Royal Bank of Canada

NPORT-Pfalse0000906185XXXXXXXXS000010404C000028733C000028734JANUS ASPEN SERIES811-0773600009061855C1H794C69TI10A0XC04151 DETROIT STREETDENVER802063033333863Janus Henderson Flexible Bond PortfolioS000010404TNJWXCR7UXM7MUKVI3632022-12-312022-03-31N68950041360852467628647946000000000013819903.6300970756USDNN/AN/ARoyal Bank of CanadaN/A871630PAUSD8716300.139LongSTIVCORPUSN22022-04-01Fixed0.29NNNNNJanus Capital Group Inc8T2ZO87FU1KVPZIG9I59Janus Henderson Cash Liquidity FundN/A63048792NSUSD6305509610.03LongECPFUSN2NNNJanus Henderson Cash Collateral FundN/AJanus Henderson Cash Collateral FundN/A3394713NSUSD33947130.54LongECPFUSN2NNAGREE LP549300DXY3G299V1BO77Agree LP008513AA11220000PAUSD11388110.181LongDBTCORPUSN22030-10-01Fixed2.9NNNNNNAIR LEASE CORP5493004NW4M4P8TMMK63Air Lease Corp00914AAG7616000PAUSD5673680.09LongDBTCORPUSN22030-02-01Fixed3NNNNNNAIR LEASE CORP5493004NW4M4P8TMMK63Air Lease Corp00914AAM41246000PAUSD11478280.183LongDBTCORPUSN22026-08-15Fixed1.875NNNNNNAMERICAN HOMES 4 RENT549300N4PXZ37U8QKI55American Homes 4 Rent LP02666TAC1623000PAUSD5499810.087LongDBTCORPUSN22031-07-15Fixed2.375NNNNNNANHEUSER-BUSCH CO/INBEV5493002J2SVENP0PVK27Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc03522AAJ91638000PAUSD18216930.29LongDBTCORPUSN22046-02-01Fixed4.9NNNNNNARAMARK SERVICES INC42YMHYH0XMHJEXDUB065Aramark Services Inc038522AR91476000PAUSD15151580.241LongDBTCORPUSY22025-05-01Fixed6.375NNNNNNARES CAPITAL CORPWEQ82666OJYSI5GUAB47Ares Capital Corp04010LBC61264000PAUSD10711840.17LongDBTCORPUSN22031-11-15Fixed3.2NNNNNNARES CAPITAL CORPWEQ82666OJYSI5GUAB47Ares Capital Corp04010LBD41106000PAUSD10062160.16LongDBTCORPUSN22027-06-15Fixed2.875NNNNNNATHENE GLOBAL FUNDING549300LM1QSI4MSIL320Athene Global Funding04685A3D12272000PAUSD20630280.328LongDBTCORPUSY22026-10-02Fixed1.73NNNNNNATHENE GLOBAL FUNDING549300LM1QSI4MSIL320Athene Global Funding04685A3E92486000PAUSD21938400.349LongDBTCORPUSY22031-10-04Fixed2.646NNNNNNATHENE GLOBAL FUNDING549300LM1QSI4MSIL320Athene Global Funding04685A3F6680000PAUSD6480250.103LongDBTCORPUSY22025-01-07Fixed1.716NNNNNNATHENE GLOBAL FUNDING549300LM1QSI4MSIL320Athene Global Funding04685A3G41299000PAUSD11939900.19LongDBTCORPUSY22029-01-07Fixed2.717NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774Bank of America Corp060505ED2549000PAUSD5531180.088LongDBTCORPUSN22099-12-31Variable5.2NNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774BANK OF AMERICA CORP060505EH31613000PAUSD16673580.265LongDBTCORPUSN22099-12-31Variable6.25NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774Bank of America Corp06051GGL71292000PAUSD13002630.207LongDBTCORPUSN22028-04-24Variable3.705NNNNNNBANK OF AMERICA CORP9DJT3UXIJIZJI4WXO774Bank of America Corp06051GHT91186000PAUSD11893770.189LongDBTCORPUSN22027-04-23Variable3.559NNNNNNBERKSHIRE HATHAWAY FIN549300RLHFT5RU20WM87BRK 3.85 03/15/52084664DB41679000PAUSD17168900.273LongDBTCORPUSN22052-03-15Fixed3.85NNNNNNBROADCOM INC549300WV6GIDOZJTV909Broadcom Inc11135FAS01057000PAUSD10726080.171LongDBTCORPUSN22032-11-15Fixed4.3NNNNNNBROADCOM INC549300WV6GIDOZJTV909Broadcom Inc11135FBK61471000PAUSD13729160.218LongDBTCORPUSY22033-04-15Fixed3.419NNNNNNBROADCOM INC549300WV6GIDOZJTV909Broadcom Inc11135FBL42111000PAUSD19550630.311LongDBTCORPUSY22034-04-15Fixed3.469NNNNNNBROWN & BROWN INC549300PC8KTJ71XKFY89Brown & Brown Inc115236AE1404000PAUSD4104880.065LongDBTCORPUSN22032-03-17Fixed4.2NNNNNNBROWN & BROWN INC549300PC8KTJ71XKFY89Brown & Brown Inc115236AF81149000PAUSD12267520.195LongDBTCORPUSN22052-03-17Fixed4.95NNNNNNCMS ENERGY CORP549300IA9XFBAGNIBW29CMS Energy Corp125896BU31351000PAUSD13374900.213LongDBTCORPUSN22050-06-01Variable4.75NNNNNNCADENCE DESIGN SYS INCGCT7RXJOGLXPV0NXZY22Cadence Design Systems Inc127387AL23327000PAUSD34115670.543LongDBTCORPUSN22024-10-15Fixed4.375NNNNNNCENTENE CORP549300Z7JJ4TQSQGT333Centene Corp15135BAR21828000PAUSD18348550.292LongDBTCORPUSN22027-12-15Fixed4.25NNNNNNCENTENE CORP549300Z7JJ4TQSQGT333Centene Corp15135BAW11023000PAUSD9395950.149LongDBTCORPUSN22030-10-15Fixed3NNNNNNCENTENE CORP549300Z7JJ4TQSQGT333Centene Corp15135BAY71180000PAUSD10781660.172LongDBTCORPUSN22028-07-15Fixed2.45NNNNNNCHARTER COMM OPT LLC/CAP549300TPZNMN50BJ3745Charter Communications Operating LLC / Charter Communications Operating Capital161175BT0801000PAUSD7608770.121LongDBTCORPUSN22050-03-01Fixed4.8NNNNNNCHENIERE ENERGY PARTNERS5493005UEC8AZ34LDV29Cheniere Energy Partners LP16411QAK7971000PAUSD9412780.15LongDBTCORPUSN22031-03-01Fixed4NNNNNNCHENIERE ENERGY PARTNERS5493005UEC8AZ34LDV29Cheniere Energy Partners LP16411QAL51086000PAUSD9874890.157LongDBTCORPUSY22032-01-31Fixed3.25NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395Citigroup Inc172967GD71129000PAUSD11409670.181LongDBTCORPUSN22099-12-31Variable5.95NNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395Citigroup Inc172967GR6668000PAUSD6680000.106LongDBTCORPUSN22099-12-31Variable5.35NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395Citigroup Inc172967HQ7152000PAUSD1526080.024LongDBTCORPUSN22099-12-31Variable6.3NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395Citigroup Inc172967JM4877000PAUSD8939260.142LongDBTCORPUSN22099-12-31Variable5.95NNNNNNCITIGROUP INC6SHGI4ZSSLCXXQSBB395Citigroup Inc17327CAQ61336000PAUSD12482700.199LongDBTCORPUSN22033-01-25Variable3.057NNNNNNCOMCAST CORP51M0QTTNCGUN7KFCFZ59Comcast Corp20030NDH1184000PAUSD1852170.029LongDBTCORPUSN22040-04-01Fixed3.75NNNNNNCONTINENTAL RESOURCESXXRTID9RYWOZ0UPIVR53Continental Resources Inc212015AT81477000PAUSD16155430.257LongDBTCORPUSY22031-01-15Fixed5.75NNNNNNDOMINION ENERGY INCILUL7B6Z54MRYCF6H308Dominion Energy Inc25746UDM8847000PAUSD8191000.13LongDBTCORPUSN22099-12-31Variable4.35NNNNNNDUQUESNE LIGHT H4CUJ1D8WDXK9X7QI6B93Duquesne Light Holdings Inc266233AJ41177000PAUSD10519500.167LongDBTCORPUSY22032-01-07Fixed2.775NNNNNNEQT CORP4NT01YGM4X7ZX86ISY52EQT Corp26884LAM12447000PAUSD23766980.378LongDBTCORPUSY22026-05-15Fixed3.125NNNNNNELANCO ANIMAL HEALTH INC549300SHPNDCE059M934Elanco Animal Health Inc28414HAE31274000PAUSD13154050.209LongDBTCORPUSN22023-08-28Fixed5.772NNNNNNENERGY TRANSFER LPMTLVN9N7JE8MIBIJ1H73Energy Transfer Operating LP29278NAF0172000PAUSD1806410.029LongDBTCORPUSN22028-06-15Fixed4.95NNNNNNGCI LLC549300N3IE9H88Q20221GCI LLC36166TAB62696000PAUSD26319970.419LongDBTCORPUSY22028-10-15Fixed4.75NNNNNNGLP CAPITAL LP / FIN II2549005PXW31DRW8EC44GLP Capital LP / GLP Financing II Inc361841AH2931000PAUSD9728330.155LongDBTCORPUSN22026-04-15Fixed5.375NNNNNNGLP CAPITAL LP / FIN II2549005PXW31DRW8EC44GLP Capital LP / GLP Financing II Inc361841AJ8495000PAUSD5095080.081LongDBTCORPUSN22025-06-01Fixed5.25NNNNNNGLP CAPITAL LP / FIN II2549005PXW31DRW8EC44GLP Capital LP / GLP Financing II Inc361841AL3100000PAUSD1050570.017LongDBTCORPUSN22029-01-15Fixed5.3NNNNNNGXO LOGISTICS INC5493007CNWMXN78JRN66GXO Logistics Inc36262GAA91035000PAUSD9343980.149LongDBTCORPUSY22026-07-15Fixed1.65NNNNNNGSK CONSUMER HEALTHCARE549300N8C3A3L0UVQB07GSK Consumer Healthcare Capital US LLC36264FAB7757000PAUSD7569900.12LongDBTCORPUSY22027-03-24Fixed3.375NNNNNNGSK CONSUMER HEALTHCARE549300N8C3A3L0UVQB07GSK Consumer Healthcare Capital US LLC36264FAC5483000PAUSD4780780.076LongDBTCORPUSY22029-03-24Fixed3.375NNNNNNGSK CONSUMER HEALTHCARE549300N8C3A3L0UVQB07GSK Consumer Healthcare Capital US LLC36264FAD3738000PAUSD7373060.117LongDBTCORPUSY22032-03-24Fixed3.625NNNNNNGOLDMAN SACHS GROUP INC784F5XWPLTWKTBV3E584Goldman Sachs Group Inc38141GZK3937000PAUSD8958910.143LongDBTCORPUSN22028-02-24Variable2.64NNNNNNGOLDMAN SACHS GROUP INC784F5XWPLTWKTBV3E584Goldman Sachs Group Inc38141GZM91023000PAUSD9642670.153LongDBTCORPUSN22033-02-24Variable3.102NNNNNNGOLDMAN SACHS GROUP INC784F5XWPLTWKTBV3E584Goldman Sachs Group Inc38144GAB7457000PAUSD4561320.073LongDBTCORPUSN22099-12-31Variable4.95NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404119BR9642000PAUSD6680010.106LongDBTCORPUSN22025-02-01Fixed5.375NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404119BZ1424000PAUSD4643480.074LongDBTCORPUSN22049-06-15Fixed5.25NNNNNNHCA INCL3CJ6J7LJ2DX62FTXD46HCA Inc404119CB31625000PAUSD14090090.224LongDBTCORPUSN22051-07-15Fixed3.5NNNNNNHASBRO INC549300NUB6D2R1ITYR45Hasbro Inc418056AS6226000PAUSD2736610.044LongDBTCORPUSN22040-03-15Fixed6.35NNNNNNHASBRO INC549300NUB6D2R1ITYR45Hasbro Inc418056AU1218000PAUSD2342300.037LongDBTCORPUSN22044-05-15Fixed5.1NNNNNNHASBRO INC549300NUB6D2R1ITYR45Hasbro Inc418056AZ02037000PAUSD20440350.325LongDBTCORPUSN22029-11-19Fixed3.9NNNNNNHESS MIDSTREAM OPERATIONN/AHess Midstream Operations LP428102AE7200000PAUSD1887200.03LongDBTCORPUSY22030-02-15Fixed4.25NNNNNNHESS MIDSTREAM OPERATIONN/AHess Midstream Operations LP428104AA12406000PAUSD24044240.382LongDBTCORPUSY22028-06-15Fixed5.125NNNNNNHOME DEPOT INCQEKMOTMBBKA8I816DO57HOME DEPOT INC437076CN0365000PAUSD3636290.058LongDBTCORPUSN22027-04-15Fixed2.875NNNNNNHOME DEPOT INCQEKMOTMBBKA8I816DO57HOME DEPOT INC437076CP5608000PAUSD6082400.097LongDBTCORPUSN22032-04-15Fixed3.25NNNNNNINVITATION HOMES OP549300147YMUQB3GW319Invitation Homes Inc46188BAA01301000PAUSD11110140.177LongDBTCORPUSN22031-08-15Fixed2NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M92JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc46590XAC0873000PAUSD8103490.129LongDBTCORPN/AY22031-12-01Fixed3.75NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M92JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc46590XAE62338000PAUSD20337870.324LongDBTCORPN/AY22052-02-02Fixed4.375NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M92JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc46590XAF3290000PAUSD2682500.043LongDBTCORPN/AY22029-02-02Fixed3NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PBA31936000PAUSD19761010.314LongDBTCORPUSN22027-01-29Variable3.96NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PBK1631000PAUSD6089190.097LongDBTCORPUSN22026-04-22Variable2.083NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PBP01723000PAUSD16122050.256LongDBTCORPUSN22031-05-13Variable2.956NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co46647PCU82346000PAUSD22116990.352LongDBTCORPUSN22033-01-25Variable2.963NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co48128BAF8548000PAUSD5461780.087LongDBTCORPUSN22099-12-31Variable5NNNNNNJPMORGAN CHASE & CO8I5DZWZKVSZI1NUHU748JPMorgan Chase & Co48128BAG6579000PAUSD5580110.089LongDBTCORPUSN22099-12-31Variable4.6NNNNNNLITHIA MOTORS INCSE8N1EZEHPZQBCBVKD53Lithia Motors Inc536797AG82351000PAUSD22222590.353LongDBTCORPUSY22029-06-01Fixed3.875NNNNNNLOWE'S COS INCWAFCR4OKGSC504WU3E95LOW 3.35 04/01/27548661EG8208000PAUSD2092160.033LongDBTCORPUSN22027-04-01Fixed3.35NNNNNNLOWE'S COS INCWAFCR4OKGSC504WU3E95LOW 3.75 04/01/32548661EH61370000PAUSD13850690.22LongDBTCORPUSN22032-04-01Fixed3.75NNNNNNLOWE'S COS INCWAFCR4OKGSC504WU3E95LOW 4.25 04/01/52548661EJ21088000PAUSD11253550.179LongDBTCORPUSN22052-04-01Fixed4.25NNNNNNMPT OPER PARTNERSP/FINLWUQXXXF7PXTUPGROE843MPT Operating Partnership LP / MPT Finance Corp55342UAM61493000PAUSD13865670.221LongDBTCORPUSN22031-03-15Fixed3.5NNNNNNMAGALLANES INC549300DXR29GD4N0A520Magallanes Inc55903VAG8694000PAUSD6927370.11LongDBTCORPUSY22027-03-15Fixed3.755NNNNNNMAGALLANES INC549300DXR29GD4N0A520Magallanes Inc55903VAJ2262000PAUSD2632990.042LongDBTCORPUSY22029-03-15Fixed4.054NNNNNNMAGALLANES INC549300DXR29GD4N0A520Magallanes Inc55903VAL7601000PAUSD6036740.096LongDBTCORPUSY22032-03-15Fixed4.279NNNNNNMAGALLANES INC549300DXR29GD4N0A520Magallanes Inc55903VAQ6626000PAUSD6404570.102LongDBTCORPUSY22052-03-15Fixed5.141NNNNNNMARVELL TECHNOLOGY INCN/AMarvell Technology Inc573874AC8956000PAUSD8882890.141LongDBTCORPUSN22026-04-15Fixed1.65NNNNNNMARVELL TECHNOLOGY INCN/AMarvell Technology Inc573874AN41296000PAUSD13567430.216LongDBTCORPUSN22028-06-22Fixed4.875NNNNNNMICROCHIP TECHNOLOGY INC5493007PTFULNYZJ1R12Microchip Technology Inc595017AZ71585000PAUSD15796910.251LongDBTCORPUSN22023-09-01Fixed2.67NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley6174468Q51856000PAUSD17928370.285LongDBTCORPUSN22026-04-28Variable2.188NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley61747YEF82808000PAUSD24074220.383LongDBTCORPUSN22036-09-16Variable2.484NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley61747YEL52545000PAUSD23865430.38LongDBTCORPUSN22033-01-21Variable2.943NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley61761JZN21829000PAUSD18585420.296LongDBTCORPUSN22027-04-23Fixed3.95NNNNNNMORGAN STANLEYIGJSJL3JD5P30I6NJZ34Morgan Stanley61772BAB9808000PAUSD7506980.119LongDBTCORPUSN22027-05-04Variable1.593NNNNNNNRG ENERGY INC5E2UPK5SW04M13XY7I38NRG Energy Inc629377CC4274000PAUSD2823650.045LongDBTCORPUSN22027-01-15Fixed6.625NNNNNNNETFLIX INC549300Y7VHGU0I7CE873Netflix Inc64110LAY23462000PAUSD34807290.554LongDBTCORPUSY22025-06-15Fixed3.625NNNNNNNEXTERA ENERGY CAPITALUMI46YPGBLUE4VGNNT48NextEra Energy Capital Holdings Inc65339KBY51827000PAUSD17134230.273LongDBTCORPUSN22027-01-15Fixed1.875NNNNNNNEXTERA ENERGY CAPITALUMI46YPGBLUE4VGNNT48NextEra Energy Capital Holdings Inc65339KBZ2543000PAUSD4965340.079LongDBTCORPUSN22032-01-15Fixed2.44NNNNNNORACLE CORP1Z4GXXU7ZHVWFCD8TV52ORACLE CORP68389XCA11472000PAUSD12868450.205LongDBTCORPUSN22051-03-25Fixed3.95NNNNNNORACLE CORP1Z4GXXU7ZHVWFCD8TV52ORACLE CORP68389XCE3571000PAUSD5206330.083LongDBTCORPUSN22031-03-25Fixed2.875NNNNNNPILGRIM'S PRIDE CORP549300ZSLGV64ZL3HD75PPC 3.5 03/01/32 144A72147KAG31362000PAUSD11890060.189LongDBTCORPUSY22032-03-01Fixed3.5NNNNNNPROGRESSIVE CORP529900TACNVLY9DCR586Progressive Corp/The743315AZ6300000PAUSD2919000.046LongDBTCORPUSN22032-03-15Fixed3NNNNNNROCKETMTGE CO-ISSUER INC549300FGXN1K3HLB1R50Quicken Loans LLC74841CAA91220000PAUSD11148970.177LongDBTCORPUSY22029-03-01Fixed3.625NNNNNNROCKETMTGE CO-ISSUER INC549300FGXN1K3HLB1R50Quicken Loans LLC74841CAB71046000PAUSD9466300.151LongDBTCORPUSY22031-03-01Fixed3.875NNNNNNREXFORD INDUSTRIAL REALT549300028US163ELJN70Rexford Industrial Realty Inc76169XAA21471000PAUSD12859660.205LongDBTCORPUSN22030-12-01Fixed2.125NNNNNNROCKETMTGE CO-ISSUER INC549300FGXN1K3HLB1R50Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc77313LAA1986000PAUSD9052910.144LongDBTCORPUSY22026-10-15Fixed2.875NNNNNNROCKETMTGE CO-ISSUER INC549300FGXN1K3HLB1R50Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc77313LAB9859000PAUSD7523980.12LongDBTCORPUSY22033-10-15Fixed4NNNNNNS&P GLOBAL INCY6X4K52KMJMZE7I7MY94S&P Global Inc78409VBB91083000PAUSD10497660.167LongDBTCORPUSY22029-03-01Fixed2.7NNNNNNS&P GLOBAL INCY6X4K52KMJMZE7I7MY94S&P Global Inc78409VBC71313000PAUSD12728890.202LongDBTCORPUSY22032-03-01Fixed2.9NNNNNNS&P GLOBAL INCY6X4K52KMJMZE7I7MY94S&P Global Inc78409VBD5812000PAUSD8233010.131LongDBTCORPUSY22052-03-01Fixed3.7NNNNNNS&P GLOBAL INCY6X4K52KMJMZE7I7MY94S&P Global Inc78409VBE3198000PAUSD2036670.032LongDBTCORPUSY22062-03-01Fixed3.9NNNNNNSVB FINANCIAL GROUP549300D2KJ20JMXE7542SVB Financial Group78486QAG61753000PAUSD14900500.237LongDBTCORPUSN22099-12-31Variable4.1NNNNNNSVB FINANCIAL GROUP549300D2KJ20JMXE7542SVB Financial Group78486QAP62832000PAUSD26196000.417LongDBTCORPUSN22099-12-31Variable4.25NNNNNCHARLES SCHWAB CORP549300VSGCJ7E698NM85Charles Schwab Corp808513BD63163000PAUSD32578900.518LongDBTCORPUSN22099-12-31Variable5.375NNNNNNSOUTHWESTERN ENERGY COEFWMP121W54QV9MGOP87Southwestern Energy Co845467AT61029000PAUSD10277140.163LongDBTCORPUSN22032-02-01Fixed4.75NNNNNNSTANDARD INDUSTRIES INC54930064UHXCIUWVI755Standard Industries Inc/NJ853496AG2388000PAUSD3553910.057LongDBTCORPUSY22030-07-15Fixed4.375NNNNNNSUN COMMUNITIES549300PUNBPJCGT6X741Sun Communities Inc866677AE71501000PAUSD13541060.215LongDBTCORPUSN22031-07-15Fixed2.7NNNNNNTARGA RESOURCES CORP5493003QENHHS261UR94TARGA RESOURCES CORP87612GAA9365000PAUSD3683300.059LongDBTCORPUSN22033-02-01Fixed4.2NNNNNNGLOBAL PAYMENTS INC549300NOMHGVQBX6S778Total System Services Inc891906AC32881000PAUSD30243950.481LongDBTCORPUSN22026-04-01Fixed4.8NNNNNNTRIMBLE INC549300E2MI7NSZFQWS19Trimble Inc896239AA82018000PAUSD20751670.33LongDBTCORPUSN22024-12-01Fixed4.75NNNNNNTRIMBLE INC549300E2MI7NSZFQWS19Trimble Inc896239AC4838000PAUSD8678990.138LongDBTCORPUSN22028-06-15Fixed4.9NNNNNNUS BANCORPN1GZ7BBF3NP8GI976H15US Bancorp91159HJB71769000PAUSD15862680.252LongDBTCORPUSN22036-11-03Variable2.491NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912810QX98666400PAUSD88123071.402LongDBTUSTUSN22042-08-15Fixed2.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912810SP412314500PAUSD94783171.508LongDBTUSTUSN22050-08-15Fixed1.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912810ST63035000PAUSD24812310.395LongDBTUSTUSN22040-11-15Fixed1.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912810SU33102000PAUSD27104940.431LongDBTUSTUSN22051-02-15Fixed1.875NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912810TA617069000PAUSD147940222.353LongDBTUSTUSN22041-08-15Fixed1.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912810TB49760200PAUSD85615251.362LongDBTUSTUSN22051-11-15Fixed1.875NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912810TC210115000PAUSD91524951.456LongDBTUSTUSN22041-11-15Fixed2NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912810TF53021000PAUSD29138490.464LongDBTUSTUSN22042-02-15Fixed2.375NNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond912828Z7826857800PAUSD256659854.083LongDBTUSTUSN22027-01-31Fixed1.5NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CBH36697200PAUSD61705800.982LongDBTUSTUSN22026-01-31Fixed0.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CBP5348400PAUSD3230590.051LongDBTUSTUSN22028-02-29Fixed1.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CBZ3726700PAUSD6769660.108LongDBTUSTUSN22028-04-30Fixed1.25NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CCH21352000PAUSD12576770.2LongDBTUSTUSN22028-06-30Fixed1.25NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CCV110481600PAUSD96569931.536LongDBTUSTUSN22028-08-31Fixed1.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CCW93669000PAUSD34005610.541LongDBTUSTUSN22026-08-31Fixed0.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CCZ210730600PAUSD99882601.589LongDBTUSTUSN22026-09-30Fixed0.875NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDD02224700PAUSD21623040.344LongDBTUSTUSN22023-10-31Fixed0.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDF51632000PAUSD15256650.243LongDBTUSTUSN22028-10-31Fixed1.375NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDG355000PAUSD517340.008LongDBTUSTUSN22026-10-31Fixed1.125NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDK49130300PAUSD86384761.374LongDBTUSTUSN22026-11-30Fixed1.25NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDQ144719000PAUSD422552936.722LongDBTUSTUSN22026-12-31Fixed1.25NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDW8634500PAUSD6075340.097LongDBTUSTUSN22029-01-31Fixed1.75NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDY437407000PAUSD359224105.714LongDBTUSTUSN22032-02-15Fixed1.875NNNNNNUS TREASURY N/B254900HROIFWPRGM1V77United States Treasury Note/Bond91282CDZ11177000PAUSD11439890.182LongDBTUSTUSN22025-02-15Fixed1.5NNNNNNWELLS FARGO & COMPANYPBLD0EJDB5FWOLXP3B76Wells Fargo & Co95000U2V41200000PAUSD11975900.191LongDBTCORPUSN22028-03-24Variable3.526NNNNNNWORKDAY INC549300J0DYC0N31V7G13WORKDAY INC98138HAG6493000PAUSD4928720.078LongDBTCORPUSN22027-04-01Fixed3.5NNNNNNWORKDAY INC549300J0DYC0N31V7G13WORKDAY INC98138HAH4370000PAUSD3708270.059LongDBTCORPUSN22029-04-01Fixed3.7NNNNNNWORKDAY INC549300J0DYC0N31V7G13WORKDAY INC98138HAJ0805000PAUSD8034680.128LongDBTCORPUSN22032-04-01Fixed3.8NNNNNNAPTIV PLC / APTIV CORPN/AAptiv PLC / Aptiv Corp00217GAA1785000PAUSD7646840.122LongDBTCORPJEN22025-02-18Fixed2.396NNNNNNAPTIV PLC / APTIV CORPN/AAptiv PLC / Aptiv Corp00217GAC71239000PAUSD11619140.185LongDBTCORPJEN22052-05-01Fixed4.15NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G63AerCap Ireland Capital DAC / AerCap Global Aviation Trust00774MAR61382000PAUSD14089620.224LongDBTCORPIEN22027-10-15Fixed4.625NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G63AerCap Ireland Capital DAC / AerCap Global Aviation Trust00774MAW5889000PAUSD8198240.13LongDBTCORPIEN22028-10-29Fixed3NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G63AerCap Ireland Capital DAC / AerCap Global Aviation Trust00774MAY1668000PAUSD5987230.095LongDBTCORPIEN22033-10-29Fixed3.4NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G63AerCap Ireland Capital DAC / AerCap Global Aviation Trust00774MAZ8508000PAUSD4454870.071LongDBTCORPIEN22041-10-29Fixed3.85NNNNNNALGONQUIN PWR & UTILITY549300K5VIUTJXQL7X75AQNCN V4.75 01/18/82015857AH81518000PAUSD14153830.225LongDBTCORPCAN22082-01-18Variable4.75NNNNNNBANCO SANTANDER SA5493006QMFDDMYWIAM13Banco Santander SA05964HAQ82200000PAUSD22111580.352LongDBTCORPESN22028-03-24Variable4.175NNNNNNBANK OF MONTREALNQQ6HPCNCCU6TUTQYE16BMO V3.088 01/10/3706368DH723379000PAUSD30703940.488LongDBTCORPCAN22037-01-10Variable3.088NNNNNNBNP PARIBASR0MUWSFPU8MPRO8K5P83BNP Paribas SA09659T2B62256000PAUSD19584760.312LongDBTCORPFRY22035-08-12Variable2.588NNNNNNBNP PARIBASR0MUWSFPU8MPRO8K5P83BNP Paribas SA09659W2T0800000PAUSD7528840.12LongDBTCORPFRY22028-01-20Variable2.591NNNNNNBNP PARIBASR0MUWSFPU8MPRO8K5P83BNP Paribas SA09659W2U7672000PAUSD6219200.099LongDBTCORPFRY22033-01-20Variable3.132NNNNNNCOMMONWEALTH BANK AUSTMSFSBD3QN1GSN7Q6C537Commonwealth Bank of Australia202712BS31454000PAUSD14053530.224LongDBTCORPAUY22032-03-14Fixed3.784NNNNNNCREDIT AGRICOLE SA969500TJ5KRTCJQWXH05Credit Agricole SA225313AF2688000PAUSD6957340.111LongDBTCORPFRY22025-03-17Fixed4.375NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M92JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc46590XAA42077000PAUSD22016200.35LongDBTCORPN/AY22029-04-15Fixed6.5NNNNNNJBS USA/FOOD/FINANCEP77IMDGVZE8EFBTF2M92JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc46590XAB21754000PAUSD17930790.285LongDBTCORPN/AY22030-01-15Fixed5.5NNNNNNJBS FINANCE LUXEMBOURGN/AJBS Finance Luxembourg Sarl46592QAA7923000PAUSD8445540.134LongDBTCORPLUY22032-01-15Fixed3.625NNNNNNJBS USA LUX/JBS USA FINP77IMDGVZE8EFBTF2M92JBS USA LUX SA / JBS USA Finance Inc472141AA8717000PAUSD7558970.12LongDBTCORPN/AY22028-02-15Fixed6.75NNNNNNROYALTY PHARMA PLC549300FGFN7VOK8BZR03Royalty Pharma PLC78081BAM51079000PAUSD8963050.143LongDBTCORPGBN22050-09-02Fixed3.55NNNNNNROYALTY PHARMA PLC549300FGFN7VOK8BZR03Royalty Pharma PLC78081BAN31094000PAUSD9379590.149LongDBTCORPGBN22031-09-02Fixed2.15NNNNNNROYALTY PHARMA PLC549300FGFN7VOK8BZR03Royalty Pharma PLC78081BAP8752000PAUSD6028110.096LongDBTCORPGBN22051-09-02Fixed3.35NNNNNNSK HYNIX INC988400XAIK6XISWQV045SK Hynix Inc78392BAB31292000PAUSD11951900.19LongDBTCORPKRY22026-01-19Fixed1.5NNNNNNSK HYNIX INC988400XAIK6XISWQV045SK Hynix Inc78392BAC11051000PAUSD9160980.146LongDBTCORPKRY22031-01-19Fixed2.375NNNNNNSEAGATE HDD CAYMAN529900BD50TRWEG1SF63Seagate HDD Cayman81180WBD21245000PAUSD11796380.188LongDBTCORPKYN22031-01-15Fixed4.125NNNNNNTEVA PHARMACEUTICAL INDU5493004T21MOAFINJP35TEVA 4.75 05/09/2788167AAP6482000PAUSD4626960.074LongDBTCORPNLN22027-05-09Fixed4.75NNNNNNTEVA PHARMACEUTICALS NE5493004T21MOAFINJP35TEVA 5.125 05/09/2988167AAQ4615000PAUSD5911500.094LongDBTCORPNLN22029-05-09Fixed5.125NNNNNWESTPAC BANKING CORPEN5TNI6CI43VEPAMHL14Westpac Banking Corp961214EP41504000PAUSD13134250.209LongDBTCORPAUN22035-11-15Variable2.668NNNNNNPERSHING SQUARE HOLDINGSU7LC4KOKCTZ0YWGI2G56Pershing Square Holdings LtdBR66687831600000PAUSD14432000.23LongDBTCORPGGY22031-10-01Fixed3.25NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F0204482562198PAUSD24873540.396LongABS-MBSUSGSEUSN22036-11-25Fixed2NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F0224441232300PAUSD12174940.194LongABS-MBSUSGSEUSN22034-04-25Fixed2.5NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F02264213515517PAUSD128910602.051LongABS-MBSUSGSEUSN22051-10-25Fixed2.5NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F0306451573972PAUSD15390440.245LongABS-MBSUSGSEUSN22052-01-25Fixed3NNNNNNFannie Mae or Freddie MacB1V7KEBTPIMZEU4LTD58Fannie Mae01F03264113726172PAUSD137448402.186LongABS-MBSUSGSEUSN22049-01-25Fixed3.5NNNNNNBarclays Commercial Mortgage SN/ABarclays Comercial Mortgage Securities LLC 2015-SRCH05547HAC51447000PAUSD14838870.236LongABS-MBSCORPUSY22035-08-10Fixed4.197NNNNNNBX Commercial Mortgage Trust 2N/ABX Commercial Mortgage Trust 2019-XL056054AA71153750PAUSD11480660.183LongABS-MBSCORPUSY22036-10-15Floating1.317NNNNNNBX Commercial Mortgage Trust 2N/ABX Commercial Mortgage Trust 2019-XL056054AE9195500PAUSD1939580.031LongABS-MBSCORPUSY22036-10-15Floating1.477NNNNNNBX Trust 2019-OC11N/ABX Commercial Mortgage Trust 2019-OC1105606FAG8309000PAUSD2980890.047LongABS-MBSCORPUSY22041-12-09Fixed3.605NNNNNNBX Trust 2019-OC11N/ABX Commercial Mortgage Trust 2019-OC1105606FAJ2614000PAUSD5826990.093LongABS-MBSCORPUSY22041-12-09Fixed3.856NNNNNNBXP TrustN/ABXP Trust 2017-GM056083AA6696000PAUSD6848540.109LongABS-MBSCORPUSY22039-06-13Fixed3.379NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0320753MAF5188610PAUSD1885530.03LongABS-MBSUSGSEUSY22031-09-25Floating2.60657NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0420753TAB920804PAUSD208040.003LongABS-MBSUSGSEUSY22039-06-25Floating2.55657NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0720753WAF359620PAUSD596250.009LongABS-MBSUSGSEUSY22039-10-25Floating2.55657NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0520754HAE815109PAUSD151090.002LongABS-MBSUSGSEUSY22039-07-25Floating2.45657NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae21H0226485481176PAUSD53118240.845LongABS-MBSUSGAUSN22051-10-20Fixed2.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae21H0306416089224PAUSD60160560.957LongABS-MBSUSGAUSN22051-04-20Fixed3NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2015-C02 1M230711XAX2136617PAUSD1384390.022LongABS-MBSUSGSEUSN22025-05-25Floating4.45657NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XC5X1190744PAUSD1930830.031LongABS-MBSUSGSEUSN22032-09-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XDAJ462054PAUSD628150.01LongABS-MBSUSGSEUSN22032-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XDFC4125324PAUSD1268610.02LongABS-MBSUSGSEUSN22033-01-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131XUSX6239130PAUSD2418740.038LongABS-MBSUSGSEUSN22046-07-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y06M9267795PAUSD2765810.044LongABS-MBSUSGSEUSN22048-04-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y0KU5115606PAUSD1165690.019LongABS-MBSUSGSEUSN22048-02-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y16T244877PAUSD466050.007LongABS-MBSUSGSEUSN22048-07-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y2YX011678PAUSD123290.002LongABS-MBSUSGSEUSN22048-09-01Fixed5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y4LZ59651PAUSD95330.002LongABS-MBSUSGSEUSN22043-06-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y6P458003PAUSD82200.001LongABS-MBSUSGSEUSN22042-08-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3131Y6V71236141PAUSD2427250.039LongABS-MBSUSGSEUSN22043-02-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31329L6U16566PAUSD67440.001LongABS-MBSUSGSEUSN22042-07-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31329L6W77379PAUSD75790.001LongABS-MBSUSGSEUSN22042-08-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132A4C89116039PAUSD1291320.021LongABS-MBSUSGSEUSN22040-04-01Fixed6NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132A5AL9216439PAUSD2158780.034LongABS-MBSUSGSEUSN22043-03-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132A5DB8345979PAUSD3447870.055LongABS-MBSUSGSEUSN22045-01-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132A8GL71067323PAUSD10802820.172LongABS-MBSUSGSEUSN22031-05-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADHW190013PAUSD965240.015LongABS-MBSUSGSEUSN22044-05-01Fixed4.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADJC3373036PAUSD3834370.061LongABS-MBSUSGSEUSN22044-02-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADJS8319277PAUSD3387270.054LongABS-MBSUSGSEUSN22046-02-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132ADY6977803PAUSD808060.013LongABS-MBSUSGSEUSN22047-03-01Fixed4NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3132CWBH61221212PAUSD12180700.194LongABS-MBSUSGSEUSN22033-12-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac3132CWDV3142865PAUSD1418760.023LongABS-MBSUSGSEUSN22034-11-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Gold Pool3132H7F4174960PAUSD770480.012LongABS-MBSUSGSEUSN22047-01-01Fixed3.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31334WZG9208753PAUSD2072830.033LongABS-MBSUSGSEUSN22047-04-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31334YMG958757PAUSD577960.009LongABS-MBSUSGSEUSN22049-08-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A0G7394510PAUSD929650.015LongABS-MBSUSGSEUSN22049-12-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A1CP556643PAUSD544750.009LongABS-MBSUSGSEUSN22050-01-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A2HT047706PAUSD468510.007LongABS-MBSUSGSEUSN22050-03-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A73R886746PAUSD836530.013LongABS-MBSUSGSEUSN22050-08-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A9JV831029PAUSD299170.005LongABS-MBSUSGSEUSN22050-08-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133A9WN1171712PAUSD1655220.026LongABS-MBSUSGSEUSN22050-09-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133APYB9512030PAUSD4894890.078LongABS-MBSUSGSEUSN22051-08-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B2LX5195412PAUSD1873270.03LongABS-MBSUSGSEUSN22052-01-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B3XQ5313940PAUSD3016430.048LongABS-MBSUSGSEUSN22052-01-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B42A2448784PAUSD4297940.068LongABS-MBSUSGSEUSN22052-02-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87FR QD65543133B4H73218900PAUSD2150490.034LongABS-MBSUSGAUSN22052-02-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87FR QD65553133B4H81167962PAUSD1651540.026LongABS-MBSUSGAUSN22052-02-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B6F5471902PAUSD688320.011LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133B7FX1279105PAUSD2744300.044LongABS-MBSUSGSEUSN22052-03-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133D4M591952291PAUSD18384510.292LongABS-MBSUSGSEUSN22042-01-01Fixed2NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133G62Q7115671PAUSD1169340.019LongABS-MBSUSGSEUSN22034-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133G62T1266221PAUSD2694480.043LongABS-MBSUSGSEUSN22034-10-01Fixed3NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133G7BU6166255PAUSD1651030.026LongABS-MBSUSGSEUSN22034-11-01Fixed2.5NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KYWH85211425PAUSD48900890.778LongABS-MBSUSGSEUSN22042-03-01Fixed2NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool3133KYWN5353243PAUSD3322160.053LongABS-MBSUSGSEUSN22042-04-01Fixed2NNNNNNFreddie MacS6XOOCT0IEG5ABCC6L87Freddie Mac Pool31346YPV9158358PAUSD1557690.025LongABS-MBSUSGSEUSN22049-12-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae REMICS3136B1N261110085PAUSD10908810.174LongABS-MBSUSGSEUSN22048-05-25Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae REMICS3136B6B771130835PAUSD11163260.178LongABS-MBSUSGSEUSN22049-11-25Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138ENRH4125102PAUSD1329070.021LongABS-MBSUSGSEUSN22044-10-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138ENS83411840PAUSD4446410.071LongABS-MBSUSGSEUSN22044-07-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138EPHU1183177PAUSD1946060.031LongABS-MBSUSGSEUSN22045-03-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138EPX3352781PAUSD560140.009LongABS-MBSUSGSEUSN22042-11-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138EQFX595518PAUSD1024380.016LongABS-MBSUSGSEUSN22045-06-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138WHND0627216PAUSD6354560.101LongABS-MBSUSGSEUSN22046-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3138WQJB9158266PAUSD1581290.025LongABS-MBSUSGSEUSN22043-05-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FXEC21803610PAUSD18384350.292LongABS-MBSUSGSEUSN22056-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FXF726179PAUSD61250.001LongABS-MBSUSGSEUSN22057-06-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140FXFH01258886PAUSD12500060.199LongABS-MBSUSGSEUSN22057-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140GSKE1181808PAUSD1834370.029LongABS-MBSUSGSEUSN22047-08-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H6B57143287PAUSD1449230.023LongABS-MBSUSGSEUSN22048-01-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140H6CC11022450PAUSD10579600.168LongABS-MBSUSGSEUSN22048-01-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HAMH0183316PAUSD1803210.029LongABS-MBSUSGSEUSN22049-08-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HBFX1106006PAUSD1114940.018LongABS-MBSUSGSEUSN22048-05-01Fixed5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HFFE4324991PAUSD3359330.053LongABS-MBSUSGSEUSN22048-03-01Fixed4NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140HGGX9170541PAUSD1644260.026LongABS-MBSUSGSEUSN22050-08-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140J73V5179525PAUSD1905200.03LongABS-MBSUSGSEUSN22046-02-01Fixed4.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140J9NN76026790PAUSD60112140.956LongABS-MBSUSGSEUSN22047-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JXJ5847316PAUSD466030.007LongABS-MBSUSGSEUSN22049-09-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140JXSM1118379PAUSD1196750.019LongABS-MBSUSGSEUSN22034-10-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K0HB7177358PAUSD1761300.028LongABS-MBSUSGSEUSN22034-11-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K1TP128861PAUSD292310.005LongABS-MBSUSGSEUSN22034-12-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K3A36130873PAUSD1258610.02LongABS-MBSUSGSEUSN22050-01-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140K3SF024676PAUSD250170.004LongABS-MBSUSGSEUSN22034-11-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140KQQE4274175PAUSD2627890.042LongABS-MBSUSGSEUSN22050-10-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140LQQJ2170576PAUSD1632580.026LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140LRJE955134PAUSD527070.008LongABS-MBSUSGSEUSN22051-08-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140M2NJ71086595PAUSD10232470.163LongABS-MBSUSGSEUSN22042-02-01Fixed2NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140M2QJ4149187PAUSD1399890.022LongABS-MBSUSGSEUSN22042-02-01Fixed2NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MGJG757189PAUSD549160.009LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MGJK8164278PAUSD1572620.025LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58FN BV41443140MHTA7817023PAUSD8026400.128LongABS-MBSUSGSEUSN22052-03-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58FN BV53793140MJ6R1686181PAUSD6746980.107LongABS-MBSCORPUSN22052-04-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58FN BV53803140MJ6S9603148PAUSD5925300.094LongABS-MBSCORPUSN22052-04-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140MJWN1145883PAUSD1397100.022LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QCEU6104799PAUSD1042040.017LongABS-MBSUSGSEUSN22048-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QMT533150768PAUSD30186680.48LongABS-MBSUSGSEUSN22051-12-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QNLY6743523PAUSD7130730.113LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QNLZ31998792PAUSD19142150.304LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140QNSU73530996PAUSD34558480.55LongABS-MBSUSGSEUSN22052-03-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58FN CB32653140QNTX02199986PAUSD21531650.343LongABS-MBSUSGSEUSN22052-04-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X3A73472029PAUSD4708090.075LongABS-MBSUSGSEUSN22046-09-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X6FJ597647PAUSD993460.016LongABS-MBSUSGSEUSN22047-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X6NZ0110441PAUSD1123630.018LongABS-MBSUSGSEUSN22047-03-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X7JB62553300PAUSD25868440.411LongABS-MBSUSGSEUSN22048-07-01Fixed3.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140X9FB6762133PAUSD7301900.116LongABS-MBSUSGSEUSN22051-01-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XF5Z01086678PAUSD10645640.169LongABS-MBSUSGSEUSN22052-03-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XFMH11022287PAUSD9794270.156LongABS-MBSUSGSEUSN22052-01-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XFUB5968574PAUSD9488330.151LongABS-MBSUSGSEUSN22052-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XFVK4918090PAUSD8614870.137LongABS-MBSUSGSEUSN22042-02-01Fixed2NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XFWY34904343PAUSD46968210.747LongABS-MBSUSGSEUSN22052-02-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool3140XGFX22100723PAUSD20110070.32LongABS-MBSUSGSEUSN22052-03-01Fixed2.5NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31416CE6979144PAUSD877930.014LongABS-MBSUSGSEUSN22037-02-01Fixed6NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31417EMM021589PAUSD215420.003LongABS-MBSUSGSEUSN22043-01-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418AQR224433PAUSD243990.004LongABS-MBSUSGSEUSN22043-02-01Fixed3NNNNNNFannie MaeB1V7KEBTPIMZEU4LTD58Fannie Mae Pool31418BW93128195PAUSD1304260.021LongABS-MBSUSGSEUSN22045-12-01Fixed3.5NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA4 M235565AAH345703PAUSD456480.007LongABS-MBSUSGSEUSY22049-10-25Floating2.40657NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179T7M1346946PAUSD3654700.058LongABS-MBSUSGAUSN22048-08-20Fixed5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179TSJ5207559PAUSD2180400.035LongABS-MBSUSGAUSN22048-02-20Fixed4.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179TXV2245686PAUSD2521360.04LongABS-MBSUSGAUSN22048-05-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool36179TZ57363278PAUSD3727010.059LongABS-MBSUSGAUSN22048-06-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617B13X918060PAUSD186090.003LongABS-MBSUSGAUSN22047-08-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617B14A8126269PAUSD1301050.021LongABS-MBSUSGAUSN22047-08-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617B14U433392PAUSD344060.005LongABS-MBSUSGAUSN22047-08-20Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3617BA5W971946PAUSD744660.012LongABS-MBSUSGAUSN22047-08-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3617BN3S257485PAUSD594990.009LongABS-MBSUSGAUSN22047-11-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3617BN4U6129626PAUSD1341680.021LongABS-MBSUSGAUSN22047-12-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617H1CH865000PAUSD676720.011LongABS-MBSUSGAUSN22048-05-20Fixed4.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae II Pool3617H1CJ4258061PAUSD2686710.043LongABS-MBSUSGAUSN22048-05-20Fixed4.5NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3622A2QL91196969PAUSD12593730.2LongABS-MBSUSGAUSN22045-01-15Fixed4NNNNNNGovernment National Mortgage A549300M8ZYFG0OCMTT87Ginnie Mae I Pool3622A2UF71429086PAUSD15579890.248LongABS-MBSUSGAUSN22046-08-15Fixed4.5NNNNNNGreat Wolf TrustN/AGreat Wolf Trust39152TAA8293000PAUSD2892350.046LongABS-MBSCORPUSY22036-12-15Floating1.431NNNNNNGreat Wolf TrustN/AGreat Wolf Trust39152TAG5328000PAUSD3229620.051LongABS-MBSCORPUSY22036-12-15Floating1.731NNNNNNGreat Wolf TrustN/AGreat Wolf Trust39152TAJ9365000PAUSD3583280.057LongABS-MBSCORPUSY22036-12-15Floating2.03NNNNNNNew Residential Mortgage Loan549300U1MV4J7YQZG974New Residential Mortgage Loan Trust 2018-264828CAA7257420PAUSD2613120.042LongABS-MBSCORPUSY22058-02-25Variable4.5NNNNNNZaxby's Funding LLCN/AZaxby's Funding LLC 2021-1A A298920MAA0287555PAUSD2657170.042LongABS-MBSCORPUSY22051-07-30Fixed3.238NNNNNNChase Mortgage Finance CorporaN/AChase Mortgage Finance Corp 2021-CL1 M146591HBX7608643PAUSD5958990.095LongABS-CBDOCORPUSY22050-02-25Floating1.299NNNNNNVMC Finance LLCN/AVMC Finance LLC 2021-HT1 A91835TAA4924255PAUSD9057700.144LongABS-CBDOCORPUSY22037-01-18Floating1.787NNNNNNCBAM CLO ManagementN/ACBAM CLO Management 2019-11RA A112510TAA21312000PAUSD13069650.208LongABS-CBDOCORPKYY22035-01-20Floating0NNNNNNCBAM CLO ManagementN/ACBAM CLO Management 2019-11RA B12510TAC8500944PAUSD4999010.08LongABS-CBDOCORPKYY22035-01-20Floating0NNNNNNCIFC Funding Ltd54930089HD7KU5NUS092CIFC Funding Ltd 2021-7A B12567HAE2383807PAUSD3790280.06LongABS-CBDOCORPKYY22035-01-23Floating0NNNNNNHighbridge Loan Management LtdN/AHighbridge Loan Management Ltd 2021-16A B40440XAC5380629PAUSD3763960.06LongABS-CBDOCORPKYY22035-01-23Floating1.95528NNNNNNRegatta XXIII Funding LtdN/ARegatta XXIII Funding Ltd 2021-4A B75889FAG9393948PAUSD3890150.062LongABS-CBDOCORPKYY22035-01-20Floating1.81041NNNNNNACC Auto TrustN/AACC Auto Trust 2021-A A00108XAA6478511PAUSD4725950.075LongABS-OCORPUSY22027-04-15Fixed1.08NNNNNNAffirm IncN/AAffirm Asset Securitization Trust 2021-A A00833MAA2723000PAUSD7136890.114LongABS-OCORPUSY22025-08-15Fixed0.88NNNNNNAffirm IncN/AAffirm Asset Securitization Trust 2020-Z2 A00834AAA7185594PAUSD1837170.029LongABS-OCORPUSY22025-01-15Fixed1.9NNNNNNAffirm IncN/AAffirm Asset Securitization Trust 2021-B A00834DAA1801000PAUSD7423000.118LongABS-OCORPUSY22026-08-17Fixed1.03NNNNNNAngel Oak Mortgage TrustN/AAngel Oak Mortgage Trust I LLC 2019-503464KAA6146687PAUSD1441350.023LongABS-OCORPUSY22049-10-25Variable2.593NNNNNNAngel Oak Mortgage TrustN/AAngel Oak Mortgage Trust I LLC 2019-603464VAA2120949PAUSD1209490.019LongABS-OCORPUSY22059-11-25Variable2.62NNNNNNAngel Oak Mortgage TrustN/AAngel Oak Mortgage Trust I LLC 2020-203464XAL4282521PAUSD2812260.045LongABS-OCORPUSY22065-01-26Variable2.531NNNNNNAngel Oak Mortgage TrustN/AAngel Oak Mortgage Trust I LLC 2020-303465LAB1252113PAUSD2498860.04LongABS-OCORPUSY22065-04-25Variable2.41NNNNNNAqua Finance TrustN/AAqua Finance Trust 2021-A A03842VAA5488253PAUSD4653390.074LongABS-OCORPUSY22046-07-17Fixed1.54NNNNNNArbys Funding LLCN/AArbys Funding LLC 2020-1A038779AB01777925PAUSD16925490.269LongABS-OCORPUSY22050-07-30Fixed3.237NNNNNNAtalaya Equipment Leasing FundN/AAtalaya Equipment Leasing Fund I LP 2021-1A A2046497AB9821000PAUSD8062870.128LongABS-OCORPUSY22026-05-15Fixed1.23NNNNNNBarclays Commercial Mortgage SN/ABarclays Comercial Mortgage Securities LLC 2017-DELC05552EAA8443000PAUSD4385930.07LongABS-OCORPUSY22036-08-15Floating1.24657NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-LBA AV05609BAV1964000PAUSD9435310.15LongABS-OCORPUSY22036-02-15Floating1.197NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-LBA AJV05609BCD9848000PAUSD8299220.132LongABS-OCORPUSY22036-02-15Floating1.197NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-VOLT B05609VAG01043000PAUSD10207850.162LongABS-OCORPUSY22036-09-15Floating1.34657NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2021-VOLT D05609VAL91096000PAUSD10567080.168LongABS-OCORPUSY22036-09-15Floating2.04657NNNNNNBankN/ABANK 2018-BN12 A406541KBA5260123PAUSD2726350.043LongABS-OCORPUSN22061-05-15Variable4.255NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2021-4 A1107336GAK01117011PAUSD11010050.175LongABS-OCORPUSY22051-10-25Floating0.949NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2021-5 AF07336JAX61140107PAUSD11266280.179LongABS-OCORPUSY22051-11-25Floating0.89867NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2022-2 A107336NAA72304993PAUSD21890700.348LongABS-OCORPUSY22051-12-25Variable3NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2020-FOX A12433AAA71482569PAUSD14692520.234LongABS-OCORPUSY22032-11-15Floating1.397NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2020-FOX B12433AAC3265337PAUSD2625040.042LongABS-OCORPUSY22032-11-15Floating1.747NNNNNNBX TrustN/ABX Commercial Mortgage Trust 2020-FOX C12433AAE9265337PAUSD2623720.042LongABS-OCORPUSY22032-11-15Floating1.947NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2021-1A A112530MAE51159335PAUSD10842110.172LongABS-OCORPUSY22061-03-15Fixed1.53NNNNNNCF Hippolyta Issuer LLCN/ACF Hippolyta Issuer LLC 2021-1A B112530MAG0425347PAUSD3893980.062LongABS-OCORPUSY22061-03-15Fixed1.98NNNNNNCosmopolitan Hotel TrustN/ACosmopolitan Hotel Trust 201712546DAA51089728PAUSD10878560.173LongABS-OCORPUSY22036-11-15Floating1.32657NNNNNNCIM TrustN/ACIM Trust 2021-NR1 A112565YAA5862115PAUSD8375680.133LongABS-OCORPUSY22055-07-25Variable2.569NNNNNNCOLT Funding LLCN/ACOLT Funding LLC 2020-312597QAA490426PAUSD900670.014LongABS-OCORPUSY22065-04-27Variable1.506NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2019-ICE412653VAA41929000PAUSD19154570.305LongABS-OCORPUSY22036-05-15Floating1.377NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2019-ICE4 C12653VAE6831000PAUSD8229240.131LongABS-OCORPUSY22036-05-15Floating1.827NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2020-UNFI12656MAA1453000PAUSD4492460.071LongABS-OCORPUSY22022-12-15Floating4.1682NNNNNNCredit Suisse Mortgage TrustN/ACredit Suisse Commercial Mortgage Trust 2021-WEHO A12657CAA2936310PAUSD9100480.145LongABS-OCORPUSY22023-04-15Floating4.3663NNNNNNCarvana Auto Receivables TrustN/ACarvana Auto Receivables Trust 2021-P4 A214687KAB2888000PAUSD8783000.14LongABS-OCORPUSN22025-04-10Fixed0.82NNNNNNCold Storage TrustN/ACold Storage Trust 2020-ICE5 A193051AA71740876PAUSD17182310.273LongABS-OCORPUSY22037-11-15Floating1.29657NNNNNNCold Storage TrustN/ACold Storage Trust 2020-ICE5 B193051AJ8774597PAUSD7631820.121LongABS-OCORPUSY22037-11-15Floating1.69657NNNNNNCold Storage TrustN/ACold Storage Trust 2020-ICE5 C193051AL3777546PAUSD7671420.122LongABS-OCORPUSY22037-11-15Floating2.04657NNNNNNCOLT Funding LLCN/ACOLT Funding LLC 2020-219688JAA563752PAUSD632810.01LongABS-OCORPUSY22065-03-25Variable1.853NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2019-R0220753KAB856954PAUSD568660.009LongABS-OUSGSEUSY22031-08-25Floating2.75657NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2018-R0720753QAE980140PAUSD800930.013LongABS-OUSGSEUSY22031-04-25Floating2.85657NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R03 1M120753XAA21776000PAUSD17790310.283LongABS-OUSGSEUSY22042-03-25Floating2.15NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2021-R03 1M220754AAB9711000PAUSD6690710.106LongABS-OUSGSEUSY22041-12-25Floating1.749NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R02 2M220754BAB7804000PAUSD7839010.125LongABS-OUSGSEUSY22042-01-25Floating3.099NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2021-R02 2M220754KAB71922000PAUSD18016130.287LongABS-OUSGSEUSY22041-11-25Floating2.099NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R01 1B120754LAF62186000PAUSD20201820.321LongABS-OUSGSEUSY22041-12-25Floating3.249NNNNNNConn Funding II, L.PN/AConn Funding II LP 2021-A A20825GAA3629839PAUSD6240080.099LongABS-OCORPUSY22026-05-15Fixed1.05NNNNNNDB Master Finance LLC549300F17UZJL70BPB08DB Master Finance LLC 2019-1A A2II233046AK7229125PAUSD2297480.037LongABS-OCORPUSY22049-05-20Fixed4.021NNNNNNDiamond Infrastructure FundingN/ADiamond Infrastructure Funding LLC 2021-1A A25265LAA81183000PAUSD10711350.17LongABS-OCORPUSY22049-04-15Fixed1.76NNNNNNDominos Pizza Master Issuer LLN/ADomino's Pizza Master Issuer LLC25755TAH3357120PAUSD3545030.056LongABS-OCORPUSY22047-07-25Fixed4.118NNNNNNDominos Pizza Master Issuer LLN/ADomino's Pizza Master Issuer LLC25755TAJ91057478PAUSD10644820.169LongABS-OCORPUSY22048-07-25Fixed4.116NNNNNNDominos Pizza Master Issuer LL25490005ZWM1IF9UXU57Domino's Pizza Master Issuer LLC25755TAK6549540PAUSD5487740.087LongABS-OCORPUSY22048-07-25Fixed4.328NNNNNNDominos Pizza Master Issuer LL25490005ZWM1IF9UXU57Domino's Pizza Master Issuer LLC25755TAL41965880PAUSD19002700.302LongABS-OCORPUSY22049-10-25Fixed3.668NNNNNNExeter Automobile ReceivablesN/AExeter Automobile Receivables Trust 2021-1A D30166RAF4580000PAUSD5578690.089LongABS-OCORPUSN22026-11-16Fixed1.08NNNNNNExeter Automobile Receivables549300KR7NUJOX0UJ040Exeter Automobile Receivables Trust 2019-130167DAE7545000PAUSD5511330.088LongABS-OCORPUSY22026-01-15Fixed5.2NNNNNNExtended Stay America Trust549300IESZBC3BJUJW64Extended Stay America Trust 2021-ESH A30227FAA81496788PAUSD14788700.235LongABS-OCORPUSY22038-07-15Floating1.477NNNNNNExtended Stay America Trust549300IESZBC3BJUJW64Extended Stay America Trust 2021-ESH B30227FAE0407492PAUSD4020620.064LongABS-OCORPUSY22038-07-15Floating1.777NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2014-C0430711XAP947081PAUSD484290.008LongABS-OUSGSEUSN22024-11-25Floating5.35657NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Fannie Mae Connecticut Avenue Securities30711XBB9254846PAUSD2616490.042LongABS-OUSGSEUSN22025-07-25Floating5.45657NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Fannie Mae Connecticut Avenue Securities30711XBF0266626PAUSD2848100.045LongABS-OUSGSEUSN22028-04-25Floating6.15657NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2016-C06 1M230711XDS0309974PAUSD3233740.051LongABS-OUSGSEUSN22029-04-25Floating4.70657NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2017-C0130711XEP5538529PAUSD5476100.087LongABS-OUSGSEUSN22029-07-25Floating4.00657NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2017-C05 1M230711XNX8737323PAUSD7421410.118LongABS-OUSGSEUSN22030-01-25Floating2.65657NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2017-C07 1M230711XUX0787413PAUSD7884850.125LongABS-OUSGSEUSN22030-05-25Floating2.85657NNNNNNFlagstar Mortgage TrustN/AFlagstar Mortgage Trust 2021-13IN A233853HAB73677623PAUSD34919570.555LongABS-OCORPUSY22051-12-30Variable3NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2021-HQA1 M235564KBS7476000PAUSD4563100.073LongABS-OUSGSEUSY22033-08-25Floating2.349NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M235564KDB2442000PAUSD4356650.069LongABS-OUSGSEUSY22033-08-25Floating2.399NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2022-HQA1 M1A35564KTA7827000PAUSD8278140.132LongABS-OUSGSEUSY22042-03-25Floating2.15NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA4 M235565RAH688188PAUSD882550.014LongABS-OUSGSEUSY22050-09-25Floating3.60657NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA5 M235565TAH21165277PAUSD11647860.185LongABS-OUSGSEUSY22050-11-25Floating2.699NNNNNNFreddie Mac - STACRN/AFreddie Mac Structured Agency Credit Risk Debt Notes 2020-DNA6 M235566CAH8910000PAUSD9015950.143LongABS-OUSGSEUSY22050-12-25Floating2.099NNNNNNGCATN/AGCAT 2022-INV1 A136168YAA52931180PAUSD27837650.443LongABS-OCORPUSY22051-12-25Variable3NNNNNNGS Mortgage Securities Trust5493005BBCF84ICNQ550GS Mortgage Securities Trust 2018-GS1036250SAE9371605PAUSD3862110.061LongABS-OCORPUSN22051-07-10Variable4.155NNNNNNGS Mortgage Securities Trust549300WZ62L3Y22NOZ64GS Mortgage Securities Trust 2018-GS936255NAT2618450PAUSD6363450.101LongABS-OCORPUSN22051-03-10Variable3.992NNNNNNNRZ Excess Spread Collateraliz549300PJOVSVFWMID248NRZ Excess Spread Collateralized Notes 2020-PLS1 A433674AA6272921PAUSD2656420.042LongABS-OCORPUSY22025-12-25Fixed3.844NNNNNNJack in the Box Funding, LLC5493002OJW26P0SUUP68Jack in the Box Funding LLC 2019-1A A2II466365AB91179090PAUSD11626330.185LongABS-OCORPUSY22049-08-25Fixed4.476NNNNNNJack in the Box Funding, LLC5493002OJW26P0SUUP68Jack in the Box Funding LLC 2019-1A A23466365AC71179090PAUSD11864500.189LongABS-OCORPUSY22049-08-25Fixed4.97NNNNNNJPMorgan Chase Bank, NA - CACL7H6GLXDRUGQFU57RNE97Chase Auto Credit Linked Notes 2021-2 B48128U2M0808182PAUSD7922700.126LongABS-OCORPUSY22028-12-26Fixed0.889NNNNNNLAD Auto Receivables TrustN/ALAD Auto Receivables Trust 2021-1A A501683AA4750849PAUSD7357480.117LongABS-OCORPUSY22026-08-17Fixed1.3NNNNNNBVRT LLCN/ABVRT Financing Trust 2021-CRT1 M2512366AB1128987PAUSD1274190.02LongABS-OCORPUSN22033-01-10Variable2.57114NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2021-BMR A53218CAA82160568PAUSD21135670.336LongABS-OCORPUSY22038-03-15Floating1.097NNNNNNLife Financial Services TrustN/ALife Financial Services Trust 2021-BMR C53218CAE01034085PAUSD9982230.159LongABS-OCORPUSY22038-03-15Floating1.497NNNNNNLUXE Commercial Mortgage TrustN/ALUXE Commercial Mortgage Trust 2021-TRIP A55066WAA21139000PAUSD11157410.177LongABS-OCORPUSY22038-10-15Floating1.447NNNNNNMHC Commercial Mortgage TrustN/AMHC Commercial Mortgage Trust 2021-MHC A55316VAA21980503PAUSD19492110.31LongABS-OCORPUSY22038-04-15Floating1.197962NNNNNNMHC Commercial Mortgage TrustN/AMHC Commercial Mortgage Trust 2021-MHC C55316VAE4954704PAUSD9366580.149LongABS-OCORPUSY22038-04-15Floating1.747962NNNNNNMED TrustN/AMED Trust 2021-MDLN C58403YAN6333000PAUSD3261270.052LongABS-OCORPUSY22038-11-15Floating2.197NNNNNNMED TrustN/AMED Trust 2021-MDLN D58403YAR7338000PAUSD3299360.052LongABS-OCORPUSY22038-11-15Floating2.397NNNNNNMED TrustN/AMED Trust 2021-MDLN E58403YAU01499000PAUSD14601450.232LongABS-OCORPUSY22038-11-15Floating3.547NNNNNNMED TrustN/AMED Trust 2021-MDLN F58403YAX4943000PAUSD9198180.146LongABS-OCORPUSY22038-11-15Floating4.397NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2022-INV1 A2585490AC91976737PAUSD18753520.298LongABS-OCORPUSY22052-03-25Variable3NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2021-INV3 A11585491BC61004583PAUSD9977310.159LongABS-OCORPUSY22051-10-25Floating1.049NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2021-INV2 A1158549XBC6772712PAUSD7674640.122LongABS-OCORPUSY22051-08-25Floating1.049NNNNNNMello Mortgage Capital AcceptaN/AMello Mortgage Capital Acceptance Trust 2021-INV4 A358550NAC5899147PAUSD8301250.132LongABS-OCORPUSY22051-12-25Variable2.5NNNNNNMercury Financial Credit CardN/AMercury Financial Credit Card Master Trust 2021-1A A58940BAA4985000PAUSD9656950.154LongABS-OCORPUSY22026-03-20Fixed1.54NNNNNNMorgan Stanley Capital I TrustN/AMorgan Stanley Capital I Trust 2015-UBS861691ABL6447000PAUSD4507510.072LongABS-OCORPUSN22048-12-15Fixed3.809NNNNNNMorgan Stanley Capital I TrustN/AMorgan Stanley Capital I Trust 2018-H461691RAE6883008PAUSD9275020.148LongABS-OCORPUSN22051-12-15Fixed4.31NNNNNNMorgan Stanley Capital I TrustN/AMorgan Stanley Capital I Trust 2016-UB1161767FBA8594000PAUSD5764770.092LongABS-OCORPUSN22049-08-15Fixed2.782NNNNNNMorgan Stanley Capital I TrustN/AMorgan Stanley Capital I Trust 2018-H361767YAZ3590372PAUSD6150390.098LongABS-OCORPUSN22051-07-15Fixed4.177NNNNNNNRZ Excess Spread Collateraliz549300PJOVSVFWMID248NRZ Excess Spread Collateralized Notes 2021-FHT1 A62955MAB2816659PAUSD7721130.123LongABS-OCORPUSY22026-07-25Fixed3.104NNNNNNOnslow Bay Financial LLCN/AOnslow Bay Financial LLC 2022-INV1 A167115NAA82320955PAUSD22042300.351LongABS-OCORPUSY22051-12-25Variable3NNNNNNOnslow Bay Financial LLCN/AOnslow Bay Financial LLC 2022-INV1 A1867115NAU4984528PAUSD9263750.147LongABS-OCORPUSY22051-12-25Variable3NNNNNNOnslow Bay Financial LLCN/AOnslow Bay Financial LLC 2021-INV3 A367117JAC11077182PAUSD9918900.158LongABS-OCORPUSY22051-10-25Variable2.5NNNNNNOak Street Investment Grade NeN/AOak Street Investment Grade Net Lease Fund 2020-1A A167181DAA9754049PAUSD7260140.115LongABS-OCORPUSY22050-11-20Fixed1.85NNNNNNBayview Opportunity Master FunN/AOceanview Mortgage Trust 2022-1 A167648BAA01178124PAUSD11164160.178LongABS-OCORPUSY22051-12-25Variable3NNNNNNOneMain Direct Auto ReceivableN/AOneMain Direct Auto Receivables Trust 2018-168268XAC5254000PAUSD2541450.04LongABS-OCORPUSY22025-10-14Fixed3.85NNNNNNOneMain Direct Auto ReceivableN/AOneMain Direct Auto Receivables Trust 2018-168268XAD3252000PAUSD2521700.04LongABS-OCORPUSY22028-01-14Fixed4.4NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2021-RPL2 A169357QAA41368327PAUSD13170570.21LongABS-OCORPUSY22051-10-25Variable1.455NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2020-4 A169359XAA7579777PAUSD5705670.091LongABS-OCORPUSY22025-10-25Variable2.951NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2021-10 A169360HAA91252013PAUSD12135200.193LongABS-OCORPUSY22026-10-25Variable2.487NNNNNNPreston Ridge Partners MortgagN/APreston Ridge Partners Mortgage Trust 2021-9 A169360XAA42408544PAUSD23232540.37LongABS-OCORPUSY22026-10-25Variable2.363NNNNNNPagaya AI Debt Selection TrustN/APagaya AI Debt Selection Trust 2022-1 A69546MAA5765000PAUSD7509900.119LongABS-OCORPUSY22029-10-15Fixed2.03NNNNNNPlanet Fitness Master Issuer L549300NX9W3U2DO53T22Planet Fitness Master Issuer LLC 2019-1A72703PAC7937423PAUSD8833050.141LongABS-OCORPUSY22049-12-05Fixed3.858NNNNNNProvident Funding Mortgage TruN/AProvident Funding Mortgage Trust 2021-INV1 A174387VAA7941876PAUSD8670970.138LongABS-OCORPUSY22051-08-25Variable2.5NNNNNNWoodward Capital ManagementN/AWoodward Capital Management 2021-3 A2174938DAW3758138PAUSD7466910.119LongABS-OCORPUSY22051-07-25Floating0.84867NNNNNNSantander Drive Auto ReceivablN/ASantander Drive Auto Receivables Trust 2020-3 D80285WAG21414000PAUSD13814800.22LongABS-OCORPUSN22026-11-16Fixed1.64NNNNNNSantander Drive Auto ReceivablN/ASantander Drive Auto Receivables Trust 2021-1 D80286NAG12418000PAUSD23115230.368LongABS-OCORPUSN22026-11-16Fixed1.13NNNNNNSantander Bank Auto Credit-LinN/ASantander Bank Auto Credit-Linked Notes 2021-1A B80290CAE4392762PAUSD3856780.061LongABS-OCORPUSY22031-12-15Fixed1.833NNNNNNSequoia Mortgage Trust549300671OK77JNRLK28Sequoia Mortgage Trust 2013-581745AAA5116587PAUSD1103900.018LongABS-OCORPUSY22043-05-25Variable2.5NNNNNNSPRUCE HILL MORTGAGE LOAN TRUSN/ASpruce Hill Mortgage Loan Trust 2020-SH1 A185209FAA421930PAUSD218320.003LongABS-OCORPUSY22050-01-28Variable2.521NNNNNNSPRUCE HILL MORTGAGE LOAN TRUSN/ASpruce Hill Mortgage Loan Trust 2020-SH1 A285209FAB291743PAUSD911660.015LongABS-OCORPUSY22050-01-28Variable2.624NNNNNNTPI Re-Remic Trust335800RB49U7JFY3VP05TPI Re-Remic Trust 2022-FRR1 AK33872659AA5565000PAUSD5374500.085LongABS-OCORPUSY22046-07-25None0NNNNNNTPI Re-Remic Trust335800RB49U7JFY3VP05TPI Re-Remic Trust 2022-FRR1 AK34872659AC1465000PAUSD4423260.07LongABS-OCORPUSY22046-07-25None0NNNNNNTPI Re-Remic Trust335800RB49U7JFY3VP05TPI Re-Remic Trust 2022-FRR1 AK35872659AE7631000PAUSD5981190.095LongABS-OCORPUSY22046-08-25None0NNNNNNTaco Bell Funding, LLCN/ATaco Bell Funding LLC 2016-1A A2387342RAC8599123PAUSD6072400.097LongABS-OCORPUSY22046-05-25Fixed4.97NNNNNNTaco Bell Funding, LLCN/ATaco Bell Funding LLC 2018-1A A2II87342RAE4502133PAUSD5101870.081LongABS-OCORPUSY22048-11-25Fixed4.94NNNNNNTaco Bell Funding, LLCN/ATaco Bell Funding LLC 2021-1A A2II87342RAH7528675PAUSD4720600.075LongABS-OCORPUSY22051-08-25Fixed2.294NNNNNNTesla Auto Lease TrustN/ATesla Auto Lease Trust 2021-B A388161KAC9561000PAUSD5340590.085LongABS-OCORPUSY22025-09-22Fixed0.6NNNNNNTesla Auto Lease TrustN/ATesla Auto Lease Trust 2021-B B88161KAE5288000PAUSD2719300.043LongABS-OCORPUSY22025-09-22Fixed0.91NNNNNNTheorem Funding TrustN/ATheorem Funding Trust 2021-1A A88339VAA6518551PAUSD5104690.081LongABS-OCORPUSY22027-12-15Fixed1.21NNNNNN280 Park Avenue Mortgage TrustN/A208 Park Avenue Mortgage Trust 2017-280P90205FAA8629029PAUSD6262790.1LongABS-OCORPUSY22034-09-15Floating1.187NNNNNNUnited Wholesale Mortgage LLCN/AUnited Wholesale Mortgage LLC 2021-INV1 A990354XAJ9932283PAUSD9221200.147LongABS-OCORPUSY22051-08-25Floating0.94867NNNNNNUNIFY Auto Receivables TrustN/AUNIFY Auto Receivables Trust 2021-1A A490775QAD8610000PAUSD5997300.095LongABS-OCORPUSY22026-07-15Fixed0.98NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2021-5 A91679JAA5488780PAUSD4760170.076LongABS-OCORPUSY22031-11-20Fixed1.31NNNNNNUpstart Securitization TrustN/AUPST 2022-1 A91679WAA61553000PAUSD15414300.245LongABS-OCORPUSY22032-03-20Fixed3.12NNNNNNUpstart Securitization TrustN/AUpstart Securitization Trust 2021-4 A91682NAA1741658PAUSD7211310.115LongABS-OCORPUSY22031-09-20Fixed0.84NNNNNNVCAT Asset Securitization, LLCN/AVCAT Asset Securitization LLC 2021-NPL1 A191790CAA4238956PAUSD2322700.037LongABS-OCORPUSY22050-12-26Variable2.2891NNNNNNUnited Wholesale Mortgage LLCN/AUnited Wholesale Mortgage LLC 2021-INV4 A3918307AC3699657PAUSD6467320.103LongABS-OCORPUSY22051-12-25Variable2.5NNNNNNVantage Data Centers LLCN/AVantage Data Centers LLC 2020-1A A292212KAB2982000PAUSD9107150.145LongABS-OCORPUSY22045-09-15Fixed1.645NNNNNNVantage Data Centers LLC5493000RL8X7WTQ7HO20Vantage Data Centers LLC 2020-2A A292212KAC0634000PAUSD5733280.091LongABS-OCORPUSY22045-09-15Fixed1.992NNNNNNVASA TrustN/AVASA Trust 2021-VASA A92230AAA4605000PAUSD5920970.094LongABS-OCORPUSY22039-07-15Floating1.297NNNNNNWells Fargo Commercial MortgagN/AWells Fargo Commercial Mortgage Trust 2021-SAVE A95003LAA8435421PAUSD4311350.069LongABS-OCORPUSY22040-02-15Floating1.547NNNNNNWENDYS FUNDING LLC5493009DRVSTWJOXUL48Wendy's Funding LLC95058XAE8103410PAUSD1024990.016LongABS-OCORPUSY22048-03-15Fixed3.884NNNNNNWestgate ResortsN/AWestgate Resorts 2022-1A A96034JAA4469090PAUSD4570260.073LongABS-OCORPUSY22036-08-20Fixed1.788NNNNNNWestlake Automobile ReceivableN/AWestlake Automobile Receivable Trust 2020-1A D96042KAF0637000PAUSD6336840.101LongABS-OCORPUSY22025-06-16Fixed2.8NNNNNNWingstop Funding LLCN/AWingstop Funding LLC 2020-1A A2974153AB4781075PAUSD7265780.116LongABS-OCORPUSY22050-12-05Fixed2.841NNNNNNNEWDAY FUNDING213800GBPRAJHSB5YK19Newday Funding Master Issuer PLC 2021-1A A265120LAA9693000PAUSD6929500.11LongABS-OCORPGBY22029-03-15Floating1.14964NNNNNNCASTLELAKE AVIATION ONE2138003EQK2PETKID103Castlelake Aviation Ltd14855NAB2859877PAUSD8356970.133LongLONCORPIEN22026-10-22Floating3.576NNNNNNN/AN/AUS 5YR NOTE (CBT) Jun22N/A379NCUSD-814944-0.13N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-07-0644281506USD-814944NNNN/AN/AUS 2YR NOTE (CBT) Jun22N/A398NCUSD-716575-0.114N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-07-0685061482USD-716575NNNN/AN/AUS 10YR NOTE (CBT)Jun22N/A118NCUSD-416688-0.066N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-06-3014915938USD-416688NNNN/AN/AUS 10yr Ultra Fut Jun22N/A-142NCUSD7055660.112N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2022-06-30-19942128USD705566NNNN/AN/AUS ULTRA BOND CBT Jun22N/A-17NCUSD69060.001N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2022-06-30-3018031USD6906NNN2022-05-15JANUS ASPEN SERIESJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICERXXXX