Abbott Laboratories

NPORT-Pfalse0000277751XXXXXXXXS000010464C000028918C000077650C000077651C000077652C000077653C000077654C000083512C000114869JANUS INVESTMENT FUND811-018790000277751W6UYDZFUOFJ4HQQ32382151 DETROIT STREETDENVER802063033333863Janus Henderson Balanced FundS000010464XRAF81JTHJNG7YJEPJ532022-09-302022-09-30N23285767033119030604722095460986000000000057320180.94000USDNBalanced Index (55% SPX / 45% USAGG)IX55SPX45USAGGAbbott LaboratoriesHQD377W2YR662HK5JX27Abbott Laboratories0028241001794464NSUSD1736323370.786LongECCORPUSN1NNNAbbVie IncFR5LCKFTG8054YNNRU85AbbVie Inc00287Y1091839991NSUSD2469451921.118LongECCORPUSN1NNNAdobe IncFU4LY2G4933NH2E1CP29ADOBE INC00724F101316231NSUSD870267710.394LongECCORPUSN1NNNAdvanced Micro Devices IncR2I72C950HOYXII45366Advanced Micro Devices Inc0079031071219019NSUSD772370440.35LongECCORPUSN1NNNAlphabet Inc5493006MHB84DD0ZWV18Alphabet Inc - Class C02079K1075587355NSUSD5372241832.431LongECCORPUSN1NNNAmazon.com IncZXTILKJKG63JELOEG630Amazon.com Inc0231351062668923NSUSD3015882991.365LongECCORPUSN1NNNAmerican Express CoR4PP93JZOLY261QX3811American Express Co0258161091435159NSUSD1936173010.876LongECCORPUSN1NNNApple IncHWUPKR0MPOU8FGXBT394Apple Inc0378331004827195NSUSD6671183493.019LongECCORPUSN1NNNBank of America Corp9DJT3UXIJIZJI4WXO774Bank of America Corp0605051047642906NSUSD2308157611.045LongECCORPUSN1NNNBooking Holdings IncFXM8FAOHMYDIPD38UZ17Booking Holdings Inc09857L10843393NSUSD713038120.323LongECCORPUSN1NNNCBRE Group Inc52990016II9MJ2OSWA10CBRE Group Inc12504L109713128NSUSD481432710.218LongECCORPUSN1NNNCME Group IncLCZ7XYGSLJUHFXXNXD88CME Group Inc12572Q105841760NSUSD1491009490.675LongECCORPUSN1NNNCadence Design Systems IncGCT7RXJOGLXPV0NXZY22Cadence Design Systems Inc127387108328594NSUSD537021170.243LongECCORPUSN1NNNCognizant Technology Solutions5493006IEVQEFQO40L83Cognizant Technology Solutions Corp1924461021034205NSUSD594047350.269LongECCORPUSN1NNNComcast Corp51M0QTTNCGUN7KFCFZ59Comcast Corp20030N1015830534NSUSD1710095620.774LongECCORPUSN1NNNConocoPhillipsWPTL2Z3FIYTHSP5V2253ConocoPhillips20825C1041722802NSUSD1763115570.798LongECCORPUSN1NNNConstellation Brands Inc5493005GKEG8QCVY7037Constellation Brands Inc21036P108400169NSUSD919108160.416LongECCORPUSN1NNNCorning Inc549300X2937PB0CJ7I56Corning Inc2193501052181453NSUSD633057660.287LongECCORPUSN1NNNCorteva Inc549300WZN9I2QKLS0O94Corteva Inc22052L1041982225NSUSD1132841590.513LongECCORPUSN1NNNCostco Wholesale Corp29DX7H14B9S6O3FD6V18Costco Wholesale Corp22160K105370854NSUSD1751432190.793LongECCORPUSN1NNNDeere & CoPWFTNG3EI0Y73OXWDH08Deere & Co244199105699798NSUSD2336555541.057LongECCORPUSN1NNNWalt Disney Co/The549300GZKULIZ0WOW665Walt Disney Co2546871061941902NSUSD1831796160.829LongECCORPUSN1NNNDollar General CorpOPX52SQVOZI8IVSWYU66Dollar General Corp256677105911561NSUSD2186470210.99LongECCORPUSN1NNNEdwards Lifesciences CorpYA13X31F3V31L8TMPR58Edwards Lifesciences Corp28176E108714764NSUSD590609490.267LongECCORPUSN1NNNFidelity National Information6WQI0GK1PRFVBA061U48Fidelity National Information Services Inc31620M106750643NSUSD567260910.257LongECCORPUSN1NNNGeneral Dynamics Corp9C1X8XOOTYY2FNYTVH06General Dynamics Corp369550108741733NSUSD1573734910.712LongECCORPUSN1NNNGoldman Sachs Group Inc/The784F5XWPLTWKTBV3E584Goldman Sachs Group Inc38141G104348386NSUSD1020945170.462LongECCORPUSN1NNNHasbro Inc549300NUB6D2R1ITYR45Hasbro Inc4180561071078762NSUSD727301340.329LongECCORPUSN1NNNHershey Co/The21X2CX66SU2BR6QTAD08Hershey Co427866108517618NSUSD1141192400.516LongECCORPUSN1NNNHilton Worldwide Holdings Inc549300HVGPK36ICB0B89Hilton Worldwide Holdings Inc43300A2031524949NSUSD1839393480.832LongECCORPUSN1NNNHome Depot Inc/TheQEKMOTMBBKA8I816DO57HOME DEPOT INC437076102763865NSUSD2107809080.954LongECCORPUSN1NNNHoneywell International IncISRPG12PN4EIEOEMW547Honeywell International Inc4385161061075502NSUSD1795765690.813LongECCORPUSN1NNNIntuitive Surgical Inc54930052SRG011710797Intuitive Surgical Inc46120E602259638NSUSD486665470.22LongECCORPUSN1NNNJPMorgan Chase & Co8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46625H1001780274NSUSD1860386330.842LongECCORPUSN1NNNL3Harris Technologies Inc549300UTE50ZMDBG8A20L3Harris Technologies Inc502431109433177NSUSD900271760.407LongECCORPUSN1NNNLam Research Corp549300I4GMO6D34U1T02LAM RESEARCH CORP512807108554947NSUSD2031106020.919LongECCORPUSN1NNNEstee Lauder Cos Inc/The549300VFZ8XJ9NUPU221Estee Lauder Cos Inc518439104329012NSUSD710336910.321LongECCORPUSN1NNNEli Lilly & CoFRDRIPF3EKNDJ2CQJL29Eli Lilly & Co532457108872309NSUSD2820611151.277LongECCORPUSN1NNNMastercard IncAR5L2ODV9HN37376R084Mastercard Inc57636Q1041315605NSUSD3740791261.693LongECCORPUSN1NNNMcDonald's CorpUE2136O97NLB5BYP9H04McDonald's Corp5801351011021240NSUSD2356409181.066LongECCORPUSN1NNNMerck & Co Inc4YV9Y5M8S0BRK1RP0397Merck & Co Inc58933Y1052341453NSUSD2016459320.913LongECCORPUSN1NNNMicrosoft CorpINR2EJN1ERAN0W5ZP974MICROSOFT CORP5949181044103263NSUSD9556499534.325LongECCORPUSN1NNNMonster Beverage Corp52990090AP0E7HCB6F33Monster Beverage Corp61174X1092027266NSUSD1762910510.798LongECCORPUSN1NNNMorgan StanleyIGJSJL3JD5P30I6NJZ34Morgan Stanley6174464482566444NSUSD2027747400.918LongECCORPUSN1NNNMotorola Solutions Inc6S552MUG6KGJVEBSEC55Motorola Solutions Inc620076307258216NSUSD578326380.262LongECCORPUSN1NNNNIKE Inc787RXPR0UX0O0XUXPZ81NIKE Inc - Class B6541061031931115NSUSD1605142790.726LongECCORPUSN1NNNNVIDIA Corp549300S4KLFTLO7GSQ80NVIDIA Corp67066G1041434889NSUSD1741811760.788LongECCORPUSN1NNNParker-Hannifin Corp5493002CONDB4N2HKI23Parker-Hannifin Corp701094104263739NSUSD639065970.289LongECCORPUSN1NNNProcter & Gamble Co/The2572IBTT8CCZW6AU4141Procter & Gamble Co7427181091394165NSUSD1760133310.797LongECCORPUSN1NNNProgressive Corp/The529900TACNVLY9DCR586Progressive Corp/The7433151032409658NSUSD2800263561.267LongECCORPUSN1NNNRockwell Automation IncVH3R4HHBHH12O0EXZJ88Rockwell Automation Inc773903109272936NSUSD587112630.266LongECCORPUSN1NNNCharles Schwab Corp/The549300VSGCJ7E698NM85Charles Schwab Corp8085131051272536NSUSD914571620.414LongECCORPUSN1NNNStarbucks CorpOQSJ1DU9TAOC51A47K68Starbucks Corp8552441091905783NSUSD1605812760.727LongECCORPUSN1NNNStryker Corp5493002F0SC4JTBU5137Stryker Corp863667101388706NSUSD787285130.356LongECCORPUSN1NNNSysco Corp5RGWIFLMGH3YS7KWI652Sysco Corp8718291071781175NSUSD1259468840.57LongECCORPUSN1NNNTJX Cos Inc/TheV167QI9I69W364E2DY52TJX Cos Inc8725401092330493NSUSD1447702250.655LongECCORPUSN1NNNTexas Instruments IncWDJNR2L6D8RWOEB8T652TEXAS INSTRUMENTS INC882508104995903NSUSD1541458660.698LongECCORPUSN1NNNThermo Fisher Scientific IncHCHV7422L5HDJZCRFL38THERMO FISHER SCIENTIFIC INC883556102366284NSUSD1857755820.841LongECCORPUSN1NNNJanus Capital Group Inc8T2ZO87FU1KVPZIG9I59Janus Henderson Cash Liquidity FundN/A1202617319NSUSD12027375815.443LongECPFUSN2NNNUnited Parcel Service IncD01LMJZU09ULLNCY6Z23United Parcel Service Inc9113121061530719NSUSD2472723471.119LongECCORPUSN1NNNUnitedHealth Group Inc549300GHBMY8T5GXDE41UnitedHealth Group Inc91324P102956715NSUSD4831793442.187LongECCORPUSN1NNNZoetis Inc549300HD9Q1LOC9KLJ48Zoetis Inc98978V103665726NSUSD987205090.447LongECCORPUSN1NNNAccenture PLCN/AAccenture PLCG1151C101527582NSUSD1357468490.614LongECCORPUSN1NNNMedtronic PLC549300GX3ZBSQWUXY261Medtronic PLCG5960L103690866NSUSD557874290.252LongECCORPUSN1NNNTrane Technologies PLC549300BURLR9SLYY2705TRANE TECHNOLOGIES PLCG8994E103555246NSUSD804051730.364LongECCORPUSN1NNNTE Connectivity Ltd894500ZRIX9K13RHXR17TE CONNECTIVITY LTDH84989104459968NSUSD507620680.23LongECCORPUSN1NNNAT&T INC549300Z40J86GGSTL398AT&T Inc00206RLV22171000PAUSD14065920.006LongDBTCORPUSN22059-09-15Fixed3.65NNNNNNAT&T INC549300Z40J86GGSTL398AT&T Inc00206RMN913125000PAUSD88665230.04LongDBTCORPUSN22057-12-01Fixed3.8NNNNNNAGREE LP549300DXY3G299V1BO77Agree LP008513AA17437000PAUSD59416760.027LongDBTCORPUSN22030-10-01Fixed2.9NNNNNNAGREE LP549300DXY3G299V1BO77Agree LP008513AB911528000PAUSD92903930.042LongDBTCORPUSN22028-06-15Fixed2NNNNNNAGREE LP549300DXY3G299V1BO77Agree LP008513AC78647000PAUSD63005400.029LongDBTCORPUSN22033-06-15Fixed2.6NNNNNNAIR LEASE CORP5493004NW4M4P8TMMK63Air Lease Corp00914AAG78657000PAUSD68556070.031LongDBTCORPUSN22030-02-01Fixed3NNNNNNAIR LEASE CORP5493004NW4M4P8TMMK63Air Lease Corp00914AAM417148000PAUSD145325800.066LongDBTCORPUSN22026-08-15Fixed1.875NNNNNNAMAZON.COM INCZXTILKJKG63JELOEG630Amazon.com Inc023135CE422878000PAUSD220890570.1LongDBTCORPUSN22025-04-13Fixed3NNNNNNAMAZON.COM INCZXTILKJKG63JELOEG630Amazon.com Inc023135CJ310704000PAUSD87795940.04LongDBTCORPUSN22052-04-13Fixed3.95NNNNNNAMAZON.COM INCZXTILKJKG63JELOEG630Amazon.com Inc023135CK017572000PAUSD140103180.063LongDBTCORPUSN22062-04-13Fixed4.1NNNNNNAMERICAN EXPRESS COR4PP93JZOLY261QX3811American Express Co025816CX527645000PAUSD256756270.116LongDBTCORPUSN22033-05-26Variable4.989NNNNNNANALOG DEVICES INCGYVOE5EZ4GDAVTU4CQ61Analog Devices Inc032654AS410074000PAUSD96822700.044LongDBTCORPUSN22025-04-01Fixed2.95NNNNNNARAMARK SERVICES INC42YMHYH0XMHJEXDUB065Aramark Services Inc038522AR925501000PAUSD249909800.113LongDBTCORPUSY22025-05-01Fixed6.375NNNNNNARES CAPITAL CORPWEQ82666OJYSI5GUAB47Ares Capital Corp04010LBD417055000PAUSD142476210.064LongDBTCORPUSN22027-06-15Fixed2.875NNNNNNATHENE GLOBAL FUNDING549300LM1QSI4MSIL320Athene Global Funding04685A3D133310000PAUSD282589480.128LongDBTCORPUSY22026-10-02Fixed1.73NNNNNNATHENE GLOBAL FUNDING549300LM1QSI4MSIL320Athene Global Funding04685A3E932528000PAUSD244696890.111LongDBTCORPUSY22031-10-04Fixed2.646NNNNNNATHENE GLOBAL FUNDING549300LM1QSI4MSIL320Athene Global Funding04685A3F610522000PAUSD96180550.044LongDBTCORPUSY22025-01-07Fixed1.716NNNNNNATHENE GLOBAL FUNDING549300LM1QSI4MSIL320Athene Global Funding04685A3G421681000PAUSD175435620.079LongDBTCORPUSY22029-01-07Fixed2.717NNNNNNAXALTA COATING SYSTEMS549300G80QONCHILSF69Axalta Coating Systems Ltd05453GAC927737000PAUSD217444210.098LongDBTCORPUSY22029-02-15Fixed3.375NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774Bank of America Corp060505ED27250000PAUSD69600000.031LongDBTCORPUSN22099-12-31Variable5.2NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774BANK OF AMERICA CORP060505EH321700000PAUSD209676250.095LongDBTCORPUSN22099-12-31Variable6.25NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774Bank of America Corp06051GGL712653000PAUSD115134520.052LongDBTCORPUSN22028-04-24Variable3.705NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774Bank of America Corp06051GHG711944000PAUSD108057040.049LongDBTCORPUSN22029-03-05Variable3.97NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774Bank of America Corp06051GJB651219000PAUSD406197930.184LongDBTCORPUSN22031-04-29Variable2.592NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774Bank of America Corp06051GJZ325438000PAUSD206717980.094LongDBTCORPUSN22029-06-14Variable2.087NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774Bank of America Corp06051GKP331762000PAUSD297621220.135LongDBTCORPUSN22028-04-27Variable4.376NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774Bank of America Corp06051GKQ132892000PAUSD294609230.133LongDBTCORPUSN22033-04-27Variable4.571NNNNNNBROADCOM INC549300WV6GIDOZJTV909Broadcom Inc11135FAS014848000PAUSD124668970.056LongDBTCORPUSN22032-11-15Fixed4.3NNNNNNBROWN & BROWN INC549300PC8KTJ71XKFY89Brown & Brown Inc115236AE16426000PAUSD54937330.025LongDBTCORPUSN22032-03-17Fixed4.2NNNNNNBROWN & BROWN INC549300PC8KTJ71XKFY89Brown & Brown Inc115236AF818886000PAUSD153088590.069LongDBTCORPUSN22052-03-17Fixed4.95NNNNNNCVS HEALTH CORP549300EJG376EN5NQE29CVS Health Corp126650CZ19216000PAUSD81161840.037LongDBTCORPUSN22048-03-25Fixed5.05NNNNNNCENTENE CORP549300Z7JJ4TQSQGT333Centene Corp15135BAR253971000PAUSD493672740.223LongDBTCORPUSN22027-12-15Fixed4.25NNNNNNCENTENE CORP549300Z7JJ4TQSQGT333Centene Corp15135BAW118048000PAUSD142929330.065LongDBTCORPUSN22030-10-15Fixed3NNNNNNCENTENE CORP549300Z7JJ4TQSQGT333Centene Corp15135BAY716998000PAUSD138401120.063LongDBTCORPUSN22028-07-15Fixed2.45NNNNNNCHARTER COMM OPT LLC/CAP549300TPZNMN50BJ3745Charter Communications Operating LLC / Charter Communications Operating Capital161175BA13584000PAUSD31560240.014LongDBTCORPUSN22045-10-23Fixed6.484NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395Citigroup Inc172967GR68824000PAUSD83607400.038LongDBTCORPUSN22099-12-31Variable5.35NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395Citigroup Inc172967HQ72012000PAUSD18737520.008LongDBTCORPUSN22099-12-31Variable6.3NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395Citigroup Inc172967JM48361000PAUSD75670990.034LongDBTCORPUSN22099-12-31Variable5.95NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395Citigroup Inc172967LD136115000PAUSD332407000.15LongDBTCORPUSN22028-01-10Variable3.887NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395Citigroup Inc172967MP324901000PAUSD223394100.101LongDBTCORPUSN22031-03-31Variable4.412NNNNNNCOMCAST CORP51M0QTTNCGUN7KFCFZ59Comcast Corp20030NDH16795000PAUSD53416380.024LongDBTCORPUSN22040-04-01Fixed3.75NNNNNNCOSTAR GROUP INCN/ACoStar Group Inc22160NAA712054000PAUSD95147280.043LongDBTCORPUSY22030-07-15Fixed2.8NNNNNNDOLLAR GENERAL CORPOPX52SQVOZI8IVSWYU66Dollar General Corp256677AH811279000PAUSD87815800.04LongDBTCORPUSN22050-04-03Fixed4.125NNNNNNDUKE ENERGY CORPI1BZKREC126H0VB1BL91Duke Energy Corp26441CBS315581000PAUSD146666810.066LongDBTCORPUSN22028-03-15Fixed4.3NNNNNNDUQUESNE LIGHT HOLDINGS4CUJ1D8WDXK9X7QI6B93Duquesne Light Holdings Inc266233AJ416995000PAUSD130026210.059LongDBTCORPUSY22032-01-07Fixed2.775NNNNNNEQT CORP4NT01YGM4X7ZX86ISY52EQT CORP26884LAP417974000PAUSD178633700.081LongDBTCORPUSN22025-10-01Fixed5.678NNNNNNEQT CORP4NT01YGM4X7ZX86ISY52EQT CORP26884LAQ27749000PAUSD75967320.034LongDBTCORPUSN22028-04-01Fixed5.7NNNNNNELEMENT SOLUTIONS INC549300FLGN6P5CU20J91Element Solutions Inc28618MAA420844000PAUSD167835890.076LongDBTCORPUSY22028-09-01Fixed3.875NNNNNNENERGY TRANSFER LPMTLVN9N7JE8MIBIJ1H73Energy Transfer Operating LP29278NAF0626000PAUSD5830490.003LongDBTCORPUSN22028-06-15Fixed4.95NNNNNNEQUINIX INC549300EVUN2BTLJ3GT74Equinix Inc29444UBH89552000PAUSD73231550.033LongDBTCORPUSN22030-07-15Fixed2.15NNNNNNFIRST REPUBLIC BANKYWC0TIKBQM2JV8L4IV08First Republic Bank/CA33616CAC45767000PAUSD46211510.021LongDBTCORPUSN22047-02-13Fixed4.625NNNNNNFOX CORP549300DDU6FDRBIELS05Fox Corp35137LAG08690000PAUSD85825350.039LongDBTCORPUSN22024-01-25Fixed4.03NNNNNNGLP CAPITAL LP / FIN II2549005PXW31DRW8EC44GLP Capital LP / GLP Financing II Inc361841AH29419000PAUSD90093680.041LongDBTCORPUSN22026-04-15Fixed5.375NNNNNNGLP CAPITAL LP / FIN II2549005PXW31DRW8EC44GLP Capital LP / GLP Financing II Inc361841AJ84305000PAUSD41611200.019LongDBTCORPUSN22025-06-01Fixed5.25NNNNNNGLP CAPITAL LP / FIN II2549005PXW31DRW8EC44GLP Capital LP / GLP Financing II Inc361841AL31226000PAUSD11174460.005LongDBTCORPUSN22029-01-15Fixed5.3NNNNNNGXO LOGISTICS INC5493007CNWMXN78JRN66GXO Logistics Inc36262GAB714940000PAUSD122073340.055LongDBTCORPUSN22026-07-15Fixed1.65NNNNNNGXO LOGISTICS INC5493007CNWMXN78JRN66GXO Logistics Inc36262GAD32271000PAUSD16078980.007LongDBTCORPUSN22031-07-15Fixed2.65NNNNNNGSK CONSUMER HEALTHCARE549300N8C3A3L0UVQB07GSK Consumer Healthcare Capital US LLC36264FAB710875000PAUSD98625600.045LongDBTCORPUSY22027-03-24Fixed3.375NNNNNNGSK CONSUMER HEALTHCARE549300N8C3A3L0UVQB07GSK Consumer Healthcare Capital US LLC36264FAC55546000PAUSD48336010.022LongDBTCORPUSY22029-03-24Fixed3.375NNNNNNGENERAL DYNAMICS CORP9C1X8XOOTYY2FNYTVH06GENERAL DYNAMICS CORP369550BL17372000PAUSD69669030.032LongDBTCORPUSN22027-04-01Fixed3.5NNNNNNGLOBAL PAYMENTS INC549300NOMHGVQBX6S778Global Payments Inc37940XAG711282000PAUSD96539330.044LongDBTCORPUSN22027-01-15Fixed2.15NNNNNNGLOBAL PAYMENTS INC549300NOMHGVQBX6S778Global Payments Inc37940XAH516923000PAUSD129388180.059LongDBTCORPUSN22031-11-15Fixed2.9NNNNNNGLOBAL PAYMENTS INC549300NOMHGVQBX6S778Global Payments Inc37940XAN220156000PAUSD189556090.086LongDBTCORPUSN22029-08-15Fixed5.3NNNNNNGLOBAL PAYMENTS INC549300NOMHGVQBX6S778Global Payments Inc37940XAQ59144000PAUSD84853660.038LongDBTCORPUSN22032-08-15Fixed5.4NNNNNNGOLDMAN SACHS GROUP INC784F5XWPLTWKTBV3E584Goldman Sachs Group Inc38141GXJ839166000PAUSD374114760.169LongDBTCORPUSN22025-04-01Fixed3.5NNNNNNGOLDMAN SACHS GROUP INC784F5XWPLTWKTBV3E584Goldman Sachs Group Inc38141GZM915819000PAUSD125643140.057LongDBTCORPUSN22033-02-24Variable3.102NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404119BS74146000PAUSD40900560.019LongDBTCORPUSN22026-02-15Fixed5.875NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404119BV03767000PAUSD31823420.014LongDBTCORPUSN22047-06-15Fixed5.5NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404119BW86941000PAUSD67493260.031LongDBTCORPUSN22029-02-01Fixed5.875NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404121AH83180000PAUSD30807930.014LongDBTCORPUSN22026-09-01Fixed5.375NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404121AJ49208000PAUSD87744670.04LongDBTCORPUSN22028-09-01Fixed5.625NNNNNNHASBRO INC549300NUB6D2R1ITYR45Hasbro Inc418056AS67010000PAUSD66938510.03LongDBTCORPUSN22040-03-15Fixed6.35NNNNNNHASBRO INC549300NUB6D2R1ITYR45Hasbro Inc418056AU13976000PAUSD32255960.015LongDBTCORPUSN22044-05-15Fixed5.1NNNNNNHASBRO INC549300NUB6D2R1ITYR45Hasbro Inc418056AZ025055000PAUSD219135220.099LongDBTCORPUSN22029-11-19Fixed3.9NNNNNNHESS MIDSTREAM OPERATIONN/AHess Midstream Operations LP428104AA117367000PAUSD152071500.069LongDBTCORPUSY22028-06-15Fixed5.125NNNNNNINVITATION HOMES OP549300147YMUQB3GW319Invitation Homes Inc46188BAA019425000PAUSD139350960.063LongDBTCORPUSN22031-08-15Fixed2NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M92JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc46590XAD813810000PAUSD101986850.046LongDBTCORPN/AY22032-05-15Fixed3NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M92JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc46590XAE621043000PAUSD141042810.064LongDBTCORPN/AY22052-02-02Fixed4.375NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PBA324028000PAUSD226724150.103LongDBTCORPUSN22027-01-29Variable3.96NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PBK19471000PAUSD86289200.039LongDBTCORPUSN22026-04-22Variable2.083NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PBP022144000PAUSD175401760.079LongDBTCORPUSN22031-05-13Variable2.956NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PCU836264000PAUSD285065740.129LongDBTCORPUSN22033-01-25Variable2.963NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PCZ720833000PAUSD200582710.091LongDBTCORPUSN22026-04-26Variable4.08NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PDC78818000PAUSD79345490.036LongDBTCORPUSN22033-04-26Variable4.586NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PDF017992000PAUSD165801480.075LongDBTCORPUSN22030-06-14Variable4.565NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PDK939262000PAUSD371278960.168LongDBTCORPUSN22033-09-14Variable5.717NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co48128BAF87243000PAUSD65313750.03LongDBTCORPUSN22099-12-31Variable5NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co48128BAG67646000PAUSD66604310.03LongDBTCORPUSN22099-12-31Variable4.6NNNNNNMSCI INC549300HTIN2PD78UB763MSCI Inc55354GAH31532000PAUSD13231880.006LongDBTCORPUSY22029-11-15Fixed4NNNNNNMSCI INC549300HTIN2PD78UB763MSCI Inc55354GAK625762000PAUSD211968960.096LongDBTCORPUSY22030-09-01Fixed3.625NNNNNNMSCI INC549300HTIN2PD78UB763MSCI Inc55354GAL421571000PAUSD181620050.082LongDBTCORPUSY22031-02-15Fixed3.875NNNNNNMARVELL TECHNOLOGY INCN/AMarvell Technology Inc573874AC813225000PAUSD115519750.052LongDBTCORPUSN22026-04-15Fixed1.65NNNNNNMARVELL TECHNOLOGY INCN/AMarvell Technology Inc573874AN414717000PAUSD137934970.062LongDBTCORPUSN22028-06-22Fixed4.875NNNNNNMICROCHIP TECHNOLOGY INC5493007PTFULNYZJ1R12Microchip Technology Inc595017AZ723076000PAUSD224884850.102LongDBTCORPUSN22023-09-01Fixed2.67NNNNNNMOLINA HEALTHCARE INC549300NQQCEQ46YHZ591Molina Healthcare Inc60855RAJ948521000PAUSD437902020.198LongDBTCORPUSY22028-06-15Fixed4.375NNNNNNMONDELEZ INTERNATIONAL549300DV9GIB88LZ5P30Mondelez International Inc609207AT21182000PAUSD9845070.004LongDBTCORPUSN22030-04-13Fixed2.75NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley6174467Y914618000PAUSD139225460.063LongDBTCORPUSN22026-09-08Fixed4.35NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley6174468Q524836000PAUSD227814840.103LongDBTCORPUSN22026-04-28Variable2.188NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley6174468U620010000PAUSD146237300.066LongDBTCORPUSN22032-02-13Variable1.794NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley61747YED331595000PAUSD237347130.107LongDBTCORPUSN22032-07-21Variable2.239NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley61747YEF838024000PAUSD272490870.123LongDBTCORPUSN22036-09-16Variable2.484NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley61747YEL539331000PAUSD310936420.141LongDBTCORPUSN22033-01-21Variable2.943NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley61772BAB911537000PAUSD99689570.045LongDBTCORPUSN22027-05-04Variable1.593NNNNNNNRG ENERGY INC5E2UPK5SW04M13XY7I38NRG Energy Inc629377CC45517000PAUSD54026120.024LongDBTCORPUSN22027-01-15Fixed6.625NNNNNNNRG ENERGY INC5E2UPK5SW04M13XY7I38NRG Energy Inc629377CQ317426000PAUSD141087870.064LongDBTCORPUSY22029-02-15Fixed3.375NNNNNNNRG ENERGY INC5E2UPK5SW04M13XY7I38NRG Energy Inc629377CR119673000PAUSD153449400.069LongDBTCORPUSY22031-02-15Fixed3.625NNNNNNOWL ROCK CORE INCOME COR5493003I42XBWPE05N35ORCINC 4.7 02/08/27 *69120VAF82729000PAUSD23902690.011LongDBTCORPUSN22027-02-08Fixed4.7NNNNNNOWL ROCK CORE INCOME COR5493003I42XBWPE05N35ORCINC 7.75 09/16/2769120VAN116398000PAUSD161489880.073LongDBTCORPUSY22027-09-16Fixed7.75NNNNNNPAYPAL HOLDINGS INC5493005X2GO78EFZ3E94PayPal Holdings Inc70450YAG88019000PAUSD73816770.033LongDBTCORPUSN22025-06-01Fixed1.65NNNNNNPRUDENTIAL FINANCIAL INC5PRBRS5FEH7NREC8OR45Prudential Financial Inc744320BH427945000PAUSD220709610.1LongDBTCORPUSN22050-10-01Variable3.7NNNNNNROCKETMTGE CO-ISSUER INC549300FGXN1K3HLB1R50Quicken Loans LLC74841CAA911261000PAUSD86670290.039LongDBTCORPUSY22029-03-01Fixed3.625NNNNNNROCKETMTGE CO-ISSUER INC549300FGXN1K3HLB1R50Quicken Loans LLC74841CAB712708000PAUSD92114440.042LongDBTCORPUSY22031-03-01Fixed3.875NNNNNNRELIANCE STEEL & ALUM549300E287ZOFT3C5Z56Reliance Steel & Aluminum Co759509AE27932000PAUSD79145850.036LongDBTCORPUSN22023-04-15Fixed4.5NNNNNNROCKETMTGE CO-ISSUER INC549300FGXN1K3HLB1R50Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc77313LAA119212000PAUSD157538400.071LongDBTCORPUSY22026-10-15Fixed2.875NNNNNNROCKETMTGE CO-ISSUER INC549300FGXN1K3HLB1R50Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc77313LAB914597000PAUSD100356390.045LongDBTCORPUSY22033-10-15Fixed4NNNNNNSVB FINANCIAL GROUP549300D2KJ20JMXE7542SVB Financial Group78486QAG623100000PAUSD157523030.071LongDBTCORPUSN22099-12-31Variable4.1NNNNNNSVB FINANCIAL GROUP549300D2KJ20JMXE7542SVB Financial Group78486QAP641202000PAUSD303297160.137LongDBTCORPUSN22099-12-31Variable4.25NNNNNNCHARLES SCHWAB CORP549300VSGCJ7E698NM85Charles Schwab Corp808513BD68634000PAUSD83965650.038LongDBTCORPUSN22099-12-31Variable5.375NNNNNNCHARLES SCHWAB CORP549300VSGCJ7E698NM85Charles Schwab Corp808513BJ310811000PAUSD79415780.036LongDBTCORPUSN22099-12-31Variable4NNNNNNSOUTHWESTERN ENERGY COEFWMP121W54QV9MGOP87Southwestern Energy Co845467AT612491000PAUSD104687070.047LongDBTCORPUSN22032-02-01Fixed4.75NNNNNNSTANDARD INDUSTRIES INC54930064UHXCIUWVI755Standard Industries Inc/NJ853496AG25859000PAUSD44821350.02LongDBTCORPUSY22030-07-15Fixed4.375NNNNNNSUN COMMUNITIES OPER LP549300PUNBPJCGT6X741Sun Communities Inc866677AE721657000PAUSD163680690.074LongDBTCORPUSN22031-07-15Fixed2.7NNNNNNTSMC ARIZONA CORP2549005GOBWLCSY63Q97TSMC Arizona Corp872898AF815891000PAUSD151450250.069LongDBTCORPUSN22027-04-22Fixed3.875NNNNNNGLOBAL PAYMENTS INC549300NOMHGVQBX6S778Total System Services Inc891906AC311686000PAUSD112824820.051LongDBTCORPUSN22026-04-01Fixed4.8NNNNNNTRIMBLE INC549300E2MI7NSZFQWS19Trimble Inc896239AA818923000PAUSD187164350.085LongDBTCORPUSN22024-12-01Fixed4.75NNNNNNTRIMBLE INC549300E2MI7NSZFQWS19Trimble Inc896239AC411312000PAUSD107580200.049LongDBTCORPUSN22028-06-15Fixed4.9NNNNNNUS BANCORPN1GZ7BBF3NP8GI976H15US Bancorp91159HJB720457000PAUSD153752230.07LongDBTCORPUSN22036-11-03Variable2.491NNNNNNUS BANCORPN1GZ7BBF3NP8GI976H15US Bancorp91159HJG65612000PAUSD52405900.024LongDBTCORPUSN22033-07-22Variable4.967NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912810TA6185318000PAUSD1267039440.573LongDBTUSTUSN22041-08-15Fixed1.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912810TC2160422000PAUSD1148145260.52LongDBTUSTUSN22041-11-15Fixed2NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912810TF5192030000PAUSD1471429870.666LongDBTUSTUSN22042-02-15Fixed2.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912810TG3370858000PAUSD3109992011.408LongDBTUSTUSN22052-05-15Fixed2.875NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912810TK4392020000PAUSD3550843661.607LongDBTUSTUSN22042-08-15Fixed3.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CBH3170339600PAUSD1500452340.679LongDBTUSTUSN22026-01-31Fixed0.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CBW0164071000PAUSD1452861520.658LongDBTUSTUSN22026-04-30Fixed0.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CCJ8235686000PAUSD2086557620.944LongDBTUSTUSN22026-06-30Fixed0.875NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CCU374246000PAUSD714936780.324LongDBTUSTUSN22023-08-31Fixed0.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CCV1119582000PAUSD1012383080.458LongDBTUSTUSN22028-08-31Fixed1.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDD085664600PAUSD821108570.372LongDBTUSTUSN22023-10-31Fixed0.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDV041703000PAUSD398410260.18LongDBTUSTUSN22024-01-31Fixed0.875NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDZ119258000PAUSD180521180.082LongDBTUSTUSN22025-02-15Fixed1.5NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CEA553678000PAUSD516189450.234LongDBTUSTUSN22024-02-29Fixed1.5NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CED95709000PAUSD53758260.024LongDBTUSTUSN22025-03-15Fixed1.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CEM978858000PAUSD736151750.333LongDBTUSTUSN22029-04-30Fixed2.875NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CES643080100PAUSD398945290.181LongDBTUSTUSN22029-05-31Fixed2.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CEW7308250100PAUSD2970760341.345LongDBTUSTUSN22027-06-30Fixed3.25NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CEY356424100PAUSD545374190.247LongDBTUSTUSN22025-07-15Fixed3NNNNNNTSY INFL IX N/B254900HROIFWPRGM1V77TSY INFL IX N/B91282CEZ0142673104PAUSD1294479760.586LongDBTUSTUSN22032-07-15Fixed0.625NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CFB2318601400PAUSD3000080201.358LongDBTUSTUSN22027-07-31Fixed2.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CFF3677495200PAUSD6196500412.804LongDBTUSTUSN22032-08-15Fixed2.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CFH9565031400PAUSD5419887132.453LongDBTUSTUSN22027-08-31Fixed3.125NNNNNNWORKDAY INC549300J0DYC0N31V7G13Workday Inc98138HAG68410000PAUSD77791870.035LongDBTCORPUSN22027-04-01Fixed3.5NNNNNNWORKDAY INC549300J0DYC0N31V7G13Workday Inc98138HAJ013725000PAUSD119130510.054LongDBTCORPUSN22032-04-01Fixed3.8NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G63AerCap Ireland Capital DAC / AerCap Global Aviation Trust00774MAR618600000PAUSD167021260.076LongDBTCORPIEN22027-10-15Fixed4.625NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G63AerCap Ireland Capital DAC / AerCap Global Aviation Trust00774MAW512919000PAUSD103605940.047LongDBTCORPIEN22028-10-29Fixed3NNNNNNALGONQUIN PWR & UTILITY549300K5VIUTJXQL7X75AQNCN V4.75 01/18/82015857AH822545000PAUSD184140800.083LongDBTCORPCAN22082-01-18Variable4.75NNNNNNBANK OF MONTREALNQQ6HPCNCCU6TUTQYE16BMO V3.088 01/10/3706368DH7253212000PAUSD396802640.18LongDBTCORPCAN22037-01-10Variable3.088NNNNNNBNP PARIBASR0MUWSFPU8MPRO8K5P83BNP Paribas SA09659W2T012805000PAUSD109351690.049LongDBTCORPFRY22028-01-20Variable2.591NNNNNNBNP PARIBASR0MUWSFPU8MPRO8K5P83BNP Paribas SA09659W2U710937000PAUSD82966500.038LongDBTCORPFRY22033-01-20Variable3.132NNNNNNCSL FINANCE PLC2549007CCNBNAF4HBC02CSLAU 3.85 04/27/27 144A12661PAA76306000PAUSD59680980.027LongDBTCORPGBY22027-04-27Fixed3.85NNNNNNCSL FINANCE PLC2549007CCNBNAF4HBC02CSLAU 4.05 04/27/29 144A12661PAB512756000PAUSD117491550.053LongDBTCORPGBY22029-04-27Fixed4.05NNNNNNCSL FINANCE PLC2549007CCNBNAF4HBC02CSLAU 4.25 04/27/32 144A12661PAC37400000PAUSD67556260.031LongDBTCORPGBY22032-04-27Fixed4.25NNNNNNCOMMONWEALTH BANK AUSTMSFSBD3QN1GSN7Q6C537Commonwealth Bank of Australia202712BS322906000PAUSD182547340.083LongDBTCORPAUY22032-03-14Fixed3.784NNNNNNDIAGEO CAPITAL PLC213800L23DJLALFC4O95Diageo Capital PLC25243YBC211362000PAUSD103018130.047LongDBTCORPGBN22025-09-29Fixed1.375NNNNNNDIAGEO CAPITAL PLC213800L23DJLALFC4O95Diageo Capital PLC25243YBD010703000PAUSD85763730.039LongDBTCORPGBN22030-04-29Fixed2NNNNNNDIAGEO CAPITAL PLC213800L23DJLALFC4O95Diageo Capital PLC25243YBE88585000PAUSD66439520.03LongDBTCORPGBN22032-04-29Fixed2.125NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M92JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc46590XAB219216000PAUSD177507800.08LongDBTCORPN/AY22030-01-15Fixed5.5NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M92JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc46590XAT39318000PAUSD72796870.033LongDBTCORPN/AY22032-01-15Fixed3.625NNNNNNMITSUBISHI UFJ FIN GRP353800V2V8PUY9TK3E06MUFG V4.788 07/18/25606822CH515834000PAUSD156260540.071LongDBTCORPJPN22025-07-18Variable4.788NNNNNNMITSUBISHI UFJ FIN GRP353800V2V8PUY9TK3E06MUFG V5.133 07/20/33606822CK813562000PAUSD126712700.057LongDBTCORPJPN22033-07-20Variable5.133NNNNNNMITSUBISHI