Abbott Laboratories

NPORT-Pfalse0000277751XXXXXXXXS000010464C000028918C000077650C000077651C000077652C000077653C000077654C000083512C000114869JANUS INVESTMENT FUND811-018790000277751W6UYDZFUOFJ4HQQ32382151 DETROIT STREETDENVER802063033333863Janus Henderson Balanced FundS000010464XRAF81JTHJNG7YJEPJ532023-09-302023-03-31N2420351585811103164072309319945100000000000000USDNBalanced Index (55% SPX / 45% USAGG)IX55SPX45USAGGAbbott LaboratoriesHQD377W2YR662HK5JX27Abbott Laboratories0028241001899739NSUSD1923675710.833LongECCORPUSN1NNNAbbVie IncFR5LCKFTG8054YNNRU85AbbVie Inc00287Y1091756972NSUSD2800086281.213LongECCORPUSN1NNNAdvanced Micro Devices IncR2I72C950HOYXII45366Advanced Micro Devices Inc0079031071107124NSUSD1085092230.47LongECCORPUSN1NNNAlphabet Inc5493006MHB84DD0ZWV18Alphabet Inc - Class C02079K1074999944NSUSD5199941762.252LongECCORPUSN1NNNAmazon.com IncZXTILKJKG63JELOEG630Amazon.com Inc0231351061793501NSUSD1852507180.802LongECCORPUSN1NNNAmerican Express CoR4PP93JZOLY261QX3811American Express Co0258161091564186NSUSD2580124811.117LongECCORPUSN1NNNApple IncHWUPKR0MPOU8FGXBT394Apple Inc0378331004726748NSUSD7794407453.375LongECCORPUSN1NNNAutomatic Data Processing IncHGBOLILQXWER4SAL2I23Automatic Data Processing Inc053015103473028NSUSD1053102240.456LongECCORPUSN1NNNBank of America Corp9DJT3UXIJIZJI4WXO774Bank of America Corp0605051047815208NSUSD2235149490.968LongECCORPUSN1NNNBooking Holdings IncFXM8FAOHMYDIPD38UZ17Booking Holdings Inc09857L10860811NSUSD1612957040.698LongECCORPUSN1NNNCBRE Group Inc52990016II9MJ2OSWA10CBRE Group Inc12504L109754965NSUSD549690020.238LongECCORPUSN1NNNCME Group IncLCZ7XYGSLJUHFXXNXD88CME Group Inc12572Q105891142NSUSD1706715160.739LongECCORPUSN1NNNCadence Design Systems IncGCT7RXJOGLXPV0NXZY22Cadence Design Systems Inc127387108296073NSUSD622019770.269LongECCORPUSN1NNNChevron CorpN/AChevron Corp166764100774773NSUSD1264119630.547LongECCORPUSN1NNNCisco Systems Inc549300LKFJ962MZ46593Cisco Systems Inc17275R1021228662NSUSD642283060.278LongECCORPUSN1NNNComcast Corp51M0QTTNCGUN7KFCFZ59Comcast Corp20030N1017092976NSUSD2688947201.164LongECCORPUSN1NNNConocoPhillipsWPTL2Z3FIYTHSP5V2253ConocoPhillips20825C1042079379NSUSD2062951910.893LongECCORPUSN1NNNConstellation Brands Inc5493005GKEG8QCVY7037Constellation Brands Inc21036P108423647NSUSD956976210.414LongECCORPUSN1NNNCorteva Inc549300WZN9I2QKLS0O94Corteva Inc22052L1042308124NSUSD1392029580.603LongECCORPUSN1NNNCostco Wholesale Corp29DX7H14B9S6O3FD6V18Costco Wholesale Corp22160K105308661NSUSD1533643910.664LongECCORPUSN1NNNCummins IncZUNI8PYC725B6H8JU438Cummins Inc231021106191400NSUSD457216320.198LongECCORPUSN1NNNDeere & CoPWFTNG3EI0Y73OXWDH08Deere & Co244199105740852NSUSD3058829741.325LongECCORPUSN1NNNWalt Disney Co/The549300GZKULIZ0WOW665Walt Disney Co2546871061996062NSUSD1998656880.865LongECCORPUSN1NNNDollar General CorpOPX52SQVOZI8IVSWYU66Dollar General Corp2566771051057712NSUSD2226060680.964LongECCORPUSN1NNNEdwards Lifesciences CorpYA13X31F3V31L8TMPR58Edwards Lifesciences Corp28176E108868040NSUSD718129490.311LongECCORPUSN1NNNGeneral Dynamics Corp9C1X8XOOTYY2FNYTVH06General Dynamics Corp369550108785246NSUSD1792009900.776LongECCORPUSN1NNNGoldman Sachs Group Inc/The784F5XWPLTWKTBV3E584Goldman Sachs Group Inc38141G104368825NSUSD1206463460.522LongECCORPUSN1NNNHCA Healthcare Inc529900PH4ZGUH2MNEU89HCA Healthcare Inc40412C101222376NSUSD586361040.254LongECCORPUSN1NNNHasbro Inc549300NUB6D2R1ITYR45Hasbro Inc418056107580562NSUSD311703740.135LongECCORPUSN1NNNHershey Co/The21X2CX66SU2BR6QTAD08Hershey Co427866108547985NSUSD1394128640.604LongECCORPUSN1NNNHilton Worldwide Holdings Inc549300HVGPK36ICB0B89Hilton Worldwide Holdings Inc43300A2031567482NSUSD2208111890.956LongECCORPUSN1NNNHome Depot Inc/TheQEKMOTMBBKA8I816DO57HOME DEPOT INC437076102746780NSUSD2203897140.954LongECCORPUSN1NNNHoneywell International IncISRPG12PN4EIEOEMW547Honeywell International Inc438516106901657NSUSD1723246860.746LongECCORPUSN1NNNIllinois Tool Works Inc76NA4I14SZCFAYMNSV04Illinois Tool Works Inc45230810995830NSUSD233298130.101LongECCORPUSN1NNNIntuit IncVI90HBPH7XSFMB9E4M29Intuit Inc461202103127530NSUSD568567000.246LongECCORPUSN1NNNJPMorgan Chase & Co8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46625H1002136424NSUSD2783974111.206LongECCORPUSN1NNNKLA Corp549300H0BF5JCG96TJ81KLA Corp482480100252277NSUSD1007014100.436LongECCORPUSN1NNNL3Harris Technologies Inc549300UTE50ZMDBG8A20L3Harris Technologies Inc502431109458590NSUSD899937020.39LongECCORPUSN1NNNLam Research Corp549300I4GMO6D34U1T02LAM RESEARCH CORP512807108570424NSUSD3023931711.309LongECCORPUSN1NNNEli Lilly & CoFRDRIPF3EKNDJ2CQJL29Eli Lilly & Co532457108801360NSUSD2752030511.192LongECCORPUSN1NNNMastercard IncAR5L2ODV9HN37376R084Mastercard Inc57636Q1041392783NSUSD5061512702.192LongECCORPUSN1NNNMcDonald's CorpUE2136O97NLB5BYP9H04McDonald's Corp5801351011081151NSUSD3023006311.309LongECCORPUSN1NNNMerck & Co Inc4YV9Y5M8S0BRK1RP0397Merck & Co Inc58933Y1052478818NSUSD2637214471.142LongECCORPUSN1NNNMicrosoft CorpINR2EJN1ERAN0W5ZP974MICROSOFT CORP5949181044145778NSUSD11952277975.176LongECCORPUSN1NNNMonster Beverage Corp52990090AP0E7HCB6F33Monster Beverage Corp61174X1094167618NSUSD2250930480.975LongECCORPUSN1NNNMorgan StanleyIGJSJL3JD5P30I6NJZ34Morgan Stanley6174464482638027NSUSD2316187711.003LongECCORPUSN1NNNNIKE Inc787RXPR0UX0O0XUXPZ81NIKE Inc - Class B6541061032082163NSUSD2553564701.106LongECCORPUSN1NNNNVIDIA Corp549300S4KLFTLO7GSQ80NVIDIA Corp67066G1041191142NSUSD3308635131.433LongECCORPUSN1NNNParker-Hannifin Corp5493002CONDB4N2HKI23Parker-Hannifin Corp701094104279213NSUSD938462810.406LongECCORPUSN1NNNProcter & Gamble Co/The2572IBTT8CCZW6AU4141Procter & Gamble Co7427181091475952NSUSD2194593030.95LongECCORPUSN1NNNProgressive Corp/The529900TACNVLY9DCR586Progressive Corp/The7433151032551020NSUSD3649489211.58LongECCORPUSN1NNNRockwell Automation IncVH3R4HHBHH12O0EXZJ88Rockwell Automation Inc773903109288948NSUSD847917910.367LongECCORPUSN1NNNCharles Schwab Corp/The549300VSGCJ7E698NM85Charles Schwab Corp808513105990209NSUSD518671470.225LongECCORPUSN1NNNSherwin-Williams Co/TheZ15BMIOX8DDH0X2OBP21Sherwin-Williams Co824348106246515NSUSD554091770.24LongECCORPUSN1NNNStarbucks CorpOQSJ1DU9TAOC51A47K68Starbucks Corp8552441092017590NSUSD2100916470.91LongECCORPUSN1NNNStryker Corp5493002F0SC4JTBU5137Stryker Corp863667101498997NSUSD1424486740.617LongECCORPUSN1NNNSysco Corp5RGWIFLMGH3YS7KWI652Sysco Corp8718291072051080NSUSD1584049080.686LongECCORPUSN1NNNTJX Cos Inc/TheV167QI9I69W364E2DY52TJX Cos Inc8725401092566135NSUSD2010823390.871LongECCORPUSN1NNNTexas Instruments IncWDJNR2L6D8RWOEB8T652TEXAS INSTRUMENTS INC8825081041054329NSUSD1961157370.849LongECCORPUSN1NNNThermo Fisher Scientific IncHCHV7422L5HDJZCRFL38THERMO FISHER SCIENTIFIC INC883556102445362NSUSD2566932961.112LongECCORPUSN1NNNJanus Capital Group Inc8T2ZO87FU1KVPZIG9I59Janus Henderson Cash Liquidity FundN/A752322743NSUSD7524732083.258LongECPFUSN2NNNUnited Parcel Service IncD01LMJZU09ULLNCY6Z23United Parcel Service Inc9113121061844176NSUSD3577517021.549LongECCORPUSN1NNNUnitedHealth Group Inc549300GHBMY8T5GXDE41UnitedHealth Group Inc91324P102956459NSUSD4520129591.957LongECCORPUSN1NNNZoetis Inc549300HD9Q1LOC9KLJ48Zoetis Inc98978V103704783NSUSD1173040830.508LongECCORPUSN1NNNAccenture PLCN/AAccenture PLCG1151C101891896NSUSD2549127961.104LongECCORPUSN1NNNTrane Technologies PLC549300BURLR9SLYY2705TRANE TECHNOLOGIES PLCG8994E103587825NSUSD1081480430.468LongECCORPUSN1NNNTE Connectivity Ltd894500ZRIX9K13RHXR17TE CONNECTIVITY LTDH849891041001245NSUSD1313132820.569LongECCORPUSN1NNNAT&T INC549300Z40J86GGSTL398AT&T Inc00206RLV22171000PAUSD15513840.007LongDBTCORPUSN22059-09-15Fixed3.65NNNNNNAGREE LP549300DXY3G299V1BO77Agree LP008513AA17437000PAUSD63199480.027LongDBTCORPUSN22030-10-01Fixed2.9NNNNNNAGREE LP549300DXY3G299V1BO77Agree LP008513AB911528000PAUSD97689920.042LongDBTCORPUSN22028-06-15Fixed2NNNNNNAGREE LP549300DXY3G299V1BO77Agree LP008513AC78647000PAUSD68149700.03LongDBTCORPUSN22033-06-15Fixed2.6NNNNNNAIR LEASE CORP5493004NW4M4P8TMMK63Air Lease Corp00914AAM417148000PAUSD151918370.066LongDBTCORPUSN22026-08-15Fixed1.875NNNNNNAlbertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC)549300YKWOC0AOR16R51Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC01309QAA614308000PAUSD143437700.062LongDBTCORPUSY22028-02-15Fixed6.5NNNNNNAmerican Electric Power Co, Inc.1B4S6S7G0TW5EE83BO58American Electric Power Co Inc025537AX921563000PAUSD223042710.097LongDBTCORPUSN22033-03-01Fixed5.625NNNNNNAMERICAN EXPRESS COR4PP93JZOLY261QX3811American Express Co025816CX516892000PAUSD166570320.072LongDBTCORPUSN22033-05-26Variable4.989NNNNNNAmerican Tower Trust I5493004YGM0MQZJOEJ36American Tower Trust I03027WAM433827000PAUSD341433970.148LongDBTCORPUSY22028-03-15Fixed5.49NNNNNNAmgen Inc.62QBXGPJ34PQ72Z12S66Amgen Inc031162DP217500000PAUSD178678700.077LongDBTCORPUSN22028-03-02Fixed5.15NNNNNNAmgen Inc.62QBXGPJ34PQ72Z12S66Amgen Inc031162DQ013952000PAUSD142698540.062LongDBTCORPUSN22030-03-02Fixed5.25NNNNNNAmgen Inc.62QBXGPJ34PQ72Z12S66Amgen Inc031162DR88984000PAUSD92301530.04LongDBTCORPUSN22033-03-02Fixed5.25NNNNNNANALOG DEVICES INCGYVOE5EZ4GDAVTU4CQ61Analog Devices Inc032654AS410074000PAUSD97363040.042LongDBTCORPUSN22025-04-01Fixed2.95NNNNNNARES CAPITAL CORPWEQ82666OJYSI5GUAB47Ares Capital Corp04010LBD417055000PAUSD146315340.063LongDBTCORPUSN22027-06-15Fixed2.875NNNNNNATHENE GLOBAL FUNDING549300LM1QSI4MSIL320Athene Global Funding04685A3E932528000PAUSD258292510.112LongDBTCORPUSY22031-10-04Fixed2.646NNNNNNATHENE GLOBAL FUNDING549300LM1QSI4MSIL320Athene Global Funding04685A3G421681000PAUSD184845750.08LongDBTCORPUSY22029-01-07Fixed2.717NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774Bank of America Corp060505ED27250000PAUSD70279690.03LongDBTCORPUSN22099-12-31Variable5.2NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774BANK OF AMERICA CORP060505EH321700000PAUSD211846250.092LongDBTCORPUSN22099-12-31Variable6.25NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774Bank of America Corp06051GLC129671000PAUSD310175230.134LongDBTCORPUSN22028-11-10Variable6.204NNNNNNBROADCOM INC549300WV6GIDOZJTV909Broadcom Inc11135FBF711906000PAUSD93364490.04LongDBTCORPUSY22033-02-15Fixed2.6NNNNNNBROADCOM INC549300WV6GIDOZJTV909Broadcom Inc11135FBL419242000PAUSD158031080.068LongDBTCORPUSY22034-04-15Fixed3.469NNNNNNBroadcom Inc549300WV6GIDOZJTV909Broadcom Inc11135FBP523928000PAUSD184020510.08LongDBTCORPUSY22035-11-15Fixed3.137NNNNNNBROWN & BROWN INC549300PC8KTJ71XKFY89Brown & Brown Inc115236AE16426000PAUSD57773660.025LongDBTCORPUSN22032-03-17Fixed4.2NNNNNNBROWN & BROWN INC549300PC8KTJ71XKFY89Brown & Brown Inc115236AF818886000PAUSD161403820.07LongDBTCORPUSN22052-03-17Fixed4.95NNNNNNCENTENE CORP549300Z7JJ4TQSQGT333Centene Corp15135BAR253971000PAUSD519978200.225LongDBTCORPUSN22027-12-15Fixed4.25NNNNNNCENTENE CORP549300Z7JJ4TQSQGT333Centene Corp15135BAW118048000PAUSD151978780.066LongDBTCORPUSN22030-10-15Fixed3NNNNNNCENTENE CORP549300Z7JJ4TQSQGT333Centene Corp15135BAY716998000PAUSD147882600.064LongDBTCORPUSN22028-07-15Fixed2.45NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395Citigroup Inc172967GR68824000PAUSD85089830.037LongDBTCORPUSN22099-12-31Variable5.35NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395Citigroup Inc172967HQ72012000PAUSD19114000.008LongDBTCORPUSN22099-12-31Variable6.3NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395Citigroup Inc172967JM48361000PAUSD77919970.034LongDBTCORPUSN22099-12-31Variable5.95NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395Citigroup Inc172967LD136115000PAUSD345057000.149LongDBTCORPUSN22028-01-10Variable3.887NNNNNNCOSTAR GROUP INCN/ACoStar Group Inc22160NAA712054000PAUSD100999850.044LongDBTCORPUSY22030-07-15Fixed2.8NNNNNNDUKE ENERGY CORPI1BZKREC126H0VB1BL91Duke Energy Corp26441CBS315581000PAUSD152765340.066LongDBTCORPUSN22028-03-15Fixed4.3NNNNNNDUQUESNE LIGHT HOLDINGS4CUJ1D8WDXK9X7QI6B93Duquesne Light Holdings Inc266233AJ416995000PAUSD137137650.059LongDBTCORPUSY22032-01-07Fixed2.775NNNNNNEQT CORP4NT01YGM4X7ZX86ISY52EQT Corp26884LAP417974000PAUSD179201140.078LongDBTCORPUSN22025-10-01Fixed5.678NNNNNNEQT CORP4NT01YGM4X7ZX86ISY52EQT CORP26884LAQ27749000PAUSD77405920.034LongDBTCORPUSN22028-04-01Fixed5.7NNNNNNElevance Health Inc.8MYN82XMYQH89CTMTH67Elevance Health Inc28622HAB719507000PAUSD196049550.085LongDBTCORPUSN22033-02-15Fixed4.75NNNNNNENERGY TRANSFER LPMTLVN9N7JE8MIBIJ1H73Energy Transfer LP29273VAP514575000PAUSD148002570.064LongDBTCORPUSN22028-02-15Fixed5.55NNNNNNENERGY TRANSFER LPMTLVN9N7JE8MIBIJ1H73Energy Transfer Operating LP29278NAF0626000PAUSD6216600.003LongDBTCORPUSN22028-06-15Fixed4.95NNNNNNEQUINIX INC549300EVUN2BTLJ3GT74Equinix Inc29444UBH89552000PAUSD78102380.034LongDBTCORPUSN22030-07-15Fixed2.15NNNNNNExelon Corporation3SOUA6IRML7435B56G12Exelon Corp30161NBJ910433000PAUSD106146950.046LongDBTCORPUSN22028-03-15Fixed5.15NNNNNNExelon Corporation3SOUA6IRML7435B56G12Exelon Corp30161NBK616707000PAUSD169970830.074LongDBTCORPUSN22033-03-15Fixed5.3NNNNNNFiserv Inc.GI7UBEJLXYLGR2C7GV83Fiserv Inc337738BD917859000PAUSD182405280.079LongDBTCORPUSN22028-03-02Fixed5.45NNNNNNFOX CORP549300DDU6FDRBIELS05Fox Corp35137LAG08690000PAUSD85954680.037LongDBTCORPUSN22024-01-25Fixed4.03NNNNNNGLP CAPITAL LP / FIN II2549005PXW31DRW8EC44GLP Capital LP / GLP Financing II Inc361841AH29419000PAUSD91406640.04LongDBTCORPUSN22026-04-15Fixed5.375NNNNNNGLP CAPITAL LP / FIN II2549005PXW31DRW8EC44GLP Capital LP / GLP Financing II Inc361841AL31226000PAUSD11697880.005LongDBTCORPUSN22029-01-15Fixed5.3NNNNNNGXO LOGISTICS INC5493007CNWMXN78JRN66GXO Logistics Inc36262GAB714940000PAUSD131384510.057LongDBTCORPUSN22026-07-15Fixed1.65NNNNNNGXO LOGISTICS INC5493007CNWMXN78JRN66GXO Logistics Inc36262GAD32271000PAUSD17664780.008LongDBTCORPUSN22031-07-15Fixed2.65NNNNNNGSK CONSUMER HEALTHCARE549300N8C3A3L0UVQB07GSK Consumer Healthcare Capital US LLC36264FAK710875000PAUSD103105000.045LongDBTCORPUSN22027-03-24Fixed3.375NNNNNNGSK CONSUMER HEALTHCARE549300N8C3A3L0UVQB07GSK Consumer Healthcare Capital US LLC36264FAL55546000PAUSD51165530.022LongDBTCORPUSN22029-03-24Fixed3.375NNNNNNGE HEALTHCARE TECH INC549300OI9J7XOWZMUN85GEHC 5.65 11/15/27 144A36267VAE322545000PAUSD233029620.101LongDBTCORPUSY22027-11-15Fixed5.65NNNNNNGE HEALTHCARE TECH INC549300OI9J7XOWZMUN85GEHC 5.857 03/15/30 144A36267VAG826924000PAUSD281677410.122LongDBTCORPUSY22030-03-15Fixed5.857NNNNNNGE HEALTHCARE TECH INC549300OI9J7XOWZMUN85GEHC 5.905 11/22/32 144A36267VAJ222474000PAUSD239308380.104LongDBTCORPUSY22032-11-22Fixed5.905NNNNNNGENERAL DYNAMICS CORP9C1X8XOOTYY2FNYTVH06GENERAL DYNAMICS CORP369550BL17372000PAUSD71286170.031LongDBTCORPUSN22027-04-01Fixed3.5NNNNNNGLOBAL PAYMENTS INC549300NOMHGVQBX6S778Global Payments Inc37940XAG711282000PAUSD99914100.043LongDBTCORPUSN22027-01-15Fixed2.15NNNNNNGOLDMAN SACHS GROUP INC784F5XWPLTWKTBV3E584Goldman Sachs Group Inc38141GXJ839166000PAUSD380303070.165LongDBTCORPUSN22025-04-01Fixed3.5NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404119BS74146000PAUSD42073910.018LongDBTCORPUSN22026-02-15Fixed5.875NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404119BW86941000PAUSD70910870.031LongDBTCORPUSN22029-02-01Fixed5.875NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404119CF410927000PAUSD96324840.042LongDBTCORPUSY22032-03-15Fixed3.625NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404121AH83180000PAUSD31913260.014LongDBTCORPUSN22026-09-01Fixed5.375NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404121AJ49208000PAUSD93149700.04LongDBTCORPUSN22028-09-01Fixed5.625NNNNNNHASBRO INC549300NUB6D2R1ITYR45Hasbro Inc418056AS64483000PAUSD45286720.02LongDBTCORPUSN22040-03-15Fixed6.35NNNNNNHASBRO INC549300NUB6D2R1ITYR45Hasbro Inc418056AU15211000PAUSD45496690.02LongDBTCORPUSN22044-05-15Fixed5.1NNNNNNHASBRO INC549300NUB6D2R1ITYR45Hasbro Inc418056AZ034171000PAUSD311091550.135LongDBTCORPUSN22029-11-19Fixed3.9NNNNNNHESS MIDSTREAM OPERATIONN/AHess Midstream Operations LP428104AA111121000PAUSD105589690.046LongDBTCORPUSY22028-06-15Fixed5.125NNNNNNILLUMINA INCSQ95QG8SR5Q56LSNF682Illumina Inc452327AN911709000PAUSD118171440.051LongDBTCORPUSN22025-12-12Fixed5.8NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M92JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc46590XAD813810000PAUSD108161300.047LongDBTCORPN/AY22032-05-15Fixed3NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PBP022144000PAUSD191415280.083LongDBTCORPUSN22031-05-13Variable2.956NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PDF017992000PAUSD175141480.076LongDBTCORPUSN22030-06-14Variable4.565NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PDK939262000PAUSD402183750.174LongDBTCORPUSN22033-09-14Variable5.717NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co48128BAF87243000PAUSD69540040.03LongDBTCORPUSN22099-12-31Variable5NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co48128BAG67646000PAUSD71107800.031LongDBTCORPUSN22099-12-31Variable4.6NNNNNNKinder Morgan, Inc.549300WR7IX8XE0TBO16Kinder Morgan Inc49456BAX921573000PAUSD214326890.093LongDBTCORPUSN22033-06-01Fixed5.2NNNNNNLeidos Inc5493006I78VIN6J1BQ95Leidos Inc52532XAH84088000PAUSD33171290.014LongDBTCORPUSN22031-02-15Fixed2.3NNNNNNLeidos Inc5493006I78VIN6J1BQ95Leidos Inc52532XAJ413585000PAUSD138844270.06LongDBTCORPUSN22033-03-15Fixed5.75NNNNNNLowes Companies, Inc.WAFCR4OKGSC504WU3E95LOWE'S COS INC548661EQ621775000PAUSD219826050.095LongDBTCORPUSN22033-07-01Fixed5.15NNNNNNMSCI INC549300HTIN2PD78UB763MSCI Inc55354GAH31532000PAUSD13978040.006LongDBTCORPUSY22029-11-15Fixed4NNNNNNMSCI INC549300HTIN2PD78UB763MSCI Inc55354GAK625762000PAUSD223951640.097LongDBTCORPUSY22030-09-01Fixed3.625NNNNNNMSCI INC549300HTIN2PD78UB763MSCI Inc55354GAL421571000PAUSD192003470.083LongDBTCORPUSY22031-02-15Fixed3.875NNNNNNMARVELL TECHNOLOGY INCN/AMarvell Technology Inc573874AC813225000PAUSD119891590.052LongDBTCORPUSN22026-04-15Fixed1.65NNNNNNMARVELL TECHNOLOGY INCN/AMarvell Technology Inc573874AN414717000PAUSD144522400.063LongDBTCORPUSN22028-06-22Fixed4.875NNNNNNMICROCHIP TECHNOLOGY INC5493007PTFULNYZJ1R12Microchip Technology Inc595017AZ723076000PAUSD227522950.099LongDBTCORPUSN22023-09-01Fixed2.67NNNNNNMICRON TECHNOLOGY INCB3DXGBC8GAIYWI2Z0172Micron Technology Inc595112BV410141000PAUSD107729950.047LongDBTCORPUSN22029-11-01Fixed6.75NNNNNNMONDELEZ INTERNATIONAL549300DV9GIB88LZ5P30Mondelez International Inc609207AT21182000PAUSD10495710.005LongDBTCORPUSN22030-04-13Fixed2.75NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley6174467Y914618000PAUSD142387490.062LongDBTCORPUSN22026-09-08Fixed4.35NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley6174468Q524836000PAUSD233025890.101LongDBTCORPUSN22026-04-28Variable2.188NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley61747YEF833616000PAUSD255380390.111LongDBTCORPUSN22036-09-16Variable2.484NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley61747YEL516462000PAUSD139459800.06LongDBTCORPUSN22033-01-21Variable2.943NNNNNNMorgan StanleyIGJSJL3JD5P30I6NJZ34Morgan Stanley61747YEZ46743000PAUSD67241720.029LongDBTCORPUSN22027-01-28Variable5.05NNNNNNMorgan StanleyIGJSJL3JD5P30I6NJZ34Morgan Stanley61747YFA814927000PAUSD150455830.065LongDBTCORPUSN22029-02-01Variable5.123NNNNNNMorgan StanleyIGJSJL3JD5P30I6NJZ34Morgan Stanley61747YFB65688000PAUSD56562420.024LongDBTCORPUSN22038-01-19Variable5.948NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley61772BAB911537000PAUSD103390280.045LongDBTCORPUSN22027-05-04Variable1.593NNNNNNOWL ROCK CORE INCOME COR5493003I42XBWPE05N35ORCINC 4.7 02/08/27 *69120VAF82729000PAUSD24646480.011LongDBTCORPUSN22027-02-08Fixed4.7NNNNNNOWL ROCK CORE INCOME COR5493003I42XBWPE05N35ORCINC 7.75 09/16/2769120VAN116398000PAUSD161542510.07LongDBTCORPUSY22027-09-16Fixed7.75NNNNNNPNC Financial Services Group IncCFGNEKW0P8842LEUIA51PNC V6.037 10/28/33693475BJ313196000PAUSD138845890.06LongDBTCORPUSN22033-10-28Variable6.037NNNNNNPNC Financial Services Group IncCFGNEKW0P8842LEUIA51PNC V5.068 01/24/34693475BM614040000PAUSD138506280.06LongDBTCORPUSN22034-01-24Variable5.068NNNNNNPRUDENTIAL FINANCIAL INC5PRBRS5FEH7NREC8OR45Prudential Financial Inc744320BH427945000PAUSD227631320.099LongDBTCORPUSN22050-10-01Variable3.7NNNNNNROCKETMTGE CO-ISSUER INC549300FGXN1K3HLB1R50Quicken Loans LLC74841CAB712708000PAUSD105367110.046LongDBTCORPUSY22031-03-01Fixed3.875NNNNNNRegal Rexnord CorporationQH78R09VCJGQKPBPYU33Regal Rexnord Corp758750AD516939000PAUSD169465410.073LongDBTCORPUSY22028-04-15Fixed6.05NNNNNNROCKETMTGE CO-ISSUER INC549300FGXN1K3HLB1R50Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc77313LAA112331000PAUSD110362450.048LongDBTCORPUSY22026-10-15Fixed2.875NNNNNNSOUTHWESTERN ENERGY COEFWMP121W54QV9MGOP87Southwestern Energy Co845467AT612491000PAUSD110294270.048LongDBTCORPUSN22032-02-01Fixed4.75NNNNNNState Street Corporation549300ZFEEJ2IP5VME73State Street Corp857477CA96668000PAUSD66312380.029LongDBTCORPUSN22034-01-26Variable4.821NNNNNNSUN COMMUNITIES OPER LP549300PUNBPJCGT6X741Sun Communities Operating LP866677AE721657000PAUSD175161410.076LongDBTCORPUSN22031-07-15Fixed2.7NNNNNNTSMC ARIZONA CORP2549005GOBWLCSY63Q97TSMC Arizona Corp872898AF815891000PAUSD156057970.068LongDBTCORPUSN22027-04-22Fixed3.875NNNNNNGLOBAL PAYMENTS INC549300NOMHGVQBX6S778Total System Services Inc891906AC311686000PAUSD114464490.05LongDBTCORPUSN22026-04-01Fixed4.8NNNNNNTRIMBLE INC549300E2MI7NSZFQWS19Trimble Inc896239AA818923000PAUSD188116120.081LongDBTCORPUSN22024-12-01Fixed4.75NNNNNNTRIMBLE INC549300E2MI7NSZFQWS19Trimble Inc896239AC411312000PAUSD112423570.049LongDBTCORPUSN22028-06-15Fixed4.9NNNNNNTrimble Inc549300E2MI7NSZFQWS19Trimble Inc896239AE035125000PAUSD354585510.154LongDBTCORPUSN22033-03-15Fixed6.1NNNNNNUS BANCORPN1GZ7BBF3NP8GI976H15US Bancorp91159HJB720457000PAUSD157894330.068LongDBTCORPUSN22036-11-03Variable2.491NNNNNNUS BANCORPN1GZ7BBF3NP8GI976H15US Bancorp91159HJG65612000PAUSD53133190.023LongDBTCORPUSN22033-07-22Variable4.967NNNNNNUnited States Treasury Bonds254900HROIFWPRGM1V77United States Treasury Note/Bond912810TL2310609000PAUSD3296338011.427LongDBTUSTUSN22052-11-15Fixed4NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912810TM0304894000PAUSD3131833061.356LongDBTUSTUSN22042-11-15Fixed4NNNNNNUnited States Treasury Bonds254900HROIFWPRGM1V77United States Treasury Note/Bond912810TQ1318901100PAUSD3217413131.393LongDBTUSTUSN22043-02-15Fixed3.875NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CCJ8235686000PAUSD2149069650.931LongDBTUSTUSN22026-06-30Fixed0.875NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CCV1119582000PAUSD1050032730.455LongDBTUSTUSN22028-08-31Fixed1.125NNNNNNUnited States Treasury Notes254900HROIFWPRGM1V77United States Treasury Note/Bond91282CGG045269000PAUSD452566220.196LongDBTUSTUSN22025-01-31Fixed4.125NNNNNNUnited States Treasury Notes254900HROIFWPRGM1V77United States Treasury Note/Bond91282CGH8170161900PAUSD1692712080.733LongDBTUSTUSN22028-01-31Fixed3.5NNNNNNUnited States Treasury Notes254900HROIFWPRGM1V77United States Treasury Note/Bond91282CGM7487035000PAUSD4878131632.112LongDBTUSTUSN22033-02-15Fixed3.5NNNNNNUnited States Treasury Notes254900HROIFWPRGM1V77United States Treasury Note/Bond91282CGN510448000PAUSD105496230.046LongDBTUSTUSN22025-02-28Fixed4.625NNNNNNUnited States Treasury Notes254900HROIFWPRGM1V77United States Treasury Note/Bond91282CGP0239050800PAUSD2433649211.054LongDBTUSTUSN22028-02-29Fixed4NNNNNNUnited States Treasury Notes254900HROIFWPRGM1V77United States Treasury Note/Bond91282CGQ84976000PAUSD51073970.022LongDBTUSTUSN22030-02-28Fixed4NNNNNNUnited States Treasury Notes254900HROIFWPRGM1V77United States Treasury Note/Bond91282CGR690545000PAUSD926105580.401LongDBTUSTUSN22026-03-15Fixed4.625NNNNNNUnited States Treasury Notes254900HROIFWPRGM1V77US TREASURY N/B91282CGS4106320000PAUSD1068183750.463LongDBTUSTUSN22030-03-31Fixed3.625NNNNNNUnited States Treasury Notes254900HROIFWPRGM1V77US TREASURY N/B91282CGT275527000PAUSD756509110.328LongDBTUSTUSN22028-03-31Fixed3.625NNNNNNUNITEDHEALTH GROUP INC549300GHBMY8T5GXDE41UnitedHealth Group Inc91324PEP310004000PAUSD104024360.045LongDBTCORPUSN22028-02-15Fixed5.25NNNNNNVenture Global Calcasieu Pass LLC549300GKHS6RS20NLH85VENTGL 6.25 01/15/30 144A92328MAE322716000PAUSD228863700.099LongDBTCORPUSY22030-01-15Fixed6.25NNNNNNWORKDAY INC549300J0DYC0N31V7G13Workday Inc98138HAG68410000PAUSD80464030.035LongDBTCORPUSN22027-04-01Fixed3.5NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G63AerCap Ireland Capital DAC / AerCap Global Aviation Trust00774MAR610114000PAUSD97768530.042LongDBTCORPIEN22027-10-15Fixed4.625NNNNNNBANK OF MONTREALNQQ6HPCNCCU6TUTQYE16BMO V3.088 01/10/3706368DH7253212000PAUSD427706450.185LongDBTCORPCAN22037-01-10Variable3.088NNNNNNBNP PARIBASR0MUWSFPU8MPRO8K5P83BNP Paribas SA09659W2T012805000PAUSD114968760.05LongDBTCORPFRY22028-01-20Variable2.591NNNNNNBNP Paribas SAR0MUWSFPU8MPRO8K5P83BNP Paribas SA09659W2V522678000PAUSD227244520.098LongDBTCORPFRY22029-01-13Variable5.125NNNNNNCSL FINANCE PLC2549007CCNBNAF4HBC02CSLAU 3.85 04/27/27 144A12661PAA76306000PAUSD61457710.027LongDBTCORPGBY22027-04-27Fixed3.85NNNNNNCSL FINANCE PLC2549007CCNBNAF4HBC02CSLAU 4.05 04/27/29 144A12661PAB512756000PAUSD123063580.053LongDBTCORPGBY22029-04-27Fixed4.05NNNNNNCOMMONWEALTH BANK AUSTMSFSBD3QN1GSN7Q6C537Commonwealth Bank of Australia202712BS322906000PAUSD192611720.083LongDBTCORPAUY22032-03-14Fixed3.784NNNNNNDeutsche Bank AG New York BranchN/ADeutsche Bank AG / New York251526CD93997000PAUSD32782370.014LongDBTCORPDEN22031-09-18Variable3.547NNNNNNDeutsche Bank AG New York BranchN/ADeutsche Bank AG / New York251526CT411594000PAUSD107525340.047LongDBTCORPDEN22034-02-10Variable7.079NNNNNNDIAGEO CAPITAL PLC213800L23DJLALFC4O95Diageo Capital PLC25243YBC211362000PAUSD104957170.045LongDBTCORPGBN22025-09-29Fixed1.375NNNNNNEnbridge Inc.98TPTUM4IVMFCZBCUR27Enbridge Inc29250NBR511565000PAUSD120292640.052LongDBTCORPCAN22033-03-08Fixed5.7NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M92JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc46590XAB219216000PAUSD183443620.079LongDBTCORPN/AY22030-01-15Fixed5.5NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M92JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc46590XAT39318000PAUSD77243420.033LongDBTCORPN/AY22032-01-15Fixed3.625NNNNNNMITSUBISHI UFJ FIN GRP353800V2V8PUY9TK3E06MUFG V4.788 07/18/25606822CH515834000PAUSD156782990.068LongDBTCORPJPN22025-07-18Variable4.788NNNNNNMitsubishi UFJ Financial Group, Inc.353800V2V8PUY9TK3E06MUFG V5.441 02/22/34606822CX011770000PAUSD118929500.051LongDBTCORPJPN22034-02-22Variable5.441NNNNNNNATIONAL AUSTRALIA BANKF8SB4JFBSYQFRQEH3Z21National Australia Bank Ltd632525AY728726000PAUSD230884800.1LongDBTCORPAUY22031-05-21Fixed2.99NNNNNNNORDEA BANK ABP529900ODI3047E2LIV03Nordea Bank Abp65558RAD130280000PAUSD304199270.132LongDBTCORPFIY22027-09-22Fixed5.375NNNNNNCooperatieve Rabobank U.A.DG3RU1DBUFHT4ZF9WN62Cooperatieve Rabobank UA74977RDS031140000PAUSD313488600.136LongDBTCORPNLY22029-02-28Variable5.564NNNNNNROYALTY PHARMA PLC549300FGFN7VOK8BZR03Royalty Pharma PLC78081BAM514211000PAUSD97960790.042LongDBTCORPGBN22050-09-02Fixed3.55NNNNNNSumitomo Mitsui Financial Group Inc35380028MYWPB6AUO129Sumitomo Mitsui Financial Group Inc86562MCW827895000PAUSD288020870.125LongDBTCORPJPN22030-01-13Fixed5.71NNNNNNWESTPAC BANKING CORPEN5TNI6CI43VEPAMHL14Westpac Banking Corp961214EP419870000PAUSD154764760.067LongDBTCORPAUN22035-11-15Variable2.668NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F02244437583400PAUSD348643160.151LongABS-MBSUSGSEUSN22037-01-25Fixed2.5NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F03044773116241PAUSD693090780.3LongABS-MBSUSGSEUSN22037-03-25Fixed3NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F03064533819226PAUSD302444320.131LongABS-MBSUSGSEUSN22052-02-25Fixed3NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F03264193061PAUSD862120LongABS-MBSUSGSEUSN22052-03-25Fixed3.5NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F04044665269000PAUSD642539360.278LongABS-MBSUSGSEUSN22037-05-25Fixed4NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F04264022828836PAUSD223572150.097LongABS-MBSUSGSEUSN22052-07-25Fixed4.5NNNNNNFederal National Mortgage AssociationB1V7KEBTPIMZEU4LTD58Fannie Mae01F05064341785012PAUSD416559380.18LongABS-MBSUSGSEUSN22052-08-25Fixed5NNNNNNBarclays Commercial Mortgage SN/ABarclays Commercial Mortgage Securities LLC 2015-SRCH05547HAC58386000PAUSD76584140.033LongABS-MBSCORPUSY22035-08-10Fixed4.197NNNNNNBX Commercial Mortgage Trust 2N/ABX Commercial Mortgage Trust 2019-XL056054AA720264599PAUSD200332640.087LongABS-MBSCORPUSY22036-10-15Floating5.86157NNNNNNBX Commercial Mortgage Trust 2N/ABX Commercial Mortgage Trust 2019-XL056054AE96531400PAUSD64108410.028LongABS-MBSCORPUSY22036-10-15Floating6.02157NNNNNNBX Trust 2019-OC11N/ABX Commercial Mortgage Trust 2019-OC1105606FAG84134000PAUSD34625070.015LongABS-MBSCORPUSY22041-12-09Fixed3.605NNNNNNBX Trust 2019-OC11N/ABX Commercial Mortgage Trust 2019-OC1105606FAJ28218000PAUSD68161880.03LongABS-MBSCORPUSY22041-12-09Fixed3.856NNNNNNBXP TrustN/ABXP Trust 2017-GM056083AA64190000PAUSD38332890.017LongABS-MBSCORPUSY22039-06-13Fixed3.379NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2022-FOX2 A205610AAW818896717PAUSD177665820.077LongABS-MBSCORPUSY22039-04-15Floating5.57629NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R09 2M120753DAA620754272PAUSD207397020.09LongABS-MBSUSGSEUSY22042-09-25Floating7.06815NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0320753MAF5530998PAUSD5307760.002LongABS-MBSUSGSEUSY22031-09-25Floating6.99529NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0720753WAF3783172PAUSD7833920.003LongABS-MBSUSGSEUSY22039-10-25Floating6.94529NNNNNNCONNECTICUT AVENUE SECURITIES TRUST 2023-R01B1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2023-R01 1M1207932AA29462736PAUSD94487360.041LongABS-MBSUSGSEUSY22042-12-25Floating6.96815NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae21H022648175353910PAUSD1543177540.668LongABS-MBSUSGAUSN22051-12-20Fixed2.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae21H03064163950000PAUSD581714780.252LongABS-MBSUSGAUSN22052-01-20Fixed3NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae21H032647143916177PAUSD1349290430.584LongABS-MBSUSGAUSN22052-03-20Fixed3.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae21H04064047949459PAUSD461452650.2LongABS-MBSUSGAUSN22052-05-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae21H04264623627806PAUSD232739560.101LongABS-MBSUSGAUSN22052-07-20Fixed4.5NNNNNNGovernment National Mortgage Association549300M8ZYFG0OCMTT87Ginnie Mae21H05064918848683PAUSD188675320.082LongABS-MBSUSGAUSN22052-09-20Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XC5X12521558PAUSD24148460.01LongABS-MBSUSGSEUSN22032-09-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XDAJ41226682PAUSD11747690.005LongABS-MBSUSGSEUSN22032-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XDCW3830027PAUSD7872840.003LongABS-MBSUSGSEUSN22032-12-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XDFC41659208PAUSD15889900.007LongABS-MBSUSGSEUSN22033-01-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XUSX61953869PAUSD18467750.008LongABS-MBSUSGSEUSN22046-07-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XXYA33673718PAUSD34519640.015LongABS-MBSUSGSEUSN22047-09-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y04D12208341PAUSD21422360.009LongABS-MBSUSGSEUSN22048-04-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y06M92293099PAUSD22466800.01LongABS-MBSUSGSEUSN22048-04-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y0KU52209952PAUSD20832390.009LongABS-MBSUSGSEUSN22048-02-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y0QS493831PAUSD932880LongABS-MBSUSGSEUSN22048-03-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y0TA02413064PAUSD23733330.01LongABS-MBSUSGSEUSN22048-03-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y16T2608373PAUSD6048480.003LongABS-MBSUSGSEUSN22048-07-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y1D803996880PAUSD38772370.017LongABS-MBSUSGSEUSN22048-05-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y2YX0110840PAUSD1121040LongABS-MBSUSGSEUSN22048-09-01Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y4LZ5221836PAUSD1994360.001LongABS-MBSUSGSEUSN22043-06-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y6P45633427PAUSD6007610.003LongABS-MBSUSGSEUSN22042-08-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y6V711388162PAUSD13171440.006LongABS-MBSUSGSEUSN22043-02-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y8MN22126442PAUSD21346180.009LongABS-MBSUSGSEUSN22048-12-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31329L6U1571875PAUSD5423830.002LongABS-MBSUSGSEUSN22042-07-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31329L6W7575097PAUSD5454390.002LongABS-MBSUSGSEUSN22042-08-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31329Q5T4424985PAUSD4217290.002LongABS-MBSUSGSEUSN22049-06-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132A4C893170450PAUSD33571830.015LongABS-MBSUSGSEUSN22040-04-01Fixed6NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132A5AL96855565PAUSD63024260.027LongABS-MBSUSGSEUSN22043-03-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132A5DB82690192PAUSD24680630.011LongABS-MBSUSGSEUSN22045-01-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132A8GL710998906PAUSD106125500.046LongABS-MBSUSGSEUSN22031-05-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ACLS710394782PAUSD98629810.043LongABS-MBSUSGSEUSN22044-12-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ACSU5451354PAUSD4279790.002LongABS-MBSUSGSEUSN22047-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ACSX96184147PAUSD58600630.025LongABS-MBSUSGSEUSN22047-12-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADHW1917805PAUSD9223010.004LongABS-MBSUSGSEUSN22044-05-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADJC31736915PAUSD16480530.007LongABS-MBSUSGSEUSN22044-02-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADJL323028PAUSD225810LongABS-MBSUSGSEUSN22045-04-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADME5488115PAUSD4490550.002LongABS-MBSUSGSEUSN22046-01-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADPD4545520PAUSD5291910.002LongABS-MBSUSGSEUSN22048-11-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADY691055855PAUSD10328820.004LongABS-MBSUSGSEUSN22047-03-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132CWBH611463405PAUSD107974090.047LongABS-MBSUSGSEUSN22033-12-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac3132CWDV33635047PAUSD33886450.015LongABS-MBSUSGSEUSN22034-11-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DN2L613132214PAUSD130375200.056LongABS-MBSUSGSEUSN22052-10-01Fixed4.5NNNNNNFederal Home Loan Mortgage CorporationS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNBL63128459PAUSD29491090.013LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNFY417585353PAUSD164626280.071LongABS-MBSUSGSEUSN22052-06-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNGU110813022PAUSD105826610.046LongABS-MBSUSGSEUSN22050-06-01Fixed4NNNNNNFederal Home Loan Mortgage CorporationS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNH305995349PAUSD56497860.024LongABS-MBSUSGSEUSN22052-06-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNHN617125569PAUSD149541160.065LongABS-MBSUSGSEUSN22051-06-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNHU019509500PAUSD193964450.084LongABS-MBSUSGSEUSN22050-09-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNP496817498PAUSD65241300.028LongABS-MBSUSGSEUSN22052-08-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNQD863628362PAUSD595265080.258LongABS-MBSUSGSEUSN22052-07-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNQJ515181896PAUSD154218340.067LongABS-MBSUSGSEUSN22052-08-01Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNSB01987640PAUSD19242110.008LongABS-MBSUSGSEUSN22050-10-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DNWL36668300PAUSD64686910.028LongABS-MBSUSGSEUSN22050-03-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DPCD842399330PAUSD434558600.188LongABS-MBSUSGSEUSN22052-11-01Fixed5.5NNNNNNFederal National Mortgage AssociationS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DPDW515437852PAUSD147799680.064LongABS-MBSUSGSEUSN22052-09-01Fixed4NNNNNNFederal National Mortgage AssociationS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DPK6411281083PAUSD105538390.046LongABS-MBSUSGSEUSN22052-08-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DV4Z5639126PAUSD6342290.003LongABS-MBSUSGSEUSN22050-01-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132DVL5215347307PAUSD134027930.058LongABS-MBSUSGSEUSN22051-11-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Gold Pool3132H7F41771090PAUSD7319980.003LongABS-MBSUSGSEUSN22047-01-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31334WZG91213343PAUSD11079530.005LongABS-MBSUSGSEUSN22047-04-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31334YMG91144598PAUSD10335210.004LongABS-MBSUSGSEUSN22049-08-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A0G731064359PAUSD9610680.004LongABS-MBSUSGSEUSN22049-12-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A3FP8599631PAUSD5604380.002LongABS-MBSUSGSEUSN22050-03-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A73R81168214PAUSD10238290.004LongABS-MBSUSGSEUSN22050-08-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A9JV8416301PAUSD3647190.002LongABS-MBSUSGSEUSN22050-08-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A9WN12162070PAUSD18935080.008LongABS-MBSUSGSEUSN22050-09-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B2LX52663456PAUSD23188150.01LongABS-MBSUSGSEUSN22052-01-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B3XQ54431354PAUSD38624230.017LongABS-MBSUSGSEUSN22052-01-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B42A26415214PAUSD55797430.024LongABS-MBSUSGSEUSN22052-02-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B4H733555823PAUSD32080350.014LongABS-MBSUSGSEUSN22052-02-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B4H812696436PAUSD24402990.011LongABS-MBSUSGSEUSN22052-02-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B6F54965437PAUSD8391430.004LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B7F861320769PAUSD12313520.005LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B7FX13839256PAUSD34732200.015LongABS-MBSUSGSEUSN22052-03-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B9K78302585PAUSD2965180.001LongABS-MBSUSGSEUSN22052-03-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B9MB74042971PAUSD37710550.016LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BAFM83944850PAUSD36795330.016LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BAFN61155106PAUSD10767620.005LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BGBH06002681PAUSD57418750.025LongABS-MBSUSGSEUSN22052-07-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BGQW114716733PAUSD144245440.062LongABS-MBSUSGSEUSN22052-08-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BMRH09823411PAUSD100180260.043LongABS-MBSUSGSEUSN22052-09-01Fixed5.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BPL22372830PAUSD3761870.002LongABS-MBSUSGSEUSN22052-10-01Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BPUK212294022PAUSD124047310.054LongABS-MBSUSGSEUSN22052-10-01Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133BPV5418967457PAUSD191382620.083LongABS-MBSUSGSEUSN22052-10-01Fixed5NNNNNNFederal Home Loan Mortgage CorporationS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133C0HM75240214PAUSD52329330.023LongABS-MBSUSGSEUSN22053-03-01Fixed5NNNNNNFederal Home Loan Mortgage CorporationS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133C0HN5938589PAUSD9372850.004LongABS-MBSUSGSEUSN22053-03-01Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133G62Q71349224PAUSD12845130.006LongABS-MBSUSGSEUSN22034-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133G62T12918348PAUSD27783800.012LongABS-MBSUSGSEUSN22034-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133G7BU6911817PAUSD8500090.004LongABS-MBSUSGSEUSN22034-11-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KGF453784147PAUSD37551510.016LongABS-MBSUSGSEUSN22049-07-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KGF52649859PAUSD6448790.003LongABS-MBSUSGSEUSN22049-07-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KGJ903251643PAUSD32267280.014LongABS-MBSUSGSEUSN22049-08-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KHGG52198053PAUSD21812110.009LongABS-MBSUSGSEUSN22050-01-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KPUC067230732PAUSD658959210.285LongABS-MBSUSGSEUSN22052-08-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KPUD828496451PAUSD280042170.121LongABS-MBSUSGSEUSN22052-08-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133SKBZ37811440PAUSD76578650.033LongABS-MBSUSGSEUSN22050-03-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133USG216694333PAUSD64939450.028LongABS-MBSUSGSEUSN22048-12-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31346YPV91300860PAUSD11746180.005LongABS-MBSUSGSEUSN22049-12-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae REMICS3136B1N267730344PAUSD71447000.031LongABS-MBSUSGSEUSN22048-05-25Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae REMICS3136B6B7710270739PAUSD93629170.041LongABS-MBSUSGSEUSN22049-11-25Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31374TCT431940PAUSD330820LongABS-MBSUSGSEUSN22028-07-01Fixed7.