NPORT-P
false
0001141819
XXXXXXXX
S000018035
C000049957
C000213407
Trust for Professional Managers
811-10401
0001141819
549300O1N816L3GGRD45
615 East Michigan Street
Milwaukee
53202
513-629-8104
PMC Core Fixed Income Fund
S000018035
549300QI0UBDMVP85O06
2021-08-31
2021-08-31
N
604266575.940000000000
123365199.140000000000
480901376.800000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
57356583.540000000000
0.000000000000
0.000000000000
68111.130000000000
USD
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CE7
1417000.000000000000
PA
USD
1483861.670000000000
0.3085584158
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
2.633000000000
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CF4
285000.000000000000
PA
USD
344636.320000000000
0.0716646565
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.950000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
200000.000000000000
PA
USD
205726.790000000000
0.0427794138
Long
DBT
CORP
GB
N
2
2026-06-04
Variable
2.099000000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
435000.000000000000
PA
USD
449837.850000000000
0.0935405619
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.250000000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AH4
195000.000000000000
PA
USD
209389.050000000000
0.0435409546
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.750000000000
N
N
N
N
N
Hilton USA Trust
N/A
Hilton USA Trust 2016-HHV
43300LAA8
283000.000000000000
PA
USD
311096.520000000000
0.0646902951
Long
ABS-MBS
CORP
US
N
2
2038-11-05
Fixed
3.719000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AZ5
1144000.000000000000
PA
USD
1181249.400000000000
0.2456323598
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.700000000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
775000.000000000000
PA
USD
868353.420000000000
0.1805678798
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.700000000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFP4
1583000.000000000000
PA
USD
1758697.910000000000
0.3657086452
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.500000000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAE8
2001000.000000000000
PA
USD
2857301.560000000000
0.5941554127
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
6.500000000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BJ2
2619000.000000000000
PA
USD
2855863.460000000000
0.5938563701
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
3.125000000000
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AP9
690000.000000000000
PA
USD
731683.960000000000
0.1521484436
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.333000000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
570000.000000000000
PA
USD
619932.000000000000
0.1289104232
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.500000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-L1
61691QAJ7
325000.000000000000
PA
USD
376124.710000000000
0.0782124419
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
4.881286000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
1190000.000000000000
PA
USD
1247017.870000000000
0.2593084425
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.699000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
1625000.000000000000
PA
USD
1807066.240000000000
0.3757664933
Long
DBT
CORP
US
N
2
2028-07-22
Variable
3.591000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
875000.000000000000
PA
USD
978320.400000000000
0.2034347264
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.772000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BCY0
2279000.000000000000
PA
USD
2806254.220000000000
0.5835404836
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
6.250000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
1300000.000000000000
PA
USD
1302726.360000000000
0.2708926243
Long
DBT
CORP
US
N
2
2025-01-22
Variable
.791000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JQK8
320000.000000000000
PA
USD
321347.860000000000
0.0668219879
Long
EP
CORP
US
N
2
2500-12-31
Variable
5.610880000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
935000.000000000000
PA
USD
1051005.510000000000
0.2185490749
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.950000000000
N
N
N
N
N
Morgan Stanley BAML Trust
549300PFVBG5704L7K74
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9
61762DAU5
237798.900000000000
PA
USD
241308.050000000000
0.0501782822
Long
ABS-MBS
CORP
US
N
2
2046-05-15
Fixed
2.657000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-MS1
61765DAU2
200000.000000000000
PA
USD
217683.220000000000
0.0452656679
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.779000000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
61767EAA2
7167.570000000000
PA
USD
7165.410000000000
0.0014899957
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
2.109000000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AF1
200000.000000000000
PA
USD
208810.000000000000
0.0434205453
Long
DBT
NUSS
MA
N
2
2022-12-11
Fixed
4.250000000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AG9
150000.000000000000
PA
USD
171439.650000000000
0.0356496484
Long
DBT
NUSS
MA
N
2
2042-12-11
Fixed
5.500000000000
N
N
N
N
N
N
REPUBLIC OF NAMIBIA
549300T6Y4CWK77SML15
Namibia International Bonds
62987BAB8
550000.000000000000
PA
USD
593260.250000000000
0.1233642236
Long
DBT
NUSS
NA
N
2
2025-10-29
Fixed
5.250000000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
639057AB4
2170000.000000000000
PA
USD
2179775.290000000000
0.4532686732
Long
DBT
CORP
GB
N
2
2035-11-28
Variable
3.032000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-E
63942EAA6
1915000.000000000000
PA
USD
1918009.230000000000
0.3988362942
Long
ABS-O
CORP
US
N
2
2069-12-16
Fixed
.970000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-c
63942JAA5
874278.960000000000
PA
USD
877532.330000000000
0.1824765684
Long
ABS-O
CORP
US
N
2
2069-10-15
Fixed
1.060000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-B
63942LAA0
937607.680000000000
PA
USD
939370.570000000000
0.1953353879
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
.940000000000
N
N
N
N
N
N
Nelnet Student Loan Trust
N/A
Navient Student Loan Trust 2019-7
64034WAA3
737791.780000000000
PA
USD
739859.220000000000
0.1538484304
Long
ABS-MBS
CORP
US
N
2
2068-01-25
Floating
.584380000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AB6
295000.000000000000
PA
USD
296902.750000000000
0.0617388022
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.500000000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM5
64830PAA4
297954.830000000000
PA
USD
302192.730000000000
0.0628388157
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.709860000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBD3
115000.000000000000
PA
USD
121037.500000000000
0.0251688820
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.625000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBF8
545000.000000000000
PA
USD
583823.080000000000
0.1214018317
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.875000000000
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAA1
535000.000000000000
PA
USD
578019.890000000000
0.1201950998
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.875000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAQ2
205000.000000000000
PA
USD
217043.750000000000
0.0451326947
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.875000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAR0
230000.000000000000
PA
USD
246063.200000000000
0.0511670816
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
5.250000000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
325000.000000000000
PA
USD
337746.500000000000
0.0702319678
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.375000000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP3 Trust
67113AAZ3
104378.830000000000
PA
USD
104629.210000000000
0.0217568955
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
.984380000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM3 Trust
67114JAA8
1045000.000000000000
PA
USD
1046643.680000000000
0.2176420635
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.054000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CR4
700000.000000000000
PA
USD
723341.500000000000
0.1504136887
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.200000000000
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
260000.000000000000
PA
USD
264910.100000000000
0.0550861596
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.300000000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AE7
1280000.000000000000
PA
USD
1356909.950000000000
0.2821597141
Long
DBT
NUSS
OM
N
2
2027-03-08
Fixed
5.375000000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AQ8
780000.000000000000
PA
USD
814156.200000000000
0.1692979557
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.875000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
435000.000000000000
PA
USD
440876.850000000000
0.0916771861
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.500000000000
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCE3
1385000.000000000000
PA
USD
1460520.950000000000
0.3037048801
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.875000000000
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
580000.000000000000
PA
USD
598699.200000000000
0.1244952144
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.000000000000
N
N
N
N
N
N
PDC ENERGY INC
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
205000.000000000000
PA
USD
213118.000000000000
0.0443163630
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.750000000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PED3
1890000.000000000000
PA
USD
1890667.360000000000
0.3931507480
Long
ABS-O
CORP
US
N
2
2026-08-15
Fixed
.775000000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
405000.000000000000
PA
USD
422212.500000000000
0.0877960680
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.500000000000
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
1405000.000000000000
PA
USD
1325266.280000000000
0.2755796394
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.500000000000
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BE3
800000.000000000000
PA
USD
866872.000000000000
0.1802598291
Long
DBT
NUSS
PA
N
2
2025-03-16
Fixed
3.750000000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AD2
715000.000000000000
PA
USD
811532.150000000000
0.1687523033
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.700000000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAB9
570000.000000000000
PA
USD
607762.500000000000
0.1263798628
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.875000000000
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAC7
1055000.000000000000
PA
USD
1112060.510000000000
0.2312450252
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.400000000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CX4
2823000.000000000000
PA
USD
2881660.780000000000
0.5992207382
Long
DBT
CORP
US
N
2
2022-07-17
Fixed
3.100000000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AP7
380000.000000000000
PA
USD
599643.800000000000
0.1246916372
Long
DBT
NUSS
PE
N
2
2033-11-21
Fixed
8.750000000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
480000.000000000000
PA
USD
497750.400000000000
0.1035036338
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.392000000000
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CB3
2596000.000000000000
PA
USD
2840594.600000000000
0.5906813199
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
3.125000000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BZ9
640000.000000000000
PA
USD
731226.180000000000
0.1520532515
Long
DBT
NUSS
PH
N
2
2040-01-20
Fixed
3.950000000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AZ7
1290000.000000000000
PA
USD
1290190.130000000000
0.2682858050
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.300000000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBJ0
780000.000000000000
PA
USD
869795.870000000000
0.1808678270
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.650000000000
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
745000.000000000000
PA
USD
761626.540000000000
0.1583747888
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.625000000000
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503BC9
1019000.000000000000
PA
USD
1138438.390000000000
0.2367301166
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.550000000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
585000.000000000000
PA
USD
633606.190000000000
0.1317538732
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.750000000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460WAE7
1107000.000000000000
PA
USD
1141279.960000000000
0.2373210007
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.300000000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAV3
780000.000000000000
PA
USD
990600.000000000000
0.2059881813
Long
DBT
NUSS
QA
N
2
2046-06-02
Fixed
4.625000000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AF2
240000.000000000000
PA
USD
250341.120000000000
0.0520566445
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.750000000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAS8
255000.000000000000
PA
USD
264243.750000000000
0.0549475969
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.875000000000
N
N
N
N
N
Residential Asset Securities C
N/A
RASC Series 2005-KS12 Trust
753910AE8
242598.230000000000
PA
USD
242817.560000000000
0.0504921740
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
.774380000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
305000.000000000000
PA
USD
408295.880000000000
0.0849022065
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.100000000000
N
N
N
N
N
REYNOLDS GRP ISS/REYNOLD
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
76174LAA1
600000.000000000000
PA
USD
600543.000000000000
0.1248786194
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.000000000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAC4
975000.000000000000
PA
USD
1340828.780000000000
0.2788157499
Long
DBT
NUSS
RO
N
2
2044-01-22
Fixed
6.125000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AY8
210000.000000000000
PA
USD
236600.180000000000
0.0491993143
Long
DBT
CORP
LR
N
2
2023-06-01
Fixed
10.875000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
45000.000000000000
PA
USD
51862.500000000000
0.0107844357
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.500000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
460000.000000000000
PA
USD
464600.000000000000
0.0966102453
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.500000000000
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
205000.000000000000
PA
USD
217341.000000000000
0.0451945057
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.500000000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAC3
755000.000000000000
PA
USD
889397.550000000000
0.1849438560
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.500000000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BS3
1169000.000000000000
PA
USD
1206982.890000000000
0.2509834549
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.300000000000
N
N
N
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAE2
1849000.000000000000
PA
USD
1756889.130000000000
0.3653325224
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.400000000000
N
N
N
N
N
N
SHEA HOMES LP/FNDG CP
N/A
Shea Homes LP / Shea Homes Funding Corp
82088KAE8
405000.000000000000
PA
USD
417662.330000000000
0.0868498928
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.750000000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AC1
748891.260000000000
PA
USD
772017.250000000000
0.1605354626
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
3.510000000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-2 Receivables Funding LLC
82652MAA8
622797.830000000000
PA
USD
640032.270000000000
0.1330901305
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
2.590000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAW8
560000.000000000000
PA
USD
575052.800000000000
0.1195781147
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.375000000000
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
840000.000000000000
PA
USD
861000.000000000000
0.1790387887
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.125000000000
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
3500000.000000000000
PA
USD
3755487.540000000000
0.7809267599
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.500000000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
275000.000000000000
PA
USD
306134.210000000000
0.0636584183
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.750000000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AT1
200000.000000000000
PA
USD
217823.400000000000
0.0452948173
Long
DBT
NUSS
ZA
N
2
2026-04-14
Fixed
4.875000000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
150000.000000000000
PA
USD
155185.500000000000
0.0322697142
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.300000000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AV6
150000.000000000000
PA
USD
140897.850000000000
0.0292986996
Long
DBT
NUSS
ZA
N
2
2046-10-12
Fixed
5.000000000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AW4
1418000.000000000000
PA
USD
1523598.460000000000
0.3168213970
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
4.850000000000
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CU9
313000.000000000000
PA
USD
326118.370000000000
0.0678139814
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
2.950000000000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
84302LAA0
300000.000000000000
PA
USD
356218.500000000000
0.0740730880
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.875000000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
800000.000000000000
PA
USD
907206.420000000000
0.1886470831
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.250000000000
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAL4
110000.000000000000
PA
USD
116600.000000000000
0.0242461356
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.500000000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAM2
115000.000000000000
PA
USD
120467.100000000000
0.0250502714
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.500000000000
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAW6
295000.000000000000
PA
USD
191012.500000000000
0.0397196825
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.750000000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-INV1
85572JAA5
210721.450000000000
PA
USD
213329.890000000000
0.0443604240
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.610000000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starvest Emerging Markets CBO I
85573JAA4
980496.350000000000
PA
USD
982355.170000000000
0.2042737279
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.127000000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
764000.000000000000
PA
USD
1223699.000000000000
0.2544594503
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.600000000000
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAX3
550000.000000000000
PA
USD
644520.250000000000
0.1340233738
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.375000000000
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
645000.000000000000
PA
USD
777337.880000000000
0.1616418496
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.500000000000
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
1180000.000000000000
PA
USD
1322013.000000000000
0.2749031431
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
1186000.000000000000
PA
USD
1179583.740000000000
0.2452859977
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.000000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABT1
215000.000000000000
PA
USD
221181.250000000000
0.0459930582
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.875000000000
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
1398000.000000000000
PA
USD
1405757.500000000000
0.2923172126
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.946000000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
540000.000000000000
PA
USD
571050.000000000000
0.1187457611
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.125000000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EH1
320000.000000000000
PA
USD
465562.420000000000
0.0968103737
Long
DBT
USGA
US
N
2
2039-09-15
Fixed
5.250000000000
N
N
N
N
N
N
Thayer Park CLO, Ltd.
5493000PRLDBEVKBE571
Thayer Park CLO Ltd
883310AL8
500000.000000000000
PA
USD
500412.500000000000
0.1040571984
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
1.174250000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-3
89169DAA9
271422.910000000000
PA
USD
275579.780000000000
0.0573048432
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.750000000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-5
89169EAA7
365881.430000000000
PA
USD
366304.240000000000
0.0761703455
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
.684380000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-2
89172PAJ8
14132.690000000000
PA
USD
14220.840000000000
0.0029571219
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
2.750000000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-6
89172RAA3
8088.730000000000
PA
USD
8130.630000000000
0.0016907063
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.500000000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-3
89172YAA8
7843.130000000000
PA
USD
7873.310000000000
0.0016371985
Long
ABS-MBS
CORP
US
N
2
2056-04-25
Variable
2.250000000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-2
89173HAA4
39250.070000000000
PA
USD
39799.370000000000
0.0082759942
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.750000000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-4
89173UAA5
176025.460000000000
PA
USD
180329.880000000000
0.0374983081
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
2.750000000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
1205000.000000000000
PA
USD
1268262.500000000000
0.2637261113
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGCB8
13755.870000000000
PA
USD
15356.500000000000
0.0031932743
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGHX5
7598.790000000000
PA
USD
8411.460000000000
0.0017491029
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHWH1
5918.510000000000
PA
USD
6562.800000000000
0.0013646873
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKGF6
29182.030000000000
PA
USD
31690.250000000000
0.0065897607
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EL5L3
17067.790000000000
PA
USD
18975.770000000000
0.0039458756
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELDU4
19785.020000000000
PA
USD
21484.070000000000
0.0044674586
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Trestles CLO LTD
254900QSBDX181YYBH38
TRESTLES CLO 2017-1 Ltd
89531FAL1
500000.000000000000
PA
USD
500445.500000000000
0.1040640606
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
1.115250000000
N
N
N
N
N
N
TRINIDAD & TOBAGO
N/A
Trinidad & Tobago Government International Bond
896292AJ8
800000.000000000000
PA
USD
858808.000000000000
0.1785829780
Long
DBT
NUSS
TT
N
2
2026-08-04
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELPP2
39850.520000000000
PA
USD
44483.790000000000
0.0092500858
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EN4H9
19457.040000000000
PA
USD
21828.040000000000
0.0045389847
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPEE0
30421.620000000000
PA
USD
33483.000000000000
0.0069625502
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPG65
127973.110000000000
PA
USD
141088.800000000000
0.0293384063
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQDL3
22683.780000000000
PA
USD
25196.590000000000
0.0052394506
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER6R6
1751946.410000000000
PA
USD
1911693.670000000000
0.3975230187
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.500000000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BJ8
515000.000000000000
PA
USD
480520.240000000000
0.0999207453
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6.000000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C2
90276CAE1
1025000.000000000000
PA
USD
1131327.760000000000
0.2352515120
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.487000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C4
90276RBA5
6531.400000000000
PA
USD
6529.270000000000
0.0013577150
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
2.129000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C4
90276RBE7
460500.000000000000
PA
USD
507548.270000000000
0.1055410308
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.563000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERJ43
113405.700000000000
PA
USD
123429.100000000000
0.0256661981
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ESAS7
168517.610000000000
PA
USD
184065.140000000000
0.0382750287
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETDZ6
335760.310000000000
PA
USD
367812.200000000000
0.0764839149
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WK4P7
57928.860000000000
PA
USD
61684.510000000000
0.0128268524
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WK4R3
81201.900000000000
PA
USD
87705.390000000000
0.0182377082
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKS22
61278.250000000000
PA
USD
65236.090000000000
0.0135653781
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C4
90276RBH0
200000.000000000000
PA
USD
222376.840000000000
0.0462416726
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
3.836000000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C14
90278KAW1
469751.150000000000
PA
USD
479828.060000000000
0.0997768115
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Fixed
3.378800000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKW27
39022.650000000000
PA
USD
42156.260000000000
0.0087660926
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WNDF3
20258.190000000000
PA
USD
22132.620000000000
0.0046023199
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.500000000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAC5
290000.000000000000
PA
USD
305950.000000000000
0.0636201131
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.250000000000
N
N
N
N
N
UBS-Barclays Commercial Mortga
549300G1IXWLFE766Q13
UBS-Barclays Commercial Mortgage Trust 2013-C6
90349GBG9
107192.250000000000
PA
USD
108597.860000000000
0.0225821479
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
2.787700000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WPG73
17830.140000000000
PA
USD
19415.990000000000
0.0040374162
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0BT4
42539.680000000000
PA
USD
46994.630000000000
0.0097721970
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X3EZ1
89476.290000000000
PA
USD
98985.220000000000
0.0205832682
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X4E89
8599.650000000000
PA
USD
9524.050000000000
0.0019804580
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X6TP0
39844.930000000000
PA
USD
44438.630000000000
0.0092406951
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y1DY8
147289.870000000000
PA
USD
161761.210000000000
0.0336370861
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y3XV8
12494.020000000000
PA
USD
13689.440000000000
0.0028466211
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YR3Y2
36795.420000000000
PA
USD
39640.180000000000
0.0082428918
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YR5Y0
62215.110000000000
PA
USD
66914.940000000000
0.0139144829
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YWJV0
16668.370000000000
PA
USD
17926.320000000000
0.0037276500
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YWKA4
374714.320000000000
PA
USD
408789.490000000000
0.0850048492
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31395Q3Q1
1734768.980000000000
PA
USD
283134.250000000000
0.0588757412
Long
ABS-MBS
USGSE
US
N
2
2043-08-25
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EU3B3
176080.810000000000
PA
USD
189301.620000000000
0.0393639172
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EU4V8
146661.990000000000
PA
USD
159646.900000000000
0.0331974304
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUKT5
70510.640000000000
PA
USD
76683.310000000000
0.0159457456
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EYSC6
165193.980000000000
PA
USD
178272.210000000000
0.0370704304
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.500000000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
690000.000000000000
PA
USD
732775.860000000000
0.1523754964
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.253000000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
1256728.620000000000
PA
USD
1404667.190000000000
0.2920904904
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.875000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FNJV7
141748.890000000000
PA
USD
153968.010000000000
0.0320165459
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPAV1
136074.450000000000
PA
USD
147128.830000000000
0.0305943874
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.000000000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS
98450079DA0B78DD6764
United Airlines Holdings Inc
910047AK5
205000.000000000000
PA
USD
210125.000000000000
0.0436939901
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.875000000000
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAB6
940000.000000000000
PA
USD
1004267.800000000000
0.2088303025
Long
DBT
NUSS
MX
N
2
2047-01-15
Fixed
4.350000000000
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAC4
200000.000000000000
PA
USD
228877.000000000000
0.0475933343
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
4.150000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796F61
8405000.000000000000
PA
USD
8404778.280000000000
1.7477134992
Long
DBT
UST
US
N
2
2021-09-30
Fixed
.000000000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810QF8
905068.800000000000
PA
USD
1377699.100000000000
0.2864826691
Long
DBT
UST
US
N
2
2040-02-15
Fixed
2.125000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QT8
125000.000000000000
PA
USD
152851.560000000000
0.0317843881
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.125000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPDG1
74098.730000000000
PA
USD
79821.110000000000
0.0165982286
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPFH7
66544.830000000000
PA
USD
70790.220000000000
0.0147203197
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FRCM5
67534.420000000000
PA
USD
71819.810000000000
0.0149344156
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GVZY4
177030.040000000000
PA
USD
187965.560000000000
0.0390860931
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H1WJ5
70957.070000000000
PA
USD
75463.090000000000
0.0156920096
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H1WL0
71636.470000000000
PA
USD
76196.210000000000
0.0158444566
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HAXM7
92140.090000000000
PA
USD
98004.150000000000
0.0203792617
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HGL21
420867.090000000000
PA
USD
437764.310000000000
0.0910299556
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.500000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QW1
255000.000000000000
PA
USD
306358.590000000000
0.0637050765
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QX9
1035000.000000000000
PA
USD
1197203.910000000000
0.2489499860
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.750000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6E37
75827.630000000000
PA
USD
82288.010000000000
0.0171112028
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J77C3
132938.390000000000
PA
USD
143137.600000000000
0.0297644396
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8KN2
139736.550000000000
PA
USD
150542.030000000000
0.0313041379
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8LN1
124971.410000000000
PA
USD
133906.140000000000
0.0278448236
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J95H0
132594.930000000000
PA
USD
141502.160000000000
0.0294243616
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J95J6
61830.250000000000
PA
USD
65733.050000000000
0.0136687174
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9SN2
80362.810000000000
PA
USD
84251.610000000000
0.0175195194
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9XH9
90072.330000000000
PA
USD
95228.520000000000
0.0198020893
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RC4
5000.000000000000
PA
USD
6596.880000000000
0.0013717740
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.625000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RH3
1140000.000000000000
PA
USD
1404560.150000000000
0.2920682322
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.125000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JANA2
150333.980000000000
PA
USD
160651.650000000000
0.0334063610
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JWNT3
230697.870000000000
PA
USD
241772.150000000000
0.0502747885
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K1Z66
101983.270000000000
PA
USD
106941.400000000000
0.0222376989
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K45H9
139439.930000000000
PA
USD
146522.150000000000
0.0304682326
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K8SN2
200702.940000000000
PA
USD
210707.130000000000
0.0438150399
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K9KM0
515992.320000000000
PA
USD
541040.140000000000
0.1125054255
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEFG8
265990.150000000000
PA
USD
278306.160000000000
0.0578717744
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEFX1
42167.270000000000
PA
USD
45788.060000000000
0.0095212994
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEPA0
417368.420000000000
PA
USD
434125.180000000000
0.0902732246
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KKF66
160971.050000000000
PA
USD
168724.910000000000
0.0350851376
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
5627300.000000000000
PA
USD
6804197.010000000000
1.4148840777
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
585000.000000000000
PA
USD
642951.560000000000
0.1336971760
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.375000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
5000.000000000000
PA
USD
5077.540000000000
0.0010558381
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.000000000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SM1
3260197.150000000000
PA
USD
3799879.100000000000
0.7901576671
Long
DBT
UST
US
N
2
2050-02-15
Fixed
.250000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KKHR8
257676.440000000000
PA
USD
269967.270000000000
0.0561377619
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KYMT8
960449.230000000000
PA
USD
1000520.990000000000
0.2080511802
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L6UV4
843603.480000000000
PA
USD
877662.150000000000
0.1825035636
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LNPB7
346217.560000000000
PA
USD
360195.810000000000
0.0749001411
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.500000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
1150000.000000000000
PA
USD
1134636.710000000000
0.2359395844
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.875000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284U1
955000.000000000000
PA
USD
997620.610000000000
0.2074480669
Long
DBT
UST
US
N
2
2023-06-30
Fixed
2.625000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LPPZ9
848545.390000000000
PA
USD
885127.040000000000
0.1840558340
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LQA34
494975.270000000000
PA
USD
512769.320000000000
0.1066267107
