAN6
6800000.00000000
PA
USD
6713626.33000000
0.031933233530
Long
DBT
CORP
KR
N
2
2030-11-04
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJ39
791699.77000000
PA
USD
894994.61000000
0.004257024517
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FKN5
3619054.01000000
PA
USD
3995364.80000000
0.019003875242
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31288ALH6
9123.08000000
PA
USD
10163.66000000
0.000048343251
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
6.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-4
89171UAE9
14707000.00000000
PA
USD
14835272.98000000
0.070563688425
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B13K8
357289.80000000
PA
USD
357358.47000000
0.001699768637
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MG61
6450450.32000000
PA
USD
7037081.43000000
0.033471741444
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617G9MY4
145384.65000000
PA
USD
156501.40000000
0.000744395876
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EM5Y3
1040792.88000000
PA
USD
1180983.92000000
0.005617327128
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0QP7
695408.04000000
PA
USD
695408.11000000
0.003307695198
Long
ABS-MBS
CORP
US
N
2
2030-03-25
Floating
0.84200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERCZ1
6801126.46000000
PA
USD
7457878.87000000
0.035473256313
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2021-PJ6
36262LAJ9
20279176.08000000
PA
USD
20611876.24000000
0.098039989882
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RAC3
79980.50000000
PA
USD
90739.28000000
0.000431599626
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7VE6
3558436.99000000
PA
USD
3998101.38000000
0.019016891731
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
5.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
20435000.00000000
PA
USD
20424639.46000000
0.097149401767
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBT4
4370000.00000000
PA
USD
5284120.97000000
0.025133818988
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JM0
45572000.00000000
PA
USD
49668694.94000000
0.236248184915
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-INV1
64829WAD6
7081352.89000000
PA
USD
7120633.15000000
0.033869153581
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P7
17325HBR4
27657000.00000000
PA
USD
29873288.16000000
0.142091716196
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Fixed
3.91500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EG45
103584.91000000
PA
USD
121089.10000000
0.000575957957
Long
ABS-MBS
USGA
US
N
2
2036-02-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377LFF0
99439.90000000
PA
USD
1066.95000000
0.000005074926
Long
ABS-MBS
USGA
US
N
2
2039-12-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XZZ0
28809579.74000000
PA
USD
28796007.55000000
0.136967651852
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
0.94200000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AP8
7309000.00000000
PA
USD
7658443.29000000
0.036427237090
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAK7
12762000.00000000
PA
USD
14181772.50000000
0.067455326057
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AJ7
6160000.00000000
PA
USD
6661471.19000000
0.031685158617
Long
DBT
CORP
KY
N
2
2027-07-06
Fixed
3.62500000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2020-1
31574PAA3
3840442.62000000
PA
USD
3855040.14000000
0.018336423716
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.00600000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2020-INV1
36258KAS7
22823140.09000000
PA
USD
23106329.61000000
0.109904808995
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Variable
2.96766000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCZ2
325010000.00000000
PA
USD
320845809.38000000
1.526096874403
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412FSM6
7148.22000000
PA
USD
7175.00000000
0.000034127748
Long
ABS-MBS
USGSE
US
N
2
2022-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPW34
1421448.81000000
PA
USD
1664017.34000000
0.007914866229
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELX73
2577456.55000000
PA
USD
2856051.77000000
0.013584754894
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.50000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032XAT1
15288000.00000000
PA
USD
15317124.86000000
0.072855607554
Long
DBT
CORP
KY
N
2
2026-01-26
Fixed
1.81000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A5BP6
426401.18000000
PA
USD
469197.65000000
0.002231729529
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
8180005.75000000
PA
USD
8297257.95000000
0.039465746640
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18452RAD7
9112979.80000000
PA
USD
8905386.12000000
0.042358296495
Long
LON
CORP
US
N
2
2026-08-21
Floating
3.62855887
N
N
N
N
N
N
Sequoia Mortgage Trust
549300FECQ7XLTBL1027
Sequoia Mortgage Trust 2018-CH3
81746WAB4
3818431.62000000
PA
USD
3853882.70000000
0.018330918375
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLT0
5681603.41000000
PA
USD
6072988.67000000
0.028886052915
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2R4
11915000.00000000
PA
USD
11700387.02000000
0.055652664110
Long
DBT
CORP
FR
N
2
2029-09-15
Fixed
2.15900000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DK0
17901000.00000000
PA
USD
18242891.20000000
0.086771958450
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.65000000
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-H1
36418XAA5
822515.12000000
PA
USD
831077.01000000
0.003953001691
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.65700000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2017-A
63939XAB7
1922459.78000000
PA
USD
1944649.77000000
0.009249688944
Long
ABS-O
CORP
US
N
2
2058-12-16
Fixed
2.88000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AT2
9720000.00000000
PA
USD
10068044.04000000
0.047888456360
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413HLH9
25381.09000000
PA
USD
28909.95000000
0.000137509616
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GFF5
475690.19000000
PA
USD
549083.90000000
0.002611706929
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.50000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CJ6
13423000.00000000
PA
USD
13871757.74000000
0.065980746859
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GTZ9
1714874.52000000
PA
USD
1852241.34000000
0.008810150037
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLR7
33145652.48000000
PA
USD
34783949.94000000
0.165449183785
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413CB24
27275.29000000
PA
USD
30399.79000000
0.000144596011
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WMW49
2031323.68000000
PA
USD
2194043.23000000
0.010435924103
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
Worldwide Plaza Trust
N/A
Worldwide Plaza Trust 2017-WWP
98162JAA4
33185000.00000000
PA
USD
35379504.14000000
0.168281925795
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Fixed
3.52630000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAG8
10230000.00000000
PA
USD
10971675.00000000
0.052186559509
Long
DBT
CORP
AU
N
2
2027-03-22
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BXR4
970441.59000000
PA
USD
1120455.44000000
0.005329424586
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380UPK3
3486026.23000000
PA
USD
3595614.34000000
0.017102469926
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9JW3
12816750.03000000
PA
USD
13842652.94000000
0.065842310441
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178NF87
3093878.73000000
PA
USD
3280101.70000000
0.015601740168
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413CBE8
13352.59000000
PA
USD
14879.26000000
0.000070772911
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BH6
10060000.00000000
PA
USD
10803333.40000000
0.051385845951
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB89
8629791.93000000
PA
USD
9113593.94000000
0.043348632956
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BN1
8918000.00000000
PA
USD
8859792.21000000
0.042141429946
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAC7
55609000.00000000
PA
USD
60440532.36000000
0.287484220847
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.12500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
13695000.00000000
PA
USD
13507351.11000000
0.064247453785
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGA61
4952708.38000000
PA
USD
5265267.71000000
0.025044143823
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
YILI HOLDING INVESTMENT
549300SF6W72SOPKF392
Yili Holding Investment Ltd
000000000
21007000.00000000
PA
USD
20787581.89000000
0.098875730401
Long
DBT
CORP
VG
N
2
2025-11-19
Fixed
1.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UEC2
552787.26000000
PA
USD
606664.40000000
0.002885587461
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
5.50000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-NQM2 Trust
55283WAA9
11135935.95000000
PA
USD
11067554.62000000
0.052642609063
Long
ABS-MBS
CORP
US
N
2
2064-11-25
Variable
1.02900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LX84
4333999.49000000
PA
USD
4635123.48000000
0.022046875005
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617G8VD2
223682.17000000
PA
USD
240697.84000000
0.001144874611
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335GEJ0
272.63000000
PA
USD
303.91000000
0.000001445542
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
6.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DY8
14410000.00000000
PA
USD
16409387.50000000
0.078050933633
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.00000000
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XHT4
2506648.61000000
PA
USD
2529762.67000000
0.012032767113
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Floating
1.44200000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
50782000.00000000
PA
USD
53178504.14000000
0.252942524355
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300261OAC6YQ54P29
BlueMountain CLO 2015-2 Ltd
09628BAL2
1360143.20000000
PA
USD
1360142.10000000
0.006469489539
Long
ABS-CBDO
CORP
KY
N
2
2027-07-18
Floating
1.05225000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
14969000.00000000
PA
USD
16035541.25000000
0.076272741190
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297FYY2
1311620.88000000
PA
USD
1506192.49000000
0.007164175389
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
5.00000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAN4
49820000.00000000
PA
USD
47215260.94000000
0.224578473641
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DWK1
7180.97000000
PA
USD
8418.81000000
0.000040043906
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411RFW3
12187.72000000
PA
USD
13581.21000000
0.000064598762
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RFT1
501291.61000000
PA
USD
569452.50000000
0.002708589780
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP2 Trust
67113KAX6
8039688.70000000
PA
USD
8230916.72000000
0.039150195865
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Variable
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M74T0
1337159.33000000
PA
USD
1554487.39000000
0.007393889144
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-CH2
81747EAC1
6922167.39000000
PA
USD
6984048.11000000
0.033219489486
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VL32
2211202.01000000
PA
USD
2242752.70000000
0.010667609753
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERDM9
9171739.66000000
PA
USD
10134912.84000000
0.048206516511
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EH7F3
1486122.81000000
PA
USD
1739922.22000000
0.008275906320
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408F7A1
104680.37000000
PA
USD
120741.31000000
0.000574303701
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENBH1
5402319.14000000
PA
USD
5802462.27000000
0.027599299336
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
3.50000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAC9
2112000.00000000
PA
USD
2069760.00000000
0.009844773328
Long
DBT
CORP
IE
N
2
2030-06-15
Variable
3.15000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AG8
17885000.00000000
PA
USD
17182781.25000000
0.081729566017
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
1.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128S4CS4
122183.52000000
PA
USD
128787.43000000
0.000612574914
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Floating
2.13000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CJ6
10575000.00000000
PA
USD
10514669.63000000
0.050012822323
Long
DBT
CORP
GB
N
2
2026-04-18
Fixed
1.64500000
N
N
N
N
N
N
Vista Point Securitization Tru
N/A
Vista Point Securitization Trust 2020-1
92838WAC8
17346000.00000000
PA
USD
17510596.19000000
0.083288811426
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
3.20100000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
59518000.00000000
PA
USD
61371211.97000000
0.291910980376
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.95600000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAM5
13657000.00000000
PA
USD
14698346.25000000
0.069912399087
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402Q6Z9
538514.09000000
PA
USD
617636.17000000
0.002937774472
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2021-INV1
64829WAF1
17958497.79000000
PA
USD
18241900.84000000
0.086767247821
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-JWDR
95002NAA5
36095000.00000000
PA
USD
36038110.67000000
0.171414574992
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Variable
2.58387000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS MEXICO GOVERNMENT INTERNATIONAL BOND
000000000
1.00000000
NC
USD
-3012273.90000000
-0.01432782242
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
MEXICO GOVERNMENT INTERNATIONAL BOND
MEXICO GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2026-12-20
1805094.76000000
USD
0.00000000
USD
426850000.00000000
USD
-4817368.66000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413NMA0
3388.59000000
PA
USD
3776.03000000
0.000017960613
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-1 Mortgage Loan Trust
19688EAA6
21129153.53000000
PA
USD
20916828.78000000
0.099490490729
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413HK56
7268.36000000
PA
USD
8117.22000000
0.000038609399
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FCN4
687558.78000000
PA
USD
757567.67000000
0.003603355940
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942UJ2
228754.83000000
PA
USD
246067.13000000
0.001170413535
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
12072000.00000000
PA
USD
12144347.50000000
0.057764353529
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AX44
3368255.38000000
PA
USD
3733068.66000000
0.017756268735
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410UPY2
66239.68000000
PA
USD
75097.49000000
0.000357199755
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QGG0
2945622.52000000
PA
USD
3445861.30000000
0.016390172493
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36241KYG7
2030543.62000000
PA
USD
2360303.78000000
0.011226739187
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R7J2
11031959.11000000
PA
USD
11693006.24000000
0.055617557572
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BNN4
974816.52000000
PA
USD
1151280.51000000
0.005476043434
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414ALP5
77163.27000000
PA
USD
87088.08000000
0.000414232764
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.50000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250PAB9
3485000.00000000
PA
USD
3609348.29000000
0.017167795193
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAC2
4632000.00000000
PA
USD
4863502.73000000
0.023133156481
Long
DBT
CORP
N/A
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207D6P6
1377.64000000
PA
USD
1525.94000000
0.000007258104
Long
ABS-MBS
USGA
US
N
2
2026-03-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UXH0
256584.05000000
PA
USD
262259.61000000
0.001247432752
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
21228000.00000000
PA
USD
21551429.81000000
0.102508958229
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DUL1
474529.24000000
PA
USD
547722.77000000
0.002605232740
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
5.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K94 Mortgage Trust
30310XAE9
6610000.00000000
PA
USD
7264148.74000000
0.034551782704
Long
ABS-MBS
CORP
US
N
2
2052-07-25
Variable
4.10077300
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194MH87
1806158.82000000
PA
USD
1924499.39000000
0.009153844052
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413HDE5
705.59000000
PA
USD
785.31000000
0.000003735311
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31351B3K9
9472.15000000
PA
USD
9084.99000000
0.000043212578
Long
ABS-MBS
USGSE
US
N
2
2028-08-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312944LP4
988392.12000000
PA
USD
1087972.07000000
0.005174918066
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
18080000.00000000
PA
USD
18132070.40000000
0.086244841462
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RJN0
246403.28000000
PA
USD
279082.97000000
0.001327452738
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U3S9
5345692.09000000
PA
USD
5447876.87000000
0.025912720753
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385W2S7
233847.35000000
PA
USD
268538.43000000
0.001277297838
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DD97
1525492.25000000
PA
USD
1761167.36000000
0.008376958416
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.50000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-III Ltd
12564DAA2
30055000.00000000
PA
USD
30059244.97000000
0.142976216159
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
1.26375000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
17394000.00000000
PA
USD
21078536.23000000
0.100259649081
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AB6
9239000.00000000
PA
USD
9756873.67000000
0.046408380525
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.30200000
N
N
N
N
N
N
CBAM CLO Management
N/A
CBAM 2019-9 Ltd
14987VAA7
4815000.00000000
PA
USD
4823043.65000000
0.022940713651
Long
ABS-CBDO
CORP
KY
N
2
2030-02-12
Floating
1.40375000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312939WT4
715096.46000000
PA
USD
815455.20000000
0.003878696855
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FX84
3850982.71000000
PA
USD
4201971.09000000
0.019986594056
Long
ABS-MBS
USGA
US
N
2
2041-10-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406KJW1
1517.99000000
PA
USD
1694.38000000
0.000008059285
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9DD4
8258831.61000000
PA
USD
8683849.42000000
0.041304561475
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283GMD6
300.77000000
PA
USD
303.68000000
0.000001444448
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
7.00000000
N
N
N
N
N
N
EXPORT-IMPORT BK THAILND
549300ITFBNFH0H6FK36
Export Import Bank of Thailand
000000000
13925000.00000000
PA
USD
13837811.82000000
0.065819283748
Long
DBT
NUSS
TH
N
2
2025-10-15
Fixed
1.45700000
N
N
N
N
N
N
Vista Point Securitization Tru
N/A
Vista Point Securitization Trust 2020-2
92838TAA9
4743594.39000000
PA
USD
4739702.75000000
0.022544304276
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.47500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GK2F2
2834029.29000000
PA
USD
3108939.17000000
0.014787608911
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAA2
6563286.59000000
PA
USD
6593672.64000000
0.031362676128
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AJ8
25607000.00000000
PA
USD
28037462.80000000
0.133359648449
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JJF6
42151.26000000
PA
USD
47446.26000000
0.000225677216
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAT8
20461000.00000000
PA
USD
22097082.02000000
0.105104342392
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NQ65
3456.89000000
PA
USD
3509.73000000
0.000016693962
Long
ABS-MBS
USGSE
US
N
2
2023-02-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJS8
62783990.70000000
PA
USD
65218694.21000000
0.310211455087
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181KC81
6489012.39000000
PA
USD
6937299.65000000
0.032997131342
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
4175000.00000000
PA
USD
4796031.25000000
0.022812229694
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VHG8
5725884.22000000
PA
USD
5847495.19000000
0.027813497548
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DH0
5001000.00000000
PA
USD
5407036.19000000
0.025718462850
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36192STM2
630185.36000000
PA
USD
676565.91000000
0.003218072639
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
1718181.56000000
PA
USD
1815380.31000000
0.008634821262
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
New Economy Assets Phase 1 Iss
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AA9
29770000.00000000
PA
USD
29257482.66000000
0.139162649269
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
1.91000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A1CC4
4133467.55000000
PA
USD
4333436.07000000
0.020611904686
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
19830000.00000000
PA
27831063.39000000
0.132377913655
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DMM8
55392.68000000
PA
USD
63351.78000000
0.000301331513
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.50000000
N
N
N
N
N
N
BORAL FINANCE PTY LTD
549300X2TYFVNPM0UT91
Boral Finance Pty Ltd
09952AAA4
5545000.00000000
PA
USD
5625252.79000000
0.026756405879
Long
DBT
CORP
AU
N
2
2022-11-01
Fixed
3.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
14633000.00000000
PA
USD
14357182.58000000
0.068289660703
Long
DBT
CORP
CH
N
2
2027-01-30
Fixed
1.36400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LY2J5
1599291.07000000
PA
USD
1682032.38000000
0.008000554418
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
3.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-CCRE6 Mortgage Trust
12624XAM0
6715000.00000000
PA
USD
6833171.24000000
0.032501846577
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
3.14700000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBB3
4690000.00000000
PA
USD
5379739.54000000
0.025588626863
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.50000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411GGW6
124508.93000000
PA
USD
138597.67000000
0.000659237131
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410XBC9
10653.51000000
PA
USD
11966.80000000
0.000056919852
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.50000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AK9
6321000.00000000
PA
USD
6526432.50000000
0.031042849705
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NEW1
644.60000000
PA
USD
755.26000000
0.000003592379
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6.00000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AL2
7975000.00000000
PA
USD
8872955.41000000
0.042204040451
Long
DBT
CORP
KY
N
2
2028-03-29
Fixed
4.37500000
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
9287000.00000000
PA
USD
9261739.36000000
0.044053283775
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KHU1
858880.04000000
PA
USD
991651.86000000
0.004716772854
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
T. ROWE PRICE SHORT-TERM FUND
549300SIV6FPS9Y7IH33
T. ROWE PRICE SHORT-TERM FUND
000000000
11793243.19500000
NS
USD
117932431.95000000
0.560943327068
Long
STIV
RF
US
N
1
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAG2
26250000.00000000
PA
USD
25493921.25000000
0.121261342359
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAM0
18855000.00000000
PA
USD
19609200.00000000
0.093270779778
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
5.12500000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAE2
14765000.00000000
PA
USD
15471342.84000000
0.073589142387
Long
DBT
CORP
IE
N
2
2024-04-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERTY6
14219152.50000000
PA
USD
15245921.20000000
0.072516928725
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
12175000.00000000
PA
USD
11817395.90000000
0.056209214580
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7ZN9
492461.95000000
PA
USD
544596.75000000
0.002590363887
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJK80
4569182.91000000
PA
USD
5022441.42000000
0.023889145280
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617G82G7
427945.94000000
PA
USD
461050.88000000
0.002192979575
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.00000000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAK9
9438000.00000000
PA
USD
10487977.50000000
0.049885861724
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV2
46651DAC0
4271322.50000000
PA
USD
4327610.84000000
0.020584197092
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36183FLP2
942682.47000000
PA
USD
1012056.21000000
0.004813825749
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493005RUXPCBST1N217
Freddie Mac Stacr Trust 2018-HQA2
35563XAA0
3641587.58000000
PA
USD
3641587.94000000
0.017321142463
Long
ABS-MBS
USGSE
US
N
2
2048-10-25
Floating
0.84200000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
10031000.00000000
PA
USD
10114417.80000000
0.048109032250
Long
DBT
CORP
CH
N
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBE3
9939000.00000000
PA
USD
12451897.25000000
0.059227207954
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202ECP2
67129.09000000
PA
USD
76500.33000000
0.000363872337
Long
ABS-MBS
USGA
US
N
2
2035-02-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419DL74
14190624.77000000
PA
USD
15690270.84000000
0.074630469176
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAE4
13100000.00000000
PA
USD
13000654.84000000
0.061837362796
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
0.89000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACFU9
7721965.91000000
PA
USD
8279999.57000000
0.039383657490
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACA1
12155000.00000000
PA
USD
11970256.16000000
0.056936291444
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
SMB Private Education Loan Tru
54930039BHEBCRK29U41
SMB Private Education Loan Trust 2016-A
78449FAB7
3954865.17000000
PA
USD
4017172.88000000
0.019107604951
Long
ABS-O
CORP
US
N
2
2031-05-15
Fixed
2.70000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
52585000.00000000
PA
USD
53248149.44000000
0.253273790875
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57200000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UM9
15394386.17000000
PA
USD
15394384.63000000
0.073223092153
Long
ABS-MBS
CORP
US
N
2
2030-09-25
Floating
1.19200000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAA3
2084504.51000000
PA
USD
2117696.49000000
0.010072782314
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LF50
3704426.30000000
PA
USD
4292711.46000000
0.020418198867
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9NY2
4564963.18000000
PA
USD
4841678.10000000
0.023029348052
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CL1
21734000.00000000
PA
USD
20836059.79000000
0.099106314593
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
1.95700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFK39
6623042.56000000
PA
USD
7086022.51000000
0.033704528743
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
18903000.00000000
PA
USD
20806380.88000000
0.098965147433
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JJC3
702195.36000000
PA
USD
802304.16000000
0.003816144188
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184Q2S2
688715.84000000
PA
USD
739523.56000000
0.003517529481
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376KL53
584870.15000000
PA
USD
674301.47000000
0.003207301874
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7B85
10770.25000000
PA
USD
11941.71000000
0.000056800512
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKF59
2661897.24000000
PA
USD
2939872.73000000
0.013983447666
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCK5
186500000.00000000
PA
USD
185625781.25000000
0.882925431133
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.12500000
N
N
N
N
N
SUN HUNG KAI PROP (CAP)
222100WJDEUAP4JLW867
Sun Hung Kai Properties Capital Market Ltd
000000000
14100000.00000000
PA
USD
14667102.00000000
0.069763786418
Long
DBT
CORP
KY
N
2
2030-01-21
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9SN2
2212312.14000000
PA
USD
2304906.69000000
0.010963244002
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KBK9
8892.23000000
PA
USD
9193.02000000
0.000043726421
Long
ABS-MBS
USGSE
US
N
2
2023-03-01
Fixed
5.00000000
N
N
N
N
N
N
Madison Avenue Trust
N/A
Eleven Madison Trust 2015-11MD Mortgage Trust
556227AA4
23679000.00000000
PA
USD
25069939.98000000
0.119244683665
Long
ABS-MBS
CORP
US
N
2
2035-09-10
Variable
3.67329300
N
N
N
N
N
N
Vista Point Securitization Tru
N/A
Vista Point Securitization Trust 2020-1
92838WAA2
5511808.34000000
PA
USD
5529597.15000000
0.026301421681
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.76300000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAZ9
8846000.00000000
PA
USD
9560579.88000000
0.045474712917
Long
DBT
CORP
US
N
2
2025-07-13
Fixed
4.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CRF2
33.69000000
PA
USD
34.23000000
0.000000162814
Long
ABS-MBS
USGA
US
N
2
2026-09-20
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RVB2
7299543.01000000
PA
USD
7748920.54000000
0.036857590376
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.50000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
6741000.00000000
PA
USD
7625756.25000000
0.036271761817
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287UEV0
3408.35000000
PA
USD
3550.77000000
0.000016889168
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
Babson CLO Ltd
549300Z33CTC4YAKLT16
Barings CLO Ltd 2016-II
06761CAA7
18629815.54000000
PA
USD
18629783.87000000
0.088612205937
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Floating
1.21150000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BL7
20540000.00000000
PA
USD
21493980.30000000
0.102235700748
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CL4
12942000.00000000
PA
USD
14082190.20000000
0.066981664776
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208DJM8
39197.36000000
PA
USD
42982.01000000
0.000204443097
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
7.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAN3
3713000.00000000
PA
USD
4223537.50000000
0.020089174267
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DCV0
179566.45000000
PA
USD
203881.69000000
0.000969759307
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCDA3
33181637.60000000
PA
USD
35133166.17000000
0.167110224015
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.50000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AQ5
17404000.00000000
PA
USD
19223588.20000000
0.091436624724
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378FK74
2810672.85000000
PA
USD
336808.27000000
0.001602022008
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417FU22
21009563.22000000
PA
USD
22282870.70000000
0.105988042648
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KVH1
4212.28000000
PA
USD
4815.13000000
0.000022903072
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac - STACR
549300BL200YC56BUV20
STACR Trust 2018-DNA3
35563WAA2
25532.62000000
PA
USD
25532.62000000
0.000121445412
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Floating
0.84200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QC4X1
22144787.07000000
PA
USD
23211178.37000000
0.110403520090
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AK31
2876330.26000000
PA
USD
3089369.63000000
