NPORT-P
    false
    
      
      
        
          0001053425
          XXXXXXXX
        
      
      
      
      
        S000003205
        C000008596
        C000008597
      
      
      
    
  
  
    
      HARTFORD SERIES FUND INC
      811-08629
      0001053425
      L2SH4E1KCLEHYZJ8SW12
      690 LEE ROAD
      WAYNE
      
      19087
      610-386-4068
      HARTFORD BALANCED HLS FUND
      S000003205
      Z0JTO1KPL8PY8NSMGS96
      2022-12-31
      2022-03-31
      N
    
    
      2037725040.35
      3466867.47
      2034258172.88
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      824496.20000000
      0.00000000
      0.00000000
      6531262.93000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
      
      N
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAD1
        
          
        
        800000.00000000
        PA
        USD
        805600.00000000
        0.039601659747
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2023-03-04
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEF8
        
          
        
        4265000.00000000
        PA
        USD
        3654013.46000000
        0.179623880032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-16
          Fixed
          2.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Cable LLC
        549300U5NFR7S6E3GM41
        Time Warner Cable LLC
        88732JAJ7
        
          
        
        395000.00000000
        PA
        USD
        454343.92000000
        0.022334624289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211JFZ5
        
          
        
        5723.53000000
        PA
        USD
        5800.46000000
        0.000285138832
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-06-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TACO BELL FUNDING, LLC
        N/A
        Taco Bell Funding LLC
        87342RAG9
        
          
        
        648375.00000000
        PA
        USD
        587773.33000000
        0.028893743077
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-25
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291TEA2
        
          
        
        50326.01000000
        PA
        USD
        53852.22000000
        0.002647265756
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209ND58
        
          
        
        120.21000000
        PA
        USD
        128.46000000
        0.000006314832
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAE5
        
          
        
        1200000.00000000
        PA
        USD
        1209178.44000000
        0.059440756149
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-02-23
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange SA
        969500MCOONR8990S771
        Orange SA
        35177PAL1
        
          
        
        576000.00000000
        PA
        USD
        800105.16000000
        0.039331544573
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-03-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDQ1
        
          
        
        7725000.00000000
        PA
        USD
        7308875.96000000
        0.359289497146
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-12-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Victoria's Secret & Co
        5493006T3O70U3UWVF17
        Victoria's Secret & Co
        926400102
        
          
        
        241682.00000000
        NS
        USD
        12412787.52000000
        0.610187422888
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KFR4
        
          
        
        1349.10000000
        PA
        USD
        1468.39000000
        0.000072183069
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cisco Systems Inc
        549300LKFJ962MZ46593
        Cisco Systems Inc
        17275R102
        
          
        
        583750.00000000
        NS
        USD
        32549900.00000000
        1.600086971946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CG2
        
          
        
        770000.00000000
        PA
        USD
        776226.50000000
        0.038157718147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Assurant Inc
        H3F39CAXWQRVWURFXL38
        Assurant Inc
        04621X108
        
          
        
        100721.00000000
        NS
        USD
        18314099.43000000
        0.900283930238
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN22
        000000000
        
          
        
        7.00000000
        NC
        USD
        -31435.39000000
        -0.00154529992
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 10 Year US Treasury Note
                TYM2 COMDTY
              
            
            2022-06-21
            891560.39000000
            USD
            -31435.39000000
          
        
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466L302
        
          
        
        111072.00000000
        NS
        USD
        23582807.04000000
        1.159282895081
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209WSU7
        
          
        
        4698.33000000
        PA
        USD
        5022.03000000
        0.000246872794
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XBW5
        
          
        
        1245000.00000000
        PA
        USD
        1265176.64000000
        0.062193513923
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-13
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAC7
        
          
        
        935000.00000000
        PA
        USD
        860330.90000000
        0.042292119627
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2031-07-12
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3Harris Technologies Inc
        502431109
        
          
        
        76463.00000000
        NS
        USD
        18998761.61000000
        0.933940532390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Golden State Tobacco Securitization Corp
        N/A
        GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
        38122NB68
        
          
        
        75000.00000000
        PA
        USD
        67817.63000000
        0.003333776946
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-06-01
          Fixed
          3.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61761J3R8
        
          
        
        1450000.00000000
        PA
        USD
        1439371.50000000
        0.070756579434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-27
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Treman Park CLO Ltd
        549300E4DX3Q8L455K94
        Treman Park CLO Ltd
        89473LAH7
        
          
        
        1294394.96000000
        PA
        USD
        1291291.00000000
        0.063477242820
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-10-20
          Floating
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        Accenture PLC
        000000000
        
          
        
        72710.00000000
        NS
        USD
        24519993.30000000
        1.205353068105
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAH4
        
          
        
        245000.00000000
        PA
        USD
        245297.68000000
        0.012058335725
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON GAS COMPANY
        FN7P4E7K9JOBORDEUX61
        Boston Gas Co
        100743AK9
        
          
        
        330000.00000000
        PA
        USD
        319540.98000000
        0.015707985557
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/Ford Credit
        N/A
        Ford Credit Auto Owner Trust 2021-REV1
        345340AB9
        
          
        
        275000.00000000
        PA
        USD
        254901.57000000
        0.012530443450
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-10-17
          Fixed
          1.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212B5E9
        
          
        
        1361.19000000
        PA
        USD
        1366.46000000
        0.000067172398
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-02-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209AD64
        
          
        
        153.40000000
        PA
        USD
        163.72000000
        0.000008048142
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201MNR9
        
          
        
        12575.83000000
        PA
        USD
        13938.10000000
        0.000685168686
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2017-K725 Mortgage Trust
        30301TAE9
        
          
        
        160000.00000000
        PA
        USD
        161018.37000000
        0.007915336025
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-25
          Variable
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444UBJ4
        
          
        
        985000.00000000
        PA
        USD
        802752.88000000
        0.039461701110
        Long
        DBT
        
        US
        N
        
        2
        
          2050-07-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY SOUTH
        3QRVFYR22IUIEOORTK28
        Dominion Energy South Carolina Inc
        837004BV1
        
          
        
        360000.00000000
        PA
        USD
        443125.24000000
        0.021783136767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208Y5P0
        
          
        
        2688.56000000
        PA
        USD
        2873.12000000
        0.000141236743
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAL5
        
          
        
        1715000.00000000
        PA
        USD
        1552368.02000000
        0.076311258850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-20
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCP4
        
          
        
        1560000.00000000
        PA
        USD
        1441415.63000000
        0.070857064713
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-07-31
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        Penske Truck Leasing Co Lp / PTL Finance Corp
        709599BG8
        
          
        
        155000.00000000
        PA
        USD
        152790.35000000
        0.007510863273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KJ66
        
          
        
        91131.13000000
        PA
        USD
        99861.28000000
        0.004908977696
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-11-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Cable LLC
        549300U5NFR7S6E3GM41
        Time Warner Cable LLC
        88732JAN8
        
          
        
        250000.00000000
        PA
        USD
        303743.60000000
        0.014931418442
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-07-01
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kansas Development Finance Authority
        549300WTL7BL8KBDPR87
        KANSAS ST DEV FIN AUTH REVENUE
        48542RSV7
        
          
        
        540000.00000000
        PA
        USD
        448818.30000000
        0.022062996033
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TA6
        
          
        
        13060000.00000000
        PA
        USD
        11331590.63000000
        0.557037979793
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TUCSON ELECTRIC POWER CO
        YLF139GXSRKPBBTNZL03
        Tucson Electric Power Co
        898813AR1
        
          
        
        350000.00000000
        PA
        USD
        346210.74000000
        0.017019016790
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progressive Corp/The
        529900TACNVLY9DCR586
        Progressive Corp/The
        743315103
        
          
        
        152451.00000000
        NS
        USD
        17377889.49000000
        0.854261751122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209N5E8
        
          
        
        234.28000000
        PA
        USD
        236.70000000
        0.000011635691
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-07-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211J6D4
        
          
        
        12425.40000000
        PA
        USD
        12702.51000000
        0.000624429591
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-09-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals Inc
        92532F100
        
          
        
        85885.00000000
        NS
        USD
        22413408.45000000
        1.101797635561
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Illinois Municipal Electric Agency
        N/A
        ILLINOIS ST MUNI ELEC AGY PWR SPLY
        452024GT3
        
          
        
        785000.00000000
        PA
        USD
        954179.59000000
        0.046905530611
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-02-01
          Fixed
          6.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207105
        
          
        
        281472.00000000
        NS
        USD
        17670812.16000000
        0.868661234625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bayer US Finance LLC
        54930093Q75GSEM74I71
        Bayer US Finance LLC
        07274EAG8
        
          
        
        955000.00000000
        PA
        USD
        954287.25000000
        0.046910822958
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-08
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XCA1
        
          
        
        1405000.00000000
        PA
        USD
        1227626.18000000
        0.060347609579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-25
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAQ6
        
          
        
        1650000.00000000
        PA
        USD
        1688519.04000000
        0.083004166457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          5.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER ENT
        N/A
        Time Warner Entertainment Co LP
        88731EAF7
        
          
        
        130000.00000000
        PA
        USD
        136875.27000000
        0.006728510266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          8.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toledo Hospital/The
        5493009DCR7NWV6K4T34
        Toledo Hospital/The
        889184AD9
        
          
        
        320000.00000000
        PA
        USD
        352174.95000000
        0.017312205239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-11-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foothill-Eastern Transportation Corridor Agency
        N/A
        FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE
        345105JG6
        
          
        
        705000.00000000
        PA
        USD
        689451.86000000
        0.033892053092
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2053-01-15
          Fixed
          3.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324P102
        
          
        
        80887.00000000
        NS
        USD
        41249943.39000000
        2.027763434353
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        74977RDK7
        
          
        
        1350000.00000000
        PA
        USD
        1236004.74000000
        0.060759482570
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-02-24
          Fixed
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207JXM0
        
          
        
        3948.29000000
        PA
        USD
        4219.33000000
        0.000207413692
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAB9
        
          
        
        2225000.00000000
        PA
        USD
        2293316.44000000
        0.112734778238
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-07-21
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211UKL5
        
          
        
        714.63000000
        PA
        USD
        716.82000000
        0.000035237415
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE LONDON
        969500TJ5KRTCJQWXH05
        Credit Agricole SA/London
        22535WAD9
        
          
        
        1025000.00000000
        PA
        USD
        1023619.05000000
        0.050319033426
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-10-04
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        California Health Facilities Financing Authority
        5493007RI8BUDOGHZ546
        CALIFORNIA ST HLTH FACS FING AUTH REVENUE
        13032UD96
        
          
        
        815000.00000000
        PA
        USD
        829470.90000000
        0.040775104706
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207MUA2
        
          
        
        2483.36000000
        PA
        USD
        2653.83000000
        0.000130456892
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG/New York NY
        22546QAP2
        
          
        
        250000.00000000
        PA
        USD
        253090.78000000
        0.012441428692
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-09-09
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BY5
        
          
        
        1130000.00000000
        PA
        USD
        1079470.04000000
        0.053064554656
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-01-12
          Fixed
          0.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BE1
        
          
        
        920000.00000000
        PA
        USD
        918162.92000000
        0.045135024267
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-13
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225AQW3
        
          
        
        1843.14000000
        PA
        USD
        1962.45000000
        0.000096470056
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200RLS9
        
          
        
        551.79000000
        PA
        USD
        596.59000000
        0.000029327152
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A8VY9
        
          
        
        167393.58000000
        PA
        USD
        177966.33000000
        0.008748463315
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLECO CORPORATE HOLDINGS
        5493002H80P81B3HXL31
        Cleco Corporate Holdings LLC
        18551PAC3
        
          
        
        1030000.00000000
        PA
        USD
        1044892.39000000
        0.051364787613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587CU9
        
          
        
        1050000.00000000
        PA
        USD
        1055932.15000000
        0.051907479791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59259YBY4
        
          
        
        375000.00000000
        PA
        USD
        472043.66000000
        0.023204707558
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-11-15
          Fixed
          6.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDL2
        
          
        
        530000.00000000
        PA
        USD
        499773.44000000
        0.024567847221
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-11-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CV9
        
          
        
        1975000.00000000
        PA
        USD
        1779839.86000000
        0.087493312487
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-08-17
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209RLM3
        
          
        
        663.97000000
        PA
        USD
        666.58000000
        0.000032767718
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-03-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAJ9
        
          
        
        375000.00000000
        PA
        USD
        385371.69000000
        0.018944089552
        Long
        DBT
        
        US
        N
        
        2
        
          2026-02-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209RPP2
        
          
        
        3186.59000000
        PA
        USD
        3298.19000000
        0.000162132321
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-05-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FUNDING LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC
        23371DAJ3
        
          
        
        2185000.00000000
        PA
        USD
        2065508.38000000
        0.101536196709
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-01
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TB4
        
          
        
        21360000.00000000
        PA
        USD
        18723375.00000000
        0.920403085980
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523AH3
        
          
        
        955000.00000000
        PA
        USD
        1006389.92000000
        0.049472084390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBJ9
        
          
        
        510000.00000000
        PA
        USD
        454249.28000000
        0.022329971979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabian Oil Co
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co
        80414L2D6
        
          
        
        615000.00000000
        PA
        USD
        618833.91000000
        0.030420618102
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2029-04-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDD0
        
          
        
        4050000.00000000
        PA
        USD
        3938308.61000000
        0.193599252174
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-31
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210RUA6
        
          
        
        2555.84000000
        PA
        USD
        2608.17000000
        0.000128212339
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-01-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUND TRUST
        N/A
        Bayview Opportunity Master Fund IVb Trust 2017-SPL4
        07331YAA8
        
          
        
        233071.77000000
        PA
        USD
        231575.36000000
        0.011383774345
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-01-28
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225A2B5
        
          
        
        1537.57000000
        PA
        USD
        1687.00000000
        0.000082929493
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        913017DD8
        
          
        
        685000.00000000
        PA
        USD
        707066.88000000
        0.034757971698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-16
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-ARIA
        05608RAE5
        
          
        
        1460000.00000000
        PA
        USD
        1430227.97000000
        0.070307102071
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210GHX5
        
          
        
        4037.56000000
        PA
        USD
        4310.09000000
        0.000211875270
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RK6
        
          
        
        18370000.00000000
        PA
        USD
        17939453.13000000
        0.881867079073
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448CAQ7
        
          
        
        972000.00000000
        PA
        USD
        913681.16000000
        0.044914710049
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Sacramento CA
        N/A
        SACRAMENTO CA PENSN OBLG
        786056BB6
        
          
        
        365000.00000000
        PA
        USD
        384457.24000000
        0.018899137047
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-08-01
          Fixed
          6.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207FZ79
        
          
        
        2620.03000000
        PA
        USD
        2792.90000000
        0.000137293291
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALCON FINANCE CORP
        549300CUZUI9VU7XNK42
        Alcon Finance Corp
        01400EAB9
        
          
        
        2725000.00000000
        PA
        USD
        2605745.53000000
        0.128093157728
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-23
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAN3
        
          
        
        300000.00000000
        PA
        USD
        306540.20000000
        0.015068893618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBY8
        
          
        
        100000.00000000
        PA
        USD
        91449.00000000
        0.004495447098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-31
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CM9
        
          
        
        2085000.00000000
        PA
        USD
        1905476.87000000
        0.093669372717
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-05-24
          Fixed
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAQ4
        
          
        
        160000.00000000
        PA
        USD
        162178.95000000
        0.007972387780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225AZG8
        
          
        
        3654.76000000
        PA
        USD
        3920.66000000
        0.000192731682
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBB9
        
          
        
        740000.00000000
        PA
        USD
        718679.08000000
        0.035328803864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBT7
        
          
        
        3620000.00000000
        PA
        USD
        3379750.77000000
        0.166141683246
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-03-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAJ0
        
          
        
        8770000.00000000
        PA
        USD
        8123897.61000000
        0.399354306071
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-08-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225BZ43
        
          
        
        17914.53000000
        PA
        USD
        20094.70000000
        0.000987814637
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0KQ1
        
          
        
        322877.81000000
        PA
        USD
        339808.00000000
        0.016704271096
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-25
          Floating
          5.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2018-1 B PTT
        N/A
        United Airlines 2018-1 Class B Pass Through Trust
        90932NAA1
        
          
        
        115675.16000000
        PA
        USD
        105700.48000000
        0.005196020908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEDYNE TECHNOLOGIES IN
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360AE5
        
          
        
        1005000.00000000
        PA
        USD
        931389.43000000
        0.045785212635
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIAGARA MOHAWK POWER
        3T97Y9RR5EN5Y18QHB56
        Niagara Mohawk Power Corp
        65364UAL0
        
          
        
        645000.00000000
        PA
        USD
        662851.04000000
        0.032584410810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          4.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAF6
        
          
        
        1538000.00000000
        PA
        USD
        1439824.29000000
        0.070778837671
        Long
        DBT
        
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XAP9
        
          
        
        207312.19000000
        PA
        USD
        213434.97000000
        0.010492029617
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-11-25
          Floating
          5.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-4
        89173UAA5
        
          
        
        287760.22000000
        PA
        USD
        285692.58000000
        0.014044066963
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-06-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208L6F9
        
          
        
        10265.10000000
        PA
        USD
        10969.76000000
        0.000539251120
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBF7
        
          
        
        800000.00000000
        PA
        USD
        696159.29000000
        0.034221776728
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        549300OFE1DNC7KO4K57
        FREMF 2015-K44 Mortgage Trust
        30292NAG8
        
          
        
        285000.00000000
        PA
        USD
        282146.95000000
        0.013869770993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-25
          Variable
          3.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAZ4
        
          
        
        1865000.00000000
        PA
        USD
        1726761.71000000
        0.084884098440
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2026-09-11
          Fixed
          1.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBD5
        
          
        
        385000.00000000
        PA
        USD
        391044.31000000
        0.019222944030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAD2
        
          
        
        1993867.50000000
        PA
        USD
        1834056.63000000
        0.090158498781
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36206W4N2
        
          
        
        70.97000000
        PA
        USD
        74.92000000
        0.000003682915
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-09-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        549300KQ08QVSM4XK212
        FREMF 2018-K733 Mortgage Trust
        30297MAS9
        
          
        
        1015000.00000000
        PA
        USD
        1024948.12000000
        0.050384367808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-25
          Variable
          4.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AU2
        
          
        
        3670000.00000000
        PA
        USD
        3310431.09000000
        0.162734068572
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2032-05-14
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112103
        
          
        
        204534.00000000
        NS
        USD
        15931153.26000000
        0.783143136519
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210RUV0
        
          
        
        388.63000000
        PA
        USD
        401.20000000
        0.000019722177
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-01-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM / SPEC I
        N/A
        Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
        85208NAD2
        
          
        
        1680000.00000000
        PA
        USD
        1716292.10000000
        0.084369433677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          4.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208V4H5
        
          
        
        881.30000000
        PA
        USD
        941.84000000
        0.000046298941
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Data Centers LLC
        5493000RL8X7WTQ7HO20
        Vantage Data Centers Issuer LLC
        92212KAB2
        
          
        
        1150000.00000000
        PA
        USD
        1071572.65000000
        0.052676335004
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-09-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hess Corp
        UASVRYNXNK17ULIGK870
        Hess Corp
        42809HAD9
        
          
        
        705000.00000000
        PA
        USD
        792861.74000000
        0.038975472758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chubb Ltd
        E0JAN6VLUDI1HITHT809
        Chubb Ltd
        000000000
        
          
        
        117977.00000000
        NS
        USD
        25235280.30000000
        1.240515124207
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-A
        00833MAA2
        
          
        
        615000.00000000
        PA
        USD
        611769.10000000
        0.030073326392
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Omnicom Group Inc
        HKUPACFHSSASQK8HLS17
        Omnicom Group Inc
        681919106
        
          
        
        201665.00000000
        NS
        USD
        17117325.20000000
        0.841452939857
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2015-K46 Mortgage Trust
        30292RAJ3
        
          
        
        160000.00000000
        PA
        USD
        159993.74000000
        0.007864967295
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-25
          Variable
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCD1
        
          
        
        4000000.00000000
        PA
        USD
        3919843.76000000
        0.192691557652
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AG8
        
          
        
        1710000.00000000
        PA
        USD
        1776844.64000000
        0.087346073555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCE RECOVERY FUNDING LLC
        N/A
        SCE Recovery Funding LLC
        78433LAA4
        
          
        
        500339.87000000
        PA
        USD
        451113.37000000
        0.022175817013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          0.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-2
        89173HAA4
        
          
        
        53513.89000000
        PA
        USD
        53544.12000000
        0.002632120185
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEA5
        
          
        
        1085000.00000000
        PA
        USD
        1069954.10000000
        0.052596770373
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-29
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136AYP31
        
          
        
        104728.29000000
        PA
        USD
        104817.91000000
        0.005152635560
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-10-25
          Floating
          0.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475105
        
          
        
        77506.00000000
        NS
        USD
        14295981.70000000
        0.702761423824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAJ0
        
          
        
        840000.00000000
        PA
        USD
        841042.73000000
        0.041343952366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2013-K24 Mortgage Trust
        30290XAN3
        
          
        
        160000.00000000
        PA
        USD
        160858.22000000
        0.007907463376
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-25
          Variable
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61761JVL0
        
          
        
        1000000.00000000
        PA
        USD
        1018885.99000000
        0.050086365810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-23
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SW AIRLINES 07-1 TRUST
        N/A
        Southwest Airlines Co 2007-1 Pass Through Trust
        84474YAA4
        
          
        
        258902.98000000
        PA
        USD
        260571.22000000
        0.012809151929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-01
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550108
        
          
        
        80174.00000000
        NS
        USD
        19336365.32000000
        0.950536445068
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-B
        00834DAA1
        
          
        
        870000.00000000
        PA
        USD
        831361.04000000
        0.040868020150
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYN8
        
          
        
        560000.00000000
        PA
        USD
        509109.41000000
        0.025026784544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-21
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137BA4
        
          
        
        1530000.00000000
        PA
        USD
        1435812.22000000
        0.070581612459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        91159HJB7
        
          
        
        1133000.00000000
        PA
        USD
        1015548.29000000
        0.049922291257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-03
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TRANSMISSION SY
        N/A
        American Transmission Systems Inc
        030288AC8
        
          
        
        1200000.00000000
        PA
        USD
        1109643.79000000
        0.054547834920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36292CK52
        
          
        
        6070.99000000
        PA
        USD
        6484.18000000
        0.000318749118
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KJR0
        
          
        
        12210.40000000
        PA
        USD
        13276.95000000
        0.000652667895
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCZ2
        
          
        
        7530000.00000000
        PA
        USD
        7018195.31000000
        0.345000226793
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-09-30
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        225313AF2
        
          
        
        790000.00000000
        PA
        USD
        798880.55000000
        0.039271345232
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-03-17
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBK SPC Ltd
        549300P1ANDK86KWB419
        NBK SPC Ltd
        62877PAA2
        
          
        
        4905000.00000000
        PA
        USD
        4906765.80000000
        0.241206640603
        Long
        DBT
        CORP
        AE
        
        N
        
        2
        
          2022-05-30
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conagra Brands Inc
        54930035UDEIH090K650
        Conagra Brands Inc
        205887CB6
        
          
        
        455000.00000000
        PA
        USD
        471636.83000000
        0.023184708621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212FYQ1
        
          
        
        184.69000000
        PA
        USD
        195.78000000
        0.000009624147
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-07-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030N101
        
          
        
        512935.00000000
        NS
        USD
        24015616.70000000
        1.180558938888
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736K101
        
          
        
        118490.00000000
        NS
        USD
        14704609.00000000
        0.722848711930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SU3
        
          
        
        2170000.00000000
        PA
        USD
        1897054.69000000
        0.093255355455
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017BB9
        
          
        
        2275000.00000000
        PA
        USD
        2181874.88000000
        0.107256537497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card Master Trust
        N/A
        Mercury Financial Credit Card Master Trust
        58940BAA4
        
          
        
        575000.00000000
        PA
        USD
        557999.15000000
        0.027430104862
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amdocs Ltd
        549300HQV672RJ7RQV66
        Amdocs Ltd
        000000000
        
          
        
        172093.00000000
        NS
        USD
        14147765.53000000
        0.695475417949
        Long
        EC
        CORP
        GG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2021-R01
        20754RAB2
        
          
        
        280000.00000000
        PA
        USD
        270501.56000000
        0.013297307274
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-25
          Floating
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MID-ATLANTIC INTERSTATE
        N/A
        Mid-Atlantic Interstate Transmission LLC
        59524QAA3
        
          
        
        691000.00000000
        PA
        USD
        698378.41000000
        0.034330864160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161N101
        
          
        
        378936.00000000
        NS
        USD
        18048721.68000000
        0.887238499056
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        Penske Truck Leasing Co Lp / PTL Finance Corp
        709599AZ7
        
          
        
        2850000.00000000
        PA
        USD
        2883683.15000000
        0.141756006609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-10
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KJQ2
        
          
        
        81987.02000000
        PA
        USD
        89628.87000000
        0.004405973204
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36202WG45
        
          
        
        1661.13000000
        PA
        USD
        1773.71000000
        0.000087191981
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210HTZ5
        
          
        
        20426.08000000
        PA
        USD
        21806.31000000
        0.001071953908
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/Ford Credit
        N/A
        Ford Credit Auto Owner Trust 2021-REV1
        345340AC7
        
          
        
        260000.00000000
        PA
        USD
        242258.33000000
        0.011908927452
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-10-17
          Fixed
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Axalta Coating Systems Ltd
        529900AGLPA40GV6H619
        Axalta Coating Systems Ltd
        000000000
        
          
        
        473266.00000000
        NS
        USD
        11632878.28000000
        0.571848668722
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Horizon Aircraft Finance III Limited
        N/A
        Horizon Aircraft Finance III Ltd
        44040JAA6
        
          
        
        276443.01000000
        PA
        USD
        254842.47000000
        0.012527538215
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2039-11-15
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209ND66
        
          
        
        36100.41000000
        PA
        USD
        38578.58000000
        0.001896444635
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        Medtronic PLC
        000000000
        
          
        
        165871.00000000
        NS
        USD
        18403387.45000000
        0.904673147948
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        TRANSCANADA PIPELINES
        5BV01I6231JPDAPMGH09
        TransCanada PipeLines Ltd
        89352HBA6
        
          
        
        425000.00000000
        PA
        USD
        438895.27000000
        0.021575200033
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-04-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDK4
        
          
        
        12080000.00000000
        PA
        USD
        11444856.31000000
        0.562605890568
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBQ3
        
          
        
        4300000.00000000
        PA
        USD
        3980019.54000000
        0.195649676774
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-28
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBX2
        
          
        
        1600000.00000000
        PA
        USD
        1327088.75000000
        0.065236987501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135B101
        
          
        
        261718.00000000
        NS
        USD
        22034038.42000000
        1.083148575424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36204SGQ3
        
          
        
        417.65000000
        PA
        USD
        444.69000000
        0.000021860057
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208VX26
        
          
        
        917.61000000
        PA
        USD
        980.60000000
        0.000048204304
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Partners of America Trust
        N/A
        Home Partners of America 2021-2 Trust
        43732VAA4
        
          
        
        1365690.06000000
        PA
        USD
        1293992.70000000
        0.063610052905
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-17
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAQ3
        
          
        
        960000.00000000
        PA
        USD
        896784.00000000
        0.044084079983
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2041-08-14
          Fixed
          4.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36202XDC8
        
          
        
        58313.44000000
        PA
        USD
        63414.50000000
        0.003117328018
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-Z1
        00834CAA3
        
          
        
        495224.82000000
        PA
        USD
        488145.58000000
        0.023996245241
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374L5Y3
        
          
        
        1423.08000000
        PA
        USD
        1521.41000000
        0.000074789425
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-09-16
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCCORMICK & CO
        549300JQQA6MQ4OJP259
        McCormick & Co Inc/MD
        579780AQ0
        
          
        
        285000.00000000
        PA
        USD
        264342.87000000
        0.012994558582
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAL7
        
          
        
        400000.00000000
        PA
        USD
        401719.04000000
        0.019747692075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        Roche Holding AG
        000000000
        
          
        
        38306.00000000
        NS
        
        15156217.13000000
        0.745048850340
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212RXG8
        
          
        
        4832.20000000
        PA
        USD
        4850.24000000
        0.000238427947
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-11-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EGWV2
        
          
        
        206027.45000000
        PA
        USD
        219409.91000000
        0.010785745532
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137107
        
          
        
        394738.00000000
        NS
        USD
        17482946.02000000
        0.859426116757
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208HQH2
        
          
        
        63.48000000
        PA
        USD
        64.45000000
        0.000003168231
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-09-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752103
        
          
        
        60594.00000000
        NS
        USD
        29764984.68000000
        1.463186191252
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057104
        
          
        
        146283.00000000
        NS
        USD
        11873791.11000000
        0.583691454127
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210BMP7
        
          
        
        6564.45000000
        PA
        USD
        7007.57000000
        0.000344477908
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KJS8
        
          
        
        2746.88000000
        PA
        USD
        2931.75000000
        0.000144118875
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-03-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gaming and Leisure Properties Inc
        5493006GWRDBCZYWTM57
        Gaming and Leisure Properties Inc
        36467J108
        
          
        
        359989.00000000
        NS
        USD
        16894283.77000000
        0.830488676178
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALLSTAR COINV LLC PP
        N/A
        ALLSTAR COINV LLC PP
        000000000
        
          
        
        11702200.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EC
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUND TRUST
        N/A
        Bayview Opportunity Master Fund IVa Trust 2017-SPL5
        07331UAA6
        
          
        
        233215.72000000
        PA
        USD
        232092.79000000
        0.011409210153
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-06-28
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138L8K45
        
          
        
        325000.00000000
        PA
        USD
        326965.05000000
        0.016072937759
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-02-01
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209J6E6
        
          
        
        549.24000000
        PA
        USD
        605.81000000
        0.000029780389
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371LGF0
        
          
        
        8542.78000000
        PA
        USD
        8854.98000000
        0.000435292831
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBW0
        
          
        
        5655000.00000000
        PA
        USD
        5273508.38000000
        0.259234960945
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-04-30
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207UD96
        
          
        
        18.44000000
        PA
        USD
        18.51000000
        0.000000909914
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-11-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36205RH26
        
          
        
        10663.30000000
        PA
        USD
        11432.38000000
        0.000561992580
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        549300O8WGQU5B6HEB94
        CIFC Funding 2014-II-R Ltd
        12548RAB0
        
          
        
        1705000.00000000
        PA
        USD
        1697242.25000000
        0.083432981743
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-24
          Floating
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR PROPERTIES
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAG4
        
          
        
        2255000.00000000
        PA
        USD
        2044681.63000000
        0.100512395980
        Long
        DBT
        
        US
        N
        
        2
        
          2031-11-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Lease Trust
        N/A
        Ford Credit Auto Lease Trust 2021-A
        34532QAF5
        
          
        
        545000.00000000
        PA
        USD
        530837.14000000
        0.026094875619
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAZ4
        
          
        
        8325000.00000000
        PA
        USD
        7705177.78000000
        0.378770889689
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-11-30
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CM0
        
          
        
        685000.00000000
        PA
        USD
        752147.54000000
        0.036974045380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-07-20
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUTTER HEALTH
        549300MJCC12LU768G81
        Sutter Health
        86944BAG8
        
          
        
        335000.00000000
        PA
        USD
        303918.21000000
        0.014940001915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA5
        35566AAH2
        
          
        
        630059.27000000
        PA
        USD
        631259.03000000
        0.031031411765
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Floating
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        Gray Oak Pipeline LLC
        38937LAC5
        
          
        
        606000.00000000
        PA
        USD
        581876.06000000
        0.028603845261
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAQ2
        
          
        
        945000.00000000
        PA
        USD
        973294.03000000
        0.047845157658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-15
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAP6
        
          
        
        1900000.00000000
        PA
        USD
        1692572.88000000
        0.083203444998
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sealed Air Corp
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211K100
        
          
        
        199555.00000000
        NS
        USD
        13362202.80000000
        0.656858749697
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
        
        322051.00000000
        NS
        USD
        99291543.81000000
        4.880970622791
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        arbor multifamily mortgage securities trust
        N/A
        Arbor Multifamily Mortgage Securities Trust 2021-MF3
        03882KAJ1
        
          
        
        1100000.00000000
        PA
        USD
        1025745.93000000
        0.050423586527
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-10-15
          Fixed
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCY HEALTHCARE SYSTEM
        RV2KCMRGYKSCKT5REH48
        Mercy Health/OH
        58942HAC5
        
          
        
        455000.00000000
        PA
        USD
        472625.19000000
        0.023233294392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GGM0
        
          
        
        1150000.00000000
        PA
        USD
        1485925.21000000
        0.073045065263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AU4
        
          
        
        580000.00000000
        PA
        USD
        616085.47000000
        0.030285510374
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2060-06-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887109
        
          
        
        65688.00000000
        NS
        USD
        17473008.00000000
        0.858937583879
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Funds - Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Funds - Government Fund
        38141W273
        
          
        
        266202.47000000
        NS
        USD
        266202.47000000
        0.013085972741
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209LFV3
        
          
        
        4358.50000000
        PA
        USD
        4652.74000000
        0.000228719248
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Start Ltd.
        N/A
        START Ireland
        85573LAA9
        
          
        
        174294.83000000
        PA
        USD
        161341.87000000
        0.007931238627
        Long
        ABS-O
        CORP
        BM
        N
        
        2
        
          2044-03-15
          Fixed
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCY5
        
          
        
        1480000.00000000
        PA
        USD
        1374954.69000000
        0.067589979891
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-09-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KCU1
        
          
        
        321832.90000000
        PA
        USD
        319555.64000000
        0.015708706213
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-25
          Floating
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417XAB5
        
          
        
        16820.99000000
        PA
        USD
        17913.80000000
        0.000880606023
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Transit Authority Sales & Transfer Tax Receipts Revenue
        N/A
        CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE
        167725AF7
        
          
        
        185000.00000000
        PA
        USD
        237819.39000000
        0.011690718177
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-12-01
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-3
        35563PLH0
        
          
        
        559217.06000000
        PA
        USD
        562556.76000000
        0.027654147713
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invesco Government & Agency Portfolio
        5493007T1J7WZ5QI1A47
        Invesco Government & Agency Portfolio
        825252885
        
          
        
        31817.29000000
        NS
        USD
        31817.29000000
        0.001564073352
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBB0
        
          
        
        3985000.00000000
        PA
        USD
        3884530.46000000
        0.190955627549
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.56000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2016-K55 Mortgage Trust
        30289HAE1
        
          
        
        260000.00000000
        PA
        USD
        263451.14000000
        0.012950722947
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-25
          Variable
          4.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        913017CY3
        
          
        
        1500000.00000000
        PA
        USD
        1570825.34000000
        0.077218583213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-16
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RDC3
        
          
        
        2185000.00000000
        PA
        USD
        2250132.86000000
        0.110611961156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587DF1
        
          
        
        750000.00000000
        PA
        USD
        725625.00000000
        0.035670251184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCE RECOVERY FUNDING LLC
        N/A
        SCE Recovery Funding LLC
        78433LAC0
        
          
        
        125000.00000000
        PA
        USD
        107652.82000000
        0.005291993977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-11-15
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PacifiCorp
        SGY07Y7FNYBNLM6Z1M11
        PacifiCorp
        695114CT3
        
          
        
        165000.00000000
        PA
        USD
        170536.13000000
        0.008383209775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        000000000
        
          
        
        278625.00000000
        NS
        USD
        18269441.25000000
        0.898088624814
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MERCY HEALTHCARE SYSTEM
        RV2KCMRGYKSCKT5REH48
        Mercy Health/OH
        58942HAB7
        
          
        
        1400000.00000000
        PA
        USD
        1395422.13000000
        0.068596117670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          3.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2D5
        
          
        
        1000000.00000000
        PA
        USD
        995948.55000000
        0.048958807848
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-09
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAE Systems Holdings Inc
        MF62XBVMNYTYMC18DL76
        BAE Systems Holdings Inc
        05523UAP5
        
          
        
        850000.00000000
        PA
        USD
        853951.71000000
        0.041978531603
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2021-9INV
        33851MAB8
        
          
        
        728978.16000000
        PA
        USD
        687906.07000000
        0.033816065196
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-09-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAG0
        
          
        
        600000.00000000
        PA
        USD
        608178.00000000
        0.029896795210
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-04-12
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNO GLOBAL FUNDING
        6354008GTNR4833ULD48
        CNO Global Funding
        18977W2C3
        
          
        
        2215000.00000000
        PA
        USD
        2049521.09000000
        0.100750294005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-06
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440CC6
        
          
        
        860000.00000000
        PA
        USD
        859626.34000000
        0.042257484888
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fixed Income Clearing Corp
        549300H47WTHXPU08X20
        FIXED INC CLEARING CORP.REPO
        000000000
        
          
        
        26209125.00000000
        PA
        USD
        26209125.00000000
        1.288387351684
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          N
          0.24000000
          2022-04-01
          
            
              25791800.00000000
              USD
              26733369.35000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAN4
        
          
        
        2125000.00000000
        PA
        USD
        1836859.56000000
        0.090296285126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-09-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKA6
        
          
        
        2210000.00000000
        PA
        USD
        1967227.32000000
        0.096704899418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DN4
        
          
        
        2150000.00000000
        PA
        USD
        2248841.95000000
        0.110548502642
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208VFN0
        
          
        
        6140.28000000
        PA
        USD
        6224.40000000
        0.000305978861
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hubbell Inc
        54930088VDQ6840Y6597
        Hubbell Inc
        443510607
        
          
        
        72605.00000000
        NS
        USD
        13342620.85000000
        0.655896140808
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DAR0
        
          
        
        935000.00000000
        PA
        USD
        935533.60000000
        0.045988931615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K107
        
          
        
        29101.00000000
        NS
        USD
        81278801.99000000
        3.995500820573
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2021-5 Mortgage Loan Trust
        12598RAA1
        
          
        
        1272109.95000000
        PA
        USD
        1227282.07000000
        0.060330693830
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-11-26
          Variable
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        046353108
        
          
        
        297036.00000000
        NS
        USD
        19705368.24000000
        0.968675879133
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210HVJ8
        
          
        
        1076.03000000
        PA
        USD
        1148.03000000
        0.000056434823
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NBP5
        
          
        
        1500000.00000000
        PA
        USD
        1620795.72000000
        0.079675025599
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-08-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBS9
        
          
        
        960000.00000000
        PA
        USD
        896512.50000000
        0.044070733594
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-03-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dignity Health
        TFVG45LTYVO3XKPZWP18
        Dignity Health
        254010AD3
        
          
        
        714000.00000000
        PA
        USD
        721280.16000000
        0.035456667674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          3.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUND TRUST
        N/A
        Bayview Koitere Fund Trust 2017-RT4
        07332CAA5
        
          
        
        441128.31000000
        PA
        USD
        438306.68000000
        0.021546266144
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-07-28
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209ENE8
        
          
        
        277.11000000
        PA
        USD
        296.13000000
        0.000014557149
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M&T Bank Corp
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261F104
        
          
        
        142206.00000000
        NS
        USD
        24103917.00000000
        1.184899602289
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211XWJ1
        
          
        
        649.35000000
        PA
        USD
        656.78000000
        0.000032285970
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-07-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209YA24
        
          
        
        7172.79000000
        PA
        USD
        7200.43000000
        0.000353958514
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-04-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden State Tobacco Securitization Corp
        N/A
        GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
        38122NB50
        
          
        
        35000.00000000
        PA
        USD
        31800.67000000
        0.001563256346
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Mutual Group Inc
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EBE3
        
          
        
        122000.00000000
        PA
        USD
        123939.90000000
        0.006092633749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201MSC7
        
          
        
        4493.44000000
        PA
        USD
        4873.32000000
        0.000239562513
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBM7
        
          
        
        390000.00000000
        PA
        USD
        352800.58000000
        0.017342959940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-22
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2J2
        
          
        
        830000.00000000
        PA
        USD
        811150.93000000
        0.039874532191
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-11-19
          Fixed
          2.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209L3X2
        
          
        
        18789.95000000
        PA
        USD
        20052.07000000
        0.000985719033
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209VNE0
        
          
        
        5442.84000000
        PA
        USD
        5807.62000000
        0.000285490803
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        29446MAD4
        
          
        
        85000.00000000
        PA
        USD
        85100.59000000
        0.004183372156
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2025-04-06
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sales Tax Securitization Corp
        N/A
        SALES TAX SECURITIZATION CORP IL
        79467BCN3
        
          
        
        750000.00000000
        PA
        USD
        842965.73000000
        0.041438483140
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2048-01-01
          Fixed
          4.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAM3
        
          
        
        14815000.00000000
        PA
        USD
        13700981.48000000
        0.673512421513
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-09-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDJ7
        
          
        
        7280000.00000000
        PA
        USD
        6682812.50000000
        0.328513489049
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        452151LF8
        
          
        
        4910000.00000000
        PA
        USD
        5221330.33000000
        0.256669993986
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-06-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36292CQT4
        
          
        
        6752.73000000
        PA
        USD
        7219.01000000
        0.000354871869
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212DLN7
        
          
        
        9595.01000000
        PA
        USD
        9769.28000000
        0.000480237962
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIGMA ALIMENTOS SA
        549300FW3RGHPHT21D10
        Sigma Alimentos SA de CV
        82655AAC7
        
          
        
        480000.00000000
        PA
        USD
        483600.00000000
        0.023772793760
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-05-02
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCW9
        
          
        
        2305000.00000000
        PA
        USD
        2139328.13000000
        0.105165025684
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden State Tobacco Securitization Corp
        N/A
        GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
        38122NB76
        
          
        
        185000.00000000
        PA
        USD
        183219.30000000
        0.009006688651
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2046-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares Management Corp
        529900JUV61FH7B8VW38
        Ares Management Corp
        03990B101
        
          
        
        238328.00000000
        NS
        USD
        19359383.44000000
        0.951667969095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDG3
        
          
        
        3745000.00000000
        PA
        USD
        3527175.60000000
        0.173388788454
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Castlelake Aircraft Securitization Trust
        549300MHTIBONNXM3R82
        Castlelake Aircraft Structured Trust 2019-1
        14855MAA6
        
          
        
        404760.69000000
        PA
        USD
        366617.18000000
        0.018022155933
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-04-15
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AEKF9
        
          
        
        98545.66000000
        PA
        USD
        104686.94000000
        0.005146197340
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440BV5
        
          
        
        90000.00000000
        PA
        USD
        88172.31000000
        0.004334371672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstkey Homes Trust
        N/A
        FirstKey Homes 2021-SFR1 Trust
        33767WAA1
        
          
        
        1718464.22000000
        PA
        USD
        1599543.06000000
        0.078630288000
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-08-17
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT JUN22
        000000000
        
          
        
        -46.00000000
        NC
        USD
        158372.03000000
        0.007785247325
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                Ultra 10-Year US Treasury Note Futures
                UXYM2 COMDTY
              
            
            2022-06-21
            -6389934.53000000
            USD
            158372.03000000
          
        
        
          N
          N
          N
        
      
      
        Corning Inc
        549300X2937PB0CJ7I56
        Corning Inc
        219350105
        
          
        
        498869.00000000
        NS
        USD
        18413254.79000000
        0.905158206341
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHD4
        
          
        
        1799000.00000000
        PA
        USD
        1783819.41000000
        0.087688939082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominos Pizza Master Issuer LLC
        N/A
        Domino's Pizza Master Issuer LLC
        25755TAP5
        
          
        
        853550.00000000
        PA
        USD
        780067.88000000
        0.038346552586
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-04-25
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDX7
        
          
        
        355000.00000000
        PA
        USD
        327245.89000000
        0.016086743283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BA6
        
          
        
        2625000.00000000
        PA
        USD
        2655276.28000000
        0.130527988797
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-05-25
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCE RECOVERY FUNDING LLC
        N/A
        SCE Recovery Funding LLC
        78433LAB2
        
          
        
        220000.00000000
        PA
        USD
        191582.39000000
        0.009417801169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-05-15
          Fixed
          1.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2019-6
        03464VAA2
        
          
        
        115053.54000000
        PA
        USD
        114930.74000000
        0.005649761742
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208RDC5
        
          
        
        17274.53000000
        PA
        USD
        18460.37000000
        0.000907474294
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT JUN22
        000000000
        
          
        
        -7.00000000
        NC
        USD
        -23669.06000000
        -0.00116352291
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CME Ultra Long Term US Treasury Bond Future
                WNM2 COMDTY
              
            
            2022-06-21
            -1216205.94000000
            USD
            -23669.06000000
          
        
        
          N
          N
          N
        
      
      
        SBA Tower Trust
        N/A
        SBA Tower Trust
        78403DAN0
        
          
        
        470000.00000000
        PA
        USD
        462672.75000000
        0.022744052656
        Long
        DBT
        
        US
        N
        
        2
        
          2025-01-15
          Fixed
          2.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211BWL4
        
          
        
        8072.10000000
        PA
        USD
        8572.33000000
        0.000421398331
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-06-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-NQM8
        12659FAA3
        
          
        
        633042.87000000
        PA
        USD
        607898.41000000
        0.029883051134
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRUST
        N/A
        SoFi Consumer Loan Program 2021-1 Trust
        83407CAA6
        
          
        
        365029.10000000
        PA
        USD
        358298.40000000
        0.017613221604
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-09-25
          Fixed
          0.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254CB4
        
          
        
        3215000.00000000
        PA
        USD
        3067607.84000000
        0.150797370800
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-23
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIAGARA MOHAWK POWER
        3T97Y9RR5EN5Y18QHB56
        Niagara Mohawk Power Corp
        65364UAP1
        
          
        
        370000.00000000
        PA
        USD
        297273.44000000
        0.014613358518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-27
          Fixed
          3.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211SVV6
        
          
        
        369.25000000
        PA
        USD
        370.68000000
        0.000018221875
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-05-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-1
        89176EAA8
        
          
        
        130313.02000000
        PA
        USD
        129845.72000000
        0.006382951865
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-01-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211EZJ0
        
          
        
        575.27000000
        PA
        USD
        595.96000000
        0.000029296183
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TJX Cos Inc/The
        V167QI9I69W364E2DY52
        TJX Cos Inc/The
        872540109
        
          
        
        290001.00000000
        NS
        USD
        17568260.58000000
        0.863620007244
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JOHNSON CONTROLS INTL PL
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        478375AN8
        
          
        
        996000.00000000
        PA
        USD
        1043844.11000000
        0.051313256297
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2064-07-02
          Variable
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208YX53
        
          
        
        8116.36000000
        PA
        USD
        8147.77000000
        0.000400527824
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-06-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208WDL4
        
          
        
        808.10000000
        PA
        USD
        890.34000000
        0.000043767306
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAF0
        
          
        
        180000.00000000
        PA
        USD
        188759.92000000
        0.009279054277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Tower Trust
        N/A
        SBA Tower Trust
        78403DAM2
        
          
        
        225000.00000000
        PA
        USD
        225044.33000000
        0.011062722175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RBH4
        
          
        
        200000.00000000
        PA
        USD
        202030.49000000
        0.009931408544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAPS LTD
        N/A
        MAPS 2019-1 Ltd
        55283LAA3
        
          
        
        144869.78000000
        PA
        USD
        135192.55000000
        0.006645791168
        Long
        ABS-O
        CORP
        BM
        N
        
        2
        
          2044-03-15
          Fixed
          4.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374L5X5
        
          
        
        1403.37000000
        PA
        USD
        1462.06000000
        0.000071871900
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-09-16
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foothill-Eastern Transportation Corridor Agency
        N/A
        FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE
        345105JE1
        
          
        
        95000.00000000
        PA
        USD
        94601.85000000
        0.004650434800
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-01-15
          Fixed
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209TZZ5
        
          
        
        2262.52000000
        PA
        USD
        2415.21000000
        0.000118726818
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBF0
        
          
        
        1160000.00000000
        PA
        USD
        1075789.97000000
        0.052883649889
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDV0
        
          
        
        3350000.00000000
        PA
        USD
        3266904.29000000
        0.160594379491
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AB0
        
          
        
        2470000.00000000
        PA
        USD
        2470000.00000000
        0.121420183186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        Consolidated Edison Co of New York Inc
        209111GC1
        
          
        
        1020000.00000000
        PA
        USD
        901302.24000000
        0.044306187484
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFH7
        
          
        
        4225000.00000000
        PA
        USD
        4331429.61000000
        0.212924282067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-26
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312946KH8
        
          
        
        12030.01000000
        PA
        USD
        12574.31000000
        0.000618127539
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417UBY0
        
          
        
        25959.50000000
        PA
        USD
        27623.90000000
        0.001357934817
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SREIT Trust
        N/A
        SREIT Trust 2021-MFP
        78472UAC2
        
          
        
        1735000.00000000
        PA
        USD
        1694855.57000000
        0.083315657402
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830AZ2
        
          
        
        560000.00000000
        PA
        USD
        631587.81000000
        0.031047573922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0QQ5
        
          
        
        1127793.49000000
        PA
        USD
        1136414.68000000
        0.055863837498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-25
          Floating
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAB HOLDINGS BV
        529900RRNKUM3INJGF98
        JAB Holdings BV
        46653KAB4
        
          
        
        1120000.00000000
        PA
        USD
        1029606.12000000
        0.050613345627
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2051-05-28
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36205DA99
        
          
        
        3056.91000000
        PA
        USD
        3262.70000000
        0.000160387705
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DG7
        
          
        
        2040000.00000000
        PA
        USD
        1930835.81000000
        0.094915966701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAM3
        
          
        
        1169000.00000000
        PA
        USD
        1068621.34000000
        0.052531254599
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-02-21
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Mutual Group Inc
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EBG8
        
          
        
        428000.00000000
        PA
        USD
        453713.46000000
        0.022303632156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AH4V5
        
          
        
        142747.86000000
        PA
        USD
        149528.47000000
        0.007350515878
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209RGC1
        
          
        
        296.76000000
        PA
        USD
        304.60000000
        0.000014973517
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-01-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PBF4
        
          
        
        275000.00000000
        PA
        USD
        257980.72000000
        0.012681808210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAB7
        
          
        
        15320000.00000000
        PA
        USD
        14218875.00000000
        0.698971015063
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-07-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209WCJ9
        
          
        
        2197.13000000
        PA
        USD
        2344.62000000
        0.000115256757
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AS4N9
        
          
        
        51758.62000000
        PA
        USD
        54980.52000000
        0.002702730692
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCHSNER LSU HEALTH SYST
        N/A
        Ochsner LSU Health System of North Louisiana
        67555JAA4
        
          
        
        1050000.00000000
        PA
        USD
        924552.89000000
        0.045449142214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAR2
        
          
        
        430000.00000000
        PA
        USD
        380479.45000000
        0.018703596970
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-11-18
          Fixed
          2.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        190.00000000
        NC
        USD
        -542567.42000000
        -0.02667151235
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            40807723.86000000
            USD
            -542567.42000000
          
        
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076102
        
          
        
        80364.00000000
        NS
        USD
        24055356.12000000
        1.182512448060
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bayview Koitere Fund Trust
        N/A
        Bayview Koitere Fund Trust 2017-SPL3
        500274AA3
        
          
        
        226614.66000000
        PA
        USD
        224933.07000000
        0.011057252859
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-11-28
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIANAPOLIS PWR & LIGHT
        2T85JNP2R2B2GTSFND21
        Indianapolis Power & Light Co
        455434BL3
        
          
        
        1275000.00000000
        PA
        USD
        1606490.11000000
        0.078971790867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-06-01
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209VRH9
        
          
        
        17910.67000000
        PA
        USD
        19108.73000000
        0.000939346355
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Knight-Swift Transportation Holdings Inc
        N/A
        Knight-Swift Transportation Holdings Inc
        499049104
        
          
        
        251383.00000000
        NS
        USD
        12684786.18000000
        0.623558324558
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2018-3
        33851JAC3
        
          
        
        375556.45000000
        PA
        USD
        375919.50000000
        0.018479439090
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209KCK2
        
          
        
        20328.71000000
        PA
        USD
        21698.75000000
        0.001066666477
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        CF Hippolyta LLC
        12530MAG0
        
          
        
        163965.91000000
        PA
        USD
        150982.76000000
        0.007422005820
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-03-15
          Fixed
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEC1
        
          
        
        4020000.00000000
        PA
        USD
        3918243.75000000
        0.192612904410
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-28
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Municipal Electric Authority of Georgia
        JA0WNILDDF2KUPS83B16
        MUNI ELEC AUTH OF GEORGIA
        626207YF5
        
          
        
        732000.00000000
        PA
        USD
        976923.69000000
        0.048023584372
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2057-04-01
          Fixed
          6.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BT9
        
          
        
        1480000.00000000
        PA
        USD
        1218756.50000000
        0.059911594125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortune Brands Home & Security Inc
        54930032LHW54PQUJD44
        Fortune Brands Home & Security Inc
        34964C106
        
          
        
        163875.00000000
        NS
        USD
        12172635.00000000
        0.598382012778
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212GG71
        
          
        
        5034.24000000
        PA
        USD
        5246.80000000
        0.000257922031
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-06-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBH3
        
          
        
        7435000.00000000
        PA
        USD
        6859658.81000000
        0.337206894456
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-31
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207FL90
        
          
        
        2040.34000000
        PA
        USD
        2180.40000000
        0.000107184035
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBB4
        
          
        
        872000.00000000
        PA
        USD
        931007.66000000
        0.045766445597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          7.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aligned Data Centers Issuer LLC
        N/A
        Aligned Data Centers Issuer LLC
        01627AAA6
        
          
        
        1425000.00000000
        PA
        USD
        1314026.27000000
        0.064594862516
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-08-15
          Fixed
          1.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SZ2
        
          
        
        6030000.00000000
        PA
        USD
        5437364.06000000
        0.267289773367
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIF GAS CO
        XY0N0J73VHV5F4CUJV89
        Southern California Gas Co
        842434CW0
        
          
        
        1220000.00000000
        PA
        USD
        1205062.86000000
        0.059238442596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        29446MAE2
        
          
        
        2470000.00000000
        PA
        USD
        2462344.01000000
        0.121043830268
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2027-04-06
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDZ2
        
          
        
        125000.00000000
        PA
        USD
        111504.09000000
        0.005481314588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208QSB3
        
          
        
        5990.74000000
        PA
        USD
        6394.36000000
        0.000314333750
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        111.00000000
        NC
        USD
        -333367.41000000
        -0.01638766477
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            13063679.91000000
            USD
            -333367.41000000
          
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAP5
        
          
        
        300000.00000000
        PA
        USD
        283335.48000000
        0.013928196714
        Long
        DBT
        
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND ELECTRIC ILLUM
        N/A
        Cleveland Electric Illuminating Co/The
        186108CK0
        
          
        
        1960000.00000000
        PA
        USD
        1916100.94000000
        0.094191630420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XCT9
        
          
        
        251908.79000000
        PA
        USD
        265205.32000000
        0.013036954873
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-25
          Floating
          6.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois State Toll Highway Authority
        549300ISBFGI8MJJKM98
        ILLINOIS ST TOLL HIGHWAY AUTH
        452252FH7
        
          
        
        875000.00000000
        PA
        USD
        1083405.05000000
        0.053257991755
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-01-01
          Fixed
          6.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBK6
        
          
        
        1595000.00000000
        PA
        USD
        1491209.00000000
        0.073304805647
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH & MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748BG6
        
          
        
        705000.00000000
        PA
        USD
        745082.49000000
        0.036626741872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZP8
        
          
        
        1175000.00000000
        PA
        USD
        1152968.75000000
        0.056677601956
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank NA
        E57ODZWZ7FF32TWEFA76
        CITIBANK NA DDCA
        000000000
        
          
        
        15685.25000000
        NS
        USD
        15685.25000000
        0.000771055031
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200SAQ3
        
          
        
        277.34000000
        PA
        USD
        296.10000000
        0.000014555674
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        874060AZ9
        
          
        
        650000.00000000
        PA
        USD
        568285.45000000
        0.027935758478
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2050-07-09
          Fixed
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBC4
        
          
        
        6815000.00000000
        PA
        USD
        6300680.47000000
        0.309728654602
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-12-31
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        Consolidated Edison Co of New York Inc
        209111FQ1
        
          
        
        370000.00000000
        PA
        USD
        390253.94000000
        0.019184091046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2058-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209J5T4
        
          
        
        2965.21000000
        PA
        USD
        3168.76000000
        0.000155769805
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XBK1
        
          
        
        3185000.00000000
        PA
        USD
        3217919.75000000
        0.158186398997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-09
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAX4
        
          
        
        805000.00000000
        PA
        USD
        840685.09000000
        0.041326371510
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-05
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Castlelake Aircraft Securitization Trust
        N/A
        Castlelake Aircraft Structured Trust 2021-1
        14856GAA8
        
          
        
        222954.28000000
        PA
        USD
        206488.33000000
        0.010150546904
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-01-15
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKE1
        
          
        
        1110000.00000000
        PA
        USD
        944622.13000000
        0.046435705290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKA9
        
          
        
        84000.00000000
        PA
        USD
        76313.67000000
        0.003751425016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NDR9
        
          
        
        1367000.00000000
        PA
        USD
        1151729.80000000
        0.056616697691
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential Trust
        N/A
        Starwood Mortgage Residential Trust 2021-6
        85573RAA6
        
          
        
        1001734.52000000
        PA
        USD
        944468.96000000
        0.046428175764
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-11-25
          Variable
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212FZN7
        
          
        
        989.60000000
        PA
        USD
        1025.87000000
        0.000050429685
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-08-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211XJM9
        
          
        
        10369.30000000
        PA
        USD
        10993.94000000
        0.000540439760
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-08-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-LGCY
        12434DAA0
        
          
        
        3315000.00000000
        PA
        USD
        3200448.52000000
        0.157327548816
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-10-15
          Floating
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust I LLC 2019-2
        03463WAA1
        
          
        
        25732.35000000
        PA
        USD
        25710.64000000
        0.001263882841
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-03-25
          Variable
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A2V2
        
          
        
        2815000.00000000
        PA
        USD
        2597128.18000000
        0.127669546305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-24
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208YYL7
        
          
        
        14449.20000000
        PA
        USD
        14666.59000000
        0.000720979775
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-08-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2021-6
        03465JAA8
        
          
        
        1127066.07000000
        PA
        USD
        1066129.67000000
        0.052408769162
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-09-25
          Variable
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207V2C9
        
          
        
        2654.81000000
        PA
        USD
        2833.84000000
        0.000139305818
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31414CRX8
        
          
        
        68027.18000000
        PA
        USD
        72063.98000000
        0.003542518887
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sysco Corp
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829107
        
          
        
        205371.00000000
        NS
        USD
        16768542.15000000
        0.824307473532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210GL85
        
          
        
        31115.14000000
        PA
        USD
        33211.61000000
        0.001632615291
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAG8
        
          
        
        45000.00000000
        PA
        USD
        42848.79000000
        0.002106359486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          3.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208XEZ0
        
          
        
        6656.21000000
        PA
        USD
        7113.14000000
        0.000349667514
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620M106
        
          
        
        154039.00000000
        NS
        USD
        15468596.38000000
        0.760404779797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746RE3
        
          
        
        4344000.00000000
        PA
        USD
        4476332.40000000
        0.220047408911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-16
          Fixed
          4.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Middleby Corp/The
        JDFO86U9VQRBKW5KYA35
        Middleby Corp/The
        596278101
        
          
        
        91670.00000000
        NS
        USD
        15028379.80000000
        0.738764626847
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36202XJT5
        
          
        
        1862.37000000
        PA
        USD
        2077.66000000
        0.000102133545
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209AEN6
        
          
        
        14767.84000000
        PA
        USD
        15754.44000000
        0.000774456271
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DR5
        
          
        
        750000.00000000
        PA
        USD
        748059.59000000
        0.036773090061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TACO BELL FUNDING, LLC
        N/A
        Taco Bell Funding LLC
        87342RAH7
        
          
        
        593512.50000000
        PA
        USD
        530484.44000000
        0.026077537604
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-25
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59259YDK2
        
          
        
        35000.00000000
        PA
        USD
        37575.02000000
        0.001847111664
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-11-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654105
        
          
        
        117237.00000000
        NS
        USD
        19365207.66000000
        0.951954275920
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CUBESMART LP
        549300MPHKO3I3FJRA97
        CubeSmart LP
        22966RAH9
        
          
        
        1110000.00000000
        PA
        USD
        1009982.26000000
        0.049648676528
        Long
        DBT
        
        US
        N
        
        2
        
          2028-12-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156R108
        
          
        
        366409.00000000
        NS
        USD
        25751224.52000000
        1.265877894128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BROADCOM CRP / CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAH2
        
          
        
        375000.00000000
        PA
        USD
        378016.76000000
        0.018582536132
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2027-01-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374L5Z0
        
          
        
        32487.87000000
        PA
        USD
        35309.52000000
        0.001735744286
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-09-16
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208RWB6
        
          
        
        1824.24000000
        PA
        USD
        1949.47000000
        0.000095831985
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        CFMT 2021-AL1 LLC
        12529UAF7
        
          
        
        2629248.22000000
        PA
        USD
        2572025.00000000
        0.126435524963
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-22
          Fixed
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F5 Inc
        54930015FPK9KT966303
        F5 Inc
        315616102
        
          
        
        92751.00000000
        NS
        USD
        19380321.45000000
        0.952697239139
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKJ0
        
          
        
        835000.00000000
        PA
        USD
        733345.01000000
        0.036049751195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meta Platforms Inc
        BQ4BKCS1HXDV9HN80Z93
        Meta Platforms Inc
        30303M102
        
          
        
        130991.00000000
        NS
        USD
        29127158.76000000
        1.431831964512
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081103
        
          
        
        672557.00000000
        NS
        USD
        34818275.89000000
        1.711595723403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BFLD Trust
        N/A
        BFLD Trust 2020-OBRK
        05553JAA6
        
          
        
        255000.00000000
        PA
        USD
        252445.21000000
        0.012409693782
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-11-15
          Floating
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        Duke Energy Carolinas LLC
        26442CAA2
        
          
        
        1200000.00000000
        PA
        USD
        1422166.58000000
        0.069910820512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-06-01
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAT8
        
          
        
        575000.00000000
        PA
        USD
        593228.77000000
        0.029161921427
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2024-01-12
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTL AIRLINES 2007-1
        N/A
        Continental Airlines 2007-1 Class A Pass Through Trust
        21079NAA9
        
          
        
        621851.18000000
        PA
        USD
        622733.90000000
        0.030612333690
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-19
          Fixed
          5.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCF Equipment Trust Llc
        N/A
        SCF Equipment Leasing 2021-1 LLC
        783897AC5
        
          
        
        2025000.00000000
        PA
        USD
        1977985.37000000
        0.097233743306
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-08-21
          Fixed
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513E101
        
          
        
        218122.00000000
        NS
        USD
        21609346.54000000
        1.062271585194
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCF6
        
          
        
        3455000.00000000
        PA
        USD
        3217198.85000000
        0.158150961018
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philadelphia Authority for Industrial Development
        549300DIY68KQZEW7M79
        PHILADELPHIA PA AUTH FOR INDL DEV PENSION FUNDING
        71781LBH1
        
          
        
        1250000.00000000
        PA
        USD
        1476547.88000000
        0.072584094766
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAT7
        
          
        
        545000.00000000
        PA
        USD
        512819.88000000
        0.025209183713
        Long
        DBT
        
        US
        N
        
        2
        
          2026-11-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXHPP TRUST
        N/A
        BXHPP Trust 2021-FILM
        05609JAA0
        
          
        
        780000.00000000
        PA
        USD
        758452.34000000
        0.037283976542
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EIG PEARL HOLDINGS SARL
        549300KIMRL45BWA5H76
        EIG Pearl Holdings Sarl
        28249NAA9
        
          
        
        1955000.00000000
        PA
        USD
        1862301.72000000
        0.091546970036
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2036-08-31
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mach I
        N/A
        MACH 1 Cayman 2019-1 Ltd
        55446MAA5
        
          
        
        175613.19000000
        PA
        USD
        162996.21000000
        0.008012562622
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2039-10-15
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCE9
        
          
        
        150000.00000000
        PA
        USD
        139810.55000000
        0.006872802668
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-05-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool
        3128HDPZ6
        
          
        
        5253.96000000
        PA
        USD
        5259.91000000
        0.000258566492
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-01
          Floating
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE LONDON
        969500TJ5KRTCJQWXH05
        Credit Agricole SA/London
        22535WAE7
        
          
        
        535000.00000000
        PA
        USD
        542130.72000000
        0.026650045074
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-04-24
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXHPP TRUST
        N/A
        BXHPP Trust 2021-FILM
        05609JAJ1
        
          
        
        690000.00000000
        PA
        USD
        665188.29000000
        0.032699305273
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AASET 2019-1 Trust
        549300TXM3PCKZJKD061
        Aaset 2019-1 Trust
        00256DAA0
        
          
        
        222672.46000000
        PA
        USD
        142763.42000000
        0.007017959760
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-05-15
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCX5
        
          
        
        975000.00000000
        PA
        USD
        994108.92000000
        0.048868375374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommonSpirit Health
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        14916RAF1
        
          
        
        590000.00000000
        PA
        USD
        599315.66000000
        0.029461140576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        549300MYRV6PEDBLPL32
        Venture 34 CLO Ltd
        92332CAA7
        
          
        
        500000.00000000
        PA
        USD
        498143.50000000
        0.024487722681
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-15
          Floating
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AH1
        
          
        
        1695000.00000000
        PA
        USD
        1540625.60000000
        0.075734025333
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-08-10
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGR4
        
          
        
        1610000.00000000
        PA
        USD
        1615331.47000000
        0.079406414167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-21
          Fixed
          3.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TD0
        
          
        
        4145000.00000000
        PA
        USD
        3973371.09000000
        0.195322852476
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138XLK76
        
          
        
        34765.45000000
        PA
        USD
        36104.02000000
        0.001774800292
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418XXS2
        
          
        
        43303.04000000
        PA
        USD
        46111.44000000
        0.002266744733
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208LXB8
        
          
        
        580.76000000
        PA
        USD
        620.63000000
        0.000030508910
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Trust
        N/A
        Credit Acceptance Auto Loan Trust 2020-3
        22536BAA0
        
          
        
        1810000.00000000
        PA
        USD
        1780507.86000000
        0.087526150010
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBZ7
        
          
        
        730000.00000000
        PA
        USD
        642634.80000000
        0.031590621513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-25
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN MUTUAL LIFE
        1DU7IM20QESYGDO4HO54
        Northwestern Mutual Life Insurance Co/The
        668138AC4
        
          
        
        132000.00000000
        PA
        USD
        119466.53000000
        0.005872731966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-09-30
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Economy Assets Phase 1 Issuer LLC
        N/A
        New Economy Assets Phase 1 Sponsor LLC
        643821AB7
        
          
        
        480000.00000000
        PA
        USD
        452496.00000000
        0.022243784296
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-10-20
          Fixed
          2.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208UUR6
        
          
        
        1126.14000000
        PA
        USD
        1239.44000000
        0.000060928352
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36205YLR1
        
          
        
        22014.37000000
        PA
        USD
        23525.58000000
        0.001156469730
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEDYNE TECHNOLOGIES IN
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360AD7
        
          
        
        1255000.00000000
        PA
        USD
        1162386.96000000
        0.057140582031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TC2
        
          
        
        9650000.00000000
        PA
        USD
        8742296.88000000
        0.429753558154
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AW9
        
          
        
        920000.00000000
        PA
        USD
        830335.25000000
        0.040817594397
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2027-06-03
          Fixed
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810PW2
        
          
        
        14935000.00000000
        PA
        USD
        18886357.58000000
        0.928414978579
        Long
        DBT
        UST
        US
        N
        
        2
        
          2038-02-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209Y3R7
        
          
        
        44472.33000000
        PA
        USD
        46337.17000000
        0.002277841161
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36213XJ54
        
          
        
        129.71000000
        PA
        USD
        138.51000000
        0.000006808870
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBC7
        
          
        
        750000.00000000
        PA
        USD
        727573.95000000
        0.035766057607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        549300R3J0I74BM2LZ86
        FREMF 2015-K50 Mortgage Trust
        30293WAE2
        
          
        
        200000.00000000
        PA
        USD
        200482.76000000
        0.009855325281
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-25
          Variable
          3.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAE9
        
          
        
        240000.00000000
        PA
        USD
        240629.46000000
        0.011828855511
        Long
        DBT
        
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828U24
        
          
        
        7680000.00000000
        PA
        USD
        7522199.96000000
        0.369776071704
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KJ74
        
          
        
        5200.76000000
        PA
        USD
        5552.10000000
        0.000272929959
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-11-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419BCW3
        
          
        
        13963.08000000
        PA
        USD
        14790.69000000
        0.000727080279
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211UFX5
        
          
        
        70.27000000
        PA
        USD
        70.55000000
        0.000003468094
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-06-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AN3
        
          
        
        1510000.00000000
        PA
        USD
        1386846.20000000
        0.068174542370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209AE48
        
          
        
        9864.43000000
        PA
        USD
        10528.11000000
        0.000517540503
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILDREN'S HOSPITAL/DC
        549300C1PQZDYQ6KZS51
        Children's Hospital/DC
        16876DAA6
        
          
        
        475000.00000000
        PA
        USD
        388860.55000000
        0.019115594823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-07-15
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SAQ6
        
          
        
        310000.00000000
        PA
        USD
        282495.64000000
        0.013886911885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-05-02
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RZ3
        
          
        
        2624000.00000000
        PA
        USD
        2723937.51000000
        0.133903235406
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-11-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291PBY1
        
          
        
        21487.52000000
        PA
        USD
        22961.95000000
        0.001128762824
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440BZ6
        
          
        
        2715000.00000000
        PA
        USD
        2392040.27000000
        0.117587841203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
        
        242503.00000000
        NS
        USD
        21194762.20000000
        1.041891461101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HBF1
        
          
        
        1875000.00000000
        PA
        USD
        1903698.92000000
        0.093581972307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-24
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787107
        
          
        
        107460.00000000
        NS
        USD
        26868223.80000000
        1.320787309998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        Santander Holdings USA Inc
        80282KAS5
        
          
        
        1755000.00000000
        PA
        USD
        1765648.34000000
        0.086795686188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-18
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDF5
        
          
        
        1020000.00000000
        PA
        USD
        954656.25000000
        0.046928962249
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-10-31
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBZ5
        
          
        
        145000.00000000
        PA
        USD
        134724.02000000
        0.006622759185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-01-31
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CX6
        
          
        
        113000.00000000
        PA
        USD
        118403.02000000
        0.005820451975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gentex Corp
        549300S3UD8XV1MN0287
        Gentex Corp
        371901109
        
          
        
        508433.00000000
        NS
        USD
        14830990.61000000
        0.729061375184
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENTING NY LLC/GENNY CAP
        N/A
        Genting New York LLC / GENNY Capital Inc
        37255JAA0
        
          
        
        2003000.00000000
        PA
        USD
        1896723.18000000
        0.093239059097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209T6P9
        
          
        
        4953.86000000
        PA
        USD
        5293.93000000
        0.000260238846
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RH3
        
          
        
        7895000.00000000
        PA
        USD
        8549113.07000000
        0.420257034430
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-08-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Utility Debt Securitization Authority
        N/A
        UTILITY DEBT SECURITIZATION AUTH NY
        91802RAW9
        
          
        
        291000.00000000
        PA
        USD
        292879.45000000
        0.014397358894
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-12-15
          Fixed
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DP9
        
          
        
        375000.00000000
        PA
        USD
        410787.28000000
        0.020193468335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-30
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SFAVE Commercial Mortgage Securities Trust
        549300FIGODFFTOAAU64
        SFAVE Commercial Mortgage Securities Trust 2015-5AVE
        78413MAE8
        
          
        
        375000.00000000
        PA
        USD
        357695.18000000
        0.017583568534
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-01-05
          Variable
          4.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAD2
        
          
        
        400000.00000000
        PA
        USD
        414103.74000000
        0.020356498772
        Long
        DBT
        
        US
        N
        
        2
        
          2024-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208RXQ2
        
          
        
        15390.76000000
        PA
        USD
        16447.28000000
        0.000808514878
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225433AC5
        
          
        
        1425000.00000000
        PA
        USD
        1421278.47000000
        0.069867162828
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-03-26
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLA Corp
        549300H0BF5JCG96TJ81
        KLA Corp
        482480100
        
          
        
        37221.00000000
        NS
        USD
        13625119.26000000
        0.669783188861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209KTC2
        
          
        
        6028.99000000
        PA
        USD
        6442.86000000
        0.000316717911
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807102
        
          
        
        42392.00000000
        NS
        USD
        18958550.24000000
        0.931963823114
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449WAB3
        
          
        
        1200000.00000000
        PA
        USD
        1079663.08000000
        0.053074044110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-27
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512109
        
          
        
        147662.00000000
        NS
        USD
        18680719.62000000
        0.918306234137
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208SC91
        
          
        
        2701.37000000
        PA
        USD
        2883.42000000
        0.000141743070
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXH2
        
          
        
        510000.00000000
        PA
        USD
        513450.19000000
        0.025240168472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDA6
        
          
        
        15470000.00000000
        PA
        USD
        15048200.86000000
        0.739738989898
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-09-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241L4W3
        
          
        
        39973.00000000
        PA
        USD
        43886.24000000
        0.002157358421
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Postal Square LP
        N/A
        Postal Square LP
        737518AA8
        
          
        
        1004349.22000000
        PA
        USD
        1016245.74000000
        0.049956576483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          8.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209BWD6
        
          
        
        16920.72000000
        PA
        USD
        18061.62000000
        0.000887872554
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36217GGC5
        
          
        
        941.84000000
        PA
        USD
        1012.84000000
        0.000049789157
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208TAX8
        
          
        
        6661.49000000
        PA
        USD
        7339.80000000
        0.000360809660
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONCOR ELECTRIC DELIVERY
        549300SP2X2BS1KERD24
        Oncor Electric Delivery Co LLC
        68233JBP8
        
          
        
        1455000.00000000
        PA
        USD
        1483498.74000000
        0.072925784926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hess Corp
        UASVRYNXNK17ULIGK870
        Hess Corp
        023551AJ3
        
          
        
        1775000.00000000
        PA
        USD
        2175977.29000000
        0.106966623952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommonSpirit Health
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        14916RAD6
        
          
        
        245000.00000000
        PA
        USD
        246388.98000000
        0.012111981816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KJL3
        
          
        
        599499.34000000
        PA
        USD
        667597.78000000
        0.032817750907
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AK4
        
          
        
        2195000.00000000
        PA
        USD
        1994858.96000000
        0.098063214718
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2033-02-11
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Life Financial Services Trust
        N/A
        Life 2021-BMR Mortgage Trust
        53218CAA8
        
          
        
        289976.20000000
        PA
        USD
        283447.39000000
        0.013933697982
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Floating
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PAW1
        
          
        
        1680000.00000000
        PA
        USD
        1709366.40000000
        0.084028980332
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2023-04-23
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CT4
        
          
        
        655000.00000000
        PA
        USD
        596794.05000000
        0.029337183350
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-05-24
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208L5U7
        
          
        
        7716.94000000
        PA
        USD
        8239.57000000
        0.000405040525
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209RJS3
        
          
        
        414.49000000
        PA
        USD
        415.86000000
        0.000020442832
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-02-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KJT6
        
          
        
        71165.68000000
        PA
        USD
        77994.54000000
        0.003834053171
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FIN PLC
        2138008L3B3MCG1DFS50
        Imperial Brands Finance PLC
        453140AE5
        
          
        
        1065000.00000000
        PA
        USD
        1067508.20000000
        0.052476534897
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-07-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440BW3
        
          
        
        25000.00000000
        PA
        USD
        26236.38000000
        0.001289727152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-05-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIVE CORNERS FUNDING TRS
        N/A
        Five Corners Funding Trust
        33829TAA4
        
          
        
        200000.00000000
        PA
        USD
        204529.36000000
        0.010054247918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          4.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225BFK9
        
          
        
        2415.87000000
        PA
        USD
        2633.71000000
        0.000129467834
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-07-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661EH6
        
          
        
        830000.00000000
        PA
        USD
        839622.69000000
        0.041274146083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBW9
        
          
        
        1290000.00000000
        PA
        USD
        1185662.58000000
        0.058284764235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        Gray Oak Pipeline LLC
        38937LAB7
        
          
        
        100000.00000000
        PA
        USD
        96386.23000000
        0.004738151296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAC7
        
          
        
        308000.00000000
        PA
        USD
        306317.77000000
        0.015057959411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          4.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBD7
        
          
        
        705000.00000000
        PA
        USD
        708440.87000000
        0.034825514255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-06
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDY4
        
          
        
        12430000.00000000
        PA
        USD
        11938626.56000000
        0.586878633162
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RB6
        
          
        
        7640800.00000000
        PA
        USD
        7921360.63000000
        0.389397999506
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeySpan Gas East Corp
        K8TS3HOE1568DUBUJL44
        KeySpan Gas East Corp
        49338CAB9
        
          
        
        1870000.00000000
        PA
        USD
        1803392.38000000
        0.088651106533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dignity Health
        TFVG45LTYVO3XKPZWP18
        Dignity Health
        254010AB7
        
          
        
        1353000.00000000
        PA
        USD
        1392005.85000000
        0.068428180284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209T6M6
        
          
        
        5386.90000000
        PA
        USD
        5752.12000000
        0.000282762536
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YQ7
        
          
        
        2905000.00000000
        PA
        USD
        2800147.66000000
        0.137649571589
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208PTY4
        
          
        
        4065.83000000
        PA
        USD
        4344.94000000
        0.000213588425
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABU0
        
          
        
        1625000.00000000
        PA
        USD
        1594457.85000000
        0.078380309405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-03
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYA6
        
          
        
        1300000.00000000
        PA
        USD
        1200810.95000000
        0.059029427336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-09
          Fixed
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONAGRA BRANDS INC
        54930035UDEIH090K650
        Conagra Brands Inc
        205887CF7
        
          
        
        900000.00000000
        PA
        USD
        800074.66000000
        0.039330045255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208RPG3
        
          
        
        13267.77000000
        PA
        USD
        14161.52000000
        0.000696151559
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210JQK7
        
          
        
        26609.85000000
        PA
        USD
        28394.00000000
        0.001395791368
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAA1
        
          
        
        3625000.00000000
        PA
        USD
        3751870.18000000
        0.184434317630
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-10-22
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Transportation Authority
        5493000TKYODLXADQD60
        MET TRANSPRTN AUTH NY REVENUE
        59259YGF0
        
          
        
        785000.00000000
        PA
        USD
        1007063.23000000
        0.049505182942
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-11-15
          Fixed
          6.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208TKE9
        
          
        
        8582.63000000
        PA
        USD
        9171.80000000
        0.000450867059
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VBE3
        
          
        
        715000.00000000
        PA
        USD
        786516.72000000
        0.038663564462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-11-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BM0
        
          
        
        400000.00000000
        PA
        USD
        372499.01000000
        0.018311294749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCK5
        
          
        
        7700000.00000000
        PA
        USD
        7529757.77000000
        0.370147598293
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-06-30
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211K7H1
        
          
        
        158.76000000
        PA
        USD
        160.02000000
        0.000007866258
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-06-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBL9
        
          
        
        620000.00000000
        PA
        USD
        574826.80000000
        0.028257317958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-22
          Fixed
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAP6
        
          
        
        775000.00000000
        PA
        USD
        782608.31000000
        0.038471434965
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2023-09-12
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZT0
        
          
        
        290000.00000000
        PA
        USD
        270175.78000000
        0.013281292591
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-05-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGM0
        
          
        
        5588000.00000000
        PA
        USD
        5038904.12000000
        0.247702292028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAE3
        
          
        
        780000.00000000
        PA
        USD
        709684.56000000
        0.034886651530
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2041-07-12
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Horizon Aircraft Finance II LLC
        549300KSCDSEIWTVMM32
        Horizon Aircraft Finance II Ltd
        44040HAA0
        
          
        
        216919.37000000
        PA
        USD
        193488.48000000
        0.009511500682
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2039-07-15
          Fixed
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toledo Hospital/The
        5493009DCR7NWV6K4T34
        Toledo Hospital/The
        889184AC1
        
          
        
        900000.00000000
        PA
        USD
        964208.89000000
        0.047398550629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBY0
        
          
        
        315000.00000000
        PA
        USD
        258359.66000000
        0.012700436131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-04-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759AV2
        
          
        
        1480000.00000000
        PA
        USD
        1361277.64000000
        0.066917643893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKB7
        
          
        
        146000.00000000
        PA
        USD
        130606.71000000
        0.006420360588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-06-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYB4
        
          
        
        630000.00000000
        PA
        USD
        572664.81000000
        0.028151038920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271V100
        
          
        
        401867.00000000
        NS
        USD
        15230759.30000000
        0.748713192015
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sonic Capital LLC
        N/A
        Sonic Capital LLC
        83546DAN8
        
          
        
        736300.00000000
        PA
        USD
        643745.62000000
        0.031645227168
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-20
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEH4
        
          
        
        515000.00000000
        PA
        USD
        464227.99000000
        0.022820505095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCJ8
        
          
        
        10155000.00000000
        PA
        USD
        9496511.72000000
        0.466829227804
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-06-30
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE TELEKOM INT FIN
        529900ERDFHS6C1M4U58
        Deutsche Telekom International Finance BV
        25156PBA0
        
          
        
        450000.00000000
        PA
        USD
        454863.48000000
        0.022360164804
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-01-19
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828Z78
        
          
        
        14980000.00000000
        PA
        USD
        14336328.13000000
        0.704744772375
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-31
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409V104
        
          
        
        51835.00000000
        NS
        USD
        21261680.30000000
        1.045181018980
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209E3S9
        
          
        
        97.65000000
        PA
        USD
        104.51000000
        0.000005137499
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468X0
        
          
        
        1755000.00000000
        PA
        USD
        1517139.29000000
        0.074579486037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-28
          Fixed
          1.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Data Centers LLC
        N/A
        Vantage Data Centers Issuer LLC
        92212KAA4
        
          
        
        331216.66000000
        PA
        USD
        328486.64000000
        0.016147736033
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-07-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36207AFH0
        
          
        
        145.22000000
        PA
        USD
        155.19000000
        0.000007628825
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co
        532457108
        
          
        
        118150.00000000
        NS
        USD
        33834615.50000000
        1.663240976542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300B54XJTQC6DWJ15
        Magnetite VII Ltd
        55951PBA4
        
          
        
        2555736.28000000
        PA
        USD
        2537547.10000000
        0.124740661427
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-15
          Floating
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Payments Inc
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940X102
        
          
        
        122831.00000000
        NS
        USD
        16808194.04000000
        0.826256679908
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625H100
        
          
        
        238417.00000000
        NS
        USD
        32501005.44000000
        1.597683414686
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XNX8
        
          
        
        481791.04000000
        PA
        USD
        484164.39000000
        0.023800538026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-25
          Floating
          2.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358XCN0
        
          
        
        710000.00000000
        PA
        USD
        599662.24000000
        0.029478177745
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2060-07-15
          Fixed
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AutoZone Inc
        053332AR3
        
          
        
        1000000.00000000
        PA
        USD
        999742.46000000
        0.049145308758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBH7
        
          
        
        1000000.00000000
        PA
        USD
        1008901.89000000
        0.049595567733
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-07
          Fixed
          3.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BZ1
        
          
        
        425000.00000000
        PA
        USD
        465219.82000000
        0.022869261443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCC8
        
          
        
        545000.00000000
        PA
        USD
        499375.55000000
        0.024548287757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209LE85
        
          
        
        15186.03000000
        PA
        USD
        16201.35000000
        0.000796425459
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA1
        35564KAA7
        
          
        
        45165.71000000
        PA
        USD
        45071.56000000
        0.002215626344
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-25
          Floating
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        VMware Inc
        928563402
        
          
        
        87837.00000000
        NS
        USD
        10001999.19000000
        0.491677965134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        CF Hippolyta LLC
        12530MAE5
        
          
        
        332754.35000000
        PA
        USD
        308759.43000000
        0.015177986457
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-03-15
          Fixed
          1.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBV6
        
          
        
        1510000.00000000
        PA
        USD
        1369824.40000000
        0.067337785255
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-11-24
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TF5
        
          
        
        960000.00000000
        PA
        USD
        927000.00000000
        0.045569437171
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metlife Securitization Trust
        N/A
        METLIFE SECURITIZATION TRUST
        59166BAA9
        
          
        
        294551.31000000
        PA
        USD
        291955.13000000
        0.014351921201
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-04-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAC3
        
          
        
        245000.00000000
        PA
        USD
        245491.54000000
        0.012067865488
        Long
        DBT
        
        US
        N
        
        2
        
          2026-12-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJS9
        
          
        
        1570000.00000000
        PA
        USD
        1459985.81000000
        0.071769937044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209WFS6
        
          
        
        8545.83000000
        PA
        USD
        9122.95000000
        0.000448465692
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RG5
        
          
        
        5965000.00000000
        PA
        USD
        6708294.95000000
        0.329766154534
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-05-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Electric Co
        O1PLQWO3TX952VMBJ146
        Pennsylvania Electric Co
        708696BZ1
        
          
        
        241000.00000000
        PA
        USD
        239509.68000000
        0.011773809401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAR4
        
          
        
        750000.00000000
        PA
        USD
        758512.09000000
        0.037286913731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SS8
        
          
        
        470000.00000000
        PA
        USD
        385914.06000000
        0.018970751360
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209KKX5
        
          
        
        2278.20000000
        PA
        USD
        2431.27000000
        0.000119516295
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        Mill City Mortgage Loan Trust 2017-3
        59980CAA1
        
          
        
        229282.68000000
        PA
        USD
        229869.48000000
        0.011299916749
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-01-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA POWER COMPANY
        D981X4Z4RWS7PDMJUZ03
        Georgia Power Co
        373334JS1
        
          
        
        245000.00000000
        PA
        USD
        258567.98000000
        0.012710676719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        Kyndryl Holdings Inc
        50155QAE0
        
          
        
        3190000.00000000
        PA
        USD
        2688863.09000000
        0.132179048158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2022-04-29
      HARTFORD SERIES FUND INC
      John Stanziani
      John Stanziani
      Assistant Treasurer
    
  
  XXXX




Hartford Balanced HLS Fund
Schedule of Investments
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.3%
  Asset-Backed - Automobile - 0.2%
$    2,629,248 CFMT LLC 1.39%, 09/22/2031(1) $     2,572,025
  1,810,000 Credit Acceptance Auto Loan Trust 1.24%, 10/15/2029(1)      1,780,508
    545,000 Ford Credit Auto Lease Trust 0.78%, 09/15/2025        530,837
            Ford Credit Auto Owner Trust  
    275,000 1.61%, 10/17/2033(1)        254,902
    260,000 1.91%, 10/17/2033(1)       242,258
      5,380,530
  Asset-Backed - Credit Card - 0.0%
575,000 Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1) 557,999
  Asset-Backed - Finance & Insurance - 0.3%
  Bayview Koitere Fund Trust  
441,128 3.50%, 07/28/2057(1)(2) 438,307
226,615 4.00%, 11/28/2053(1)(2) 224,933
2,555,736 Magnetite Ltd. 1.04%, 01/15/2028, 3 mo. USD LIBOR + 0.800%(1)(3) 2,537,547
  Taco Bell Funding LLC  
648,375 1.95%, 08/25/2051(1) 587,773
593,513 2.29%, 08/25/2051(1) 530,484
1,294,395 Treman Park CLO Ltd. 1.32%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(1)(3) 1,291,291
500,000 Venture 34 CLO Ltd. 1.47%, 10/15/2031, 3 mo. USD LIBOR + 1.230%(1)(3) 498,144
      6,108,479
  Commercial Mortgage-Backed Securities - 0.6%
1,100,000 Arbor Multifamily Mortgage Securities Trust 2.57%, 10/15/2054(1) 1,025,746
255,000 BFLD Trust 2.45%, 11/15/2028, 1 mo. USD LIBOR + 2.050%(1)(3) 252,445
  BX Trust  
3,315,000 0.90%, 10/15/2023, 1 mo. USD LIBOR + 0.506%(1)(3) 3,200,449
1,460,000 1.69%, 10/15/2036, 1 mo. USD LIBOR + 1.297%(1)(3) 1,430,228
  BXHPP Trust  
780,000 1.05%, 08/15/2036, 1 mo. USD LIBOR + 0.650%(1)(3) 758,452
690,000 1.30%, 08/15/2036, 1 mo. USD LIBOR + 0.900%(1)(3) 665,188
  FREMF Mortgage Trust  
160,000 3.51%, 11/25/2045(1)(2) 160,858
285,000 3.67%, 01/25/2048(1)(2) 282,147
160,000 3.70%, 04/25/2048(1)(2) 159,994
200,000 3.78%, 10/25/2048(1)(2) 200,483
160,000 3.88%, 02/25/2050(1)(2) 161,018
1,015,000 4.08%, 09/25/2025(1)(2) 1,024,948
260,000 4.16%, 04/25/2049(1)(2) 263,451
289,976 Life Mortgage Trust 1.10%, 03/15/2038, 1 mo. USD LIBOR + 0.700%(1)(3) 283,448
375,000 SFAVE Commercial Mortgage Securities Trust 4.14%, 01/05/2043(1)(2) 357,695
1,735,000 SREIT Trust 1.48%, 11/15/2038, 1 mo. USD LIBOR + 1.080%(1)(3) 1,694,856
      11,921,406
  Other Asset-Backed Securities - 0.8%
222,672 Aaset Trust 3.84%, 05/15/2039(1) 142,763
  Affirm Asset Securitization Trust  
615,000 0.88%, 08/15/2025(1) 611,769
870,000 1.03%, 08/17/2026(1) 831,361
495,225 1.07%, 08/15/2025(1) 488,146
Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.3% - (continued)
  Other Asset-Backed Securities - 0.8% - (continued)
$    1,425,000 Aligned Data Centers Issuer LLC 1.94%, 08/15/2046(1) $     1,314,026
            Bayview Opportunity Master Fund Trust  
    223,897 3.50%, 01/28/2055(1)(2)        222,459
    233,216 3.50%, 06/28/2057(1)(2)        232,093
            Castlelake Aircraft Structured Trust  
    222,954 3.47%, 01/15/2046(1)        206,488
    404,761 3.97%, 04/15/2039(1)        366,617
  CF Hippolyta LLC  
332,754 1.53%, 03/15/2061(1) 308,759
163,966 1.98%, 03/15/2061(1) 150,983
1,705,000 CIFC Funding Ltd. 1.31%, 04/24/2030, 3 mo. USD LIBOR + 1.050%(1)(3) 1,697,242
853,550 Domino's Pizza Master Issuer LLC 3.15%, 04/25/2051(1) 780,068
1,718,464 FirstKey Homes Trust 1.54%, 08/17/2038(1) 1,599,543
1,365,690 Home Partners of America Trust 2.30%, 12/17/2026(1) 1,293,993
  Horizon Aircraft Finance Ltd.  
276,443 3.43%, 11/15/2039(1) 254,842
216,919 3.72%, 07/15/2039(1) 193,489
175,613 Mach I 3.47%, 10/15/2039(1) 162,996
144,870 MAPS Ltd. 4.46%, 03/15/2044(1) 135,193
229,283 Mill City Mortgage Loan Trust 2.75%, 01/25/2061(1)(2) 229,870
480,000 New Economy Assets Phase 1 Sponsor LLC 2.41%, 10/20/2061(1) 452,496
2,025,000 SCF Equipment Leasing 0.83%, 08/21/2028(1) 1,977,985
365,029 SoFi Consumer Loan Program Trust 0.49%, 09/25/2030(1) 358,298
736,300 Sonic Capital LLC 2.19%, 08/20/2051(1) 643,746
174,295 START Ireland 4.09%, 03/15/2044(1) 161,342
  Vantage Data Centers Issuer LLC  
1,150,000 1.65%, 09/15/2045(1) 1,071,573
331,217 3.19%, 07/15/2044(1) 328,487
      16,216,627
  Whole Loan Collateral CMO - 0.4%
  Angel Oak Mortgage Trust  
1,127,066 1.46%, 09/25/2066(1)(2) 1,066,130
115,054 2.62%, 11/25/2059(1)(2) 114,931
25,732 3.63%, 03/25/2049(1)(2) 25,711
1,272,110 COLT Mortgage Loan Trust 1.73%, 11/26/2066(1)(2) 1,227,282
280,000 Connecticut Avenue Securities Trust 1.65%, 10/25/2041, 1 mo. USD SOFR + 1.550%(1)(3) 270,501
633,043 CSMC Trust 1.84%, 10/25/2066(1)(2) 607,898
  Fannie Mae Connecticut Avenue Securities  
481,791 2.66%, 01/25/2030, 1 mo. USD LIBOR + 2.200%(3) 484,164
207,312 5.36%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(3) 213,435
251,909 6.36%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(3) 265,205
  Flagstar Mortgage Trust  
728,978 2.00%, 09/25/2041(1)(2) 687,906
375,556 4.00%, 05/25/2048(1)(2) 375,919
294,551 MetLife Securitization Trust 3.00%, 04/25/2055(1)(2) 291,955
559,217 Seasoned Credit Risk Transfer Trust 3.50%, 10/25/2058 562,557
1,001,735 Starwood Residential Mortgage Trust 1.92%, 11/25/2066(1)(2) 944,469
 

1

Hartford Balanced HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.3% - (continued)
  Whole Loan Collateral CMO - 0.4% - (continued)
            Towd Point Mortgage Trust  
$       53,514 2.75%, 04/25/2057(1)(2) $        53,544
    287,760 2.75%, 06/25/2057(1)(2)        285,693
    130,313 3.00%, 01/25/2058(1)(2)        129,846
      7,607,146
  Total Asset & Commercial Mortgage-Backed Securities
(cost $49,699,573)
$ 47,792,187
CORPORATE BONDS - 12.1%
  Aerospace/Defense - 0.4%
850,000 BAE Systems Holdings, Inc. 3.85%, 12/15/2025(1) $ 853,952
2,040,000 Boeing Co. 2.20%, 02/04/2026 1,930,836
560,000 Lockheed Martin Corp. 4.85%, 09/15/2041 631,588
  Raytheon Technologies Corp.  
685,000 3.95%, 08/16/2025 707,067
1,500,000 4.13%, 11/16/2028 1,570,825
  Teledyne Technologies, Inc.  
1,255,000 2.25%, 04/01/2028 1,162,387
1,005,000 2.75%, 04/01/2031 931,389
      7,788,044
  Agriculture - 0.3%
310,000 Altria Group, Inc. 4.50%, 05/02/2043 282,496
3,985,000 BAT Capital Corp. 3.56%, 08/15/2027(4) 3,884,530
1,065,000 Imperial Brands Finance plc 3.75%, 07/21/2022(1) 1,067,508
      5,234,534
  Airlines - 0.0%
621,851 Continental Airlines, Inc. 5.98%, 10/19/2023 622,734
258,903 Southwest Airlines Co. 6.15%, 02/01/2024 260,571
115,675 United Airlines Class B Pass-Through Trust 4.60%, 09/01/2027 105,701
      989,006
  Auto Manufacturers - 0.3%
  General Motors Financial Co., Inc.  
3,185,000 3.70%, 05/09/2023 3,217,920
1,245,000 3.95%, 04/13/2024 1,265,176
1,625,000 Hyundai Capital America 0.80%, 04/03/2023(1) 1,594,458
920,000 Volkswagen Group of America Finance LLC 3.35%, 05/13/2025(1) 918,163
      6,995,717
  Beverages - 0.0%
580,000 Anheuser-Busch InBev Worldwide, Inc. 4.60%, 06/01/2060 616,085
275,000 Constellation Brands, Inc. 2.88%, 05/01/2030 257,981
      874,066
  Biotechnology - 0.1%
1,480,000 Gilead Sciences, Inc. 2.80%, 10/01/2050 1,218,757
  Commercial Banks - 3.8%
  Banco Santander S.A.  
1,200,000 3.13%, 02/23/2023 1,209,178
600,000 3.85%, 04/12/2023 608,178
  Bank of America Corp.  
1,570,000 1.73%, 07/22/2027, (1.73% fixed rate until 07/22/2026; 3 mo. USD SOFR + 0.960% thereafter)(5) 1,459,986
2,210,000 2.30%, 07/21/2032, (2.30% fixed rate until 07/21/2031; 3 mo. USD SOFR + 1.220% thereafter)(5) 1,967,227
Shares or Principal Amount   Market Value
CORPORATE BONDS - 12.1% - (continued)
  Commercial Banks - 3.8% - (continued)
$    1,799,000 3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD LIBOR + 1.040% thereafter)(5) $     1,783,819
  1,610,000 3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD LIBOR + 1.370% thereafter)(5)      1,615,332
  4,225,000 4.20%, 08/26/2024      4,331,430
            Barclays plc  
  1,510,000 2.89%, 11/24/2032, (2.89% fixed rate until 11/24/2031; 12 mo. USD CMT + 1.300% thereafter)(5)      1,369,824
  1,000,000 3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)(5)      1,008,902
  BNP Paribas S.A.  
    830,000 2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD LIBOR + 1.111% thereafter)(1)(5)        811,151
1,000,000 3.38%, 01/09/2025(1) 995,949
  BPCE S.A.  
2,225,000 5.15%, 07/21/2024(1) 2,293,316
3,625,000 5.70%, 10/22/2023(1) 3,751,870
1,350,000 Cooperatieve Rabobank UA 1.11%, 02/24/2027, (1.11% fixed rate until 02/24/2026; 3 mo. USD SOFR + 0.55% thereafter)(1)(5) 1,236,005
  Credit Agricole S.A.  
1,025,000 3.25%, 10/04/2024(1) 1,023,619
535,000 3.75%, 04/24/2023(1) 542,131
790,000 4.38%, 03/17/2025(1) 798,881
250,000 Credit Suisse AG 3.63%, 09/09/2024 253,091
  Credit Suisse Group AG  
3,670,000 3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 3 mo. USD SOFR + 1.730% thereafter)(1)(5) 3,310,431
1,425,000 3.75%, 03/26/2025 1,421,278
  Danske Bank A/S  
1,865,000 1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 12 mo. USD CMT + 1.350% thereafter)(1)(5) 1,726,762
775,000 3.88%, 09/12/2023(1) 782,608
575,000 5.38%, 01/12/2024(1) 593,229
  Goldman Sachs Group, Inc.  
1,300,000 1.43%, 03/09/2027, (1.43% fixed rate until 03/09/2026; 3 mo. USD SOFR + 0.798% thereafter)(5) 1,200,811
630,000 2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.281% thereafter)(5) 572,665
560,000 2.65%, 10/21/2032, (2.65% fixed rate until 10/21/2031; 3 mo. USD SOFR + 1.264% thereafter)(5) 509,109
510,000 3.80%, 03/15/2030 513,450
1,150,000 6.25%, 02/01/2041 1,485,925
  HSBC Holdings plc  
2,085,000 1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(5) 1,905,477
1,975,000 2.21%, 08/17/2029, (2.21% fixed rate until 08/17/2028; 3 mo. USD SOFR + 1.285% thereafter)(5) 1,779,840
655,000 2.80%, 05/24/2032, (2.80% fixed rate until 05/24/2031; 3 mo. USD SOFR + 1.187% thereafter)(5) 596,794
 

2

Hartford Balanced HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 12.1% - (continued)
  Commercial Banks - 3.8% - (continued)
$    2,625,000 3.60%, 05/25/2023 $     2,655,276
            JP Morgan Chase & Co.  
    620,000 2.52%, 04/22/2031, (2.52% fixed rate until 04/22/2030; 3 mo. USD LIBOR 2.040% thereafter)(5)        574,827
    545,000 2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.250% thereafter)(5)        499,376
    390,000 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(5)        352,801
    705,000 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(5)        708,441
    805,000 4.45%, 12/05/2029, (4.45% fixed rate until 12/05/2028; 3 mo. USD LIBOR + 1.330% thereafter)(5)        840,685
  Morgan Stanley  
1,755,000 1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 3 mo. USD SOFR + 1.020% thereafter)(5) 1,517,139
4,265,000 2.48%, 09/16/2036, (2.48% fixed rate until 09/16/2031; 3 mo. USD SOFR + 1.360% thereafter)(5) 3,654,013
515,000 2.51%, 10/20/2032, (2.51% fixed rate until 10/20/2031; 3 mo. USD SOFR + 1.200% thereafter)(5) 464,228
1,450,000 3.13%, 07/27/2026 1,439,372
1,000,000 3.70%, 10/23/2024 1,018,886
4,905,000 NBK SPC Ltd. 2.75%, 05/30/2022(1) 4,906,766
1,755,000 Santander Holdings USA, Inc. 3.40%, 01/18/2023 1,765,648
  Standard Chartered plc  
1,130,000 0.99%, 01/12/2025, (0.99% fixed rate until 01/12/2024; 3 mo. USD LIBOR + 0.78% thereafter)(1)(5) 1,079,470
3,215,000 1.21%, 03/23/2025, (1.21% fixed rate until 03/23/2024; 12 mo. USD CMT + 0.880% thereafter)(1)(5) 3,067,608
  UBS Group AG  
1,695,000 1.49%, 08/10/2027, (1.49% fixed rate until 08/10/2026; 12 mo. USD CMT + 0.850% thereafter)(1)(5) 1,540,626
2,195,000 2.75%, 02/11/2033, (2.75% fixed rate until 02/11/2032; 12 mo. USD CMT + 1.100% thereafter)(1)(5) 1,994,859
920,000 UniCredit S.p.A. 1.98%, 06/03/2027, (1.98% fixed rate until 06/03/2026; 12 mo. USD CMT + 1.200% thereafter)(1)(5) 830,335
1,133,000 US Bancorp 2.49%, 11/03/2036, (2.49% fixed rate until 11/03/2031; 5 year USD CMT + 0.9500% thereafter)(5) 1,015,548
4,344,000 Wells Fargo & Co. 4.48%, 01/16/2024 4,476,332
      77,860,504
  Commercial Services - 0.1%
  S&P Global, Inc.  
740,000 2.70%, 03/01/2029(1) 718,679
750,000 2.90%, 03/01/2032(1) 727,574
      1,446,253
Shares or Principal Amount   Market Value
CORPORATE BONDS - 12.1% - (continued)
  Construction Materials - 0.1%
$      972,000 Carrier Global Corp. 2.72%, 02/15/2030 $       913,681
    996,000 Johnson Controls International plc 4.95%, 07/02/2064(6)     1,043,844
      1,957,525
  Diversified Financial Services - 0.5%
  1,715,000 Aviation Capital Group LLC 1.95%, 09/20/2026(1)      1,552,368
            Avolon Holdings Funding Ltd.  
  1,169,000 2.13%, 02/21/2026(1)      1,068,621
    430,000 2.53%, 11/18/2027(1)        380,479
1,900,000 2.75%, 02/21/2028(1) 1,692,573
1,875,000 Capital One Financial Corp. 3.75%, 04/24/2024 1,903,699
2,125,000 Intercontinental Exchange, Inc. 1.85%, 09/15/2032 1,836,860
1,004,349 Postal Square L.P. 8.95%, 06/15/2022 1,016,246
      9,450,846
  Electric - 1.0%
1,200,000 American Transmission Systems, Inc. 2.65%, 01/15/2032(1) 1,109,644
1,030,000 Cleco Corporate Holdings LLC 3.74%, 05/01/2026 1,044,892
1,960,000 Cleveland Electric Illuminating Co. 3.50%, 04/01/2028(1) 1,916,101
  Consolidated Edison Co. of New York, Inc.  
1,020,000 3.20%, 12/01/2051 901,302
370,000 4.50%, 05/15/2058 390,254
360,000 Dominion Energy South Carolina, Inc. 6.63%, 02/01/2032 443,125
1,200,000 Duke Energy Carolinas LLC 6.10%, 06/01/2037 1,422,167
245,000 Georgia Power Co. 4.75%, 09/01/2040 258,568
1,275,000 Indianapolis Power and Light Co. 6.60%, 06/01/2037(1) 1,606,490
691,000 Mid-Atlantic Interstate Transmission LLC 4.10%, 05/15/2028(1) 698,379
1,290,000 NextEra Energy Capital Holdings, Inc. 1.90%, 06/15/2028 1,185,663
  Niagara Mohawk Power Corp.  
370,000 3.03%, 06/27/2050(1) 297,274
645,000 4.28%, 12/15/2028(1) 662,851
1,455,000 Oncor Electric Delivery Co. LLC 3.80%, 06/01/2049 1,483,499
165,000 PacifiCorp 4.13%, 01/15/2049 170,536
241,000 Pennsylvania Electric Co. 3.60%, 06/01/2029(1) 239,510
  San Diego Gas & Electric Co.  
2,715,000 1.70%, 10/01/2030 2,392,040
860,000 3.70%, 03/15/2052 859,626
90,000 3.75%, 06/01/2047 88,172
25,000 4.15%, 05/15/2048 26,236
  SCE Recovery Funding LLC  
500,340 0.86%, 11/15/2031 451,113
220,000 1.94%, 05/15/2038 191,582
125,000 2.51%, 11/15/2043 107,653
400,000 Sempra Energy 4.13%, 04/01/2052, (4.13% fixed rate until 01/01/2027; 5 year USD CMT + 2.868% thereafter)(5) 372,499
  Southern Co.  
1,050,000 2.95%, 07/01/2023 1,055,932
 

3

Hartford Balanced HLS Fund
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 12.1% - (continued)
  Electric - 1.0% - (continued)
$      750,000 4.00%, 01/15/2051, (4.00% fixed rate until 10/15/2025; 5 year USD CMT + 3.733% thereafter)(5) $       725,625
    350,000 Tucson Electric Power Co. 4.00%, 06/15/2050       346,211
      20,446,944
  Entertainment - 0.0%
            Magallanes, Inc.  
    400,000 4.28%, 03/15/2032(1)        401,719
    300,000 5.05%, 03/15/2042(1)       306,540
      708,259
  Environmental Control - 0.1%
1,480,000 Republic Services, Inc. 2.30%, 03/01/2030 1,361,278
  Food - 0.1%
  Conagra Brands, Inc.  
900,000 1.38%, 11/01/2027 800,074
455,000 4.60%, 11/01/2025 471,637
285,000 McCormick & Co., Inc. 2.50%, 04/15/2030 264,343
480,000 Sigma Alimentos S.A. de C.V. 4.13%, 05/02/2026(1) 483,600
      2,019,654
  Gas - 0.2%
330,000 Boston Gas Co. 3.15%, 08/01/2027(1) 319,541
1,870,000 KeySpan Gas East Corp. 2.74%, 08/15/2026(1) 1,803,392
1,220,000 Southern California Gas Co. 2.95%, 04/15/2027 1,205,063
      3,327,996
  Healthcare - Products - 0.2%
2,725,000 Alcon Finance Corp. 3.00%, 09/23/2029(1) 2,605,746
1,530,000 Boston Scientific Corp. 2.65%, 06/01/2030 1,435,812
      4,041,558
  Healthcare - Services - 0.6%
  Anthem, Inc.  
1,510,000 2.25%, 05/15/2030 1,386,846
1,710,000