0001145549-23-033022.txt : 20230526 0001145549-23-033022.hdr.sgml : 20230526 20230526114830 ACCESSION NUMBER: 0001145549-23-033022 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230526 DATE AS OF CHANGE: 20230526 PERIOD START: 20230331 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PROFESSIONALLY MANAGED PORTFOLIOS CENTRAL INDEX KEY: 0000811030 IRS NUMBER: 566415270 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05037 FILM NUMBER: 23965312 BUSINESS ADDRESS: STREET 1: 615 EAST MICHIGAN STREET CITY: MILWAUKEE STATE: WI ZIP: 53202 BUSINESS PHONE: 626-914-7363 MAIL ADDRESS: STREET 1: 615 EAST MICHIGAN STREET CITY: MILWAUKEE STATE: WI ZIP: 53202 FORMER COMPANY: FORMER CONFORMED NAME: AVONDALE INVESTMENT TRUST DATE OF NAME CHANGE: 19910529 0000811030 S000055991 Osterweis Total Return Fund C000176327 Investor Class OSTRX NPORT-P 1 primary_doc.xml NPORT-P false 0000811030 XXXXXXXX S000055991 C000176327 Professionally Managed Portfolios 811-05037 0000811030 254900BPISCYGRJD2727 615 East Michigan Street Milwaukee 53202 414-516-1523 Osterweis Total Return Fund S000055991 254900ULC7XXPRWAXF15 2023-03-31 2023-03-31 N 136639076.760000000000 3058445.280000000000 133580631.480000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 USD N Bloomberg US Agg Total Return Value Unhedged USD LBUSTRUU SBL HOLDINGS INC 635400MJW3QDSBJRKQ59 SBL Holdings Inc 78397DAC2 25000.000000000000 PA USD 17687.500000000000 0.0132410663 Long EP CORP US N 2 N N N Stonepeak N/A Stonepeak 2021-1 ABS 78433XAA8 706812.990000000000 PA USD 653307.250000000000 0.4890733355 Long ABS-O CORP US N 2 2033-02-28 Fixed 2.301000000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 Santander UK Group Holdings PLC 80281LAS4 1000000.000000000000 PA USD 1013140.460000000000 0.7584486230 Long DBT CORP GB N 2 2026-11-21 Variable 6.833000000000 N N N N N N Santander Drive Auto Receivabl N/A Santander Drive Auto Receivables Trust 2019-2 80286GAG6 875234.250000000000 PA USD 870627.100000000000 0.6517614795 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.220000000000 N N N N N N Santander Drive Auto Receivabl N/A Santander Drive Auto Receivables Trust 2021-2 80286XAF1 1000000.000000000000 PA USD 943815.600000000000 0.7065512339 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.350000000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 TD SYNNEX Corp 87162WAD2 1110000.000000000000 PA USD 1038775.940000000000 0.7776396387 Long DBT CORP US N 2 2024-08-09 Fixed 1.250000000000 N N N N N N Thrust Engine Leasing N/A Thrust Engine Leasing 2021 DAC 88603UAA7 1849553.680000000000 PA USD 1535975.540000000000 1.1498489886 Long ABS-O CORP US N 2 2040-07-15 Fixed 4.163000000000 N N N N N N Triton Container Finance LLC N/A Triton Container Finance VIII LLC 89680HAE2 1660000.000000000000 PA USD 1427545.880000000000 1.0686772956 Long ABS-O CORP US N 2 2046-03-20 Fixed 1.860000000000 N N N N N N UNITED AIR 2020-1 A PTT N/A United Airlines 2020-1 Class A Pass Through Trust 90931GAA7 935621.320000000000 PA USD 933462.750000000000 0.6988009711 Long DBT CORP US N 2 2027-10-15 Fixed 5.875000000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 United States Treasury Bill 912796YJ2 1000000.000000000000 PA USD 976271.180000000000 0.7308478551 Long DBT UST US N 2 2023-10-05 Fixed .000000000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 United States Treasury Bill 912796ZR3 5000000.000000000000 PA USD 4944039.050000000000 3.7011646039 Long DBT UST US N 2 2023-06-29 Fixed .000000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RJ9 4000000.000000000000 PA USD 3484062.480000000000 2.6082093200 Long DBT UST US N 2 2044-11-15 Fixed 3.000000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RV2 4000000.000000000000 PA USD 3472812.480000000000 2.5997874404 Long DBT UST US N 2 2047-02-15 Fixed 3.000000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810TC2 2500000.000000000000 PA USD 1885351.550000000000 1.4113958956 Long DBT UST US N 2 2041-11-15 Fixed 2.000000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810TN8 3000000.000000000000 PA USD 2966484.360000000000 2.2207443752 Long DBT UST US N 2 2053-02-15 Fixed 3.625000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828T26 2000000.000000000000 PA USD 1967657.120000000000 1.4730107937 Long DBT UST US N 2 2023-09-30 Fixed 1.375000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CDD0 5000000.000000000000 PA USD 4875722.700000000000 3.6500221971 Long DBT UST US N 2 2023-10-31 Fixed .375000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CGM7 6000000.000000000000 PA USD 6005156.280000000000 4.4955291897 Long DBT UST US N 2 2033-02-15 Fixed 3.500000000000 N N N N N N Wells Fargo Mortgage Backed Se N/A Wells Fargo Mortgage Backed Securities 2019-4 Trust 95002FAS3 54702.540000000000 PA USD 48787.910000000000 0.0365231916 Long ABS-MBS CORP US N 2 2049-09-25 Variable 3.500000000000 N N N N N N Wells Fargo Mortgage Backed Se N/A Wells Fargo Mortgage Backed Securities 2020-3 Trust 95002TAC8 136010.890000000000 PA USD 129539.110000000000 0.0969744704 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.000000000000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust 2021-N2 14686KAE7 848701.490000000000 PA USD 813473.080000000000 0.6089753215 Long ABS-O CORP US N 2 2028-03-10 Fixed 1.270000000000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust 2021-N1 14687DAC6 513235.340000000000 PA USD 477380.360000000000 0.3573724384 Long ABS-O CORP US N 2 2028-01-10 Fixed 1.300000000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 Celanese US Holdings LLC 15089QAR5 1000000.000000000000 PA USD 1000497.840000000000 0.7489842119 Long DBT CORP US N 2 2024-07-05 Fixed 5.900000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967NR8 1000000.000000000000 PA USD 1000714.770000000000 0.7491466082 Long DBT CORP US N 2 2025-05-24 Floating 6.143266000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDS7 500000.000000000000 PA USD 340329.030000000000 0.2547742335 Long DBT CORP US N 2 2051-11-01 Fixed 2.887000000000 N N N N N N DT Auto Owner Trust 549300XVMF0FUK76JG97 DT Auto Owner Trust 2019-1 23343GAJ1 1000000.000000000000 PA USD 999380.200000000000 0.7481475338 Long ABS-O CORP US N 2 2026-02-17 Fixed 4.940000000000 N N N N N N DT Auto Owner Trust N/A DT Auto Owner Trust 2021-1 23344GAE1 500000.000000000000 PA USD 485022.450000000000 0.3630933951 Long ABS-O CORP US N 2 2026-10-15 Fixed .840000000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AT4 760000.000000000000 PA USD 631751.820000000000 0.4729366922 Long EP CORP US N 2 2026-12-15 Variable 5.000000000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAN0 1000000.000000000000 PA USD 883527.650000000000 0.6614189798 Long EP CORP US N 2 N N N FCI Funding, LLC N/A FCI Funding 2021-1 LLC 30260GAA4 122996.500000000000 PA USD 119662.480000000000 0.0895807114 Long ABS-O CORP US N 2 2033-04-15 Fixed 1.130000000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 31283BCB2 1046464.870000000000 PA USD 47105.220000000000 0.0352635105 Long ABS-MBS USGSE US N 2 2027-10-15 Fixed 3.000000000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 3128HXYS8 196700.340000000000 PA USD 192847.750000000000 0.1443680479 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 5.234430000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DPCV8 4750926.040000000000 PA USD 4739355.680000000000 3.5479362745 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DPDD7 4088705.550000000000 PA USD 3820883.440000000000 2.8603573719 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.500000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKJ0 1000000.000000000000 PA USD 723226.700000000000 0.5414158415 Long DBT CORP US N 2 2053-09-15 Fixed 3.500000000000 N N N N N N AASET 2021-2 Trust N/A Aaset 2021-2 Trust 00258BAA2 856033.190000000000 PA USD 736438.080000000000 0.5513060328 Long ABS-O CORP US N 2 2047-01-15 Fixed 2.798000000000 N N N N N N AIR CANADA 2020-2A PTT N/A Air Canada 2020-2 Class A Pass Through Trust 00909DAA1 830190.210000000000 PA USD 809482.030000000000 0.6059875755 Long DBT CORP CA N 2 2029-04-01 Fixed 5.250000000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00912XBK9 520000.000000000000 PA USD 354900.000000000000 0.2656822296 Long EP CORP US N 2 N N N AMER AIRLINE 19-1B PTT N/A American Airlines 2019-1 Class B Pass Through Trust 02379DAA8 714578.390000000000 PA USD 640762.010000000000 0.4796818243 Long DBT CORP US N 2 2028-02-15 Fixed 3.850000000000 N N N N N N American Credit Acceptance Rec N/A American Credit Acceptance Receivables Trust 2021-1 02528BAG9 1500000.000000000000 PA USD 1430931.600000000000 1.0712118846 Long ABS-O CORP US N 2 2027-03-15 Fixed 1.140000000000 N N N N N N American Credit Acceptance Rec N/A American Credit Acceptance Receivables Trust 2021-2 025291AC9 655022.370000000000 PA USD 645210.330000000000 0.4830118879 Long ABS-O CORP US N 2 2027-07-13 Fixed .970000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162CR9 1000000.000000000000 PA USD 784217.850000000000 0.5870745192 Long DBT CORP US N 2 2040-02-21 Fixed 3.150000000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAK7 1000000.000000000000 PA USD 889501.220000000000 0.6658908632 Long DBT CORP US N 2 2026-01-30 Fixed 1.950000000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAN1 1500000.000000000000 PA USD 1499592.450000000000 1.1226121881 Long DBT CORP US N 2 2028-04-15 Fixed 6.250000000000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2021-VOLT 05609VAJ4 1000000.000000000000 PA USD 944441.100000000000 0.7070194904 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.784440000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFL8 1000000.000000000000 PA USD 968857.870000000000 0.7252981658 Long DBT CORP US N 2 2026-10-22 Fixed 4.250000000000 N N N N N N BRITISH AIR 21-1 A PPT N/A British Airways 2021-1 Class A Pass Through Trust 11042CAA8 969469.790000000000 PA USD 796724.330000000000 0.5964370142 Long DBT CORP US N 2 2035-03-15 Fixed 2.900000000000 N N N N N N BRITISH AIR 20-1 A PTT N/A British Airways 2020-1 Class A Pass Through Trust 11044MAA4 527955.160000000000 PA USD 494301.560000000000 0.3700398437 Long DBT CORP US N 2 2032-11-15 Fixed 4.250000000000 N N N N N N CLI Funding LLC 254900Z4P82YK31RVL27 CLI Funding VIII LLC 12565KAA5 1965416.690000000000 PA USD 1708391.880000000000 1.2789218475 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.640000000000 N N N N N N CPS Auto Trust N/A CPS Auto Receivables Trust 2019-C 12596UAD0 34424.650000000000 PA USD 34337.880000000000 0.0257057326 Long ABS-O CORP US N 2 2025-06-16 Fixed 3.170000000000 N N N N N N Cartiga Asset Finance Trust LL N/A Cartiga Asset Finance Trust 2023-1 LLC 14677YAA6 1424399.390000000000 PA USD 1422690.110000000000 1.0650422103 Long ABS-O CORP US N 3 2035-03-15 Fixed 7.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137FNP53 638494.000000000000 PA USD 50306.240000000000 0.0376598310 Long ABS-MBS USGSE US N 2 2049-04-15 Fixed 4.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137GAD20 105858.680000000000 PA USD 104567.350000000000 0.0782803232 Long ABS-MBS USGSE US N 2 2040-09-15 Floating 5.184430000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EJYR3 633947.340000000000 PA USD 637485.490000000000 0.4772289837 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WFB62 606666.890000000000 PA USD 572334.850000000000 0.4284564638 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WGG65 807312.600000000000 PA USD 759756.350000000000 0.5687623584 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.500000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31392WCE8 73528.920000000000 PA USD 773.110000000000 0.0005787591 Long ABS-MBS USGSE US N 2 2024-04-15 Floating 2.815570000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 Fannie Mae Interest Strip 31395Q5N6 2211492.550000000000 PA USD 97371.380000000000 0.0728933371 Long ABS-MBS USGSE US N 2 2028-09-25 Fixed 2.500000000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 Fannie Mae Interest Strip 31395Q5P1 2607496.610000000000 PA USD 124614.840000000000 0.0932881052 Long ABS-MBS USGSE US N 2 2029-05-25 Fixed 3.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DWE74 6915107.600000000000 PA USD 6898266.620000000000 5.1641218817 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31359KZP5 42845.350000000000 PA USD 359.070000000000 0.0002688039 Long ABS-MBS USGSE US N 2 2024-02-25 Floating 2.404710000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31359QF66 319267.000000000000 PA USD 12768.510000000000 0.0095586537 Long ABS-MBS USGSE US N 2 2027-09-17 Floating 3.398570000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A1UT0 2601289.370000000000 PA USD 296814.140000000000 0.2221984854 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 1.604710000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A4KR9 2892618.280000000000 PA USD 307098.580000000000 0.2298975357 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 1.104710000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A7LX8 108832.540000000000 PA USD 106212.790000000000 0.0795121185 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 5.295290000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A7NC2 1388277.530000000000 PA USD 49934.540000000000 0.0373815720 Long ABS-MBS USGSE US N 2 2041-08-25 Floating 1.254710000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A9QG6 1019985.000000000000 PA USD 172748.840000000000 0.1293217722 Long ABS-MBS USGSE US N 2 2042-11-25 Floating 1.304710000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AAKZ7 2383914.600000000000 PA USD 89130.280000000000 0.0667239547 Long ABS-MBS USGSE US N 2 2027-12-25 Fixed 3.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136ACVN8 3996191.370000000000 PA USD 485812.190000000000 0.3636846035 Long ABS-MBS USGSE US N 2 2043-03-25 Floating 1.304710000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136ACY70 331990.590000000000 PA USD 222612.470000000000 0.1666502602 Long ABS-MBS USGSE US N 2 2043-03-25 Fixed .000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136ADLH0 3000510.440000000000 PA USD 131256.430000000000 0.0982600760 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 2.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AECG0 1726545.530000000000 PA USD 152986.780000000000 0.1145276664 Long ABS-MBS USGSE US N 2 2032-11-25 Fixed 3.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AKHA4 615680.240000000000 PA USD 68138.380000000000 0.0510091764 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 5.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31396PJX0 139544.460000000000 PA USD 136148.160000000000 0.1019220814 Long ABS-MBS USGSE US N 2 2037-02-25 Floating 5.095290000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31396TUR2 710419.570000000000 PA USD 574978.010000000000 0.4304351639 Long ABS-MBS USGSE US N 2 2036-06-15 Fixed .000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AKXM0 415196.010000000000 PA USD 28360.050000000000 0.0212306602 Long ABS-MBS USGSE US N 2 2044-08-25 Floating 1.354710000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136ALZP9 291923.240000000000 PA USD 24486.640000000000 0.0183309809 Long ABS-MBS USGSE US N 2 2034-12-25 Fixed 4.500000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31397CB99 57127.200000000000 PA USD 56036.360000000000 0.0419494648 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 4.984430000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31397JZ64 26665.340000000000 PA USD 36988.220000000000 0.0276898077 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 12.386205000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AN2Z9 9420.560000000000 PA USD 4.990000000000 0.0000037356 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 4.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136ARRT7 4597473.480000000000 PA USD 300566.270000000000 0.2250073732 Long ABS-MBS USGSE US N 2 2031-03-25 Fixed 3.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31397KTJ0 134357.540000000000 PA USD 133343.650000000000 0.0998225929 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 5.274430000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 Fannie Mae Interest Strip 31397VGA9 77200.740000000000 PA USD 5687.110000000000 0.0042574361 Long ABS-MBS USGSE US N 2 2030-07-25 Fixed 4.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136ASET9 3778979.520000000000 PA USD 397056.240000000000 0.2972408766 Long ABS-MBS USGSE US N 2 2036-05-25 Fixed 3.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AUDM0 329463.330000000000 PA USD 29112.200000000000 0.0217937284 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 1.254710000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 Fannie Mae Interest Strip 31397VGB7 1019329.300000000000 PA USD 72748.680000000000 0.0544605001 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 4.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31398NZK3 1829079.150000000000 PA USD 89273.700000000000 0.0668313205 Long ABS-MBS USGSE US N 2 2030-09-25 Floating 1.854710000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XJKD4 6842812.410000000000 PA USD 6147199.810000000000 4.6018646131 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CNT7 652528.850000000000 PA USD 650328.580000000000 0.4868434688 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AUEP2 2275350.090000000000 PA USD 175437.460000000000 0.1313345042 Long ABS-MBS USGSE US N 2 2039-05-25 Floating 1.254710000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136B2KT8 421304.930000000000 PA USD 54158.240000000000 0.0405434825 Long ABS-MBS USGSE US N 2 2048-07-25 Fixed 6.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418EKT6 7814671.440000000000 PA USD 7655569.500000000000 5.7310475442 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.500000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418ELX6 3118786.080000000000 PA USD 3111591.600000000000 2.3293733272 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136B5SN6 1089587.270000000000 PA USD 128533.930000000000 0.0962219811 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 1.204710000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BDBK3 10780780.250000000000 PA USD 1063664.120000000000 0.7962712170 Long ABS-MBS USGSE US N 2 2050-05-25 Fixed 2.000000000000 N N N N N N Flagship Credit Auto Trust 549300A2KXZJ0K08VV65 Flagship Credit Auto Trust 2018-2 33844NAG5 80768.770000000000 PA USD 80688.870000000000 0.0604046179 Long ABS-O CORP US N 2 2024-09-16 Fixed 4.230000000000 N N N N N N Flagship Credit Auto Trust N/A Flagship Credit Auto Trust 2021-2 33844WAE0 1000000.000000000000 PA USD 933642.200000000000 0.6989353094 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.270000000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 Fannie Mae Interest Strip 3136FEZ39 302147.550000000000 PA USD 88702.430000000000 0.0664036612 Long ABS-MBS USGSE US N 2 2038-04-25 Fixed 5.500000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137A7SW1 461405.230000000000 PA USD 58242.400000000000 0.0436009318 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 2.415570000000 N N N N N N Flagship Credit Auto Trust N/A Flagship Credit Auto Trust 2019-2 33845WAE9 28959.950000000000 PA USD 28894.610000000000 0.0216308380 Long ABS-O CORP US N 2 2025-05-15 Fixed 3.090000000000 N N N N N N Flagship Credit Auto Trust N/A Flagship Credit Auto Trust 2020-4 33845XAC1 500000.000000000000 PA USD 479172.300000000000 0.3587139054 Long ABS-O CORP US N 2 2027-02-16 Fixed 1.280000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137AFU83 1486554.600000000000 PA USD 102713.640000000000 0.0768926145 Long ABS-MBS USGSE US N 2 2041-10-15 Floating 1.365570000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137AQUW6 1516607.610000000000 PA USD 59736.140000000000 0.0447191628 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 3.000000000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397C43 600000.000000000000 PA USD 610452.000000000000 0.4569914016 Long DBT CORP US N 2 2026-03-06 Fixed 6.950000000000 N N N N N N GS Mortgage-Backed Securities N/A GS Mortgage-Backed Securities Corp Trust 2020-PJ4 36259VAB9 484029.400000000000 PA USD 415271.090000000000 0.3108767232 Long ABS-MBS CORP US N 2 2051-01-25 Variable 3.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137ASEM2 138555.480000000000 PA USD 135717.390000000000 0.1015996021 Long ABS-MBS USGSE US N 2 2042-07-15 Floating 4.984430000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137ASST2 3178124.920000000000 PA USD 106578.420000000000 0.0797858333 Long ABS-MBS USGSE US N 2 2027-08-15 Floating 1.615570000000 N N N N N N Wells Fargo Mortgage Backed Se N/A Wells Fargo Mortgage Backed Securities 2020-4 Trust 95002VAA7 437297.030000000000 PA USD 376266.240000000000 0.2816772430 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.000000000000 N N N N N N Westlake Automobile Receivable N/A Westlake Automobile Receivables Trust 2019-2 96041LAG7 965000.000000000000 PA USD 962238.360000000000 0.7203427243 Long ABS-O CORP US N 2 2025-04-15 Fixed 4.020000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137AST38 1208488.150000000000 PA USD 108319.570000000000 0.0810892783 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 4.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137AUDU0 1980282.600000000000 PA USD 72378.140000000000 0.0541831096 Long ABS-MBS USGSE US N 2 2041-08-15 Floating 1.465570000000 N N N N N N Westlake Automobile Receivable N/A Westlake Automobile Receivables Trust 2020-1 96042KAE3 24390.820000000000 PA USD 24360.900000000000 0.0182368505 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.520000000000 N N N N N N Westlake Automobile Receivable N/A Westlake Automobile Receivables Trust 2020-3 96042QAJ9 87000.000000000000 PA USD 85490.570000000000 0.0639992258 Long ABS-O CORP US N 2 2025-11-17 Fixed 1.240000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137AURX9 1549631.400000000000 PA USD 146610.160000000000 0.1097540552 Long ABS-MBS USGSE US N 2 2032-10-15 Fixed 3.500000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137AYWR8 2435026.550000000000 PA USD 209046.060000000000 0.1564942894 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 3.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137B2TJ9 1853195.430000000000 PA USD 97326.120000000000 0.0728594549 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 3.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137B8RW9 1918565.760000000000 PA USD 201891.250000000000 0.1511381162 Long ABS-MBS USGSE US N 2 2044-03-15 Floating 1.365570000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137BAMK5 1001560.830000000000 PA USD 83081.170000000000 0.0621955212 Long ABS-MBS USGSE US N 2 2031-11-15 Fixed 4.000000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137BAWF5 996493.760000000000 PA USD 145062.290000000000 0.1085953019 Long ABS-MBS USGSE US N 2 2042-05-15 Floating 1.915570000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137BCGH5 770344.100000000000 PA USD 19682.370000000000 0.0147344490 Long ABS-MBS USGSE US N 2 2028-11-15 Fixed 2.500000000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137BKQV5 174363.820000000000 PA USD 14735.630000000000 0.0110312624 Long ABS-MBS USGSE US N 2 2043-09-15 Fixed 4.000000000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376TSC7 100182.740000000000 PA USD 100093.680000000000 0.0749312822 Long ABS-MBS USGA US N 2 2040-01-16 Floating 5.327710000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376YU41 237268.080000000000 PA USD 9504.510000000000 0.0071151857 Long ABS-MBS USGA US N 2 2034-08-16 Floating 1.822290000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38377VQW9 2790216.740000000000 PA USD 107416.370000000000 0.0804131324 Long ABS-MBS USGA US N 2 2038-02-20 Floating 1.708570000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379BXT0 92758.750000000000 PA USD 2427.960000000000 0.0018175988 Long ABS-MBS USGA US N 2 2029-05-16 Fixed 4.000000000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379VVS0 3264185.970000000000 PA USD 374903.840000000000 0.2806573347 Long ABS-MBS USGA US N 2 2044-07-20 Floating 1.488570000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379YUX4 4113069.740000000000 PA USD 64591.240000000000 0.0483537466 Long ABS-MBS USGA US N 2 2045-03-20 Variable .000000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280AP4 1000000.000000000000 PA USD 974391.050000000000 0.7294403681 Long DBT CORP GB N 2 2024-03-14 Fixed 4.250000000000 N N N N N N HERO Funding Trust N/A HERO Funding Trust 2021-1 42770AAA5 586611.290000000000 PA USD 510943.130000000000 0.3824979148 Long ABS-O CORP US N 2 2051-09-20 Fixed 2.240000000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2020-7 46591XAC9 323241.060000000000 PA USD 278128.340000000000 0.2082100802 Long ABS-MBS CORP US N 2 2051-01-25 Variable 3.000000000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2014-IVR3 46643BAN1 160522.490000000000 PA USD 157926.040000000000 0.1182252534 Long ABS-MBS CORP US N 2 2044-09-25 Variable 3.166564000000 N N N N N N Oasis Securitisation N/A Libra Solutions 2023-1 LLC 53161DAA3 1487568.630000000000 PA USD 1484726.480000000000 1.1114833517 Long ABS-O CORP US N 2 2035-02-15 Fixed 7.000000000000 N N N N N N Life Financial Services Trust N/A Life 2021-BMR Mortgage Trust 53218CAE0 982970.150000000000 PA USD 935453.860000000000 0.7002915390 Long ABS-MBS CORP US N 2 2038-03-15 Floating 6.041480000000 N N N N N N MVW Owner Trust N/A MVW 2021-1W LLC 55389TAB7 253057.600000000000 PA USD 231088.580000000000 0.1729955739 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.440000000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GEW5 1000000.000000000000 PA USD 965693.960000000000 0.7229296263 Long DBT CORP US N 2 2025-03-21 Fixed 2.800000000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GFP9 1000000.000000000000 PA USD 1009486.530000000000 0.7557132489 Long DBT CORP US N 2 2033-03-28 Fixed 5.150000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174467Y9 1000000.000000000000 PA USD 974847.180000000000 0.7297818323 Long DBT CORP US N 2 2026-09-08 Fixed 4.350000000000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 MSILF Government Portfolio 61747C707 10707380.960000000000 NS USD 10707380.960000000000 8.0156687698 Long STIV RF US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEF8 1000000.000000000000 PA USD 759825.680000000000 0.5688142597 Long DBT CORP US N 2 2036-09-16 Variable 2.484000000000 N N N N N N New York City Tax Lien N/A Nyctl 2021-A Trust 62955UAA6 321276.540000000000 PA USD 309313.810000000000 0.2315558824 Long ABS-O CORP US N 2 2034-11-10 Fixed 2.100000000000 N N N N N N Navigator Aircraft ABS LLC N/A Navigator Aircraft ABS Ltd 63943BAA1 2128645.840000000000 PA USD 1843295.760000000000 1.3799124466 Long ABS-O CORP US N 2 2046-11-15 Variable 2.771000000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 New York Life Insurance Co 64952GAE8 1000000.000000000000 PA USD 1055692.060000000000 0.7903032410 Long DBT CORP US N 2 2033-05-15 Fixed 5.875000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBZ7 1000000.000000000000 PA USD 771206.810000000000 0.5773343047 Long DBT CORP US N 2 2041-03-25 Fixed 3.650000000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475AK1 1120000.000000000000 PA USD 1108690.760000000000 0.8299786786 Long EP CORP US N 2 N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 PacifiCorp 695114CZ9 1000000.000000000000 PA USD 1021835.520000000000 0.7649578451 Long DBT CORP US N 2 2053-12-01 Fixed 5.350000000000 N N N N N N Progress Residential Trust N/A Progress Residential 2021-SFR1 74331FAE1 500000.000000000000 PA USD 438182.400000000000 0.3280283939 Long ABS-O CORP US N 2 2038-04-17 Fixed 1.555000000000 N N N N N N Woodward Capital Management N/A RCKT Mortgage Trust 2021-6 74939KAA4 1821234.220000000000 PA USD 1482514.710000000000 1.1098275952 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.500000000000 N N N N N N 2023-05-26 Professionally Managed Portfolios /s/ Jennifer Smith Jennifer Smith Assistant Treasurer