0001145549-22-080371.txt : 20221230
0001145549-22-080371.hdr.sgml : 20221230
20221230111508
ACCESSION NUMBER: 0001145549-22-080371
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221230
DATE AS OF CHANGE: 20221230
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: North Square Investments Trust
CENTRAL INDEX KEY: 0001750821
IRS NUMBER: 462828241
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23373
FILM NUMBER: 221500877
BUSINESS ADDRESS:
STREET 1: 10 SOUTH LASALLE STREET, SUITE 1925
CITY: CHICAGO
STATE: IL
ZIP: 60603
BUSINESS PHONE: (312) 857-2160
MAIL ADDRESS:
STREET 1: 10 SOUTH LASALLE STREET, SUITE 1925
CITY: CHICAGO
STATE: IL
ZIP: 60603
0001750821
S000069692
North Square McKee Bond Fund
C000222265
Class I
NMKYX
C000222266
Class R6
NMKBX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001750821
XXXXXXXX
S000069692
C000222265
C000222266
North Square Investments Trust
811-23373
0001750821
549300K2CKCXH4E67T58
10 South LaSalle Street
Suite 1925
Chicago
60603
3128572160
North Square McKee Bond Fund
S000069692
549300PHHMXSPZQUPF03
2022-10-31
2022-10-31
N
108359571.250000000000
761695.920000000000
107597875.330000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
682197.460000000000
0.000000000000
0.000000000000
USD
N
AMSR Trust
N/A
AMSR 2019-SFR1 Trust
00178XAA1
500000.000000000000
PA
USD
444219.600000000000
0.4128516466
Long
ABS-O
CORP
US
N
2
2039-01-19
Fixed
2.774000000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR2 Trust
00179VAA4
200000.000000000000
PA
USD
170055.920000000000
0.1580476561
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
1.527000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
563000.000000000000
PA
USD
523765.430000000000
0.4867804577
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.350000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
292000.000000000000
PA
USD
257720.010000000000
0.2395214675
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.700000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCX5
196000.000000000000
PA
USD
189171.400000000000
0.1758133229
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.800000000000
N
N
N
N
N
N
CSX TRANSPORTATION INC
N/A
CSX Transportation Inc
126410LM9
299460.590000000000
PA
USD
299957.990000000000
0.2787768709
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
6.251000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DN7
276000.000000000000
PA
USD
210326.400000000000
0.1954744918
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.750000000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCH6
1029000.000000000000
PA
USD
856545.080000000000
0.7960613324
Long
DBT
CORP
US
N
2
2027-11-02
Variable
1.878000000000
N
N
N
N
N
N
CAPITAL ONE NA
207ALC1P1YM0OVDV0K75
Capital One NA
14042RRT0
245000.000000000000
PA
USD
235445.530000000000
0.2188198691
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.100000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
628000.000000000000
PA
USD
579969.910000000000
0.5390161360
Long
DBT
CORP
US
N
2
2025-05-01
Variable
.981000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAN3
469000.000000000000
PA
USD
428721.330000000000
0.3984477655
Long
DBT
CORP
US
N
2
2026-01-25
Variable
2.014000000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
173000.000000000000
PA
USD
144791.440000000000
0.1345671925
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.650000000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FX6
204000.000000000000
PA
USD
176892.470000000000
0.1644014526
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.350000000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAV3
504000.000000000000
PA
USD
424547.970000000000
0.3945691016
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.050000000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS 2017-BRBK Mortgage Trust
23305JAA0
300000.000000000000
PA
USD
281777.100000000000
0.2618797993
Long
ABS-MBS
CORP
US
N
2
2034-10-10
Fixed
3.452000000000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
233851EC4
150000.000000000000
PA
USD
131505.830000000000
0.1222197275
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
1.450000000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAC4
306000.000000000000
PA
USD
299968.460000000000
0.2787866016
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.493000000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBH7
151000.000000000000
PA
USD
120489.530000000000
0.1119813283
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.450000000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBS3
50000.000000000000
PA
USD
47043.770000000000
0.0437218392
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.300000000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Funding 2021-1 LLC
29374EAB2
272334.360000000000
PA
USD
262712.380000000000
0.2441613082
Long
ABS-O
CORP
US
N
2
2026-12-21
Fixed
.440000000000
N
N
N
N
N
N
EQUS 2021-EQAZ Mortgage Trust
N/A
EQUS 2021-EQAZ Mortgage Trust
29478JAA8
600000.000000000000
PA
USD
568124.400000000000
0.5280070803
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
4.166800000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAC8
59544.320000000000
PA
USD
59408.110000000000
0.0552130884
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
.350000000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAD6
306000.000000000000
PA
USD
300477.250000000000
0.2792594641
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
.690000000000
N
N
N
N
N
N
FNB CORP
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
302520AC5
198000.000000000000
PA
USD
194624.380000000000
0.1808812483
Long
DBT
CORP
US
N
2
2025-08-25
Fixed
5.150000000000
N
N
N
N
N
N
FNB CORP
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
30260NAA9
249000.000000000000
PA
USD
246237.820000000000
0.2288500765
Long
DBT
CORP
US
N
2
2023-02-24
Fixed
2.200000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7WA0
24625.600000000000
PA
USD
23885.240000000000
0.0221986168
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9MY5
94813.070000000000
PA
USD
86216.110000000000
0.0801280785
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZB9
345073.890000000000
PA
USD
300050.150000000000
0.2788625231
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418WFJ4
18352.520000000000
PA
USD
17778.330000000000
0.0165229378
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
31419GYY4
10133.220000000000
PA
USD
9685.500000000000
0.0090015718
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419JM88
14074.290000000000
PA
USD
13418.210000000000
0.0124707016
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.500000000000
N
N
N
N
N
N
FARMER MAC
549300MS654K78GYF580
Federal Agricultural Mortgage Corp
31422XYY2
585000.000000000000
PA
USD
561851.230000000000
0.5221768815
Long
DBT
USGSE
US
N
2
2029-05-24
Fixed
4.170000000000
N
N
N
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAD5
220000.000000000000
PA
USD
202355.140000000000
0.1880661113
Long
DBT
CORP
CA
N
2
2025-02-10
Fixed
2.050000000000
N
N
N
N
N
N
FEDEX 2020-1 CLASS AA
N/A
FedEx Corp 2020-1 Class AA Pass Through Trust
314353AA1
511720.368200000000
PA
USD
408842.420000000000
0.3799725773
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
1.875000000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2020-1
31574PAA3
218615.360000000000
PA
USD
211284.710000000000
0.1963651321
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.006000000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
249000.000000000000
PA
USD
243399.070000000000
0.2262117809
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.650000000000
N
N
N
N
N
N
First American Treasury Obliga
N/A
First American Treasury Obligations Fund
31846V328
616151.240000000000
NS
USD
616151.240000000000
0.5726425713
Long
STIV
RF
US
N
1
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-3
33846QAA9
63653.400000000000
PA
USD
61210.630000000000
0.0568883259
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
.360000000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAM7
389000.000000000000
PA
USD
367604.990000000000
0.3416470714
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.050000000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust
35563P2N8
86856.320000000000
PA
USD
76286.550000000000
0.0708996807
Long
ABS-MBS
USGSE
US
N
2
2060-11-25
Fixed
2.000000000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KCU1
17393.520000000000
PA
USD
17319.020000000000
0.0160960613
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
3.796820000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KED7
57773.190000000000
PA
USD
56819.360000000000
0.0528071394
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
3.746820000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KPU7
915192.740000000000
PA
USD
885676.310000000000
0.8231355008
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
3.996820000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUW7
715400.740000000000
PA
USD
705078.430000000000
0.6552902907
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
4.996820000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MAH3
93527.140000000000
PA
USD
91052.960000000000
0.0846233810
Long
ABS-MBS
USGA
US
N
2
2027-04-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MGP9
35216.510000000000
PA
USD
34280.080000000000
0.0318594395
Long
ABS-MBS
USGA
US
N
2
2027-07-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T4R3
60475.890000000000
PA
USD
59426.590000000000
0.0552302634
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
5.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U5R9
650243.890000000000
PA
USD
616845.370000000000
0.5732876863
Long
ABS-MBS
USGA
US
N
2
2034-12-20
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380WZN2
21322.810000000000
PA
USD
19805.510000000000
0.0184069713
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382DXT1
407604.320000000000
PA
USD
347146.490000000000
0.3226332202
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382Q3B4
149999.400000000000
PA
USD
112914.120000000000
0.1049408454
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
1.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QQM5
180395.630000000000
PA
USD
138274.530000000000
0.1285104651
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
1.250000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383AED2
1848506.810000000000
PA
USD
1585154.670000000000
1.4732211627
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
1.750000000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBJ7
682000.000000000000
PA
USD
645558.090000000000
0.5999728973
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.450000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BY7
178000.000000000000
PA
USD
157363.120000000000
0.1462511407
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
2.950000000000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
HSBC Bank USA NA
44329MBH5
225000.000000000000
PA
USD
224595.000000000000
0.2087355343
Long
DBT
CORP
US
N
2
2022-11-15
Variable
2.250000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABK2
250000.000000000000
PA
USD
247566.530000000000
0.2300849615
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
5.875000000000
N
N
N
N
N
N
ILPT Commercial Mortgage Trust
N/A
ILPT Trust 2019-SURF
44965LAA2
145000.000000000000
PA
USD
130003.940000000000
0.1208238914
Long
ABS-MBS
CORP
US
N
2
2041-02-11
Fixed
4.145000000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CA6
256000.000000000000
PA
USD
228849.950000000000
0.2126900269
Long
DBT
CORP
US
N
2
2032-08-05
Fixed
4.150000000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905UR71
1524000.000000000000
PA
USD
1122734.460000000000
1.0434541171
Long
DBT
CORP
US
N
2
2037-12-28
Fixed
2.700000000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45906M2L4
712000.000000000000
PA
USD
624910.650000000000
0.5807834477
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
.650000000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KH3
200000.000000000000
PA
USD
171909.590000000000
0.1597704318
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.700000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2
46590MAR1
124000.000000000000
PA
USD
111684.310000000000
0.1037978767
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.821800000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
482000.000000000000
PA
USD
439741.980000000000
0.4086902075
Long
DBT
CORP
US
N
2
2026-03-13
Variable
2.005000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
286000.000000000000
PA
USD
209799.870000000000
0.1949851420
Long
DBT
CORP
US
N
2
2032-02-04
Variable
1.953000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
525000.000000000000
PA
USD
451842.950000000000
0.4199366843
Long
DBT
CORP
US
N
2
2027-04-22
Variable
1.578000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCK0
608000.000000000000
PA
USD
559244.040000000000
0.5197537947
Long
DBT
CORP
US
N
2
2025-06-23
Variable
.969000000000
N
N
N
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
48128LQJ1
105000.000000000000
PA
USD
97283.200000000000
0.0904136812
Long
DBT
CORP
US
N
2
2025-12-17
Variable
3.000000000000
N
N
N
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
48128LRZ4
72000.000000000000
PA
USD
70996.370000000000
0.0659830594
Long
DBT
CORP
US
N
2
2023-12-04
Floating
3.000000000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2018-A
60700DAD0
133386.060000000000
PA
USD
132720.770000000000
0.1233488762
Long
ABS-O
CORP
US
N
2
2025-01-10
Fixed
3.390000000000
N
N
N
N
N
N
MORGAN STANLEY BANK NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690UQ29
703000.000000000000
PA
USD
664998.500000000000
0.6180405496
Long
DBT
CORP
US
N
2
2027-08-04
Fixed
3.550000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-UBS8
61691ABL6
168000.000000000000
PA
USD
157294.200000000000
0.1461870874
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.809000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UBS12
61691EBA2
413000.000000000000
PA
USD
378323.320000000000
0.3516085414
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.596000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEA9
349000.000000000000
PA
USD
319892.390000000000
0.2973036308
Long
DBT
CORP
US
N
2
2025-05-30
Variable
.790000000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UBS9
61766CAE9
337000.000000000000
PA
USD
315172.140000000000
0.2929166947
Long
ABS-MBS
CORP
US
N
2
2049-03-15
Fixed
3.594000000000
N
N
N
N
N
N
MORGAN STANLEY PVT BANK
549300GS0W0TEUQS8571
Morgan Stanley Private Bank NA
61768ELH4
908000.000000000000
PA
USD
857005.250000000000
0.7964890081
Long
DBT
CORP
US
N
2
2027-08-04
Fixed
3.500000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
942000.000000000000
PA
USD
806687.460000000000
0.7497243394
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.593000000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding 2022-B LLC
62890MAB0
350000.000000000000
PA
USD
348659.200000000000
0.3240391122
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
6.070000000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBW9
419000.000000000000
PA
USD
346268.530000000000
0.3218172561
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.900000000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844BZ0
150000.000000000000
PA
USD
138839.420000000000
0.1290354662
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
3.800000000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAA5
100000.000000000000
PA
USD
91229.290000000000
0.0847872597
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.210000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
397000.000000000000
PA
USD
332407.730000000000
0.3089352173
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.300000000000
N
N
N
N
N
N
OSCAR US Funding Trust
353800SUUA8QI9Y7NC83
Oscar US Funding X LLC
68784YAF1
220058.200000000000
PA
USD
216929.720000000000
0.2016115275
Long
ABS-O
CORP
JP
N
2
2026-05-10
Fixed
3.270000000000
N
N
N
N
N
N
OSCAR US Funding Trust
N/A
Oscar US Funding XII LLC
68785AAC9
110000.000000000000
PA
USD
105601.930000000000
0.0981449956
Long
ABS-O
CORP
JP
N
2
2025-04-10
Fixed
.700000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AZ8
513000.000000000000
PA
USD
415760.400000000000
0.3864020537
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.550000000000
N
N
N
N
N
N
PSMC Trust
N/A
PSMC 2020-3 Trust
693675AG5
925000.000000000000
PA
USD
732047.780000000000
0.6803552373
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Variable
3.000000000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BT5
354000.000000000000
PA
USD
324757.280000000000
0.3018249933
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
2.750000000000
N
N
N
N
N
N
RLGH Trust
N/A
RLGH Trust 2021-TROT
74969CAA5
430000.000000000000
PA
USD
417465.110000000000
0.3879863879
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
4.213000000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDL5
556000.000000000000
PA
USD
467381.650000000000
0.4343781404
Long
DBT
CORP
NL
N
2
2027-12-15
Variable
1.980000000000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2021-C
80286CAC4
227000.000000000000
PA
USD
219230.770000000000
0.2037500920
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
.500000000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2D6
200000.000000000000
PA
USD
178093.000000000000
0.1655172088
Long
DBT
CORP
SA
N
2
2029-04-16
Fixed
3.500000000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CD2
403000.000000000000
PA
USD
340111.110000000000
0.3160946338
Long
DBT
CORP
NL
N
2
2029-11-07
Fixed
2.375000000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AT6
428000.000000000000
PA
USD
386391.120000000000
0.3591066448
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.550000000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCH9
716000.000000000000
PA
USD
641763.340000000000
0.5964461083
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.150000000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZG0
282000.000000000000
PA
USD
240363.540000000000
0.2233906007
Long
DBT
CORP
CA
N
2
2026-09-10
Fixed
1.250000000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2022-SFR2 Trust
89616QAA9
528000.000000000000
PA
USD
487757.310000000000
0.4533150013
Long
ABS-O
CORP
US
N
2
2039-04-17
Fixed
3.856000000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YBG3
14696.390000000000
PA
USD
14660.450000000000
0.0136252226
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
2.687400000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90278MBA4
334000.000000000000
PA
USD
278717.720000000000
0.2590364532
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
2.921000000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
549300G1IXWLFE766Q13
UBS-Barclays Commercial Mortgage Trust 2013-C6
90349GBF1
656000.000000000000
PA
USD
649176.420000000000
0.6033357239
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
3.244300000000
N
N
N
N
N
N
UNION PACIFIC RR 2014-1
N/A
Union Pacific Railroad Co 2014-1 Pass Through Trust
907825AA1
144235.730000000000
PA
USD
136401.740000000000
0.1267699196
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.227000000000
N
N
N
N
N
N
UNP RR CO 2005 PASS TRST
N/A
Union Pacific Railroad Co 2005 Pass Through Trust
90783VAA3
26618.490000000000
PA
USD
26338.640000000000
0.0244787733
Long
DBT
CORP
US
N
2
2029-01-02
Fixed
5.082000000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJF8
730000.000000000000
PA
USD
694378.900000000000
0.6453462932
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.548000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFH9
181000.000000000000
PA
USD
172303.510000000000
0.1601365357
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.125000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEP3
547000.000000000000
PA
USD
548946.570000000000
0.5101834663
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.250000000000
N
N
N
N
N
N
VMC Finance LLC
N/A
VMC Finance 2021-FL4 LLC
91835RAA8
249724.670000000000
PA
USD
241664.420000000000
0.2245996208
Long
ABS-CBDO
CORP
US
N
2
2036-06-16
Floating
4.543000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
1059000.000000000000
PA
USD
890790.200000000000
0.8278882806
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.100000000000
N
N
N
N
N
N
Verizon Owner Trust
N/A
Verizon Owner Trust 2020-C
92348CAB7
635000.000000000000
PA
USD
602185.610000000000
0.5596631050
Long
ABS-O
CORP
US
N
2
2025-04-21
Fixed
.670000000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348KAB9
274000.000000000000
PA
USD
253149.150000000000
0.2352733725
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
.690000000000
N
N
N
N
N
N
Volvo Financial Equipment LLC
N/A
Volvo Financial Equipment LLC Series 2019-2
92888BAC3
1435.870000000000
PA
USD
1434.150000000000
0.0013328795
Long
ABS-O
CORP
US
N
2
2023-11-15
Fixed
2.040000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2013-C12
92937FAD3
119806.580000000000
PA
USD
119366.990000000000
0.1109380549
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Fixed
3.198000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust 2016-C35
95000FAT3
160000.000000000000
PA
USD
144008.580000000000
0.1338396131
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
2.931000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300CFP9NBBMZH1008
Wells Fargo Commercial Mortgage Trust 2016-NXS6
95000KBB0
437000.000000000000
PA
USD
393582.910000000000
0.3657905965
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
2.918000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-RB1
95000TBS4
351000.000000000000
PA
USD
322590.970000000000
0.2998116543
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
3.635000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
779000.000000000000
PA
USD
702066.290000000000
0.6524908488
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.526000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-SAVE
95003LAA8
222710.340000000000
PA
USD
210403.570000000000
0.1955462126
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Floating
4.562000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2020-2
96042PAD4
11456.750000000000
PA
USD
11434.240000000000
0.0106268269
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
1.320000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2021-2
96042RAD0
320000.000000000000
PA
USD
308882.270000000000
0.2870709752
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
.620000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2021-1
96043FAB9
29630.650000000000
PA
USD
29472.200000000000
0.0273910613
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
.390000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2021-1
96043FAD5
295000.000000000000
PA
USD
288549.590000000000
0.2681740593
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
.640000000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2021-3
96043JAG0
1000000.000000000000
PA
USD
951332.200000000000
0.8841551909
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.290000000000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust 2019-C
98162RAD0
89973.110000000000
PA
USD
89311.030000000000
0.0830044550
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.960000000000
N
N
N
N
N
N
Aligned Data Centers Issuer LL
N/A
Aligned Data Centers Issuer LLC
01627AAA6
400000.000000000000
PA
USD
335671.320000000000
0.3119683534
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.937000000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
360000.000000000000
PA
USD
331768.470000000000
0.3083410978
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.800000000000
N
N
N
N
N
N
American Credit Acceptance Rec
N/A
American Credit Acceptance Receivables Trust 2021-2
025291AD7
446000.000000000000
PA
USD
418335.330000000000
0.3887951586
Long
ABS-O
CORP
US
N
2
2027-07-13
Fixed
1.340000000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDW8
218000.000000000000
PA
USD
183388.470000000000
0.1704387465
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
2.000000000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2019-2
03066KAF7
3128.970000000000
PA
USD
3125.600000000000
0.0029048901
Long
ABS-O
CORP
US
N
2
2024-07-18
Fixed
2.540000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CU2
197000.000000000000
PA
USD
162528.680000000000
0.1510519418
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
2.450000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DD9
238000.000000000000
PA
USD
207988.110000000000
0.1933013169
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
3.000000000000
N
N
N
N
N
N
AXIS Equipment Finance Receiva
549300K5Y88MV8B4M421
Amur Equipment Finance Receivables X LLC
03236VAC5
785000.000000000000
PA
USD
705537.590000000000
0.6557170277
Long
ABS-O
CORP
US
N
2
2028-01-20
Fixed
2.200000000000
N
N
N
N
N
N
AXIS Equipment Finance Receiva
549300INEWFFGID70G60
Amur Equipment Finance Receivables IX LLC
03237KAB0
53971.820000000000
PA
USD
51738.480000000000
0.0480850387
Long
ABS-O
CORP
US
N
2
2026-11-20
Fixed
.750000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
257000.000000000000
PA
USD
224642.070000000000
0.2087792805
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.906000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
254000.000000000000
PA
USD
201490.380000000000
0.1872624152
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.259000000000
N
N
N
N
N
N
BURLINGTN NO SF 06-1 TR
N/A
Burlington Northern and Santa Fe Railway Co 2006-1 Pass Through Trust
05568BAA6
46561.080000000000
PA
USD
46724.900000000000
0.0434254857
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.720000000000
N
N
N
N
N
N
BNSF RAILWAY CO 2015-1 P
N/A
BNSF Railway Co 2015-1 Pass Through Trust
05581JAA2
190070.570000000000
PA
USD
176077.120000000000
0.1636436774
Long
DBT
CORP
US
N
2
2028-06-16
Fixed
3.442000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJQ3
1002000.000000000000
PA
USD
866836.240000000000
0.8056257964
Long
DBT
CORP
US
N
2
2027-03-11
Variable
1.658000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
434000.000000000000
PA
USD
327939.210000000000
0.3047822357
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.572000000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WB85
170000.000000000000
PA
USD
156281.750000000000
0.1452461301
Long
DBT
CORP
CA
N
2
2025-05-01
Fixed
1.850000000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159VL7
414000.000000000000
PA
USD
371856.540000000000
0.3455984041
Long
DBT
CORP
CA
N
2
2025-06-11
Fixed
1.300000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C14
07336AAA5
210747.970000000000
PA
USD
193786.950000000000
0.1801029522
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Fixed
1.727000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
549000.000000000000
PA
USD
536028.530000000000
0.4981776158
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.875000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
497000.000000000000
PA
USD
439557.850000000000
0.4085190796
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.196000000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAV2
175000.000000000000
PA
USD
160111.640000000000
0.1488055777
Long
DBT
CORP
US
N
2
2027-01-16
Fixed
3.017000000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBK5
191000.000000000000
PA
USD
177836.130000000000
0.1652784773
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
3.543000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAN1
399000.000000000000
PA
USD
366541.050000000000
0.3406582601
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.459000000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAR4
34217.900000000000
PA
USD
34132.060000000000
0.0317218717
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
2.853000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZF0
66633.350000000000
PA
USD
57915.280000000000
0.0538256725
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
3128MMKH5
2315.410000000000
PA
USD
2311.720000000000
0.0021484811
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P73T8
42797.680000000000
PA
USD
39881.890000000000
0.0370656854
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P74Q3
113922.020000000000
PA
USD
108158.510000000000
0.1005210462
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7Q63
146160.150000000000
PA
USD
144612.130000000000
0.1344005442
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7QX4
71069.960000000000
PA
USD
70317.230000000000
0.0653518759
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7RQ8
6132.480000000000
PA
USD
5868.160000000000
0.0054537880
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7XJ7
112226.800000000000
PA
USD
103022.380000000000
0.0957475970
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8CS8
14563.240000000000
PA
USD
13418.360000000000
0.0124708410
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312945DS4
23824.210000000000
PA
USD
22408.640000000000
0.0208262848
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130ALGJ7
458250.000000000000
PA
USD
404979.470000000000
0.3763824042
Long
DBT
USGSE
US
N
2
2026-03-23
Fixed
1.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130ANKV1
100000.000000000000
PA
USD
87587.080000000000
0.0814022393
Long
SN
USGSE
US
N
2
2027-08-26
Variable
.750000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130APSX4
1640000.000000000000
PA
USD
1455501.150000000000
1.3527229469
Long
SN
USGSE
US
N
2
2026-11-23
Variable
.875000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AQT86
360000.000000000000
PA
USD
269503.310000000000
0.2504727061
Long
DBT
USGSE
US
N
2
2037-02-18
Fixed
2.900000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AQUL5
685000.000000000000
PA
USD
547834.930000000000
0.5091503232
Long
DBT
USGSE
US
N
2
2034-02-22
Fixed
2.750000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AQVP5
1270000.000000000000
PA
USD
974847.310000000000
0.9060098139
Long
DBT
USGSE
US
N
2
2037-02-24
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130ARNT4
965000.000000000000
PA
USD
933869.760000000000
0.8679258370
Long
SN
USGSE
US
N
2
2027-04-29
Variable
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130ASH44
595000.000000000000
PA
USD
590755.470000000000
0.5490400886
Long
DBT
USGSE
US
N
2
2027-06-30
Fixed
4.700000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130ASRJ0
1370000.000000000000
PA
USD
1346843.070000000000
1.2517376072
Long
DBT
USGSE
US
N
2
2025-08-08
Fixed
4.100000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130ATJF5
165000.000000000000
PA
USD
163605.620000000000
0.1520528351
Long
DBT
USGSE
US
N
2
2037-10-13
Fixed
6.050000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XV6E0
550871.490000000000
PA
USD
524554.460000000000
0.4875137714
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5H40
35188.710000000000
PA
USD
31661.970000000000
0.0294262037
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AACA0
273685.130000000000
PA
USD
261570.190000000000
0.2430997724
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ADTF5
352147.190000000000
PA
USD
315482.410000000000
0.2932050554
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMZE8
323673.280000000000
PA
USD
286317.420000000000
0.2660995109
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNKZ5
1136911.700000000000
PA
USD
1018711.140000000000
0.9467762601
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNSU8
631068.950000000000
PA
USD
520184.930000000000
0.4834527898
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNSZ7
420445.420000000000
PA
USD
395244.430000000000
0.3673347906
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNYH0
922204.090000000000
PA
USD
892376.660000000000
0.8293627149
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCV3
551091.150000000000
PA
USD
470684.370000000000
0.4374476434
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE58
782052.330000000000
PA
USD
712325.510000000000
0.6620256281
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HPNB6
43621.220000000000
PA
USD
38352.510000000000
0.0356443005
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J4MP1
141831.730000000000
PA
USD
132172.660000000000
0.1228394702
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L8CS4
264455.890000000000
PA
USD
230143.020000000000
0.2138917886
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ABNR7
260341.390000000000
PA
USD
214597.760000000000
0.1994442356
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
3133AFT27
340903.290000000000
PA
USD
270245.730000000000
0.2511627011
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AXMA7
413522.770000000000
PA
USD
327571.310000000000
0.3044403145
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133EM5P3
2000000.000000000000
PA
USD
1629778.500000000000
1.5146939426
Long
DBT
USGSE
US
N
2
2028-09-20
Fixed
1.300000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133EM5S7
710000.000000000000
PA
USD
572066.860000000000
0.5316711489
Long
DBT
USGSE
US
N
2
2029-03-20
Fixed
1.370000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENC24
600000.000000000000
PA
USD
572875.310000000000
0.5324225114
Long
DBT
USGSE
US
N
2
2032-07-20
Fixed
4.980000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENC99
1461000.000000000000
PA
USD
1417753.610000000000
1.3176408973
Long
DBT
USGSE
US
N
2
2026-07-27
Fixed
3.940000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENFJ4
2095000.000000000000
PA
USD
1680599.800000000000
1.5619265667
Long
DBT
USGSE
US
N
2
2031-12-01
Fixed
2.150000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENLN8
3050000.000000000000
PA
USD
2386363.980000000000
2.2178541841
Long
DBT
USGSE
US
N
2
2033-01-19
Fixed
2.390000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENMR8
1378000.000000000000
PA
USD
1074144.540000000000
0.9982953071
Long
DBT
USGSE
US
N
2
2034-02-01
Fixed
2.480000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENNM8
1375000.000000000000
PA
USD
1226286.410000000000
1.1396938892
Long
DBT
USGSE
US
N
2
2028-02-14
Fixed
2.280000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENPC8
687000.000000000000
PA
USD
582616.470000000000
0.5414758128
Long
DBT
USGSE
US
N
2
2032-02-17
Fixed
2.950000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENPE4
247000.000000000000
PA
USD
210331.770000000000
0.1954794826
Long
DBT
USGSE
US
N
2
2032-02-23
Fixed
2.940000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENPL8
347000.000000000000
PA
USD
303586.010000000000
0.2821487033
Long
DBT
USGSE
US
N
2
2030-02-25
Fixed
2.870000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENPM6
1355000.000000000000
PA
USD
1128671.670000000000
1.0489720792
Long
DBT
USGSE
US
N
2
2035-02-23
Fixed
3.250000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENPU8
676000.000000000000
PA
USD
595836.910000000000
0.5537627097
Long
DBT
USGSE
US
N
2
2028-02-23
Fixed
2.450000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENPV6
1706000.000000000000
PA
USD
1369886.300000000000
1.2731536713
Long
DBT
USGSE
US
N
2
2037-02-23
Fixed
3.360000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENQK9
585000.000000000000
PA
USD
520561.920000000000
0.4838031591
Long
DBT
USGSE
US
N
2
2029-03-07
Fixed
2.750000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENQQ6
1849000.000000000000
PA
USD
1547146.650000000000
1.4378970265
Long
DBT
USGSE
US
N
2
2032-03-08
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENWW6
317000.000000000000
PA
USD
290783.270000000000
0.2702500111
Long
DBT
USGSE
US
N
2
2032-05-17
Fixed
4.370000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENXV7
445000.000000000000
PA
USD
423139.540000000000
0.3932601259
Long
DBT
USGSE
US
N
2
2031-06-02
Fixed
4.330000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENXW5
463000.000000000000
PA
USD
437362.540000000000
0.4064787884
Long
DBT
USGSE
US
N
2
2032-06-01
Fixed
4.350000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENZQ6
1516000.000000000000
PA
USD
1434564.440000000000
1.3332646538
Long
DBT
USGSE
US
N
2
2032-06-29
Fixed
4.700000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KLJ57
502551.650000000000
PA
USD
415191.990000000000
0.3858737812
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
3133KYSC4
449234.700000000000
PA
USD
396164.580000000000
0.3681899654
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYTL3
672521.210000000000
PA
USD
590892.900000000000
0.5491678141
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYWP0
168856.650000000000
PA
USD
142778.960000000000
0.1326968210
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYWY1
439986.870000000000
PA
USD
381609.800000000000
0.3546629511
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358RUM3
91.050000000000
PA
USD
90.100000000000
0.0000837377
Long
ABS-MBS
USGSE
US
N
2
2022-11-25
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A4KE8
225000.000000000000
PA
USD
217927.460000000000
0.2025388135
Long
ABS-MBS
USGSE
US
N
2
2033-09-25
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A75E8
713.340000000000
PA
USD
700.730000000000
0.0006512489
Long
ABS-MBS
USGSE
US
N
2
2041-07-25
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9GM4
41036.090000000000
PA
USD
36587.910000000000
0.0340043053
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AB3Q4
122684.390000000000
PA
USD
113617.390000000000
0.1055944550
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ADAB5
102274.260000000000
PA
USD
89242.290000000000
0.0829405690
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ADFU8
106071.170000000000
PA
USD
102560.210000000000
0.0953180624
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Fixed
4.000000000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AJLC8
55879.780000000000
PA
USD
54653.210000000000
0.0507939491
Long
ABS-MBS
USGSE
US
N
2
2024-01-25
Variable
3.501000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ANYE1
98528.040000000000
PA
USD
91013.490000000000
0.0845866981
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ASQR0
6933.550000000000
PA
USD
6790.050000000000
0.0063105800
Long
ABS-MBS
USGSE
US
N
2
2043-08-25
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AWZD2
228000.000000000000
PA
USD
212649.990000000000
0.1976340047
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AXVW2
741.260000000000
PA
USD
738.240000000000
0.0006861102
Long
ABS-MBS
USGSE
US
N
2
2045-08-25
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AYNU3
41891.650000000000
PA
USD
38681.160000000000
0.0359497433
Long
ABS-MBS
USGSE
US
N
2
2045-04-25
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1KJ2
87548.600000000000
PA
USD
73728.270000000000
0.0685220501
Long
ABS-MBS
USGSE
US
N
2
2048-01-25
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B22G6
90205.510000000000
PA
USD
84177.030000000000
0.0782329853
Long
ABS-MBS
USGSE
US
N
2
2048-09-25
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B42K3
10527.040000000000
PA
USD
9874.310000000000
0.0091770492
Long
ABS-MBS
USGSE
US
N
2
2053-06-25
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B5GG4
71503.260000000000
PA
USD
62666.600000000000
0.0582414846
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B8YR4
605724.400000000000
PA
USD
509856.340000000000
0.4738535389
Long
ABS-MBS
USGSE
US
N
2
2049-04-25
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BCSC5
72930.620000000000
PA
USD
64117.770000000000
0.0595901822
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BMD88
547201.320000000000
PA
USD
524851.590000000000
0.4877899200
Long
ABS-MBS
USGSE
US
N
2
2049-05-25
Fixed
4.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A1XL2
17846.790000000000
PA
USD
17709.730000000000
0.0164591819
Long
ABS-MBS
USGSE
US
N
2
2025-09-15
Fixed
4.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ATEW8
178666.300000000000
PA
USD
172323.770000000000
0.1601553650
Long
ABS-MBS
USGSE
US
N
2
2040-08-15
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ATH70
16435.360000000000
PA
USD
14742.300000000000
0.0137012929
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
2.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B0CC6
156389.070000000000
PA
USD
141321.810000000000
0.1313425656
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Fixed
2.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B0LQ5
342360.200000000000
PA
USD
305811.810000000000
0.2842173315
Long
ABS-MBS
USGSE
US
N
2
2042-11-15
Fixed
2.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B8MS3
70313.020000000000
PA
USD
67294.190000000000
0.0625423037
Long
ABS-MBS
USGSE
US
N
2
2043-05-15
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BB5D8
30438.810000000000
PA
USD
29434.930000000000
0.0273564231
Long
ABS-MBS
USGSE
US
N
2
2043-11-15
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BNZH0
203967.400000000000
PA
USD
189803.210000000000
0.1764005185
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BQ5B9
146639.150000000000
PA
USD
143283.120000000000
0.1331653804
Long
ABS-MBS
USGSE
US
N
2
2027-08-15
Fixed
3.500000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BSVC4
46001.770000000000
PA
USD
43816.870000000000
0.0407228023
Long
ABS-MBS
USGSE
US
N
2
2055-01-15
Fixed
3.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BTS85
211425.900000000000
PA
USD
202017.700000000000
0.1877524992
Long
ABS-MBS
USGSE
US
N
2
2053-04-15
Variable
3.250000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F9AC5
56829.660000000000
PA
USD
42313.950000000000
0.0393260089
Long
ABS-MBS
USGSE
US
N
2
2050-01-25
Fixed
1.000000000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FARK6
13883.720000000000
PA
USD
13801.810000000000
0.0128272143
Long
ABS-MBS
USGSE
US
N
2
2046-01-25
Variable
2.882170000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FUCW2
98402.380000000000
PA
USD
88884.480000000000
0.0826080252
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
2.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H1VN3
140425.470000000000
PA
USD
115015.470000000000
0.1068938115
Long
ABS-MBS
USGSE
US
N
2
2049-04-25
Fixed
1.000000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H6AQ8
312553.010000000000
PA
USD
278115.980000000000
0.2584772043
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A17K1
31358.870000000000
PA
USD
30286.870000000000
0.0281482045
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
3138A36V4
5740.110000000000
PA
USD
5392.510000000000
0.0050117254
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
3138A46Y6
30065.230000000000
PA
USD
28243.430000000000
0.0262490592
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
3138A4XY6
54461.330000000000
PA
USD
50853.020000000000
0.0472621042
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
3138ABYR4
78980.680000000000
PA
USD
76506.640000000000
0.0711042293
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
3138AV3U7
9201.300000000000
PA
USD
8683.380000000000
0.0080702151
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGFA7
19617.550000000000
PA
USD
18966.690000000000
0.0176273834
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHTW2
33889.460000000000
PA
USD
33490.540000000000
0.0311256518
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EM6K2
79460.220000000000
PA
USD
76074.770000000000
0.0707028552
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138END30
37369.320000000000
PA
USD
36030.280000000000
0.0334860516
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENZ93
41925.380000000000
PA
USD
37649.600000000000
0.0349910255
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MBMB9
20325.800000000000
PA
USD
17848.170000000000
0.0165878461
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGX90
104763.030000000000
PA
USD
91222.930000000000
0.0847813488
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
3138WHEW8
97298.220000000000
PA
USD
87753.310000000000
0.0815567312
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae Trust 2003-W8
31393CX40
14962.670000000000
PA
USD
14745.130000000000
0.0137039230
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
3.935570000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394EP69
4227.200000000000
PA
USD
4212.750000000000
0.0039152725
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394VBA7
22021.030000000000
PA
USD
21919.740000000000
0.0203719078
Long
ABS-MBS
USGSE
US
N
2
2026-01-25
Fixed
5.500000000000
N
N
N
N
N
N
FHLMC Structured Pass Through
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Pass-Through Certificates
31395A3J2
106906.770000000000
PA
USD
110528.810000000000
0.1027239708
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Floating
2.770820000000
N
N
N
N
N
N
FHLMC Structured Pass Through
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Pass-Through Certificates
31395HHV5
17107.260000000000
PA
USD
17678.440000000000
0.0164301014
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Floating
2.570820000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EULG2
34218.620000000000
PA
USD
30823.590000000000
0.0286470248
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
3140F0JJ4
68846.320000000000
PA
USD
59870.510000000000
0.0556428366
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
3140FXGF3
79408.680000000000
PA
USD
73356.070000000000
0.0681761325
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXGK2
318887.630000000000
PA
USD
292921.970000000000
0.2722376897
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXK84
324713.990000000000
PA
USD
289786.980000000000
0.2693240727
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXKG6
112781.960000000000
PA
USD
100860.690000000000
0.0937385517
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFUK3
400164.820000000000
PA
USD
323520.950000000000
0.3006759650
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J76G5
172537.390000000000
PA
USD
167138.310000000000
0.1553360691
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9EJ6
772090.220000000000
PA
USD
645192.600000000000
0.5996332158
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9ZL8
102561.940000000000
PA
USD
91914.120000000000
0.0854237314
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
3140JAX29
114972.180000000000
PA
USD
103282.410000000000
0.0959892653
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JBK62
111426.020000000000
PA
USD
101223.460000000000
0.0940757052
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K3J29
97627.280000000000
PA
USD
83835.370000000000
0.0779154512
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L1VP7
327512.500000000000
PA
USD
263096.890000000000
0.2445186666
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M2SE3
623454.170000000000
PA
USD
533769.210000000000
0.4960778346
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M3Y46
526310.820000000000
PA
USD
433461.100000000000
0.4028528432
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MMZB7
844995.040000000000
PA
USD
769797.080000000000
0.7154389226
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCEW2
110239.250000000000
PA
USD
95545.430000000000
0.0887986214
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCRV0
299808.110000000000
PA
USD
264057.460000000000
0.2454114072
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEP71
151951.220000000000
PA
USD
136896.180000000000
0.1272294454
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QGUP0
160671.780000000000
PA
USD
132996.220000000000
0.1236048756
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKT73
178482.390000000000
PA
USD
149142.640000000000
0.1386111385
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLNA0
821800.720000000000
PA
USD
676649.970000000000
0.6288692671
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
3140QLX35
498632.190000000000
PA
USD
423762.910000000000
0.3938394775
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMBL7
507014.810000000000
PA
USD
432457.030000000000
0.4019196742
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4L95
378784.400000000000
PA
USD
331741.550000000000
0.3083160787
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4PM2
104089.400000000000
PA
USD
99476.540000000000
0.0924521415
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5MK6
50590.800000000000
PA
USD
47085.750000000000
0.0437608548
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5PZ0
133939.910000000000
PA
USD
116234.220000000000
0.1080265011
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X63C3
201396.520000000000
PA
USD
168297.110000000000
0.1564130421
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6QT1
276040.470000000000
PA
USD
230672.470000000000
0.2143838522
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7KR9
332125.470000000000
PA
USD
274930.250000000000
0.2555164302
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7R76
78514.390000000000
PA
USD
73677.910000000000
0.0684752462
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8BP1
134420.280000000000
PA
USD
111656.950000000000
0.1037724487
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9AE5
112585.410000000000
PA
USD
107600.430000000000
0.1000023743
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9K95
139805.630000000000
PA
USD
122944.730000000000
0.1142631577
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAG22
236044.780000000000
PA
USD
201336.790000000000
0.1871196707
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBQL7
45032.740000000000
PA
USD
38959.710000000000
0.0362086239
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCJK5
1378996.080000000000
PA
USD
1141127.060000000000
1.0605479490
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
3140XCUS5
597060.490000000000
PA
USD
489514.230000000000
0.4549478589
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412Q2W8
46761.700000000000
PA
USD
45298.870000000000
0.0421001529
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416NYV8
3624.990000000000
PA
USD
3405.610000000000
0.0031651276
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416YKN7
88409.980000000000
PA
USD
87368.380000000000
0.0811989825
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
31417YHV2
32892.390000000000
PA
USD
32735.040000000000
0.0304235004
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YSC2
3843.840000000000
PA
USD
3610.970000000000
0.0033559863
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AEB0
21686.910000000000
PA
USD
20480.930000000000
0.0190346974
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ASF6
191260.740000000000
PA
USD
165935.960000000000
0.1542186214
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ASW9
292344.480000000000
PA
USD
267660.680000000000
0.2487601908
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AWP9
42341.080000000000
PA
USD
39232.620000000000
0.0364622627
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BD45
98289.930000000000
PA
USD
91990.390000000000
0.0854946157
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BFY7
136686.710000000000
PA
USD
126931.020000000000
0.1179679614
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BKY1
111319.250000000000
PA
USD
103606.120000000000
0.0962901170
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4G6
9009.460000000000
PA
USD
8602.070000000000
0.0079946467
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C7K4
18929.490000000000
PA
USD
16933.020000000000
0.0157373182
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDL5
6269.690000000000
PA
USD
5442.340000000000
0.0050580367
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
31418CGD0
182931.520000000000
PA
USD
158816.420000000000
0.1476018179
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CMV3
113910.600000000000
PA
USD
106598.330000000000
0.0990710362
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CU77
50634.590000000000
PA
USD
45439.400000000000
0.0422307595
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
31418D4Y5
1908968.970000000000
PA
USD
1570969.230000000000
1.4600374080
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6M9
318903.920000000000
PA
USD
269633.060000000000
0.2505932939
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DF23
532878.670000000000
PA
USD
466454.330000000000
0.4335163019
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKG6
75012.080000000000
PA
USD
71691.710000000000
0.0666292989
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DPK2
287337.820000000000
PA
USD
232301.360000000000
0.2158977204
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQG0
614729.430000000000
PA
USD
523173.470000000000
0.4862302981
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTK8
214973.410000000000
PA
USD
183402.170000000000
0.1704514791
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTY8
349551.850000000000
PA
USD
307382.610000000000
0.2856772116
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUA8
257489.620000000000
PA
USD
213146.860000000000
0.1980957889
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DW73
434578.440000000000
PA
USD
363988.980000000000
0.3382864010
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXQ0
377032.140000000000
PA
USD
298926.860000000000
0.2778185527
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
1.500000000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418UWW0
11404.080000000000
PA
USD
11047.140000000000
0.0102670615
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WQB7
431924.620000000000
PA
USD
376941.860000000000
0.3503246313
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36194SPD4
307664.230000000000
PA
USD
286215.930000000000
0.2660051875
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
3.020000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ADCL4
57072.770000000000
PA
USD
55170.070000000000
0.0512743117
Long
ABS-MBS
USGA
US
N
2
2024-11-15
Fixed
4.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622ABDD1
334351.240000000000
PA
USD
293909.940000000000
0.2731558956
Long
ABS-MBS
USGA
US
N
2
2045-08-15
Fixed
3.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KR59
312.140000000000
PA
USD
306.980000000000
0.0002853030
Long
ABS-MBS
USGA
US
N
2
2023-04-15
Fixed
4.500000000000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust 2020-2
36259PAG1
305000.000000000000
PA
USD
303051.900000000000
0.2816523087
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
2.560000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-RENT
36260XAA4
544359.900000000000
PA
USD
525201.210000000000
0.4881148521
Long
ABS-MBS
CORP
US
N
2
2035-11-21
Floating
4.200700000000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust 2021-3
36262XAB0
1555.520000000000
PA
USD
1545.280000000000
0.0014361622
Long
ABS-O
CORP
US
N
2
2023-12-20
Fixed
.240000000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-3
36263LAC3
574000.000000000000
PA
USD
553229.520000000000
0.5141639817
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
.780000000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-ROSS
36264YAA8
310000.000000000000
PA
USD
288377.500000000000
0.2680141212
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Floating
4.563000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDV5
345000.000000000000
PA
USD
303361.800000000000
0.2819403256
Long
DBT
CORP
US
N
2
2029-04-06
Fixed
4.300000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDW3
479000.000000000000
PA
USD
453055.810000000000
0.4210638998
Long
DBT
CORP
US
N
2
2027-04-09
Fixed
5.000000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWQ3
881000.000000000000
PA
USD
836027.620000000000
0.7769926845
Long
DBT
CORP
US
N
2
2025-09-29
Variable
3.272000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
592000.000000000000
PA
USD
432621.480000000000
0.4020725118
Long
DBT
CORP
US
N
2
2032-01-27
Variable
1.992000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYA6
477000.000000000000
PA
USD
408428.990000000000
0.3795883411
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.431000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374CNL1
56660.580000000000
PA
USD
57019.420000000000
0.0529930724
Long
ABS-MBS
USGA
US
N
2
2033-09-20
Fixed
5.500000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378FDM9
209000.000000000000
PA
USD
181285.280000000000
0.1684840704
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378GM70
410.570000000000
PA
USD
406.670000000000
0.0003779536
Long
ABS-MBS
USGA
US
N
2
2027-12-20
Fixed
5.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378PQ43
124397.180000000000
PA
USD
118618.100000000000
0.1102420467
Long
ABS-MBS
USGA
US
N
2
2042-06-20
Fixed
2.750000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379KZD3
33088.790000000000
PA
USD
32402.610000000000
0.0301145445
Long
ABS-MBS
USGA
US
N
2
2043-11-16
Fixed
2.200000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379QP82
31862.910000000000
PA
USD
27941.600000000000
0.0259685425
Long
ABS-MBS
USGA
US
N
2
2045-03-20
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379U6D3
9757.970000000000
PA
USD
9422.640000000000
0.0087572733
Long
ABS-MBS
USGA
US
N
2
2044-09-16
Fixed
2.250000000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380BTU9
11535.500000000000
PA
USD
10973.810000000000
0.0101989096
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
2.500000000000
N
N
N
N
N
N
2022-12-29
North Square Investments Trust
/s/ David Gaspar
David Gaspar
Senior Managing Director