0.014694526773
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KH3Q7
4561613.83000000
PA
USD
4922210.00000000
0.023412396473
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.50000000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust 2020-3
362569AF2
11310000.00000000
PA
USD
11359767.39000000
0.054032513441
Long
ABS-O
CORP
US
N
2
2024-10-21
Fixed
1.11000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-LTV1
46591NAC1
5386146.20000000
PA
USD
5445245.69000000
0.025900205596
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412XW26
575.31000000
PA
USD
578.89000000
0.000002753479
Long
ABS-MBS
USGSE
US
N
2
2022-07-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKBA2
4115868.73000000
PA
USD
4397751.57000000
0.020917820115
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAH5
8695000.00000000
PA
USD
8521100.00000000
0.040530447013
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2021-RR1 Trust
95003JAA3
16686283.24000000
PA
USD
16767578.81000000
0.079754663658
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AM4R4
2711405.85000000
PA
USD
2791313.20000000
0.013276827140
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
OCP CLO Ltd
254900ZMV4RGFPV8TK42
OCP CLO 2020-19 Ltd
670881AM3
31830000.00000000
PA
USD
31915300.58000000
0.151804508698
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
1.28150000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AK9
10600000.00000000
PA
USD
11629768.80000000
0.055316769915
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2QJ4
2527507.61000000
PA
USD
2848219.23000000
0.013547499569
Long
ABS-MBS
USGA
US
N
2
2045-09-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FLP9
765844.04000000
PA
USD
845243.86000000
0.004020386039
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
4.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
8447000.00000000
PA
USD
8732086.25000000
0.041533999022
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412BKP6
244.17000000
PA
USD
244.42000000
0.000001162578
Long
ABS-MBS
USGSE
US
N
2
2022-01-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418M2S0
1248977.71000000
PA
USD
1464290.73000000
0.006964870479
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.00000000
N
N
N
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Commercial Mortgage Securities Trust 2018-DSNY
054967AA2
35456000.00000000
PA
USD
35344551.16000000
0.168115672623
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
0.93900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335GDR3
1839.48000000
PA
USD
1919.03000000
0.000009127829
Long
ABS-MBS
USGSE
US
N
2
2024-02-01
Fixed
7.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP2 Trust
67448VAF7
19360410.27000000
PA
USD
19544554.88000000
0.092963296518
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133L8J48
33520822.25000000
PA
USD
34473148.47000000
0.163970862616
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AKNH9
715392.89000000
PA
USD
736475.36000000
0.003503030777
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
SMB Private Education Loan Tru
5493008SQ2WS8HE83M61
SMB Private Education Loan Trust 2016-B
78449GAB5
10132028.12000000
PA
USD
10291610.60000000
0.048951846370
Long
ABS-O
CORP
US
N
2
2032-02-17
Fixed
2.43000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
38880000.00000000
PA
USD
39283224.48000000
0.186849895939
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
10315000.00000000
PA
USD
10186062.50000000
0.048449808877
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RDF3
198045.38000000
PA
USD
227507.79000000
0.001082136394
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 15 Ltd
05875TAA5
12715000.00000000
PA
USD
12708001.03000000
0.060445360621
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
1.18375000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
1409000.00000000
PA
USD
1537186.59000000
0.007311598225
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2019-INV3
12557LAQ8
4947083.54000000
PA
USD
5015607.08000000
0.023856637874
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411HU57
14549.91000000
PA
USD
16321.86000000
0.000077634610
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413CBU2
31746.42000000
PA
USD
35376.16000000
0.000168266019
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AE7
10677000.00000000
PA
USD
10872623.99000000
0.051715425299
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419KKJ3
103259.31000000
PA
USD
113625.30000000
0.000540456537
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NGH2
1706.66000000
PA
USD
2000.97000000
0.000009517575
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K97 Mortgage Trust
30298PAS1
9820000.00000000
PA
USD
10695549.24000000
0.050873172682
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
3.89325200
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A6LY4
3039369.21000000
PA
USD
3334003.69000000
0.015858123939
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31336CMZ3
21538.05000000
PA
USD
21563.17000000
0.000102564800
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
1.97500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7TQ9
1224644.14000000
PA
USD
1356203.62000000
0.006450756235
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAE5
3650000.00000000
PA
USD
3660789.40000000
0.017412473835
Long
DBT
CORP
JP
N
2
2031-04-03
Fixed
2.06500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKAT2
3056514.73000000
PA
USD
3220887.83000000
0.015320090543
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
35303000.00000000
PA
USD
34951170.30000000
0.166244564186
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAF0
18982000.00000000
PA
USD
21425932.50000000
0.101912032706
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2N3
10950000.00000000
PA
USD
10702573.80000000
0.050906584866
Long
DBT
CORP
FR
N
2
2027-01-13
Fixed
1.32300000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAF1
13530000.00000000
PA
USD
13328200.05000000
0.063395325240
Long
ABS-O
CORP
US
N
2
2026-12-18
Fixed
1.21000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128QJPK6
125833.44000000
PA
USD
126547.27000000
0.000601919637
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Floating
2.35100000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AE8
11000000.00000000
PA
USD
12686388.00000000
0.060342558662
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.95000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
22239000.00000000
PA
USD
20944312.14000000
0.099621214798
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Leasing Trust
36261RAG3
6650000.00000000
PA
USD
6596631.76000000
0.031376751125
Long
ABS-O
CORP
US
N
2
2025-07-21
Fixed
1.01000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128CUJX5
14997.22000000
PA
USD
15210.53000000
0.000072348591
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194CP23
106968.89000000
PA
USD
111756.62000000
0.000531568197
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
Hilton USA Trust
N/A
Hilton Orlando Trust 2018-ORL
432885AG6
5540000.00000000
PA
USD
5505249.80000000
0.026185613983
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
1.28950000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEAQ5
11683914.50000000
PA
USD
12242001.00000000
0.058228840509
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AP8
34813000.00000000
PA
USD
37293426.25000000
0.177385459220
Long
DBT
CORP
AU
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAA3
1235000.00000000
PA
USD
1248806.07000000
0.005939921870
Long
DBT
CORP
IE
N
2
2022-05-26
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408F7B9
79089.50000000
PA
USD
90667.83000000
0.000431259776
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5C35
8225494.69000000
PA
USD
8673294.08000000
0.041254355205
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KC93
445438.61000000
PA
USD
522221.61000000
0.002483936967
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WQB7
15442066.34000000
PA
USD
16075994.20000000
0.076465154863
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGH56
42127.66000000
PA
USD
47677.58000000
0.000226777485
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-1
36418WAJ8
1579946.52000000
PA
USD
1591892.02000000
0.007571803542
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
4.00000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FAHB9
32359.68000000
PA
USD
6347.15000000
0.000030190095
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LXQH5
3178259.35000000
PA
USD
3413672.64000000
0.016237067756
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAD6
5200000.00000000
PA
USD
5264143.56000000
0.025038796825
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.20700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJY1
2397124.22000000
PA
USD
2810565.56000000
0.013368400618
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2020-1NV
33851YAL0
5578804.43000000
PA
USD
5578372.63000000
0.026533421307
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
0.94200000
N
N
N
N
N
N
Sequoia Mortgage Trust
5493003EWUCLH0O45S72
Sequoia Mortgage Trust 2018-CH4
81747LAB7
4021264.30000000
PA
USD
4053850.21000000
0.019282059961
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312945DS4
2633754.59000000
PA
USD
2889279.06000000
0.013742799855
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MSY7
291248.12000000
PA
USD
317725.34000000
0.001511254422
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FDD5
63514.02000000
PA
USD
73915.90000000
0.000351579545
Long
ABS-MBS
USGA
US
N
2
2039-12-20
Fixed
5.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP3 Trust
67113AAP5
5778819.12000000
PA
USD
5900140.23000000
0.028063902660
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BN1
17913000.00000000
PA
USD
21046413.61000000
0.100106858461
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.87500000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AM0
58694000.00000000
PA
USD
64158822.26000000
0.305170194697
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5GA7
3596198.48000000
PA
USD
3780836.12000000
0.017983473733
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410G7K3
307240.54000000
PA
USD
349352.29000000
0.001661687397
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.00000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/EUR FORWARD
000000000
1.00000000
NC
USD
655709.95000000
0.003118871669
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-26199698.42000000
EUR
30447153.04000000
USD
2022-02-25
655709.95000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DWG0
4462.75000000
PA
USD
5056.61000000
0.000024051667
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBU9
41300000.00000000
PA
USD
39071245.50000000
0.185841622029
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
1.76400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410FSK2
56282.46000000
PA
USD
63945.33000000
0.000304154722
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAT9
11715000.00000000
PA
USD
12488341.24000000
0.059400553087
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.40000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
8243000.00000000
PA
USD
9095515.79000000
0.043262644586
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379GXY8
54272.25000000
PA
USD
10.49000000
0.000000049895
Long
ABS-MBS
USGA
US
N
2
2039-04-20
Fixed
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAA2
5482163.75000000
PA
USD
5550532.91000000
0.026401002218
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C6L0
266631.46000000
PA
USD
303243.75000000
0.001442373020
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
KFC HOLDING CO
549300G2LG4YUB3MM115
KFC Holding Co
72584DAF1
27044307.58000000
PA
USD
26976696.81000000
0.128314135575
Long
LON
CORP
US
N
2
2028-03-15
Floating
1.83888000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BB7
15868000.00000000
PA
USD
16779949.83000000
0.079813506175
Long
DBT
CORP
US
N
2
2026-09-26
Fixed
3.20000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBL3
17214000.00000000
PA
USD
21369562.88000000
0.101643911701
Long
DBT
CORP
GB
N
2
2038-05-30
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412AWL4
14167.76000000
PA
USD
16532.72000000
0.000078637562
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6C47
4227225.23000000
PA
USD
4410686.34000000
0.020979344098
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411ETV9
12354.99000000
PA
USD
14465.44000000
0.000068804585
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8W75
329225.25000000
PA
USD
383344.48000000
0.001823370589
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DGZ6
27926.80000000
PA
USD
32234.13000000
0.000153321014
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410FYU3
720905.52000000
PA
USD
829696.95000000
0.003946437463
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.50000000
N
N
N
N
N
N
FWD Securitization Trust
N/A
FWD Securitization Trust 2020-INV1
302985AC0
2296160.87000000
PA
USD
2293574.24000000
0.010909341423
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Variable
2.44000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCC3
537735000.00000000
PA
USD
531685481.25000000
2.528951687632
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.25000000
N
N
N
N
N
N
Slide 2018-Fun
N/A
SLIDE 2018-FUN
831350AG8
8987264.97000000
PA
USD
8896904.31000000
0.042317952930
Long
ABS-MBS
CORP
US
N
2
2031-06-15
Floating
1.59000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RSN0
890573.93000000
PA
USD
1012582.57000000
0.004816329370
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411ADF9
17981.04000000
PA
USD
20522.42000000
0.000097614493
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0306C3
95605000.00000000
PA
USD
99122965.71000000
0.471476465421
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UGF3
2420839.23000000
PA
USD
2655761.03000000
0.012632075871
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVJC2
5253383.36000000
PA
USD
5605451.82000000
0.026662222949
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-3
85573JAA4
9612350.39000000
PA
USD
9525143.30000000
0.045306159511
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.12700000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032XAM6
19482000.00000000
PA
USD
20802266.89000000
0.098945579319
Long
DBT
CORP
KY
N
2
2026-04-11
Fixed
3.57500000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BF8
6075000.00000000
PA
USD
6640096.50000000
0.031583490318
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.95000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C5F4
65507.59000000
PA
USD
75163.32000000
0.000357512874
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TUE3
2385430.15000000
PA
USD
2651319.40000000
0.012610949344
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AE8
16422000.00000000
PA
USD
17434646.21000000
0.082927556818
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.30000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-3
92537JAC1
10654583.23000000
PA
USD
10689366.18000000
0.050843763077
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.04000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36224YZJ1
171.03000000
PA
USD
171.69000000
0.000000816640
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
8.50000000
N
N
N
N
N
N
Liberty Street Trust
N/A
225 Liberty Street Trust 2016-225L
902055AA0
13535000.00000000
PA
USD
14361394.31000000
0.068309693715
Long
ABS-MBS
CORP
US
N
2
2036-02-10
Fixed
3.59700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELB36
2683410.64000000
PA
USD
2898387.07000000
0.013786121928
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BB8
20227000.00000000
PA
USD
21381253.76000000
0.101699519146
Long
DBT
CORP
CL
N
2
2027-11-02
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TAL9
4682931.52000000
PA
USD
4998951.52000000
0.023777416026
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
4.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDV3
6500000.00000000