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LQXS4
514404.190000000000
PA
USD
535056.800000000000
0.1112612327
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LRT73
848638.840000000000
PA
USD
884066.070000000000
0.1838352129
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828L57
10530000.000000000000
PA
USD
10717318.280000000000
2.2285896437
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.750000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
10000.000000000000
PA
USD
10242.190000000000
0.0021297901
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7B89
77026.160000000000
PA
USD
83082.930000000000
0.0172765008
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7TR8
87901.750000000000
PA
USD
95714.800000000000
0.0199032077
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.500000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
1000.000000000000
PA
USD
947.620000000000
0.0001970508
Long
DBT
UST
US
N
2
2030-08-15
Fixed
.625000000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAN1
1790000.000000000000
PA
USD
1790655.930000000000
0.3723540868
Long
DBT
UST
US
N
2
2022-09-30
Fixed
.125000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q83U7
105354.670000000000
PA
USD
114228.060000000000
0.0237529077
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8K87
66232.340000000000
PA
USD
72215.980000000000
0.0150167963
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8V51
35347.290000000000
PA
USD
37558.010000000000
0.0078099194
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAG87
289653.690000000000
PA
USD
304062.720000000000
0.0632276668
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.000000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBH3
2735000.000000000000
PA
USD
2697073.240000000000
0.5608370801
Long
DBT
UST
US
N
2
2026-01-31
Fixed
.375000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBT7
2025000.000000000000
PA
USD
2028084.970000000000
0.4217257566
Long
DBT
UST
US
N
2
2026-03-31
Fixed
.750000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAHF0
133355.510000000000
PA
USD
143364.320000000000
0.0298115844
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBCV8
127598.210000000000
PA
USD
138251.040000000000
0.0287483145
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.500000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCC3
14236100.000000000000
PA
USD
14198841.420000000000
2.9525474671
Long
DBT
UST
US
N
2
2024-05-15
Fixed
.250000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCS8
4185000.000000000000
PA
USD
4165055.880000000000
0.8660935653
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.250000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBS66
88686.130000000000
PA
USD
93189.720000000000
0.0193781354
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCCH7
679834.020000000000
PA
USD
728063.430000000000
0.1513955803
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QD7D0
146989.350000000000
PA
USD
154432.310000000000
0.0321130938
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDDZ4
120837.400000000000
PA
USD
126602.570000000000
0.0263260985
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDJN5
476603.650000000000
PA
USD
499670.360000000000
0.1039028757
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDJQ8
208062.860000000000
PA
USD
217689.930000000000
0.0452670632
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.000000000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BA6
2006000.000000000000
PA
USD
2815553.010000000000
0.5854741005
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
7.500000000000
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEF5
400000.000000000000
PA
USD
438181.680000000000
0.0911167448
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.250000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDP57
174943.070000000000
PA
USD
183192.260000000000
0.0380935196
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDXQ2
1921998.800000000000
PA
USD
2009874.510000000000
0.4179390218
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLD94
288403.600000000000
PA
USD
300047.680000000000
0.0623927679
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLEL6
373386.690000000000
PA
USD
388568.660000000000
0.0808000723
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
UNITI GRP/UNITI HLD/CSL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
91327AAA0
780000.000000000000
PA
USD
834600.000000000000
0.1735490976
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.875000000000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA Inc/Washington
91337CAA4
510000.000000000000
PA
USD
533587.500000000000
0.1109557023
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.125000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X3BJ6
126668.480000000000
PA
USD
134338.030000000000
0.0279346320
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4DE3
286871.880000000000
PA
USD
302035.140000000000
0.0628060460
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4EZ5
292880.450000000000
PA
USD
317225.360000000000
0.0659647436
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4LV6
108429.570000000000
PA
USD
115000.850000000000
0.0239136038
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4QY5
46255.030000000000
PA
USD
48962.640000000000
0.0101814306
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4TZ9
89659.100000000000
PA
USD
95180.370000000000
0.0197920768
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4XA9
272748.110000000000
PA
USD
288166.380000000000
0.0599221366
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5PZ0
154610.490000000000
PA
USD
163001.190000000000
0.0338949310
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.000000000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412HGG2
700000.000000000000
PA
USD
699291.600000000000
0.1454126841
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
1.614000000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAF7
820000.000000000000
PA
USD
891960.340000000000
0.1854767699
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.000000000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5UK7
185656.850000000000
PA
USD
194933.200000000000
0.0405349640
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6GF2
284794.550000000000
PA
USD
300343.060000000000
0.0624541901
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.000000000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
505000.000000000000
PA
USD
593763.850000000000
0.1234689437
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.375000000000
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO 2012-6AVE Mortgage Trust
91830CAN8
520000.000000000000
PA
USD
529582.510000000000
0.1101228933
Long
ABS-MBS
CORP
US
N
2
2030-11-15
Variable
3.448440000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
2429000.000000000000
PA
USD
2839315.010000000000
0.5904152383
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.329000000000
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
400000.000000000000
PA
USD
460664.420000000000
0.0957918696
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.016000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6GZ8
624899.050000000000
PA
USD
662675.270000000000
0.1377985803
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7PD5
628210.850000000000
PA
USD
669144.040000000000
0.1391437148
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.500000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
1040000.000000000000
PA
USD
1130732.270000000000
0.2351276841
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.550000000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAA2
139605.870000000000
PA
USD
141916.400000000000
0.0295104998
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.642000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7Y86
266295.980000000000
PA
USD
280451.630000000000
0.0583179096
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X84A2
221272.860000000000
PA
USD
224676.970000000000
0.0467199681
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8NL7
653526.970000000000
PA
USD
711086.530000000000
0.1478653554
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8NM5
617572.160000000000
PA
USD
663915.880000000000
0.1380565563
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8VA2
874602.010000000000
PA
USD
932635.050000000000
0.1939347848
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X97B5
725719.540000000000
PA
USD
762593.420000000000
0.1585758446
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9SM8
836644.580000000000
PA
USD
888564.190000000000
0.1847705648
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XA7B2
562120.340000000000
PA
USD
586289.470000000000
0.1219146998
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-3
92539LAA8
1217046.810000000000
PA
USD
1219726.750000000000
0.2536334494
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.046000000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAB3
410000.000000000000
PA
USD
496175.630000000000
0.1031761717
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.950000000000
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAD9
970000.000000000000
PA
USD
1121477.210000000000
0.2332031606
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.200000000000
N
N
N
N
N
VIRGIN MEDIA VEND FIN IV
635400ZZNJSEA4CAJR23
Virgin Media Vendor Financing Notes IV DAC
92770QAA5
350000.000000000000
PA
USD
363125.000000000000
0.0755092452
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
5.000000000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBNJ5
1017614.500000000000
PA
USD
1075277.720000000000
0.2235963072
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBS43
597870.980000000000
PA
USD
621964.470000000000
0.1293330608
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.500000000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAC6
1567000.000000000000
PA
USD
1612726.690000000000
0.3353549746
Long
DBT
CORP
US
N
2
2022-12-14
Fixed
2.800000000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
200000.000000000000
PA
USD
207770.000000000000
0.0432042847
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCCQ9
848520.930000000000
PA
USD
882779.160000000000
0.1835676092
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCJE9
400000.000000000000
PA
USD
416894.780000000000
0.0866902862
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LDP4
7983.290000000000
PA
USD
8864.740000000000
0.0018433592
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WRK0
36081.920000000000
PA
USD
40318.270000000000
0.0083838957
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416YKN7
10640.230000000000
PA
USD
11614.600000000000
0.0024151730
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416YRQ3
9583.600000000000
PA
USD
10633.960000000000
0.0022112559
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417EZ79
16425.600000000000
PA
USD
17835.660000000000
0.0037087979
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GBQ8
49599.400000000000
PA
USD
54010.750000000000
0.0112311490
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.500000000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAH5
455000.000000000000
PA
USD
462393.750000000000
0.0961514714
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.375000000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBS8
500000.000000000000
PA
USD
643656.450000000000
0.1338437528
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.875000000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GJE7
51719.180000000000
PA
USD
56113.560000000000
0.0116684133
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YDA2
4237.550000000000
PA
USD
4582.930000000000
0.0009529875
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YR82
414.600000000000
PA
USD
463.340000000000
0.0000963482
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AX60
20001.850000000000
PA
USD
21692.210000000000
0.0045107398
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BD86
18677.590000000000
PA
USD
20893.080000000000
0.0043445665
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CBF0
817768.610000000000
PA
USD
864054.350000000000
0.1796739190
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CCH5
124113.100000000000
PA
USD
131234.610000000000
0.0272892980
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFN9
95359.270000000000
PA
USD
104207.450000000000
0.0216691935
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.500000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BE1
675000.000000000000
PA
USD
727298.980000000000
0.1512366184
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.350000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C22
92890KBC8
290000.000000000000
PA
USD
313416.570000000000
0.0651727329
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
4.069000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJD7
115936.190000000000
PA
USD
124081.010000000000
0.0258017581
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CKW3
26669.880000000000
PA
USD
28930.930000000000
0.0060159799
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPF5
815965.550000000000
PA
USD
879576.580000000000
0.1829016556
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR89
164161.830000000000
PA
USD
174818.110000000000
0.0363521750
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2L5
730149.640000000000
PA
USD
741184.830000000000
0.1541240815
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2M3
421172.740000000000
PA
USD
438082.240000000000
0.0910960669
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3H3
796749.470000000000
PA
USD
828737.850000000000
0.1723301055
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSK9
854287.600000000000
PA
USD
893945.540000000000
0.1858895780
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.000000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C22
92890KBD6
3096833.390000000000
PA
USD
59823.080000000000
0.0124397814
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
.944317000000
N
N
N
N
N
N
Voya CLO Ltd
549300L8S87K3SMP0R77
Voya CLO 2014-2 Ltd
92912VAY1
1739039.990000000000
PA
USD
1740599.910000000000
0.3619452956
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
1.153880000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142DU4
1119000.000000000000
PA
USD
1148338.610000000000
0.2387887965
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.350000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2012-LC5
94988HAF8
305000.000000000000
PA
USD
314175.250000000000
0.0653304950
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
4.142000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DT44
656471.150000000000
PA
USD
708203.090000000000
0.1472657647
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTS1
726853.640000000000
PA
USD
760530.790000000000
0.1581469355
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300NYO16WLNMVJJ46
Wells Fargo Commercial Mortgage Trust 2015-C29
94989KAV5
130000.000000000000
PA
USD
141906.920000000000
0.0295085285
Long
ABS-MBS
CORP
US
N
2
2048-06-15
Fixed
3.637000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust 2016-LC24
95000HBF8
280000.000000000000
PA
USD
301495.210000000000
0.0626937714
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Fixed
2.942000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DV74
237599.300000000000
PA
USD
241190.280000000000
0.0501537928
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
2857203.790000000000
PA
USD
2900386.430000000000
0.6031146031
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.000000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2016-LC25
95000JAV0
315000.000000000000
PA
USD
349870.370000000000
0.0727530398
Long
ABS-MBS
CORP
US
N
2
2059-12-15
Fixed
3.640000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2D4
1528000.000000000000
PA
USD
1759857.830000000000
0.3659498423
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.150000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWS7
916595.850000000000
PA
USD
953395.890000000000
0.1982518529
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXL1
568869.580000000000
PA
USD
591708.900000000000
0.1230416315
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.500000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
900000.000000000000
PA
USD
940714.940000000000
0.1956149401
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.406000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
1765000.000000000000
PA
USD
1835088.010000000000
0.3815934199
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.572000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYC0
340814.620000000000
PA
USD
354497.850000000000
0.0737152911
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYX4
786535.940000000000
PA
USD
798423.330000000000
0.1660264180
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYY2
564563.430000000000
PA
USD
587229.860000000000
0.1221102472
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZW5
1083563.800000000000
PA
USD
1127067.370000000000
0.2343655944
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZX3
881900.990000000000
PA
USD
925307.950000000000
0.1924111667
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BBY0
28929.630000000000
PA
USD
32294.470000000000
0.0067154039
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419KVG7
12610.470000000000
PA
USD
13645.810000000000
0.0028375485
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
3.500000000000
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V336
4619127.170000000000
NS
USD
4619127.170000000000
0.9605144408
Long
STIV
RF
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2M4
365000.000000000000
PA
USD
505827.130000000000
0.1051831320
Long
DBT
CORP
US
N
2
2051-04-04
Variable
5.013000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
1020000.000000000000
PA
USD
1064471.290000000000
0.2213491875
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.393000000000
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
150000.000000000000
PA
USD
162003.750000000000
0.0336875205
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.750000000000
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
305000.000000000000
PA
USD
435277.700000000000
0.0905128829
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.625000000000
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
310000.000000000000
PA
USD
351555.500000000000
0.0731034505
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.113000000000
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZX4
648000.000000000000
PA
USD
685713.600000000000
0.1425892362
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.063000000000
N
N
N
N
N
N
Fort Washington CLO
N/A
Fort Washington CLO 2021-2 LTD
34918RAA8
2000000.000000000000
PA
USD
2001206.000000000000
0.4161364672
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
0
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAK1
1330000.000000000000
PA
USD
1830784.380000000000
0.3806985108
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.576000000000
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TAA7
291295.100000000000
PA
USD
291537.950000000000
0.0606232305
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
1.150000000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
400000.000000000000
PA
USD
426735.000000000000
0.0887364896
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.875000000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Corp
35906ABF4
363000.000000000000
PA
USD
379788.750000000000
0.0789743528
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.000000000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164Q6M5
763000.000000000000
PA
USD
834746.320000000000
0.1735795238
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.373000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C39
95000XAF4
260000.000000000000
PA
USD
287712.830000000000
0.0598278241
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.418000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C40
95000YAU9
44936.550000000000
PA
USD
45093.850000000000
0.0093769434
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
2.110000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2018-C46
95001QAU5
160000.000000000000
PA
USD
184725.250000000000
0.0384122939
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Fixed
4.152000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RAX7
625000.000000000000
PA
USD
731242.630000000000
0.1520566722
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
4.302000000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM2 Trust
36166MAA3
359679.510000000000
PA
USD
361703.140000000000
0.0752135796
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.855000000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM3 Trust
36167VAA2
239898.270000000000
PA
USD
246046.650000000000
0.0511636402
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.686000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M2Q2
44722.990000000000
PA
USD
48218.960000000000
0.0100267877
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MX47
32314.940000000000
PA
USD
34868.580000000000
0.0072506717
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NBB3
31305.020000000000
PA
USD
33782.530000000000
0.0070248354
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB89
62477.590000000000
PA
USD
66557.870000000000
0.0138402328
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
24492.840000000000
PA
USD
26074.390000000000
0.0054219828
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TAK1
101931.220000000000
PA
USD
108327.830000000000
0.0225259971
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCX1
140627.870000000000
PA
USD
149349.970000000000
0.0310562575
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TEZ4
95109.820000000000
PA
USD
101092.720000000000
0.0210215077
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
3.500000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C50
95001XBA3
300000.000000000000
PA
USD
330201.960000000000
0.0686631347
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.466000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300QGM7D5K3CV2643
WFRBS Commercial Mortgage Trust 2014-LC14
96221TAH0
742401.580000000000
PA
USD
18384.610000000000
0.0038229481
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Variable
1.428517000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNR2
73242.050000000000
PA
USD
77753.430000000000
0.0161682694
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V7D6
363049.980000000000
PA
USD
371018.050000000000
0.0771505485
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.000000000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
410000.000000000000
PA
USD
424774.350000000000
0.0883287864
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.375000000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
415000.000000000000
PA
USD
440418.750000000000
0.0915819274
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V7E4
411248.240000000000
PA
USD
426742.910000000000
0.0887381344
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VHT0
450487.540000000000
PA
USD
473468.140000000000
0.0984543116
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VKM1
30816.440000000000
PA
USD
32449.630000000000
0.0067476684
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VKN9
142220.020000000000
PA
USD
150907.130000000000
0.0313800578
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBX5
365565.680000000000
PA
USD
373599.400000000000
0.0776873218
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBY3
967548.140000000000
PA
USD
1004563.170000000000
0.2088917226
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.500000000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
132000.000000000000
PA
USD
138783.480000000000
0.0288590315
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.250000000000
N
N
N
N
N
Mount Vernon Liquid Assets Portfolio, LLC
N/A
Mount Vernon Liquid Assets Portfolio, LLC
N/A
65494251.250000000000
NS
USD
65494251.250000000000
13.6190608739
Long
STIV
PF
US
N
1
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDQ8
1025526.500000000000
PA
USD
1048117.220000000000
0.2179484756
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDR6
1028307.520000000000
PA
USD
1067409.520000000000
0.2219601714
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFG8
369875.950000000000
PA
USD
383849.090000000000
0.0798186715
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG36
744181.210000000000
PA
USD
772754.080000000000
0.1606886811
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJR0
473421.000000000000
PA
USD
491364.070000000000
0.1021756422
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.500000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2012-GCJ7
36192KAX5
405000.000000000000
PA
USD
413591.670000000000
0.0860034281
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Fixed
4.740000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2012-GCJ9
36192PAD8
345000.000000000000
PA
USD
354307.030000000000
0.0736756115
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Fixed
3.747000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300V3F4KBEWHAZP46
GS Mortgage Securities Trust 2014-GC26
36250HAG8
2102932.020000000000
PA
USD
52772.030000000000
0.0109735660
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
1.105939000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust 2015-GC34
36250VAE2
112046.140000000000
PA
USD
118213.270000000000
0.0245816036
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.278000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC18
36252RAT6
3660909.550000000000
PA
USD
69343.120000000000
0.0144194056
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Variable
1.164561000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
1448000.000000000000
PA
USD
1708090.930000000000
0.3551852859
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.125000000000
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCR5
370000.000000000000
PA
USD
405136.280000000000
0.0842451903
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.100000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
700000.000000000000
PA
USD
760875.450000000000
0.1582186050
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.600000000000
N
N
N
N
N
GoldenTree Loan Management US
549300UYD6YMBA6XSE43
Goldentree Loan Management US Clo 2 Ltd
38136MAC2
1525000.000000000000
PA
USD
1526759.850000000000
0.3174787854
Long
ABS-CBDO
CORP
KY
N
2
2030-11-28
Floating
1.284250000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
1375000.000000000000
PA
USD
1521267.220000000000
0.3163366323
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.850000000000
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXH2
1000000.000000000000
PA
USD
1128959.370000000000
0.2347590222
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.800000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
1040000.000000000000
PA
USD
1074173.690000000000
0.2233667321
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.615000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
1315000.000000000000
PA
USD
1329955.110000000000
0.2765546480
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.383000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148YAA6
250000.000000000000
PA
USD
292802.740000000000
0.0608862345
Long
DBT
CORP
US
N
2
2038-10-31
Variable
4.017000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378MAD7
764529.570000000000
PA
USD
134402.620000000000
0.0279480631
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379FTL3
1217127.570000000000
PA
USD
302959.850000000000
0.0629983328
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Floating
6.661620000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380UN41
1402176.040000000000
PA
USD
300863.510000000000
0.0625624139
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Floating
6.111620000000
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAE4
730000.000000000000
PA
USD
883668.140000000000
0.1837524662
Long
DBT
CORP
MX
N
2
2047-11-10
Fixed
4.700000000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
870000.000000000000
PA
USD
1134196.780000000000
0.2358481041
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.250000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
910000.000000000000
PA
USD
1003275.000000000000
0.2086238569
Long
DBT
CORP
GB
N
2
2027-05-22
Variable
6.000000000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
260000.000000000000
PA
USD
279825.000000000000
0.0581876063
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.125000000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-55HY Mortgage Trust
44421MAA8
865000.000000000000
PA
USD
936912.290000000000
0.1948242062
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Variable
3.040893000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AF3
560000.000000000000
PA
USD
954489.200000000000
0.1984791989
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.625000000000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
250000.000000000000
PA
USD
259062.500000000000
0.0538701930
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.750000000000
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BJ4
410000.000000000000
PA
USD
518545.410000000000
0.1078278073
Long
DBT
NUSS
ID
N
2
2042-01-17
Fixed
5.250000000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BX3
550000.000000000000
PA
USD
628349.070000000000
0.1306606927
Long
DBT
NUSS
ID
N
2
2027-01-08
Fixed
4.350000000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BQ2
1008000.000000000000
PA
USD
1142455.310000000000
0.2375654064
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
3.750000000000
N
N
N
N
N
N
INTELLIGENT PACKAGING
N/A
Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
45827MAA5
400000.000000000000
PA
USD
418500.000000000000
0.0870240802
Long
DBT
CORP
CA
N
2
2028-09-15
Fixed
6.000000000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JG9
425000.000000000000
PA
USD
405659.640000000000
0.0843540193
Long
DBT
CORP
US
N
2
2030-08-26
Fixed
.750000000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JN4
655000.000000000000
PA
USD
644255.720000000000
0.1339683667
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
.750000000000
N
N
N
N
N
N
INTERTAPE POLYMER GROUP
549300ESFR3Z1YNR6O65
Intertape Polymer Group Inc
460919AB9
635000.000000000000
PA
USD
648741.400000000000
0.1349011318
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.375000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAE1
620000.000000000000
PA
USD
651775.000000000000
0.1355319472
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.250000000000
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
410000.000000000000
PA
USD
432980.500000000000
0.0900351966
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.875000000000
N
N
N
N
N
iShares Core U.S. Aggregate Bo
549300F7VSXTKBGHJE47
iShares Core U.S. Aggregate Bond ETF
464287226
5004.000000000000
NS
USD
580764.240000000000
0.1207657678
Long
EC
RF
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRL6
480000.000000000000
PA
USD
497839.430000000000
0.1035221470
Long
DBT
CORP
US
N
2
2023-05-18
Fixed
2.700000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRV4
1622000.000000000000
PA
USD
1750275.370000000000
0.3639572383
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.950000000000
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46644YAU4
320000.000000000000
PA
USD
349452.930000000000
0.0726662361
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.801400000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
400000.000000000000
PA
USD
422857.170000000000
0.0879301226
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.956000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
1535000.000000000000
PA
USD
1588070.000000000000
0.3302277924
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.580000000000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II / PPD Development LP
47010LAA0
400000.000000000000
PA
USD
431500.000000000000
0.0897273372
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.000000000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CJ5
585000.000000000000
PA
USD
580873.150000000000
0.1207884148
Long
DBT
CORP
JP
N
2
2025-07-15
Fixed
.625000000000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN Inc
475795AD2
275000.000000000000
PA
USD
287043.630000000000
0.0596886688
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.875000000000
N
N
N
N
N
N
J2 GLOBAL
5493008OJYGLHD7MXA18
J2 Global Inc
48123VAF9
825000.000000000000
PA
USD
874632.000000000000
0.1818734656
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.625000000000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
486661AG6
550000.000000000000
PA
USD
637622.700000000000
0.1325890777
Long
DBT
NUSS
KZ
N
2
2025-07-21
Fixed
5.125000000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAQ8
705000.000000000000
PA
USD
845992.250000000000
0.1759180345
Long
DBT
CORP
KZ
N
2
2030-04-24
Fixed
5.375000000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BS4
755000.000000000000
PA
USD
810665.700000000000
0.1685721312
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.150000000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc/DE
49456BAH4
1405000.000000000000
PA
USD
1824231.490000000000
0.3793358842
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.550000000000
N
N
N
N
N
N
KORN/FERRY INTERNATIONAL
549300FOD20OM0GT5G40
Korn Ferry
50067PAA7
390000.000000000000
PA
USD
404300.330000000000
0.0840713605
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.625000000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
215000.000000000000
PA
USD
267535.400000000000
0.0556320720
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.875000000000
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BN2
160000.000000000000
PA
USD
165200.000000000000
0.0343521578
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.625000000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
840000.000000000000
PA
USD
881832.000000000000
0.1833706541
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.875000000000
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
815000.000000000000
PA
USD
829058.750000000000
0.1723968344
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.750000000000
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAP8
1610000.000000000000
PA
USD
1616862.500000000000
0.3362149867
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
1.627000000000
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
815000.000000000000
PA
USD
955205.640000000000
0.1986281774
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.700000000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAB7
554534.880000000000
PA
USD
556719.860000000000
0.1157659110
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.440000000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVIII Ltd
55819BAL4
2000000.000000000000
PA
USD
2003102.000000000000
0.4165307268
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Floating
1.324250000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300FNRP3W5DX0O430
Madison Park Funding XXVI Ltd
55819YAA8
2295000.000000000000
PA
USD
2298568.730000000000
0.4779709190
Long
ABS-CBDO
CORP
KY
N
2
2030-07-29
Floating
1.329630000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABG6
820000.000000000000
PA
USD
869112.880000000000
0.1807258041
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.500000000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
175000.000000000000
PA
USD
173906.250000000000
0.0361625602
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.250000000000
N
N
N
N
N
N
AM Capital Funding, LLC
549300VEZWL2JF9NXH87
AM Capital Funding LLC
00166AAA5
560000.000000000000
PA
USD
583483.600000000000
0.1213312392
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
4.980000000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN Inc
00191UAA0
595000.000000000000
PA
USD
621935.650000000000
0.1293270679
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.625000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
845000.000000000000
PA
USD
891948.540000000000
0.1854743162
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.650000000000
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMD1
184000.000000000000
PA
USD
188414.280000000000
0.0391794012
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.550000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RME9
1018000.000000000000
PA
USD
1047792.380000000000
0.2178809275
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.650000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMF6
1100000.000000000000
PA
USD
1106875.590000000000
0.2301668582
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.550000000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
405000.000000000000
PA
USD
427376.250000000000
0.0888698329
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.500000000000
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BE9
1105000.000000000000
PA
USD
1175418.180000000000
0.2444197993
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
3.400000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
710000.000000000000
PA
USD
893759.820000000000
0.1858509589
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.700000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
270000.000000000000
PA
USD
317323.450000000000
0.0659851407
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.050000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
485000.000000000000
PA
USD
588364.560000000000
0.1223461999
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.250000000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAG0
800000.000000000000
PA
USD
878690.010000000000
0.1827172997
Long
DBT
CORP
IE
N
2
2025-10-01
Fixed
4.450000000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAF9
655000.000000000000
PA
USD
677140.320000000000
0.1408064840
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.300000000000
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F020497
2745000.000000000000
PA
USD
2841178.620000000000
0.5908027627
Long
ABS-MBS
USGSE
US
N
2
2035-09-15
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F020695
2185000.000000000000
PA
USD
2216238.680000000000
0.4608509742
Long
ABS-MBS
USGSE
US
N
2
2050-09-15
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F022691
13250000.000000000000
PA
USD
13766543.040000000000
2.8626541125
Long
ABS-MBS
USGSE
US
N
2
2046-09-15
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030694
8260000.000000000000
PA
USD
8640734.290000000000
1.7967788630
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F032690
2025000.000000000000
PA
USD
2142228.530000000000
0.4454610931
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Fixed
3.500000000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
760000.000000000000
PA
USD
782800.000000000000
0.1627776583
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.500000000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBJ1
835000.000000000000
PA
USD
896276.690000000000
0.1863743240
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.400000000000
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AN6
1602000.000000000000
PA
USD
1757887.300000000000
0.3655400847
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
3.800000000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-6
03464VAA2
240449.090000000000
PA
USD
241556.940000000000
0.0502300371
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.620000000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-3
03465EAA9
1142955.740000000000
PA
USD
1146077.150000000000
0.2383185421
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.068000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBW7
400000.000000000000
PA
USD
592970.040000000000
0.1233038766
Long
DBT
CORP
US
N
2
2059-01-23
Fixed
5.800000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
720000.000000000000
PA
USD
888331.280000000000
0.1847221328
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.600000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AP5
655000.000000000000
PA
USD
837135.570000000000
0.1740763513
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.750000000000
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AS9
1006000.000000000000
PA
USD
1207186.020000000000
0.2510256943
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.350000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AV2
900000.000000000000
PA
USD
1002795.590000000000
0.2085241670
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.500000000000
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAH9
385000.000000000000
PA
USD
394625.000000000000
0.0820594448
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.375000000000
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DM9
2759000.000000000000
PA
USD
2860114.730000000000
0.5947403913
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
1.800000000000
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
870000.000000000000
PA
USD
905728.730000000000
0.1883398081
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.000000000000
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
AXA Equitable Holdings Inc
054561AM7
545000.000000000000
PA
USD
708431.320000000000
0.1473132235
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.000000000000
N
N
N
N
N
REPUBLIC OF AZERBAIJAN
549300P74FF45UQVU281
Republic of Azerbaijan International Bond
05477LAA4
720000.000000000000
PA
USD
782352.000000000000
0.1626844999
Long
DBT
NUSS
AZ
N
2
2024-03-18
Fixed
4.750000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAZ8
222000.000000000000
PA
USD
235638.750000000000
0.0489993918
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.222000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
220000.000000000000
PA
USD
238267.290000000000
0.0495459779
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.557000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
1045000.000000000000
PA
USD
1212735.080000000000
0.2521795816
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.906000000000
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBQ7
800000.000000000000
PA
USD
942653.660000000000
0.1960180830
Long
DBT
CORP
US
N
2
2050-04-02
Fixed
5.282000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBT1
1185000.000000000000
PA
USD
1177061.370000000000
0.2447614889
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.734000000000
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
1590000.000000000000
PA
USD
1600195.830000000000
0.3327492719
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.668000000000
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust 2012-SHOW
05538UAA1
1646000.000000000000
PA
USD
1745652.460000000000
0.3629959373
Long
ABS-MBS
CORP
US
N
2
2036-11-05
Fixed
3.430200000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAA1
865000.000000000000
PA
USD
940537.860000000000
0.1955781175
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.202000000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
1600000.000000000000
PA
USD
1627377.790000000000
0.3384015660
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.849000000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
400000.000000000000
PA
USD
435783.500000000000
0.0906180604
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.490000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFS3
1588000.000000000000
PA
USD
1763145.320000000000
0.3666334523
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.875000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
660000.000000000000
PA
USD
732242.580000000000
0.1522646046
Long
DBT
CORP
US
N
2
2028-04-24
Variable
3.705000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHG7
630000.000000000000
PA
USD
711668.660000000000
0.1479864052
Long
DBT
CORP
US
N
2
2029-03-05
Variable
3.970000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
1610000.000000000000
PA
USD
1767422.440000000000
0.3675228488
Long
DBT
CORP
US
N
2
2027-04-23
Variable
3.559000000000
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
1018000.000000000000
PA
USD
1079083.370000000000
0.2243876649
Long
DBT
CORP
US
N
2
2030-10-22
Variable
2.884000000000
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
785000.000000000000
PA
USD
806765.520000000000
0.1677611167
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.496000000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK31
06541ABA7
454000.000000000000
PA
USD
461756.770000000000
0.0960190160
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.739000000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
2145000.000000000000
PA
USD
2271130.590000000000
0.4722653541
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
2.852000000000
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
1670000.000000000000
PA
USD
1746950.780000000000
0.3632659136
Long
DBT
CORP
GB
N
2
2035-09-23
Variable
3.564000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAE7
612000.000000000000
PA
USD
622633.130000000000
0.1294721039
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.766000000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EBE4
9541717.770000000000
PA
USD
650426.460000000000
0.1352515279
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
.999000000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BR8
1073000.000000000000
PA
USD
1109926.510000000000
0.2308012752
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.750000000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
2823000.000000000000
PA
USD
2869019.160000000000
0.5965920038
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.250000000000
N
N
N
N
N
Bluemountain CLO Ltd
549300KGXMRFX2DKIX03
BlueMountain CLO 2013-2 Ltd
09626YAN0
362742.690000000000
PA
USD
363706.130000000000
0.0756300871
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
1.318250000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2K9
615000.000000000000
PA
USD
652454.380000000000
0.1356732194
Long
DBT
CORP
FR
N
2
2031-01-13
Variable
3.052000000000
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
1015000.000000000000
PA
USD
1045235.680000000000
0.2173492800
Long
DBT
CORP
FR
N
2
2026-06-09
Variable
2.219000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CK9
185000.000000000000
PA
USD
193963.350000000000
0.0403332906
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.900000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
1371000.000000000000
PA
USD
1533381.250000000000
0.3188556581
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.875000000000
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
1365000.000000000000
PA
USD
1859611.800000000000
0.3866929665
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.805000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BS9
141000.000000000000
PA
USD
153133.050000000000
0.0318429219
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.625000000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BY5
800000.000000000000
PA
USD
854360.000000000000
0.1776580482
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.625000000000
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
1350000.000000000000
PA
USD
1520250.070000000000
0.3161251232
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.150000000000
N
N
N
N
N
N
Centex Home Equity
N/A
Centex Home Equity Loan Trust 2005-D
152314PP9
78995.030000000000
PA
USD
79083.230000000000
0.0164447918
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
.804380000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
1745000.000000000000
PA
USD
2040645.090000000000
0.4243375437
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.800000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
395000.000000000000
PA
USD
426106.250000000000
0.0886057455
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.500000000000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
Churchill Downs Inc
171484AG3
235000.000000000000
PA
USD
244400.000000000000
0.0508212311
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
5.500000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBD2
1000000.000000000000
PA
USD
1185807.690000000000
0.2465802236
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.000000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBJ9
1170000.000000000000
PA
USD
1204944.070000000000
0.2505594968
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.500000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
1700000.000000000000
PA
USD
1806545.260000000000
0.3756581593
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.419000000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AQ4
280000.000000000000
PA
USD
289489.200000000000
0.0601972076
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.950000000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBM4
291000.000000000000
PA
USD
299366.250000000000
0.0622510694
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.750000000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
1078000.000000000000
PA
USD
1107682.730000000000
0.2303346972
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.250000000000
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CJ7
690000.000000000000
PA
USD
727169.180000000000
0.1512096274
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.200000000000
N
N
N
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAG0
1062000.000000000000
PA
USD
1138303.340000000000
0.2367020339
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.000000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-LC15 Mortgage Trust
12591TAF3
1244954.930000000000
PA
USD
26917.920000000000
0.0055973888
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
1.231492000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAD5
389145.070000000000
PA
USD
403137.090000000000
0.0838294730
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.472000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JC6
890000.000000000000
PA
USD
1010668.640000000000
0.2101613114
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.300000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
1049000.000000000000
PA
USD
1141714.700000000000
0.2374114018
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.200000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE16 Mortgage Trust
12591VAF8
1270252.230000000000
PA
USD
28072.320000000000
0.0058374381
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
1.117161000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YBE4
885606.490000000000
PA
USD
21382.080000000000
0.0044462505
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
1.225900000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS6 Mortgage Trust
12592PBG7
1611527.250000000000
PA
USD
36414.230000000000
0.0075720786
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Variable
1.025712000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE21 Mortgage Trust
12592RBJ7
281514.000000000000
PA
USD
304125.490000000000
0.0632407193
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Fixed
3.987000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
835000.000000000000
PA
USD
930706.120000000000
0.1935336776
Long
DBT
CORP
US
N
2
2028-01-10
Variable
3.887000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LS8
455000.000000000000
PA
USD
500550.040000000000
0.1040857989
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.520000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBD5
100000.000000000000
PA
USD
109155.190000000000
0.0226980407
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.708000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PAW2
340000.000000000000
PA
USD
374026.930000000000
0.0777762236
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.759000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
495000.000000000000
PA
USD
527021.670000000000
0.1095903849
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.976000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17309SAE0
46146.410000000000
PA
USD
46169.260000000000
0.0096005672
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
.504380000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-GC11
17320DAQ1
455000.000000000000
PA
USD
472639.800000000000
0.0982820642
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
3.732000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-GC17
17321RAJ5
145000.000000000000
PA
USD
154085.790000000000
0.0320410374
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
5.095000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-COR2 Mortgage Trust
12595EAA3
83659.800000000000
PA
USD
84309.670000000000
0.0175315926
Long
ABS-MBS
CORP
US
N
2
2050-09-10
Fixed
2.111000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAU3
850000.000000000000
PA
USD
920101.710000000000
0.1913285664
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
3.016100000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAT0
476000.000000000000
PA
USD
479823.040000000000
0.0997757676
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.251000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300UFJ8EKD81Y8R30
CSAIL 2015-C1 Commercial Mortgage Trust
126281BE3
450000.000000000000
PA
USD
466641.000000000000
0.0970346567
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
4.043700000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
380000.000000000000
PA
USD
398003.450000000000
0.0827619693
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.500000000000
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
264000.000000000000
PA
USD
251481.120000000000
0.0522936993
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.375000000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC25
17322YAJ9
1381119.350000000000
PA
USD
34709.740000000000
0.0072176421
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Variable
1.113032000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAG2
1029676.360000000000
PA
USD
38994.360000000000
0.0081085981
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
1.480951000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE17 Mortgage Trust
12631DBC6
1064112.510000000000
PA
USD
21983.290000000000
0.0045712678
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
1.122634000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300D5DIOOMKWXVZ20
Csail 2015-C2 Commercial Mortgage Trust
12634NAV0
1522714.420000000000
PA
USD
34105.910000000000
0.0070920799
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Variable
.884631000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAW5
185000.000000000000
PA
USD
199106.250000000000
0.0414027199
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.875000000000
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PBY3
440000.000000000000
PA
USD
467064.400000000000
0.0971226997
Long
DBT
NUSS
DO
N
2
2024-04-18
Fixed
5.875000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
560000.000000000000
PA
USD
644700.000000000000
0.1340607516
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.850000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDJ4
330000.000000000000
PA
USD
385278.300000000000
0.0801158655
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.875000000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
5493006MX7HG5PC85C29
CSAIL 2016-C7 Commercial Mortgage Trust
12637UAW9
275000.000000000000
PA
USD
301700.740000000000
0.0627365099
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
3.502000000000
N
N
N
N
N
N
CQP HOLDCO LP/BIP-V CHIN
N/A
CQP Holdco LP / BIP-V Chinook Holdco LLC
12657NAA8
565000.000000000000
PA
USD
583379.450000000000
0.1213095820
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.500000000000
N
N
N
N
N
Dryden Senior Loan Fund
254900JFO9XUH2EREJ70
Dryden 75 CLO Ltd
26252JAS7
850000.000000000000
PA
USD
849588.600000000000
0.1766658698
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
1.166130000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
466000.000000000000
PA
USD
530615.560000000000
0.1103377086
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.000000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
570000.000000000000
PA
USD
754851.540000000000
0.1569659761
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.050000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DK3
560000.000000000000
PA
USD
651873.830000000000
0.1355524982
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.125000000000
N
N
N
N
N
N
CALIFORNIA ST UNIV REVENUE
N/A
California State University
13077DKS0
360000.000000000000
PA
USD
370001.990000000000
0.0769392661
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
2.965000000000
N
N
N
N
N
N
CALIFORNIA ST UNIV REVENUE
N/A
California State University
13077DKT8
315000.000000000000
PA
USD
322828.950000000000
0.0671299700
Long
DBT
MUN
US
N
2
2042-11-01
Fixed
3.065000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
530000.000000000000
PA
USD
546562.500000000000
0.1136537607
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.500000000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AL5
850000.000000000000
PA
USD
1147475.380000000000
0.2386092940
Long
DBT
CORP
CA
N
2
2038-03-15
Fixed
6.250000000000
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BC5
220000.000000000000
PA
USD
247429.600000000000
0.0514512147
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
11.500000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BG6
160000.000000000000
PA
USD
184803.200000000000
0.0384285030
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.500000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
580000.000000000000
PA
USD
615887.500000000000
0.1280693984
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.625000000000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AF3
385000.000000000000
PA
USD
401843.750000000000
0.0835605322
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.500000000000
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAC4
600000.000000000000
PA
USD
655500.000000000000
0.1363065343
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.500000000000
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAD2
105000.000000000000
PA
USD
109856.250000000000
0.0228438211
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.750000000000
N
N
N
N
N
N
Cedar Funding Ltd
549300PQ60B57EBTK013
Cedar Funding VI CLO Ltd
15032DAR2
1480000.000000000000
PA
USD
1482436.080000000000
0.3082619746
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
1.184250000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAM5
1610000.000000000000
PA
USD
1596774.800000000000
0.3320378932
Long
DBT
CORP
US
N
2
2027-01-28
Variable
1.122000000000
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup COmmercial Mortgage Trust 2018-C6
17327GAY0
445000.000000000000
PA
USD
523537.250000000000
0.1088658247
Long
ABS-MBS
CORP
US
N
2
2051-11-10
Fixed
4.412000000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BQ7
590000.000000000000
PA
USD
619066.350000000000
0.1287304175
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.000000000000
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AY9
1642000.000000000000
PA
USD
1694092.170000000000
0.3522743439
Long
DBT
CORP
US
N
2
2031-05-10
Fixed
2.600000000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAB6
600000.000000000000
PA
USD
723759.000000000000
0.1505005049
Long
DBT
NUSS
AE
N
2
2047-10-11
Fixed
4.125000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29273RAS8
600000.000000000000
PA
USD
620624.260000000000
0.1290543737
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.600000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAJ9
785000.000000000000
PA
USD
758506.250000000000
0.1577259469
Long
EP
CORP
US
N
2
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
1055000.000000000000
PA
USD
1084149.650000000000
0.2254411616
Long
EP
CORP
US
N
2
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JJ6
165000.000000000000
PA
USD
161464.890000000000
0.0335754684
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
.625000000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
150000.000000000000
PA
USD
159051.000000000000
0.0330735173
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.875000000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
570000.000000000000
PA
USD
560062.050000000000
0.1164608955
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.000000000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
475000.000000000000
PA
USD
608819.690000000000
0.1265996979
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.700000000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XC36
1483916.690000000000
PA
USD
1501646.230000000000
0.3122565878
Long
ABS-MBS
CORP
US
N
2
2030-08-25
Floating
2.284380000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XJ70
1084163.810000000000
PA
USD
1098521.500000000000
0.2284296850
Long
ABS-MBS
CORP
US
N
2
2030-10-25
Floating
2.234380000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XJX3
1593727.900000000000
PA
USD
1638054.730000000000
0.3406217593
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Floating
3.084380000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XLT9
307062.570000000000
PA
USD
314229.040000000000
0.0653416803
Long
ABS-MBS
CORP
US
N
2
2029-11-25
Floating
2.934380000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XNX8
1050769.870000000000
PA
USD
1074845.210000000000
0.2235063699
Long
ABS-MBS
CORP
US
N
2
2030-01-25
Floating
2.284380000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XR63
1941163.640000000000
PA
USD
1975209.900000000000
0.4107307642
Long
ABS-MBS
CORP
US
N
2
2030-12-25
Floating
2.634380000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XSX3
1427390.320000000000
PA
USD
1458060.800000000000
0.3031933096
Long
ABS-MBS
CORP
US
N
2
2030-02-25
Floating
2.884380000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCA7
405000.000000000000
PA
USD
445628.880000000000
0.0926653367
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.150000000000
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
1506000.000000000000
PA
USD
1749262.090000000000
0.3637465340
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.150000000000
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
642000.000000000000
PA
USD
677598.900000000000
0.1409018424
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.250000000000
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
434000.000000000000
PA
USD
455895.300000000000
0.0948001653
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.000000000000
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CBB9
295000.000000000000
PA
USD
391066.520000000000
0.0813194844
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
4.875000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H020691
1935000.000000000000
PA
USD
1975665.240000000000
0.4108254489
Long
ABS-MBS
USGA
US
N
2
2050-09-15
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022697
2580000.000000000000
PA
USD
2676145.330000000000
0.5564852710
Long
ABS-MBS
USGA
US
N
2
2050-09-15
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030690
5260000.000000000000
PA
USD
5499165.570000000000
1.1435121285
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XUX0
722442.680000000000
PA
USD
733609.910000000000
0.1525489311
Long
ABS-MBS
CORP
US
N
2
2030-05-25
Floating
2.484380000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XWX8
616689.950000000000
PA
USD
624544.540000000000
0.1298695679
Long
ABS-MBS
CORP
US
N
2
2030-05-25
Floating
2.584380000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032696
370000.000000000000
PA
USD
389396.100000000000
0.0809721325
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
3.500000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AD0
1145000.000000000000
PA
USD
1178749.150000000000
0.2451124507
Long
DBT
CORP
CH
N
2
2023-12-14
Variable
2.997000000000
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AF5
250000.000000000000
PA
USD
276723.110000000000
0.0575425905
Long
DBT
CORP
CH
N
2
2029-01-12
Variable
3.869000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
560000.000000000000
PA
USD
634758.880000000000
0.1319935668
Long
DBT
CORP
CH
N
2
2031-04-01
Variable
4.194000000000
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XYX6
1737824.860000000000
PA
USD
1761738.370000000000
0.3663408871
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
2.334380000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9TQ5
18020.750000000000
PA
USD
19573.090000000000
0.0040700840
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
830000.000000000000
PA
USD
866409.730000000000
0.1801637034
Long
DBT
CORP
CH
N
2
2032-05-14
Variable
3.091000000000
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group Funding Guernsey Ltd
225433AT8
860000.000000000000
PA
USD
907071.520000000000
0.1886190316
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
3.800000000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAFA2
24687.810000000000
PA
USD
26693.450000000000
0.0055507119
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MBVP9
153.580000000000
PA
USD
160.080000000000
0.0000332875
Long
ABS-MBS
USGSE
US
N
2
2023-04-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MDWN9
23248.660000000000
PA
USD
24948.770000000000
0.0051879182
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2M1
259429.920000000000
PA
USD
274396.540000000000
0.0570587969
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.500000000000
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
226775AG9
545000.000000000000
PA
USD
613736.490000000000
0.1276221112
Long
DBT
NUSS
HR
N
2
2024-01-26
Fixed
6.000000000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BC0
607000.000000000000
PA
USD
665130.030000000000
0.1383090301
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.400000000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
425000.000000000000
PA
USD
436156.250000000000
0.0906955711
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125000000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
625000.000000000000
PA
USD
653812.500000000000
0.1359556307
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.625000000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2T6
137786.470000000000
PA
USD
147830.270000000000
0.0307402468
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3J7
157874.130000000000
PA
USD
167474.230000000000
0.0348250677
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.500000000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BD6
890000.000000000000
PA
USD
1138780.160000000000
0.2368011852
Long
DBT
CORP
US
N
2
2029-10-16
Fixed
5.375000000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
1085000.000000000000
PA
USD
1169707.480000000000
0.2432323001
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.450000000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJS76
32037.720000000000
PA
USD
34699.330000000000
0.0072154774
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJTQ3
22373.850000000000
PA
USD
24526.140000000000
0.0051000353
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJV31
48402.420000000000
PA
USD
53187.340000000000
0.0110599267
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJV64
30874.770000000000
PA
USD
33204.510000000000
0.0069046402
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.500000000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAH9
1140000.000000000000
PA
USD
1466073.600000000000
0.3048595140
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.200000000000
N
N
N
N
N
N
DEVELOPMENT BK OF JAPAN
5493001HGBABMWFZUI25
Development Bank of Japan Inc
25159MBA4
260000.000000000000
PA
USD
250645.630000000000
0.0521199652
Long
DBT
CORP
JP
N
2
2030-08-27
Fixed
1.000000000000
N
N
N
N
N
N
Dewolf Park clo, ltd
N/A
Dewolf Park Clo Ltd
25211AAA7
1700000.000000000000
PA
USD
1700000.000000000000
0.3535028349
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
1.336130000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAQ2
566000.000000000000
PA
USD
586313.810000000000
0.1219197612
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.950000000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJV72
27128.290000000000
PA
USD
29717.440000000000
0.0061795290
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWV8
84821.330000000000
PA
USD
91168.210000000000
0.0189577769
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWW6
102939.960000000000
PA
USD
112496.730000000000
0.0233928900
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJX54
55343.030000000000
PA
USD
60224.010000000000
0.0125231519
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJX88
65584.370000000000
PA
USD
70445.060000000000
0.0146485461
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXA3
17731.600000000000
PA
USD
19335.190000000000
0.0040206144
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXE5
37419.280000000000
PA
USD
40242.320000000000
0.0083681025
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXK1
27549.290000000000
PA
USD
29603.850000000000
0.0061559088
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXL9
34278.510000000000
PA
USD
37363.360000000000
0.0077694433
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXX3
6293.640000000000
PA
USD
6761.620000000000
0.0014060305
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXY1
20583.640000000000
PA
USD
22414.500000000000
0.0046609349
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJY95
61446.780000000000
PA
USD
67235.170000000000
0.0139810725
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYC8
30078.240000000000
PA
USD
32495.830000000000
0.0067572753
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYE4
44088.630000000000
PA
USD
48359.060000000000
0.0100559205
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYT1
59440.120000000000
PA
USD
62794.360000000000
0.0130576378
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZF0
1059388.410000000000
PA
USD
1124750.100000000000
0.2338837346
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZH6
51995.550000000000
PA
USD
56475.470000000000
0.0117436699
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZS2
25941.560000000000
PA
USD
28236.030000000000
0.0058714804
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZX1
11826.270000000000
PA
USD
12604.250000000000
0.0026209636
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZZ6
21437.340000000000
PA
USD
23406.210000000000
0.0048671539
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LGC3
155829.290000000000
PA
USD
168768.170000000000
0.0350941333
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SAD2
15557.710000000000
PA
USD
16851.070000000000
0.0035040594
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312933AQ7
18242.020000000000
PA
USD
20462.820000000000
0.0042550970
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312933G65
33657.180000000000
PA
USD
37754.470000000000
0.0078507719
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942AS4
3493.140000000000
PA
USD
3876.850000000000
0.0008061632
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XTVX5
716393.700000000000
PA
USD
784890.760000000000
0.1632124169
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XYNZ8
311520.380000000000
PA
USD
331317.410000000000
0.0688950845
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y03E0
770286.910000000000
PA
USD
829703.700000000000
0.1725309471
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y8KQ7
59469.730000000000
PA
USD
64185.920000000000
0.0133470028
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329NZP6
308782.370000000000
PA
USD
332620.450000000000
0.0691660424
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329Q5A5
89433.170000000000
PA
USD
93612.710000000000
0.0194660932
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5JC0
203861.960000000000
PA
USD
216425.740000000000
0.0450041839
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ABCH3
982416.230000000000
PA
USD
1047284.830000000000
0.2177753861
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACNF3
124007.690000000000
PA
USD
136625.980000000000
0.0284103949
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWSN5
467188.820000000000
PA
USD
483983.960000000000
0.1006410011
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
2.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMBC8
638539.600000000000
PA
USD
676862.700000000000
0.1407487549
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMKK0
447519.280000000000
PA
USD
472001.640000000000
0.0981493634
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV3W3
154524.320000000000
PA
USD
167292.170000000000
0.0347872096
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6D2
821932.020000000000
PA
USD
859511.570000000000
0.1787292804
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6K6
121247.330000000000
PA
USD
126790.880000000000
0.0263652562
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6L4
736308.980000000000
PA
USD
779016.650000000000
0.1619909378
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6V2
355067.100000000000
PA
USD
371301.120000000000
0.0772094109
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7K5
2782964.710000000000
PA
USD
2825025.330000000000
0.5874438016
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWA60
732813.550000000000
PA
USD
762234.990000000000
0.1585013117
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAX1
537779.180000000000
PA
USD
559370.260000000000
0.1163170427
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAY9
798045.720000000000
PA
USD
837218.330000000000
0.1740935606
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWB51
897098.340000000000
PA
USD
910656.730000000000
0.1893645504
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBC6
259390.590000000000
PA
USD
269804.760000000000
0.0561039691
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBQ5
566233.250000000000
PA
USD
588966.720000000000
0.1224714148
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBZ5
495483.970000000000
PA
USD
515376.960000000000
0.1071689508
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GD6M9
33151.910000000000
PA
USD
37058.070000000000
0.0077059605
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GDJ60
5028.620000000000
PA
USD
5620.530000000000
0.0011687490
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFMW4
21719.170000000000
PA
USD
24063.190000000000
0.0050037682
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GJYA1
17632.260000000000
PA
USD
18930.740000000000
0.0039365119
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GUKR4
14792.070000000000
PA
USD
16021.680000000000
0.0033315937
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GVKH4
19569.240000000000
PA
USD
21196.110000000000
0.0044075794
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HMP96
41072.840000000000
PA
USD
44733.240000000000
0.0093019571
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J9U71
15771.530000000000
PA
USD
17130.210000000000
0.0035621046
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JA6M2
30449.830000000000
PA
USD
33059.000000000000
0.0068743825
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JM2M0
33382.250000000000
PA
USD
36486.580000000000
0.0075871232
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JM5S4
21443.550000000000
PA
USD
23577.480000000000
0.0049027682
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L5R62
18632.770000000000
PA
USD
20521.080000000000
0.0042672117
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L7CJ6
23629.020000000000
PA
USD
25811.950000000000
0.0053674103
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L7F95
329261.450000000000
PA
USD
359946.250000000000
0.0748482469
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L8RZ2
49699.480000000000
PA
USD
53928.010000000000
0.0112139438
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M63W8
13962.530000000000
PA
USD
15110.890000000000
0.0031422014
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M6F21
13778.720000000000
PA
USD
14906.440000000000
0.0030996875
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M6W48
5747.340000000000
PA
USD
6332.200000000000
0.0013167357
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132MAVH1
24611.440000000000
PA
USD
26967.630000000000
0.0056077257
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QQJP8
16070.620000000000
PA
USD
17695.980000000000
0.0036797524
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QRYX2
15753.350000000000
PA
USD
16937.780000000000
0.0035220901
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QVMU2
19023.480000000000
PA
USD
20717.570000000000
0.0043080704
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QVMX6
37863.120000000000
PA
USD
41273.440000000000
0.0085825165
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QWPU7
5834.050000000000
PA
USD
6273.530000000000
0.0013045357
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QWPY9
107955.790000000000
PA
USD
117421.240000000000
0.0244169066
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QWWE5
131214.040000000000
PA
USD
140971.790000000000
0.0293140749
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WDMZ4
39816.770000000000
PA
USD
42773.380000000000
0.0088944183
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WDYQ1
178720.090000000000
PA
USD
191701.710000000000
0.0398629988
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WEKW1
91731.280000000000
PA
USD
98498.010000000000
0.0204819563
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WJYR6
93125.170000000000
PA
USD
99942.340000000000
0.0207822944
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WK6R4
78141.970000000000
PA
USD
83430.220000000000
0.0173487172
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WK6V5
70754.970000000000
PA
USD
76422.170000000000
0.0158914434
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WKB49
94359.490000000000
PA
USD
102686.760000000000
0.0213529769
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WLHR0
13639.620000000000
PA
USD
14789.630000000000
0.0030753977
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WP7A9
61030.940000000000
PA
USD
64977.140000000000
0.0135115313
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WPDE4
142269.800000000000
PA
USD
153457.830000000000
0.0319104576
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WPNL7
92297.370000000000
PA
USD
100516.510000000000
0.0209016890
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XCR72
196090.460000000000
PA
USD
211228.670000000000
0.0439234904
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XSBD1
93732.220000000000
PA
USD
99850.900000000000
0.0207632801
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XSDP2
14142.400000000000
PA
USD
15035.250000000000
0.0031264726
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XUSH9
194700.240000000000
PA
USD
207116.280000000000
0.0430683483
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XW5Z0
85895.570000000000
PA
USD
92863.820000000000
0.0193103668
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AA73
87122.430000000000
PA
USD
94669.160000000000
0.0196857744
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AQ92
16004.230000000000
PA
USD
17739.130000000000
0.0036887251
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BLH7
184952.180000000000
PA
USD
200935.400000000000
0.0417830785
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BM60
106351.560000000000
PA
USD
113960.500000000000
0.0236972705
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BTY2
210929.120000000000
PA
USD
226997.210000000000
0.0472024454
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BY42
222130.730000000000
PA
USD
237792.230000000000
0.0494471926
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A0EW0
355557.680000000000
PA
USD
372759.490000000000
0.0775126685
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A1QB1
217309.190000000000
PA
USD
228325.620000000000
0.0474786788
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A2D64
230981.420000000000
PA
USD
242845.060000000000
0.0504978924
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A3GU6
282067.340000000000
PA
USD
297030.920000000000
0.0617654543
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A86T9
168933.330000000000
PA
USD
175715.770000000000
0.0365388370
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ABJ68
239301.410000000000
PA
USD
248909.030000000000
0.0517588516
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ACV62
179590.800000000000
PA
USD
186801.120000000000
0.0388439562
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AKBN9
917126.740000000000
PA
USD
953948.090000000000
0.1983666789
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ALZ68
591119.650000000000
PA
USD
600053.600000000000
0.1247768522
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ANKU7
499004.150000000000
PA
USD
519841.980000000000
0.1080974198
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ANV43
848484.420000000000
PA
USD
882549.880000000000
0.1835199321
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJJP8
242797.120000000000
PA
USD
253138.410000000000
0.0526383209
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KLA49
375778.810000000000
PA
USD
390865.800000000000
0.0812777461
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133L8DT9
492532.710000000000
PA
USD
510238.950000000000
0.1061005384
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
2.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133USGS4
526605.320000000000
PA
USD
553834.120000000000
0.1151658420
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05Q2
575000.000000000000
PA
USD
551188.610000000000
0.1146157272
Long
DBT
USGSE
US
N
2
2030-08-05
Fixed
.875000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05Y5
745000.000000000000
PA
USD
741224.250000000000
0.1541322786
Long
DBT
USGSE
US
N
2
2027-10-08
Fixed
.750000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G06G3
255000.000000000000
PA
USD
253540.350000000000
0.0527219015
Long
DBT
USGSE
US
N
2
2025-11-07
Fixed
.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A7BP6
2055540.770000000000
PA
USD
423042.420000000000
0.0879686440
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
5.965620000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A7FD9
686276.990000000000
PA
USD
136570.700000000000
0.0283988998
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
5.915620000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABT94
1341937.840000000000
PA
USD
273413.530000000000
0.0568543870
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Floating
6.015620000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACYT2
804990.600000000000
PA
USD
157623.200000000000
0.0327766165
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Floating
6.015620000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AMCR8
610311.130000000000
PA
USD
117247.420000000000
0.0243807620
Long
ABS-MBS
USGSE
US
N
2
2045-01-25
Floating
6.065620000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ANPZ4
1365414.480000000000
PA
USD
294422.140000000000
0.0612229771
Long
ABS-MBS
USGSE
US
N
2
2045-05-25
Floating
6.115620000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ARFE3
634197.270000000000
PA
USD
82602.420000000000
0.0171765821
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ASF76
901267.620000000000
PA
USD
157122.760000000000
0.0326725536
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
5.765620000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0YS9
1765783.630000000000
PA
USD
289930.370000000000
0.0602889457
Long
ABS-MBS
USGSE
US
N
2
2048-02-25
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BBFJ6
1518758.610000000000
PA
USD
287232.940000000000
0.0597280344
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUZ36
562030.650000000000
PA
USD
88038.220000000000
0.0183069179
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AV4Y0
676585.520000000000
PA
USD
140846.160000000000
0.0292879511
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Floating
6.104500000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AXXR9
350735.910000000000
PA
USD
78013.730000000000
0.0162223969
Long
ABS-MBS
USGSE
US
N
2
2043-01-15
Floating
6.054500000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BDSS6
271880.840000000000
PA
USD
44494.660000000000
0.0092523461
Long
ABS-MBS
USGSE
US
N
2
2044-09-15
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BHTM9
555279.950000000000
PA
USD
78449.400000000000
0.0163129914
Long
ABS-MBS
USGSE
US
N
2
2043-08-15
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BNZ56
567502.090000000000
PA
USD
119702.930000000000
0.0248913677
Long
ABS-MBS
USGSE
US
N
2
2046-04-15
Floating
5.954500000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BPDJ5
619205.100000000000
PA
USD
114056.030000000000
0.0237171353
Long
ABS-MBS
USGSE
US
N
2
2046-05-15
Floating
5.904500000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BS4F7
1540995.450000000000
PA
USD
305369.050000000000
0.0634993087
Long
ABS-MBS
USGSE
US
N
2
2046-09-15
Floating
5.904500000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BSLA9
1204859.980000000000
PA
USD
291680.340000000000
0.0606528395
Long
ABS-MBS
USGSE
US
N
2
2046-10-15
Floating
5.904500000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BULW6
577445.640000000000
PA
USD
126104.250000000000
0.0262224764
Long
ABS-MBS
USGSE
US
N
2
2047-01-15
Floating
5.904500000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEX3
225000.000000000000
PA
USD
222753.600000000000
0.0463200171
Long
DBT
USGSE
US
N
2
2025-09-23
Fixed
.375000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHP3
1985000.000000000000
PA
USD
203084.750000000000
0.0422300205
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Variable
1.515298000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0NX3
930000.000000000000
PA
USD
962508.620000000000
0.2001467799
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Floating
3.534380000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0PU7
452550.600000000000
PA
USD
461035.380000000000
0.0958690081
Long
ABS-MBS
CORP
US
N
2
2029-12-25
Floating
2.734380000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0QQ5
285000.000000000000
PA
USD
291028.610000000000
0.0605173169
Long
ABS-MBS
CORP
US
N
2
2030-03-25
Floating
2.584380000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0RL5
923213.080000000000
PA
USD
940138.900000000000
0.1954951567
Long
ABS-MBS
CORP
US
N
2
2030-04-25
Floating
2.434380000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0TH2
482165.140000000000
PA
USD
485316.860000000000
0.1009181681
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
1.884380000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UD9
748747.020000000000
PA
USD
759182.910000000000
0.1578666535
Long
ABS-MBS
CORP
US
N
2
2030-09-25
Floating
2.384380000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
FHLMC STACR 2019-CS03 M-1 20321025 FLT
3137G0WC9
938476.650000000000
PA
USD
926917.710000000000
0.1927459048
Long
ABS-MBS
CORP
US
N
2
2032-10-25
Floating
.084380000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A5MA7
108996.530000000000
PA
USD
120564.030000000000
0.0250704273
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A9GD0
3038.120000000000
PA
USD
3298.510000000000
0.0006859016
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AYBQ1
21459.730000000000
PA
USD
23299.330000000000
0.0048449289
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E2JY2
6809.960000000000
PA
USD
7374.350000000000
0.0015334433
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EBJN6
28311.860000000000
PA
USD
30657.980000000000
0.0063751076
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EBP66
43754.570000000000
PA
USD
48180.440000000000
0.0100187777
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EENK1
13162.340000000000
PA
USD
14252.980000000000
0.0029638052
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EG2Z6
34213.060000000000
PA
USD
37867.140000000000
0.0078742008
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETJ98
710448.880000000000
PA
USD
776699.770000000000
0.1615091591
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETV52
165944.390000000000
PA
USD
181495.500000000000
0.0377406905
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LRK43
74324.090000000000
PA
USD
80474.180000000000
0.0167340299
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MCWD2
202121.740000000000
PA
USD
218827.810000000000
0.0455036772
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MRLL3
27655.690000000000
PA
USD
29945.820000000000
0.0062270190
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9GW4
42689.940000000000
PA
USD
46465.430000000000
0.0096621537
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9SV3
40842.030000000000
PA
USD
44923.070000000000
0.0093414309
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WAEQ6
35480.310000000000
PA
USD
39089.260000000000
0.0081283319
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WAPT8
16844.450000000000
PA
USD
18798.380000000000
0.0039089886
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WAWV5
22195.450000000000
PA
USD
24594.410000000000
0.0051142316
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBYN9
15741.830000000000
PA
USD
17493.080000000000
0.0036375608
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCBV4
21201.510000000000
PA
USD
23492.740000000000
0.0048851472
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCZ97
15257.880000000000
PA
USD
16715.320000000000
0.0034758312
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGAM6
23547.220000000000
PA
USD
25303.670000000000
0.0052617171
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGDK7
289272.250000000000
PA
USD
314695.770000000000
0.0654387334
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGFE9
29049.390000000000
PA
USD
31404.410000000000
0.0065303223
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGRR7
76503.160000000000
PA
USD
82902.660000000000
0.0172390149
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGX74
743167.210000000000
PA
USD
789105.440000000000
0.1640888294
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WH5S7
79402.130000000000
PA
USD
83870.690000000000
0.0174403098
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHAA0
8997.110000000000
PA
USD
9790.170000000000
0.0020357958
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHBS0
73035.960000000000
PA
USD
79369.220000000000
0.0165042613
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHF64
733712.980000000000
PA
USD
787517.200000000000
0.1637585663
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHGK2
59477.270000000000
PA
USD
64580.650000000000
0.0134290840
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHKE1
37863.040000000000
PA
USD
41090.340000000000
0.0085444422
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHM66
147184.950000000000
PA
USD
155559.030000000000
0.0323473871
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHU34
158234.900000000000
PA
USD
168953.960000000000
0.0351327670
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJ6C7
34913.250000000000
PA
USD
37698.610000000000
0.0078391562
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJ6U7
13863.220000000000
PA
USD
15132.360000000000
0.0031466660
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJFK9
101646.120000000000
PA
USD
107350.630000000000
0.0223227953
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJTR9
45752.620000000000
PA
USD
49449.930000000000
0.0102827591
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJTT5
104792.070000000000
PA
USD
113459.850000000000
0.0235931639
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJU22
39417.970000000000
PA
USD
43221.870000000000
0.0089876786
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJUZ9
34028.650000000000
PA
USD
36755.620000000000
0.0076430682
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.000000000000
N
N
N
N
N
N
2021-09-27
Trust for Professional Managers
/s/ John Buckel
John Buckel
President