| Holding | May 23 | Aug 23 | Feb 24 | May 24 | Aug 24 |
|---|---|---|---|---|---|
| AFFIRM ASSET SECURITIZATION TR 2024-X1 | |||||
| AFFIRM ASSET SECURITIZATION TRUST 2024-A | |||||
| AJAX MTG LN TR 2021-E | |||||
| AJAXM 2021-C | |||||
| ALLY AUTO RECEIVABLES TRUST 2024-1 | |||||
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2 | |||||
| ARI FLEET LEASE TRUST 2024-B | |||||
| BAMLL COML MTG SECS TR 2019 | |||||
| BAMLL COML MTG SECS TR 2022-DKLX | |||||
| BANK 2017-BNK9 | |||||
| BANK 2017-BNKS BANK 2017-BNKS 3.39% 06/15/2060 | |||||
| BANK 2017-BNKS BANK 2017-BNKS 3.179% 06/15/2060 | |||||
| BANK 2018-BNK10 BANK 2018-BNK10 3.641% 02/15/2061 | |||||
| BANK 2018-BNK10 BANK 2017-BNK4 3.428% 02/15/2061 | |||||
| BANK 2018-BNK13 | |||||
| BANK 2018-BNK15 | |||||
| BANK 2019-BNK19 | |||||
| BANK 2020-BNK25 | |||||
| BANK 2020-BNK26 | |||||
| BANK 2021-BNK33 | |||||
| BANK OF AMERICA, N.A. | |||||
| BANK5 2023-5YR3 | |||||
| BBCMS MORTGAGE TRUST 2023-C21 | |||||
| BBCMS MTG TR 2021-C11 | |||||
| BBCMS MTG TR 2021-C9 | |||||
| BBCMS MTG TR 2024-5C25 | |||||
| BENCHMARK 2018-B2 MTG TR | |||||
| BENCHMARK 2018-B7 MTG TR | |||||
| BENCHMARK 2019-B14 MTG TR | |||||
| BENCHMARK 2021 MORTGAGE TRUST | |||||
| BENCHMARK 2021-B28 MTG TR | |||||
| BENCHMARK 2023-V3 MTG TR BENCHMARK 2023-V3 XA MTG TR CSTR 07/15/2056 | |||||
| BENCHMARK 2023-V3 MTG TR BENCHMARK 2023-V3 MTG TR 6.3629% 07/15/2056 | |||||
| BENCHMARK 2024-V5 MTG TR | |||||
| BENCHMARK 2024-V6 MTG TR | |||||
| BENCHMARK 2024-V9 MORTGAGE TRUST | |||||
| BFLD TR 2020 -OBRK | |||||
| BLOX 2021-BLOX | |||||
| BLP COML MTG 2024-INDS | |||||
| BMO 2023-5C1 MTG TR | |||||
| BMO 2023-C6 MTG TR | |||||
| BMO 2024-5C5 MTG TR | |||||
| BOFA AUTO TR 2024-1 | |||||
| BPR TRUST 2021-TY | |||||
| BRASS NO 10 PLC | |||||
| BX 2021-LBA | |||||
| BX 2021-MFM1 | |||||
| BX 2024-CNYN | |||||
| BX COML MTG TR 2023-XL3 | |||||
| BX COML MTG TR 2024-MDHS | |||||
| BX COML MTG TR 2024-XL4 BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A | |||||
| BX COML MTG TR 2024-XL4 BX COML MTG TR 2024-XL5 B TSFR1M+169.12 03/15/2039 144A | |||||
| BX COML MTG TR 2024-XL5 | |||||
| BX COMMERCIAL MORTGAGE TRUST 2019-XL BX TRUST 2019-XL C TSFR1M+136.448 10/15/2036 144A | |||||
| BX COMMERCIAL MORTGAGE TRUST 2019-XL BX TRUST 2019-XL A TSFR1M+103.448 10/15/2036 144A | |||||
| BX COMMERCIAL MORTGAGE TRUST 2021-SOAR | |||||
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO | |||||
| BX TR 2019-OC11 | |||||
| BX TRUST | |||||
| BX TRUST 2022-IND | |||||
| CAMB COML MTG TR 2019-LIFE | |||||
| CAPTIAL ONE MULTI-ASSET EXECUT | |||||
| CARMAX AUTO OWNER TR 2023-2 | |||||
| CARMAX AUTO OWNER TR 2023-4 | |||||
| CARMAX AUTO OWNER TR 2024-2 | |||||
| CASCADE FUNDING MORTGAGE TRUST 2020-HB5 | |||||
| CD 2017-CD5 MTG TR | |||||
| CD 2018-CD7 COMM MTG TR | |||||
| CFCRE COMMERCIAL MORTGAGE TRUST 2016-C7 | |||||
| CFMT 2022-HB10 | |||||
| CFMT 2023-HB12 LLC | |||||
| CGDB COML MTG TR 2017-BIO CGDB COML MTG TR 2019-MOB A TSFR1M+106.448 11/15/2036 144A | |||||
| CGDB COML MTG TR 2017-BIO CGDBB COML MTG TR 2019-MOB B TSFR1M+136.448 11/15/36 144A | |||||
| CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 | |||||
| CHASE AUTO OWNER TRUST 2024-1 | |||||
| CHASE ISSUANCE TR | |||||
| CHC COML MTG TR 2019-CHC | |||||
| CHESAPEAKE FUNDING II LLC | |||||
| CHICAGO BOARD OF TRADE US ULTRA BOND CBT FUT DEC24 WNZ4 | |||||
| CHICAGO BOARD OF TRADE US ULTRA BOND CBT FUT SEP24 WNU4 | |||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT SEP24 FVU4 | |||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)SEP24 TYU4 | |||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT SEP24 USU4 | |||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT SEP24 TUU4 | |||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT JUN24 USM4 | |||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT JUN24 FVM4 | |||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT JUN24 TUM4 | |||||
| CHICAGO BOARD OF TRADE US ULTRA BOND CBT FUT JUN24 WNM4 | |||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)JUN24 TYM4 | |||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT DEC23 USZ3 | |||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)DEC23 TYZ3 | |||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT DEC23 TUZ3 | |||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT DEC23 FVZ3 | |||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)SEP23 TYU3 | |||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT SEP23 TUU3 | |||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT SEP23 USU3 | |||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT SEP23 FVU3 | |||||
| CIT MTG LN TR 2007-1 | |||||
| CITIBANK, N.A. | |||||
| CITIGROUP COML MTG TR 2015-GC27 | |||||
| CITIGROUP COML MTG TR 2015-GC33 | |||||
| CITIGROUP COML MTG TR 2016-P4 | |||||
| CITIGROUP COML MTG TR 2017 | |||||
| CITIGROUP COML MTG TR 2018-C6 | |||||
| CITIGROUP COML MTG TR 2019-GC41 | |||||
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 | |||||
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 | |||||
| CITIGROUP GLOBAL MARKETS LIMITED | |||||
| CITIGROUP MORTGAGE LOAN TRUST INC | |||||
| CITIZENS AUTO RECEIVABLES TRUST 2024-2 | |||||
| COMM 2006 FL12 | |||||
| COMM 2014-LC17 MTG TR | |||||
| COMM 2014-UBS6 MTG TR | |||||
| COMM 2015-CCRE24 MTG TR | |||||
| COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR | |||||
| CSAIL 2015-C4 COML MTG TR | |||||
| CSAIL 2017-CX10 COML MTG TR | |||||
| CSMC 2018-SITE | |||||
| CSMC 2019-ICE4 CSMC 2019-ICE4 TSFR1M+102.701 535 05/15/2036 144A | |||||
| CSMC 2019-ICE4 CSMC 2019-ICE4 B TSFR1M+127.701 05/15/2036 144A | |||||
| CSMC SER 2014-3R | |||||
| CSMC SER 2015-1R | |||||
| DBJPM 2017-C6 MTG TR | |||||
| DISCOVER CARD EXECUTION NT TR | |||||
| DLLAA 2023-1A DLLAA 2023-1A 5.93% 07/20/2026 144A | |||||
| DLLAA 2023-1A DLLAA 2023-1A 5.64% 02/22/2028 144A | |||||
| DLLAD 2023-1A | |||||
| DLLAD 2024-1 LLC | |||||
| DLLMT 2024-1 LLC | |||||
| DTP COML MTG TR 2023-STE2 | |||||
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A | |||||
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+123.468 02 11/15/2036 144A | |||||
| ENTERPRISE FLEET FINANCING 2024-2 ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A | |||||
| ENTERPRISE FLEET FINANCING 2024-2 ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A | |||||
| ENTERPRISE FLEET FING 2023-3 LLC | |||||
| EQT TR 2024-EXTR | |||||
| EXTENDED STAY AMER TR 2021-ESH | |||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | |||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 07/25/2048 | |||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047 | |||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 08/25/2048 | |||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD FEDERAL HOME LN MTG CORP 4.5% 11/15/2040 | |||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.5% 11/25/2051 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2048 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2017-30 AI 5.5% 05/47 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2043 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2010-135 ZA 4.5% 12/40 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA SOFR30A+632.552 05/25/2037 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 4.5% 07/25/2027 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2011-67 AI IO 4% 7/26 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2% 06/25/2046 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA SOFR30A+652.552 12/25/2036 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2015-70 JC 3% 10/45 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2003-118 S SOFR30A+798.552 12/33 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 21-59 H 2% 06/25/2048 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 1999-17 PG 6% 4/29 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2012-149 DA 1.75% 01/25/2043 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2003-21 SK SOFR30A+798.552 3/33 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2010-150 ZC 4.75% 01/41 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2.5% 09/25/2048 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2013-133 IB 3% 04/32 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2048 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2021-96 AH 2.5% 03/25/2049 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2013-134 SA SOFR30A+593.552 01/25/2044 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 3% 06/25/2049 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2005-39 TE 5% 5/35 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2012-149 GA 1.75% 06/25/2042 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2007-66 SB SOFR30A+3891.312 7/37 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2.5% 04/25/2052 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG2012-9 SH SOFR30A+643.552 06/25/2041 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 4% 12/25/2048 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2% 01/25/2045 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2.25% 10/25/2051 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 1.5% 01/25/2051 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2001-20 Z 6% 5/31 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA SOFR30A+660.552 06/25/2035 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 3.273% 02/25/2029 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 3% 08/25/2046 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2007-57 SA 4062-6*1ML 6/37 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2011-4 PZ 5% 2/41 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2040 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2005-79 ZC 5.9% 09/25/2035 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 1999-33 PK 6% 7/29 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 1999-32 PL 6% 7/29 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 1.5% 03/25/2045 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 20-49 JA 2% 08/25/2044 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 1.5% 10/25/2051 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2.5% 12/25/2049 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 3.5% 02/25/2040 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2002-74 SV SOFR30A+743.552 11/32 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2001-31 ZC 6.5% 7/31 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2002-16 ZD 6.50% 4/32 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 6% 06/25/2045 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2005-73 SA SOFR30A+1725.235 8/35 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 21-65 GA 2% 07/25/2049 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 3% 09/25/2027 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2001-52 YZ 6.5% 10/31 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 20-101 BA 1.5% 09/25/2045 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 21-68 A 2% 07/25/2049 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2010-139 NI 4.5% 2/40 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA VAR 07/25/2028 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG 2012-14 CLASS JS SOFR30A+653.552 12/25/2030 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2010-135 LS SOFR30A+593.552 12/40 | |||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2008-12 SG SOFR30A+623.552 3/38 | |||||
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES FNS 351 12 5.5% 4/34 | |||||
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES FNS 351 13 6% 3/34 | |||||
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES FNS 348 14 6.5% 8/34 | |||||
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES FNS 359 19 6% 7/35 | |||||
| FHLMC MFD HSG COP GTD (FREDMAC | |||||
| Fidelity Revere Street Trust | |||||
| FNMA GTD MTG PASS THRU CTF | |||||
| FNMA STRIPPED MTG BKD SECS | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 09/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 4% 09/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 10/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 09/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 09/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 6% 09/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 15YR 5% 09/01/2039 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3% 10/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 09/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 15YR 2% 09/01/2039 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3% 09/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 10/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 09/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 6.5% 09/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 06/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3% 06/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 06/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 06/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 6% 06/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 06/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 07/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 4% 06/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 4% 07/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 6% 07/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 07/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 07/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 07/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3% 07/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 06/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 6.5% 06/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3% 03/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 6% 03/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 03/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 6.5% 03/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 03/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 03/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 03/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3% 04/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 04/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 4% 03/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5% 03/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 04/01/2054 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5% 09/01/2053 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 1.5% 09/01/2053 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 15YR 2% 06/01/2038 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 1.5% 06/01/2053 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 15YR 1.5% 06/01/2038 #TBA | |||||
| FNMA/FHLG TBA ISSUER UMBS 15YR 3% 06/01/2038 #TBA | |||||
| FORD CR AUTO OWNER TR 2018-REV1 | |||||
| FORD CR AUTO OWNER TR 2020-REV2 | |||||
| FORD CR AUTO OWNER TR 2023-REV2 | |||||
| FORD CR FLOORPLN MAST OWN TR A | |||||
| GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 | |||||
| GM FINANCIAL LEASING TRUST 2023-3 | |||||
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 | |||||
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 | |||||
| GMF FLOORPLAN OWNER REVOLVING TR | |||||
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER | |||||
| GOLDMAN SACHS and CO LLC (GOV REPO) | |||||
| GOLDMAN SACHS BANK USA | |||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2017-134 BA 2.5% 11/46 | |||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2011-H13 FA TSFR1M+61.448 4/61 | |||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061 | |||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2015-H13 HA 2.5% 08/64 | |||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2010-H18 AF TSFR1M+41.448 9/60 | |||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNMA 2017-H06 FA T1Y+35 08/66 | |||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2010-H17 FA TSFR1M+44.448 7/60 | |||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2010-H19 FG TSFR1M+41.448 8/60 | |||||
| GS MORTGAGE SECURITIES CORP | |||||
| GS MORTGAGE SECURITIES TRUST 2018-3PCK | |||||
| GS MTG SECS CORP TR 2012-BWTR | |||||
| GS MTG SECS CORP TR 2018-HART | |||||
| GS MTG SECS CORP TR 2021-IP | |||||
| GS MTG SECS TR 2014-GC20 | |||||
| GS MTG SECS TR 2015-GC30 | |||||
| GS MTG SECS TR 2015-GC34 | |||||
| GS MTG SECS TR 2018-GS10 GS MTG SECS TR 2018-GS10 AAB 4.106% 07/10/2051 | |||||
| GS MTG SECS TR 2018-GS10 GS MTG SECS TR 2018-GS10 A4 3.89% 07/10/2051 | |||||
| GS MTG SECS TR 2018-GS10 GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051 | |||||
| GS MTG SECS TR 2018-GS9 | |||||
| GS MTG SECS TR 2019-GC38 | |||||
| GS MTG SECS TR 2020-GC45 | |||||
| GS MTG-BACKED SECS TR 2024-RPL2 | |||||
| HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST | |||||
| HONDA AUTO RECEIVABLES 2023-3 OWNER TR | |||||
| HPEFS EQUIP TR 2024-2 | |||||
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B | |||||
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B | |||||
| HYUNDAI AUTO RECEIVABLES TR 2024-A | |||||
| INTOWN 2022-STAY MORTGAGE TRUST | |||||
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A | |||||
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT JPMCC 2018-WPT XAFX CSTR 07/23 144A | |||||
| JPMBB COML MTG SECS TR 2013-C14 | |||||
| JPMBB COML MTG SECS TR 2014-C19 | |||||
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C33 | |||||
| JPMCC COML MTG SECS TR 2016-JP4 | |||||
| JPMDB COML MTG SECS TR 2016-C4 | |||||
| JPMORGAN CHASE BANK NA NEW YORK NY | |||||
| JPMORGAN SECURITIES LLC | |||||
| KUBOTA CREDIT OWNER TRUST 2024-2 | |||||
| LCCM 2017-LC26 MTG TR | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 09/18/26 | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.5% MAC 09/18/27 | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.5% MAC 09/18/29 | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 09/18/44 | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.5% MAC 09/18/31 | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.0% MAC 06/20/2026 | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 06/20/44 | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 06/20/29 | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 06/20/31 | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.0% MAC 06/20/27 | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.25% MAC 03/20/31 | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.0% MAC 03/20/44 | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.5% MAC 03/20/27 | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.25% MAC 03/20/2029 | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.0% MAC 03/20/26 | |||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.0% MAC 03/20/54 | |||||
| MARLETTE FDG TR 2023-3 | |||||
| MARLETTE FUNDING TRUST 2024-1 | |||||
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A | |||||
| MERCHANTS FLEET FUNDING LLC MERCHANTS FLEET FUNDING LLC 7.21% 05/20/2036 144A | |||||
| MERCHANTS FLEET FUNDING LLC MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A | |||||
| MFA 2022-RPL1 TR | |||||
| MHP COML MTG TR 2021-STOR | |||||
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25 | |||||
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34 | |||||
| MORGAN STANLEY CAP I TR 2017-HR2 MORGAN STANLEY CAPITAL I INC 3.587% 12/15/2050 | |||||
| MORGAN STANLEY CAP I TR 2017-HR2 MORGAN STANLEY CAP I TR 2017-HR2 3.33% 12/15/2050 | |||||
| MORGAN STANLEY CAP I TR 2018-BOP | |||||
| MORGAN STANLEY CAP I TR 2018-L1 MORGAN STANLEY CAP I TR 2018-L1 4.238% 10/15/2051 | |||||
| MORGAN STANLEY CAP I TR 2018-L1 MORGAN STANLEY CAP I TR 2018-L1 4.139% 10/15/2051 | |||||
| MORGAN STANLEY CAP I TR 2019-L2 | |||||
| MORGAN STANLEY CAP I TR 2019-MEAD MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A | |||||
| MORGAN STANLEY CAP I TR 2019-MEAD MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A | |||||
| MORGAN STANLEY CAPITAL SERVICES LLC | |||||
| MSC 2021-L6 | |||||
| MSCCG TR 2018-SELF | |||||
| NEW YORK MORTGAGE TRUST 2021-SP1 | |||||
| NISSAN MASTER OWNER TR RECEIVABLE | |||||
| NJ TR 2023-GSP | |||||
| NYMT LN TR 2022-CP1 | |||||
| NYMT LOAN TRUST 2024-CP1 | |||||
| OBX 2024-HYB1 TR | |||||
| OCEANVIEW TRUST 2021-EB01 | |||||
| OCWEN LN INVT TR 2023-HB1 | |||||
| OCWEN LN INVT TR 2024-HB1 | |||||
| OPEN TR 2023-AIR | |||||
| OPG TR 2021-PORT | |||||
| PRET 2024-RPL1 TR | |||||
| PRPM 2021-RPL1 LLC | |||||
| PRPM 2024-RPL1 LLC | |||||
| PRPM 2024-RPL2 LLC | |||||
| RMF BUYOUT ISSUANCE TRUST 2020-2 | |||||
| RMF BUYOUT ISSUANCE TRUST 2021 | |||||
| SBNA AUTO LEASE TRUST 2024-B | |||||
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 | |||||
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 | |||||
| SREIT TR 2021-FLWR | |||||
| SREIT TR 2021-MFP SREIT TR 2021-MFP B TSFR1M+119.428 98 11/15/2038 144A | |||||
| SREIT TR 2021-MFP SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A | |||||
| STORE MASTER FUNDING | |||||
| TESLA 2024-A A3 | |||||
| TESLA AUTO LEASE TRUST 23-A | |||||
| THORNBURG MTG SECS TR | |||||
| TOYOTA LEASE OWNER TRUST 2023-A TOYOTA LEASE OWNER TRUST 2023-A 4.93% 04/20/2026 144A | |||||
| TOYOTA LEASE OWNER TRUST 2023-A TOYOTA LEASE OWNER TRUST 2023-A 5.3% 08/20/2025 144A | |||||
| TOYOTA LEASE OWNER TRUST 2024-A | |||||
| UBS COML MTG TR 2017-C7 UBSCM 2017-C7 XA CSTR 12/50 | |||||
| UBS COML MTG TR 2017-C7 UBS COML MTG TR 2017-C7 3.586% 12/15/2050 | |||||
| UBS COML MTG TR 2018-C9 | |||||
| UBS COMMERCIAL MORTGAGE TRUST 2017-C4 | |||||
| UBS COMMERCIAL MORTGAGE TRUST 2018-C12 | |||||
| UNITED STATES TREASURY BOND | |||||
| UPSTART SECURITIZATION TR 2021-1 | |||||
| USAA AUTO OWNER TR 2024-A | |||||
| VCAT 2021-NPL5 LLC | |||||
| VERIZON MASTER TRUST VERIZON MASTER TRUST 4.89% 04/13/2028 | |||||
| VERIZON MASTER TRUST VERIZON MASTER TRUST 2021-1 A 0.5% 05/20/2027 | |||||
| VOLKSWAGEN AUTO LEASE TR 2024-A | |||||
| WELLS FARGO CARD ISSUANCE TRUST | |||||
| WELLS FARGO COML MORTAGE TR 2024-MGP WELLS FARGO COML MORTAGE TR 2024-MGP A12 TSFR1M+179.1 08/15/2041 144A | |||||
| WELLS FARGO COML MORTAGE TR 2024-MGP WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A | |||||
| WELLS FARGO COML MTG TR 2015-C31 | |||||
| WELLS FARGO COML MTG TR 2016-C35 | |||||
| WELLS FARGO COML MTG TR 2017 WELLS FARGO COML MTG TR 2017 C42 XA CSTR 12/15/2050 | |||||
| WELLS FARGO COML MTG TR 2017 WFCM 2017-C42 ASB 3.488% 12/15/2050 | |||||
| WELLS FARGO COML MTG TR 2017-C38 | |||||
| WELLS FARGO COML MTG TR 2017-C41 | |||||
| WELLS FARGO COML MTG TR 2018-C46 WELLS FARGO COML MTG TR 2018-C46 XA CSTR 08/15/2051 | |||||
| WELLS FARGO COML MTG TR 2018-C46 WELLS FARGO COML MTG TR 2018-C46 4.086% 08/15/2051 | |||||
| WELLS FARGO COML MTG TR 2018-C47 WELLS FARGO COML MTG TR 2018-C47 4.365% 09/15/2061 | |||||
| WELLS FARGO COML MTG TR 2018-C47 WELLS FARGO COML MTG TR 2018-C47 A3 4.175% 09/15/2061 | |||||
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C40 | |||||
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45 | |||||
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021 | |||||
| WELLS FARGO MTG BACKED SECS 2003-I TR | |||||
| WFRBS COML MTG TR 2014-C24 | |||||
| WFRBS COML MTG TR 2014-LC14 | |||||
| WHEELS FLEET LEASE FUNDING 1 LLC | |||||
| WILLIS ENGINE STRUCTURED TR VII | |||||
| WORLD OMNI AUTO RECEIVABLES TR 2023-B WORLD OMNI AUTO RECEIVABLES TR 2023-B 4.66% 05/15/2028 | |||||
| WORLD OMNI AUTO RECEIVABLES TR 2023-B WORLD OMNI AUTO RECEIVABLES TR 2023-B 5.25% 11/16/2026 | |||||
| WORLD OMNI AUTO RECEIVABLES TR 2024-B | |||||
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C | |||||
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRST |
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