PA
USD
6671941.90000000
0.031734962346
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.68000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F0206C8
774335000.00000000
PA
USD
774939949.22000000
3.685986850320
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419A3K1
1240170.45000000
PA
USD
1451982.57000000
0.006906326955
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGM0
20015000.00000000
PA
USD
19784267.08000000
0.094103482951
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M2Q2
11041815.91000000
PA
USD
11863385.98000000
0.056427965504
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VB4
46033825.93000000
PA
USD
48375813.40000000
0.230098618925
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419JSV1
3979658.52000000
PA
USD
4400199.58000000
0.020929464027
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.50000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AW4
17135000.00000000
PA
USD
18977012.50000000
0.090263792186
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411UPL9
32566.17000000
PA
USD
37019.63000000
0.000176083152
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
6.50000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CQ0
16345000.00000000
PA
USD
16447221.63000000
0.078230890940
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.53900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AFV5
4544956.79000000
PA
USD
5036076.82000000
0.023954001796
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36195KHC1
1443373.11000000
PA
USD
1537397.94000000
0.007312603507
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K94 Mortgage Trust
30310XAG4
8000000.00000000
PA
USD
8510232.00000000
0.040478753581
Long
ABS-MBS
CORP
US
N
2
2052-07-25
Variable
4.10077300
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2017-1
553896AB7
1031518.21000000
PA
USD
1043045.63000000
0.004961226325
Long
ABS-O
CORP
US
N
2
2034-12-20
Fixed
2.75000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAA4
4310000.00000000
PA
USD
5689200.00000000
0.027060569544
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.75000000
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
7395728.12000000
PA
USD
7520775.83000000
0.035772424484
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLL7
5623620.59000000
PA
USD
5928288.45000000
0.028197789123
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
3.00000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
6556000.00000000
PA
USD
6656372.36000000
0.031660906131
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AN9
6162000.00000000
PA
USD
6414019.64000000
0.030508160115
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7CW4
1399018.45000000
PA
USD
1601020.23000000
0.007615221696
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-1
03464MAB0
2665687.66000000
PA
USD
2684405.59000000
0.012768323165
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.02200000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300C2HE5FJAWYZL57
CSAIL 2016-C6 Commercial Mortgage Trust
12636MAE8
5000000.00000000
PA
USD
5248524.00000000
0.024964502690
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
3.08980000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJCR9
129948.94000000
PA
USD
147588.75000000
0.000702003029
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKLE3
976598.73000000
PA
USD
1048934.71000000
0.004989237620
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7CA5
39422677.87000000
PA
USD
41938781.40000000
0.199481000965
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
24674000.00000000
PA
USD
25404720.51000000
0.120837060768
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
2.85200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TAN5
4041997.86000000
PA
USD
4423376.16000000
0.021039702981
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184BZ34
997919.89000000
PA
USD
1066737.83000000
0.005073917815
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VD0
6772775.21000000
PA
USD
7190236.54000000
0.034200220757
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
3.00000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300V1P5RKG8RJI005
SMB Private Education Loan Trust 2018-C
78449QAB3
20804418.27000000
PA
USD
21652250.33000000
0.102988509079
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.63000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AG4
9984000.00000000
PA
USD
10547566.85000000
0.050169297312
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6M88
586528.96000000
PA
USD
687947.64000000
0.003272209617
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XALH3
17187550.66000000
PA
USD
18687621.13000000
0.088887307743
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBS8
10785000.00000000
PA
USD
10437733.79000000
0.049646878491
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.30000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
23226000.00000000
PA
USD
24380355.43000000
0.115964688117
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.10600000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300WSX4P5CXVKVR97
BLUEMOUNTAIN CLO 2012-2 Ltd
09626RAW5
13265226.39000000
PA
USD
13237369.41000000
0.062963291061
Long
ABS-CBDO
CORP
KY
N
2
2028-11-20
Floating
1.20963000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417KXK8
1081536.17000000
PA
USD
1195608.32000000
0.005686887803
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CGK6
146163.04000000
PA
USD
168147.85000000
0.000799791989
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BTB4
345050.45000000
PA
USD
392311.14000000
0.001866020334
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BWU6
1425961.03000000
PA
USD
1555940.77000000
0.007400802118
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202E4H9
1686792.46000000
PA
USD
1921115.01000000
0.009137746314
Long
ABS-MBS
USGA
US
N
2
2039-04-20
Fixed
5.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM5
64830PAA4
8892364.53000000
PA
USD
8957064.49000000
0.042604103660
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.70986000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F0T87
2904301.54000000
PA
USD
3121112.96000000
0.014845513307
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283HRL1
1778.46000000
PA
USD
2018.05000000
0.000009598815
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.00000000
N
N
N
N
N
N
Invesco CLO LTD
N/A
Invesco CLO Ltd
46149MAA4
33910000.00000000
PA
USD
33959506.23000000
0.161527733256
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
1.24375000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERN71
10152982.72000000
PA
USD
10760124.39000000
0.051180323132
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-3 Mortgage Loan Trust
12597QAA4
5163410.49000000
PA
USD
5169270.44000000
0.024587534668
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
1.50600000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
47400000.00000000
PA
USD
46944391.20000000
0.223290086972
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202D3J8
16763.73000000
PA
USD
19489.93000000
0.000092703474
Long
ABS-MBS
USGA
US
N
2
2034-01-20
Fixed
6.00000000
N
N
N
N
N
N
Benefit Street Partners CLO Lt
N/A
Benefit Street Partners CLO XX Ltd
08182FAN9
15245000.00000000
PA
USD
15262159.92000000
0.072594167882
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
1.31288000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
-15720.00000000
NC
USD
-11689549.20000000
-0.05560111422
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-03-22
-2044682950.80000000
USD
-11689549.20000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPY99
958345.83000000
PA
USD
1087955.84000000
0.005174840868
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MNJ5
346181.31000000
PA
USD
377655.81000000
0.001796312541
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416VKM5
391900.50000000
PA
USD
456341.70000000
0.002170580452
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8ZH9
8789786.14000000
PA
USD
9708451.25000000
0.046178060223
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJMU9
20327674.37000000
PA
USD
21496105.03000000
0.102245806985
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBK5
27950000.00000000
PA
USD
31554040.70000000
0.150086183080
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.37500000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AG5
10182000.00000000
PA
USD
10448901.48000000
0.049699997392
Long
DBT
CORP
GB
N
2
2022-09-27
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YTK86
1989414.99000000
PA
USD
2093097.55000000
0.009955777932
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-5
89169EAA7
4758993.12000000
PA
USD
4756401.85000000
0.022623733221
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
0.69163000
N
N
N
N
N
N
AGL CLO 1 Ltd.
N/A
AGL CLO 14 Ltd
00851WAA7
35905000.00000000
PA
USD
35905000.00000000
0.170781436669
Long
ABS-CBDO
CORP
KY
N
2
2034-12-02
Floating
0.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LC26
249618.98000000
PA
USD
276555.60000000
0.001315431351
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AN9
7580000.00000000
PA
USD
7385277.38000000
0.035127928733
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBL81
8788296.98000000
PA
USD
9228982.62000000
0.043897476976
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.00000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2021-5INV
33851PAS4
11639817.75000000
PA
USD
11653459.62000000
0.055429454841
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
24315000.00000000
PA
USD
22977213.02000000
0.109290668436
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2018-1
59166DAA5
15308671.92000000
PA
USD
15825425.33000000
0.075273328889
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DWU9
635005.07000000
PA
USD
732942.38000000
0.003486226226
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNR2
12950242.57000000
PA
USD
13642519.28000000
0.064890378566
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
5020000.00000000
PA
USD
5675581.88000000
0.026995795220
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412NBD7
658135.85000000
PA
USD
768309.88000000
0.003654451054
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9LV2
18616978.60000000
PA
USD
19738691.03000000
0.093886701353
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RF87
25797224.26000000
PA
USD
27147363.01000000
0.129125906047
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NDV7
3004062.46000000
PA
USD
3511754.24000000
0.016703590985
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4QG1
612241.46000000
PA
USD
693812.34000000
0.003300104949
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415VZ57
36175.14000000
PA
USD
37018.00000000
0.000176075399
Long
ABS-MBS
USGSE
US
N
2
2023-09-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36185BPB6
532737.56000000
PA
USD
570441.91000000
0.002713295889
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.50000000
N
N
N
N
N
N
PTTEP TREASURY CENTER CO
2549006WFOUPZX6TZG08
PTTEP Treasury Center Co Ltd
000000000
18300000.00000000
PA
USD
18803367.12000000
0.089437851301
Long
DBT
CORP
TH
N
2
2027-06-10
Fixed
2.58700000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
3881.00000000
NC
USD
509942.44000000
0.002425531333
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-03-31
848398170.81000000
USD
509942.44000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS INDONESIA GOVERNMENT INTERNATIONAL BOND
000000000
1.00000000
NC
USD
1623011.93000000
0.007719824791
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
REPUBLIC OF INDONESIA
Indonesia Government International Bond
Y
Default Event
2026-12-20
2157626.49000000
USD
0.00000000
USD
212425000.00000000
USD
-534614.56000000
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C9
90291JAZ0
12230000.00000000
PA
USD
13542090.66000000
0.064412691781
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
4.31800000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAR8
10736000.00000000
PA
USD
11577337.38000000
0.055067380882
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213TWN9
3115.82000000
PA
USD
3451.22000000
0.000016415661
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SEH6
4061702.48000000
PA
USD
4291309.06000000
0.020411528379
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAC9
3935000.00000000
PA
USD
4111181.76000000
0.019554756367
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAP3
23114000.00000000
PA
USD
22559911.19000000
0.107305780369
Long
DBT
CORP
NL
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312945AM0
11346.23000000
PA
USD
12429.02000000
0.000059118392
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UZH8
1332622.63000000
PA
USD
1362131.04000000
0.006478949893
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213EP34
40089.13000000
PA
USD
45442.69000000
0.000216147274
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MBKY1
3070467.53000000
PA
USD
3297900.71000000
0.015686400814
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AL70
1251723.57000000
PA
USD
1467636.26000000
0.006980783428
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DBD0
806600.72000000
PA
USD
916637.79000000
0.004359969883
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
53562000.00000000
PA
USD
55486750.47000000
0.263921653291
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.87900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJWS3
113099.25000000
PA
USD
118111.97000000
0.000561797296
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXGG1
20145706.52000000
PA
USD
21947580.41000000
0.104393240881
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVb Trust 2017-RT2
07332MAA3
2554180.52000000
PA
USD
2535030.04000000
0.012057821257
Long
ABS-MBS
CORP
US
N
2
2057-08-28
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERTV2
14918259.05000000
PA
USD
15725170.38000000
0.074796468162
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412SER2
9021.76000000
PA
USD
10053.27000000
0.000047818183
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X3XX5
10801108.12000000
PA
USD
11829823.05000000
0.056268324078
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K9GH1
3655.00000000
PA
USD
4074.23000000
0.000019378996
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.50000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAD5
14998000.00000000
PA
USD
15142040.79000000
0.072022823568
Long
DBT
CORP
GB
N
2
2031-04-06
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0206C4
154740000.00000000
PA
USD
156746784.38000000
0.745563042189
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2P1
699080.34000000
PA
USD
736780.53000000
0.003504482312
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
21631000.00000000
PA
USD
20820291.75000000
0.099031314216
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.HY.37.5Y
000000000
1.00000000
NC
USD
-1721124.39000000
-0.00818649480
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.37.V1
Y
Default Event
2026-12-20
0.00000000
USD
-1834975.00000000
USD
-20000000.00000000
USD
113850.61000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287UDJ8
16901.06000000
PA
USD
17504.90000000
0.000083261717
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAE8
30079000.00000000
PA
USD
34872389.44000000
0.165869844553
Long
DBT
CORP
IT
N
2
2028-09-12
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y3YF2
3220762.85000000
PA
USD
3380577.10000000
0.016079649461
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLP1
150585698.83000000
PA
USD
154898778.93000000
0.736773040080
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413LAZ2
14266.50000000
PA
USD
15897.66000000
0.000075616911
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ6B9
1243093.48000000
PA
USD
1308345.61000000
0.006223120538
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413CX46
8207.15000000
PA
USD
8256.68000000
0.000039272738
Long
ABS-MBS
USGSE
US
N
2
2022-08-01
Fixed
6.00000000
N
N
N
N
N
N
Peace Park CLO, Ltd.