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138ENRH42861921PAUSD29012770.013LongABS-MBSUSGSEUSN22044-10-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138ENS83122236PAUSD1251000.001LongABS-MBSUSGSEUSN22044-07-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138EPHU14305385PAUSD43645920.019LongABS-MBSUSGSEUSN22045-03-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138EPX331148665PAUSD11529450.005LongABS-MBSUSGSEUSN22042-11-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138EQFX52228495PAUSD22393930.01LongABS-MBSUSGSEUSN22045-06-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138WHND02881063PAUSD27317580.012LongABS-MBSUSGSEUSN22046-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138WQJB91502988PAUSD13816910.006LongABS-MBSUSGSEUSN22043-05-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140E9H66251414PAUSD2296910.001LongABS-MBSUSGSEUSN22046-01-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FXEC210566656PAUSD99596260.043LongABS-MBSUSGSEUSN22056-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FXF72195678PAUSD1773670.001LongABS-MBSUSGSEUSN22057-06-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FXFH010604872PAUSD96158720.042LongABS-MBSUSGSEUSN22057-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GQDG8426946PAUSD4068250.002LongABS-MBSUSGSEUSN22047-12-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GSKE1927078PAUSD8711020.004LongABS-MBSUSGSEUSN22047-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H6B572591510PAUSD24480350.011LongABS-MBSUSGSEUSN22048-01-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H6CC19273876PAUSD91212270.039LongABS-MBSUSGSEUSN22048-01-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H6CD93462785PAUSD33927100.015LongABS-MBSUSGSEUSN22048-01-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H6W88418850PAUSD3988080.002LongABS-MBSUSGSEUSN22048-03-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HAMH03158599PAUSD28520250.012LongABS-MBSUSGSEUSN22049-08-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HBFX12668696PAUSD26991020.012LongABS-MBSUSGSEUSN22048-05-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HFFE42629909PAUSD25866020.011LongABS-MBSUSGSEUSN22048-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HGGX92384000PAUSD20886060.009LongABS-MBSUSGSEUSN22050-08-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HGR90117871PAUSD1171880.001LongABS-MBSUSGSEUSN22048-03-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HPR582021628PAUSD19754760.009LongABS-MBSUSGSEUSN22048-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140J73V55023378PAUSD50420970.022LongABS-MBSUSGSEUSN22046-02-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140J7UG8266933PAUSD2543530.001LongABS-MBSUSGSEUSN22047-12-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140J8K285081796PAUSD46478830.02LongABS-MBSUSGSEUSN22047-03-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140J9NN742760847PAUSD393098950.17LongABS-MBSUSGSEUSN22047-02-01Fixed3NNNNNNFannie Mae PoolB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JB2B116762590PAUSD164643900.071LongABS-MBSUSGSEUSN22050-07-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JGAN566602PAUSD662160LongABS-MBSUSGSEUSN22048-08-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JLKM5965287PAUSD9363880.004LongABS-MBSUSGSEUSN22048-12-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JMBK71410822PAUSD13685850.006LongABS-MBSUSGSEUSN22049-02-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JXJ58683503PAUSD6254850.003LongABS-MBSUSGSEUSN22049-09-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JXSM11240253PAUSD11807530.005LongABS-MBSUSGSEUSN22034-10-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JYSB31662618PAUSD15012450.007LongABS-MBSUSGSEUSN22049-08-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K0HB7887672PAUSD8275180.004LongABS-MBSUSGSEUSN22034-11-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K1TP1552816PAUSD5262960.002LongABS-MBSUSGSEUSN22034-12-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K3SF0529605PAUSD5041970.002LongABS-MBSUSGSEUSN22034-11-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140LQQJ22489606PAUSD21627430.009LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MAYY48786222PAUSD82226000.036LongABS-MBSUSGSEUSN22052-05-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MGJG7808329PAUSD7037890.003LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MGJK82339734PAUSD20338190.009LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MHTA713577809PAUSD122461500.053LongABS-MBSUSGSEUSN22052-03-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MHU561988891PAUSD18542550.008LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ6R111472332PAUSD103749290.045LongABS-MBSUSGSEUSN22052-04-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ6S99754369PAUSD87947500.038LongABS-MBSUSGSEUSN22052-04-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ7F65522132PAUSD51476380.022LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJ7G49815595PAUSD91555020.04LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJWN11973884PAUSD17168200.007LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140ML4R8359698PAUSD3522120.002LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140ML4S6703692PAUSD6895810.003LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MLUD01227076PAUSD12024700.005LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MMPS11593903PAUSD15619420.007LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MNNA01615988PAUSD15063970.007LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MNNB83275902PAUSD30556000.013LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MNP675500658PAUSD51298900.022LongABS-MBSUSGSEUSN22052-05-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MRCJ4558627PAUSD5474250.002LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MRCT2638742PAUSD6259340.003LongABS-MBSUSGSEUSN22052-04-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MRLZ81946790PAUSD19077520.008LongABS-MBSUSGSEUSN22052-05-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MRZU46249096PAUSD59776420.026LongABS-MBSUSGSEUSN22052-06-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MSCJ27941122PAUSD77834340.034LongABS-MBSUSGSEUSN22052-07-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MSF751674795PAUSD16020430.007LongABS-MBSUSGSEUSN22052-06-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MSNE12713222PAUSD27376570.012LongABS-MBSUSGSEUSN22052-10-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MUUU22671429PAUSD25553850.011LongABS-MBSUSGSEUSN22052-07-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140N0FK66170993PAUSD62265680.027LongABS-MBSUSGSEUSN22052-10-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140N7ZL715307398PAUSD154452560.067LongABS-MBSUSGSEUSN22052-11-01Fixed5NNNNNNFnma Pass-Thru IB1V7KEBTPIMZEU4LTD58FN BX48293140N9LK0830413PAUSD8292620.004LongABS-MBSUSGSEUSN22053-04-01Fixed5NNNNNNFnma Pass-Thru IB1V7KEBTPIMZEU4LTD58FN BX48363140N9LS31039671PAUSD10382300.004LongABS-MBSUSGSEUSN22053-04-01Fixed5NNNNNNFnma Pass-Thru IB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140NBKE03327853PAUSD33232410.014LongABS-MBSUSGSEUSN22053-03-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140Q7DN4901314PAUSD8588360.004LongABS-MBSUSGSEUSN22047-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140Q9ED14494949PAUSD44689090.019LongABS-MBSUSGSEUSN22048-06-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QBCV8401922PAUSD3988420.002LongABS-MBSUSGSEUSN22049-06-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QBPV4578857PAUSD5744210.002LongABS-MBSUSGSEUSN22049-08-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QC4M52721795PAUSD23689970.01LongABS-MBSUSGSEUSN22050-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QCEU63230353PAUSD29590050.013LongABS-MBSUSGSEUSN22048-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QELR155634228PAUSD486834910.211LongABS-MBSUSGSEUSN22050-08-01Fixed2.5NNNNNNFnma Pass-Thru IB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QM6T62863749PAUSD26995530.012LongABS-MBSUSGSEUSN22052-01-01Fixed3.5NNNNNNFnma Pass-Thru IB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QNGR77484179PAUSD70527490.031LongABS-MBSUSGSEUSN22052-02-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QNLY610323595PAUSD89888160.039LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QNLZ328034891PAUSD243838340.106LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFnma Pass-Thru IB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QNPH949021647PAUSD460774910.2LongABS-MBSUSGSEUSN22052-03-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QNPK218860379PAUSD176622350.076LongABS-MBSUSGSEUSN22052-03-01Fixed3.5NNNNNNFnma Pass-Thru IB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QNS6020599520PAUSD185681810.08LongABS-MBSUSGSEUSN22052-04-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPHP530373714PAUSD285212090.124LongABS-MBSUSGSEUSN22052-06-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPQ674431820PAUSD41615220.018LongABS-MBSUSGSEUSN22052-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPX6930279587PAUSD296783210.129LongABS-MBSUSGSEUSN22052-08-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPY351619090PAUSD15229970.007LongABS-MBSUSGSEUSN22052-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPYS02888626PAUSD27115500.012LongABS-MBSUSGSEUSN22052-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QPYX97829213PAUSD73221160.032LongABS-MBSUSGSEUSN22052-08-01Fixed3.5NNNNNNFnma Pass-Thru IB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QQD6914125528PAUSD140822690.061LongABS-MBSUSGSEUSN22052-09-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QQEC537981920PAUSD385094930.167LongABS-MBSUSGSEUSN22052-09-01Fixed5.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QQL376425420PAUSD65855080.029LongABS-MBSUSGSEUSN22052-10-01Fixed5.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QQVP720667583PAUSD205185400.089LongABS-MBSUSGSEUSN22052-11-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QQZ999449048PAUSD93085870.04LongABS-MBSUSGSEUSN22052-12-01Fixed4.5NNNNNNFnma Pass-Thru IB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QRBQ511890068PAUSD119189350.052LongABS-MBSUSGSEUSN22053-01-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X6FJ51008062PAUSD9510150.004LongABS-MBSUSGSEUSN22047-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X6NZ01136978PAUSD10726350.005LongABS-MBSUSGSEUSN22047-03-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X6ZM61176797PAUSD11480780.005LongABS-MBSUSGSEUSN22049-11-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X7JB625828522PAUSD242887910.105LongABS-MBSUSGSEUSN22048-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X7ST721881069PAUSD211828130.092LongABS-MBSUSGSEUSN22050-09-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X8S2410408110PAUSD100965090.044LongABS-MBSUSGSEUSN22050-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XBJE153994431PAUSD522713910.226LongABS-MBSUSGSEUSN22051-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XBJZ410347666PAUSD102877200.045LongABS-MBSUSGSEUSN22050-01-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XC3V813929936PAUSD130437780.056LongABS-MBSUSGSEUSN22051-02-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XDEL63991296PAUSD38718030.017LongABS-MBSUSGSEUSN22050-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XFC2519231755PAUSD187927170.081LongABS-MBSUSGSEUSN22050-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XFMH114116605PAUSD122924090.053LongABS-MBSUSGSEUSN22052-01-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XFWY369344001PAUSD603131510.261LongABS-MBSUSGSEUSN22052-02-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XGFX228628314PAUSD248852310.108LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFnma Pass-Thru IB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XGHK850199898PAUSD485979470.21LongABS-MBSUSGSEUSN22051-10-01Fixed4NNNNNNFnma Pass-Thru IB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XGJ674799167PAUSD45203010.02LongABS-MBSUSGSEUSN22052-03-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XGXG921047380PAUSD205337310.089LongABS-MBSUSGSEUSN22050-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XGZE28096719PAUSD78458560.034LongABS-MBSUSGSEUSN22052-04-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHCF27232370PAUSD67980060.029LongABS-MBSUSGSEUSN22052-04-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHL2117642861PAUSD166012420.072LongABS-MBSUSGSEUSN22052-06-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHLE533664409PAUSD316317560.137LongABS-MBSUSGSEUSN22049-12-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHLR613189181PAUSD127943190.055LongABS-MBSUSGSEUSN22049-11-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHVN439252786PAUSD367225850.159LongABS-MBSUSGSEUSN22052-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHZL4515012PAUSD4995930.002LongABS-MBSUSGSEUSN22051-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XHZN01051094PAUSD10175530.004LongABS-MBSUSGSEUSN22051-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XJAP812933643PAUSD128587160.056LongABS-MBSUSGSEUSN22050-10-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XJKP77512055PAUSD72723340.031LongABS-MBSUSGSEUSN22051-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XJLW1145284673PAUSD1311499170.568LongABS-MBSUSGSEUSN22051-12-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XJTC713775628PAUSD141188450.061LongABS-MBSUSGSEUSN22052-11-01Fixed5.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31416CE69203216PAUSD2149500.001LongABS-MBSUSGSEUSN22037-02-01Fixed6NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31417EMM0644765PAUSD5930270.003LongABS-MBSUSGSEUSN22043-01-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418AQR2155038PAUSD1425970.001LongABS-MBSUSGSEUSN22043-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418BW931297470PAUSD12240450.005LongABS-MBSUSGSEUSN22045-12-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418C4F86029896PAUSD58493710.025LongABS-MBSUSGSEUSN22048-11-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418CQB34229559PAUSD41091330.018LongABS-MBSUSGSEUSN22047-10-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418CYM05196300PAUSD50407310.022LongABS-MBSUSGSEUSN22048-07-01Fixed4NNNNNNFederal National Mortgage AssociationB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418DB9210747765PAUSD100640420.044LongABS-MBSUSGSEUSN22049-05-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418DCZ3807509PAUSD7817400.003LongABS-MBSUSGSEUSN22049-06-01Fixed4NNNNNNFederal National Mortgage AssociationB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418DFQ011450920PAUSD103394950.045LongABS-MBSUSGSEUSN22049-09-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418DKW1780966PAUSD7749810.003LongABS-MBSUSGSEUSN22050-01-01Fixed4.5NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2022-DNA6 M1A35564KH363577257PAUSD35778470.015LongABS-MBSUSGSEUSY22042-09-25Floating6.70979NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA7 M135564KMA412000147PAUSD118214180.051LongABS-MBSUSGSEUSY22041-11-25Floating5.40979NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2022-DNA2 M1A35564KRE14673534PAUSD46299090.02LongABS-MBSUSGSEUSY22042-02-25Floating5.85979NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2022-DNA3 M1A35564KUW74404466PAUSD44035380.019LongABS-MBSUSGSEUSY22042-04-25Floating6.55979NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA4 M235565AAH3277797PAUSD2771090.001LongABS-MBSUSGSEUSY22049-10-25Floating6.79529NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179T7M13563291PAUSD36185420.016LongABS-MBSUSGAUSN22048-08-20Fixed5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179TSJ51215837PAUSD12140510.005LongABS-MBSUSGAUSN22048-02-20Fixed4.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179TZ579312081PAUSD90784500.039LongABS-MBSUSGAUSN22048-06-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179WJS824044667PAUSD219786710.095LongABS-MBSUSGAUSN22051-07-20Fixed3NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179WLQ954201228PAUSD495289810.214LongABS-MBSUSGAUSN22051-08-20Fixed3NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3617AUZW31969619PAUSD19202980.008LongABS-MBSUSGAUSN22047-07-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617B13X9239459PAUSD2338640.001LongABS-MBSUSGAUSN22047-08-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617B14A81188141PAUSD11603800.005LongABS-MBSUSGAUSN22047-08-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617B14U4154728PAUSD1511130.001LongABS-MBSUSGAUSN22047-08-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3617BA5W9241351PAUSD2353070.001LongABS-MBSUSGAUSN22047-08-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3617BN3S2315343PAUSD3074470.001LongABS-MBSUSGAUSN22047-11-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3617BN4U6853903PAUSD8325210.004LongABS-MBSUSGAUSN22047-12-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617H1CH8409712PAUSD4091110.002LongABS-MBSUSGAUSN22048-05-20Fixed4.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617H1CJ42027176PAUSD20242030.009LongABS-MBSUSGAUSN22048-05-20Fixed4.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3622A2QL99628797PAUSD94870700.041LongABS-MBSUSGAUSN22045-01-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3622A2UF711646804PAUSD115998700.05LongABS-MBSUSGAUSN22046-08-15Fixed4.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool36291EBY656646PAUSD598880LongABS-MBSUSGAUSN22034-01-15Fixed6NNNNNNGreat Wolf TrustN/AGreat Wolf Trust39152TAA819125000PAUSD186917940.081LongABS-MBSCORPUSY22036-12-15Floating5.97548NNNNNNGreat Wolf TrustN/AGreat Wolf Trust39152TAG54405000PAUSD42870340.019LongABS-MBSCORPUSY22036-12-15Floating6.27548NNNNNNGreat Wolf TrustN/AGreat Wolf Trust39152TAJ94900000PAUSD47576140.021LongABS-MBSCORPUSY22036-12-15Floating6.57448NNNNNNJP Morgan Chase Commercial MorN/AJP Morgan Chase Commercial Mortgage Sec Trust 2020-ACE A46591PAA020581000PAUSD191552680.083LongABS-MBSCORPUSY22037-01-10Fixed3.2865NNNNNNJP Morgan Chase Commercial MorN/AJP Morgan Chase Commercial Mortgage Sec Trust 2020-ACE B46591PAE214000000PAUSD127923490.055LongABS-MBSCORPUSY22037-01-10Fixed3.6401NNNNNNNew Residential Mortgage Loan549300U1MV4J7YQZG974New Residential Mortgage Loan Trust 2018-264828CAA71394288PAUSD13373890.006LongABS-MBSCORPUSY22058-02-25Variable4.5NNNNNNSMRTN/ASMRT 2022-MINI A78457JAA010990000PAUSD105983710.046LongABS-MBSCORPUSY22039-01-15Floating5.828NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2022-HQA2 M1A35564KB247172179PAUSD72352420.031LongABS-CBDOUSGSEUSY22042-07-25Floating7.20979NNNNNNChase Mortgage Finance CorporaN/AChase Mortgage Finance Corp 2021-CL1 M146591HBX715412562PAUSD139087150.06LongABS-CBDOCORPUSY22050-02-25Floating5.75979NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2022-2 A169377AAA524426133PAUSD237951060.103LongABS-CBDOCORPUSY22027-03-25Variable5NNNNNNVMC Finance LLCN/AVMC Finance LLC 2021-HT1 A91835TAA410311722PAUSD100065220.043LongABS-CBDOCORPUSY22037-01-18Floating6.41143NNNNNNAimco549300VLRW0CEQ83RF89Aimco 2020-11A AR00140NAN05821000PAUSD56680710.025LongABS-CBDOCORPKYY22034-10-17Floating5.92243NNNNNNARES CLO LtdN/AARES CLO Ltd 2021-60A A04018FAA65454000PAUSD53046690.023LongABS-CBDOCORPKYY22034-07-18Floating5.91471NNNNNNBabson CLO Ltd5493000D71NBEM2WZE67Babson CLO Ltd 2018-3A A106760PAC58340104PAUSD82887870.036LongABS-CBDOCORPKYY22029-07-20Floating5.75771NNNNNNBabson CLO Ltd549300T40QLO0VJIOB35Babson CLO Ltd 2019-3A A1R06761KAL522450000PAUSD221535250.096LongABS-CBDOCORPKYY22031-04-20Floating5.87771NNNNNNBabson CLO Ltd549300Q89L7I93JSRH83Babson CLO Ltd 2020-4A A06762BAC47293853PAUSD71932050.031LongABS-CBDOCORPKYY22032-01-20Floating6.02771NNNNNNCBAM CLO ManagementN/ACBAM CLO Management 2019-11RA A112510TAA216984000PAUSD165297290.072LongABS-CBDOCORPKYY22035-01-20Floating5.4226NNNNNNCBAM CLO ManagementN/ACBAM CLO Management 2019-11RA B12510TAC86819244PAUSD64316310.028LongABS-CBDOCORPKYY22035-01-20Floating5.9926NNNNNNCIFC Funding LtdN/ACIFC Funding Ltd 2021-4A A12547DAA419742995PAUSD192922230.084LongABS-CBDOCORPKYY22033-07-15Floating5.84243NNNNNNCIFC Funding Ltd635400OB7ZCBUWDQNV87CIFC Funding Ltd 2018-3A A12551YAA110918000PAUSD107693620.047LongABS-CBDOCORPKYY22031-07-18Floating5.89471NNNNNNCIFC Funding Ltd54930089HD7KU5NUS092CIFC Funding Ltd 2021-7A B12567HAE25524216PAUSD53140030.023LongABS-CBDOCORPKYY22035-01-23Floating6.41529NNNNNNCedar Funding Ltd2549004YLPCISGLL7978Cedar Funding Ltd 2019-11A A1R15033LAQ521276000PAUSD209195420.091LongABS-CBDOCORPKYY22032-05-29Floating5.78386NNNNNNDryden Senior Loan Fund2549001LFFVBUD1OX384Dryden Senior Loan Fund 2020-83A A26246EAC27111119PAUSD70130990.03LongABS-CBDOCORPKYY22032-01-18Floating6.01471NNNNNNElmwood CLO II Ltd.N/AElmwood CLO VIII Ltd 2019-2A AR29001LAL58217000PAUSD80317230.035LongABS-CBDOCORPKYY22034-04-20Floating5.95771NNNNNNHighbridge Loan Management LtdN/AHighbridge Loan Management Ltd 2021-16A B40440XAC55360143PAUSD51245700.022LongABS-CBDOCORPKYY22035-01-23Floating6.51529NNNNNNLCM Ltd PartnershipN/ALCM LP 24A AR50188YAE46924870PAUSD68273330.03LongABS-CBDOCORPKYY22030-03-20Floating5.78771NNNNNNMadison Park Funding LtdN/AMadison Park Funding Ltd 2019-35A A1R55819MAN628249000PAUSD277998690.12LongABS-CBDOCORPKYY22032-04-20Floating5.79771NNNNNNRegatta XXIII Funding LtdN/ARegatta XXIII Funding Ltd 2021-4A B75889FAG95891224PAUSD56585970.025LongABS-CBDOCORPKYY22035-01-20Floating6.50771NNNNNNSound Point CLO LTDN/ASound Point CLO Ltd 2019-1A AR83611KAL626345000PAUSD258152550.112LongABS-CBDOCORPKYY22032-01-20Floating5.88771NNNNNNTHL Credit Wind River 2019-1 C549300TGVPUHSOMYKZ89THL Credit Wind River CLO Ltd 2019-1A AR97316JAC77594000PAUSD73555710.032LongABS-CBDOCORPKYY22034-07-20Floating5.96771NNNNNNACC Auto TrustN/AACC Auto Trust 2022-A A00085YAA15699774PAUSD56043860.024LongABS-OCORPUSY22026-07-15Fixed4.58NNNNNNAffirm IncN/AAffirm Asset Securitization Trust 2021-B A00834DAA112148000PAUSD117426480.051LongABS-OCORPUSY22026-08-17Fixed1.03NNNNNNAngel Oak Mortgage TrustN/AAngel Oak Mortgage Trust I LLC 2019-503464KAA61448404PAUSD13880930.006LongABS-OCORPUSY22049-10-25Variable2.593NNNNNNAngel Oak Mortgage TrustN/AAngel Oak Mortgage Trust I LLC 2019-603464VAA21261337PAUSD11852080.005LongABS-OCORPUSY22059-11-25Variable2.62NNNNNNAngel Oak Mortgage TrustN/AAngel Oak Mortgage Trust I LLC 2020-303465LAB13074830PAUSD28202010.012LongABS-OCORPUSY22065-04-25Variable2.41NNNNNNAqua Finance TrustN/AAqua Finance Trust 2021-A A03842VAA55130118PAUSD46293930.02LongABS-OCORPUSY22046-07-17Fixed1.54NNNNNNArivo Acceptance Auto Loan RecN/AArivo Acceptance Auto Loan Receivables 2022-1A A04047EAA45959073PAUSD58271410.025LongABS-OCORPUSY22028-05-15Fixed3.93NNNNNNBarclays Commercial Mortgage SN/ABarclays Commercial Mortgage Securities LLC 2017-DELC05552EAA87553000PAUSD74814780.032LongABS-OCORPUSY22036-08-15Floating5.65943NNNNNNBPR TrustN/ABPR Trust 2022-OANA A05592DAA233039000PAUSD317467790.137LongABS-OCORPUSY22037-04-15Floating6.72509NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-VINO A05608KAA818990000PAUSD182294010.079LongABS-OCORPUSY22038-05-15Floating5.33633NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-LBA AV05609BAV118857000PAUSD179704430.078LongABS-OCORPUSY22036-02-15Floating5.74248NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-LBA AJV05609BCD918764000PAUSD178990360.078LongABS-OCORPUSY22036-02-15Floating5.74248NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-VOLT B05609VAG015945000PAUSD151279770.066LongABS-OCORPUSY22036-09-15Floating5.63444NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-VOLT D05609VAL916692000PAUSD156766910.068LongABS-OCORPUSY22036-09-15Floating6.33444NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2021-5 AF07336JAX615518419PAUSD139830700.061LongABS-OCORPUSY22051-11-25Floating5NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2022-2 A107336NAA731909083PAUSD269446570.117LongABS-OCORPUSY22051-12-25Variable3NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2020-VKNG A12433YAA53140315PAUSD30640110.013LongABS-OCORPUSY22037-10-15Floating5.87157NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2021-1A A112530MAE515921877PAUSD140404530.061LongABS-OCORPUSY22061-03-15Fixed1.53NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2021-1A B112530MAG06012431PAUSD49169070.021LongABS-OCORPUSY22061-03-15Fixed1.98NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2022-1A A112530MAL921399275PAUSD208346870.09LongABS-OCORPUSY22062-08-15Fixed5.97NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2022-1A A212530MAM750015634PAUSD478468060.207LongABS-OCORPUSY22062-08-15Fixed6.11NNNNNNCIM TrustN/ACIM Trust 2021-NR1 A112565YAA57794858PAUSD74175840.032LongABS-OCORPUSY22055-07-25Variable2.569NNNNNNCOLT Funding LLCN/ACOLT Funding LLC 2020-312597QAA41102315PAUSD10203130.004LongABS-OCORPUSY22065-04-27Variable1.506NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2019-ICE412653VAA426496081PAUSD262118950.114LongABS-OCORPUSY22036-05-15Floating5.664NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2019-ICE4 C12653VAE65494331PAUSD53918870.023LongABS-OCORPUSY22036-05-15Floating6.114NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2021-WEHO A12657CAA212440454PAUSD121442960.053LongABS-OCORPUSY22023-04-15Floating8.6543NNNNNNCP EF ASSET SECURITIZATION I,N/ACP EF Asset Securitization I LLC 2002-1A A12662AAA97860943PAUSD77756840.034LongABS-OCORPUSY22030-04-15Fixed5.96NNNNNNCarvana Auto Receivables TrustN/ACarvana Auto Receivables Trust 2021-P4 A214687KAB23109879PAUSD30843610.013LongABS-OCORPUSN22025-04-10Fixed0.82NNNNNNCold Storage TrustN/ACold Storage Trust 2020-ICE5 A193051AA724568865PAUSD239042420.104LongABS-OCORPUSY22037-11-15Floating5.58443NNNNNNCold Storage TrustN/ACold Storage Trust 2020-ICE5 B193051AJ810924957PAUSD105807520.046LongABS-OCORPUSY22037-11-15Floating5.98443NNNNNNCold Storage TrustN/ACold Storage Trust 2020-ICE5 C193051AL310966242PAUSD105769550.046LongABS-OCORPUSY22037-11-15Floating6.33443NNNNNNCOLT Funding LLCN/ACOLT Funding LLC 2020-219688JAA5253129PAUSD2473790.001LongABS-OCORPUSY22065-03-25Variable1.853NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0220753KAB8281587PAUSD2815880.001LongABS-OUSGSEUSY22031-08-25Floating7.14529NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2018-R0720753QAE91139805PAUSD11400740.005LongABS-OUSGSEUSY22031-04-25Floating7.24529NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R03 1M120753XAA221750929PAUSD216988170.094LongABS-OUSGSEUSY22042-03-25Floating6.65979NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R04 1M120753YCH39335367PAUSD93121500.04LongABS-OUSGSEUSY22042-03-25Floating6.55979NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2021-R03 1M220754AAB910646000PAUSD100778920.044LongABS-OUSGSEUSY22041-12-25Floating6.20979NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R02 2M220754BAB712368000PAUSD117196480.051LongABS-OUSGSEUSY22042-01-25Floating7.55979NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R05 2M120754DAA510145647PAUSD101273940.044LongABS-OUSGSEUSY22042-04-25Floating6.45979NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R05 2M220754DAB39001000PAUSD87729010.038LongABS-OUSGSEUSY22042-04-25Floating7.55979NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2021-R02 2M220754KAB732659000PAUSD302924090.131LongABS-OUSGSEUSY22041-11-25Floating6.55979NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R06 1M120754NAB16917085PAUSD70026320.03LongABS-OUSGSEUSY22042-05-25Floating7.30979NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R08 1M120755DAA45633739PAUSD56689020.025LongABS-OUSGSEUSY22042-07-25Floating7.10979NNNNNNConsumer Loan Underlying BondN/AConsumer Loan Underlying Bond Credit Trust 2019-P2 C21054PAD71312638PAUSD13088840.006LongABS-OCORPUSY22026-10-15Fixed4.41NNNNNNConsumer Loan Underlying BondN/AConsumer Loan Underlying Bond Credit Trust 2020-P1 C21055JAC2685084PAUSD6809980.003LongABS-OCORPUSY22028-03-15Fixed4.61NNNNNNDiamond Infrastructure FundingN/ADiamond Infrastructure Funding LLC 2021-1A A25265LAA817354000PAUSD148518740.064LongABS-OCORPUSY22049-04-15Fixed1.76NNNNNNExeter Automobile ReceivablesN/AExeter Automobile Receivables Trust 2021-1A D30166RAF411355000PAUSD106953190.046LongABS-OCORPUSN22026-11-16Fixed1.08NNNNNNExeter Automobile Receivables549300KR7NUJOX0UJ040Exeter Automobile Receivables Trust 2019-130167DAE78200000PAUSD81466890.035LongABS-OCORPUSY22026-01-15Fixed5.2NNNNNNExtended Stay America Trust549300IESZBC3BJUJW64Extended Stay America Trust 2021-ESH A30227FAA88882373PAUSD86100930.037LongABS-OCORPUSY22038-07-15Floating5.765NNNNNNFREED ABS TrustN/AFREED ABS Trust 2019-2 C30312JAC2508667PAUSD5082850.002LongABS-OCORPUSY22026-11-18Fixed4.86NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2014-C0430711XAP9668496PAUSD6964290.003LongABS-OUSGSEUSN22024-11-25Floating9.74529NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2015-C01 1M230711XAT13998651PAUSD41234840.018LongABS-OUSGSEUSN22025-02-25Floating9.14529NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Fannie Mae Connecticut Avenue Securities30711XBB93090415PAUSD32141570.014LongABS-OUSGSEUSN22025-07-25Floating9.84529NNNNNNFlagstar Mortgage TrustN/AFlagstar Mortgage Trust 2021-13IN A233853HAB733033398PAUSD278264920.12LongABS-OCORPUSY22051-12-30Variable3NNNNNNFoursight Capital Automobile RN/AFoursight Capital Auto Receivables Trust 2021-1 B35105WAG46135485PAUSD60532150.026LongABS-OCORPUSY22026-01-15Fixed0.87NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2021-HQA1 M235564KBS723429000PAUSD225466960.098LongABS-OUSGSEUSY22033-08-25Floating6.80979NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M235564KDB210269549PAUSD101021070.044LongABS-OUSGSEUSY22033-08-25Floating6.85979NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2022-HQA3 M1A35564KE396433679PAUSD64517320.028LongABS-OUSGSEUSY22042-08-25Floating6.85979NNNNNNFreddie Mac - STACR5493005LAQ76UDHPEE03Freddie Mac Structured Agency Credit Risk Debt Notes 2021-HQA4 M135564KNK121878691PAUSD210757460.091LongABS-OUSGSEUSY22041-12-25Floating5.50979NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2022-HQA1 M1A35564KTA79516713PAUSD95052340.041LongABS-OUSGSEUSY22042-03-25Floating6.65979NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2022-DNA5 M1A35564KYN313901611PAUSD140832250.061LongABS-OUSGSEUSY22042-06-25Floating7.50979NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA2 M235565LAH94462835PAUSD45523580.02LongABS-OUSGSEUSY22050-03-25Floating7.94529NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA5 M235565TAH215664839PAUSD156693020.068LongABS-OUSGSEUSY22050-11-25Floating7.15979NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2020-DNA6 M235566CAH814211718PAUSD142116380.062LongABS-OUSGSEUSY22050-12-25Floating6.55979NNNNNNFreedom FinancialN/AFREED ABS Trust 2022-3FP A35634EAA73225739PAUSD32205410.014LongABS-OCORPUSY22029-08-20Fixed4.5NNNNNNGCATN/AGCAT 2022-INV1 A136168YAA542338769PAUSD356158900.154LongABS-OCORPUSY22051-12-25Variable3NNNNNNNRZ Excess Spread CollateralizN/ANRZ Excess Spread Collateralized Notes 2020-PLS1 A433674AA63677829PAUSD34311670.015LongABS-OCORPUSY22025-12-25Fixed3.844NNNNNNJPMorgan Chase Bank, NA - CACL7H6GLXDRUGQFU57RNE97Chase Auto Credit Linked Notes 2021-1 B46591HBR02552708PAUSD24734800.011LongABS-OCORPUSY22028-09-25Fixed0.875NNNNNNJPMorgan Chase Bank, NA - CACL7H6GLXDRUGQFU57RNE97Chase Auto Credit Linked Notes 2021-2 B48128U2M05802625PAUSD56026380.024LongABS-OCORPUSY22028-12-26Fixed0.889NNNNNNLAD Auto Receivables TrustN/ALAD Auto Receivables Trust 2021-1A A501683AA45072055PAUSD49166600.021LongABS-OCORPUSY22026-08-17Fixed1.3NNNNNNLAD Auto Receivables TrustN/ALAD Auto Receivables Trust 2022-1A A501687AA518326236PAUSD182242130.079LongABS-OCORPUSY22027-06-15Fixed5.21NNNNNNLendbuzz Securitization TrustN/ALendbuzz Securitization Trust 2021-1A A52607KAA115427599PAUSD149224780.065LongABS-OCORPUSY22027-05-17Fixed4.22NNNNNNLENDBUZZ SECURITIZATION TRUST 2023-1N/ALendbuzz Securitization Trust 2023-1A A252608LAB68680000PAUSD86813520.038LongABS-OCORPUSY22028-08-15Fixed6.92NNNNNNOasis SecuritisationN/AOasis Securitization 2022-2A A53161MAA35457235PAUSD54291220.024LongABS-OCORPUSY22034-10-15Fixed6.85NNNNNNOasis SecuritisationN/AOasis Securitization 2022-1A A53161NAA15025726PAUSD49497500.021LongABS-OCORPUSY22034-05-15Fixed4.75NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2021-BMR A53218CAA826199103PAUSD253912570.11LongABS-OCORPUSY22038-03-15Floating5.64148NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2021-BMR C53218CAE015119064PAUSD143339400.062LongABS-OCORPUSY22038-03-15Floating6.04148NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2022-BMR2 A153218DAA636759000PAUSD358026260.155LongABS-OCORPUSY22039-05-15Floating6.12233NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2022-BMR2 B53218DAE86155000PAUSD59375490.026LongABS-OCORPUSY22039-05-15Floating6.621NNNNNNMHC Commercial Mortgage TrustN/AMHC Commercial Mortgage Trust 2021-MHC A55316VAA227729249PAUSD267868660.116LongABS-OCORPUSY22038-04-15Floating5.484962NNNNNNMHC Commercial Mortgage TrustN/AMHC Commercial Mortgage Trust 2021-MHC C55316VAE415653295PAUSD148824200.064LongABS-OCORPUSY22038-04-15Floating6.034962NNNNNNMED TrustN/AMED Trust 2021-MDLN E58403YAU021360541PAUSD198552310.086LongABS-OCORPUSY22038-11-15Floating7.835NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2022-INV1 A2585490AC928816962PAUSD244093190.106LongABS-OCORPUSY22052-03-25Variable3NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2021-INV3 A11585491BC613790072PAUSD125121500.054LongABS-OCORPUSY22051-10-25Floating5NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2021-INV2 A1158549XBC611057485PAUSD100326970.043LongABS-OCORPUSY22051-08-25Floating5NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2021-INV4 A358550NAC58356667PAUSD67170010.029LongABS-OCORPUSY22051-12-25Variable2.5NNNNNNMERCURY FINANCIAL CREDIT CARD MASTER TRUSTN/AMercury Financial Credit Card Master Trust 2023-1A A58940BAR714553000PAUSD146158880.063LongABS-OCORPUSY22027-09-20Fixed8.04NNNNNNNRZ Excess Spread CollateralizN/ANRZ Excess Spread Collateralized Notes 2021-FHT1 A62955MAB29670254PAUSD87570810.038LongABS-OCORPUSY22026-07-25Fixed3.104NNNNNNNew Economy Assets Phase 1 Iss549300Q2EHQ6RJPQKP05New Economy Assets Phase 1 Issuer LLC 2021-1 B1643821AB78554000PAUSD72878050.032LongABS-OCORPUSY22061-10-20Fixed2.41NNNNNNOnslow Bay Financial LLCN/AOnslow Bay Financial LLC 2022-INV1 A167115NAA832183192PAUSD271380640.118LongABS-OCORPUSY22051-12-25Variable3NNNNNNOnslow Bay Financial LLCN/AOnslow Bay Financial LLC 2022-INV1 A1867115NAU413646820PAUSD111425620.048LongABS-OCORPUSY22051-12-25Variable3NNNNNNOnslow Bay Financial LLCN/AOnslow Bay Financial LLC 2021-INV3 A367117JAC19696030PAUSD78613440.034LongABS-OCORPUSY22051-10-25Variable2.5NNNNNNOak Street Investment Grade NeN/AOak Street Investment Grade Net Lease Fund 2020-1A A167181DAA913027415PAUSD116964040.051LongABS-OCORPUSY22050-11-20Fixed1.85NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2022-1 A167648BAA017095699PAUSD144319430.062LongABS-OCORPUSY22051-12-25Variable3NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2020-4 A169359XAA79217217PAUSD89375870.039LongABS-OCORPUSY22025-10-25Variable2.951NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2021-10 A169360HAA923771384PAUSD219140520.095LongABS-OCORPUSY22026-10-25Variable2.487NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2021-9 A169360XAA417306321PAUSD161267530.07LongABS-OCORPUSY22026-10-25Variable2.363NNNNNNPagaya AI Debt Selection TrustN/APagaya AI Debt Selection Trust 2022-1 A69546MAA57355696PAUSD71148730.031LongABS-OCORPUSY22029-10-15Fixed2.03NNNNNNWoodward Capital ManagementN/AWoodward Capital Management 2021-3 A2174938DAW39873762PAUSD89618020.039LongABS-OCORPUSY22051-07-25Floating5NNNNNNReach Financial LLC5967007LIEEXZXK7FS45Reach Financial LLC 2022-2A A75526GAA94982104PAUSD49730040.022LongABS-OCORPUSY22030-05-15Fixed6.63NNNNNNSREIT TrustN/ASREIT Trust 2021-MFP A78472UAA62350000PAUSD22507100.01LongABS-OCORPUSY22038-11-15Floating5.41523NNNNNNSantander Drive Auto ReceivablN/ASantander Drive Auto Receivables Trust 2020-3 D80285WAG227434000PAUSD265840760.115LongABS-OCORPUSN22026-11-16Fixed1.64NNNNNNSantander Bank Auto Credit-LinN/ASantander Bank Auto Credit-Linked Notes 2021-1A B80290CAE43050702PAUSD29346820.013LongABS-OCORPUSY22031-12-15Fixed1.833NNNNNNSantander Bank Auto Credit-LinN/ASantander Bank Auto Credit-Linked Notes 2022-A B80290CAS312075374PAUSD117564350.051LongABS-OCORPUSY22032-05-15Fixed5.281NNNNNNSantander Bank Auto Credit-LinN/ASantander Bank Auto Credit-Linked Notes 2022-B A280290CBD54881087PAUSD48700570.021LongABS-OCORPUSY22032-08-16Fixed5.587NNNNNNSequoia Mortgage Trust549300671OK77JNRLK28Sequoia Mortgage Trust 2013-581745AAA52242045PAUSD19380980.008LongABS-OCORPUSY22043-05-25Variable2.5NNNNNNSequoia Mortgage TrustN/ASequoia Mortgage Trust 2020-281748KBN1926778PAUSD8257790.004LongABS-OCORPUSY22050-03-25Variable3.5NNNNNNSPRUCE HILL MORTGAGE LOAN TRUSN/ASpruce Hill Mortgage Loan Trust 2020-SH1 A185209FAA4102565PAUSD1011700LongABS-OCORPUSY22050-01-28Variable2.521NNNNNNSPRUCE HILL MORTGAGE LOAN TRUSN/ASpruce Hill Mortgage Loan Trust 2020-SH1 A285209FAB2573829PAUSD5652990.002LongABS-OCORPUSY22050-01-28Variable2.624NNNNNNTPI Re-Remic TrustN/ATPI Re-Remic Trust 2022-FRR1 AK33872659AA58395000PAUSD82250040.036LongABS-OCORPUSY22046-07-25None0NNNNNNTPI Re-Remic TrustN/ATPI Re-Remic Trust 2022-FRR1 AK34872659AC16915000PAUSD67749730.029LongABS-OCORPUSY22046-07-25None0NNNNNNTPI Re-Remic TrustN/ATPI Re-Remic Trust 2022-FRR1 AK35872659AE79375000PAUSD91323630.04LongABS-OCORPUSY22046-08-25None0NNNNNNTesla Auto Lease TrustN/ATesla Auto Lease Trust 2021-B A388161KAC98570000PAUSD82139520.036LongABS-OCORPUSY22025-09-22Fixed0.6NNNNNNTesla Auto Lease TrustN/ATesla Auto Lease Trust 2021-B B88161KAE54395000PAUSD41406260.018LongABS-OCORPUSY22025-09-22Fixed0.91NNNNNNTheorem Funding TrustN/ATheorem Funding Trust 2021-1A A88339VAA65413200PAUSD53470810.023LongABS-OCORPUSY22027-12-15Fixed1.21NNNNNNTricolor Auto Securitization TN/ATricolor Auto Securitization Trust 2022-1A A89616BAA21430284PAUSD14204400.006LongABS-OCORPUSY22025-02-18Fixed3.3NNNNNN280 Park Avenue Mortgage TrustN/A208 Park Avenue Mortgage Trust 2017-280P90205FAA811417538PAUSD110832180.048LongABS-OCORPUSY22034-09-15Floating5.599NNNNNNUnited Wholesale Mortgage LLCN/AUnited Wholesale Mortgage LLC 2021-INV1 A990354XAJ913192235PAUSD119200290.052LongABS-OCORPUSY22051-08-25Floating5NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2021-5 A91679JAA52951859PAUSD28742720.012LongABS-OCORPUSY22031-11-20Fixed1.31NNNNNNUpstart Securitization Trust549300WNB47JRNENIC75Upstart Securitization Trust 2022-2 A91679TAA319445872PAUSD191297630.083LongABS-OCORPUSY22032-05-20Fixed4.37NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2022-1 A91679WAA614035410PAUSD136876560.059LongABS-OCORPUSY22032-03-20Fixed3.12NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2021-4 A91682NAA14078037PAUSD39824790.017LongABS-OCORPUSY22031-09-20Fixed0.84NNNNNNVCAT Asset Securitization, LLCN/AVCAT Asset Securitization LLC 2021-NPL1 A191790CAA42588456PAUSD24621510.011LongABS-OCORPUSY22050-12-26Variable2.2891NNNNNNUnited Wholesale Mortgage LLCN/AUnited Wholesale Mortgage LLC 2021-INV4 A3918307AC36439915PAUSD52337710.023LongABS-OCORPUSY22051-12-25Variable2.5NNNNNNVantage Data Centers LLCN/AVantage Data Centers LLC 2020-1A A292212KAB217832000PAUSD160620350.07LongABS-OCORPUSY22045-09-15Fixed1.645NNNNNNVantage Data Centers LLC5493000RL8X7WTQ7HO20Vantage Data Centers LLC 2020-2A A292212KAC011511000PAUSD97142890.042LongABS-OCORPUSY22045-09-15Fixed1.992NNNNNNVASA TrustN/AVASA Trust 2021-VASA A92230AAA48418000PAUSD80068910.035LongABS-OCORPUSY22039-07-15Floating5.584NNNNNNWells Fargo Commercial MortgagN/AWells Fargo Commercial Mortgage Trust 2021-SAVE A95003LAA85873190PAUSD54816190.024LongABS-OCORPUSY22040-02-15Floating5.834NNNNNNWestgate ResortsN/AWestgate Resorts 2022-1A A96034JAA44789612PAUSD45203120.02LongABS-OCORPUSY22036-08-20Fixed1.788NNNNNNWestlake Automobile ReceivableN/AWestlake Automobile Receivable Trust 2020-1A D96042KAF012457000PAUSD122856120.053LongABS-OCORPUSY22025-06-16Fixed2.8NNNNNNN/AN/AUS 5YR NOTE (CBT) Jun23N/A6120NCUSD131744930.057N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2023-07-06657013320USD13174493NNNN/AN/AUS 2YR NOTE (CBT) Jun23N/A5055NCUSD91038640.039N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2023-07-061034516688USD9103864NNNN/AN/AUS 10YR NOTE (CBT)Jun23N/A2134NCUSD51054200.022N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2023-06-30240137861USD5105420NNNN/AN/AUS 10yr Ultra Fut Jun23N/A-1519NCUSD-5874266-0.025N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2023-06-30-178138343USD-5874266NNNN/AN/AUS ULTRA BOND CBT Jun23N/A1105NCUSD61292970.027N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2023-06-30149813828USD6129297NNNN/AN/ACDX IG CDSI S39N/A-125930000OUNotionalUSD-1458147-0.006N/ADCRUSN2Citigroup Global Markets IncG7D5LKZKIBRMES6BO437CDX IG CDSICDX IG CDSI S39 5YYCDX IG CDSI S392027-12-200USD648658.77USD-125930000USD-809488NNNN/AN/ACDX IG CDSI S39N/A-219013000OUNotionalUSD-2535958-0.011N/ADCRUSN2Citigroup Global Markets IncG7D5LKZKIBRMES6BO437CDX IG CDSICDX IG CDSI S39 5YYCDX IG CDSI S392027-12-200USD973755.81USD-219013000USD-1562202NNN2023-05-15JANUS INVESTMENT FUNDJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER