0001752724-23-037821.txt : 20230224
0001752724-23-037821.hdr.sgml : 20230224
20230224102234
ACCESSION NUMBER: 0001752724-23-037821
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230224
DATE AS OF CHANGE: 20230224
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MFS VARIABLE INSURANCE TRUST
CENTRAL INDEX KEY: 0000918571
IRS NUMBER: 043226600
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08326
FILM NUMBER: 23663367
BUSINESS ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 21ST FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 18006372929
MAIL ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 21ST FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
0000918571
S000002666
MFS Total Return Bond Series
C000007302
Initial Class
C000007303
Service Class
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000918571
XXXXXXXX
S000002666
C000007303
C000007302
MFS VARIABLE INSURANCE TRUST
811-08326
0000918571
4GB90YGNINHU70MFQX13
111 HUNTINGTON AVENUE
BOSTON
02199
617-954-5000
MFS Total Return Bond Series
S000002666
OBXD0C7FWK5N6XF1PG71
2022-12-31
2022-12-31
N
1553384520.55
21332020.19
1532052500.36
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
20074667.75000000
0.00000000
0.00000000
850235.99000000
USD
N
BBG Barc US Aggregate Index
LBSTRUU
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414GEH8
16150.42000000
PA
USD
16672.26000000
0.001088230331
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLE4
423860.27000000
PA
USD
389464.54000000
0.025421096203
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4Y5
336858.83000000
PA
USD
285679.03000000
0.018646817255
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EM1
2633000.00000000
PA
USD
2413885.37000000
0.157558919778
Long
DBT
CORP
AU
N
2
2030-02-04
Fixed
2.89000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E2LH6
563631.72000000
PA
USD
527595.08000000
0.034437141016
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXK1
1587674.76000000
PA
USD
1476958.21000000
0.096403890183
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBH8
4789000.00000000
PA
USD
3809837.52000000
0.248675389329
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
5458000.00000000
PA
USD
5242499.66000000
0.342187990213
Long
DBT
CORP
FR
Y
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AQD87
172966.34000000
PA
USD
146841.79000000
0.009584644779
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
31418ECG3
2290091.94000000
PA
USD
1930368.76000000
0.125998864891
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
3936000.00000000
PA
USD
2827180.90000000
0.184535510325
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L6HF1
878184.58000000
PA
USD
842104.45000000
0.054965769763
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BU7
8031000.00000000
PA
USD
6334855.21000000
0.413488128410
Long
DBT
CORP
JP
N
2
2030-07-17
Fixed
2.05000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BFXT3
2784000.00000000
PA
USD
2669519.97000000
0.174244679563
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Fixed
2.67000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AFX22
172630.20000000
PA
USD
146657.39000000
0.009572608638
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAD3
5681000.00000000
PA
USD
5567834.82000000
0.363423239000
Long
DBT
CORP
KY
Y
2
2024-05-15
Fixed
5.25000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CG2
2141000.00000000
PA
USD
1666330.86000000
0.108764605626
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
4.63000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
04273WAC5
4838000.00000000
PA
USD
3814431.31000000
0.248975234798
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXJN1
7155.14000000
PA
USD
7414.06000000
0.000483929891
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQ7L0
162482.71000000
PA
USD
156040.47000000
0.010185060235
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
4.00000000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
000000000
2568000.00000000
PA
USD
1980231.72000000
0.129253515759
Long
DBT
CORP
KY
N
2
2030-10-28
Fixed
3.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133GHAQ4
121981.47000000
PA
USD
108790.74000000
0.007100979892
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
5875000.00000000
PA
USD
4787681.85000000
0.312501160950
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410K5X8
804.05000000
PA
USD
798.69000000
0.000052132025
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
5.50000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2C7
1268000.00000000
PA
USD
1036906.19000000
0.067680852304
Long
DBT
CORP
IN
Y
2
2031-02-10
Fixed
2.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WNE4
3213361.39000000
PA
USD
2789232.13000000
0.182058521450
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
N
N
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AK9
9122000.00000000
PA
USD
8197733.05000000
0.535081731733
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
3.15000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya 2012-4 Ltd
92916GBG8
828265.00000000
PA
USD
754491.44000000
0.049247100854
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
6.03000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
2079000.00000000
PA
USD
1946767.49000000
0.127069241396
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2019-FL2 Ltd
03880VAC4
980500.00000000
PA
USD
965168.90000000
0.062998422036
Long
ABS-CBDO
CORP
KY
Y
2
2034-09-15
Floating
5.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRF3
499892.20000000
PA
USD
463747.37000000
0.030269678740
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
3.00000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAT9
3066000.00000000
PA
USD
3062513.84000000
0.199896141893
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413ECY9
19616.24000000
PA
USD
20450.32000000
0.001334831541
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
31415QB88
61800.47000000
PA
USD
63307.08000000
0.004132174320
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
3140MHS42
1043324.71000000
PA
USD
889480.37000000
0.058058086768
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QT35
375964.75000000
PA
USD
343184.59000000
0.022400315258
Long
ABS-MBS
USGA
US
N
2
2044-11-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FUF1
209503.88000000
PA
USD
208454.05000000
0.013606194954
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
2290000.00000000
PA
USD
2078246.13000000
0.135651103960
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.51000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378CP92
146166.16000000
PA
USD
142615.39000000
0.009308779559
Long
ABS-MBS
USGA
US
N
2
2041-09-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E0X91
1034802.60000000
PA
USD
993780.49000000
0.064865955296
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AW1
2985000.00000000
PA
USD
3116691.36000000
0.203432412353
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
5.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEQ2
587165.90000000
PA
USD
533607.74000000
0.034829598846
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329NY69
270212.68000000
PA
USD
240202.62000000
0.015678484904
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9K38
76476.65000000
PA
USD
64808.42000000
0.004230169657
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B36J2
2646920.08000000
PA
USD
2638308.06000000
0.172207418438
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
Variable
3.32000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
9700000.00000000
PA
USD
6638058.62000000
0.433278795500
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-PC1 Mortgage Trust
12593GAF9
2888848.00000000
PA
USD
2767535.45000000
0.180642337605
Long
ABS-MBS
CORP
US
N
2
2050-07-10
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417SBP4
49182.32000000
PA
USD
49716.27000000
0.003245076130
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417MLN1
36105.32000000
PA
USD
36315.81000000
0.002370402449
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
9824000.00000000
PA
USD
7984864.58000000
0.521187399134
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398T7G0
177496.28000000
PA
USD
171158.51000000
0.011171843651
Long
ABS-MBS
USGSE
US
N
2
2040-10-25
Fixed
4.00000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVP5
1679188.34000000
PA
USD
1526721.57000000
0.099652039968
Long
ABS-O
USGA
US
N
2
2033-06-01
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LDH9
5815.41000000
PA
USD
5995.57000000
0.000391342333
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W7K8
1825282.95000000
PA
USD
1625286.04000000
0.106085531639
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBJ8
3660109.71000000
PA
USD
3085198.97000000
0.201376843761
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K4M49
141911.32000000
PA
USD
122625.08000000
0.008003973752
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7XB7
48069.63000000
PA
USD
48756.83000000
0.003182451645
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
5.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAH5
1508000.00000000
PA
USD
1189161.06000000
0.077618819180
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KC2N6
1941.76000000
PA
USD
1972.95000000
0.000128778223
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.00000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAQ6
4694000.00000000
PA
USD
3412380.38000000
0.222732600821
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
5.14000000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AD9
2562000.00000000
PA
USD
2409291.53000000
0.157259071045
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
6096000.00000000
PA
USD
5882640.00000000
0.383971175832
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
6.10000000
N
N
N
N
N
N
MACQUARIE BANK LONDON
549300MPRNPO6FWNKN78
Macquarie Bank Ltd/London
556079AB7
4694000.00000000
PA
USD
4045557.56000000
0.264061287654
Long
DBT
CORP
AU
Y
2
2027-03-08
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414GJE0
12388.06000000
PA
USD
12796.21000000
0.000835233126
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
6.00000000
N
N
N
N
N
N
CLNC 2019-FL1, Ltd
N/A
CLNC 2019-FL1 Ltd
12565DAG8
3006500.00000000
PA
USD
2800655.47000000
0.182804144723
Long
ABS-CBDO
CORP
KY
Y
2
2035-08-20
Floating
6.84000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2019-CRE3 Trust
00217LAE2
2569500.00000000
PA
USD
2468035.58000000
0.161093407661
Long
ABS-CBDO
CORP
US
Y
2
2036-09-14
Floating
5.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413HHT8
22477.23000000
PA
USD
23020.66000000
0.001502602554
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5BK8
86916.25000000
PA
USD
81104.83000000
0.005293867539
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QYZ8
5185.18000000
PA
USD
5356.57000000
0.000349633579
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9T51
196802.95000000
PA
USD
189210.11000000
0.012350106145
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJS7
192977.18000000
PA
USD
174471.79000000
0.011388107780
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
3128M4GZ0
22963.23000000
PA
USD
23704.18000000
0.001547217213
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LDU3
323994.47000000
PA
USD
321185.70000000
0.020964405588
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CK8
6586000.00000000
PA
USD
5083357.47000000
0.331800474775
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KA79
256266.66000000
PA
USD
265318.83000000
0.017317868019
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAC9
3100000.00000000
PA
USD
2558012.03000000
0.166966342824
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CQ0
6176000.00000000
PA
USD
4893816.94000000
0.319428801483
Long
DBT
CORP
GB
N
2
2031-03-09
Fixed
4.70000000
N
N
N
N
N
N
Parallel Ltd
549300IVH7GEF68EFD31
Parallel 2015-1 Ltd
69915VAS9
1680000.00000000
PA
USD
1658880.72000000
0.108278320724
Long
ABS-CBDO
CORP
KY
Y
2
2027-07-20
Floating
5.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EWZG3
15706.66000000
PA
USD
15034.71000000
0.000981344307
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KQBE5
44785.46000000
PA
USD
39307.67000000
0.002565686880
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AZ3
2504000.00000000
PA
USD
2105742.68000000
0.137445856424
Long
DBT
CORP
GB
Y
2
2028-03-17
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417G5A0
815255.72000000
PA
USD
761741.86000000
0.049720349649
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
31416RPD9
411954.41000000
PA
USD
407746.81000000
0.026614414969
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYWE5
2493812.13000000
PA
USD
2102108.76000000
0.137208663508
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MNA48
119806.51000000
PA
USD
101563.37000000
0.006629235615
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2
590219AE1
50625.28000000
PA
USD
48865.00000000
0.003189512108
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
3.67000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWF65
2075000.00000000
PA
USD
2080569.57000000
0.135802759338
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
3219000.00000000
PA
USD
2366822.22000000
0.154487017869
Long
DBT
CORP
US
Y
2
2035-11-15
Fixed
3.14000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LK35
424923.97000000
PA
USD
407885.96000000
0.026623497556
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
4.00000000
N
N
N
N
N
N
School District of Philadelphia/The
254900HSKDHZKBZCUL90
PHILADELPHIA PA SCH DIST
717883TZ5
2195000.00000000
PA
USD
2427760.21000000
0.158464557149
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
6.77000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AHAA5
901332.75000000
PA
USD
765728.57000000
0.049980569844
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FV94
249336.42000000
PA
USD
248848.82000000
0.016242838932
Long
ABS-MBS
USGA
US
N
2
2041-08-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410SNU7
29206.36000000
PA
USD
29650.69000000
0.001935357306
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.00000000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd.
N/A
LoanCore 2019-CRE2 Issuer Ltd
53946JAJ3
1121500.00000000
PA
USD
1092895.02000000
0.071335350436
Long
ABS-CBDO
CORP
KY
Y
2
2036-05-15
Floating
6.77000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDY67
1890118.90000000
PA
USD
1609215.29000000
0.105036563017
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MQQ6
409997.31000000
PA
USD
396080.82000000
0.025852953466
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
4.00000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABE6
6221000.00000000
PA
USD
3955250.09000000
0.258166746183
Long
DBT
CORP
US
Y
2
2029-02-15
None
0.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
3558000.00000000
PA
USD
2604828.02000000
0.170022112126
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
2315000.00000000
PA
USD
2137127.53000000
0.139494405674
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAU3
1311000.00000000
PA
USD
1239950.36000000
0.080933934033
Long
DBT
CORP
JP
Y
2
2024-03-25
Fixed
0.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411LSY8
4303.19000000
PA
USD
4492.44000000
0.000293230160
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
3140MHS34
2381756.12000000
PA
USD
2033938.77000000
0.132759077741
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MRLS4
156728.23000000
PA
USD
132863.07000000
0.008672226961
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-C42
95001GAE3
3970000.00000000
PA
USD
3651236.00000000
0.238323164456
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.59000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
3943000.00000000
PA
USD
3638994.70000000
0.237524151368
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.88000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AV6
2687000.00000000
PA
USD
2185012.03000000
0.142619918670
Long
DBT
CORP
FR
Y
2
2038-09-21
Fixed
4.88000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCV4
2647000.00000000
PA
USD
2356318.61000000
0.153801427134
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5GP4
196404.15000000
PA
USD
175465.53000000
0.011452971093
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413B3D1
14853.79000000
PA
USD
15131.95000000
0.000987691348
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6.00000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAA1
593000.00000000
PA
USD
542627.47000000
0.035418333893
Long
DBT
CORP
US
Y
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409CA70
33069.87000000
PA
USD
33783.02000000
0.002205082397
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
6.00000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAN3
5334000.00000000
PA
USD
4080948.45000000
0.266371318805
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBV2
3219000.00000000
PA
USD
2808143.77000000
0.183292920401
Long
DBT
CORP
US
Y
2
2037-05-15
Fixed
4.93000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297TE33
4404.92000000
PA
USD
4461.02000000
0.000291179316
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENAA7
1206168.02000000
PA
USD
1195709.93000000
0.078046276463
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KLC59
822930.46000000
PA
USD
697067.45000000
0.045498927082
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AF9
3801000.00000000
PA
USD
2966637.40000000
0.193638103087
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ALND2
48784.23000000
PA
USD
48079.23000000
0.003138223395
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
4.50000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
4965000.00000000
PA
USD
4724296.80000000
0.308363897378
Long
DBT
CORP
N/A
Y
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
2376000.00000000
PA
USD
2129257.53000000
0.138980715706
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296V7L6
180737.66000000
PA
USD
179577.58000000
0.011721372469
Long
ABS-MBS
USGA
US
N
2
2039-04-15
Fixed
4.50000000
N
N
N
N
N
N
PFP III
N/A
PFP 2021-8 Ltd
69357XAJ0
3737500.00000000
PA
USD
3480089.41000000
0.227152098846
Long
ABS-CBDO
CORP
KY
Y
2
2037-08-09
Floating
6.48000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CUG6
309409.85000000
PA
USD
286437.84000000
0.018696346237
Long
ABS-O
USGA
US
N
2
2031-09-01
Fixed
2.85000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd.
N/A
LoanCore 2018-CRE1 Issuer Ltd
53946MAG2
2340000.00000000
PA
USD
2246568.48000000
0.146637826019
Long
ABS-CBDO
CORP
KY
Y
2
2028-05-15
Floating
6.87000000
N
N
N
N
N
N
PFP III
N/A
PFP 2021-7 Ltd
69290LAG2
1640418.14000000
PA
USD
1522121.03000000
0.099351753914
Long
ABS-CBDO
CORP
KY
Y
2
2038-04-14
Floating
5.98000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAV8
2576000.00000000
PA
USD
2400324.19000000
0.156673755594
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XVRK3
233229.54000000
PA
USD
216406.31000000
0.014125254189
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BLD8
1156994.82000000
PA
USD
1196192.47000000
0.078077772773
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290V3K8
58262.46000000
PA
USD
59102.95000000
0.003857762706
Long
ABS-MBS
USGA
US
N
2
2034-09-15
Fixed
5.50000000
N
N
N
N
N
N
Bayview Financial Revolving Mortgage Loan Trust
N/A
Bayview Financial Revolving Asset Trust 2005-E
073250BW1
27664.43000000
PA
USD
34000.39000000
0.002219270553
Long
ABS-MBS
CORP
US
Y
2
2040-12-28
Floating
5.99000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd
03880RAG4
3443500.00000000
PA
USD
3168388.11000000
0.206806758205
Long
ABS-CBDO
CORP
KY
Y
2
2036-11-15
Floating
6.62000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDZ3
204116.63000000
PA
USD
179228.76000000
0.011698604320
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2005-1
59020UVM4
76620.41000000
PA
USD
67109.49000000
0.004380364901
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KHW31
432342.27000000
PA
USD
374529.19000000
0.024446237313
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CM9
3251000.00000000
PA
USD
2588472.70000000
0.168954569075
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
4.38000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CV1
1429000.00000000
PA
USD
954403.58000000
0.062295748988
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBW4
5611000.00000000
PA
USD
4978777.21000000
0.324974320973
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
4.74000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 2022-FL8 Ltd
55284JAG4
2433741.00000000
PA
USD
2250486.39000000
0.146893555506
Long
ABS-CBDO
CORP
KY
Y
2
2037-02-19
Floating
6.03000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT 2021-FL7 Issuer Ltd
05602CAJ3
952500.00000000
PA
USD
880319.55000000
0.057460142507
Long
ABS-CBDO
CORP
KY
Y
2
2038-12-15
Floating
7.07000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQYH2
799999.56000000
PA
USD
812324.86000000
0.053021998907
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414TCF6
1973.27000000
PA
USD
1965.68000000
0.000128303697
Long
ABS-MBS
USGSE
US
N
2
2023-06-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329QWH0
207349.52000000
PA
USD
190809.35000000
0.012454491602
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404JT88
33593.00000000
PA
USD
34305.11000000
0.002239160211
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412XZL1
1765.85000000
PA
USD
1801.74000000
0.000117603019
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BP1
5158000.00000000
PA
USD
4535274.66000000
0.296026060395
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.63000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd.
N/A
LoanCore 2019-CRE3 Issuer Ltd
53947DAG1
1836900.01000000
PA
USD
1801885.02000000
0.117612485184
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
6.27000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AMF80
116090.24000000
PA
USD
115349.17000000
0.007529061175
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFN6
70000000.00000000
PA
USD
69641796.70000000
4.545653408328
Long
DBT
UST
US
N
2
2024-09-30
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECH1
1840960.45000000
PA
USD
1600922.70000000
0.104495289790
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.50000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAK7
3824000.00000000
PA
USD
3553897.00000000
0.231969661559
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
Cutwater Ltd
N/A
Cutwater 2015-I Ltd
23222LAQ0
10770000.00000000
PA
USD
10551228.99000000
0.688698917793
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-15
Floating
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371MEQ6
5548.23000000
PA
USD
5740.77000000
0.000374711049
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMQA5
2555026.13000000
PA
USD
2344186.04000000
0.153009511061
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BHDT0
697792.08000000
PA
USD
688142.12000000
0.044916353704
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AZ2
3356000.00000000
PA
USD
2956084.04000000
0.192949265074
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BF9
3330000.00000000
PA
USD
2770105.46000000
0.180810087079
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF 2021-FL1 Issuer Ltd
055731AE3
4380500.00000000
PA
USD
4120929.09000000
0.268980931726
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-15
Floating
6.12000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XNE2
675000.00000000
PA
USD
654871.42000000
0.042744711414
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312934RV6
57090.17000000
PA
USD
57965.75000000
0.003783535485
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
5.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAX3
635000.00000000
PA
USD
541908.74000000
0.035371421010
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.38000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR23
000000000
816.00000000
NC
USD
-1762328.01000000
-0.11503052340
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNH3 Comdty
2023-03-22
111361328.01000000
USD
-1762328.01000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLS2
4108570.64000000
PA
USD
3824963.12000000
0.249662666201
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDR9
7600000.00000000
PA
USD
7305607.84000000
0.476851011194
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.75000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CD1
6129000.00000000
PA
USD
4751728.26000000
0.310154401293
Long
DBT
CORP
CA
Y
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415QRR9
1583.88000000
PA
USD
1592.88000000
0.000103970327
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371M7K7
20797.43000000
PA
USD
21712.18000000
0.001417195559
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6B33
986306.69000000
PA
USD
879642.16000000
0.057415927965
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.00000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAB7
1533000.00000000
PA
USD
1212763.98000000
0.079159426959
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.95000000
N
N
N
N
N
N
ALLIED WORLD ASSURANCE
549300E2X3MLXVVR4T40
Allied World Assurance Co Holdings Ltd
01959EAC2
6835000.00000000
PA
USD
6544911.66000000
0.427198915080
Long
DBT
CORP
BM
N
2
2025-10-29
Fixed
4.35000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd
03880WAG3
3529000.00000000
PA
USD
3386509.57000000
0.221043963519
Long
ABS-CBDO
CORP
KY
Y
2
2035-02-15
Floating
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MSK61
219611.25000000
PA
USD
192812.38000000
0.012585233205
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200J6N5
25818.54000000
PA
USD
26256.11000000
0.001713786570
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MKFU1
1985406.85000000
PA
USD
1742414.81000000
0.113730750714
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JJF6
934.77000000
PA
USD
973.43000000
0.000063537639
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJGN7
60739.01000000
PA
USD
5413.85000000
0.000353372354
Long
ABS-MBS
USGSE
US
N
2
2040-12-15
Fixed
4.50000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DD4
5303000.00000000
PA
USD
4282361.29000000
0.279517920501
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFLN9
1692982.69000000
PA
USD
1504797.08000000
0.098220986529
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FPG5
264280.79000000
PA
USD
263763.99000000
0.017216380635
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H052611
3175000.00000000
PA
USD
3192753.33000000
0.208397122765
Long
ABS-MBS
USGA
US
N
2
2053-01-23
Fixed
5.50000000
N
N
N
N
N
N
Securitized Term Auto Receivables Trust
549300DC604TIE09UO03
Securitized Term Auto Loan Receivables Trust 2019-CRT
81379MAC8
374599.92000000
PA
USD
372272.04000000
0.024298908811
Long
ABS-O
CORP
CA
Y
2
2026-03-25
Fixed
2.85000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AF8
3943000.00000000
PA
USD
3200627.38000000
0.208911077084
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DBX6
4322.89000000
PA
USD
4477.37000000
0.000292246512
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.50000000
N
N
N
N
N
N
Race Point CLO Ltd
5493008ABAJEYBWITR69
Race Point VIII CLO Ltd
74982LAY6
3506066.38000000
PA
USD
3456069.87000000
0.225584297482
Long
ABS-CBDO
CORP
KY
Y
2
2030-02-20
Floating
5.72000000
N
N
N
N
N
N
VOYA CLO LTD
N/A
Voya 2012-4 Ltd
92916GBF0
1957793.00000000
PA
USD
1859408.03000000
0.121367122181
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
5.53000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYB2
964237.67000000
PA
USD
787307.21000000
0.051389048992
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Acres PLC
N/A
ACRES Commercial Realty 2021-FL2 Ltd
00500JAG8
3129000.00000000
PA
USD
2899926.85000000
0.189283777763
Long
ABS-CBDO
CORP
KY
Y
2
2037-01-15
Floating
6.98000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295PW99
22211.18000000
PA
USD
22987.92000000
0.001500465551
Long
ABS-MBS
USGA
US
N
2
2038-01-15
Fixed
6.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
3589000.00000000
PA
USD
2863061.98000000
0.186877537116
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.47000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAU5
146000.00000000
PA
USD
94925.28000000
0.006195954771
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJF8
2932069.77000000
PA
USD
2891521.39000000
0.188735137295
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR23
000000000
-464.00000000
NC
USD
669017.36000000
0.043668044002
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYH3 Comdty
2023-03-22
-55551517.36000000
USD
669017.36000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412QSX8
21866.02000000
PA
USD
22153.76000000
0.001446018331
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.00000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAL9
4734000.00000000
PA
USD
4551317.54000000
0.297073209888
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
3843000.00000000
PA
USD
3790473.07000000
0.247411434602
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296YCL4
49811.97000000
PA
USD
49492.39000000
0.003230463054
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8FJ5
961411.00000000
PA
USD
892837.34000000
0.058277202627
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419JSM1
1566492.19000000
PA
USD
1504400.09000000
0.098195074231
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CP2
2447000.00000000
PA
USD
2116541.58000000
0.138150721303
Long
DBT
CORP
GB
N
2
2026-03-09
Fixed
4.00000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP 2021-FL1 Ltd
12546JAG9
1249000.00000000
PA
USD
1155764.52000000
0.075438963072
Long
ABS-CBDO
CORP
KY
Y
2
2038-02-15
Floating
6.54000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAL3
1291000.00000000
PA
USD
1023221.53000000
0.066787628345
Long
DBT
CORP
US
Y
2
2052-04-05
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A9RJ7
77362.27000000
PA
USD
12714.55000000
0.000829903022
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGK60
25001.90000000
PA
USD
26028.65000000
0.001698939820
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
6.00000000
N
N
N
N
N
N
ADVENTIST HEALTH SYS/W
5493008YM33UCY5QPW83
Adventist Health System/West
007944AH4
4476000.00000000
PA
USD
4408684.85000000
0.287763301124
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
5.43000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BB5
3434000.00000000
PA
USD
3082997.60000000
0.201233156127
Long
DBT
CORP
GB
Y
2
2029-03-16
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K4M64
395539.45000000
PA
USD
340050.01000000
0.022195715219
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CPL1
2881.16000000
PA
USD
2822.93000000
0.000184258045
Long
ABS-O
USGA
US
N
2
2025-04-01
Fixed
5.11000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WJEF4
2142910.34000000
PA
USD
1990195.94000000
0.129903899476
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F2Z7
17672.47000000
PA
USD
18449.87000000
0.001204258339
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412QXG9
47438.36000000
PA
USD
48037.88000000
0.003135524401
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GETS9
73018.75000000
PA
USD
72467.13000000
0.004730068322
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.50000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAD6
4555000.00000000
PA
USD
3963305.50000000
0.258692538217
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd.
N/A
LoanCore 2019-CRE3 Issuer Ltd
53947DAC0
1329136.89000000
PA
USD
1323224.89000000
0.086369422045
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
5.69000000
N
N
N
N
N
N
Village of Bridgeview IL
N/A
BRIDGEVIEW IL
108555GF4
610000.00000000
PA
USD
588506.59000000
0.038412951896
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
5.06000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BZ3
6129000.00000000
PA
USD
4995545.46000000
0.326068816755
Long
DBT
CORP
CA
Y
2
2042-03-15
Fixed
4.50000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2021-3
22535GAC6
523000.00000000
PA
USD
471524.09000000
0.030777280144
Long
ABS-O
CORP
US
Y
2
2030-09-16
Fixed
1.63000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-4
35563PML0
603571.87000000
PA
USD
559167.57000000
0.036497937888
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENEK1
811906.94000000
PA
USD
804867.31000000
0.052535230340
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
3138ERQU7
484981.25000000
PA
USD
463939.94000000
0.030282248153
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP2
46625YNY5
13512.83000000
PA
USD
10995.53000000
0.000717699295
Long
ABS-MBS
CORP
US
Y
2
2042-07-15
Variable
5.64000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296YGA4
30431.96000000
PA
USD
30032.32000000
0.001960267026
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
4.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300D5DIOOMKWXVZ20
Csail 2015-C2 Commercial Mortgage Trust
12634NAT5
2695346.00000000
PA
USD
2557641.85000000
0.166942180466
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Fixed
3.50000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
1506000.00000000
PA
USD
1276238.86000000
0.083302553907
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECZ1
2781800.51000000
PA
USD
2419075.23000000
0.157897671876
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
2.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
2763000.00000000
PA
USD
2160004.98000000
0.140987660637
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd.
N/A
LoanCore 2021-CRE6 Issuer Ltd
53948HAE6
9970000.00000000
PA
USD
9298081.82000000
0.606903602703
Long
ABS-CBDO
CORP
KY
Y
2
2038-11-15
Floating
6.22000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAS3
6276000.00000000
PA
USD
4475134.18000000
0.292100576119
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.58000000
N
N
N
N
N
N
Oaktree CLO Ltd
549300BJ8TRWJ20BLC43
Oaktree CLO 2019-1 Ltd
67401XAN1
5744568.00000000
PA
USD
5369396.01000000
0.350470757936
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-22
Floating
6.67000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGA2
1067009.49000000
PA
USD
977275.74000000
0.063788658663
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECY4
3823046.34000000
PA
USD
3222584.80000000
0.210344279927
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K4M72
281215.51000000
PA
USD
240595.00000000
0.015704096298
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414JRK1
43407.85000000
PA
USD
45014.26000000
0.002938166935
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.50000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABM8
5511320.93000000
PA
USD
1398530.75000000
0.091284779710
Long
DBT
CORP
US
Y
2
2043-02-15
None
0.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
2675000.00000000
PA
USD
2514422.37000000
0.164121162258
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
INDOFOOD CBP SUKSES MAKM
254900YKZW9GRKZZN285
Indofood CBP Sukses Makmur Tbk PT
000000000
5223000.00000000
PA
USD
4258392.65000000
0.277953441477
Long
DBT
CORP
ID
N
2
2032-04-27
Fixed
3.54000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2019-FL4 LTD
05492KAA7
96777.20000000
PA
USD
96777.20000000
0.006316833135
Long
ABS-CBDO
CORP
KY
Y
2
2036-08-15
Floating
5.43000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-2
35563PKJ7
345312.17000000
PA
USD
314195.50000000
0.020508141850
Long
ABS-MBS
USGSE
US
N
2
2058-08-25
Fixed
3.50000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd
03881CAG6
905000.00000000
PA
USD
844013.86000000
0.055090400609
Long
ABS-CBDO
CORP
KY
Y
2
2035-12-15
Floating
6.27000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XHW9
3958748.72000000
PA
USD
3637494.16000000
0.237426208249
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKNN4
5058470.98000000
PA
USD
4288297.02000000
0.279905356963
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
3995000.00000000
PA
USD
3296713.95000000
0.215182831477
Long
DBT
CORP
US
Y
2
2030-07-01
Fixed
4.13000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
4905000.00000000
PA
USD
4078245.28000000
0.266194877723
Long
DBT
CORP
NL
Y
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KGB4
208752.95000000
PA
USD
215868.37000000
0.014090141816
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.50000000
N
N
N
N
N
N
Starwood Commercial Mortgage Trust
N/A
STWD 2022-FL3 Ltd
78485KAJ4
2632000.00000000
PA
USD
2442250.70000000
0.159410379176
Long
ABS-O
CORP
KY
Y
2
2038-11-15
Floating
6.01000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDH3
21997876.30000000
PA
USD
17910559.57000000
1.169056515086
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C6S5
31290.60000000
PA
USD
32360.73000000
0.002112246805
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
3138ER5E6
137056.20000000
PA
USD
131619.74000000
0.008591072431
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QHNG6
1763658.39000000
PA
USD
1493944.21000000
0.097512598925
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY DOM HOLD
549300RJIC678ZPVWG08
Morgan Stanley Domestic Holdings Inc
269246BQ6
5272000.00000000
PA
USD
4959699.90000000
0.323729108423
Long
DBT
CORP
US
N
2
2027-08-24
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KE42
29424.26000000
PA
USD
30718.84000000
0.002005077501
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415VYC3
30842.20000000
PA
USD
31716.74000000
0.002070212345
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
6.00000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AV5
2708000.00000000
PA
USD
2255695.60000000
0.147233570616
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
5.20000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
3680000.00000000
PA
USD
2962973.71000000
0.193398967026
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
2622000.00000000
PA
USD
2334681.34000000
0.152389121094
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
3177000.00000000
PA
USD
3113780.81000000
0.203242435182
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHV5
183441.47000000
PA
USD
155378.49000000
0.010141851533
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6K49
7786.02000000
PA
USD
7916.54000000
0.000516727722
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ35
1810605.67000000
PA
USD
1589339.23000000
0.103739214526
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
3.00000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAP6
2615000.00000000
PA
USD
2099148.63000000
0.137015450156
Long
DBT
CORP
KY
Y
2
2028-02-21
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XF4U2
696465.66000000
PA
USD
590856.54000000
0.038566337632
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36241LLT1
29803.98000000
PA
USD
31014.12000000
0.002024350992
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DD97
333084.97000000
PA
USD
344644.40000000
0.022495599851
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
3128M4XV0
16288.92000000
PA
USD
16910.04000000
0.001103750687
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDYN0
1576589.18000000
PA
USD
1346240.70000000
0.087871708031
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNDQ3
640754.74000000
PA
USD
543856.18000000
0.035498534147
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PRZ51
18967.07000000
PA
USD
18702.96000000
0.001220778008
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X13A2
610081.77000000
PA
USD
570796.76000000
0.037256997385
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AM9
2429000.00000000
PA
USD
1602654.20000000
0.104608308111
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGSS4
98550.11000000
PA
USD
91464.50000000
0.005970063034
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A2AX7
511789.04000000
PA
USD
484864.97000000
0.031648064925
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
31297CWY2
14552.88000000
PA
USD
14902.46000000
0.000972712096
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
6323000.00000000
PA
USD
5164904.36000000
0.337123196416
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.95000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
4581000.00000000
PA
USD
4181954.22000000
0.272964158801
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L1Y58
242002.95000000
PA
USD
198619.69000000
0.012964287447
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLH0
413294.44000000
PA
USD
391030.02000000
0.025523278080
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQ5E8
1242663.99000000
PA
USD
1231889.30000000
0.080407773213
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED98
1776474.38000000
PA
USD
1579977.57000000
0.103128161053
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312943ZX4
143441.09000000
PA
USD
137906.96000000
0.009001451318
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
31381TQQ6
318665.94000000
PA
USD
311328.80000000
0.020321026852
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.95000000
N
N
N
N
N
N
Securitized Term Auto Receivables Trust
549300DC604TIE09UO03
Securitized Term Auto Loan Receivables Trust 2019-CRT
81379MAB0
314121.07000000
PA
USD
311985.24000000
0.020363873948
Long
ABS-O
CORP
CA
Y
2
2026-03-25
Fixed
2.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213FTG8
454114.84000000
PA
USD
473791.73000000
0.030925293349
Long
ABS-MBS
USGA
US
N
2
2033-05-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDR1
4838574.25000000
PA
USD
4097773.24000000
0.267469505061
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410K6E9
4608.56000000
PA
USD
4634.75000000
0.000302519006
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
5.00000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABG1
2145000.00000000
PA
USD
1175980.83000000
0.076758520332
Long
DBT
CORP
US
Y
2
2031-02-15
None
0.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
1595000.00000000
PA
USD
1520932.14000000
0.099274152788
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.71000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AM6S9
63752.25000000
PA
USD
59644.23000000
0.003893093088
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
3.50000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2022-CRE6 Trust
04002VAJ0
987000.00000000
PA
USD
911812.31000000
0.059515735249
Long
ABS-MBS
CORP
KY
Y
2
2037-01-16
Floating
6.68000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WAFE2
239368.56000000
PA
USD
229516.81000000
0.014981001626
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
3.00000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
1328000.00000000
PA
USD
1243868.05000000
0.081189649160
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398RDA0
140803.40000000
PA
USD
130356.01000000
0.008508586355
Long
ABS-MBS
USGSE
US
N
2
2040-05-25
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4V42
6644.82000000
PA
USD
6897.68000000
0.000450224780
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J4MM8
681363.27000000
PA
USD
652053.12000000
0.042560755577
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
3.50000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BW5
2612000.00000000
PA
USD
2346889.52000000
0.153185972376
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKY77
609048.72000000
PA
USD
542387.69000000
0.035402682993
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXG4
6000000.00000000
PA
USD
5007114.84000000
0.326823972339
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AJEW2
266816.22000000
PA
USD
252614.71000000
0.016488645783
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KNW4
31086.54000000
PA
USD
32928.49000000
0.002149305587
Long
ABS-MBS
USGA
US
N
2
2037-10-15
Fixed
6.00000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CSN4
90293.45000000
PA
USD
87564.10000000
0.005715476459
Long
ABS-O
USGA
US
N
2
2029-05-01
Fixed
4.43000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPPA6
280434.44000000
PA
USD
289530.39000000
0.018898202896
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412LKF6
6064.59000000
PA
USD
6118.95000000
0.000399395581
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.50000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BE7
4010000.00000000
PA
USD
3281483.77000000
0.214188728469
Long
DBT
CORP
US
Y
2
2031-04-27
Fixed
2.85000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AF6
4683000.00000000
PA
USD
4163296.72000000
0.271746348054
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNQU0
4728947.63000000
PA
USD
3850281.35000000
0.251315235548
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XG3S6
5660570.60000000
PA
USD
5048444.36000000
0.329521629240
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5A45
2124840.00000000
PA
USD
1902543.66000000
0.124182667340
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2016-LC25
95000JAV0
13071416.00000000
PA
USD
12235275.43000000
0.798619853244
Long
ABS-MBS
CORP
US
N
2
2059-12-15
Fixed
3.64000000
N
N
N
N
N
N
Bear Stearns Asset Backed Securities Trust
N/A
Bear Stearns Asset Backed Securities Trust 2004-SD1
07384YSE7
25120.79000000
PA
USD
25094.64000000
0.001637975199
Long
ABS-O
CORP
US
N
2
2042-12-25
Floating
5.29000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DBY4
609735.35000000
PA
USD
622677.50000000
0.040643352617
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.00000000
N
N
N
N
N
N
Starwood Commercial Mortgage Trust
N/A
STWD 2022-FL3 Ltd
78485KAG0
1391000.00000000
PA
USD
1312961.14000000
0.085699487432
Long
ABS-O
CORP
KY
Y
2
2038-11-15
Floating
5.76000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AEEF6
299941.68000000
PA
USD
303731.05000000
0.019825107163
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.00000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2019-CRE3 Trust
00217LAG7
2242500.00000000
PA
USD
2123154.15000000
0.138582336408
Long
ABS-CBDO
CORP
US
Y
2
2036-09-14
Floating
6.34000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B6DQ0
914562.84000000
PA
USD
782185.76000000
0.051054762145
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
8840000.00000000
PA
USD
5985279.00000000
0.390670619877
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9BH4
419012.28000000
PA
USD
425430.56000000
0.027768667189
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CP2
5055000.00000000
PA
USD
4286045.63000000
0.279758404427
Long
DBT
CORP
DE
N
2
2027-11-16
Fixed
2.31000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412XFD1
86980.67000000
PA
USD
90736.84000000
0.005922567273
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6.00000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXIII Ltd
55820TAN8
5894060.00000000
PA
USD
5635128.05000000
0.367815596963
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-27
Floating
6.36000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C28
46644FAD3
12188428.00000000
PA
USD
11529626.40000000
0.752560790004
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.23000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140N24Z1
836648.83000000
PA
USD
807805.72000000
0.052727025987
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L1Y41
393409.73000000
PA
USD
323252.02000000
0.021099278250
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
4065000.00000000
PA
USD
2820354.03000000
0.184089907450
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AMD58
67848.97000000
PA
USD
66792.05000000
0.004359644985
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
4.50000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2019-CRE3 Trust
00217LAA0
57750.04000000
PA
USD
57110.23000000
0.003727694056
Long
ABS-CBDO
CORP
US
Y
2
2036-09-14
Floating
5.71000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNDE9
1188678.38000000
PA
USD
1043887.18000000
0.068136514888
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417AYK9
988823.07000000
PA
USD
949593.75000000
0.061981802175
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BW87
163840.95000000
PA
USD
161665.75000000
0.010552233031
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AKNL6
30599.67000000
PA
USD
30117.95000000
0.001965856260
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371L6G9
5317.03000000
PA
USD
5499.36000000
0.000358953756
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.50000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO I-2 LTD
87248VAE0
6750828.00000000
PA
USD
6637436.50000000
0.433238188537
Long
ABS-CBDO
CORP
KY
Y
2
2028-04-26
Floating
5.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406PQ85
13966.02000000
PA
USD
14439.16000000
0.000942471618
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
5.50000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
930000.00000000
PA
USD
800137.95000000
0.052226535958
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCAK4
608495.49000000
PA
USD
519296.83000000
0.033895498351
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
3140QEAV4
677813.87000000
PA
USD
582853.04000000
0.038043933864
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
03880KAJ3
964500.00000000
PA
USD
895957.81000000
0.058480881679
Long
ABS-CBDO
CORP
KY
Y
2
2034-08-15
Floating
6.52000000
N
N
N
N
N
N
TOLL ROAD INV PART II
N/A
Toll Road Investors Partnership II LP
88948ABB2
2145000.00000000
PA
USD
1707838.96000000
0.111473918785
Long
DBT
CORP
US
Y
2
2026-02-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FP67
294453.74000000
PA
USD
284508.77000000
0.018570432144
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.00000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT 2019-FL5 Issuer Ltd
05587TAG1
3295000.00000000
PA
USD
3202212.80000000
0.209014560483
Long
ABS-CBDO
CORP
KY
Y
2
2029-05-15
Floating
6.32000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CPA5
1975.10000000
PA
USD
1940.96000000
0.000126690175
Long
ABS-O
USGA
US
N
2
2024-09-01
Fixed
4.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJN1
720490.60000000
PA
USD
610245.33000000
0.039831881078
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
2.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBU1
1299000.00000000
PA
USD
1296153.11000000
0.084602395133
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45000000
N
N
N
N
N
N
PREFERRED TERM SECS XIX
N/A
Preferred Term Securities XIX Ltd/Preferred Term Securities XIX Inc
74042HAA5
131341.29000000
PA
USD
117563.59000000
0.007673600609
Long
DBT
CORP
KY
Y
2
2035-12-22
Floating
5.12000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MBH82
788686.62000000
PA
USD
757401.55000000
0.049437049306
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5M56
29023.35000000
PA
USD
30081.79000000
0.001963496028
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.50000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVR1
2506983.51000000
PA
USD
2367645.37000000
0.154540746445
Long
ABS-O
USGA
US
N
2
2033-07-01
Fixed
3.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WR26
4371303.02000000
PA
USD
3788162.85000000
0.247260642119
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371MMG9
19103.60000000
PA
USD
19774.46000000
0.001290716864
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.50000000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
000000000
3294000.00000000
PA
USD
2329417.98000000
0.152045571509
Long
DBT
CORP
BM
N
2
2030-08-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLP1
1283450.31000000
PA
USD
1114743.30000000
0.072761429503
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
31414XXF4
3732.75000000
PA
USD
3704.59000000
0.000241805682
Long
ABS-MBS
USGSE
US
N
2
2023-10-01
Fixed
5.50000000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore 2021-CRE5 Issuer Ltd
53947XAG7
5318000.00000000
PA
USD
4979902.30000000
0.325047757751
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-15
Floating
6.32000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5XN8
930479.01000000
PA
USD
795673.15000000
0.051935109913
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L5AD5
786391.47000000
PA
USD
716352.91000000
0.046757725980
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W7J1
3817886.70000000
PA
USD
3310632.96000000
0.216091351910
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-4
35563PMN6
432226.32000000
PA
USD
376716.66000000
0.024589017668
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
3.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BV3
4453000.00000000
PA
USD
4596848.02000000
0.300045071491
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414GG60
8897.79000000
PA
USD
9032.58000000
0.000589573790
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
6.00000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
759000.00000000
PA
USD
680451.09000000
0.044414345450
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLK3
445316.18000000
PA
USD
407000.69000000
0.026565714288
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KXK5
116074.07000000
PA
USD
120368.49000000
0.007856681802
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418QV75
42568.75000000
PA
USD
42695.39000000
0.002786809850
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413RFX9
38607.75000000
PA
USD
39208.60000000
0.002559220391
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
3140MHSV2
613394.84000000
PA
USD
503983.68000000
0.032895979731
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
8192000.00000000
PA
USD
7418096.60000000
0.484193367933
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
2940000.00000000
PA
USD
2075140.20000000
0.135448373963
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.13000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CTR4
138267.14000000
PA
USD
129822.94000000
0.008473791855
Long
ABS-O
USGA
US
N
2
2030-11-01
Fixed
3.25000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAS2
1915000.00000000
PA
USD
1397976.31000000
0.091248590349
Long
DBT
CORP
US
Y
2
2062-03-15
Fixed
5.39000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416RS38
14747.39000000
PA
USD
14699.77000000
0.000959482132
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AEXM4
76279.39000000
PA
USD
6722.82000000
0.000438811333
Long
ABS-MBS
USGSE
US
N
2
2033-02-25
Fixed
3.00000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CTN3
1505860.71000000
PA
USD
1413943.42000000
0.092290794190
Long
ABS-O
USGA
US
N
2
2030-09-01
Fixed
3.21000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A7FR4
459289.81000000
PA
USD
441083.62000000
0.028790372385
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
31412LGN4
18334.15000000
PA
USD
19140.37000000
0.001249328596
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
6.00000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CPH0
6777.11000000
PA
USD
6630.36000000
0.000432776291
Long
ABS-O
USGA
US
N
2
2025-02-01
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERCZ1
94501.60000000
PA
USD
90752.77000000
0.005923607055
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCA8
473327.16000000
PA
USD
438527.19000000
0.028623509305
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
3.50000000
N
N
N
N
N
N
Oklahoma Development Finance Authority
549300PXGPHUWC32DJ91
OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE
67884XCP0
3770000.00000000
PA
USD
3024851.21000000
0.197437829923
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
5.45000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BF8
2118000.00000000
PA
USD
1861216.60000000
0.121485171008
Long
DBT
CORP
US
Y
2
2030-05-13
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KYA33
10306.40000000
PA
USD
10729.87000000
0.000700359158
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AGZ4
155327.59000000
PA
USD
149172.89000000
0.009736800140
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.00000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
1779000.00000000
PA
USD
1612754.69000000
0.105267586431
Long
DBT
CORP
KY
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WHJY2
5983840.91000000
PA
USD
5361717.73000000
0.349969581900
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419B5X9
748003.76000000
PA
USD
718345.52000000
0.046887787450
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C8
90276VAE9
5865766.00000000
PA
USD
5480807.51000000
0.357742799852
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
3.98000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACB9
1939000.00000000
PA
USD
1584008.02000000
0.103391236242
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AAH0
26752.55000000
PA
USD
27669.30000000
0.001806028187
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
6.00000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAE3
1318000.00000000
PA
USD
1324693.62000000
0.086465288865
Long
DBT
CORP
US
Y
2
2032-12-06
Fixed
5.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4W66
8937.17000000
PA
USD
9148.56000000
0.000597144027
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.50000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2020-FL2 LTD
12434LAE4
1731000.00000000
PA
USD
1632795.18000000
0.106575667584
Long
ABS-CBDO
CORP
KY
Y
2
2038-02-15
Floating
5.84000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M1LX0
230889.33000000
PA
USD
195969.77000000
0.012791322095
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Escambia County Health Facilities Authority
N/A
ESCAMBIA CNTY FL HLTH FACS AUTH
296110GG8
1295000.00000000
PA
USD
976924.56000000
0.063765736472
Long
DBT
MUN
US
N
2
2040-08-15
Fixed
3.61000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410RCJ6
21380.87000000
PA
USD
21971.69000000
0.001434134273
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F2V7
241335.83000000
PA
USD
251110.40000000
0.016390456589
Long
ABS-MBS
USGA
US
N
2
2042-01-20
Fixed
5.50000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAP5
4936000.00000000
PA
USD
4571531.88000000
0.298392638563
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.45000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
2900000.00000000
PA
USD
2022977.01000000
0.132043582679
Long
DBT
CORP
US
Y
2
2050-10-15
Fixed
3.95000000
N
N
N
N
N
N
ACREC 2021-FL1 Ltd
N/A
ACREC 2021-FL1 Ltd
00500RAG0
2546000.00000000
PA
USD
2348154.92000000
0.153268567457
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-16
Floating
6.48000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5DA8
1394251.26000000
PA
USD
1297503.45000000
0.084690534410
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408H3H6
4575.39000000
PA
USD
4776.59000000
0.000311777174
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.00000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2021-FL10 Ltd
05493FAC3
1259500.00000000
PA
USD
1181667.94000000
0.077129728891
Long
ABS-CBDO
CORP
KY
Y
2
2036-06-16
Floating
5.84000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CNY6
466166.89000000
PA
USD
415777.49000000
0.027138592829
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FDVW3
1560215.29000000
PA
USD
1397959.36000000
0.091247483991
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415PNH7
54550.98000000
PA
USD
54823.43000000
0.003578430242
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
5.50000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT 2021-FL7 Issuer Ltd
05602CAG9
836500.00000000
PA
USD
770567.07000000
0.050296388003
Long
ABS-CBDO
CORP
KY
Y
2
2038-12-15
Floating
6.62000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2021-1 LLC
12327BAB2
470685.79000000
PA
USD
398932.42000000
0.026039082858
Long
ABS-O
CORP
US
Y
2
2036-04-15
Fixed
2.92000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KM4Q5
1280740.80000000
PA
USD
1084859.26000000
0.070810840995
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
4592000.00000000
PA
USD
4395925.41000000
0.286930468046
Long
DBT
CORP
KY
Y
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 2020-FL4 Ltd
58003UAC2
2602500.00000000
PA
USD
2524745.11000000
0.164794947262
Long
ABS-CBDO
CORP
US
Y
2
2035-11-15
Floating
6.55000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
2280000.00000000
PA
USD
2054093.50000000
0.134074615557
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411CKK6
3325.34000000
PA
USD
3394.60000000
0.000221572041
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133WJDP1
2598676.85000000
PA
USD
2311241.15000000
0.150859135013
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LLA1
298415.19000000
PA
USD
279654.07000000
0.018253556580
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A9SS1
88051.30000000
PA
USD
87404.79000000
0.005705077990
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
4.50000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAG4
3293000.00000000
PA
USD
2875998.78000000
0.187721946821
Long
DBT
CORP
US
Y
2
2032-04-05
Fixed
3.90000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
4514000.00000000
PA
USD
3737891.14000000
0.243979311356
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XAZ0
979921.44000000
PA
USD
1006825.14000000
0.065717404577
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETDS2
1489279.32000000
PA
USD
1426930.97000000
0.093138516445
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMZC1
2275295.27000000
PA
USD
1939605.30000000
0.126601751542
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR23
000000000
925.00000000
NC
USD
-104436.20000000
-0.00681675072
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note Future
FVH3 Comdty
2023-03-31
99939397.60000000
USD
-104436.20000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6CY4
3576358.38000000
PA
USD
3349588.04000000
0.218634024565
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLR4
2277907.93000000
PA
USD
2060515.83000000
0.134493813333
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.00000000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAM3
3229000.00000000
PA
USD
2834669.06000000
0.185024276866
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
3.63000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAR5
3382000.00000000
PA
USD
2702522.38000000
0.176398810051
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177T4M6
96669.63000000
PA
USD
90911.54000000
0.005933970277
Long
ABS-MBS
USGA
US
N
2
2042-04-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177PCJ2
212576.19000000
PA
USD
199916.50000000
0.013048932719
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
3.50000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending
N/A
Cantor Commercial Real Estate Lending 2019-CF2
12528YAF0
6645635.00000000
PA
USD
5711658.12000000
0.372810861158
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
2.87000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 2022-FL8 Ltd
55284JAJ8
1407473.00000000
PA
USD
1294591.98000000
0.084500497188
Long
ABS-CBDO
CORP
KY
Y
2
2037-02-19
Floating
6.48000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
6236000.00000000
PA
USD
5665796.56000000
0.369817389330
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDC1
38844.60000000
PA
USD
32901.91000000
0.002147570660
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEG2
79500000.00000000
PA
USD
77133633.21000000
5.034659921371
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417AVY2
83533.44000000
PA
USD
78191.48000000
0.005103707606
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377YEC0
216447.59000000
PA
USD
210842.03000000
0.013762062980
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TQN8
3870583.86000000
PA
USD
3497626.90000000
0.228296804396
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.00000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAM3
2890000.00000000
PA
USD
2487352.86000000
0.162354283512
Long
DBT
CORP
KY
Y
2
2026-02-21
Fixed
2.13000000
N
N
N
N
N
N
CHCP 2021-FL1 Ltd.
N/A
CHCP 2021-FL1 Ltd
12546JAE4
1102500.00000000
PA
USD
1042747.04000000
0.068062095767
Long
ABS-CBDO
CORP
KY
Y
2
2038-02-15
Floating
6.09000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297VPS1
27357.55000000
PA
USD
27969.86000000
0.001825646313
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PRZ69
16550.19000000
PA
USD
16323.06000000
0.001065437378
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417TNK0
847868.48000000
PA
USD
840518.66000000
0.054862262213
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAP0
4803000.00000000
PA
USD
4771451.54000000
0.311441777542
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WXK9
611088.51000000
PA
USD
544138.21000000
0.035516942785
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CV9
2140000.00000000
PA
USD
2155629.30000000
0.140702051626
Long
DBT
CORP
US
N
2
2027-11-17
Fixed
5.13000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAP5
1261000.00000000
PA
USD
1250823.73000000
0.081643659711
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
14700000.00000000
PA
USD
10624195.39000000
0.693461574424
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.38000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAJ8
442000.00000000
PA
USD
362594.31000000
0.023667224844
Long
DBT
CORP
US
Y
2
2042-04-05
Fixed
4.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDF0
1809566.80000000
PA
USD
1793531.94000000
0.117067263659
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WEW8
46084.90000000
PA
USD
45685.40000000
0.002981973528
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.50000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2020-A
80286KAF9
2276000.00000000
PA
USD
2264031.65000000
0.147777680560
Long
ABS-O
CORP
US
Y
2
2024-03-20
Fixed
2.08000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAN1
5315000.00000000
PA
USD
4368611.10000000
0.285147610736
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296JD51
17629.29000000
PA
USD
18398.84000000
0.001200927513
Long
ABS-MBS
USGA
US
N
2
2039-01-15
Fixed
6.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
2329000.00000000
PA
USD
1951178.65000000
0.127357166255
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT 2021-FL6 Issuer Ltd
05601HAE4
3669500.00000000
PA
USD
3367962.51000000
0.219833361402
Long
ABS-CBDO
CORP
KY
Y
2
2036-03-15
Floating
5.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EH3F7
1066606.73000000
PA
USD
1024325.42000000
0.066859681359
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KE2N7
176594.84000000
PA
USD
152202.86000000
0.009934572083
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ARB31
280218.65000000
PA
USD
252408.43000000
0.016475181492
Long
ABS-MBS
USGSE
US
N
2
2046-04-25
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBW8
406692.37000000
PA
USD
371254.05000000
0.024232462654
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412NJQ0
16102.66000000
PA
USD
16591.53000000
0.001082960929
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409GKK1
19824.43000000
PA
USD
20696.48000000
0.001350898875
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H060614
1375000.00000000
PA
USD
1396847.20000000
0.091174891178
Long
ABS-MBS
USGA
US
N
2
2053-01-23
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MHH77
3137099.35000000
PA
USD
2659413.95000000
0.173585040289
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FLN4
307920.45000000
PA
USD
297519.46000000
0.019419664791
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AFPN1
22118.17000000
PA
USD
21976.20000000
0.001434428650
Long
ABS-MBS
USGA
US
N
2
2040-01-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414QTQ0
4191.57000000
PA
USD
4205.49000000
0.000274500384
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJF65
179710.14000000
PA
USD
166145.39000000
0.010844627710
Long
ABS-MBS
USGSE
US
N
2
2039-07-15
Fixed
3.00000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BH8
2040000.00000000
PA
USD
2017856.35000000
0.131709347396
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312940BC2
30485.14000000
PA
USD
30561.75000000
0.001994823936
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FH6D4
225881.41000000
PA
USD
194232.52000000
0.012677928462
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKBW4
68378.80000000
PA
USD
69242.51000000
0.004519591200
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413ECR4
16889.46000000
PA
USD
17591.45000000
0.001148227622
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2022-CRE6 Trust
04002VAE1
1126000.00000000
PA
USD
1034434.81000000
0.067519540600
Long
ABS-MBS
CORP
KY
Y
2
2037-01-16
Floating
5.68000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KQ64
48744.18000000
PA
USD
50415.68000000
0.003290727960
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJBX7
8655.06000000
PA
USD
8960.70000000
0.000584882045
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WJUV1
1078409.47000000
PA
USD
1001665.26000000
0.065380609330
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GFF5
14663.04000000
PA
USD
15180.97000000
0.000990890977
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.50000000
N
N
N
N
N
N
ACREC 2021-FL1 Ltd
N/A
ACREC 2021-FL1 Ltd
00500RAJ4
3070500.00000000
PA
USD
2827519.05000000
0.184557582023
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-16
Floating
6.98000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407KRH4
105450.82000000
PA
USD
107689.34000000
0.007029089406
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVL4
1637347.03000000
PA
USD
1478380.61000000
0.096496732954
Long
ABS-O
USGA
US
N
2
2033-04-01
Fixed
2.08000000
N
N
N
N
N
N
Starwood Commercial Mortgage Trust
N/A
STWD 2021-FL2 Ltd
78486BAG9
2027000.00000000
PA
USD
1876871.46000000
0.122506993693
Long
ABS-CBDO
CORP
KY
Y
2
2038-04-18
Floating
6.43000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ALX4
1571667.76000000
PA
USD
1559804.94000000
0.101811454870
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.50000000
N
N
N
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
Northwell Healthcare Inc
667274AA2
1503000.00000000
PA
USD
1151763.06000000
0.075177780117
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.98000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
2197000.00000000
PA
USD
2125817.20000000
0.138756158780
Long
DBT
CORP
IL
Y
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CUY7
233814.62000000
PA
USD
212372.74000000
0.013861975353
Long
ABS-O
USGA
US
N
2
2032-08-01
Fixed
2.37000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZU4
1901414.00000000
PA
USD
202578.17000000
0.013222665016
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
1.87000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ALQ49
91733.02000000
PA
USD
90889.77000000
0.005932549307
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
4.50000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAL9
3855000.00000000
PA
USD
2980933.26000000
0.194571221240
Long
DBT
CORP
US
N
2
2039-12-31
Fixed
2.74000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BMFL5
306537.28000000
PA
USD
297100.38000000
0.019392310637
Long
ABS-MBS
USGSE
US
N
2
2028-06-15
Fixed
3.00000000
N
N
N
N
N
N
School District of Philadelphia/The
254900HSKDHZKBZCUL90
PHILADELPHIA PA SCH DIST
717883NM0
3250000.00000000
PA
USD
3460771.93000000
0.225891209941
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
6.62000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAE6
3350000.00000000
PA
USD
3766400.51000000
0.245840172521
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKQL5
739435.96000000
PA
USD
628450.43000000
0.041020162811
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294UUL4
61436.41000000
PA
USD
57778.25000000
0.003771297001
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5C8
493505.69000000
PA
USD
439432.61000000
0.028682607802
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
3.00000000
N
N
N
N
N
N
Village of Bridgeview IL
N/A
BRIDGEVIEW IL
108555GG2
8850000.00000000
PA
USD
7852666.07000000
0.512558549276
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5.14000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409VYW7
4175.91000000
PA
USD
4282.05000000
0.000279497602
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
31413ETV7
5211.34000000
PA
USD
5327.07000000
0.000347708058
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
4025000.00000000
PA
USD
3325273.88000000
0.217046992790
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Bayview Commercial Asset Trust
N/A
Bayview Commercial Asset Trust 2006-4
07325BAA6
67084.84000000
PA
USD
6.71000000
0.000000437974
Long
ABS-MBS
CORP
US
Y
2
2036-12-25
Variable
0.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
6741000.00000000
PA
USD
5328295.30000000
0.347788035902
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.55000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAD5
2765000.00000000
PA
USD
2572023.27000000
0.167880883285
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLG9
1599841.42000000
PA
USD
1552216.56000000
0.101316146779
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
4.50000000
N
N
N
N
N
N
MFS Institutional Money Market Portfolio
5L2W638H85N8T1136O07
MFS Institutional Money Market Portfolio
55291X109
42851476.44800000
NS
USD
42864331.89000000
2.797837011455
Long
STIV
RF
US
N
1
N
N
N
ReadyCap Commercial Mortgage Trust
N/A
Ready Capital Mortgage Financing 2021-FL7 LLC
75575WAJ5
1575000.00000000
PA
USD
1451494.80000000
0.094741844659
Long
ABS-CBDO
CORP
US
Y
2
2036-11-25
Floating
7.34000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
1458000.00000000
PA
USD
1440401.24000000
0.094017746758
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABC35
317651.50000000
PA
USD
29303.41000000
0.001912689675
Long
ABS-MBS
USGSE
US
N
2
2033-02-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AEEP8
18533.61000000
PA
USD
18264.51000000
0.001192159537
Long
ABS-MBS
USGSE
US
N
2
2040-10-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6JU3
26561.61000000
PA
USD
27155.85000000
0.001772514322
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290WG55
90341.90000000
PA
USD
93434.44000000
0.006098644790
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHGM8
504893.71000000
PA
USD
484877.07000000
0.031648854715
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5N24
468841.08000000
PA
USD
383634.09000000
0.025040531568
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408DV50
4937.74000000
PA
USD
5094.24000000
0.000332510798
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
6.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BC3
4511000.00000000
PA
USD
3745328.08000000
0.244464734669
Long
DBT
CORP
GB
Y
2
2052-03-16
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CM43
285153.61000000
PA
USD
264538.05000000
0.017266905013
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WR34
494162.39000000
PA
USD
441878.53000000
0.028842257683
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
Atrium CDO Corp
549300O252OCTN35RH57
Madison Park Funding XLI Ltd
04965CAL2
7430000.00000000
PA
USD
7276949.43000000
0.474980421903
Long
ABS-CBDO
CORP
KY
Y
2
2027-04-22
Floating
5.67000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCUS5
635912.91000000
PA
USD
538655.72000000
0.035159090166
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAL5
1510000.00000000
PA
USD
1357846.71000000
0.088629254524
Long
DBT
CORP
US
N
2
2029-03-24
Fixed
3.38000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVG5
1140058.25000000
PA
USD
1033863.99000000
0.067482282086
Long
ABS-O
USGA
US
N
2
2033-01-01
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419FG83
555010.91000000
PA
USD
532993.95000000
0.034789535598
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202ESB6
34219.79000000
PA
USD
35603.78000000
0.002323926888
Long
ABS-MBS
USGA
US
N
2
2038-04-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YFL6
480768.60000000
PA
USD
486839.55000000
0.031776949542
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
4435000.00000000
PA
USD
3654243.80000000
0.238519489321
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B4H99
1041343.49000000
PA
USD
853018.75000000
0.055678167021
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEF4
10400000.00000000
PA
USD
9759343.78000000
0.637011053975
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.50000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
1975000.00000000
PA
USD
1830660.46000000
0.119490713247
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HMH3
21559.47000000
PA
USD
22016.99000000
0.001437091091
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W2V9
961287.72000000
PA
USD
856778.16000000
0.055923550909
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
3.00000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CNM1
1047.27000000
PA
USD
1038.70000000
0.000067797937
Long
ABS-O
USGA
US
N
2
2024-01-01
Fixed
4.93000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
3195000.00000000
PA
USD
3237423.05000000
0.211312800915
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PR3G2
17439.04000000
PA
USD
17036.77000000
0.001112022596
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292K2A4
87610.32000000
PA
USD
86948.60000000
0.005675301595
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
5153000.00000000
PA
USD
4222200.06000000
0.275591081833
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297HN70
1671.44000000
PA
USD
1699.22000000
0.000110911342
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAG9
4025000.00000000
PA
USD
3346747.25000000
0.218448600763
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297GSD3
460328.45000000
PA
USD
432917.10000000
0.028257327989
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDQ3
4496037.47000000
PA
USD
3662741.44000000
0.239074146554
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AH0
2760000.00000000
PA
USD
2076909.11000000
0.135563834105
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXMK3
10745.12000000
PA
USD
11140.58000000
0.000727166986
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BSLS0
83139.49000000
PA
USD
9990.85000000
0.000652121908
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
4.00000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
03880KAG9
1740000.00000000
PA
USD
1570409.16000000
0.102503612613
Long
ABS-CBDO
CORP
KY
Y
2
2034-08-15
Floating
6.17000000
N
N
N
N
N
N
CLNC 2019-FL1, Ltd
N/A
CLNC 2019-FL1 Ltd
12565DAE3
1850000.00000000
PA
USD
1767258.75000000
0.115352362245
Long
ABS-CBDO
CORP
KY
Y
2
2035-08-20
Floating
6.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XEAU8
2024106.20000000
PA
USD
1787404.85000000
0.116667336764
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVT2
4168074.15000000
PA
USD
3492821.00000000
0.227983114102
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.00000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GBA5
746000.00000000
PA
USD
788348.70000000
0.051457029038
Long
DBT
CORP
NL
Y
2
2032-10-14
Fixed
7.50000000
N
N
N
N
N
N
ReadyCap Commercial Mortgage Trust
N/A
Ready Capital Mortgage Financing 2021-FL7 LLC
75575WAG1
1340000.00000000
PA
USD
1235136.16000000
0.080619701982
Long
ABS-CBDO
CORP
US
Y
2
2036-11-25
Floating
6.59000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A2UH7
55309.27000000
PA
USD
54447.23000000
0.003553874947
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HNR0
467023.53000000
PA
USD
462915.44000000
0.030215377076
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBH1
4028000.00000000
PA
USD
2770121.46000000
0.180811131429
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya 2012-4 Ltd
92916GBH6
1187823.00000000
PA
USD
1058016.51000000
0.069058763309
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
7.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8E23
178174.04000000
PA
USD
171750.68000000
0.011210495721
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
4.00000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2019-CRE3 Trust
00217LAJ1
1849000.00000000
PA
USD
1715374.62000000
0.111965785741
Long
ABS-CBDO
CORP
US
Y
2
2036-09-14
Floating
7.09000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVS9
2780342.78000000
PA
USD
2634847.72000000
0.171981555421
Long
ABS-O
USGA
US
N
2
2033-08-01
Fixed
3.16000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417AYE3
1767151.85000000
PA
USD
1697031.34000000
0.110768484735
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412LNY2
23816.97000000
PA
USD
24864.70000000
0.001622966575
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.00000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd.
N/A
LoanCore 2018-CRE1 Issuer Ltd
53946MAC1
5271577.33000000
PA
USD
5252309.71000000
0.342828310959
Long
ABS-CBDO
CORP
KY
Y
2
2028-05-15
Floating
5.82000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BBY0
471064.79000000
PA
USD
466980.77000000
0.030480728949
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
BRAZOS SECURITIZATN LLC
N/A
Brazos Securitization LLC
106230AC9
3427000.00000000
PA
USD
3233483.41000000
0.211055653069
Long
DBT
CORP
US
Y
2
2050-09-01
Fixed
5.41000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BJ0
1060000.00000000
PA
USD
868491.99000000
0.056688135021
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X6UA1
1192644.40000000
PA
USD
1114972.53000000
0.072776391784
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JW8
2630000.00000000
PA
USD
2273643.42000000
0.148405059191
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413D3E5
6165.15000000
PA
USD
6436.28000000
0.000420108318
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNWX6
198486.67000000
PA
USD
174412.20000000
0.011384218227
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HNK57
118164.05000000
PA
USD
107638.76000000
0.007025787952
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
4100000.00000000
PA
USD
2851101.54000000
0.186096856297
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PR3E7
11068.38000000
PA
USD
10917.18000000
0.000712585240
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7U38
10013.17000000
PA
USD
10165.65000000
0.000663531438
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBH2
179943.78000000
PA
USD
145424.00000000
0.009492102911
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
1.50000000
N
N
N
N
N
N
Allegro CLO Ltd
635400R1GOVCHJ4SNX58
Allegro CLO II-S Ltd
01751EAE8
5554267.00000000
PA
USD
5450807.67000000
0.355784652857
Long
ABS-CBDO
CORP
KY
Y
2
2028-10-21
Floating
5.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J93Z9
354466.59000000
PA
USD
322906.72000000
0.021076739858
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295NG27
2955.13000000
PA
USD
3053.75000000
0.000199324109
Long
ABS-MBS
USGA
US
N
2
2038-04-15
Fixed
5.50000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
2840000.00000000
PA
USD
2284571.80000000
0.149118375477
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M73V6
56826.29000000
PA
USD
58097.76000000
0.003792152030
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
5.00000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
3603000.00000000
PA
USD
3914343.84000000
0.255496716925
Long
DBT
CORP
US
Y
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A8GZ0
34990.41000000
PA
USD
34765.84000000
0.002269232940
Long
ABS-MBS
USGA
US
N
2
2040-01-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFL2
1848411.44000000
PA
USD
1566093.69000000
0.102221933623
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5B0
320921.13000000
PA
USD
278030.94000000
0.018147611777
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLH7
10331494.65000000
PA
USD
10239945.62000000
0.668380856243
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAG1
7950000.00000000
PA
USD
7775116.30000000
0.507496727310
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MGCW9
1755692.92000000
PA
USD
1486737.88000000
0.097042227968
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
PFP III
N/A
PFP 2021-7 Ltd
69290LAE7
935953.29000000
PA
USD
874831.80000000
0.057101946558
Long
ABS-CBDO
CORP
KY
Y
2
2038-04-14
Floating
5.73000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ASG67
406386.41000000
PA
USD
77726.68000000
0.005073369220
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Fixed
4.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBD6
3191000.00000000
PA
USD
2996763.54000000
0.195604493925
Long
DBT
CORP
GB
N
2
2029-05-16
Fixed
4.97000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
7084000.00000000
PA
USD
5382130.21000000
0.351301943551
Long
DBT
CORP
CH
Y
2
2031-02-10
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFGA3
1865353.14000000
PA
USD
1592804.73000000
0.103965414346
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SBD1
3231526.63000000
PA
USD
3025550.42000000
0.197483468698
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.50000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
1294000.00000000
PA
USD
1214753.11000000
0.079289261282
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BB7
5692000.00000000
PA
USD
5379454.90000000
0.351127320945
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCH6
1732000.00000000
PA
USD
1797756.97000000
0.117343039457
Long
DBT
CORP
US
N
2
2029-11-09
Fixed
6.15000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR23
000000000
337.00000000
NC
USD
49898.91000000
0.003256997393
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUH3 Comdty
2023-03-31
69061429.55000000
USD
49898.91000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8RP1
129763.80000000
PA
USD
131752.11000000
0.008599712475
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CPG2
5016.78000000
PA
USD
5014.09000000
0.000327279254
Long
ABS-O
USGA
US
N
2
2025-01-01
Fixed
4.86000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB89
566334.18000000
PA
USD
528748.18000000
0.034512406061
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
31403CXQ9
3383.96000000
PA
USD
3503.49000000
0.000228679500
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
3140K5AX5
421068.80000000
PA
USD
360853.16000000
0.023553576650
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PRY29
29461.84000000
PA
USD
29442.55000000
0.001921771609
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
4.50000000
N
N
N
N
N
N
Residential Funding Mortgage Securities II
N/A
Home Equity Loan Trust 2005-HS2
76110VSS8
2974.71000000
PA
USD
2949.94000000
0.000192548231
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
4.22000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418NX21
70621.16000000
PA
USD
71353.79000000
0.004657398488
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
5.00000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55282XAG5
2589000.00000000
PA
USD
2411736.35000000
0.157418649128
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-15
Floating
6.15000000
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
Aon Corp
037389BC6
7982000.00000000
PA
USD
7362945.53000000
0.480593552000
Long
DBT
CORP
US
N
2
2029-05-02
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EFE5
347756.99000000
PA
USD
310149.18000000
0.020244030797
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417AYG8
725121.54000000
PA
USD
696351.00000000
0.045452163018
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG33
711990.00000000
PA
USD
641213.49000000
0.041853232173
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297UKW9
9926.02000000
PA
USD
9990.64000000
0.000652108201
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.50000000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore 2021-CRE5 Issuer Ltd
53947XAE2
5666000.00000000
PA
USD
5326008.84000000
0.347638794280
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-15
Floating
6.07000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BTAC5
2958000.00000000
PA
USD
2829747.92000000
0.184703064636
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241L4N3
104812.99000000
PA
USD
102830.88000000
0.006711968419
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY DOM HOLD
549300RJIC678ZPVWG08
Morgan Stanley Domestic Holdings Inc
269246BS2
3485000.00000000
PA
USD
3388808.56000000
0.221194022998
Long
DBT
CORP
US
N
2
2028-06-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371MBH9
1852.01000000
PA
USD
1915.90000000
0.000125054461
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.50000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAM4
2507000.00000000
PA
USD
2268813.49000000
0.148089800412
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
5.85000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust 2015-GC30
36250GAP0
7904407.00000000
PA
USD
7495172.14000000
0.489224235999
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLR6
494175.58000000
PA
USD
447286.75000000
0.029195262557
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
TIME WARNER CABLE ENTRMN
N/A
Time Warner Cable Enterprises LLC
88731EAJ9
290000.00000000
PA
USD
322145.53000000
0.021027055530
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415WZ55
46166.66000000
PA
USD
47785.87000000
0.003119075226
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBD5
10000000.00000000
PA
USD
9517394.00000000
0.621218528592
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.71000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403M2D0
1586.99000000
PA
USD
1592.96000000
0.000103975549
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M72C9
40511.91000000
PA
USD
41952.85000000
0.002738342843
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385W2A6
1209.63000000
PA
USD
1248.30000000
0.000081478931
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
6.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-1 Ltd
69701EAE6
3453628.00000000
PA
USD
3394899.06000000
0.221591561594
Long
ABS-CBDO
CORP
KY
Y
2
2028-02-20
Floating
6.58000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
1704000.00000000
PA
USD
1662489.32000000
0.108513860955
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295KJV6
46697.77000000
PA
USD
48588.14000000
0.003171440925
Long
ABS-MBS
USGA
US
N
2
2038-04-15
Fixed
5.50000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
2839000.00000000
PA
USD
2461599.75000000
0.160673328715
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVK6
946780.58000000
PA
USD
856494.45000000
0.055905032614
Long
ABS-O
USGA
US
N
2
2033-03-01
Fixed
2.22000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9A75
312397.96000000
PA
USD
299233.63000000
0.019531551949
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
4.00000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT 2021-FL6 Issuer Ltd
05601HAG9
1288000.00000000
PA
USD
1191947.40000000
0.077800688926
Long
ABS-CBDO
CORP
KY
Y
2
2036-03-15
Floating
6.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415MM51
102782.27000000
PA
USD
106778.43000000
0.006969632566
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
6.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020612
12425000.00000000
PA
USD
10107243.73000000
0.659719149808
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
2.00000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
4745000.00000000
PA
USD
3764551.52000000
0.245719485403
Long
DBT
CORP
US
Y
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
Barclays Commercial Mortgage Trust 2019-C5
05492JAW2
2755000.00000000
PA
USD
2423037.10000000
0.158156270717
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.06000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KFYV1
182441.94000000
PA
USD
157248.11000000
0.010263885210
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
3924000.00000000
PA
USD
3455709.84000000
0.225560797635
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.88000000
N
N
N
N
N
N
Cutwater Ltd
254900Z407FNBKBWKE10
Cutwater 2014-I Ltd
23222TAS9
1177497.85000000
PA
USD
1170834.39000000
0.076422602340
Long
ABS-CBDO
CORP
KY
Y
2
2026-07-15
Floating
6.48000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KQ6Y7
17064.33000000
PA
USD
17375.37000000
0.001134123667
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.00000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAK9
4605000.00000000
PA
USD
3737619.88000000
0.243961605697
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFA66
1827957.36000000
PA
USD
1576175.39000000
0.102879985485
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296RV61
7853.37000000
PA
USD
8056.29000000
0.000525849473
Long
ABS-MBS
USGA
US
N
2
2038-09-15
Fixed
6.00000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2019-FL2 Ltd
03880VAE0
784500.00000000
PA
USD
755271.88000000
0.049298041667
Long
ABS-CBDO
CORP
KY
Y
2
2034-09-15
Floating
6.20000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVH3
302939.76000000
PA
USD
274501.87000000
0.017917262622
Long
ABS-O
USGA
US
N
2
2033-02-01
Fixed
2.21000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XHV1
3273579.15000000
PA
USD
2918138.74000000
0.190472502692
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414CLB2
27765.01000000
PA
USD
28439.09000000
0.001856273854
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413DFE2
16649.33000000
PA
USD
17300.80000000
0.001129256340
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2014-GC25
17322YAD2
3128793.00000000
PA
USD
3009258.71000000
0.196420077594
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
3.64000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414ST29
32981.78000000
PA
USD
34202.53000000
0.002232464618
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
5.50000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AJ6
2074000.00000000
PA
USD
1851643.51000000
0.120860317095
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
5.35000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAD5
1096000.00000000
PA
USD
930848.87000000
0.060758287968
Long
DBT
CORP
US
Y
2
2030-05-27
Fixed
2.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413NUX1
84571.89000000
PA
USD
88223.97000000
0.005758547437
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
10928000.00000000
PA
USD
8558835.28000000
0.558651565660
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCB4
9717000.00000000
PA
USD
7678960.11000000
0.501220428686
Long
DBT
CORP
JP
N
2
2030-07-08
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AT49
134730.70000000
PA
USD
137585.15000000
0.008980446164
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-1 Ltd
69701EAC0
3930000.00000000
PA
USD
3862368.63000000
0.252104195456
Long
ABS-CBDO
CORP
KY
Y
2
2028-02-20
Floating
6.03000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDE0
40965.45000000
PA
USD
35973.91000000
0.002348085982
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BGRG5
3857174.82000000
PA
USD
3268630.92000000
0.213349798341
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297H6K9
39853.08000000
PA
USD
39329.76000000
0.002567128736
Long
ABS-MBS
USGA
US
N
2
2040-01-15
Fixed
4.50000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAG3
2526000.00000000
PA
USD
2490669.72000000
0.162570781315
Long
DBT
CORP
IT
Y
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
Harbourview CLO VII Ltd
N/A
Harbourview CLO VII-R
41165TAE1
6545000.00000000
PA
USD
6155912.84000000
0.401808217313
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-18
Floating
5.89000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L3D28
1781518.02000000
PA
USD
1761154.66000000
0.114953936603
Long
ABS-MBS
USGSE
US
N
2
2023-05-01
Fixed
2.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGR35
48283.73000000
PA
USD
42384.66000000
0.002766527908
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2022-CRE6 Trust
04002VAG6
2322000.00000000
PA
USD
2158261.85000000
0.140873883205
Long
ABS-MBS
CORP
KY
Y
2
2037-01-16
Floating
5.98000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TC54
46607.87000000
PA
USD
47196.95000000
0.003080635290
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
31406J2E2
20029.91000000
PA
USD
20708.48000000
0.001351682138
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WH39
59140.95000000
PA
USD
59889.29000000
0.003909088623
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
3140HF7H6
179068.51000000
PA
USD
154335.17000000
0.010073752039
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
3018000.00000000
PA
USD
2510020.77000000
0.163833861399
Long
DBT
CORP
AU
Y
2
2031-04-01
Fixed
4.38000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2020-1 LLC
12327FAA5
952336.98000000
PA
USD
867425.28000000
0.056618508817
Long
ABS-O
CORP
US
Y
2
2035-11-15
Fixed
2.98000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414AQP0
23938.64000000
PA
USD
24824.39000000
0.001620335464
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177MPD8
169063.83000000
PA
USD
158994.13000000
0.010377851278
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
3.50000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CNQ2
1776.31000000
PA
USD
1760.44000000
0.000114907289
Long
ABS-O
USGA
US
N
2
2024-03-01
Fixed
4.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJDK6
48189.26000000
PA
USD
40823.28000000
0.002664613646
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
2.50000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBE3
7238000.00000000
PA
USD
5502701.23000000
0.359171844875
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412V6B9
4939.65000000
PA
USD
4952.91000000
0.000323285918
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J7RK0
100164.86000000
PA
USD
91242.79000000
0.005955591598
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AH9
2661000.00000000
PA
USD
2172420.26000000
0.141798029733
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TUB9
61564.42000000
PA
USD
59110.41000000
0.003858249634
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371MCF2
3657.15000000
PA
USD
3784.07000000
0.000246993493
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.50000000
N
N
N
N
N
N
State Board of Administration Finance Corp
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADMIN FIN CORP REVENUE
341271AF1
7272000.00000000
PA
USD
5954403.77000000
0.388655334500
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.15000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2003-A1
466247AA1
49290.51000000
PA
USD
43959.28000000
0.002869306371
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
2.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406XKB7
2558.50000000
PA
USD
2571.62000000
0.000167854561
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECQ1
772442.46000000
PA
USD
654377.02000000
0.042712440980
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAD2
2390484.21000000
PA
USD
2233486.05000000
0.145783910765
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
3.19000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UTI4Y2IA4RUP16
Neuberger Berman CLO XV
64129KBJ5
7481614.00000000
PA
USD
7067461.78000000
0.461306761898
Long
ABS-CBDO
CORP
KY
Y
2
2029-10-15
Floating
5.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A9AM6
1069.51000000
PA
USD
1044.43000000
0.000068171945
Long
ABS-MBS
USGSE
US
N
2
2026-03-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BHCY1
3456067.65000000
PA
USD
3324800.33000000
0.217016083275
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Fixed
2.81000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMYC3
2559897.86000000
PA
USD
2168385.65000000
0.141534683014
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297C5V8
829.15000000
PA
USD
851.65000000
0.000055588826
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
2483000.00000000
PA
USD
2232766.84000000
0.145736966551
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TKF3
8536.16000000
PA
USD
8519.91000000
0.000556110838
Long
ABS-MBS
USGSE
US
N
2
2025-05-01
Fixed
4.50000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
2670000.00000000
PA
USD
2513036.04000000
0.164030673845
Long
DBT
CORP
IL
Y
2
2030-06-30
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R7H6
103337.56000000
PA
USD
93955.17000000
0.006132633834
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.00000000
N
N
N
N
N
N
CROWN AMER/CAP CORP VI
N/A
Crown Americas LLC / Crown Americas Capital Corp VI
228187AB6
3086000.00000000
PA
USD
2995734.50000000
0.195537326514
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
3159000.00000000
PA
USD
2928948.51000000
0.191178077077
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EMT4
4999500.00000000
PA
USD
5012919.31000000
0.327202841209
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B4JE6
1219063.85000000
PA
USD
998066.88000000
0.065145736178
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BA7
2927000.00000000
PA
USD
2389924.13000000
0.155994923766
Long
DBT
CORP
GB
Y
2
2031-03-17
Fixed
2.88000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAR7
11383000.00000000
PA
USD
10530822.63000000
0.687366955605
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.01000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
1627000.00000000
PA
USD
1462266.25000000
0.095444917824
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.13000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P6
17291EAW1
1754000.00000000
PA
USD
1646813.24000000
0.107490653199
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
3.72000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNEG4
1871252.66000000
PA
USD
1593145.76000000
0.103987674027
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415VKQ7
16199.06000000
PA
USD
16767.18000000
0.001094425941
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.00000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
059895AT9
4138000.00000000
PA
USD
3457219.80000000
0.225659355615
Long
DBT
CORP
TH
Y
2
2034-09-25
Fixed
3.73000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CF58
26332.78000000
PA
USD
25209.53000000
0.001645474289
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFH4
7371978.06000000
PA
USD
7152520.76000000
0.466858724379
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXBH2
803859.38000000
PA
USD
821827.04000000
0.053642224388
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138APBB3
15640.32000000
PA
USD
15353.50000000
0.001002152341
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
LB Commercial Conduit Mortgage Trust
N/A
LB Commercial Conduit Mortgage Trust
501773AY1
455.78000000
PA
USD
0.01000000
0.000000000652
Long
ABS-MBS
CORP
US
N
2
2030-02-18
Variable
0.76000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57667JAA0
4782000.00000000
PA
USD
3667143.60000000
0.239361483966
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6B66
987625.64000000
PA
USD
880830.47000000
0.057493491234
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGQ69
1345559.06000000
PA
USD
1187427.44000000
0.077505662483
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH LEASE REVENUE
645913AA2
8019000.00000000
PA
USD
8632473.55000000
0.563458076532
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
7.43000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418U4W1
373893.89000000
PA
USD
377607.75000000
0.024647180818
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd
03881CAJ0
831500.00000000
PA
USD
769512.42000000
0.050227548978
Long
ABS-CBDO
CORP
KY
Y
2
2035-12-15
Floating
7.22000000
N
N
N
N
N
N
Oaktree CLO Ltd
549300BJ8TRWJ20BLC43
Oaktree CLO 2019-1 Ltd
67401XAL5
5000000.00000000
PA
USD
4787410.00000000
0.312483416780
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-22
Floating
6.07000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407FJ92
10151.33000000
PA
USD
10505.71000000
0.000685727806
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHNH1
1630024.67000000
PA
USD
1513516.85000000
0.098790142612
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AC1
7120000.00000000
PA
USD
5561432.00000000
0.363005314680
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.33000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133L83G8
1091877.32000000
PA
USD
973799.20000000
0.063561738241
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
2184000.00000000
PA
USD
1993511.52000000
0.130120313731
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FXC5
2251415.68000000
PA
USD
2247012.88000000
0.146666832858
Long
ABS-MBS
USGA
US
N
2
2041-09-20
Fixed
4.50000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AM2
4993000.00000000
PA
USD
4793548.37000000
0.312884079943
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J9KC1
897394.72000000
PA
USD
817497.15000000
0.053359604178
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFM73
2357730.94000000
PA
USD
1997355.75000000
0.130371233983
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CB9
6058000.00000000
PA
USD
5530944.85000000
0.361015360028
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMZB4
1477763.07000000
PA
USD
1259745.29000000
0.082225987014
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH LEASE REVENUE
645913BB9
13215000.00000000
PA
USD
13142785.31000000
0.857854760650
Long
DBT
MUN
US
N
2
2023-02-15
None
0.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
6985000.00000000
PA
USD
5466190.33000000
0.356788708527
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
03880XAJ5
9290000.00000000
PA
USD
8545983.78000000
0.557812723649
Long
ABS-CBDO
CORP
KY
Y
2
2037-01-15
Floating
6.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406NYG3
2785.53000000
PA
USD
2794.61000000
0.000182409545
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B4R98
1144407.23000000
PA
USD
970689.79000000
0.063358781097
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-2
35563PKG3
36739.58000000
PA
USD
34637.38000000
0.002260848110
Long
ABS-MBS
USGSE
US
N
2
2058-08-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KGJG9
268369.52000000
PA
USD
230936.20000000
0.015073647929
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Parallel Ltd
549300IVH7GEF68EFD31
Parallel 2015-1 Ltd
69915VAU4
1810000.00000000
PA
USD
1768161.85000000
0.115411309311
Long
ABS-CBDO
CORP
KY
Y
2
2027-07-20
Floating
5.99000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
30300000.00000000
PA
USD
19698550.86000000
1.285762129912
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CV68
457875.26000000
PA
USD
429779.83000000
0.028052552370
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHM0
6976640.28000000
PA
USD
415509.16000000
0.027121078416
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Variable
1.14000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RCV9
99669.26000000
PA
USD
101783.75000000
0.006643620239
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419ANB9
286457.09000000
PA
USD
275102.91000000
0.017956493653
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LTR22
39856.90000000
PA
USD
35044.79000000
0.002287440540
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BB3C1
549377.60000000
PA
USD
503007.54000000
0.032832265205
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
3863000.00000000
PA
USD
3779404.68000000
0.246688979595
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XHX7
5921761.60000000
PA
USD
5604020.84000000
0.365785169808
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.00000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAP5
3449000.00000000
PA
USD
3193772.65000000
0.208463655733
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M8U31
785638.52000000
PA
USD
665280.87000000
0.043424156146
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K4M56
166811.30000000
PA
USD
143260.32000000
0.009350875375
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B5JM6
2389715.66000000
PA
USD
2368976.75000000
0.154627648167
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Variable
3.53000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QN7M8
899702.67000000
PA
USD
817647.90000000
0.053369443919
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EGR4
10674.74000000
PA
USD
11270.94000000
0.000735675833
Long
ABS-MBS
USGA
US
N
2
2036-01-20
Fixed
6.00000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
3989171.00000000
PA
USD
3390795.35000000
0.221323704586
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ACAL1
29359.79000000
PA
USD
28195.85000000
0.001840397113
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312941LZ8
473839.48000000
PA
USD
467536.26000000
0.030516986845
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5H32
222722.10000000
PA
USD
198214.76000000
0.012937856891
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419GP24
63535.92000000
PA
USD
62985.09000000
0.004111157416
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NP41
13599.45000000
PA
USD
14142.62000000
0.000923115885
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MUR1
36719.91000000
PA
USD
36912.15000000
0.002409326703
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H020618
5900000.00000000
PA
USD
4943228.03000000
0.322653957931
Long
ABS-MBS
USGA
US
N
2
2053-01-23
Fixed
2.00000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JBE7
11447000.00000000
PA
USD
9934796.70000000
0.648463201989
Long
DBT
CORP
AU
Y
2
2033-06-21
Fixed
4.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E55N4
37299.71000000
PA
USD
34915.37000000
0.002278993049
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
3.50000000
N
N
N
N
N
N
TOWER HEALTH
549300SLJK3XUAQHFO63
Tower Health
891792AA1
6211000.00000000
PA
USD
2984751.95000000
0.194820474448
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A67D7
597841.37000000
PA
USD
530656.07000000
0.034636937694
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd
03881EAE7
1152500.00000000
PA
USD
1085913.16000000
0.070879631066
Long
ABS-CBDO
CORP
KY
Y
2
2036-05-15
Floating
5.92000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GRL58
360253.82000000
PA
USD
337604.67000000
0.022036103196
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
3.50000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVU4
2291944.58000000
PA
USD
2200777.21000000
0.143648942153
Long
ABS-O
USGA
US
N
2
2033-09-01
Fixed
3.62000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2022-1
35563P7E3
804340.24000000
PA
USD
709355.54000000
0.046300994243
Long
ABS-MBS
USGSE
US
N
2
2061-11-25
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417F3J5
918698.93000000
PA
USD
859156.41000000
0.056078783840
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBV6
3776000.00000000
PA
USD
2875738.99000000
0.187704989830
Long
DBT
CORP
GB
N
2
2032-11-24
Fixed
2.89000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZB3
479524.21000000
PA
USD
450414.16000000
0.029399394596
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
9900000.00000000
PA
USD
7558804.64000000
0.493377651106
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AS7
6459000.00000000
PA
USD
6565421.97000000
0.428537662283
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFV1
8768.93000000
PA
USD
8382.92000000
0.000547169238
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJFL7
693938.76000000
PA
USD
598284.33000000
0.039051163707
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
2.50000000
N
N
N
N
N
N
Ladder Capital Commercial Mortgage Securities LLC
N/A
LCCM 2021-FL2 Trust
50202KAG1
1985500.00000000
PA
USD
1885397.05000000
0.123063475276
Long
ABS-CBDO
CORP
US
Y
2
2038-12-13
Floating
6.47000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB82
11123258.31000000
PA
USD
9062686.17000000
0.591538877934
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACYL8
215541.00000000
PA
USD
191278.49000000
0.012485113268
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.00000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CW7
922000.00000000
PA
USD
935349.09000000
0.061052025944
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQTZ5
1165980.38000000
PA
USD
1129072.90000000
0.073696749930
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ACNZ7
190330.01000000
PA
USD
155469.06000000
0.010147763210
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX70
4041104.31000000
PA
USD
230075.83000000
0.015017489932
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Variable
1.09000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GVCM2
1173359.95000000
PA
USD
1099581.99000000
0.071771821771
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A2EK2
1045511.23000000
PA
USD
936105.34000000
0.061101387829
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
3500000.00000000
PA
USD
2082500.00000000
0.135928762200
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36230RVV5
209932.99000000
PA
USD
197436.69000000
0.012887070772
Long
ABS-MBS
USGA
US
N
2
2040-11-15
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DH7
2462000.00000000
PA
USD
2384837.62000000
0.155662917520
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FH6C6
156564.38000000
PA
USD
134816.81000000
0.008799751311
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd.
N/A
LoanCore 2019-CRE3 Issuer Ltd
53947DAE6
1873800.00000000
PA
USD
1857394.88000000
0.121235720026
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
5.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414AVN9
41483.85000000
PA
USD
43018.86000000
0.002807923357
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFG6
2308527.97000000
PA
USD
2184660.14000000
0.142596950136
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAB3
4524000.00000000
PA
USD
4398796.85000000
0.287117892432
Long
DBT
CORP
CH
Y
2
2025-09-24
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ABYR4
1215819.27000000
PA
USD
1205273.90000000
0.078670535096
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
2023-01-17
MFS VARIABLE INSURANCE TRUST
Kasey Phillips
Kasey Phillips
Assistant Treasurer