549300XHXTUZ93V6SK42
Peace Park CLO Ltd
70470MAC9
34650000.00000000
PA
USD
34610218.68000000
0.164622834413
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
1.26816000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128QJQE9
89707.27000000
PA
USD
95083.75000000
0.000452264014
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Floating
2.30700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RUW7
1064445.38000000
PA
USD
1232633.25000000
0.005862996165
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.50000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAC7
41004000.00000000
PA
USD
40738868.14000000
0.193773636798
Long
DBT
CORP
GB
N
2
2028-04-06
Fixed
2.00000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBD9
5050000.00000000
PA
USD
6155066.25000000
0.029276453334
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
4.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG41
947229.68000000
PA
USD
1000975.55000000
0.004761120804
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FE77
630692.15000000
PA
USD
718504.43000000
0.003417552396
Long
ABS-MBS
USGA
US
N
2
2040-03-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133APTU3
7223819.35000000
PA
USD
7444204.71000000
0.035408215436
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBK4
2658000.00000000
PA
USD
2854027.50000000
0.013575126493
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133APV63
2373290.01000000
PA
USD
2445538.27000000
0.011632155387
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVa Trust 2017-RT1
07332BAA7
2292013.01000000
PA
USD
2308785.96000000
0.010981695675
Long
ABS-MBS
CORP
US
N
2
2057-03-28
Variable
3.00000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAD7
26137000.00000000
PA
USD
25685091.27000000
0.122170638855
Long
DBT
CORP
JP
N
2
2028-04-03
Fixed
1.59100000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AW9
9297000.00000000
PA
USD
8929731.31000000
0.042474093920
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.60000000
N
N
N
N
N
Symphony CLO Ltd
549300X84MR2MGY6OR68
Symphony CLO XVII Ltd
87165UAN1
26753575.58000000
PA
USD
26754454.43000000
0.127257044001
Long
ABS-CBDO
CORP
KY
N
2
2028-04-15
Floating
1.00375000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36223CNW4
52.53000000
PA
USD
52.66000000
0.000000250476
Long
ABS-MBS
USGA
US
N
2
2022-04-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410TAK1
3947.81000000
PA
USD
4399.18000000
0.000020924614
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Conduit Receivables Funding LLC
82652KAA2
1247594.17000000
PA
USD
1249933.91000000
0.005945286419
Long
ABS-O
CORP
US
N
2
2034-03-20
Fixed
2.91000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
25462000.00000000
PA
USD
26703272.50000000
0.127013598143
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410QTP6
14369.13000000
PA
USD
16227.18000000
0.000077184267
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
51682000.00000000
PA
USD
68232747.04000000
0.324547738961
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LHS4
523945.62000000
PA
USD
580151.99000000
0.002759481697
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UK27
2588633.76000000
PA
USD
2840956.23000000
0.013512953250
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHFB3
1975566.97000000
PA
USD
2171358.87000000
0.010328026384
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942WL5
104391.64000000
PA
USD
114887.44000000
0.000546459881
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416TMF3
803129.03000000
PA
USD
890424.90000000
0.004235288780
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FGY6
1944260.96000000
PA
USD
2214986.06000000
0.010535538268
Long
ABS-MBS
USGA
US
N
2
2040-06-20
Fixed
5.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
29811000.00000000
PA
USD
33864789.21000000
0.161077213586
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EG3M4
7016251.35000000
PA
USD
7711669.28000000
0.036680405480
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DH77
253633.55000000
PA
USD
301377.71000000
0.001433497236
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AAH1
1762628.92000000
PA
USD
1939553.34000000
0.009225447873
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128FWAJ8
62247.56000000
PA
USD
70788.36000000
0.000336703462
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202C2Y8
7111.04000000
PA
USD
7913.51000000
0.000037640456
Long
ABS-MBS
USGA
US
N
2
2028-05-20
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617G8YM9
450066.42000000
PA
USD
484845.35000000
0.002306157511
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208HQZ2
84104.67000000
PA
USD
92713.81000000
0.000440991440
Long
ABS-MBS
USGA
US
N
2
2027-10-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413BPJ4
11094.86000000
PA
USD
12620.07000000
0.000060027118
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300FU8TZDHFLQZL50
CSAIL 2016-C5 Commercial Mortgage Trust
12636LBC3
5000000.00000000
PA
USD
5350460.00000000
0.025449359299
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
4.01010000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAE5
15280000.00000000
PA
USD
15241723.60000000
0.072496962922
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.38700000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300ZUG1L9OO3W6B29
Sequoia Mortgage Trust 2018-CH1
81747DAB5
1665941.04000000
PA
USD
1679206.43000000
0.007987112841
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332EAU0
11190000.00000000
PA
USD
11133154.80000000
0.052954635048
Long
LON
CORP
US
N
2
2025-04-25
Floating
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9ZN5
1409103.23000000
PA
USD
1563612.94000000
0.007437294646
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKA96
137049.23000000
PA
USD
141711.39000000
0.000674047480
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.00000000
N
N
N
N
N
N
KOOKMIN BANK
549300XXMOJSIW8P4769
Kookmin Bank
50050GAN8
21350000.00000000
PA
USD
21078812.09000000
0.100260961203
Long
DBT
CORP
KR
N
2
2030-11-04
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FLK49
3963372.84000000
PA
USD
4190753.01000000
0.019933235476
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
VOLKSWAGEN BANK GMBH
529900GJD3OQLRZCKW37
Volkswagen Bank GmbH
000000000
20000000.00000000
PA
24734267.36000000
0.117648063353
Long
DBT
CORP
DE
N
2
2026-07-31
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BBT1
22663339.48000000
PA
USD
24883832.97000000
0.118359469279
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
14750000.00000000
PA
USD
15676536.00000000
0.074565139676
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
11183000.00000000
PA
USD
11146644.07000000
0.053018796499
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.80000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
9137000.00000000
PA
USD
9076238.95000000
0.043170954670
Long
DBT
CORP
NL
N
2
2027-04-01
Fixed
1.72600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8VP5
8527700.50000000
PA
USD
9032390.54000000
0.042962390558
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKHN8
1022791.72000000
PA
USD
1085156.13000000
0.005161524102
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
3.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAA8
3981088.92000000
PA
USD
4020249.70000000
0.019122239786
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Partners XVI
67115LAA2
30760000.00000000
PA
USD
30759947.09000000
0.146309092213
Long
ABS-CBDO
CORP
KY
N
2
2034-10-18
Floating
1.31380000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36224H6F8
80.04000000
PA
USD
80.84000000
0.000000384513
Long
ABS-MBS
USGA
US
N
2
2022-09-15
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36178WP45
97038.09000000
PA
USD
102775.32000000
0.000488848817
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBDR8
9941074.15000000
PA
USD
10657585.62000000
0.050692599460
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.50000000
N
N
N
N
N
N
SHANGHAI PORT GROUP BV
300300H5N2QPO1NZL057
Shanghai Port Group BVI Development 2 Co Ltd
000000000
21110000.00000000
PA
USD
21167941.46000000
0.100684903325
Long
DBT
CORP
VG
N
2
2030-07-13
Fixed
2.37500000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AT6
16820000.00000000
PA
USD
17427016.98000000
0.082891268534
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X53G0
1766640.07000000
PA
USD
1904117.10000000
0.009056896084
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
74735KAA0
21040000.00000000
PA
USD
21105686.88000000
0.100388790621
Long
DBT
CORP
BM
N
2
2031-04-08
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RFV6
1311000.73000000
PA
USD
1487350.82000000
0.007074555350
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TE43
4219604.45000000
PA
USD
4636417.61000000
0.022053030509
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
5.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
37223000.00000000
PA
USD
35392484.53000000
0.168343666769
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAA9
2100000.00000000
PA
USD
2122684.20000000
0.010096506260
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XDK7
9583959.27000000
PA
USD
9940811.28000000
0.047283276202
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Floating
4.54200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7YK6
951131.43000000
PA
USD
1094536.41000000
0.005206141222
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GH25
3692267.76000000
PA
USD
3911367.15000000
0.018604342047
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-4
85573PAB8
19114763.48000000
PA
USD
19001990.20000000
0.090382598132
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.36900000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding XIV CLO Ltd
15034AAA3
9385000.00000000
PA
USD
9365291.50000000
0.044545827522
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
1.22375000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AA8
8447000.00000000
PA
USD
8820982.48000000
0.041956832217
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.90200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206PS27
430.91000000
PA
USD
477.30000000
0.000002270268
Long
ABS-MBS
USGA
US
N
2
2026-03-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410FY90
3620.88000000
PA
USD
4179.60000000
0.000019880186
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200MV83
762560.57000000
PA
USD
860763.76000000
0.004094206143
Long
ABS-MBS
USGA
US
N
2
2033-09-15
Fixed
5.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
71542000.00000000
PA
USD
80484750.00000000
0.382824153600
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCX1
2660282.61000000
PA
USD
2799633.40000000
0.013316402010
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296QQD5
35482.32000000
PA
USD
39696.88000000
0.000188817440
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM2
452761AA7
16695371.71000000
PA
USD
16559225.96000000
0.078763637365
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
1.07300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DPM5
35989.42000000
PA
USD
40139.55000000
0.000190922991
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
AUSGRID FINANCE PTY LTD
549300DN8D7YR73BKB57
Ausgrid Finance Pty Ltd
052113AA5
14852000.00000000
PA
USD
15297084.74000000
0.072760287112
Long
DBT
CORP
AU
N
2
2023-05-01
Fixed
3.85000000
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAB1
4075000.00000000
PA
USD
4288937.50000000
0.020400248100
Long
DBT
CORP
IE
N
2
2026-03-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QYY1
246567.06000000
PA
USD
283808.37000000
0.001349929011
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MFSZ1
1255647.82000000
PA
USD
1330863.99000000
0.006330228776
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335APZ5
28120230.17000000
PA
USD
30196381.91000000
0.143628505356
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BX6
2175000.00000000
PA
USD
2352164.63000000
0.011188025478
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
4.29200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENBE8
4220970.40000000
PA
USD
4865693.58000000
0.023143577217
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2020-1
64034GAA8
11301864.75000000
PA
USD
11348697.42000000
0.053979859343
Long
ABS-O
CORP
US
N
2
2068-03-26
Floating
0.83200000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDR9
38715000.00000000
PA
USD
38004618.47000000
0.180768231232
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F5C5
888604.09000000
PA
USD
1009603.18000000
0.004802157959
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375GQN4
4373333.99000000
PA
USD
98108.31000000
0.000466650275
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Fixed
4.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP2 Trust
67113KAJ7
1073057.29000000
PA
USD
1075565.24000000
0.005115905219
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Floating
0.99163000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E0Q93
821047.43000000
PA
USD
886850.38000000
0.004218286645
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.50000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAK5
22665000.00000000
PA
USD
23344950.00000000
0.111039802255
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCG69
3112616.99000000
PA
USD
3212818.14000000
0.015281707219
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGNC4
1755684.62000000
PA
USD
2055519.19000000
0.009777037191
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZW3
1840077.71000000
PA
USD
1930074.57000000
0.009180362287
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9CU3
7743124.68000000
PA
USD
8290890.12000000
0.039435458180
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQCM2
1156470.69000000
PA
USD
1311903.80000000
0.006240045000
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AF69
1295766.53000000
PA
USD
1494446.98000000
0.007108308098
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AA64
16734.21000000
PA
USD
19619.81000000
0.000093321246
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.00000000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AJ8
11083218.14000000
PA
USD
11062382.80000000
0.052618009401
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
1.38950000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F042616
38550000.00000000
PA
USD
41448997.78000000
0.197151354669
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
4.50000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612G606
8570.00000000
NS
USD
9290500.55000000
0.044190085818
Long
EP
CORP
US
Y
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJDS6
11873.53000000
PA
USD
13924.41000000
0.000066231186
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP1 Trust
67448TAP0
10570274.13000000
PA
USD
10741022.11000000
0.051089463507
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Variable
3.50000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-INV1
12566PAH8
13286278.60000000
PA
USD
13504253.29000000
0.064232719064
Long
ABS-MBS
CORP
US
N
2
2051-07-01
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MBHP5
11603.62000000
PA
USD
11709.61000000
0.000055696533
Long
ABS-MBS
USGSE
US
N
2
2022-08-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VV31
22365562.41000000
PA
USD
23648692.39000000
0.112484547047
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
4.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-21M
05609CAJ6
11330000.00000000
PA
USD
11230604.18000000
0.053418151135
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.26700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EAK5
22125.69000000
PA
USD
25857.22000000
0.000122989365
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ABBZ1
82716.14000000
PA
USD
91750.70000000
0.000436410426
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVa Trust 2017-SPL5
07331UAA6
799414.71000000
PA
USD
812937.21000000
0.003866720084
Long
ABS-MBS
CORP
US
N
2
2057-06-28
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412BKL5
54.97000000
PA
USD
54.90000000
0.000000261130
Long
ABS-MBS
USGSE
US
N
2
2021-12-01
Fixed
6.00000000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88323AAC6
4595000.00000000
PA
USD
5062205.13000000
0.024078280596
Long
DBT
CORP
TH
N
2
2028-11-20
Fixed
4.62500000
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
40751000.00000000
PA
USD
39426592.50000000
0.187531823148
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
13749000.00000000
PA
USD
15725418.75000000
0.074797649529
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWW6
1068429.50000000
PA
USD
1166231.07000000
0.005547155483
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DP52
15027.15000000
PA
USD
16997.55000000
0.000080848517
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-LTV1
46591NBH9
2177153.73000000
PA
USD
2195924.28000000
0.010444871281
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHRP9
1062207.20000000
PA
USD
1177441.26000000
0.005600476534
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AD4
28018450.00000000
PA
USD
29490315.22000000
0.140270112828
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.95900000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2016-1
59980TAA4
379429.62000000
PA
USD
379675.30000000
0.001805918206
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.50000000
N
N
N
N
N
N
CHINA SOUTHERN POWER GRI
N/A
China Southern Power Grid International Finance BVI Co Ltd
000000000
10000000.00000000
PA
USD
10812929.50000000
0.051431489614
Long
DBT
CORP
VG
N
2
2027-05-08
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184SPQ7
638776.04000000
PA
USD
687126.08000000
0.003268301883
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
21719000.00000000
PA
USD
21309466.54000000
0.101358064625
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
11450000.00000000
PA
USD
12208699.90000000
0.058070444472
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.55900000
N
N
N
N
N
N
SMB Private Education Loan Tru
54930027GONY06ZX8P67
SMB Private Education Loan Trust 2016-C
78449KAB6
8357174.08000000
PA
USD
8454230.96000000
0.040212385720
Long
ABS-O
CORP
US
N
2
2034-09-15
Fixed
2.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CNZ4
4120264.67000000
PA
USD
4411716.12000000
0.020984242226
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
69916000.00000000
PA
USD
67088596.96000000
0.319105611279
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128JNNV3
136966.54000000
PA
USD
137413.15000000
0.000653602984
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Floating
2.21600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGK7
3892564.36000000
PA
USD
4071442.52000000
0.019365737442
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384BYQ3
708.14000000
PA
USD
714.58000000
0.000003398885
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
CDS BARCLAYS BANK PLC
000000000
1.00000000
NC
124911.87000000
0.000594140888
N/A
DCR
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
BARCLAYS BANK PLC
BARCLAYS BANK PLC
Y
Default Event
2024-06-20
36049.04000000
USD
0.00000000
USD
5777500.00000000
EUR
88862.83000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132H7C85
4587398.84000000
PA
USD
4927542.72000000
0.023437761453
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405N2B0
452046.29000000
PA
USD
512164.20000000
0.002436099091
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F3D5
48104.16000000
PA
USD
54884.99000000
0.000261059391
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5ZM8
8409149.90000000
PA
USD
8912598.72000000
0.042392603087
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A46Y6
3235471.76000000
PA
USD
3560503.44000000
0.016935465610
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KGKP2
5146298.01000000
PA
USD
5471076.71000000
0.026023070342
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
27901000.00000000
PA
USD
26687725.02000000
0.126939646856
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.92800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K6NH9
1377.22000000
PA
USD
1508.82000000
0.000007176673
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
9075000.00000000
PA
USD
9131283.15000000
0.043432771340
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDEN0
497438.75000000
PA
USD
523817.23000000
0.002491526503
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312933NW0
1700536.39000000
PA
USD
1887035.54000000
0.008975647975
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413MUF2
102033.00000000
PA
USD
103082.72000000
0.000490310959
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Floating
1.90500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E2K53
2257902.55000000
PA
USD
2464922.59000000
0.011724356529
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-4
03464EAC6
8469099.83000000
PA
USD
8407095.01000000
0.039988184487
Long
ABS-MBS
CORP
US
N
2
2065-01-20
Variable
1.44600000
N
N
N
N
N
N
T. Rowe Price High Yield Institutional Fund - Class Z
E81VH37I6Q4XM5FXIK06
T. Rowe Price High Yield Institutional Fund - Class Z
77958B865
12149159.00600000
NS
USD
105576191.76000000
0.502171110065
Long
EC
RF
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A3BS8
13965100.58000000
PA
USD
15145251.99000000
0.072038097579
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300NYO16WLNMVJJ46
Wells Fargo Commercial Mortgage Trust 2015-C29
94989KAX1
6250000.00000000
PA
USD
6655809.38000000
0.031658228328
Long
ABS-MBS
CORP
US
N
2
2048-06-15
Variable
4.01300000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/EUR FORWARD
000000000
1.00000000
NC
USD
367178.21000000
0.001746476040
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-15005281.82000000
EUR
17429550.16000000
USD
2022-02-25
367178.21000000
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2020-555
17328EAG3
5500000.00000000
PA
USD
5302996.60000000
0.025223600557
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Fixed
3.23300000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300261OAC6YQ54P29
BlueMountain CLO 2015-2 Ltd
09628BAN8
5145967.00000000
PA
USD
5135675.07000000
0.024427738942
Long
ABS-CBDO
CORP
KY
N
2
2027-07-18
Floating
1.62225000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEMN6
3786164.48000000
PA
USD
3958010.38000000
0.018826199667
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB97
14722919.97000000
PA
USD
15938105.91000000
0.075809291884
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298TQ21
158.68000000
PA
USD
164.37000000
0.000000781822
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.00000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14880BAH4
3371528.29000000
PA
USD
3367313.88000000
0.016016563212
Long
LON
CORP
US
N
2
2028-02-22
Floating
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DE70
3730.83000000
PA
USD
4373.94000000
0.000020804560
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409BDN4
2349.12000000
PA
USD
2751.08000000
0.000013085458
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184BAH0
3765147.28000000
PA
USD
4042342.09000000
0.019227321811
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.50000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
6495000.00000000
PA
USD
6618749.24000000
0.031481952490
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FB47
257083.99000000
PA
USD
292684.16000000
0.001392146534
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410PAV5
27512.57000000
PA
USD
30918.92000000
0.000147065243
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ABF4
20853669.17000000
PA
USD
22524399.45000000
0.107136869466
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPZP2
475278.04000000
PA
USD
527284.73000000
0.002508019599
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312943GW7
154945.99000000
PA
USD
170511.85000000
0.000811036310
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AH1
30594000.00000000
PA
USD
30941474.11000000
0.147172521966
Long
DBT
CORP
KY
N
2
2022-07-06
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CGY5
4482437.36000000
PA
USD
4814416.17000000
0.022899677210
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202D4P3
52466.29000000
PA
USD
61171.32000000
0.000290960198
Long
ABS-MBS
USGA
US
N
2
2034-03-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419ADK0
1210124.34000000
PA
USD
1397208.96000000
0.006645797340
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.50000000
N
N
N
N
N
N
InTown Hotel Portfolio Trust
N/A
InTown Hotel Portfolio Trust 2018-STAY
46117MAJ3
3510000.00000000
PA
USD
3510013.34000000
0.016695310428
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Floating
1.39000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBD5
10162000.00000000
PA
USD
10593295.60000000
0.050386805225
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312943DQ3
786342.55000000
PA
USD
869666.76000000
0.004136553090
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-3
03465EAA9
13658993.67000000
PA
USD
13540832.45000000
0.064406707130
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.06800000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DZ5
9330000.00000000
PA
USD
11335950.00000000
0.053919226487
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2021-8INV
33852HAP7
10465285.74000000
PA
USD
10516795.88000000
0.050022935790
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AF5
30749000.00000000
PA
USD
33727409.64000000
0.160423770323
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBH8
5745000.00000000
PA
USD
6139717.69000000
0.029203448206
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.02800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WPEG5
1047716.97000000
PA
USD
1123838.75000000
0.005345517234
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBN4
19858000.00000000
PA
USD
21476427.00000000
0.102152208817
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413MB63
8324.47000000
PA
USD
9276.25000000
0.000044122303
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV2 Trust
67112VBB0
1782295.50000000
PA
USD
1803562.21000000
0.008578608699
Long
ABS-MBS
CORP
US
N
2
2049-05-27
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XTY0
9443350.29000000
PA
USD
9445244.63000000
0.044926123036
Long
ABS-MBS
CORP
US
N
2
2030-02-25
Floating
1.09200000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCR5
27464000.00000000
PA
USD
29527644.96000000
0.140447671013
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.10000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
37862550.00000000
PA
USD
38333030.05000000
0.182330314548
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.19400000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
5555000.00000000
PA
USD
7538501.63000000
0.035856736908
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERNR7
13296765.85000000
PA
USD
14118644.00000000
0.067155056570
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DPZ6
326217.08000000
PA
USD
370599.57000000
0.001762749672
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GYJX8
5073701.70000000
PA
USD
5359272.46000000
0.025491275594
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CGZ2
1857028.68000000
PA
USD
1994576.40000000
0.009487163992
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAN9
13866000.00000000
PA
USD
14524635.00000000
0.069086144893
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-3 Ltd
69688FAJ9
7500000.00000000
PA
USD
7486944.00000000
0.035611504040
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
0.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJA3
6737459.12000000
PA
USD
7091403.79000000
0.033730124697
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411ARB3
82818.74000000
PA
USD
92287.85000000
0.000438965370
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371MXX0
52750.07000000
PA
USD
60048.81000000
0.000285621001
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MC6H3
500.36000000
PA
USD
517.84000000
0.000002463095
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MKV3
186311.77000000
PA
USD
216056.01000000
0.001027666224
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8AV6
662525.91000000
PA
USD
768111.90000000
0.003653509366
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BB4
9569000.00000000
PA
USD
10341581.92000000
0.049189533985
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAG0
16295000.00000000
PA
USD
16233805.76000000
0.077215782490
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.73600000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CHILE GOVERNMENT INTERNATIONAL BOND
000000000
1.00000000
NC
USD
519558.50000000
0.002471269936
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
REPUBLIC OF CHILE
Chile Government International Bond
Y
Default Event
2026-12-20
1384373.01000000
USD
0.00000000
USD
127140000.00000000
USD
-864814.51000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJAD2
24253.48000000
PA
USD
28319.67000000
0.000134701961
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
6.00000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RBA0
12150000.00000000
PA
USD
13292464.50000000
0.063225349789
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCBF4
12409506.74000000
PA
USD
13163941.83000000
0.062614034200
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
3.50000000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending 2019-CF2
12528YAK9
9752000.00000000
PA
USD
10168721.49000000
0.048367326699
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.26720000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCNB8
12969823.38000000
PA
USD
13805463.65000000
0.065665420304
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
3.00000000
N
N
N
N
N
N
CHINA SOUTHERN PW GRID
549300HJ3WN6EBE05751
China Southern Power Grid International Finance BVI 2018 Co Ltd
000000000
5400000.00000000
PA
USD
6156077.65000000
0.029281264038
Long
DBT
CORP
VG
N
2
2028-09-18
Fixed
4.25000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERB74
2774505.33000000
PA
USD
2895648.94000000
0.013773098066
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2N57
20005.89000000
PA
USD
23102.14000000
0.000109884881
Long
ABS-MBS
USGA
US
N
2
2038-10-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296QYV6
16362.47000000
PA
USD
18221.73000000
0.000086671305
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402C3Q3
515713.95000000
PA
USD
582813.80000000
0.002772142544
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194BZF5
4548150.31000000
PA
USD
4809016.02000000
0.022873991501
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410WTS7
281.04000000
PA
USD
281.89000000
0.000001340804
Long
ABS-MBS
USGSE
US
N
2
2022-08-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RFW4
389105.60000000
PA
USD
441364.42000000
0.002099341310
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
10245000.00000000
PA
USD
11494572.41000000
0.054673710906
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKHJ7
4275079.62000000
PA
USD
4704211.94000000
0.022375492926
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DDX4
192081.99000000
PA
USD
219176.74000000
0.001042509916
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184Y5N3
1853176.14000000
PA
USD
1989343.26000000
0.009462272663
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LPNE8
24802754.36000000
PA
USD
25533709.64000000
0.121450595065
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0Y36
982576.32000000
PA
USD
1043879.56000000
0.004965192897
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-LGCY
12434DAJ1
13125000.00000000
PA
USD
13004341.88000000
0.061854900131
Long
ABS-MBS
CORP
US
N
2
2023-10-15
Floating
1.09400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FGE0
1028842.03000000
PA
USD
1172098.33000000
0.005575062991
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RJL4
297555.08000000
PA
USD
337193.20000000
0.001603852921
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DUU3
58620.97000000
PA
USD
66707.66000000
0.000317293692
Long
ABS-MBS
USGA
US
N
2
2032-10-20
Fixed
5.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-2
89173HAA4
1610114.33000000
PA
USD
1626381.64000000
0.007735852751
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME ULTRA LONG TERM US TREASURY BOND
000000000
6974.00000000
NC
USD
45892407.00000000
0.218286344511
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-03-22
1352830468.00000000
USD
45892407.00000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292H4K7
2375.46000000
PA
USD
2766.76000000
0.000013160040
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9DE2
19569698.16000000
PA
USD
20721178.42000000
0.098559883583
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
9790000.00000000
PA
USD
9840477.24000000
0.046806039286
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402C4G4
301687.96000000
PA
USD
345677.94000000
0.001644210422
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.50000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
2741000.00000000
PA
USD
2862851.16000000
0.013617096061
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412P2U4
453435.32000000
PA
USD
498842.95000000
0.002372736824
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
79092000.00000000
PA
USD
85014171.68000000
0.404368260042
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ7A0
1031507.17000000
PA
USD
1207659.86000000
0.005744210719
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AARG1
15881099.72000000
PA
USD
16725476.19000000
0.079554403362
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BR2
7055000.00000000
PA
USD
6788906.57000000
0.032291302532
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.15000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FJR8
236371.23000000
PA
USD
269286.27000000
0.001280854924
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AHX8
185777.18000000
PA
USD
217812.62000000
0.001036021505
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
6.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
18871000.00000000
PA
USD
20764818.08000000
0.098767454780
Long
DBT
CORP
CH
N
2
2031-04-01
Fixed
4.19400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5UV9
10530852.72000000
PA
USD
11238174.82000000
0.053454160738
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
3.50000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WFCL37N4TDUR08
Magnetite XXV Ltd
55955GAB9
10705000.00000000
PA
USD
10709768.44000000
0.050940806032
Long
ABS-CBDO
CORP
KY
N
2
2032-01-25
Floating
1.67388000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBQ8
20869000.00000000
PA
USD
22536433.10000000
0.107194107289
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
4.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AU6
21055000.00000000
PA
USD
24324294.07000000
0.115698033345
Long
DBT
CORP
US
N
2
2028-11-13
Fixed
4.75000000
N
N
N
N
N
N
Symphony CLO Ltd
54930001DQI1CFLYVB48
Symphony CLO XXIII Ltd
87167NAC9
9560000.00000000
PA
USD
9565835.33000000
0.045499710363
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
1.44375000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.37.V1
000000000
1.00000000
NC
USD
11878597.51000000
0.056500318852
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.37.V1
Y
Default Event
2026-12-20
12894366.97000000
USD
0.00000000
USD
529100000.00000000
USD
-1015769.46000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CS47
5516794.95000000
PA
USD
5830341.94000000
0.027731908447
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AN3
41929000.00000000
PA
USD
44797027.46000000
0.213076192958
Long
DBT
CORP
AU
N
2
2026-09-15
Fixed
3.70000000
N
N
N
N
N
N
Jack in the Box Funding, LLC
N/A
Jack in the Box Funding LLC
466365AA1
28107600.00000000
PA
USD
28287263.78000000
0.134547821969
Long
ABS-O
CORP
US
N
2
2049-08-25
Fixed
3.98200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9NZ2
2175118.10000000
PA
USD
2342961.52000000
0.011144251063
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4DE3
8739718.28000000
PA
USD
9164521.29000000
0.043590867909
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer 2019-A LLC
05588UAA0
7625152.85000000
PA
USD
7869588.56000000
0.037431545474
Long
ABS-O
CORP
US
N
2
2033-09-26
Fixed
3.28000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
13924000.00000000
PA
USD
16758216.28000000
0.079710130965
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAW7
10099000.00000000
PA
USD
9418438.49000000
0.044798620150
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YR82
2646.31000000
PA
USD
2926.48000000
0.000013919745
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZP8
225080000.00000000
PA
USD
224235950.00000000
1.066573950537
Long
DBT
UST
US
N
2
2023-05-15
Fixed
0.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
113880000.00000000
PA
USD
111798131.25000000
0.531765644670
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
T. Rowe Price Institutional Floating Rate Fund - Class Z
863VOPTBPYYVTH00FU88
T. Rowe Price Institutional Floating Rate Fund - Class Z
77958B873
60064073.82284900
NS
USD
583222156.82000000
2.774084886213
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GP67
32727.40000000
PA
USD
34672.94000000
0.000164921167
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
46645WBC6
11395000.00000000
PA
USD
11824258.77000000
0.056241857688
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.94980000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F0306C7
66985000.00000000
PA
USD
69554503.07000000
0.330834645903
Long
ABS-MBS
USGSE
US
N
2
2051-12-15
Fixed
3.00000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-B
63941GAB0
18587091.04000000
PA
USD
18813665.82000000
0.089486836868
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
2.12000000
N
N
N
N
N
N
Mello Mortgage Capital Accepta
N/A
Mello Mortgage Capital Acceptance 2021-INV3
585491BM4
10032020.11000000
PA
USD
10031237.61000000
0.047713387289
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AK5
15766000.00000000
PA
USD
17513566.50000000
0.083302939648
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412NFD3
388392.18000000
PA
USD
454725.28000000
0.002162891981
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31356FK83
2360.99000000
PA
USD
2369.81000000
0.000011271955
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
7.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AB3
5630232.68000000
PA
USD
5668464.21000000
0.026961940161
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
2.32000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7QA6
2763843.68000000
PA
USD
3053068.34000000
0.014521860391
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 3 LTD
67112RAS3
17405000.00000000
PA
USD
17361535.54000000
0.082579807333
Long
ABS-CBDO
CORP
KY
N
2
2035-07-02
Floating
1.27150000
N
N
N
N
N
N
APT PIPELINES LTD
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
00205GAD9
4605000.00000000
PA
USD
5208618.80000000
0.024774694380
Long
DBT
CORP
AU
N
2
2027-07-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DGM6
286025.55000000
PA
USD
326890.19000000
0.001554846853
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
06326BAA7
23000000.00000000
PA
USD
22989213.00000000
0.109347746109
Long
DBT
CORP
IL
N
2
2031-01-29
Fixed
3.27500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LWU9
213886.65000000
PA
USD
249669.34000000
0.001187547377
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201FRH2
3368.03000000
PA
USD
3382.14000000
0.000016087083
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
8.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-4
89172UAA6
2438186.32000000
PA
USD
2447705.24000000
0.011642462538
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
2.25000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAE8
2279000.00000000
PA
USD
2353767.15000000
0.011195647833
Long
DBT
CORP
N/A
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-K731 Mortgage Trust
30296NAN9
8375000.00000000
PA
USD
8884564.31000000
0.042259257959
Long
ABS-MBS
CORP
US
N
2
2025-02-25
Variable
4.06395800
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
10298000.00000000
PA
USD
10371774.87000000
0.049333146166
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AQFQ5
2985480.06000000
PA
USD
3076298.45000000
0.014632353959
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JACE6
13568886.96000000
PA
USD
14372243.50000000
0.068361297677
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
85325WAA6
16707000.00000000
PA
USD
17140646.89000000
0.081529154750
Long
DBT
CORP
GB
N
2
2026-01-30
Fixed
2.81900000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM VII Ltd
67108WBE8
37611401.41000000
PA
USD
37537475.82000000
0.178546276270
Long
ABS-CBDO
CORP
KY
N
2
2029-07-17
Floating
1.13225000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417LCP8
68872.05000000
PA
USD
75781.43000000
0.000360452903
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBD0
36241000.00000000
PA
USD
46926586.37000000
0.223205398643
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418NET3
29635.52000000
PA
USD
32864.77000000
0.000156320641
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.50000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KBD4
8075000.00000000
PA
USD
7980183.35000000
0.037957587450
Long
DBT
CORP
NL
N
2
2028-03-11
Fixed
1.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410YWF7
39339.52000000
PA
USD
43837.42000000
0.000208511838
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CBK7
12000000.00000000
PA
USD
11631705.60000000
0.055325982266
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
3.91659200
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
4570000.00000000
PA
USD
4368892.58000000
0.020780552888
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
7698000.00000000
PA
USD
9083740.07000000
0.043206633602
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BCW3
29394.30000000
PA
USD
32333.75000000
0.000153794855
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AM5L6
813395.69000000
PA
USD
837327.95000000
0.003982734166
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XBF3
168088.20000000
PA
USD
195373.13000000
0.000929288506
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
6.00000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAB9
4894000.00000000
PA
USD
4927019.82000000
0.023435274289
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.25000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007CD1Q2V06I4172
Wells Fargo Commercial Mortgage Trust 2014-LC18
94989AAW5
5860000.00000000
PA
USD
6160837.16000000
0.029303902556
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.80800000
N
N
N
N
N
N
Morgan Stanley Eaton Vance CLO
549300IR0OSEGDTMK223
Morgan Stanley Eaton Vance Clo 2021-1 Ltd
61773KAC6
14730000.00000000
PA
USD
14704658.66000000
0.069942423943
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
1.78281000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31356FES6
312.48000000
PA
USD
313.71000000
0.000001492155
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0226C0
44990000.00000000
PA
USD
46223710.38000000
0.219862182618
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411WBW6
723.79000000
PA
USD
726.95000000
0.000003457723
Long
ABS-MBS
USGSE
US
N
2
2022-05-01
Fixed
6.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2L6
15936000.00000000
PA
USD
18445075.39000000
0.087733643631
Long
DBT
CORP
US
N
2
2031-04-04
Fixed
4.47800000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
46645WBA0
7620000.00000000
PA
USD
7907766.25000000
0.037613136917
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.54870000
N
N
N
N
N
N
TNB GLOBAL VENTURES CAP
5493004U8XEGPFWIBZ14
TNB Global Ventures Capital Bhd
000000000
13470000.00000000
PA
USD
14183842.65000000
0.067465172685
Long
DBT
CORP
MY
N
2
2026-10-19
Fixed
3.24400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410VJJ0
12219.78000000
PA
USD
13927.61000000
0.000066246407
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380H5W8
2685736.64000000
PA
USD
2741622.52000000
0.013040474384
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BEA2
2031.98000000
PA
USD
2281.84000000
0.000010853527
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409V5T6
11174.95000000
PA
USD
12452.64000000
0.000059230740
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KGP3
387912.39000000
PA
USD
454775.46000000
0.002163130662
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.00000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBS8
24543000.00000000
PA
USD
30608041.62000000
0.145586556789
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194BZE8
6292402.61000000
PA
USD
6632104.26000000
0.031545475384
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
Austin Fairmont Hotel Trust
N/A
Austin Fairmont Hotel Trust 2019-FAIR
05223HAG7
11890000.00000000
PA
USD
11830390.67000000
0.056271023951
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Floating
1.34000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
18201000.00000000
PA
USD
18724169.54000000
0.089061149547
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAX1
9817000.00000000
PA
USD
10957676.50000000
0.052119975915
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419FFW1
9984702.54000000
PA
USD
10987061.14000000
0.052259743385
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EAL3
14814.36000000
PA
USD
17244.54000000
0.000082023320
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Fixed
6.00000000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AD0
31094000.00000000
PA
USD
33461994.66000000
0.159161329115
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WAXP7
290741.96000000
PA
USD
321429.03000000
0.001528870951
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
17287000.00000000
PA
USD
16959549.65000000
0.080667769238
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38300000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AM0
974000.00000000
PA
USD
1043993.83000000
0.004965736420
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.37500000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAE3
30217000.00000000
PA
USD
32615293.07000000
0.155134009411
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.90000000
N
N
N
N
N
N
JMH CO LTD
213800C5GDLSGQEMM574
JMH Co Ltd
000000000
20558000.00000000
PA
USD
20816619.64000000
0.099013847896
Long
DBT
CORP
VG
N
2
2031-04-09
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7XP5
7618258.74000000
PA
USD
8212574.57000000
0.039062951784
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0TS8
21471802.01000000
PA
USD
21503837.94000000
0.102282588422
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
1.14200000
N
N
N
N
N
N
T. ROWE PRICE GOVERNMENT RESERVE FUND
5493007QR86JJLYO6D96
T. ROWE PRICE GOVERNMENT RESERVE FUND
000000000
2959376986.50000000
NS
USD
2959376986.50000000
14.07621928429
Long
STIV
RF
US
N
1
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-2 Ltd
69701XAA2
27385000.00000000
PA
USD
27398218.47000000
0.130319095181
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
1.27375000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4B77
22024.57000000
PA
USD
25822.25000000
0.000122823031
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BY5
29160000.00000000
PA
USD
28795470.84000000
0.136965099001
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJJ4
184461.68000000
PA
USD
212745.62000000
0.001011920418
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
15751000.00000000
PA
USD
15438216.64000000
0.073431578259
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAE3
15129000.00000000
PA
USD
15056047.96000000
0.071613800339
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.75000000
N
N
N
N
N
N
KKR Financial CLO Ltd
N/A
KKR CLO 36 Ltd
48255AAA6
28155000.00000000
PA
USD
28120365.97000000
0.133753975770
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
1.29448000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BCX1
285806.94000000
PA
USD
316641.26000000
0.001506098016
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410PAZ6
7771.86000000
PA
USD
8667.52000000
0.000041226890
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAD7
7096000.00000000
PA
USD
7669264.55000000
0.036478708203
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TC29
2366918.91000000
PA
USD
2584011.29000000
0.012290799623
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36195KHB3
1304757.02000000
PA
USD
1382912.42000000
0.006577796125
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR89
531238.74000000
PA
USD
562023.51000000
0.002673253933
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AMYW0
3013153.22000000
PA
USD
3101953.29000000
0.014754380708
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERA59
940778.63000000
PA
USD
1024102.08000000
0.004871121696
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418SQ77
1017367.44000000
PA
USD
1159629.17000000
0.005515753673
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGKX1
173212.47000000
PA
USD
202790.84000000
0.000964570700
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
6.00000000
N
N
N
N
N
N
Highbridge Loan Management Ltd
549300Z5U2GIJ32SH058
HPS Loan Management 11-2017 Ltd
40436VAG6
12070000.00000000
PA
USD
11971137.77000000
0.056940484805
Long
ABS-CBDO
CORP
KY
N
2
2030-05-06
Floating
1.69438000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBR1
428560000.00000000
PA
USD
424609212.50000000
2.019645490434
Long
DBT
UST
US
N
2
2024-03-15
Fixed
0.25000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM1 Trust
67114BAA5
14341771.96000000
PA
USD
14193936.97000000
0.067513186122
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.07200000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAM7
48133000.00000000
PA
USD
47512661.90000000
0.225993055543
Long
DBT
CORP
GB
N
2
2026-08-21
Fixed
1.53200000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0QC6
16348162.48000000
PA
USD
16426815.12000000
0.078133827770
Long
ABS-MBS
USGSE
US
N
2
2029-12-25
Floating
1.14200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HMT7
1473434.93000000
PA
USD
1727398.89000000
0.008216339343
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371K7E5
501023.94000000
PA
USD
567819.34000000
0.002700821686
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4Y8
16254199.84000000
PA
USD
17296157.44000000
0.082268837668
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BN53
3645.87000000
PA
USD
4197.30000000
0.000019964376
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.50000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BJ2
10459000.00000000
PA
USD
10504402.52000000
0.049963987013
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM3 Trust
67114JAA8
13592353.99000000
PA
USD
13461300.59000000
0.064028415379
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.05400000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
14711000.00000000
PA
USD
16936038.75000000
0.080555940098
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FP67
405178.89000000
PA
USD
442100.31000000
0.002102841556
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
10318000.00000000
PA
USD
9951762.59000000
0.047335365896
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411EYZ4
62.36000000
PA
USD
62.29000000
0.000000296281
Long
ABS-MBS
USGSE
US
N
2
2022-01-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENXG9
1552474.09000000
PA
USD
1767958.10000000
0.008409258440
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MEE31
7911006.44000000
PA
USD
8254330.51000000
0.039261563103
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWG73
4360012.02000000
PA
USD
4653309.37000000
0.022133375838
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-NXS2
94989MAG4
6215000.00000000
PA
USD
6658648.45000000
0.031671732309
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Variable
4.12100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402Q6T3
997286.63000000
PA
USD
1132307.60000000
0.005385799155
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412V4C9
989.49000000
PA
USD
1115.75000000
0.000005307043
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBQ57
4301596.01000000
PA
USD
4758751.61000000
0.022634909809
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409TS58
8079.63000000
PA
USD
9003.42000000
0.000042824592
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208HQX7
11806.16000000
PA
USD
11857.22000000
0.000056398637
Long
ABS-MBS
USGA
US
N
2
2027-10-15
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292GLU8
642.97000000
PA
USD
675.15000000
0.000003211337
Long
ABS-MBS
USGSE
US
N
2
2024-06-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UH70
9694859.82000000
PA
USD
10635326.66000000
0.050586725148
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C41
95001ABG0
15000000.00000000
PA
USD
16071514.50000000
0.076443847257
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
3.78500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411VFV6
100742.03000000
PA
USD
109407.71000000
0.000520395652
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413T3K6
22344.03000000
PA
USD
24898.74000000
0.000118430374
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.50000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
13836000.00000000
PA
USD
15392550.00000000
0.073214365771
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCCH7
5284285.62000000
PA
USD
5627128.70000000
0.026765328609
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CTT9
2437435.53000000
PA
USD
2766697.87000000
0.013159744800
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
Flagstar Mortgage Trust
549300H3PON1KOB2RF56
Flagstar Mortgage Trust 2018-6RR
33851FAP2
2378791.91000000
PA
USD
2398779.71000000
0.011409749202
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AK30
199456.61000000
PA
USD
216786.70000000
0.001031141737
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KBE2
27065000.00000000
PA
USD
26975983.22000000
0.128310741398
Long
DBT
CORP
NL
N
2
2031-03-11
Fixed
2.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292GLS3
190.97000000
PA
USD
197.10000000
0.000000937502
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
7.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
26808000.00000000
PA
USD
25573572.02000000
0.121640199703
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617G9PB1
207448.60000000
PA
USD
223255.36000000
0.001061909793
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9YQ8
2129858.74000000
PA
USD
2287626.13000000
0.010881049353
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410XTS5
16064.10000000
PA
USD
17900.79000000
0.000085144760
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.50000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
58991000.00000000
PA
USD
63967716.72000000
0.304261204900
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAD0
15613487.50000000
PA
USD
16515884.62000000
0.078557485121
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.64100000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AF5
36598000.00000000
PA
USD
37488063.36000000
0.178311246862
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.85000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K92 Mortgage Trust
302973AG7
11400000.00000000
PA
USD
12692167.20000000
0.060370047315
Long
ABS-MBS
CORP
US
N
2
2052-05-25
Variable
4.33650300
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17
61763UBC5
20470000.00000000
PA
USD
21583220.01000000
0.102660167700
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
4.46400000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2019-1
33852AAC1
4426386.86000000
PA
USD
4506466.40000000
0.021434920097
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411CNU1
17486.07000000
PA
USD
19970.67000000
0.000094990104
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-3
89172YAA8
552812.39000000
PA
USD
553296.16000000
0.002631742462
Long
ABS-MBS
CORP
US
N
2
2056-04-25
Variable
2.25000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2021-NQM3
105690AA9
26947412.02000000
PA
USD
26880097.38000000
0.127854662258
Long
ABS-MBS
CORP
US
N
2
2060-04-26
Variable
1.69900000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd
64132DAJ7
49995000.00000000
PA
USD
49982048.80000000
0.237738646477
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
1.11363000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
000000000
39000000.00000000
PA
USD
41412891.00000000
0.196979613469
Long
DBT
CORP
BM
N
2
2026-08-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DP79
1532265.45000000
PA
USD
1760125.57000000
0.008372003162
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5.50000000
N
N
N
N
N
N
2022-01-21
T. ROWE PRICE NEW INCOME FUND, INC.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President