0001752724-24-010001.txt : 20240124
0001752724-24-010001.hdr.sgml : 20240124
20240124084559
ACCESSION NUMBER: 0001752724-24-010001
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240124
DATE AS OF CHANGE: 20240124
PERIOD START: 20231130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MFS GOVERNMENT MARKETS INCOME TRUST
CENTRAL INDEX KEY: 0000811922
ORGANIZATION NAME:
IRS NUMBER: 046565627
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05078
FILM NUMBER: 24554384
BUSINESS ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 24TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 18006372929
MAIL ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 24TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000811922
XXXXXXXX
MFS GOVERNMENT MARKETS INCOME TRUST
811-05078
0000811922
JW62H2NF5KGMYLA2ZL41
111 HUNTINGTON AVENUE
BOSTON
02199
617-954-5000
MFS GOVERNMENT MARKETS INCOME TRUST
JW62H2NF5KGMYLA2ZL41
2023-11-30
2023-11-30
N
113763418.54
6197930.90
107565487.64
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
5131218.68000000
0.00000000
0.00000000
0.00000000
USD
N
80% BBG US Gov/Mtge BI, 20% BBG US Credit
80% LUMSTRUU, 20% LUCRTRUU
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FETQ3
4904015.59000000
PA
USD
57164.64000000
0.053144034628
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Variable
0.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4Y5
88469.11000000
PA
USD
71759.29000000
0.066712187686
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AAL29
108788.40000000
PA
USD
100182.84000000
0.093136601895
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXK1
102636.19000000
PA
USD
92754.23000000
0.086230474137
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABBK8
55021.86000000
PA
USD
50566.34000000
0.047009818027
Long
ABS-MBS
USGSE
US
N
2
2033-01-25
Fixed
2.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAJ1
1415823.18000000
PA
USD
54730.20000000
0.050880818002
Long
ABS-MBS
CORP
US
Y
2
2072-12-15
Variable
0.99000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR24
000000000
12.00000000
NC
USD
7875.03000000
0.007321149350
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUH4 Comdty
2024-03-28
2445656.23000000
USD
7875.03000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
588000.00000000
PA
USD
521831.04000000
0.485128688995
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECG3
226480.22000000
PA
USD
187309.39000000
0.174135212055
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
750000.00000000
PA
USD
573056.13000000
0.532750924644
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L6HF1
80458.72000000
PA
USD
75362.56000000
0.070062026076
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9ZC8
873865.00000000
PA
USD
39996.89000000
0.037183757427
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
0.87000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828V98
1921000.00000000
PA
USD
1796885.38000000
1.670503634040
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0326C9
625000.00000000
PA
USD
558627.86000000
0.519337449451
Long
ABS-MBS
USGA
US
N
2
2053-12-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BFXT3
827000.00000000
PA
USD
804616.50000000
0.748024777884
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Fixed
2.67000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416YDT2
24863.34000000
PA
USD
24025.63000000
0.022335816558
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BG3
123000.00000000
PA
USD
107296.24000000
0.099749689565
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.69000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JK31
56044.33000000
PA
USD
57458.31000000
0.053417049706
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412FS38
17504.42000000
PA
USD
18071.87000000
0.016800807021
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.00000000
N
N
N
N
N
N
ACREC 2021-FL1 Ltd.
N/A
ACREC 2021-FL1 Ltd
00500RAC9
323500.00000000
PA
USD
313902.01000000
0.291824094221
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-16
Floating
6.94000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414CRZ3
30771.85000000
PA
USD
31236.59000000
0.029039602464
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXJ6
121064.11000000
PA
USD
89435.29000000
0.083144967742
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDD5
159821.87000000
PA
USD
147220.05000000
0.136865506985
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
PFP III
N/A
PFP 2021-7 Ltd
69290LAC1
253183.10000000
PA
USD
250034.26000000
0.232448404674
Long
ABS-CBDO
CORP
KY
Y
2
2038-04-14
Floating
6.59000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXAY6
24941.40000000
PA
USD
25753.20000000
0.023941880025
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
6.00000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2C7
376000.00000000
PA
USD
311503.47000000
0.289594252612
Long
DBT
CORP
IN
Y
2
2031-02-10
Fixed
2.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WNE4
450027.56000000
PA
USD
375920.74000000
0.349480812338
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRF3
52353.20000000
PA
USD
47516.85000000
0.044174810194
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MHS42
101093.64000000
PA
USD
82667.64000000
0.076853312167
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B2S75
137667.43000000
PA
USD
116720.46000000
0.108511068522
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378CP92
39945.45000000
PA
USD
39140.57000000
0.036387665652
Long
ABS-MBS
USGA
US
N
2
2041-09-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E0X91
95925.43000000
PA
USD
89704.88000000
0.083395596457
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B45J1
230504.05000000
PA
USD
217153.72000000
0.201880477432
Long
ABS-MBS
USGSE
US
N
2
2033-08-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4X7
47676.02000000
PA
USD
37138.27000000
0.034526194985
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
03880KAC8
374500.00000000
PA
USD
363405.06000000
0.337845407456
Long
ABS-CBDO
CORP
KY
Y
2
2034-08-15
Floating
6.84000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBE8
1168691.26000000
PA
USD
62264.01000000
0.057884746646
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Variable
1.26000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HAMF0
2899969.00000000
PA
USD
41805.37000000
0.038865040188
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Variable
0.30000000
N
N
N
N
N
N
ARI Fleet Lease Trust
N/A
ARI Fleet Lease Trust 2023-B
04033GAB3
100000.00000000
PA
USD
100399.75000000
0.093338255794
Long
ABS-O
CORP
US
Y
2
2032-07-15
Fixed
6.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XTD8
169964.00000000
PA
USD
168879.83000000
0.157001872724
Long
ABS-MBS
USGA
US
N
2
2053-02-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LDH9
130487.92000000
PA
USD
132451.35000000
0.123135545523
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W7K8
801195.28000000
PA
USD
693145.23000000
0.644393703972
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBJ8
435403.39000000
PA
USD
361802.92000000
0.336355952023
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDKV2
51482.44000000
PA
USD
48114.22000000
0.044730164902
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.00000000
N
N
N
N
N
N
MONTEFIORE OBLIGATED GRP
N/A
Montefiore Obligated Group
61237WAF3
614000.00000000
PA
USD
543426.43000000
0.505205193527
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.25000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2022-CRE6 Trust
04002VAC5
512000.00000000
PA
USD
498969.09000000
0.463874706420
Long
ABS-CBDO
CORP
KY
Y
2
2037-01-20
Floating
6.98000000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AD9
175000.00000000
PA
USD
170929.65000000
0.158907521129
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5BK8
21935.77000000
PA
USD
20221.89000000
0.018799607981
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9T51
58904.53000000
PA
USD
55377.25000000
0.051482358528
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPPP7
188469.24000000
PA
USD
146949.41000000
0.136613902120
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LDU3
21857.02000000
PA
USD
21120.80000000
0.019635294241
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0626C0
300000.00000000
PA
USD
304734.34000000
0.283301221131
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AKZ60
99084.97000000
PA
USD
77336.78000000
0.071897391716
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NF78
414140.44000000
PA
USD
378292.95000000
0.351686175835
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FMVC3
226615.13000000
PA
USD
196453.22000000
0.182635921902
Long
ABS-MBS
USGSE
US
N
2
2049-08-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417G5A0
35497.16000000
PA
USD
32195.62000000
0.029931180257
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYWE5
240954.74000000
PA
USD
199257.96000000
0.185243393928
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LK35
42036.06000000
PA
USD
39432.39000000
0.036658960848
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WH6K3
55410.08000000
PA
USD
45646.50000000
0.042436008985
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
2.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2021-C10
05551VBK8
1171161.49000000
PA
USD
72617.63000000
0.067510157387
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384WLN8
11492.01000000
PA
USD
11687.82000000
0.010865771407
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDY67
174825.29000000
PA
USD
142565.35000000
0.132538189644
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RAY5
856838.88000000
PA
USD
30992.46000000
0.028812643051
Long
ABS-MBS
CORP
US
Y
2
2052-01-15
Variable
1.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417AYH6
60475.26000000
PA
USD
56720.49000000
0.052731123378
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
750000.00000000
PA
USD
609315.10000000
0.566459664125
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.69000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
100000.00000000
PA
USD
74002.22000000
0.068797363934
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MHS34
229610.54000000
PA
USD
187759.87000000
0.174554008092
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AA5A5
79303.14000000
PA
USD
76631.36000000
0.071241586573
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDWA0
274632.55000000
PA
USD
239916.05000000
0.223041846658
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.00000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BN2
138000.00000000
PA
USD
120562.78000000
0.112083143622
Long
DBT
CORP
US
N
2
2031-03-30
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KN2Y8
131613.32000000
PA
USD
106675.19000000
0.099172320360
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERSB7
117134.50000000
PA
USD
109806.62000000
0.102083505043
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YHR8
274557.75000000
PA
USD
266716.07000000
0.247956919874
Long
ABS-MBS
USGA
US
N
2
2053-10-20
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RK6
4017000.00000000
PA
USD
2817392.00000000
2.619234163126
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RU4
3470000.00000000
PA
USD
2572137.50000000
2.391229339849
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SA59
276375.40000000
PA
USD
252062.49000000
0.234333981586
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AWL77
120963.19000000
PA
USD
94147.16000000
0.087525434101
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE22
109453.59000000
PA
USD
88752.31000000
0.082510024309
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
2.50000000
N
N
N
N
N
N
Sales Tax Securitization Corp
N/A
SALES TAX SECURITIZATION CORP IL
79467BDK8
240000.00000000
PA
USD
180092.21000000
0.167425643625
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403UHG9
92021.12000000
PA
USD
93406.43000000
0.086836802444
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7PU4
36007.02000000
PA
USD
34830.37000000
0.032380618323
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.50000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WBA3
501000.00000000
PA
USD
419409.92000000
0.389911233799
Long
DBT
CORP
KY
Y
2
2031-04-22
Fixed
2.88000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TH89
6280.37000000
PA
USD
5941.65000000
0.005523751279
Long
DBT
MUN
US
N
2
2030-06-01
Fixed
2.33000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDZ3
81449.48000000
PA
USD
68717.08000000
0.063883947823
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AQVJ6
34899.19000000
PA
USD
31831.78000000
0.029592930500
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJC99
105317.16000000
PA
USD
107058.94000000
0.099529079771
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFET4
77861.98000000
PA
USD
63074.41000000
0.058638148149
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXZ50
2856673.83000000
PA
USD
50455.14000000
0.046906439144
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
0.42000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAK6
324000.00000000
PA
USD
301493.04000000
0.280287894021
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XNCU6
100000.00000000
PA
USD
92333.48000000
0.085839317076
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECH1
174037.96000000
PA
USD
147385.93000000
0.137019720017
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.50000000
N
N
N
N
N
N
Syracuse Industrial Development Agency
N/A
SYRACUSE NY INDL DEV AGY PILOT REVENUE
87172NBE7
1215000.00000000
PA
USD
899199.87000000
0.835955741686
Long
DBT
MUN
US
Y
2
2036-01-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVNL2
559633.00000000
PA
USD
40636.52000000
0.037778399830
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.44000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2021-C9
05493EAZ5
979563.50000000
PA
USD
79654.09000000
0.074051716538
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.73000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAX3
650000.00000000
PA
USD
555514.43000000
0.516442998761
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8ZU4
18993.49000000
PA
USD
14875.85000000
0.013829575197
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XX50
540717.69000000
PA
USD
525627.54000000
0.488658166789
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWU0
122446.71000000
PA
USD
107059.63000000
0.099529721241
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.00000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAB7
109000.00000000
PA
USD
89416.95000000
0.083127917663
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378TKC3
26023.57000000
PA
USD
916.20000000
0.000851760188
Long
ABS-MBS
USGA
US
N
2
2041-10-20
Fixed
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR24
000000000
-15.00000000
NC
USD
-9095.51000000
-0.00845578837
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Notes
FVH4 Comdty
2024-03-28
-1593677.94000000
USD
-9095.51000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEWL2
21800.46000000
PA
USD
17887.67000000
0.016629562504
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJGN7
5220.71000000
PA
USD
420.54000000
0.000390961830
Long
ABS-MBS
USGSE
US
N
2
2040-12-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFLN9
170966.00000000
PA
USD
146493.33000000
0.136189899952
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFPH3
40934.09000000
PA
USD
37040.99000000
0.034435757056
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd
03881CAE1
175500.00000000
PA
USD
170421.73000000
0.158435325064
Long
ABS-CBDO
CORP
KY
Y
2
2035-12-15
Floating
6.94000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411VC31
1941.93000000
PA
USD
1971.25000000
0.001832604530
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225B2U1
42624.67000000
PA
USD
42561.29000000
0.039567793475
Long
ABS-MBS
USGA
US
N
2
2033-12-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYB2
101314.32000000
PA
USD
79242.01000000
0.073668619683
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
GLS Auto Select Receivables Trust
N/A
GLS Auto Select Receivables Trust 2023-2
36269EAB5
115000.00000000
PA
USD
115398.96000000
0.107282514616
Long
ABS-O
CORP
US
Y
2
2028-06-15
Fixed
6.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKQ4
200063.86000000
PA
USD
163595.41000000
0.152089125972
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDA1
473112.49000000
PA
USD
395286.25000000
0.367484272765
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AQ2X7
53320.31000000
PA
USD
4938.47000000
0.004591128723
Long
ABS-MBS
USGSE
US
N
2
2036-02-25
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8FJ5
102883.30000000
PA
USD
93418.99000000
0.086848479051
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ALML2
363198.41000000
PA
USD
309358.82000000
0.287600443959
Long
ABS-MBS
USGSE
US
N
2
2044-11-25
Fixed
3.00000000
N
Y
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A9RJ7
24690.01000000
PA
USD
3822.07000000
0.003553249358
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AWYJ0
137163.61000000
PA
USD
130803.40000000
0.121603502080
Long
ABS-MBS
USGSE
US
N
2
2053-05-25
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HB3G7
52609.00000000
PA
USD
52463.69000000
0.048773720224
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Fixed
4.86000000
N
N
N
N
N
N
Village of Bridgeview IL
N/A
BRIDGEVIEW IL
108555GF4
345000.00000000
PA
USD
340104.45000000
0.316183617498
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
5.06000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-4
35563PML0
170534.41000000
PA
USD
153268.41000000
0.142488462947
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPN91
57425.54000000
PA
USD
53734.75000000
0.049955381766
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPS47
35057.80000000
PA
USD
32881.45000000
0.030568773238
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBS8
166245.69000000
PA
USD
134828.20000000
0.125345222671
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBDJ6
23061.58000000
PA
USD
18706.15000000
0.017390475709
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERQU7
173332.14000000
PA
USD
163180.36000000
0.151703268009
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDJ9
84722.75000000
PA
USD
68702.96000000
0.063870820936
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NJA7
179758.33000000
PA
USD
164182.66000000
0.152635072458
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECZ1
278607.05000000
PA
USD
234049.92000000
0.217588303772
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
2.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
355000.00000000
PA
USD
294258.26000000
0.273561963466
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646139W35
32000.00000000
PA
USD
37897.57000000
0.035232090544
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4D66
11414686.24000000
PA
USD
128942.58000000
0.119873560589
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Variable
0.43000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AMNZ8
48215.37000000
PA
USD
44320.13000000
0.041202927604
Long
ABS-MBS
USGSE
US
N
2
2044-09-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405VJP3
40336.77000000
PA
USD
41042.62000000
0.038155937281
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200MQ48
203703.00000000
PA
USD
203400.48000000
0.189094554826
Long
ABS-MBS
USGA
US
N
2
2033-07-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECY4
382310.92000000
PA
USD
316232.02000000
0.293990225803
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
2.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H3EZ1
2591485.00000000
PA
USD
136624.90000000
0.127015553963
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Variable
0.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJXH1
138214.63000000
PA
USD
138807.09000000
0.129044262286
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6NG9
12867.68000000
PA
USD
13080.33000000
0.012160340911
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-2
35563PKJ7
99152.90000000
PA
USD
85479.22000000
0.079467143110
Long
ABS-MBS
USGSE
US
N
2
2058-08-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XHW9
124372.28000000
PA
USD
111175.16000000
0.103355790448
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
3.50000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAS1
106000.00000000
PA
USD
90963.50000000
0.084565692952
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKNN4
828925.98000000
PA
USD
672091.40000000
0.624820669478
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XQW9
193951.94000000
PA
USD
188614.17000000
0.175348221942
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER5E6
232124.90000000
PA
USD
217716.47000000
0.202403647096
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BNPS7
119146.69000000
PA
USD
107270.51000000
0.099725769253
Long
ABS-MBS
USGSE
US
N
2
2045-06-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKSJ8
172597.35000000
PA
USD
140032.18000000
0.130183187072
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LTU3
103584.39000000
PA
USD
105144.42000000
0.097749215205
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
242000.00000000
PA
USD
238028.93000000
0.221287454947
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397QLS5
2150.54000000
PA
USD
2133.68000000
0.001983610214
Long
ABS-MBS
USGSE
US
N
2
2040-04-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDYN0
170272.55000000
PA
USD
139562.58000000
0.129746615817
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JJC3
70135.11000000
PA
USD
72752.07000000
0.067635141713
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X13A2
51012.64000000
PA
USD
46521.20000000
0.043249188025
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379FNW5
17930.77000000
PA
USD
17003.27000000
0.015807365701
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
2.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9Z38
663744.00000000
PA
USD
36051.06000000
0.033515452577
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
1.03000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK31
06541ABM1
1510167.57000000
PA
USD
101957.00000000
0.094785978511
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.42000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
04273WAD3
171000.00000000
PA
USD
170762.55000000
0.158752173904
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AT2J0
200000.00000000
PA
USD
182790.78000000
0.169934412989
Long
ABS-MBS
USGSE
US
N
2
2032-08-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A2AX7
70794.98000000
PA
USD
65658.04000000
0.061040061678
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCTH1
144104.13000000
PA
USD
117452.14000000
0.109191286700
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAF4
1970678.81000000
PA
USD
119320.66000000
0.110928386620
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L1Y58
64187.39000000
PA
USD
50492.13000000
0.046940827497
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLH0
107256.73000000
PA
USD
98800.21000000
0.091851217493
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQ5E8
85651.27000000
PA
USD
82766.99000000
0.076945674505
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
638000.00000000
PA
USD
419136.09000000
0.389656663299
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.38000000
N
N
N
N
N
N
ReadyCap Commercial Mortgage Trust
N/A
Ready Capital Mortgage Financing 2021-FL7 LLC
75575WAA4
158254.47000000
PA
USD
156252.74000000
0.145262893729
Long
ABS-CBDO
CORP
US
Y
2
2036-11-25
Floating
6.66000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WJ5
705000.00000000
PA
USD
696104.88000000
0.647145190592
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
Power Finance Corp Ltd
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
000000000
370000.00000000
PA
USD
364369.47000000
0.338741986853
Long
DBT
CORP
IN
N
2
2028-08-10
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDR1
87565.39000000
PA
USD
71012.35000000
0.066017782801
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PEZ4
63000.00000000
PA
USD
62507.00000000
0.058110646241
Long
ABS-O
CORP
US
Y
2
2028-10-15
Fixed
5.91000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHX1
633757.00000000
PA
USD
55544.36000000
0.051637715050
Long
ABS-MBS
USGSE
US
N
2
2030-08-25
Variable
1.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WAFE2
54587.43000000
PA
USD
52399.66000000
0.048714193696
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B0SP9
509942.06000000
PA
USD
412844.39000000
0.383807482360
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FY7
612000.00000000
PA
USD
492889.40000000
0.458222624016
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J4MM8
74752.75000000
PA
USD
69809.67000000
0.064899691835
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKY77
60299.75000000
PA
USD
51809.06000000
0.048165132829
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335B7F7
98716.04000000
PA
USD
99063.44000000
0.092095933531
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDT38
74631.55000000
PA
USD
61112.54000000
0.056814263887
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419EJE0
16819.53000000
PA
USD
16750.50000000
0.015572373971
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5A45
269033.89000000
PA
USD
233748.40000000
0.217307990814
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNQ4
164599.36000000
PA
USD
144179.56000000
0.134038866148
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XX68
220295.99000000
PA
USD
218757.69000000
0.203371634154
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JAJ97
81850.25000000
PA
USD
72217.55000000
0.067138216526
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9BH4
25462.35000000
PA
USD
25381.87000000
0.023596667069
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PPZS5
4847.19000000
PA
USD
4871.79000000
0.004529138580
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140N24Z1
88908.98000000
PA
USD
83858.10000000
0.077960042612
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L1Y41
105497.09000000
PA
USD
83384.50000000
0.077519752691
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB90
49094.06000000
PA
USD
39817.31000000
0.037016807968
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AQWE6
15478.26000000
PA
USD
14876.36000000
0.013830049327
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Floating
5.74000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CBL0
989603.27000000
PA
USD
53373.76000000
0.049619781559
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Variable
1.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCAK4
60129.23000000
PA
USD
49117.03000000
0.045662443482
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Massachusetts Educational Financing Authority
5493007K5OP7V6CL0Y88
MASSACHUSETTS ST EDUCTNL FING AUTH
57563RRZ4
535000.00000000
PA
USD
462408.10000000
0.429885189148
Long
DBT
MUN
US
N
2
2037-07-01
Fixed
2.64000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEAV4
100485.60000000
PA
USD
82648.25000000
0.076835285939
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJB8
2097000.00000000
PA
USD
2104699.93000000
1.956668422351
Long
DBT
UST
US
N
2
2025-09-30
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBN5
485000.00000000
PA
USD
325406.29000000
0.302519234690
Long
DBT
CORP
US
N
2
2051-04-22
Fixed
3.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNE32
36321.86000000
PA
USD
28245.93000000
0.026259286895
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B26 Mortgage Trust
08163EBE4
1595663.75000000
PA
USD
70203.94000000
0.065266231335
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
1.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNXJ7
30498.10000000
PA
USD
24728.39000000
0.022989148789
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MBH82
45051.60000000
PA
USD
42268.34000000
0.039295447756
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396HE70
34665.91000000
PA
USD
34163.57000000
0.031760716889
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKET8
21501.63000000
PA
USD
20777.29000000
0.019315944598
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.50000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
38122NB76
155000.00000000
PA
USD
139152.65000000
0.129365517744
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVR1
81650.22000000
PA
USD
76172.24000000
0.070814758219
Long
ABS-O
USGA
US
N
2
2033-07-01
Fixed
3.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WR26
569591.30000000
PA
USD
475708.45000000
0.442250075221
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLP1
140436.45000000
PA
USD
117307.84000000
0.109057135865
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDG2
35243.09000000
PA
USD
30785.44000000
0.028620183550
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.00000000
N
N
N
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAG8
241000.00000000
PA
USD
231979.39000000
0.215663401979
Long
DBT
CORP
CL
Y
2
2025-01-09
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ALWK0
439331.22000000
PA
USD
324422.02000000
0.301604192123
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5XN8
85975.12000000
PA
USD
70688.45000000
0.065716663914
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L5AD5
550257.27000000
PA
USD
485728.34000000
0.451565228454
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-4
35563PMN6
147875.12000000
PA
USD
120869.60000000
0.112368383811
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLK3
125472.69000000
PA
USD
109219.75000000
0.101537911830
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BYPS3
2561120.98000000
PA
USD
4093.70000000
0.003805774593
Long
ABS-MBS
USGSE
US
N
2
2024-04-25
Variable
1.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXDA5
26899.87000000
PA
USD
27343.93000000
0.025420727967
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6WA2
100904.54000000
PA
USD
104327.66000000
0.096989901025
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W2U1
263208.08000000
PA
USD
219768.78000000
0.204311610370
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M9DA2
2812025.52000000
PA
USD
2189590.50000000
2.035588317442
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828B66
577000.00000000
PA
USD
573912.15000000
0.533546737519
Long
DBT
UST
US
N
2
2024-02-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WD3L3
202444.98000000
PA
USD
183526.81000000
0.170618675215
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
Navistar Financial Dealer Note Master Trust
549300S28N49H5RT4J50
Navistar Financial Dealer Note Master Owner Trust II
63938PBV0
50000.00000000
PA
USD
50132.95000000
0.046606909985
Long
ABS-O
CORP
US
Y
2
2028-08-25
Fixed
6.48000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B13S1
301815.92000000
PA
USD
263617.89000000
0.245076646593
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Fixed
3.50000000
N
Y
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZZ0
612877.00000000
PA
USD
54203.82000000
0.050391460299
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.77000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0626C6
250000.00000000
PA
USD
254228.52000000
0.236347666503
Long
ABS-MBS
USGA
US
N
2
2053-12-20
Fixed
6.50000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2023-3
24702EAB6
100000.00000000
PA
USD
100251.47000000
0.093200404887
Long
ABS-O
CORP
US
Y
2
2029-04-23
Fixed
6.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9DT6
85283.23000000
PA
USD
82506.51000000
0.076703515049
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BCM47
26514.54000000
PA
USD
25565.92000000
0.023767772136
Long
ABS-MBS
USGSE
US
N
2
2040-12-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYC0
18666.49000000
PA
USD
15162.49000000
0.014096054722
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR24
000000000
25.00000000
NC
USD
43808.75000000
0.040727514894
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNH4 Comdty
2024-03-19
3031191.25000000
USD
43808.75000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERCZ1
119745.51000000
PA
USD
112310.60000000
0.104411370658
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.00000000
N
N
N
N
N
N
City of Chicago IL
T5UYO5SYLC8K73MJQX30
CHICAGO IL
167486C80
615000.00000000
PA
USD
623846.16000000
0.579968699707
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
6.21000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FYUL8
2267933.52000000
PA
USD
65847.41000000
0.061216112569
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
0.61000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B28 Mortgage Trust
08163GAZ3
2195360.86000000
PA
USD
144071.65000000
0.133938545867
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
1.39000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBP9
600000.00000000
PA
USD
585712.85000000
0.544517449649
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR24
000000000
-52.00000000
NC
USD
-72877.94000000
-0.06775215880
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT U.S. Long Bond Futures
USH4 Comdty
2024-03-19
-5981872.06000000
USD
-72877.94000000
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAF6
500000.00000000
PA
USD
457792.71000000
0.425594416986
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XVS2
48834.97000000
PA
USD
47478.40000000
0.044139064528
Long
ABS-MBS
USGA
US
N
2
2053-03-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419B5X9
75664.93000000
PA
USD
71156.96000000
0.066152221833
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7E6
36439.43000000
PA
USD
28355.17000000
0.026360843633
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2021-FL4 Ltd
05609GAC2
345000.00000000
PA
USD
318065.13000000
0.295694406243
Long
ABS-CBDO
CORP
US
Y
2
2038-05-15
Floating
6.74000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F2V7
17835.60000000
PA
USD
18322.51000000
0.017033818562
Long
ABS-MBS
USGA
US
N
2
2042-01-20
Fixed
5.50000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
99000.00000000
PA
USD
69349.65000000
0.064472026782
Long
DBT
CORP
US
Y
2
2050-10-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411VFL8
12181.39000000
PA
USD
12457.82000000
0.011581614394
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A7PB8
72785.65000000
PA
USD
70334.17000000
0.065387301766
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FAWU8
8271972.48000000
PA
USD
143202.73000000
0.133130740297
Long
ABS-MBS
USGSE
US
N
2
2027-07-25
Variable
0.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FDVW3
147323.46000000
PA
USD
128076.84000000
0.119068711359
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292KZ67
441278.46000000
PA
USD
440246.98000000
0.409282744548
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KM4Q5
705665.67000000
PA
USD
572181.32000000
0.531937643340
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AH3
232000.00000000
PA
USD
183236.64000000
0.170348913968
Long
DBT
CORP
MX
Y
2
2031-02-09
Fixed
3.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFB4
259486.05000000
PA
USD
210379.99000000
0.195583169486
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BWP99
114664.74000000
PA
USD
110244.62000000
0.102490698846
Long
ABS-MBS
USGSE
US
N
2
2028-06-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3129456V5
14075.92000000
PA
USD
13624.35000000
0.012666097926
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LLA1
107454.82000000
PA
USD
98408.54000000
0.091487095126
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQDZ6
71975.65000000
PA
USD
71566.75000000
0.066533189752
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETDS2
138638.27000000
PA
USD
130011.56000000
0.120867355182
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AFC51
78107.38000000
PA
USD
71872.75000000
0.066817667615
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMZC1
218385.61000000
PA
USD
178797.00000000
0.166221530644
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140NMXB8
74094.89000000
PA
USD
74240.93000000
0.069019284557
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
5.50000000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAM3
250000.00000000
PA
USD
220278.61000000
0.204785582097
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
3.63000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FARG5
3297676.54000000
PA
USD
7952.35000000
0.007393031142
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Variable
0.73000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177T4M6
31719.50000000
PA
USD
28873.18000000
0.026842420030
Long
ABS-MBS
USGA
US
N
2
2042-04-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
165000.00000000
PA
USD
135067.97000000
0.125568128740
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H2NA8
489989.00000000
PA
USD
28414.85000000
0.026416326112
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Variable
1.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412LBD1
4589.62000000
PA
USD
4756.31000000
0.004421780725
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FEZW3
8921379.64000000
PA
USD
50367.43000000
0.046824898120
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Variable
0.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDC1
41829.97000000
PA
USD
33928.93000000
0.031542580008
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC68
826782.37000000
PA
USD
642747.77000000
0.597540887976
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377YEC0
62932.22000000
PA
USD
59331.91000000
0.055158872331
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
4.00000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55282XAC4
173500.00000000
PA
USD
169648.82000000
0.157716776748
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-15
Floating
6.64000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84L4
789331.00000000
PA
USD
48346.29000000
0.044945912541
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
1.17000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0606C4
200000.00000000
PA
USD
200555.29000000
0.186449477802
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EREH9
70571.88000000
PA
USD
66308.38000000
0.061644660806
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DF70
160713.04000000
PA
USD
165654.22000000
0.154003132077
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WXK9
130784.42000000
PA
USD
113193.86000000
0.105232507641
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPF52
181132.48000000
PA
USD
165870.50000000
0.154204200286
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412V4J4
15850.52000000
PA
USD
16121.32000000
0.014987446581
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.00000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183DA9
350298.73000000
PA
USD
350039.93000000
0.325420297606
Long
ABS-O
CORP
US
Y
2
2035-10-15
Floating
6.42000000
N
N
N
N
N
N
Navistar Financial Dealer Note Master Trust
549300S28N49H5RT4J50
Navistar Financial Dealer Note Master Owner Trust II
63938PBU2
121000.00000000
PA
USD
121296.66000000
0.112765407066
Long
ABS-O
CORP
US
Y
2
2028-08-25
Fixed
6.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C5U4
87473.21000000
PA
USD
81450.17000000
0.075721471437
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAN0
73595.05000000
PA
USD
59676.81000000
0.055479514209
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402C4J8
89946.21000000
PA
USD
91299.89000000
0.084878423370
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.50000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
694000.00000000
PA
USD
660213.86000000
0.613778521796
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.15000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L7
61772TBN3
3352630.43000000
PA
USD
177549.61000000
0.165061874301
Long
ABS-MBS
CORP
US
N
2
2054-10-15
Variable
1.21000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EH3F7
134890.00000000
PA
USD
126796.44000000
0.117878366734
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ARB31
71687.92000000
PA
USD
63550.87000000
0.059081096915
Long
ABS-MBS
USGSE
US
N
2
2046-04-25
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBW8
113584.10000000
PA
USD
100180.90000000
0.093134798342
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGG0
232000.00000000
PA
USD
229435.31000000
0.213298256749
Long
DBT
UST
US
N
2
2025-01-31
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H062610
225000.00000000
PA
USD
228665.04000000
0.212582162752
Long
ABS-MBS
USGA
US
N
2
2054-01-20
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BJF65
19070.02000000
PA
USD
17561.74000000
0.016326556393
Long
ABS-MBS
USGSE
US
N
2
2039-07-15
Fixed
3.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0526C1
575000.00000000
PA
USD
566549.13000000
0.526701586568
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
5.50000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF 2021-FL1 Issuer Ltd
055731AA1
200494.47000000
PA
USD
197684.34000000
0.183780452575
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-15
Floating
6.64000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKBW4
69009.12000000
PA
USD
68406.25000000
0.063594979673
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
5.00000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBC1
1500000.00000000
PA
USD
1466347.71000000
1.363213928716
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CMG6
163694.81000000
PA
USD
152086.20000000
0.141389402248
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KQ64
56434.17000000
PA
USD
57284.91000000
0.053255845584
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A5C38
9635.04000000
PA
USD
599.14000000
0.000557000217
Long
ABS-MBS
USGSE
US
N
2
2031-12-25
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGP0
3068000.00000000
PA
USD
3025815.00000000
2.812997985122
Long
DBT
UST
US
N
2
2028-02-29
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ALX4
83067.04000000
PA
USD
80388.35000000
0.074734333254
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPKC0
427191.01000000
PA
USD
361297.76000000
0.335886321836
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZU4
1277474.00000000
PA
USD
122876.14000000
0.114233796263
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
1.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KELG1
92323.13000000
PA
USD
72314.26000000
0.067228124546
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERG
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAM3
200000.00000000
PA
USD
193295.20000000
0.179700017394
Long
DBT
CORP
AE
Y
2
2033-04-24
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BMFL5
14626.61000000
PA
USD
14186.72000000
0.013188914317
Long
ABS-MBS
USGSE
US
N
2
2028-06-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H4BT6
2619786.00000000
PA
USD
91034.94000000
0.084632108306
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Variable
0.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKQL5
78230.01000000
PA
USD
63856.54000000
0.059365267987
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5C8
207476.34000000
PA
USD
179487.67000000
0.166863623210
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
3.00000000
N
N
N
N
N
N
3650R Commercial Mortgage Trust
N/A
3650R 2021-PF1 Commercial Mortgage Trust
88581EAF8
1167271.69000000
PA
USD
57322.38000000
0.053290680177
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
1.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFLK3
47263.27000000
PA
USD
38424.37000000
0.035721838707
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
MFS Institutional Money Market Portfolio
5L2W638H85N8T1136O07
MFS Institutional Money Market Portfolio
55291X109
1276308.30000000
NS
USD
1276435.93000000
1.186659362594
Long
STIV
RF
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377VGJ9
33163.35000000
PA
USD
32675.48000000
0.030377289888
Long
ABS-MBS
USGA
US
N
2
2039-05-16
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABC35
96372.23000000
PA
USD
8133.56000000
0.007561495957
Long
ABS-MBS
USGSE
US
N
2
2033-02-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J8ZX1
50334.10000000
PA
USD
44347.86000000
0.041228707248
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y79
4700000.00000000
PA
USD
4552757.84000000
4.232545159128
Long
DBT
UST
US
N
2
2025-07-31
Fixed
2.88000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H13T1
399402.00000000
PA
USD
29061.97000000
0.027017931715
Long
ABS-MBS
USGSE
US
N
2
2031-05-25
Variable
1.32000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PT9
336000.00000000
PA
USD
348849.38000000
0.324313483491
Long
DBT
UST
US
N
2
2037-02-15
Fixed
4.75000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAN6
488000.00000000
PA
USD
417164.16000000
0.387823426595
Long
DBT
CORP
N/A
N
2
2029-02-02
Fixed
3.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCQ3
672000.00000000
PA
USD
645659.85000000
0.600248150374
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHGM8
49808.98000000
PA
USD
46778.86000000
0.043488725823
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WR34
165354.29000000
PA
USD
143416.89000000
0.133329837614
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBC6
379000.00000000
PA
USD
334339.85000000
0.310824463622
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.28000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BE1
96000.00000000
PA
USD
100521.59000000
0.093451526326
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202ESB6
15605.29000000
PA
USD
16030.26000000
0.014902791175
Long
ABS-MBS
USGA
US
N
2
2038-04-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409WVY4
11771.56000000
PA
USD
12176.54000000
0.011320117880
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LDWL4
12972.03000000
PA
USD
13305.21000000
0.012369404250
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B4H99
101675.14000000
PA
USD
79893.12000000
0.074273934654
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2022-1
501687AA5
67114.87000000
PA
USD
66724.06000000
0.062031104459
Long
ABS-O
CORP
US
Y
2
2027-06-15
Fixed
5.21000000
N
N
N
N
N
N
HOWARD UNIVERSITY
N/A
Howard University
442851AG6
42000.00000000
PA
USD
39598.32000000
0.036813220363
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
2.52000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140N5MY7
319599.28000000
PA
USD
315591.60000000
0.293394848965
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMY58
21725.25000000
PA
USD
17613.06000000
0.016374266864
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LQW2
136591.72000000
PA
USD
138648.96000000
0.128897254167
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XEAU8
171374.76000000
PA
USD
145686.96000000
0.135440245004
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJ5R0
365029.99000000
PA
USD
318862.06000000
0.296435285141
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVT2
395732.49000000
PA
USD
319295.07000000
0.296837839910
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177UCZ5
17999.10000000
PA
USD
16846.28000000
0.015661417402
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCF6
567700.00000000
PA
USD
517316.63000000
0.480931794528
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBH1
229000.00000000
PA
USD
172927.51000000
0.160764864078
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8E23
18351.31000000
PA
USD
17602.02000000
0.016364003349
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136APK43
10251.49000000
PA
USD
9915.51000000
0.009218114673
Long
ABS-MBS
USGSE
US
N
2
2044-05-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411JUS3
6039.43000000
PA
USD
6217.65000000
0.005780339155
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FYUN4
973113.00000000
PA
USD
43195.22000000
0.040157136780
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Variable
0.83000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAK8
500000.00000000
PA
USD
496472.00000000
0.461553246206
Long
DBT
CORP
US
Y
2
2024-05-13
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X6UA1
34555.16000000
PA
USD
31362.46000000
0.029156619551
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140N9CK0
500000.27000000
PA
USD
421735.06000000
0.392072837908
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBBZ8
6404182.57000000
PA
USD
86526.91000000
0.080441145109
Long
ABS-MBS
USGSE
US
N
2
2027-08-25
Variable
0.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A8KR0
131610.50000000
PA
USD
118954.41000000
0.110587896368
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJS43
273899.80000000
PA
USD
249296.10000000
0.231762162260
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MSDH5
565479.66000000
PA
USD
495433.17000000
0.460587481049
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BCZM2
195550.43000000
PA
USD
158625.25000000
0.147468536126
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KUCJ9
84279.05000000
PA
USD
74326.57000000
0.069098901172
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L6
61692CBK3
1130844.97000000
PA
USD
62697.44000000
0.058287691875
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
1.33000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TV44
173590.93000000
PA
USD
152077.84000000
0.141381630239
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5B0
283318.82000000
PA
USD
236560.00000000
0.219921840350
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERQS2
318933.73000000
PA
USD
300258.44000000
0.279140128109
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAP6
735102.38000000
PA
USD
44964.23000000
0.041801725615
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Variable
1.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K8RB9
67039.10000000
PA
USD
54840.18000000
0.050983062693
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFGA3
175021.22000000
PA
USD
143294.45000000
0.133216009283
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAK6
650000.00000000
PA
USD
482719.19000000
0.448767723357
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SBD1
414443.98000000
PA
USD
377470.23000000
0.350921320845
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YAS3
224458.42000000
PA
USD
222841.85000000
0.207168539732
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406V2P0
6285.15000000
PA
USD
6298.11000000
0.005855140099
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403CXQ9
19944.58000000
PA
USD
20245.32000000
0.018821390061
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PW2
1109000.00000000
PA
USD
1098733.09000000
1.021455035538
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417AYG8
29720.40000000
PA
USD
27875.39000000
0.025914808375
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG33
84590.31000000
PA
USD
74150.66000000
0.068935363588
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEVB2
36310.71000000
PA
USD
32857.15000000
0.030546182349
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore 2021-CRE5 Issuer Ltd
53947XAE2
283500.00000000
PA
USD
277427.77000000
0.257915225493
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-15
Floating
7.19000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U24
6071000.00000000
PA
USD
5660970.37000000
5.262812909793
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417N4M0
23006.52000000
PA
USD
22926.31000000
0.021313815893
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTG43
600527.00000000
PA
USD
57065.98000000
0.053052313759
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
1.92000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZG2
1389954.00000000
PA
USD
131092.12000000
0.121871915310
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.91000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377DSY3
65892.68000000
PA
USD
66626.81000000
0.061940694419
Long
ABS-MBS
USGA
US
N
2
2034-08-20
Variable
5.68000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGX3
2507000.00000000
PA
USD
2469590.85000000
2.295895183653
Long
DBT
UST
US
N
2
2025-04-30
Fixed
3.88000000
N
N
N
N
N
N
TOLEDO HOSPITAL/THE
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AF4
170000.00000000
PA
USD
166095.99000000
0.154413830722
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.33000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2023-1
24702HAC7
271000.00000000
PA
USD
270407.16000000
0.251388401552
Long
ABS-O
CORP
US
Y
2
2028-09-22
Fixed
5.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLR6
38025.98000000
PA
USD
33427.34000000
0.031076268730
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BF2S8
368593.99000000
PA
USD
355774.51000000
0.330751542902
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H4
61691RAF3
1517400.64000000
PA
USD
49736.90000000
0.046238715680
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
0.98000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVK6
89233.45000000
PA
USD
80705.19000000
0.075028888699
Long
ABS-O
USGA
US
N
2
2033-03-01
Fixed
2.22000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9A75
31410.97000000
PA
USD
29411.49000000
0.027342868651
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H4SM3
644718.00000000
PA
USD
23081.87000000
0.021458434769
Long
ABS-MBS
USGSE
US
N
2
2031-12-25
Variable
0.67000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FSD9
29155.83000000
PA
USD
27617.43000000
0.025674991678
Long
ABS-MBS
USGA
US
N
2
2041-04-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2022-1
35563P7F0
201176.68000000
PA
USD
177678.02000000
0.165181252740
Long
ABS-MBS
USGSE
US
N
2
2061-11-25
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHD6
1898000.00000000
PA
USD
1879687.26000000
1.747481744600
Long
DBT
UST
US
N
2
2025-05-31
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFFQ9
181787.53000000
PA
USD
147340.75000000
0.136977717698
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
BANK GOSPODARSTWA KRAJOW
259400BCOV9JJIGLYF05
Bank Gospodarstwa Krajowego
06237MAB9
264000.00000000
PA
USD
274072.66000000
0.254796093071
Long
DBT
NUSS
PL
Y
2
2028-10-31
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACPT2
157066.03000000
PA
USD
142612.64000000
0.132582153559
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
1.75000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AJ3
400000.00000000
PA
USD
378400.00000000
0.351785696604
Long
DBT
NUSS
BM
Y
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F62R7
314905.00000000
PA
USD
20526.11000000
0.019082431038
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
1.26000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVH3
61597.22000000
PA
USD
55842.87000000
0.051915229712
Long
ABS-O
USGA
US
N
2
2033-02-01
Fixed
2.21000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4X98
13839282.61000000
PA
USD
80911.37000000
0.075220567279
Long
ABS-MBS
USGSE
US
N
2
2028-02-25
Variable
0.27000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QRKT9
68301.94000000
PA
USD
70395.63000000
0.065444439052
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4T37
29701.68000000
PA
USD
31136.33000000
0.028946394129
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X54P5
115711.30000000
PA
USD
94649.63000000
0.087992563485
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MPWM9
31003.12000000
PA
USD
27081.72000000
0.025176960188
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FG8
48000.00000000
PA
USD
49951.87000000
0.046438566027
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNV59
123339.39000000
PA
USD
96275.85000000
0.089504405281
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR24
000000000
152.00000000
NC
USD
98240.94000000
0.091331283068
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYH4 Comdty
2024-03-19
16590884.06000000
USD
98240.94000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QZ4
453700.00000000
PA
USD
361666.25000000
0.336228894541
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.13000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CX3
200000.00000000
PA
USD
195993.19000000
0.182208247552
Long
DBT
NUSS
PH
N
2
2048-01-17
Fixed
5.50000000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd.
N/A
LoanCore 2021-CRE6 Issuer Ltd
53948HAC0
500000.00000000
PA
USD
486784.00000000
0.452546639893
Long
ABS-CBDO
CORP
KY
Y
2
2038-11-15
Floating
7.09000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEEL9
27616.47000000
PA
USD
25018.54000000
0.023258891442
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H4CH1
3899181.00000000
PA
USD
90479.33000000
0.084115576459
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Variable
0.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419LZZ9
41124.12000000
PA
USD
38674.04000000
0.035953948472
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406XKB7
9139.51000000
PA
USD
9277.20000000
0.008624699430
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECQ1
618879.78000000
PA
USD
501655.66000000
0.466372319789
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAD2
98770.85000000
PA
USD
93962.45000000
0.087353715454
Long
ABS-O
US
Y
2
2050-02-15
Fixed
3.19000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTFW2
391000.00000000
PA
USD
15571.14000000
0.014475962821
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Variable
1.48000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378HQU3
39360.13000000
PA
USD
5691.74000000
0.005291418395
Long
ABS-MBS
USGA
US
N
2
2042-08-16
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379RD34
171871.75000000
PA
USD
5825.75000000
0.005416002965
Long
ABS-MBS
USGA
US
N
2
2059-02-16
Variable
0.58000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JADZ5
33410.88000000
PA
USD
29548.24000000
0.027470000506
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BT8
167000.00000000
PA
USD
156157.16000000
0.145174036232
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LQ2S2
40106.48000000
PA
USD
37628.63000000
0.034982066112
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BAFE6
182463.24000000
PA
USD
154355.89000000
0.143499456365
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DP79
150705.52000000
PA
USD
152974.95000000
0.142215643099
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5.50000000
N
N
N
N
N
N
INDOFOOD CBP SUKSES MAKM
254900YKZW9GRKZZN285
Indofood CBP Sukses Makmur Tbk PT
000000000
416000.00000000
PA
USD
318053.27000000
0.295683380402
Long
DBT
CORP
ID
N
2
2052-04-27
Fixed
4.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGHU1
39911.05000000
PA
USD
36066.52000000
0.033529825217
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
CHILE ELECTRICITY LUX
N/A
Chile Electricity Lux MPC Sarl
168829AA7
200000.00000000
PA
USD
200800.00000000
0.186676976422
Long
DBT
CORP
LU
Y
2
2033-01-20
Fixed
6.01000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B4JE6
118972.12000000
PA
USD
93313.84000000
0.086750724649
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
1697100.00000000
PA
USD
1296557.89000000
1.205366069030
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EK6N0
84916.84000000
PA
USD
79643.88000000
0.074042224646
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
800000.00000000
PA
USD
632906.25000000
0.588391559305
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DW6
200000.00000000
PA
USD
200796.00000000
0.186673257757
Long
DBT
NUSS
KR
N
2
2033-01-11
Fixed
5.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNEG4
174405.16000000
PA
USD
142221.89000000
0.132218886485
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBZ5
20024.91000000
PA
USD
16235.25000000
0.015093363453
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A4XB6
101137.00000000
PA
USD
100565.62000000
0.093492459529
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6BS8
154051.37000000
PA
USD
138453.98000000
0.128715987848
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFH4
839989.21000000
PA
USD
794967.91000000
0.739054809717
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AY9
38000.00000000
PA
USD
32675.07000000
0.030376908724
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
5.15000000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF 2021-FL1 Issuer Ltd
055731AC7
253500.00000000
PA
USD
242612.43000000
0.225548580053
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-15
Floating
6.92000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
200000.00000000
PA
USD
165956.46000000
0.154284114394
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
APA INFRASTRUCTURE LTD
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd
00205GAD9
16000.00000000
PA
USD
15262.31000000
0.014188854004
Long
DBT
CORP
AU
Y
2
2027-07-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEXT1
31868.84000000
PA
USD
28837.83000000
0.026809556329
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGQ69
163847.10000000
PA
USD
139619.00000000
0.129799067585
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407FJ92
46750.96000000
PA
USD
47455.78000000
0.044118035478
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHNH1
90603.54000000
PA
USD
81538.26000000
0.075803365734
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A5AW6
75524.08000000
PA
USD
68670.93000000
0.063841043727
Long
ABS-MBS
USGSE
US
N
2
2041-04-25
Fixed
2.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B29 Mortgage Trust
08163JAG9
1882950.55000000
PA
USD
94565.73000000
0.087914564489
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Variable
1.14000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2022-C18
054975AG2
1231363.21000000
PA
USD
44493.46000000
0.041364066650
Long
ABS-MBS
CORP
US
N
2
2055-12-15
Variable
0.64000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0226C4
362662.00000000
PA
USD
293586.22000000
0.272937190581
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0506C5
325000.00000000
PA
USD
312735.28000000
0.290739424755
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FXC5
51834.33000000
PA
USD
50308.77000000
0.046770363899
Long
ABS-MBS
USGA
US
N
2
2041-09-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWB85
82151.09000000
PA
USD
72418.20000000
0.067324754053
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QC5
4503100.00000000
PA
USD
4462114.77000000
4.148277359122
Long
DBT
UST
US
N
2
2039-08-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDC4
713976.37000000
PA
USD
555550.64000000
0.516476661974
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMZB4
169504.50000000
PA
USD
138778.05000000
0.129017264779
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
Antonio B Won Pat International Airport Authority
N/A
GUAM INTERNATIONAL ARPT AUTH
40064REL9
5000.00000000
PA
USD
3605.57000000
0.003351976622
Long
DBT
MUN
US
N
2
2043-10-01
Fixed
4.46000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK32
06542BBN6
994282.71000000
PA
USD
38256.32000000
0.035565608299
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Variable
0.88000000
N
N
N
N
N
N
DUA CAPITAL LTD
213800ILVLALFTITCB43
Dua Capital Ltd
000000000
400000.00000000
PA
USD
336883.20000000
0.313188930196
Long
DBT
CORP
MY
N
2
2031-05-11
Fixed
2.78000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
678600.00000000
PA
USD
619540.59000000
0.575965956732
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AWFW2
157022.30000000
PA
USD
141206.48000000
0.131274894111
Long
ABS-MBS
USGSE
US
N
2
2039-05-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-2
35563PKG3
8706.67000000
PA
USD
7974.05000000
0.007413204899
Long
ABS-MBS
USGSE
US
N
2
2058-08-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CV68
50061.27000000
PA
USD
46651.44000000
0.043370267753
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPHM0
2536520.12000000
PA
USD
132623.98000000
0.123296033802
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Variable
1.27000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419ANB9
83196.84000000
PA
USD
78239.92000000
0.072737010463
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AC2G2
41250.06000000
PA
USD
32299.77000000
0.030028004993
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BB3C1
52422.40000000
PA
USD
46603.07000000
0.043325299798
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBTA4
416066.61000000
PA
USD
408496.32000000
0.379765228571
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
3.06000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QN7M8
70227.02000000
PA
USD
61860.87000000
0.057509961008
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WY85
262644.16000000
PA
USD
211868.72000000
0.196967191474
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
2.00000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAF2
317000.00000000
PA
USD
255332.70000000
0.237374185347
Long
DBT
NUSS
IN
Y
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312941LZ8
15041.57000000
PA
USD
14467.07000000
0.013449546241
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAF0
200000.00000000
PA
USD
202729.10000000
0.188470395521
Long
DBT
CORP
GB
Y
2
2027-07-27
Fixed
6.13000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H5DT1
3898081.00000000
PA
USD
124736.64000000
0.115963440260
Long
ABS-MBS
USGSE
US
N
2
2031-12-25
Variable
0.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJW55
262180.50000000
PA
USD
237371.61000000
0.220676366749
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBG2
200000.00000000
PA
USD
195834.47000000
0.182060690930
Long
DBT
CORP
CL
Y
2
2034-01-08
Fixed
5.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
750000.00000000
PA
USD
612987.91000000
0.569874151504
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55282XAE0
279500.00000000
PA
USD
272141.38000000
0.253000647299
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-15
Floating
6.89000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJJ61
171038.55000000
PA
USD
154094.35000000
0.143256311462
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297V6E3
14070.39000000
PA
USD
14303.18000000
0.013297183245
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.50000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVU4
74275.81000000
PA
USD
70270.38000000
0.065327998358
Long
ABS-O
USGA
US
N
2
2033-09-01
Fixed
3.62000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407CRE9
7373.76000000
PA
USD
7484.91000000
0.006958467966
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAG3
1451113.98000000
PA
USD
89374.84000000
0.083088769419
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.38000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2022-1
35563P7E3
158706.48000000
PA
USD
133183.78000000
0.123816460950
Long
ABS-MBS
USGSE
US
N
2
2061-11-25
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417F3J5
184604.62000000
PA
USD
167892.28000000
0.156083780851
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB82
1076578.69000000
PA
USD
837985.51000000
0.779046819184
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KF3
357000.00000000
PA
USD
352208.63000000
0.327436464731
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.45000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX70
1254144.87000000
PA
USD
62167.58000000
0.057795098933
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Variable
1.22000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR24
000000000
-23.00000000
NC
USD
-18057.49000000
-0.01678743842
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYH4 Comdty
2024-03-19
-2592801.89000000
USD
-18057.49000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9LS9
81928.45000000
PA
USD
75032.26000000
0.069754957325
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B0CN2
101510.62000000
PA
USD
96218.94000000
0.089451497976
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5A2
267020.47000000
PA
USD
215497.01000000
0.200340290113
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.00000000
N
N
N
N
N
N
CONSERVATION FUND
N/A
Conservation Fund A Nonprofit Corp/The
20848FAA8
159000.00000000
PA
USD
136809.22000000
0.127186910041
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.47000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CNU3
4690.26000000
PA
USD
4682.12000000
0.004352808789
Long
ABS-O
USGA
US
N
2
2024-06-01
Fixed
5.52000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ABYR4
42311.98000000
PA
USD
40886.44000000
0.038010742011
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375GBQ3
20000.00000000
PA
USD
16525.89000000
0.015363561642
Long
ABS-MBS
USGA
US
N
2
2042-06-20
Fixed
2.50000000
N
N
N
N
N
N
2023-12-18
MFS GOVERNMENT MARKETS INCOME TRUST
Kasey Phillips
Kasey Phillips
Assistant Treasurer