Form NPORT-P STERLING CAPITAL FUNDS For: Mar 31

  
    NPORT-P
    false
    
      
      
        
          0000889284
          XXXXXXXX
        
      
      
      
      
        S000033167
        C000123271
        C000123273
        C000123272
      
      
    
  
  
    
      Sterling Capital Funds
      811-06719
      0000889284
      54930017VPAACVI5ZX74
      3605 Glenwood Avenue
      Suite 100
      Raleigh
      
      27612
      800-228-1872
      Sterling Capital Quality Income Fund
      S000033167
      549300912JEZXXK10112
      2022-09-30
      2022-03-31
      N
    
    
      84769235.76
      3711333.13
      81057902.63
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      3548248.12000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        BX Trust
        N/A
        
        05610HAC7
        
          
        
        367000.00000000
        PA
        USD
        359422.04000000
        0.443413940329
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-02-15
          Floating
          1.61730000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397QBT4
        
          
        
        825833.00000000
        PA
        USD
        892229.73000000
        1.100731330383
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDY4
        
          
          
        
        1000000.00000000
        PA
        USD
        960468.75000000
        1.184916854293
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131WNMG6
        
          
        
        23118.85000000
        PA
        USD
        25406.36000000
        0.031343470748
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138AS4B5
        
          
        
        171392.62000000
        PA
        USD
        179471.84000000
        0.221411897146
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131WQWP8
        
          
        
        74198.96000000
        PA
        USD
        77508.75000000
        0.095621460073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        
        29373MAC3
        
          
        
        410000.00000000
        PA
        USD
        386825.61000000
        0.477221341101
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-20
          Fixed
          1.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417WKL4
        
          
        
        32594.96000000
        PA
        USD
        34590.85000000
        0.042674247516
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNF98
        
          
        
        1172005.57000000
        PA
        USD
        1151197.68000000
        1.420216465820
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95002RAX6
        
          
        
        220800.00000000
        PA
        USD
        206543.74000000
        0.254810121281
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-06-15
          Fixed
          2.44800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95000AAU1
        
          
          
        
        644000.00000000
        PA
        USD
        653119.62000000
        0.805744534226
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-12-15
          Fixed
          3.80900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KMEZ4
        
          
        
        427785.39000000
        PA
        USD
        419678.89000000
        0.517751972828
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A0XA8
        
          
        
        500000.00000000
        PA
        USD
        549880.10000000
        0.678379383327
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/F
        N/A
        
        345285AA8
        
          
        
        415000.00000000
        PA
        USD
        386995.22000000
        0.477430586585
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-05-15
          Fixed
          1.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397NZT5
        
          
        
        527000.00000000
        PA
        USD
        582822.00000000
        0.719019344307
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-05-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B34U9
        
          
        
        134891.45000000
        PA
        USD
        132055.67000000
        0.162915231847
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31329JE52
        
          
        
        29579.81000000
        PA
        USD
        32021.95000000
        0.039505031540
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        
        165183CJ1
        
          
        
        289710.38000000
        PA
        USD
        287404.84000000
        0.354567328631
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-08-15
          Fixed
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        
        03066PAD1
        
          
        
        230000.00000000
        PA
        USD
        223600.25000000
        0.275852498948
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-18
          Fixed
          0.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31392JY60
        
          
        
        192600.00000000
        PA
        USD
        196317.74000000
        0.242194448203
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140EBJU6
        
          
        
        140329.60000000
        PA
        USD
        141831.37000000
        0.174975376117
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MED Trust
        N/A
        
        58403YAN6
        
          
        
        274000.00000000
        PA
        USD
        268577.18000000
        0.331339907998
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          2.19700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        12434FAG2
        
          
        
        313000.00000000
        PA
        USD
        305925.70000000
        0.377416254398
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-12-15
          Floating
          1.86800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QMMU5
        
          
        
        352312.04000000
        PA
        USD
        345349.60000000
        0.426052968057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELP 2021-ELP
        N/A
        
        26863LAG9
        
          
        
        251000.00000000
        PA
        USD
        245655.23000000
        0.303061419096
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          1.71680000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12624BAF3
        
          
        
        25606.18000000
        PA
        USD
        25569.22000000
        0.031544388850
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-05-15
          Fixed
          3.91200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38374H6M7
        
          
        
        63720.00000000
        PA
        USD
        68274.78000000
        0.084229640522
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPG Trust
        N/A
        
        67118AAJ4
        
          
        
        300000.00000000
        PA
        USD
        284179.35000000
        0.350588086762
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.22900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31329KWW0
        
          
        
        160133.59000000
        PA
        USD
        166039.20000000
        0.204840237179
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM / SPEC I
        N/A
        
        85208NAD2
        
          
          
        
        575000.00000000
        PA
        USD
        587421.40000000
        0.724693559715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          4.73800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MHS91
        
          
        
        1150000.00000000
        PA
        USD
        1136510.39000000
        1.402096961708
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132A5ET8
        
          
        
        107303.92000000
        PA
        USD
        106793.53000000
        0.131749683294
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBEU0
        
          
        
        402840.81000000
        PA
        USD
        395020.99000000
        0.487331866706
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortga
        N/A
        
        90349DAD4
        
          
          
        
        365585.30000000
        PA
        USD
        366111.49000000
        0.451666621169
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-08-10
          Fixed
          3.09100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AWH81
        
          
        
        443417.69000000
        PA
        USD
        443933.65000000
        0.547674730774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDJ7
        
          
          
        
        650000.00000000
        PA
        USD
        596679.69000000
        0.736115382510
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05609QAE6
        
          
        
        277000.00000000
        PA
        USD
        272691.13000000
        0.336415230535
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          1.89700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RBSGC Mortgage Pass Through Ce
        N/A
        
        74927XAG7
        
          
        
        8405.89000000
        PA
        USD
        8728.92000000
        0.010768746435
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Variable
          3.64650400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397T2X9
        
          
        
        115796.26000000
        PA
        USD
        122184.81000000
        0.150737690016
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        12434EAE0
        
          
        
        275000.00000000
        PA
        USD
        267763.46000000
        0.330336033023
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-15
          Floating
          1.84700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05609CAJ6
        
          
        
        269000.00000000
        PA
        USD
        258353.81000000
        0.318727479514
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.57400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCLU0
        
          
        
        1214792.24000000
        PA
        USD
        1164501.53000000
        1.436629239366
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377RDQ4
        
          
        
        200000.00000000
        PA
        USD
        194593.38000000
        0.240067129405
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138A7HY7
        
          
        
        85725.81000000
        PA
        USD
        87505.60000000
        0.107954434004
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        
        165183CP7
        
          
        
        405428.00000000
        PA
        USD
        394520.08000000
        0.486713901050
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31392TAU1
        
          
        
        85910.34000000
        PA
        USD
        93055.21000000
        0.114800910189
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KMEW1
        
          
        
        365890.22000000
        PA
        USD
        367799.85000000
        0.453749527271
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARI Fleet Lease Trust
        N/A
        
        00217FAC9
        
          
        
        170000.00000000
        PA
        USD
        160800.28000000
        0.198377054898
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          0.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36258RBA0
        
          
        
        64000.00000000
        PA
        USD
        59430.62000000
        0.073318724111
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-05-12
          Fixed
          2.37720000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        
        83406TAB8
        
          
        
        434201.01000000
        PA
        USD
        428020.46000000
        0.528042850989
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36251XAR8
        
          
        
        500000.00000000
        PA
        USD
        499139.40000000
        0.615781291897
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-10
          Variable
          3.44200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        
        80285WAF4
        
          
        
        530000.00000000
        PA
        USD
        526013.13000000
        0.648935036477
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        
        61691GAS9
        
          
        
        500000.00000000
        PA
        USD
        507709.30000000
        0.626353857584
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-15
          Fixed
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMR 2022-IND Mortgage Trust
        N/A
        
        78458MAA2
        
          
        
        245005.98000000
        PA
        USD
        242590.74000000
        0.299280800673
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-02-15
          Floating
          1.95116000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377REH3
        
          
        
        850000.00000000
        PA
        USD
        788641.39000000
        0.972935845132
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-20
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418BMG8
        
          
        
        145433.24000000
        PA
        USD
        154413.36000000
        0.190497601085
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FMST4
        
          
        
        131381.91000000
        PA
        USD
        130465.95000000
        0.160954016532
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61692BBP4
        
          
        
        659333.00000000
        PA
        USD
        596093.47000000
        0.735392171101
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-07-15
          Fixed
          2.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12591UAF0
        
          
        
        153000.00000000
        PA
        USD
        154770.78000000
        0.190938545136
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-10
          Fixed
          3.96100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        5493004GWEVMOU8S3L34
        
        12591QAR3
        
          
          
        
        455000.00000000
        PA
        USD
        456699.88000000
        0.563424250050
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-10
          Fixed
          3.69400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377RCU6
        
          
        
        300000.00000000
        PA
        USD
        301117.02000000
        0.371483853183
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-20
          Fixed
          2.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Alternative Loans Trust
        N/A
        
        576434ZS6
        
          
        
        23138.37000000
        PA
        USD
        20071.46000000
        0.024761879284
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131WPAK5
        
          
        
        38087.72000000
        PA
        USD
        41237.21000000
        0.050873768826
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12632QAX1
        
          
        
        500000.00000000
        PA
        USD
        505466.70000000
        0.623587193351
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-07-15
          Fixed
          3.82800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        N/A
        
        92890NAU3
        
          
          
        
        302000.00000000
        PA
        USD
        301901.00000000
        0.372451038337
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-12-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Asset Backed Secu
        N/A
        
        073879NZ7
        
          
          
        
        2312.38000000
        PA
        USD
        2312.48000000
        0.002852874210
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-25
          Floating
          2.03157000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGCK3
        
          
        
        1000000.00000000
        PA
        USD
        982887.12000000
        1.212574083598
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        3128CVVZ4
        
          
        
        295028.75000000
        PA
        USD
        268213.82000000
        0.330891635852
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06541TBF5
        
          
        
        250000.00000000
        PA
        USD
        224712.48000000
        0.277224641532
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-11-15
          Fixed
          1.99700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12624PAE5
        
          
          
        
        453969.21000000
        PA
        USD
        453731.06000000
        0.559761658367
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-10-15
          Fixed
          2.82200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        
        03066RAD7
        
          
        
        405000.00000000
        PA
        USD
        387548.39000000
        0.478113024672
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-19
          Fixed
          0.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        549300R1KUK063S4I339
        
        17307GHE1
        
          
        
        9787.97000000
        PA
        USD
        9769.29000000
        0.012052236343
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2019-08-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QAUU2
        
          
        
        399740.28000000
        PA
        USD
        423559.76000000
        0.522539747831
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B0HP2
        
          
        
        171185.61000000
        PA
        USD
        170980.05000000
        0.210935694673
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT AMERICA LEASING RECEIVAB
        N/A
        
        39154TBJ6
        
          
        
        360000.00000000
        PA
        USD
        351186.19000000
        0.433253487452
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08163LAG4
        
          
        
        1250000.00000000
        PA
        USD
        1121549.38000000
        1.383639773063
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-12-17
          Fixed
          1.97750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31394TAD7
        
          
        
        156473.85000000
        PA
        USD
        158463.82000000
        0.195494596897
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AGGY2
        
          
        
        524300.50000000
        PA
        USD
        524186.05000000
        0.646680993453
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-10-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        N/A
        
        92936YAE1
        
          
          
        
        200000.00000000
        PA
        USD
        200022.98000000
        0.246765550933
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-08-15
          Fixed
          3.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q74T1
        
          
        
        175319.27000000
        PA
        USD
        177137.21000000
        0.218531696790
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QFZD4
        
          
        
        348012.03000000
        PA
        USD
        344542.83000000
        0.425057667199
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36249KAG5
        
          
          
        
        31993.08000000
        PA
        USD
        31761.95000000
        0.039184273179
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-08-10
          Fixed
          5.14800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A6ED0
        
          
        
        200000.00000000
        PA
        USD
        214689.82000000
        0.264859826166
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XAG97
        
          
        
        572582.29000000
        PA
        USD
        547816.31000000
        0.675833314489
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        
        61763XAE6
        
          
        
        100000.00000000
        PA
        USD
        101356.75000000
        0.125042403900
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-10-15
          Fixed
          3.92300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131XYVQ9
        
          
        
        115511.28000000
        PA
        USD
        117122.78000000
        0.144492734452
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT AMERICA LEASING RECEIVAB
        N/A
        
        39154TBK3
        
          
        
        145000.00000000
        PA
        USD
        137334.95000000
        0.169428205694
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Direct Auto Receivable
        N/A
        
        682687AA6
        
          
        
        750000.00000000
        PA
        USD
        714802.58000000
        0.881841938672
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-07-14
          Fixed
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wheels SPV LLC
        N/A
        
        96328DBU7
        
          
        
        215000.00000000
        PA
        USD
        208315.33000000
        0.256995707069
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-08-20
          Fixed
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131WQ3U9
        
          
        
        84677.36000000
        PA
        USD
        88658.15000000
        0.109376318808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31339U3D0
        
          
        
        306400.66000000
        PA
        USD
        293694.02000000
        0.362326201975
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HSHY0
        
          
        
        491577.22000000
        PA
        USD
        491106.20000000
        0.605870845488
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-01-01
          Fixed
          3.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/F
        N/A
        
        34532JAA2
        
          
        
        642000.00000000
        PA
        USD
        595972.32000000
        0.735242710041
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          1.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ANVX9
        
          
        
        895411.81000000
        PA
        USD
        861395.61000000
        1.062691708089
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300TRQQDPEF728F16
        
        95000PAE4
        
          
        
        50000.00000000
        PA
        USD
        50927.34000000
        0.062828346586
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-15
          Fixed
          3.79400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QED33
        
          
        
        251985.43000000
        PA
        USD
        247259.10000000
        0.305040091067
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        29425AAD5
        
          
        
        500000.00000000
        PA
        USD
        506773.65000000
        0.625199559274
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-09-10
          Fixed
          3.77800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418EBU3
        
          
        
        989307.87000000
        PA
        USD
        993333.43000000
        1.225461550040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138AKGD5
        
          
          
        
        104849.33000000
        PA
        USD
        112822.58000000
        0.139187637897
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7QF9
        
          
        
        624587.65000000
        PA
        USD
        597507.40000000
        0.737136516753
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        
        80286WAE6
        
          
        
        300000.00000000
        PA
        USD
        299227.59000000
        0.369152889837
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-17
          Fixed
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131XUDU8
        
          
        
        109138.95000000
        PA
        USD
        113179.05000000
        0.139627409947
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KNHG1
        
          
        
        642468.60000000
        PA
        USD
        645370.34000000
        0.796184355948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61690YBU5
        
          
        
        149000.00000000
        PA
        USD
        147233.84000000
        0.181640327744
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-15
          Fixed
          3.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        
        29374EAC0
        
          
        
        375000.00000000
        PA
        USD
        353151.71000000
        0.435678321966
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-21
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Auto Loan Extended Note
        54930055QDKD6LCRW256
        
        89237MAA7
        
          
        
        500000.00000000
        PA
        USD
        464870.15000000
        0.573503797799
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-02-27
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31392JKC2
        
          
        
        47583.16000000
        PA
        USD
        50744.11000000
        0.062602298299
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        N/A
        
        92939HAY1
        
          
        
        302000.00000000
        PA
        USD
        306203.78000000
        0.377759317802
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-10-15
          Fixed
          3.91700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378XMJ7
        
          
        
        778823.82000000
        PA
        USD
        770244.84000000
        0.950240278873
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-11-16
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X8GL5
        
          
        
        476112.52000000
        PA
        USD
        455954.45000000
        0.562504623492
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12592LBJ0
        
          
          
        
        266000.00000000
        PA
        USD
        267221.15000000
        0.329666992766
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-10
          Fixed
          3.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DWC35
        
          
        
        986007.83000000
        PA
        USD
        966712.83000000
        1.192620088398
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGMJ5
        
          
        
        750000.00000000
        PA
        USD
        755208.08000000
        0.931689638513
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A75D8
        
          
        
        18204.15000000
        PA
        USD
        18547.39000000
        0.022881655456
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46645UAT4
        
          
        
        185000.00000000
        PA
        USD
        187829.30000000
        0.231722378578
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-15
          Variable
          3.64830000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BUQL5
        
          
        
        311106.53000000
        PA
        USD
        313783.51000000
        0.387110324618
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14687BAH9
        
          
        
        550000.00000000
        PA
        USD
        521286.37000000
        0.643103698820
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-11
          Fixed
          0.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46637WAD5
        
          
        
        132662.48000000
        PA
        USD
        132740.70000000
        0.163760343770
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          3.48340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95002XBD6
        
          
        
        500000.00000000
        PA
        USD
        455386.70000000
        0.561804198263
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          2.11800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36264KAV2
        
          
        
        500000.00000000
        PA
        USD
        446131.50000000
        0.550386187558
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-12-12
          Fixed
          2.01200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132A97E1
        
          
        
        53153.38000000
        PA
        USD
        55096.20000000
        0.067971410821
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31396A5J9
        
          
        
        105642.02000000
        PA
        USD
        129478.77000000
        0.159736146382
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        N/A
        
        92936TAB8
        
          
          
        
        196485.38000000
        PA
        USD
        196253.08000000
        0.242114678066
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          3.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14687TAE7
        
          
        
        509000.00000000
        PA
        USD
        473556.34000000
        0.584219828832
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-10
          Fixed
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank Credit Card Issuance
        R8AG6FXVDQAMDKCSJJ64
        
        17305EDT9
        
          
          
        
        450000.00000000
        PA
        USD
        571048.56000000
        0.704494616159
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TF5
        
          
          
        
        1000000.00000000
        PA
        USD
        965625.00000000
        1.191278047752
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        
        80285WAE7
        
          
        
        295597.46000000
        PA
        USD
        295127.55000000
        0.364094727872
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-17
          Fixed
          0.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140F0JJ4
        
          
        
        998390.01000000
        PA
        USD
        991475.04000000
        1.223168880307
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        
        165183BT0
        
          
        
        39102.99000000
        PA
        USD
        39185.74000000
        0.048342899000
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          3.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QDX33
        
          
        
        255488.78000000
        PA
        USD
        256400.81000000
        0.316318090748
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05609PAJ7
        
          
        
        270000.00000000
        PA
        USD
        259519.76000000
        0.320165895711
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.49560000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417B6K8
        
          
        
        127443.20000000
        PA
        USD
        129536.85000000
        0.159807798866
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31416BMV7
        
          
        
        36158.94000000
        PA
        USD
        39886.95000000
        0.049207971963
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saxon Asset Securities Trust
        N/A
        
        805564QV6
        
          
        
        174569.70000000
        PA
        USD
        173049.95000000
        0.213489301333
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-26
          Floating
          1.35657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136ADND7
        
          
        
        943000.00000000
        PA
        USD
        929622.22000000
        1.146861921956
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        
        61764PBU5
        
          
        
        300167.00000000
        PA
        USD
        301157.76000000
        0.371534113551
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-15
          Fixed
          3.52600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380NEZ8
        
          
        
        443397.29000000
        PA
        USD
        431935.07000000
        0.532872250558
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-03-16
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38374YTU7
        
          
        
        5768.07000000
        PA
        USD
        5787.91000000
        0.007140463560
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mor
        N/A
        
        22541SAL2
        
          
          
        
        69434.36000000
        PA
        USD
        69028.00000000
        0.085158877494
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-02-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136AV7G8
        
          
        
        886885.85000000
        PA
        USD
        885934.13000000
        1.092964536775
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-02-25
          Variable
          2.96100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Financial Issuance Tru
        N/A
        
        68269MAA2
        
          
        
        480000.00000000
        PA
        USD
        438212.78000000
        0.540616973523
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-06-16
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46639YAQ0
        
          
        
        350000.00000000
        PA
        USD
        349743.66000000
        0.431473858380
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-15
          Fixed
          2.95990000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138A5N24
        
          
        
        123883.26000000
        PA
        USD
        129672.90000000
        0.159975641846
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12593AAX3
        
          
          
        
        263534.79000000
        PA
        USD
        263384.79000000
        0.324934129127
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-10
          Fixed
          2.85200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        N/A
        
        42806MAE9
        
          
        
        1295000.00000000
        PA
        USD
        1182236.71000000
        1.458508882713
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-27
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17321RAH9
        
          
        
        405000.00000000
        PA
        USD
        412765.23000000
        0.509222687248
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-10
          Fixed
          4.54400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137ASP65
        
          
        
        338000.00000000
        PA
        USD
        329243.87000000
        0.406183554369
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citicorp Mortgage Securities,
        549300ISEJNGWSXAKR30
        
        172973M97
        
          
        
        28486.48000000
        PA
        USD
        28892.32000000
        0.035644050811
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61767YAZ3
        
          
          
        
        435000.00000000
        PA
        USD
        450026.55000000
        0.555191456228
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          4.17700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12595EAD7
        
          
        
        250000.00000000
        PA
        USD
        251080.68000000
        0.309754720827
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-10
          Fixed
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133A04P6
        
          
        
        134050.40000000
        PA
        USD
        131919.38000000
        0.162747092781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95000YAY1
        
          
        
        300000.00000000
        PA
        USD
        303102.75000000
        0.373933620492
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          3.58100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        
        16159GAC3
        
          
        
        449099.88000000
        PA
        USD
        448096.05000000
        0.552809825397
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B7HJ1
        
          
        
        47294.46000000
        PA
        USD
        47111.30000000
        0.058120551447
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        
        05492VAF2
        
          
        
        325000.00000000
        PA
        USD
        295802.16000000
        0.364926984787
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-04-15
          Fixed
          2.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Financial Issuance Tru
        N/A
        
        68269BAA6
        
          
        
        630000.00000000
        PA
        USD
        616487.89000000
        0.760552481618
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-10-14
          Fixed
          3.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HBVA3
        
          
        
        116819.87000000
        PA
        USD
        117549.02000000
        0.145018580774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31329JEP8
        
          
        
        72802.81000000
        PA
        USD
        79248.40000000
        0.097767641930
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05609KAE9
        
          
        
        223495.72000000
        PA
        USD
        218164.14000000
        0.269146046124
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-10-15
          Floating
          1.59420000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        549300BCCWSDWINK2593
        
        12626LAE2
        
          
          
        
        75000.00000000
        PA
        USD
        76310.41000000
        0.094143084787
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-10
          Fixed
          4.25800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        549300ITVQSU1IHX4H03
        
        36198FAE2
        
          
        
        300000.00000000
        PA
        USD
        304540.83000000
        0.375707759661
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-08-10
          Fixed
          4.24300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        
        29374YAC6
        
          
        
        300000.00000000
        PA
        USD
        278653.26000000
        0.343770626871
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-20
          Fixed
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QED41
        
          
        
        246683.30000000
        PA
        USD
        241790.98000000
        0.298294147954
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137ATHV7
        
          
        
        195000.00000000
        PA
        USD
        182812.97000000
        0.225533802465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-08-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38376UK81
        
          
        
        612000.00000000
        PA
        USD
        592986.81000000
        0.731559528139
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CDN1
        
          
        
        109983.01000000
        PA
        USD
        114412.70000000
        0.141149346686
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AXUF8
        
          
        
        119000.00000000
        PA
        USD
        117327.60000000
        0.144745418019
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFCRE Commercial Mortgage Trus
        N/A
        
        12532BAD9
        
          
        
        100000.00000000
        PA
        USD
        101597.93000000
        0.125339944291
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-12-10
          Fixed
          3.83850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132ADGQ5
        
          
        
        255011.21000000
        PA
        USD
        260606.04000000
        0.321506024143
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Auto Trust
        549300EMGYBMVWMPNI56
        
        31680YAE7
        
          
        
        500000.00000000
        PA
        USD
        502779.20000000
        0.620271662215
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36253GAE2
        
          
        
        85000.00000000
        PA
        USD
        85712.67000000
        0.105742521356
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-09-10
          Fixed
          3.93100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KMSJ5
        
          
        
        1139227.76000000
        PA
        USD
        1089834.25000000
        1.344513261063
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31419FMD5
        
          
        
        41695.53000000
        PA
        USD
        44400.50000000
        0.054776275427
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARI Fleet Lease Trust
        N/A
        
        00217TAC9
        
          
        
        450000.00000000
        PA
        USD
        447806.30000000
        0.552452364878
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132ADJH2
        
          
        
        142508.16000000
        PA
        USD
        145613.20000000
        0.179640966858
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DWB77
        
          
        
        1209682.11000000
        PA
        USD
        1186050.58000000
        1.463214000754
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95002UAJ0
        
          
        
        300000.00000000
        PA
        USD
        271223.94000000
        0.334605178767
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-07-15
          Fixed
          2.09200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AWW45
        
          
        
        870000.00000000
        PA
        USD
        866313.46000000
        1.068758790804
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD Commercial Mortgage Trust
        N/A
        
        12515GAD9
        
          
        
        700000.00000000
        PA
        USD
        706969.97000000
        0.872178957339
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-10
          Fixed
          3.63100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A2M67
        
          
        
        380000.00000000
        PA
        USD
        403091.73000000
        0.497288625687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14687JAG4
        
          
        
        600000.00000000
        PA
        USD
        558495.72000000
        0.689008353139
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-10
          Fixed
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TB4
        
          
          
        
        315000.00000000
        PA
        USD
        276117.19000000
        0.340641912806
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132HQR53
        
          
        
        686406.84000000
        PA
        USD
        686967.58000000
        0.847502288747
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31415MM28
        
          
        
        74162.34000000
        PA
        USD
        81425.20000000
        0.100453129624
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A0LG0
        
          
        
        281081.78000000
        PA
        USD
        289135.95000000
        0.356702974810
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federated Hermes Treasury Obligations Fund
        254900WUIGYHOH89FC60
        
        60934N500
        
          
          
        
        3714308.01000000
        NS
        USD
        3714308.01000000
        4.582289807021
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46635TAU6
        
          
          
        
        196691.10000000
        PA
        USD
        192175.15000000
        0.237083792899
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-02-15
          Variable
          5.01310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        N/A
        
        92938JAE2
        
          
        
        78551.73000000
        PA
        USD
        79673.96000000
        0.098292649346
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-03-15
          Variable
          4.07900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        
        03066KAF7
        
          
        
        230000.00000000
        PA
        USD
        230723.37000000
        0.284640192398
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-18
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12630BBA5
        
          
          
        
        75000.00000000
        PA
        USD
        76197.72000000
        0.094004060711
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-10
          Variable
          4.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46640JAR8
        
          
        
        164217.73000000
        PA
        USD
        165884.46000000
        0.204649336607
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-01-15
          Variable
          3.99360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRESB Multifamily Mortgage Pas
        N/A
        
        35802YAJ0
        
          
        
        338357.67000000
        PA
        USD
        325816.34000000
        0.401955058579
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-07-25
          Variable
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EQJ94
        
          
        
        150025.42000000
        PA
        USD
        156326.20000000
        0.192857445021
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36230QJX7
        
          
        
        8557.85000000
        PA
        USD
        8936.04000000
        0.011024267480
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-12-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46642CBJ8
        
          
        
        500000.00000000
        PA
        USD
        505100.00000000
        0.623134800693
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-07-15
          Fixed
          3.80460000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD Commercial Mortgage Trust
        N/A
        
        12515ABE9
        
          
        
        589000.00000000
        PA
        USD
        592119.58000000
        0.730489638626
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-10
          Variable
          3.52600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        
        12669FPC1
        
          
          
        
        36225.93000000
        PA
        USD
        35578.17000000
        0.043892290382
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-25
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGJ75
        
          
        
        800000.00000000
        PA
        USD
        805338.78000000
        0.993535181481
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        
        12667FRY3
        
          
        
        61637.89000000
        PA
        USD
        61365.88000000
        0.075706227288
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        549300ZAGI6FKGY8O078
        
        12635FAT1
        
          
          
        
        500000.00000000
        PA
        USD
        503085.45000000
        0.620649478554
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-08-15
          Fixed
          3.71820000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38381BH56
        
          
        
        800000.00000000
        PA
        USD
        821127.12000000
        1.013013035568
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-01-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417LA88
        
          
        
        45116.45000000
        PA
        USD
        48040.85000000
        0.059267324272
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DWBV4
        
          
        
        1014084.05000000
        PA
        USD
        994278.94000000
        1.226628012494
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J7UL7
        
          
        
        74408.06000000
        PA
        USD
        79053.32000000
        0.097526974465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A6R38
        
          
        
        166139.20000000
        PA
        USD
        171658.29000000
        0.211772429868
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46590YAN4
        
          
        
        521459.18000000
        PA
        USD
        520743.58000000
        0.642434066394
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-26
          Variable
          3.04950300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418BJL1
        
          
        
        44648.30000000
        PA
        USD
        47384.40000000
        0.058457471094
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aegis Asset Backed Securities
        N/A
        
        00764MHC4
        
          
        
        141131.64000000
        PA
        USD
        140765.66000000
        0.173660624606
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Floating
          1.15657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08163AAE3
        
          
        
        589492.00000000
        PA
        USD
        529903.67000000
        0.653734741224
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-07-15
          Fixed
          1.92500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137ASTQ7
        
          
        
        300000.00000000
        PA
        USD
        285774.45000000
        0.352555939307
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7QH5
        
          
        
        390314.77000000
        PA
        USD
        373866.10000000
        0.461233374994
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FVUY0
        
          
        
        80149.85000000
        PA
        USD
        82855.16000000
        0.102217251263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER TRUST I
        5493004YGM0MQZJOEJ36
        
        03027WAK8
        
          
          
        
        250000.00000000
        PA
        USD
        253084.28000000
        0.312226534105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-23
          Fixed
          3.65200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131XJ3R1
        
          
        
        187105.30000000
        PA
        USD
        191236.79000000
        0.235926151300
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418DY89
        
          
        
        372841.81000000
        PA
        USD
        360891.66000000
        0.445226989954
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12591RBA7
        
          
        
        350000.00000000
        PA
        USD
        354855.03000000
        0.437779684011
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-02-10
          Variable
          4.07400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WEBW8
        
          
        
        158087.32000000
        PA
        USD
        161232.77000000
        0.198910611758
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418BLH7
        
          
        
        135222.72000000
        PA
        USD
        141213.84000000
        0.174213537999
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Financial Issuance Tru
        N/A
        
        68269LAA4
        
          
        
        500000.00000000
        PA
        USD
        503866.55000000
        0.621613110691
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-05-14
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H0WB0
        
          
        
        428978.49000000
        PA
        USD
        412857.52000000
        0.509336544130
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31329KUB8
        
          
        
        231474.57000000
        PA
        USD
        234557.02000000
        0.289369712748
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17321JAD6
        
          
        
        365000.00000000
        PA
        USD
        371160.73000000
        0.457895797889
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-09-10
          Variable
          4.37100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AKHT1
        
          
        
        375530.08000000
        PA
        USD
        377447.42000000
        0.465651599354
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AWCJ4
        
          
        
        342981.27000000
        PA
        USD
        345336.11000000
        0.426036325632
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration
        N/A
        
        83162CTE3
        
          
        
        71104.01000000
        PA
        USD
        72285.11000000
        0.089177128515
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-04-01
          Fixed
          4.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citicorp Residential Mortgage
        N/A
        
        17312HAF6
        
          
        
        1557.39000000
        PA
        USD
        1556.25000000
        0.001919923843
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-06-25
          Variable
          4.88611000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AUBX8
        
          
        
        163216.37000000
        PA
        USD
        159694.86000000
        0.197013313715
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131XQ5Z5
        
          
        
        179907.16000000
        PA
        USD
        183635.63000000
        0.226548706593
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        
        29374DAC2
        
          
        
        500000.00000000
        PA
        USD
        500716.65000000
        0.617727123147
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-20
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        549300UVB571ELWL8972
        
        92890FBB1
        
          
        
        475000.00000000
        PA
        USD
        477205.38000000
        0.588721598408
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-05-15
          Fixed
          4.17600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        5493007CD1Q2V06I4172
        
        94989AAU9
        
          
        
        600000.00000000
        PA
        USD
        600719.46000000
        0.741099190219
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-15
          Fixed
          3.40500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Alternative Loans Trust
        N/A
        
        576434FK5
        
          
        
        147641.53000000
        PA
        USD
        147150.75000000
        0.181537820774
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-06-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        
        03066KAG5
        
          
        
        407000.00000000
        PA
        USD
        408595.36000000
        0.504078376990
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-18
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396YFD9
        
          
        
        682000.00000000
        PA
        USD
        760374.21000000
        0.938063020790
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-02-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q83V5
        
          
          
        
        81854.58000000
        PA
        USD
        85188.22000000
        0.105095514732
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-01
      Sterling Capital Funds
      Todd Miller
      Todd Miller
      Treasurer and Secretary
    
  

You May Also Be Interested In

• Nium and Kapronasia Partner to Shed Light on Cross-border B2B Payment Challenges in Asia
• Port Houston Regular Commission Meeting
• Midday movers: Netflix, Super Micro fall; Paramount Global gains