UFJ FIN GRP353800V2V8PUY9TK3E06MUFG V5.017 07/20/28606822CL637892000PAUSD363655810.165LongDBTCORPJPN22028-07-20Variable5.017NNNNNNMITSUBISHI UFJ FIN GRP353800V2V8PUY9TK3E06MUFG V5.354 09/13/28606822CN218900000PAUSD184285090.083LongDBTCORPJPN22028-09-13Variable5.354NNNNNNMITSUBISHI UFJ FIN GRP353800V2V8PUY9TK3E06MUFG V5.472 09/13/33606822CR313694000PAUSD131735360.06LongDBTCORPJPN22033-09-13Variable5.472NNNNNNNATIONAL AUSTRALIA BANKF8SB4JFBSYQFRQEH3Z21National Australia Bank Ltd632525AY728726000PAUSD221017700.1LongDBTCORPAUY22031-05-21Fixed2.99NNNNNNNORDEA BANK ABP529900ODI3047E2LIV03NORDEA BANK ABP65558RAD130029000PAUSD292672480.132LongDBTCORPFIY22027-09-22Fixed5.375NNNNNNROYALTY PHARMA PLC549300FGFN7VOK8BZR03Royalty Pharma PLC78081BAM514211000PAUSD88561160.04LongDBTCORPGBN22050-09-02Fixed3.55NNNNNNWESTPAC BANKING CORPEN5TNI6CI43VEPAMHL14Westpac Banking Corp961214EP419870000PAUSD146168100.066LongDBTCORPAUN22035-11-15Variable2.668NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58FNCI 2 10/2201F0204A447739539PAUSD420085510.19LongABS-MBSUSGSEUSN22037-02-25Fixed2NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58FNCI 2.5 10/2201F0224A028461400PAUSD257503380.117LongABS-MBSUSGSEUSN22037-02-25Fixed2.5NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58FNCI 3 10/2201F0304A34361241PAUSD40484660.018LongABS-MBSUSGSEUSN22037-03-25Fixed3NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F0306A1207365688PAUSD1801491490.815LongABS-MBSUSGSEUSN22052-02-25Fixed3NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F0326A7261109922PAUSD2346626201.062LongABS-MBSUSGSEUSN22052-03-25Fixed3.5NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F0406A0123844525PAUSD1147782390.519LongABS-MBSUSGSEUSN22052-05-25Fixed4NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F0426A6107474904PAUSD1022672080.463LongABS-MBSUSGSEUSN22052-06-25Fixed4.5NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F0506A9162956484PAUSD1587438960.718LongABS-MBSUSGSEUSN22052-06-25Fixed5NNNNNNBarclays Commercial Mortgage SN/ABarclays Commercial Mortgage Securities LLC 2015-SRCH05547HAC58386000PAUSD78428930.035LongABS-MBSCORPUSY22035-08-10Fixed4.197NNNNNNBX Commercial Mortgage Trust 2N/ABX Commercial Mortgage Trust 2019-XL056054AA720339089PAUSD200762720.091LongABS-MBSCORPUSY22036-10-15Floating3.738NNNNNNBX Commercial Mortgage Trust 2N/ABX Commercial Mortgage Trust 2019-XL056054AE96531400PAUSD64179960.029LongABS-MBSCORPUSY22036-10-15Floating3.898NNNNNNBX Trust 2019-OC11N/ABX Commercial Mortgage Trust 2019-OC1105606FAG84134000PAUSD34198540.015LongABS-MBSCORPUSY22041-12-09Fixed3.605NNNNNNBX Trust 2019-OC11N/ABX Commercial Mortgage Trust 2019-OC1105606FAJ28218000PAUSD67914410.031LongABS-MBSCORPUSY22041-12-09Fixed3.856NNNNNNBXP TrustN/ABXP Trust 2017-GM056083AA64190000PAUSD37933570.017LongABS-MBSCORPUSY22039-06-13Fixed3.379NNNNNNFannie Mae - CASN/ACAS 2022-R09 2M120753DAA622776000PAUSD227657120.103LongABS-MBSUSGSEUSY22042-09-25Floating0NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0320753MAF51140562PAUSD11379240.005LongABS-MBSUSGSEUSY22031-09-25Floating5.234NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0720753WAF31359369PAUSD13504290.006LongABS-MBSUSGSEUSY22039-10-25Floating5.184NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87G2SF 2.5 10/2221H0226A4148691910PAUSD1274411600.577LongABS-MBSUSGAUSN22051-12-20Fixed2.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87G2SF 3.5 10/2221H0326A360543177PAUSD549282210.249LongABS-MBSUSGAUSN22052-03-20Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XC5X12712788PAUSD25470290.012LongABS-MBSUSGSEUSN22032-09-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XDAJ41340256PAUSD12583620.006LongABS-MBSUSGSEUSN22032-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XDCW3961131PAUSD8935220.004LongABS-MBSUSGSEUSN22032-12-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XDFC41845722PAUSD17329430.008LongABS-MBSUSGSEUSN22033-01-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XUSX62261866PAUSD20564730.009LongABS-MBSUSGSEUSN22046-07-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XXYA33903489PAUSD35687660.016LongABS-MBSUSGSEUSN22047-09-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y04D12305374PAUSD21712810.01LongABS-MBSUSGSEUSN22048-04-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y06M92335964PAUSD21899930.01LongABS-MBSUSGSEUSN22048-04-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y0KU52241912PAUSD20328250.009LongABS-MBSUSGSEUSN22048-02-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y0QS4104819PAUSD1013000LongABS-MBSUSGSEUSN22048-03-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y0TA02705197PAUSD25405720.011LongABS-MBSUSGSEUSN22048-03-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y16T2614594PAUSD5939660.003LongABS-MBSUSGSEUSN22048-07-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y1D804154918PAUSD39132470.018LongABS-MBSUSGSEUSN22048-05-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y2YX0111962PAUSD1105300.001LongABS-MBSUSGSEUSN22048-09-01Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y4LZ5228090PAUSD2015290.001LongABS-MBSUSGSEUSN22043-06-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y6P45692585PAUSD6402700.003LongABS-MBSUSGSEUSN22042-08-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y6V711518828PAUSD14023470.006LongABS-MBSUSGSEUSN22043-02-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y8MN22179217PAUSD21108690.01LongABS-MBSUSGSEUSN22048-12-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31329L6U1611208PAUSD5650400.003LongABS-MBSUSGSEUSN22042-07-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31329L6W7614372PAUSD5679650.003LongABS-MBSUSGSEUSN22042-08-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31329NG366071981PAUSD53739670.024LongABS-MBSUSGSEUSN22046-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132A4C893477153PAUSD36281750.016LongABS-MBSUSGSEUSN22040-04-01Fixed6NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132A5AL97179243PAUSD64017560.029LongABS-MBSUSGSEUSN22043-03-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132A5DB82825017PAUSD25028420.011LongABS-MBSUSGSEUSN22045-01-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132A8GL712207222PAUSD115129350.052LongABS-MBSUSGSEUSN22031-05-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ACLS710969850PAUSD101285540.046LongABS-MBSUSGSEUSN22044-12-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ACSU5475763PAUSD4350760.002LongABS-MBSUSGSEUSN22047-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ACSX96537217PAUSD59766520.027LongABS-MBSUSGSEUSN22047-12-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADHW1962096PAUSD9418670.004LongABS-MBSUSGSEUSN22044-05-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADJC31837255PAUSD16963530.008LongABS-MBSUSGSEUSN22044-02-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADJL323490PAUSD223800LongABS-MBSUSGSEUSN22045-04-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADME5517675PAUSD4616130.002LongABS-MBSUSGSEUSN22046-01-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADY691083058PAUSD10273500.005LongABS-MBSUSGSEUSN22047-03-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132CWBH612555748PAUSD116802060.053LongABS-MBSUSGSEUSN22033-12-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac3132CWDV34043338PAUSD36770790.017LongABS-MBSUSGSEUSN22034-11-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNFY417991086PAUSD162984710.074LongABS-MBSUSGSEUSN22052-06-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNGU111359201PAUSD106984910.048LongABS-MBSUSGSEUSN22050-06-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNHN617743122PAUSD150707130.068LongABS-MBSUSGSEUSN22051-06-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87FR SD11433132DNHU020909798PAUSD202079730.091LongABS-MBSUSGAUSN22050-09-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNP496914330PAUSD64239240.029LongABS-MBSUSGSEUSN22052-08-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNQD865663157PAUSD594651230.269LongABS-MBSUSGSEUSN22052-07-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNQJ515663160PAUSD155135730.07LongABS-MBSUSGSEUSN22052-08-01Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNSB02018676PAUSD18964570.009LongABS-MBSUSGSEUSN22050-10-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DVL5215928978PAUSD135135050.061LongABS-MBSUSGSEUSN22051-11-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Gold Pool3132H7F41821993PAUSD7606510.003LongABS-MBSUSGSEUSN22047-01-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31334WZG91229365PAUSD10880420.005LongABS-MBSUSGSEUSN22047-04-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31334YAT42733711PAUSD23987830.011LongABS-MBSUSGSEUSN22049-08-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31334YMG91160774PAUSD10185580.005LongABS-MBSUSGSEUSN22049-08-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A0G731151967PAUSD10108300.005LongABS-MBSUSGSEUSN22049-12-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A1CP5858443PAUSD7282810.003LongABS-MBSUSGSEUSN22050-01-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A2HT01785068PAUSD15658340.007LongABS-MBSUSGSEUSN22050-03-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A3FP8605533PAUSD5472120.002LongABS-MBSUSGSEUSN22050-03-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A73R81236881PAUSD10554550.005LongABS-MBSUSGSEUSN22050-08-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A9JV8462753PAUSD3947150.002LongABS-MBSUSGSEUSN22050-08-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A9WN12319639PAUSD19777810.009LongABS-MBSUSGSEUSN22050-09-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B2LX52787933PAUSD23606760.011LongABS-MBSUSGSEUSN22052-01-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B3XQ54627577PAUSD39225970.018LongABS-MBSUSGSEUSN22052-01-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B42A26548853PAUSD55362460.025LongABS-MBSUSGSEUSN22052-02-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B4H733782164PAUSD33008140.015LongABS-MBSUSGSEUSN22052-02-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B4H812845741PAUSD24839760.011LongABS-MBSUSGSEUSN22052-02-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B6F541014742PAUSD8570860.004LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B7F861410556PAUSD12746400.006LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B7FX13992174PAUSD34841400.016LongABS-MBSUSGSEUSN22052-03-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87FR QE03183133B9K78304917PAUSD2903810.001LongABS-MBSUSGAUSN22052-03-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B9MB74324317PAUSD39095520.018LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BAFM84021960PAUSD36361960.016LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BAFN61216364PAUSD10990840.005LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BGBH06056186PAUSD56234050.025LongABS-MBSUSGSEUSN22052-07-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BGQW115021003PAUSD143256510.065LongABS-MBSUSGSEUSN22052-08-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BMRH010022086PAUSD100518950.045LongABS-MBSUSGSEUSN22052-09-01Fixed5.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133G62Q71473297PAUSD13815770.006LongABS-MBSUSGSEUSN22034-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133G62T13123171PAUSD29287380.013LongABS-MBSUSGSEUSN22034-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133G7BU6965930PAUSD8784330.004LongABS-MBSUSGSEUSN22034-11-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KPUC070131272PAUSD668847590.303LongABS-MBSUSGSEUSN22052-08-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KPUD829536612PAUSD281695380.127LongABS-MBSUSGSEUSN22052-08-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87FR SE90563133SKBZ38533347PAUSD81494750.037LongABS-MBSUSGAUSN22050-03-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133USG217132930PAUSD67180420.03LongABS-MBSUSGSEUSN22048-12-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31346YPV91384492PAUSD12148670.005LongABS-MBSUSGSEUSN22049-12-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae REMICS3136B1N268267337PAUSD74547080.034LongABS-MBSUSGSEUSN22048-05-25Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae REMICS3136B6B7710826018PAUSD98103800.044LongABS-MBSUSGSEUSN22049-11-25Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31374TCT435598PAUSD370580LongABS-MBSUSGSEUSN22028-07-01Fixed7.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138ENRH43060974PAUSD29886460.014LongABS-MBSUSGSEUSN22044-10-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138ENS83132851PAUSD1330570.001LongABS-MBSUSGSEUSN22044-07-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138EPHU14580520PAUSD44722870.02LongABS-MBSUSGSEUSN22045-03-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138EPX331218855PAUSD11935010.005LongABS-MBSUSGSEUSN22042-11-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138EQFX52350359PAUSD23009910.01LongABS-MBSUSGSEUSN22045-06-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138WHND03076930PAUSD28136720.013LongABS-MBSUSGSEUSN22046-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138WQJB91619756PAUSD14442860.007LongABS-MBSUSGSEUSN22043-05-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140E9H66255389PAUSD2260940.001LongABS-MBSUSGSEUSN22046-01-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FXEC210924501PAUSD100094350.045LongABS-MBSUSGSEUSN22056-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FXF72209028PAUSD1836180.001LongABS-MBSUSGSEUSN22057-06-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FXFH011184822PAUSD98233890.044LongABS-MBSUSGSEUSN22057-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GQDG8475902PAUSD4361810.002LongABS-MBSUSGSEUSN22047-12-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GSKE1976176PAUSD8924280.004LongABS-MBSUSGSEUSN22047-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H6B572864892PAUSD26031340.012LongABS-MBSUSGSEUSN22048-01-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H6CC19871886PAUSD92708320.042LongABS-MBSUSGSEUSN22048-01-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H6CD93579993PAUSD33561720.015LongABS-MBSUSGSEUSN22048-01-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H6W88425281PAUSD3893590.002LongABS-MBSUSGSEUSN22048-03-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HAMH03500679PAUSD30716970.014LongABS-MBSUSGSEUSN22049-08-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HBFX12919957PAUSD28827080.013LongABS-MBSUSGSEUSN22048-05-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HFFE42764306PAUSD25960180.012LongABS-MBSUSGSEUSN22048-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HGGX92425628PAUSD20690240.009LongABS-MBSUSGSEUSN22050-08-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HGR90119148PAUSD1151510.001LongABS-MBSUSGSEUSN22048-03-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HPR582147059PAUSD20221260.009LongABS-MBSUSGSEUSN22048-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140J73V55325656PAUSD52148740.024LongABS-MBSUSGSEUSN22046-02-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140J7UG8279474PAUSD2561480.001LongABS-MBSUSGSEUSN22047-12-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140J8K285391013PAUSD47714200.022LongABS-MBSUSGSEUSN22047-03-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140J9NN744824065PAUSD399682070.181LongABS-MBSUSGSEUSN22047-02-01Fixed3NNNNNNFannie Mae PoolB1V7KEBTPIMZEU4LTD58FN BM70693140JB2B118037191PAUSD172466400.078LongABS-MBSUSGSEUSN22050-07-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JGAN567665PAUSD653950LongABS-MBSUSGSEUSN22048-08-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JMBK71463548PAUSD13783870.006LongABS-MBSUSGSEUSN22049-02-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JXJ58710653PAUSD6229670.003LongABS-MBSUSGSEUSN22049-09-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JXSM11419523PAUSD13310820.006LongABS-MBSUSGSEUSN22034-10-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JYSB31868772PAUSD16397680.007LongABS-MBSUSGSEUSN22049-08-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K0HB7971410PAUSD8834390.004LongABS-MBSUSGSEUSN22034-11-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K1TP1587227PAUSD5506410.002LongABS-MBSUSGSEUSN22034-12-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K3A361866233PAUSD15831980.007LongABS-MBSUSGSEUSN22050-01-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K3SF0553224PAUSD5187560.002LongABS-MBSUSGSEUSN22034-11-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140KQQE42784850PAUSD23577780.011LongABS-MBSUSGSEUSN22050-10-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140LQQJ22522633PAUSD21296310.01LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MAYY49090674PAUSD82337080.037LongABS-MBSUSGSEUSN22052-05-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MGJG7823793PAUSD6973360.003LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MGJK82370264PAUSD20020110.009LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MHTA714093684PAUSD122971880.056LongABS-MBSUSGSEUSN22052-03-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MHU562115158PAUSD19112780.009LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ6R112017276PAUSD104857950.047LongABS-MBSUSGSEUSN22052-04-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ6S910574172PAUSD92247140.042LongABS-MBSUSGSEUSN22052-04-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ7F65784624PAUSD52266880.024LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ7G410360460PAUSD93663980.042LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJWN12007500PAUSD16971530.008LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58FN BV71313140ML4R8362266PAUSD3449860.002LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58FN BV71323140ML4S6708782PAUSD6749860.003LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58FN BV68793140MLUD01235675PAUSD11767560.005LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58FN BV76323140MMPS11605785PAUSD15292190.007LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MNNA01676451PAUSD15147550.007LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MNNB83515282PAUSD31779990.014LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MNP675894317PAUSD53283140.024LongABS-MBSUSGSEUSN22052-05-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58FN BW00723140MRCJ4562627PAUSD5358000.002LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58FN BW00813140MRCT2643125PAUSD6124600.003LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58FN BW03433140MRLZ81960121PAUSD18666590.008LongABS-MBSUSGSEUSN22052-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MRZU46299875PAUSD58496140.026LongABS-MBSUSGSEUSN22052-06-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MSCJ27997915PAUSD76275970.035LongABS-MBSUSGSEUSN22052-07-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MSF751687745PAUSD15671190.007LongABS-MBSUSGSEUSN22052-06-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MUUU22692327PAUSD24999030.011LongABS-MBSUSGSEUSN22052-07-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140Q7DN4958814PAUSD8787860.004LongABS-MBSUSGSEUSN22047-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QC4M52774755PAUSD23378340.011LongABS-MBSUSGSEUSN22050-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QCEU63474907PAUSD30763150.014LongABS-MBSUSGSEUSN22048-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QELR157739496PAUSD491642080.223LongABS-MBSUSGSEUSN22050-08-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QNLY610567626PAUSD89501080.041LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QNLZ328646727PAUSD242181240.11LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QNPK219655503PAUSD178087100.081LongABS-MBSUSGSEUSN22052-03-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPHP531458726PAUSD285851330.129LongABS-MBSUSGSEUSN22052-06-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPHY611897064PAUSD107049900.048LongABS-MBSUSGSEUSN22052-06-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPQ674531414PAUSD41174920.019LongABS-MBSUSGSEUSN22052-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPTS69592287PAUSD91345730.041LongABS-MBSUSGSEUSN22052-07-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPX6931930931PAUSD304524700.138LongABS-MBSUSGSEUSN22052-08-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPY351687977PAUSD15355170.007LongABS-MBSUSGSEUSN22052-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPYS02982406PAUSD27095150.012LongABS-MBSUSGSEUSN22052-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPYX97995966PAUSD72397130.033LongABS-MBSUSGSEUSN22052-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QQEC540360609PAUSD402615680.182LongABS-MBSUSGSEUSN22052-09-01Fixed5.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X3A7315714718PAUSD140123200.063LongABS-MBSUSGSEUSN22046-09-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X6FJ51057169PAUSD9674740.004LongABS-MBSUSGSEUSN22047-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X6NZ01191525PAUSD10904300.005LongABS-MBSUSGSEUSN22047-03-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X6ZM61216603PAUSD11429260.005LongABS-MBSUSGSEUSN22049-11-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X7JB627326026PAUSD249880520.113LongABS-MBSUSGSEUSN22048-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X7ST721620469PAUSD203111420.092LongABS-MBSUSGSEUSN22050-09-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X8S2411140321PAUSD104920880.047LongABS-MBSUSGSEUSN22050-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XBJE157385067PAUSD539098510.244LongABS-MBSUSGSEUSN22051-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58FN FM74793140XBJZ411213780PAUSD108375780.049LongABS-MBSUSGSEUSN22050-01-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XDEL64154671PAUSD39129190.018LongABS-MBSUSGSEUSN22050-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XFC2520387587PAUSD192012740.087LongABS-MBSUSGSEUSN22050-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XFMH114556904PAUSD123189050.056LongABS-MBSUSGSEUSN22052-01-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XFWY371812347PAUSD607106130.275LongABS-MBSUSGSEUSN22052-02-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XGFX229474105PAUSD248949040.113LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XGXG922291820PAUSD209418370.095LongABS-MBSUSGSEUSN22050-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XGZE28462526PAUSD79043740.036LongABS-MBSUSGSEUSN22052-04-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHCF27516471PAUSD68333820.031LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHL2118135509PAUSD165002980.075LongABS-MBSUSGSEUSN22052-06-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHLE535667872PAUSD326078570.148LongABS-MBSUSGSEUSN22049-12-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHLR613956329PAUSD131442380.059LongABS-MBSUSGSEUSN22049-11-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHVN440258366PAUSD364570080.165LongABS-MBSUSGSEUSN22052-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHZL4535428PAUSD5042720.002LongABS-MBSUSGSEUSN22051-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHZN01107253PAUSD10401980.005LongABS-MBSUSGSEUSN22051-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XJAP813862215PAUSD133971620.061LongABS-MBSUSGSEUSN22050-10-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31416CE69222908PAUSD2325420.001LongABS-MBSUSGSEUSN22037-02-01Fixed6NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31417EMM0691666PAUSD6177010.003LongABS-MBSUSGSEUSN22043-01-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418AQR2166781PAUSD1489460.001LongABS-MBSUSGSEUSN22043-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418BW931363378PAUSD12477020.006LongABS-MBSUSGSEUSN22045-12-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418DCZ3870386PAUSD8176760.004LongABS-MBSUSGSEUSN22049-06-01Fixed4NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87STACR 2022-DNA6 M1A35564KH364059839PAUSD40349730.018LongABS-MBSUSGSEUSY22042-09-25Floating4.43502NNNNNNFreddie Mac - STACRN/ASTACR 2021-DNA7 M135564KMA413786000PAUSD134240540.061LongABS-MBSUSGSEUSY22041-11-25Floating3.13069NNNNNNFreddie Mac - STACRN/ASTACR 2022-DNA2 M1A35564KRE15301302PAUSD52116930.024LongABS-MBSUSGSEUSY22042-02-25Floating3.58069NNNNNNFreddie Mac - STACRN/ASTACR 2022-DNA3 M1A35564KUW74893816PAUSD48474780.022LongABS-MBSUSGSEUSY22042-04-25Floating4.28069NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA4 M235565AAH3443604PAUSD4389380.002LongABS-MBSUSGSEUSY22049-10-25Floating5.034NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179T7M13881085PAUSD38537660.017LongABS-MBSUSGAUSN22048-08-20Fixed5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179TSJ51290960PAUSD12522270.006LongABS-MBSUSGAUSN22048-02-20Fixed4.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179TZ579908881PAUSD93424370.042LongABS-MBSUSGAUSN22048-06-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179WJS825237431PAUSD224105750.101LongABS-MBSUSGAUSN22051-07-20Fixed3NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179WLQ956774083PAUSD504475850.228LongABS-MBSUSGAUSN22051-08-20Fixed3NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3617AUZW32034424PAUSD19291020.009LongABS-MBSUSGAUSN22047-07-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617B13X9242191PAUSD2294130.001LongABS-MBSUSGAUSN22047-08-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617B14A81201680PAUSD11371660.005LongABS-MBSUSGAUSN22047-08-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617B14U4187342PAUSD1772850.001LongABS-MBSUSGAUSN22047-08-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3617BA5W9244081PAUSD2314450.001LongABS-MBSUSGAUSN22047-08-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3617BN3S2319264PAUSD3027360.001LongABS-MBSUSGAUSN22047-11-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3617BN4U6863521PAUSD8188170.004LongABS-MBSUSGAUSN22047-12-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617H1CH8413751PAUSD4010670.002LongABS-MBSUSGAUSN22048-05-20Fixed4.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617H1CJ42213039PAUSD21451930.01LongABS-MBSUSGAUSN22048-05-20Fixed4.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3622A2QL910167670PAUSD96959330.044LongABS-MBSUSGAUSN22045-01-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3622A2UF712253952PAUSD118694270.054LongABS-MBSUSGAUSN22046-08-15Fixed4.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool36291EBY659175PAUSD619970LongABS-MBSUSGAUSN22034-01-15Fixed6NNNNNNGreat Wolf TrustN/AGreat Wolf Trust39152TAA819125000PAUSD186257890.084LongABS-MBSCORPUSY22036-12-15Floating3.852NNNNNNGreat Wolf TrustN/AGreat Wolf Trust39152TAG54405000PAUSD42437450.019LongABS-MBSCORPUSY22036-12-15Floating4.152NNNNNNGreat Wolf TrustN/AGreat Wolf Trust39152TAJ94900000PAUSD47422710.021LongABS-MBSCORPUSY22036-12-15Floating4.451NNNNNNNew Residential Mortgage Loan549300U1MV4J7YQZG974New Residential Mortgage Loan Trust 2018-264828CAA71515024PAUSD14755760.007LongABS-MBSCORPUSY22058-02-25Variable4.5NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2022-HQA2 M1A35564KB247603930PAUSD75656560.034LongABS-CBDOUSGSEUSY22042-07-25Floating4.93069NNNNNNChase Mortgage Finance CorporaN/AChase Mortgage Finance Corp 2021-CL1 M146591HBX716104639PAUSD152907650.069LongABS-CBDOCORPUSY22050-02-25Floating3.48069NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2022-2 A169377AAA525773243PAUSD249746380.113LongABS-CBDOCORPUSY22027-03-25Variable5NNNNNNVMC Finance LLCN/AVMC Finance LLC 2021-HT1 A91835TAA410311722PAUSD99909690.045LongABS-CBDOCORPUSY22037-01-18Floating4.64343NNNNNNAimco549300VLRW0CEQ83RF89Aimco 2020-11A AR00140NAN05821000PAUSD55516860.025LongABS-CBDOCORPKYY22034-10-17Floating3.87029NNNNNNARES CLO LtdN/AARES CLO Ltd 2021-60A A04018FAA65454000PAUSD51969910.024LongABS-CBDOCORPKYY22034-07-18Floating3.86029NNNNNNBabson CLO Ltd549300Q89L7I93JSRH83BABSN 2020-4A A06762BAC47293853PAUSD70911570.032LongABS-CBDOCORPKYY22032-01-20Floating3.92986NNNNNNCBAM CLO ManagementN/ACBAM CLO Management 2019-11RA A112510TAA216984000PAUSD162863480.074LongABS-CBDOCORPKYY22035-01-20Floating2.24271NNNNNNCBAM CLO ManagementN/ACBAM CLO Management 2019-11RA B12510TAC86819244PAUSD63774870.029LongABS-CBDOCORPKYY22035-01-20Floating2.81271NNNNNNCIFC Funding Ltd635400OB7ZCBUWDQNV87CIFC 2018-3A A12551YAA110918000PAUSD106201020.048LongABS-CBDOCORPKYY22031-07-18Floating3.84029NNNNNNCIFC Funding Ltd54930089HD7KU5NUS092CIFC Funding Ltd 2021-7A B12567HAE25524216PAUSD51397640.023LongABS-CBDOCORPKYY22035-01-23Floating2.784NNNNNNDryden Senior Loan Fund2549001LFFVBUD1OX384DRSLF 2020-83A A26246EAC27111119PAUSD69128400.031LongABS-CBDOCORPKYY22032-01-18Floating3.96029NNNNNNElmwood CLO II Ltd.N/AElmwood CLO VIII Ltd 2019-2A AR29001LAL58217000PAUSD79295530.036LongABS-CBDOCORPKYY22034-04-20Floating3.85986NNNNNNHighbridge Loan Management LtdN/AHighbridge Loan Management Ltd 2021-16A B40440XAC55360143PAUSD49790150.023LongABS-CBDOCORPKYY22035-01-23Floating4.483NNNNNNLCM Ltd PartnershipN/ALCM 24A AR50188YAE47293853PAUSD71630670.032LongABS-CBDOCORPKYY22030-03-20Floating3.68986NNNNNNRegatta XXIII Funding LtdN/ARegatta XXIII Funding Ltd 2021-4A B75889FAG95891224PAUSD53731500.024LongABS-CBDOCORPKYY22035-01-20Floating4.40986NNNNNNSound Point CLO LTDN/ASound Point CLO Ltd 2019-1A AR83611KAL626345000PAUSD253691020.115LongABS-CBDOCORPKYY22032-01-20Floating3.78986NNNNNNTHL Credit Wind River 2019-1 C549300TGVPUHSOMYKZ89THL Credit Wind River CLO Ltd 2019-1A AR97316JAC77594000PAUSD72624230.033LongABS-CBDOCORPKYY22034-07-20Floating3.86986NNNNNNACC Auto TrustN/AACC Auto Trust 2022-A A00085YAA18889519PAUSD87940250.04LongABS-OCORPUSY22026-07-15Fixed4.58NNNNNNACM Auto TrustN/AACM Auto Trust 2022-1A A00091QAA06158691PAUSD61411070.028LongABS-OCORPUSY22029-04-20Fixed3.23NNNNNNAffirm IncN/AAffirm Asset Securitization Trust 2021-B A00834DAA112148000PAUSD114884460.052LongABS-OCORPUSY22026-08-17Fixed1.03NNNNNNAngel Oak Mortgage TrustN/AAngel Oak Mortgage Trust I LLC 2019-503464KAA61684263PAUSD16401220.007LongABS-OCORPUSY22049-10-25Variable2.593NNNNNNAngel Oak Mortgage TrustN/AAngel Oak Mortgage Trust I LLC 2019-603464VAA21488456PAUSD14256260.006LongABS-OCORPUSY22059-11-25Variable2.62NNNNNNAngel Oak Mortgage TrustN/AAngel Oak Mortgage Trust I LLC 2020-303465LAB13379266PAUSD31843210.014LongABS-OCORPUSY22065-04-25Variable2.41NNNNNNAqua Finance TrustN/AAqua Finance Trust 2021-A A03842VAA55935145PAUSD53737550.024LongABS-OCORPUSY22046-07-17Fixed1.54NNNNNNArivo Acceptance Auto Loan RecN/AArivo Acceptance Auto Loan Receivables 2022-1A A04047EAA47801960PAUSD75674450.034LongABS-OCORPUSY22028-05-15Fixed3.93NNNNNNBarclays Commercial Mortgage SN/ABarclays Commercial Mortgage Securities LLC 2017-DELC05552EAA87553000PAUSD73806030.033LongABS-OCORPUSY22036-08-15Floating3.79271NNNNNNBPR TrustN/ABPR Trust 2022-OANA A05592DAA233039000PAUSD328121200.149LongABS-OCORPUSY22037-04-15Floating4.74338NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-VINO A05608KAA818990000PAUSD182688220.083LongABS-OCORPUSY22038-05-15Floating3.47033NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-LBA AV05609BAV118857000PAUSD179671850.081LongABS-OCORPUSY22036-02-15Floating3.618NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-LBA AJV05609BCD918764000PAUSD178867380.081LongABS-OCORPUSY22036-02-15Floating3.618NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-VOLT B05609VAG015945000PAUSD152683190.069LongABS-OCORPUSY22036-09-15Floating3.76771NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-VOLT D05609VAL916692000PAUSD158907490.072LongABS-OCORPUSY22036-09-15Floating4.46771NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2021-5 AF07336JAX616081865PAUSD148835450.067LongABS-OCORPUSY22051-11-25Floating3.03319NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2022-2 A107336NAA732790204PAUSD272241860.123LongABS-OCORPUSY22051-12-25Variable3NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2020-VKNG A12433YAA53923366PAUSD38169360.017LongABS-OCORPUSY22037-10-15Floating3.74771NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2021-1A A112530MAE516239377PAUSD142166050.064LongABS-OCORPUSY22061-03-15Fixed1.53NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2021-1A B112530MAG06132325PAUSD52336040.024LongABS-OCORPUSY22061-03-15Fixed1.98NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2022-1A A112530MAL921826000PAUSD211102860.096LongABS-OCORPUSY22062-08-15Fixed5.97NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2022-1A A212530MAM751013000PAUSD490674510.222LongABS-OCORPUSY22062-08-15Fixed6.11NNNNNNCIM TrustN/ACIM Trust 2021-NR1 A112565YAA59535722PAUSD89589860.041LongABS-OCORPUSY22055-07-25Variable2.569NNNNNNCOLT Funding LLCN/ACOLT Funding LLC 2020-312597QAA41239268PAUSD11822480.005LongABS-OCORPUSY22065-04-27Variable1.506NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2019-ICE412653VAA426562000PAUSD261980630.119LongABS-OCORPUSY22036-05-15Floating3.798NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2019-ICE4 C12653VAE65508000PAUSD53664140.024LongABS-OCORPUSY22036-05-15Floating4.248NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2021-WEHO A12657CAA212723721PAUSD122705140.056LongABS-OCORPUSY22023-04-15Floating6.7873NNNNNNCP EF ASSET SECURITIZATION I,N/ACP EF Asset Securitization I LLC 2002-1A A12662AAA99803086PAUSD96869600.044LongABS-OCORPUSY22030-04-15Fixed5.96NNNNNNCarvana Auto Receivables TrustN/ACarvana Auto Receivables Trust 2021-P4 A214687KAB27956331PAUSD78617470.036LongABS-OCORPUSN22025-04-10Fixed0.82NNNNNNCold Storage TrustN/ACold Storage Trust 2020-ICE5 A193051AA724568865PAUSD239267190.108LongABS-OCORPUSY22037-11-15Floating3.71771NNNNNNCold Storage TrustN/ACold Storage Trust 2020-ICE5 B193051AJ810924957PAUSD106398550.048LongABS-OCORPUSY22037-11-15Floating4.11771NNNNNNCold Storage TrustN/ACold Storage Trust 2020-ICE5 C193051AL310966242PAUSD105939800.048LongABS-OCORPUSY22037-11-15Floating4.46771NNNNNNCOLT Funding LLCN/ACOLT Funding LLC 2020-219688JAA5401225PAUSD3947870.002LongABS-OCORPUSY22065-03-25Variable1.853NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0220753KAB8719762PAUSD7181250.003LongABS-OUSGSEUSY22031-08-25Floating5.384NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2018-R0720753QAE91803767PAUSD17993400.008LongABS-OUSGSEUSY22031-04-25Floating5.484NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R03 1M120753XAA224249979PAUSD239781230.109LongABS-OUSGSEUSY22042-03-25Floating4.38069NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R04 1M120753YCH310396138PAUSD102967190.047LongABS-OUSGSEUSY22042-03-25Floating4.28069NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2021-R03 1M220754AAB910646000PAUSD96889420.044LongABS-OUSGSEUSY22041-12-25Floating3.93069NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R02 2M220754BAB712368000PAUSD112754850.051LongABS-OUSGSEUSY22042-01-25Floating5.28069NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R05 2M120754DAA511601041PAUSD114020970.052LongABS-OUSGSEUSY22042-04-25Floating4.18069NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R05 2M220754DAB39001000PAUSD82945020.038LongABS-OUSGSEUSY22042-04-25Floating5.28069NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2021-R02 2M220754KAB732659000PAUSD293515640.133LongABS-OUSGSEUSY22041-11-25Floating4.28069NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R06 1M120754NAB17631993PAUSD76272170.035LongABS-OUSGSEUSY22042-05-25Floating5.03069NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R08 1M120755DAA46065529PAUSD60578890.027LongABS-OUSGSEUSY22042-07-25Floating4.85473NNNNNNConn Funding II, L.PN/AConn Funding II LP 2021-A A20825GAA32718670PAUSD26766080.012LongABS-OCORPUSY22026-05-15Fixed1.05NNNNNNConsumer Loan Underlying BondN/AConsumer Loan Underlying Bond Credit Trust 2018-P2 C21052NAC6602142PAUSD6021300.003LongABS-OCORPUSY22025-10-15Fixed5.21NNNNNNConsumer Loan Underlying BondN/AConsumer Loan Underlying Bond Credit Trust 2018-P3 C21053NAC51228493PAUSD12286000.006LongABS-OCORPUSY22026-01-15Fixed5.54NNNNNNConsumer Loan Underlying BondN/AConsumer Loan Underlying Bond Credit Trust 2019-P2 C21054PAD73186943PAUSD31709260.014LongABS-OCORPUSY22026-10-15Fixed4.41NNNNNNConsumer Loan Underlying BondN/AConsumer Loan Underlying Bond Credit Trust 2020-P1 C21055JAC21603790PAUSD15940090.007LongABS-OCORPUSY22028-03-15Fixed4.61NNNNNNDiamond Infrastructure FundingN/ADiamond Infrastructure Funding LLC 2021-1A A25265LAA817354000PAUSD142454350.064LongABS-OCORPUSY22049-04-15Fixed1.76NNNNNNDominos Pizza Master Issuer LLN/ADomino's Pizza Master Issuer LLC25755TAJ911629888PAUSD110026440.05LongABS-OCORPUSY22048-07-25Fixed4.116NNNNNNExeter Automobile ReceivablesN/AExeter Automobile Receivables Trust 2021-1A D30166RAF411355000PAUSD106881480.048LongABS-OCORPUSN22026-11-16Fixed1.08NNNNNNExeter Automobile Receivables549300KR7NUJOX0UJ040Exeter Automobile Receivables Trust 2019-130167DAE78200000PAUSD81487400.037LongABS-OCORPUSY22026-01-15Fixed5.2NNNNNNExtended Stay America Trust549300IESZBC3BJUJW64Extended Stay America Trust 2021-ESH A30227FAA89043343PAUSD87729700.04LongABS-OCORPUSY22038-07-15Floating3.898NNNNNNExtended Stay America Trust549300IESZBC3BJUJW64Extended Stay America Trust 2021-ESH B30227FAE05818192PAUSD55797570.025LongABS-OCORPUSY22038-07-15Floating4.198NNNNNNFREED ABS TrustN/AFREED ABS Trust 2019-2 C30312JAC22621295PAUSD26204890.012LongABS-OCORPUSY22026-11-18Fixed4.86NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2014-C0430711XAP9727827PAUSD7459160.003LongABS-OUSGSEUSN22024-11-25Floating7.984NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2015-C01 1M230711XAT14669764PAUSD47734600.022LongABS-OUSGSEUSN22025-02-25Floating7.384NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Fannie Mae Connecticut Avenue Securities30711XBB93449477PAUSD35005360.016LongABS-OUSGSEUSN22025-07-25Floating8.084NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Fannie Mae Connecticut Avenue Securities30711XBF03553416PAUSD37304110.017LongABS-OUSGSEUSN22028-04-25Floating8.784NNNNNNFlagstar Mortgage TrustN/AFlagstar Mortgage Trust 2021-13IN A233853HAB733919188PAUSD281013620.127LongABS-OCORPUSY22051-12-30Variable3NNNNNNFoursight Capital Automobile RN/AFoursight Capital Auto Receivables Trust 2021-1 B35105WAG47165000PAUSD69724150.032LongABS-OCORPUSY22026-01-15Fixed0.87NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2021-HQA1 M235564KBS723429000PAUSD214852710.097LongABS-OUSGSEUSY22033-08-25Floating4.53069NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M235564KDB26224000PAUSD61031020.028LongABS-OUSGSEUSY22033-08-25Floating4.58069NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2022-HQA3 M1A35564KE396752703PAUSD67020950.03LongABS-OUSGSEUSY22042-08-25Floating4.58069NNNNNNFreddie Mac - STACR5493005LAQ76UDHPEE03Freddie Mac Structured Agency Credit Risk Debt Notes 2021-HQA4 M135564KNK123356179PAUSD222984830.101LongABS-OUSGSEUSY22041-12-25Floating3.23069NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2022-HQA1 M1A35564KTA710657025PAUSD106685860.048LongABS-OUSGSEUSY22042-03-25Floating4.38069NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2022-DNA5 M1A35564KYN315350015PAUSD153846370.07LongABS-OUSGSEUSY22042-06-25Floating5.23069NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA2 M235565LAH94929815PAUSD48923170.022LongABS-OUSGSEUSY22050-03-25Floating6.184NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA4 M235565RAH6390768PAUSD3916000.002LongABS-OUSGSEUSY22050-09-25Floating6.234NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA5 M235565TAH217623031PAUSD175582780.079LongABS-OUSGSEUSY22050-11-25Floating4.88069NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2020-DNA6 M235566CAH815791833PAUSD156763850.071LongABS-OUSGSEUSY22050-12-25Floating4.28069NNNNNNGCATN/AGCAT 2022-INV1 A136168YAA543573107PAUSD363313130.164LongABS-OCORPUSY22051-12-25Variable3NNNNNNNRZ Excess Spread CollateralizN/ANRZ Excess Spread Collateralized Notes 2020-PLS1 A433674AA64337489PAUSD40015330.018LongABS-OCORPUSY22025-12-25Fixed3.844NNNNNNJPMorgan Chase Bank, NA - CACL7H6GLXDRUGQFU57RNE97Chase Auto Credit Linked Notes 2021-1 B46591HBR03799868PAUSD37033590.017LongABS-OCORPUSY22028-09-25Fixed0.875NNNNNNJPMorgan Chase Bank, NA - CACL7H6GLXDRUGQFU57RNE97Chase Auto Credit Linked Notes 2021-2 B48128U2M08526867PAUSD82712150.037LongABS-OCORPUSY22028-12-26Fixed0.889NNNNNNLAD Auto Receivables TrustN/ALAD Auto Receivables Trust 2021-1A A501683AA47779955PAUSD75418320.034LongABS-OCORPUSY22026-08-17Fixed1.3NNNNNNLAD Auto Receivables TrustN/ALAD Auto Receivables Trust 2022-1A A501687AA523645455PAUSD232060930.105LongABS-OCORPUSY22027-06-15Fixed5.21NNNNNNLendbuzz Securitization TrustN/ALendbuzz Securitization Trust 2021-1A A52607KAA119519678PAUSD191325890.087LongABS-OCORPUSY22027-05-17Fixed4.22NNNNNNOasis SecuritisationN/AOasis Securitization 2022-1A A53161NAA17473344PAUSD73407380.033LongABS-OCORPUSY22034-05-15Fixed4.75NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2021-BMR A53218CAA826199103PAUSD252074840.114LongABS-OCORPUSY22038-03-15Floating3.518NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2021-BMR C53218CAE015119064PAUSD143467900.065LongABS-OCORPUSY22038-03-15Floating3.918NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2022-BMR2 A153218DAA636759000PAUSD359352340.163LongABS-OCORPUSY22039-05-15Floating4.14062NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2022-BMR2 B53218DAE86155000PAUSD59721440.027LongABS-OCORPUSY22039-05-15Floating4.63929NNNNNNMHC Commercial Mortgage TrustN/AMHC Commercial Mortgage Trust 2021-MHC A55316VAA227729249PAUSD268291380.121LongABS-OCORPUSY22038-04-15Floating3.618962NNNNNNMHC Commercial Mortgage TrustN/AMHC Commercial Mortgage Trust 2021-MHC C55316VAE415653295PAUSD148970620.067LongABS-OCORPUSY22038-04-15Floating4.168962NNNNNNMED TrustN/AMED Trust 2021-MDLN C58403YAN64649000PAUSD44286780.02LongABS-OCORPUSY22038-11-15Floating4.618NNNNNNMED TrustN/AMED Trust 2021-MDLN D58403YAR74904000PAUSD46455900.021LongABS-OCORPUSY22038-11-15Floating4.818NNNNNNMED TrustN/AMED Trust 2021-MDLN E58403YAU021424000PAUSD201420680.091LongABS-OCORPUSY22038-11-15Floating5.968NNNNNNMED TrustN/AMED Trust 2021-MDLN F58403YAX414528000PAUSD135979410.062LongABS-OCORPUSY22038-11-15Floating6.818NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2022-INV1 A2585490AC929374711PAUSD243946160.11LongABS-OCORPUSY22052-03-25Variable3NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2021-INV3 A11585491BC614233625PAUSD133054510.06LongABS-OCORPUSY22051-10-25Floating3.23069NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2021-INV2 A1158549XBC611339705PAUSD106004240.048LongABS-OCORPUSY22051-08-25Floating3.23069NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2021-INV4 A358550NAC58553861PAUSD68243490.031LongABS-OCORPUSY22051-12-25Variable2.5NNNNNNMercury Financial Credit CardN/AMercury Financial Credit Card Master Trust 2021-1A A58940BAA414022000PAUSD133348550.06LongABS-OCORPUSY22026-03-20Fixed1.54NNNNNNNRZ Excess Spread CollateralizN/ANRZ Excess Spread Collateralized Notes 2021-FHT1 A62955MAB210757259PAUSD93282380.042LongABS-OCORPUSY22026-07-25Fixed3.104NNNNNNOnslow Bay Financial LLCN/AOnslow Bay Financial LLC 2022-INV1 A167115NAA833057874PAUSD272476550.123LongABS-OCORPUSY22051-12-25Variable3NNNNNNOnslow Bay Financial LLCN/AOnslow Bay Financial LLC 2022-INV1 A1867115NAU414017717PAUSD115152550.052LongABS-OCORPUSY22051-12-25Variable3NNNNNNOnslow Bay Financial LLCN/AOnslow Bay Financial LLC 2021-INV3 A367117JAC19970853PAUSD79958110.036LongABS-OCORPUSY22051-10-25Variable2.5NNNNNNOak Street Investment Grade NeN/AOak Street Investment Grade Net Lease Fund 2020-1A A167181DAA913145826PAUSD116063090.053LongABS-OCORPUSY22050-11-20Fixed1.85NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2022-1 A167648BAA017700121PAUSD146513160.066LongABS-OCORPUSY22051-12-25Variable3NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2020-4 A169359XAA79713580PAUSD94230230.043LongABS-OCORPUSY22025-10-25Variable2.951NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2021-10 A169360HAA925367927PAUSD229781340.104LongABS-OCORPUSY22026-10-25Variable2.487NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2021-9 A169360XAA419100690PAUSD177611220.08LongABS-OCORPUSY22026-10-25Variable2.363NNNNNNPagaya AI Debt Selection TrustN/APagaya AI Debt Selection Trust 2022-1 A69546MAA510541654PAUSD101382530.046LongABS-OCORPUSY22029-10-15Fixed2.03NNNNNNWoodward Capital ManagementN/AWoodward Capital Management 2021-3 A2174938DAW310133531PAUSD94302070.043LongABS-OCORPUSY22051-07-25Floating2.98319NNNNNNSREIT TrustN/ASREIT Trust 2021-MFP A78472UAA62350000PAUSD22649680.01LongABS-OCORPUSY22038-11-15Floating3.54851NNNNNNSantander Drive Auto ReceivablN/ASantander Drive Auto Receivables Trust 2020-3 D80285WAG227434000PAUSD264804130.12LongABS-OCORPUSN22026-11-16Fixed1.64NNNNNNSantander Bank Auto Credit-LinN/ASantander Bank Auto Credit-Linked Notes 2021-1A B80290CAE44273638PAUSD41420900.019LongABS-OCORPUSY22031-12-15Fixed1.833NNNNNNSantander Bank Auto Credit-LinN/ASantander Bank Auto Credit-Linked Notes 2022-A B80290CAS316232228PAUSD160285190.073LongABS-OCORPUSY22032-05-15Fixed5.281NNNNNNSantander Bank Auto Credit-LinN/ASBCLN 2022-B A280290CBD55984000PAUSD59905900.027LongABS-OCORPUSY22032-08-16Fixed5.587NNNNNNSequoia Mortgage Trust549300671OK77JNRLK28Sequoia Mortgage Trust 2013-581745AAA52359341PAUSD20422320.009LongABS-OCORPUSY22043-05-25Variable2.5NNNNNNSequoia Mortgage TrustN/ASequoia Mortgage Trust 2020-281748KBN1967035PAUSD8476930.004LongABS-OCORPUSY22050-03-25Variable3.5NNNNNNSPRUCE HILL MORTGAGE LOAN TRUSN/ASpruce Hill Mortgage Loan Trust 2020-SH1 A185209FAA4162395PAUSD1605750.001LongABS-OCORPUSY22050-01-28Variable2.521NNNNNNSPRUCE HILL MORTGAGE LOAN TRUSN/ASpruce Hill Mortgage Loan Trust 2020-SH1 A285209FAB2856807PAUSD8464070.004LongABS-OCORPUSY22050-01-28Variable2.624NNNNNNTPI Re-Remic Trust335800RB49U7JFY3VP05TPI Re-Remic Trust 2022-FRR1 AK33872659AA58395000PAUSD79972020.036LongABS-OCORPUSY22046-07-25None0NNNNNNTPI Re-Remic Trust335800RB49U7JFY3VP05TPI Re-Remic Trust 2022-FRR1 AK34872659AC16915000PAUSD65873320.03LongABS-OCORPUSY22046-07-25None0NNNNNNTPI Re-Remic Trust335800RB49U7JFY3VP05TPI Re-Remic Trust 2022-FRR1 AK35872659AE79375000PAUSD88781930.04LongABS-OCORPUSY22046-08-25None0NNNNNNTesla Auto Lease TrustN/ATesla Auto Lease Trust 2021-B A388161KAC98570000PAUSD80415080.036LongABS-OCORPUSY22025-09-22Fixed0.6NNNNNNTesla Auto Lease TrustN/ATesla Auto Lease Trust 2021-B B88161KAE54395000PAUSD40835240.018LongABS-OCORPUSY22025-09-22Fixed0.91NNNNNNTheorem Funding TrustN/ATheorem Funding Trust 2021-1A A88339VAA63965627PAUSD38771710.018LongABS-OCORPUSY22027-12-15Fixed1.21NNNNNNTricolor Auto Securitization TN/ATricolor Auto Securitization Trust 2022-1A A89616BAA22747268PAUSD27230940.012LongABS-OCORPUSY22025-02-18Fixed3.3NNNNNN280 Park Avenue Mortgage TrustN/A208 Park Avenue Mortgage Trust 2017-280P90205FAA811417538PAUSD111516660.05LongABS-OCORPUSY22034-09-15Floating3.585NNNNNNUnited Wholesale Mortgage LLCN/AUnited Wholesale Mortgage LLC 2021-INV1 A990354XAJ913521161PAUSD126049450.057LongABS-OCORPUSY22051-08-25Floating3.08319NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2021-5 A91679JAA54871021PAUSD47115430.021LongABS-OCORPUSY22031-11-20Fixed1.31NNNNNNUpstart Securitization Trust549300WNB47JRNENIC75Upstart Securitization Trust 2022-2 A91679TAA329454222PAUSD287908490.13LongABS-OCORPUSY22032-05-20Fixed4.37NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2022-1 A91679WAA620212771PAUSD194733590.088LongABS-OCORPUSY22032-03-20Fixed3.12NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2021-4 A91682NAA17249302PAUSD70004640.032LongABS-OCORPUSY22031-09-20Fixed0.84NNNNNNVCAT Asset Securitization, LLCN/AVCAT Asset Securitization LLC 2021-NPL1 A191790CAA43315818PAUSD31776050.014LongABS-OCORPUSY22050-12-26Variable2.2891NNNNNNUnited Wholesale Mortgage LLCN/AUnited Wholesale Mortgage LLC 2021-INV4 A3918307AC36592254PAUSD52468920.024LongABS-OCORPUSY22051-12-25Variable2.5NNNNNNVantage Data Centers LLCN/AVantage Data Centers LLC 2020-1A A292212KAB217832000PAUSD156591050.071LongABS-OCORPUSY22045-09-15Fixed1.645NNNNNNVantage Data Centers LLC5493000RL8X7WTQ7HO20Vantage Data Centers LLC 2020-2A A292212KAC011511000PAUSD95772330.043LongABS-OCORPUSY22045-09-15Fixed1.992NNNNNNVASA TrustN/AVASA Trust 2021-VASA A92230AAA48418000PAUSD81049070.037LongABS-OCORPUSY22039-07-15Floating3.718NNNNNNWells Fargo Commercial MortgagN/AWells Fargo Commercial Mortgage Trust 2021-SAVE A95003LAA88375727PAUSD80242880.036LongABS-OCORPUSY22040-02-15Floating3.968NNNNNNWestgate ResortsN/AWestgate Resorts 2022-1A A96034JAA45703251PAUSD53690950.024LongABS-OCORPUSY22036-08-20Fixed1.788NNNNNNWestlake Automobile ReceivableN/AWestlake Automobile Receivable Trust 2020-1A D96042KAF012457000PAUSD122400640.055LongABS-OCORPUSY22025-06-16Fixed2.8NNNNNNN/AN/AUS 5YR NOTE (CBT) Dec22N/A-2910NCUSD21671710.01N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2023-01-05-315014907USD2167171NNNN/AN/AUS 2YR NOTE (CBT) Dec22N/A70NCUSD-129593-0.001N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2023-01-0514506937USD-129593NNNN/AN/AUS 10YR NOTE (CBT)Dec22N/A1750NCUSD-9912110-0.045N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-12-30206021485USD-9912110NNNN/AN/AUS 10yr Ultra Fut Dec22N/A298NCUSD-1353523-0.006N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-12-3036661867USD-1353523NNNN/AN/AUS ULTRA BOND CBT Dec22N/A1733NCUSD-21210753-0.096N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-12-30258631753USD-21210753NNN2022-11-14JANUS INVESTMENT FUNDJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER