NPORT-P
    false
    
      
      
        
          0000710826
          XXXXXXXX
        
      
      
      
      
        S000006520
        C000017824
        C000017825
        C000017826
        C000030927
      
      
      
    
  
  
    
      Brighthouse Funds Trust II
      811-03618
      0000710826
      549300NPPA08K2CWOV06
      Brighthouse Investment Advisers, LLC
      125 High Street, Suite 732
      Boston
      
      02110
      980-949-4301
      MFS Total Return Portfolio
      S000006520
      549300GAG4Y8Q4D11K79
      2022-12-31
      2022-03-31
      N
    
    
      786744104.06
      69277040.05
      717467064.01
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      17116547.62000000
      0.00000000
      0.00000000
      504647.82000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
      
      
        
          
            UST
          
        
      
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516106
        
          
        
        33347.00000000
        NS
        USD
        6488659.26000000
        0.904384268698
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138E2LH6
        
          
        
        225433.81000000
        PA
        USD
        229571.56000000
        0.031997505044
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406AYE6
        
          
        
        7257.11000000
        PA
        USD
        7749.98000000
        0.001080186170
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 2020-FL4 Ltd
        58003UAA6
        
          
        
        502000.00000000
        PA
        USD
        496874.88000000
        0.069254033380
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-11-15
          Floating
          2.14300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297B7K2
        
          
        
        12415.65000000
        PA
        USD
        13268.84000000
        0.001849400573
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJXK1
        
          
        
        134357.55000000
        PA
        USD
        136640.67000000
        0.019044870051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405RVK9
        
          
        
        12784.03000000
        PA
        USD
        13595.79000000
        0.001894970610
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405MJX6
        
          
        
        19220.33000000
        PA
        USD
        20591.14000000
        0.002869977039
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERGY INC
        549300PGTHDQY6PSUI61
        Evergy Inc
        30034WAB2
        
          
        
        505000.00000000
        PA
        USD
        482668.77000000
        0.067273996844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404QYR4
        
          
        
        43900.79000000
        PA
        USD
        47633.41000000
        0.006639107547
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200NGF2
        
          
        
        10735.25000000
        PA
        USD
        11799.80000000
        0.001644646924
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Acres PLC
        N/A
        ACRES Commercial Realty 2021-FL2 Ltd
        00500JAC7
        
          
        
        535500.00000000
        PA
        USD
        528116.53000000
        0.073608470199
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2037-01-15
          Floating
          2.19100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418ECG3
        
          
        
        476670.78000000
        PA
        USD
        445426.05000000
        0.062083135567
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291T3Q9
        
          
        
        7949.35000000
        PA
        USD
        8590.55000000
        0.001197344161
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBQ3
        
          
        
        889000.00000000
        PA
        USD
        771731.06000000
        0.107563273453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-15
          Fixed
          3.18700000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        JERSEY CENTRAL PWR & LT
        549300W9UGH9ZPLNPF79
        Jersey Central Power & Light Co
        476556DC6
        
          
        
        422000.00000000
        PA
        USD
        430782.87000000
        0.060042180555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132L6HF1
        
          
        
        161347.22000000
        PA
        USD
        168486.89000000
        0.023483571365
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AE8
        
          
        
        1883000.00000000
        PA
        USD
        1646377.93000000
        0.229470872265
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2032-02-11
          Fixed
          2.09500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F9ZC8
        
          
        
        658188.00000000
        PA
        USD
        39441.46000000
        0.005497319943
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          0.78200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BFXT3
        
          
        
        507000.00000000
        PA
        USD
        506570.72000000
        0.070605431999
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-25
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31408EW65
        
          
        
        14139.50000000
        PA
        USD
        15101.61000000
        0.002104850627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBC Global Finance Limited
        549300KWU8YQOYSK5Y64
        NBC Global Finance Limited
        000000000
        
          
        
        4000000.00000000
        PA
        USD
        4000000.00000000
        0.557516881352
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.44000000
          2022-04-01
          
            
              41749.10000000
              USD
              4397507.42000000
              USD
              EQT
            
            
              40586.90000000
              USD
              43998.84000000
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132HQDE9
        
          
        
        207661.17000000
        PA
        USD
        211966.11000000
        0.029543671149
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARROW ELECTRONICS INC
        549300YNNLBXT8N8R512
        Arrow Electronics Inc
        04273WAC5
        
          
        
        245000.00000000
        PA
        USD
        224999.84000000
        0.031360302275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31376KS98
        
          
        
        17616.90000000
        PA
        USD
        19300.80000000
        0.002690130455
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EQ7L0
        
          
        
        94774.93000000
        PA
        USD
        98844.08000000
        0.013776810805
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3Harris Technologies Inc
        502431109
        
          
        
        20233.00000000
        NS
        USD
        5027293.51000000
        0.700700249834
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YWJX6
        
          
        
        200662.17000000
        PA
        USD
        204092.29000000
        0.028446224257
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidOcean Credit CLO
        549300EKSLXKVD2RWW61
        MidOcean Credit CLO II
        59863KAU1
        
          
        
        1156232.00000000
        PA
        USD
        1142204.59000000
        0.159199585220
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-29
          Floating
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGJ7
        
          
        
        381000.00000000
        PA
        USD
        353968.05000000
        0.049335790833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Accenture PLC
        N/A
        Accenture PLC
        000000000
        
          
        
        12188.00000000
        NS
        USD
        4110159.24000000
        0.572870790336
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        NBC Global Finance Limited
        549300KWU8YQOYSK5Y64
        NBC Global Finance Limited
        000000000
        
          
        
        700000.00000000
        PA
        USD
        700000.00000000
        0.097565454236
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.49000000
          2022-04-07
          
            
              7306.10000000
              USD
              769563.78000000
              USD
              EQT
            
            
              7102.71000000
              USD
              7699.78000000
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WNE4
        
          
        
        1257007.61000000
        PA
        USD
        1220814.07000000
        0.170156113254
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH INDUSTRIAL CAP LLC
        549300PNSJ5B81UMVO28
        CNH Industrial Capital LLC
        12592BAL8
        
          
        
        135000.00000000
        PA
        USD
        127806.61000000
        0.017813585655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CRF3
        
          
        
        121765.44000000
        PA
        USD
        121391.78000000
        0.016919491651
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407HZD1
        
          
        
        4635.72000000
        PA
        USD
        5172.97000000
        0.000721004525
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 2022-FL8 Ltd
        55284JAE9
        
          
        
        650507.00000000
        PA
        USD
        648431.36000000
        0.090377857399
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-02-19
          Floating
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MHS42
        
          
        
        214992.00000000
        PA
        USD
        205828.30000000
        0.028688187977
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297DMD7
        
          
        
        6242.03000000
        PA
        USD
        6706.02000000
        0.000934679839
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523CJ7
        
          
        
        169000.00000000
        PA
        USD
        153616.07000000
        0.021410888068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE Capital Corp
        5493004EA6C9IHDZ7N66
        STORE Capital Corp
        862121100
        
          
        
        68191.00000000
        NS
        USD
        1993222.93000000
        0.277813857943
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31296RC55
        
          
        
        35963.38000000
        PA
        USD
        39408.26000000
        0.005492692553
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        N/A
        Dryden 55 CLO Ltd
        26245MAC5
        
          
        
        1430000.00000000
        PA
        USD
        1416197.64000000
        0.197388522907
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          1.26100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B2S75
        
          
        
        348656.78000000
        PA
        USD
        342728.10000000
        0.047769175365
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        Societe Generale
        000000000
        
          
        
        600000.00000000
        PA
        USD
        600000.00000000
        0.083627532202
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.42000000
          2022-04-07
          
            
              8556.07000000
              USD
              666773.78000000
              USD
              EQT
            
          
        
        
          
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AF5
        
          
        
        416000.00000000
        PA
        USD
        422622.72000000
        0.058904825210
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378CP92
        
          
        
        37982.81000000
        PA
        USD
        39028.30000000
        0.005439734025
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140E0X91
        
          
        
        217746.28000000
        PA
        USD
        227213.80000000
        0.031668882294
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJ3M0
        
          
        
        47730.90000000
        PA
        USD
        47103.96000000
        0.006565313219
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F032666
        
          
        
        300000.00000000
        PA
        USD
        298707.51000000
        0.041633619852
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290VHK3
        
          
        
        42308.88000000
        PA
        USD
        46998.17000000
        0.006550568291
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-09-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAG3
        
          
        
        651000.00000000
        PA
        USD
        584627.06000000
        0.081484863811
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2031-05-11
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36213EPX8
        
          
        
        7408.47000000
        PA
        USD
        7986.65000000
        0.001113173050
        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
        31404RRD1
        
          
        
        15101.46000000
        PA
        USD
        16125.59000000
        0.002247572161
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJC81
        
          
        
        7723.74000000
        PA
        USD
        8364.34000000
        0.001165815187
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402CU67
        
          
        
        30641.35000000
        PA
        USD
        33105.73000000
        0.004614250836
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137B36J2
        
          
        
        218883.86000000
        PA
        USD
        221052.58000000
        0.030810136254
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-02-25
          Variable
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TA6
        
          
        
        2600000.00000000
        PA
        USD
        2253468.75000000
        0.314086717431
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417EN98
        
          
        
        101269.11000000
        PA
        USD
        103301.12000000
        0.014398029565
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CPK3
        
          
        
        11431.14000000
        PA
        USD
        11441.05000000
        0.001594644628
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2025-03-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417SBP4
        
          
        
        23609.60000000
        PA
        USD
        25487.18000000
        0.003552383277
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals Inc
        92532F100
        
          
        
        11607.00000000
        NS
        USD
        3029078.79000000
        0.422190640092
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31398T7G0
        
          
        
        49981.05000000
        PA
        USD
        51244.85000000
        0.007142467239
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BG7
        
          
        
        2000.00000000
        PA
        USD
        1825.39000000
        0.000254421435
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207105
        
          
        
        27976.00000000
        NS
        USD
        1756333.28000000
        0.244796363220
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138L2T72
        
          
        
        132274.06000000
        PA
        USD
        132664.35000000
        0.018490653669
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31296WZ91
        
          
        
        38137.81000000
        PA
        USD
        40885.72000000
        0.005698619776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAE SYSTEMS PLC
        8SVCSVKSGDWMW2QHOH83
        BAE Systems PLC
        05523RAD9
        
          
        
        336000.00000000
        PA
        USD
        331083.27000000
        0.046146128039
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-04-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418EBJ8
        
          
        
        769183.56000000
        PA
        USD
        718767.12000000
        0.100181200790
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818108
        
          
        
        32966.00000000
        NS
        USD
        9006640.86000000
        1.255338580932
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Citigroup Global Markets Inc.
        000000000
        
          
        
        800000.00000000
        PA
        USD
        800000.00000000
        0.111503376270
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.30000000
          2022-04-01
          
            
              502854.40000000
              USD
              534969.74000000
              USD
              UST
            
            
              286610.00000000
              USD
              281030.50000000
              USD
              CDS
            
          
        
        
          
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WDKV2
        
          
        
        60274.73000000
        PA
        USD
        62820.23000000
        0.008755834678
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
        
        71568.00000000
        NS
        USD
        12683996.64000000
        1.767885562454
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31334YPZ4
        
          
        
        73671.47000000
        PA
        USD
        70760.69000000
        0.009862569802
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Commercial Mortgage Securities LLC
        N/A
        LCCM 2021-FL2 Trust
        50202KAE6
        
          
        
        682500.00000000
        PA
        USD
        676622.31000000
        0.094307090031
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2038-12-13
          Floating
          2.29700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YUH79
        
          
        
        40153.14000000
        PA
        USD
        40570.39000000
        0.005654669327
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAQ6
        
          
        
        493000.00000000
        PA
        USD
        504385.63000000
        0.070300875859
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          5.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076BS0
        
          
        
        359000.00000000
        PA
        USD
        373937.55000000
        0.052119124174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Hess Corp
        UASVRYNXNK17ULIGK870
        Hess Corp
        42809H107
        
          
        
        43607.00000000
        NS
        USD
        4667693.28000000
        0.650579450143
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200JA91
        
          
        
        68251.60000000
        PA
        USD
        76529.06000000
        0.010666560716
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140EU7G8
        
          
        
        121579.45000000
        PA
        USD
        123654.46000000
        0.017234862226
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYJ7
        
          
        
        981000.00000000
        PA
        USD
        868874.40000000
        0.121103036443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.38300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140F5BK8
        
          
        
        23969.39000000
        PA
        USD
        23725.19000000
        0.003306798484
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M9T51
        
          
        
        101807.58000000
        PA
        USD
        106323.96000000
        0.014819350648
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SJS7
        
          
        
        49939.13000000
        PA
        USD
        49745.38000000
        0.006933472279
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASCO CORP
        5GCSNMQXHEYA1JO8QN11
        Masco Corp
        574599BQ8
        
          
        
        1257000.00000000
        PA
        USD
        1090369.16000000
        0.151974803401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172109
        
          
        
        74071.00000000
        NS
        USD
        6958229.74000000
        0.969832636094
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AZ7
        
          
        
        310000.00000000
        PA
        USD
        350216.69000000
        0.048812929201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-10-23
          Fixed
          6.38400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404GYW5
        
          
        
        27644.93000000
        PA
        USD
        29676.90000000
        0.004136343184
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CK8
        
          
        
        505000.00000000
        PA
        USD
        508405.89000000
        0.070861216563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-04-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297GHS3
        
          
        
        36429.93000000
        PA
        USD
        39137.91000000
        0.005455011381
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179NF78
        
          
        
        254056.38000000
        PA
        USD
        260853.63000000
        0.036357575571
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128KQ3H7
        
          
        
        34336.41000000
        PA
        USD
        37512.34000000
        0.005228440702
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468L6
        
          
        
        1780000.00000000
        PA
        USD
        1670292.19000000
        0.232804023179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-22
          Fixed
          2.69900000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136AVY52
        
          
        
        415198.29000000
        PA
        USD
        411820.78000000
        0.057399259235
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-12-25
          Variable
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAE6
        
          
        
        481000.00000000
        PA
        USD
        504518.35000000
        0.070319374269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CQ0
        
          
        
        332000.00000000
        PA
        USD
        297555.00000000
        0.041472983907
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-03-09
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419JS25
        
          
        
        21507.39000000
        PA
        USD
        22871.73000000
        0.003187843895
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BE1
        
          
        
        305000.00000000
        PA
        USD
        304042.61000000
        0.042377221931
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-13
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KYWE5
        
          
        
        520690.36000000
        PA
        USD
        487599.88000000
        0.067961291111
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northern Trust Corp
        549300GLF98S992BC502
        Northern Trust Corp
        665859104
        
          
        
        24391.00000000
        NS
        USD
        2840331.95000000
        0.395883252692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410LK35
        
          
        
        74734.87000000
        PA
        USD
        78075.54000000
        0.010882107892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJMS6
        
          
        
        23444.72000000
        PA
        USD
        24971.58000000
        0.003480519351
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FEBS8
        
          
        
        5635764.74000000
        PA
        USD
        105039.38000000
        0.014640306889
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-25
          Variable
          0.36800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPRT Issuer, Ltd.
        N/A
        BSPRT 2021-FL6 Issuer Ltd
        05601HAC8
        
          
        
        1463000.00000000
        PA
        USD
        1442774.61000000
        0.201092800265
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-03-15
          Floating
          1.69700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WH5N1
        
          
        
        208756.13000000
        PA
        USD
        207205.29000000
        0.028880111770
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDY67
        
          
        
        392823.60000000
        PA
        USD
        375373.94000000
        0.052319327092
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334104
        
          
        
        33917.00000000
        NS
        USD
        2296859.24000000
        0.320134450097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417AYH6
        
          
        
        75465.47000000
        PA
        USD
        78940.05000000
        0.011002602622
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H032654
        
          
        
        875000.00000000
        PA
        USD
        877050.78000000
        0.122242653913
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405HL71
        
          
        
        27663.09000000
        PA
        USD
        29957.42000000
        0.004175441842
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FDEU2
        
          
        
        2680944.71000000
        PA
        USD
        65439.18000000
        0.009120861887
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-25
          Variable
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJ2H2
        
          
        
        251898.01000000
        PA
        USD
        258935.36000000
        0.036090208594
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292JAL4
        
          
        
        12813.73000000
        PA
        USD
        13878.96000000
        0.001934438623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312945AM0
        
          
        
        312056.71000000
        PA
        USD
        325897.14000000
        0.045423289283
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TB4
        
          
        
        650000.00000000
        PA
        USD
        570171.88000000
        0.079470112093
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MHS34
        
          
        
        501650.00000000
        PA
        USD
        480889.62000000
        0.067026020304
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AA5A5
        
          
        
        98109.07000000
        PA
        USD
        103594.64000000
        0.014438940154
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200KKD8
        
          
        
        712.00000000
        PA
        USD
        782.97000000
        0.000109129748
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292KER4
        
          
        
        14983.26000000
        PA
        USD
        16097.02000000
        0.002243590097
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VCV4
        
          
        
        459000.00000000
        PA
        USD
        483551.08000000
        0.067396972524
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-01-15
          Fixed
          4.27200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FBU79
        
          
        
        242000.00000000
        PA
        USD
        246626.39000000
        0.034374593953
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-09-25
          Variable
          3.18700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNA INTERNATIONAL INC
        95RWVLFZX6VGDZNNTN43
        Magna International Inc
        559222AV6
        
          
        
        685000.00000000
        PA
        USD
        631083.65000000
        0.087959947105
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-06-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A04J2
        
          
        
        29103.18000000
        PA
        USD
        31402.87000000
        0.004376907536
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291LXX8
        
          
        
        19775.08000000
        PA
        USD
        21126.09000000
        0.002944537952
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RK6
        
          
        
        68000.00000000
        PA
        USD
        66230.94000000
        0.009231216779
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407HWN2
        
          
        
        16065.41000000
        PA
        USD
        17246.26000000
        0.002403770272
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RU4
        
          
        
        2439000.00000000
        PA
        USD
        2564284.58000000
        0.357407985485
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-11-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        78015K7H1
        
          
        
        850000.00000000
        PA
        USD
        802179.37000000
        0.111807135161
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-06-10
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGH1
        
          
        
        81000.00000000
        PA
        USD
        75497.97000000
        0.010522848195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAN3
        
          
        
        564000.00000000
        PA
        USD
        575297.04000000
        0.080184452898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31412V4L9
        
          
        
        10021.97000000
        PA
        USD
        11081.38000000
        0.001544514104
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ENAA7
        
          
        
        77676.22000000
        PA
        USD
        82600.72000000
        0.011512823952
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404B7G1
        
          
        
        4335.31000000
        PA
        USD
        4607.31000000
        0.000642163275
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAV7
        
          
        
        1700000.00000000
        PA
        USD
        1572418.96000000
        0.219162528689
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-29
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405RVJ2
        
          
        
        6210.71000000
        PA
        USD
        6599.75000000
        0.000919868009
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405XDY6
        
          
        
        70555.01000000
        PA
        USD
        77224.17000000
        0.010763444605
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FBUB0
        
          
        
        3341000.00000000
        PA
        USD
        52598.03000000
        0.007331072412
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-09-25
          Variable
          0.28800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAQ4
        
          
        
        409000.00000000
        PA
        USD
        414516.95000000
        0.057775049307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404XS39
        
          
        
        30190.73000000
        PA
        USD
        32774.99000000
        0.004568152552
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556102
        
          
        
        6098.00000000
        NS
        USD
        3601783.70000000
        0.502013803932
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJAD2
        
          
        
        4577.48000000
        PA
        USD
        5093.66000000
        0.000709950359
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJCL2
        
          
        
        19813.10000000
        PA
        USD
        22142.34000000
        0.003086182085
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M7PU4
        
          
        
        74756.23000000
        PA
        USD
        79608.13000000
        0.011095719091
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN UNION CO/THE
        28ID94QU1140NC23S047
        Western Union Co/The
        959802AY5
        
          
        
        161000.00000000
        PA
        USD
        159145.28000000
        0.022181545046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-10
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Bayview Financial Revolving Mortgage Loan Trust
        N/A
        Bayview Financial Revolving Asset Trust 2005-E
        073250BW1
        
          
        
        208582.03000000
        PA
        USD
        256178.15000000
        0.035705910814
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-12-28
          Floating
          2.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31388D4L9
        
          
        
        17983.99000000
        PA
        USD
        19305.86000000
        0.002690835714
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BY4
        
          
        
        577000.00000000
        PA
        USD
        622210.17000000
        0.086723168381
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cognizant Technology Solutions Corp
        5493006IEVQEFQO40L83
        Cognizant Technology Solutions Corp
        192446102
        
          
        
        36442.00000000
        NS
        USD
        3267754.14000000
        0.455457024289
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Masco Corp
        5GCSNMQXHEYA1JO8QN11
        Masco Corp
        574599106
        
          
        
        107682.00000000
        NS
        USD
        5491782.00000000
        0.765440293426
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KHW31
        
          
        
        106007.13000000
        PA
        USD
        101854.28000000
        0.014196370134
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WDYH1
        
          
        
        241543.41000000
        PA
        USD
        239935.63000000
        0.033442041040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAD2
        
          
        
        736000.00000000
        PA
        USD
        677008.72000000
        0.094360947555
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FXZ50
        
          
        
        1571777.83000000
        PA
        USD
        37322.18000000
        0.005201936349
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          0.33100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AU2
        
          
        
        500000.00000000
        PA
        USD
        450948.65000000
        0.062852871249
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2032-05-14
          Fixed
          3.09100000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128KSXS6
        
          
        
        17094.86000000
        PA
        USD
        18759.78000000
        0.002614723510
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371LEW5
        
          
        
        36983.25000000
        PA
        USD
        40001.61000000
        0.005575393214
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738BC1
        
          
        
        198000.00000000
        PA
        USD
        182742.46000000
        0.025470501597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297C6G0
        
          
        
        8723.10000000
        PA
        USD
        9317.25000000
        0.001298631040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404FYW7
        
          
        
        6919.32000000
        PA
        USD
        7356.77000000
        0.001025380866
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418ECH1
        
          
        
        373917.61000000
        PA
        USD
        361472.34000000
        0.050381732922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA NY
        N/A
        SVENSKA NY
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1000000.00000000
        0.139379220338
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.26000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Cantor Fitzgerald & Co.
        5493004J7H4GCPG6OB62
        Cantor Fitzgerald & Co.
        000000000
        
          
        
        5000000.00000000
        PA
        USD
        5000000.00000000
        0.696896101690
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.29000000
          2022-04-01
          
            
              20.00000000
              USD
              19.07000000
              USD
              UST
            
            
              3499.98000000
              USD
              2.85000000
              USD
              ABS
            
            
              302759.60000000
              USD
              116492.12000000
              USD
              ACMO
            
            
              11635.95000000
              USD
              8817.18000000
              USD
              ADAS
            
            
              8279867.78000000
              USD
              4974668.79000000
              USD
              AMBS
            
          
        
        
          
          N
          N
        
      
      
        Chubb Ltd
        E0JAN6VLUDI1HITHT809
        Chubb Ltd
        000000000
        
          
        
        36747.00000000
        NS
        USD
        7860183.30000000
        1.095546220068
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417NB67
        
          
        
        36718.52000000
        PA
        USD
        39721.71000000
        0.005536380970
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Omnicom Group Inc
        HKUPACFHSSASQK8HLS17
        Omnicom Group Inc
        681919106
        
          
        
        8821.00000000
        NS
        USD
        748726.48000000
        0.104356913028
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allegro CLO Ltd
        635400THLJMIHHPCEN50
        Allegro CLO IV Ltd
        01749TAQ3
        
          
        
        702748.00000000
        PA
        USD
        698726.17000000
        0.097387908804
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-15
          Floating
          1.79100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403VLY3
        
          
        
        4745.78000000
        PA
        USD
        5045.41000000
        0.000703225312
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137B1BS0
        
          
        
        488421.33000000
        PA
        USD
        490203.77000000
        0.068324219269
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-11-25
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475105
        
          
        
        25195.00000000
        NS
        USD
        4647217.75000000
        0.647725586736
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VULCAN MATERIALS CO
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co
        929160AZ2
        
          
        
        115000.00000000
        PA
        USD
        114058.23000000
        0.015897347170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FVNL2
        
          
        
        396103.00000000
        PA
        USD
        37356.32000000
        0.005206694756
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.34200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TLS2
        
          
        
        44871.24000000
        PA
        USD
        45518.41000000
        0.006344320496
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202F3N4
        
          
        
        72987.34000000
        PA
        USD
        77154.65000000
        0.010753754962
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137BA4
        
          
        
        470000.00000000
        PA
        USD
        441008.43000000
        0.061467411135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MARTIN MARIETTA MATERIAL
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284AT3
        
          
        
        263000.00000000
        PA
        USD
        264170.72000000
        0.036819908989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BCCXM0TQ5
        N/A
        BCCXM0TQ5
        000000000
        
          
        
        375000.00000000
        PA
        USD
        378574.22000000
        0.052765379623
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2052-04-01
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292H5P5
        
          
        
        60055.85000000
        PA
        USD
        65824.53000000
        0.009174571670
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36205F4W0
        
          
        
        74338.79000000
        PA
        USD
        83387.38000000
        0.011622468010
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030N101
        
          
        
        244419.00000000
        NS
        USD
        11443697.58000000
        1.595013646485
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PPG Industries Inc
        549300BKPEP01R3V6C59
        PPG Industries Inc
        693506107
        
          
        
        30032.00000000
        NS
        USD
        3936294.24000000
        0.548637622192
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295PM90
        
          
        
        50511.39000000
        PA
        USD
        56022.47000000
        0.007808368190
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amdocs Ltd
        549300HQV672RJ7RQV66
        Amdocs Ltd
        000000000
        
          
        
        46721.00000000
        NS
        USD
        3840933.41000000
        0.535346304056
        Long
        EC
        CORP
        GG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Invesco Ltd
        ECPGFXU8A2SHKVVGJI15
        Invesco Ltd
        000000000
        
          
        
        119940.00000000
        NS
        USD
        2765816.40000000
        0.385497333430
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAJ0
        
          
        
        640000.00000000
        PA
        USD
        602005.52000000
        0.083907060016
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128KTMG2
        
          
        
        14607.60000000
        PA
        USD
        15693.44000000
        0.002187339431
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEN NORSKE BANK OSLO
        N/A
        DEN NORSKE BANK OSLO
        000000000
        
          
        
        1000399.00000000
        PA
        USD
        1000399.00000000
        0.139434832647
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-09-07
          Floating
          0.83000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200J6N5
        
          
        
        84259.28000000
        PA
        USD
        91240.57000000
        0.012717039509
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BJGN7
        
          
        
        17632.87000000
        PA
        USD
        1645.36000000
        0.000229328993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EAST OHIO GAS CO/THE
        BC95Y6MXLT75BGO7UM71
        East Ohio Gas Co/The
        27409LAC7
        
          
        
        406000.00000000
        PA
        USD
        362087.12000000
        0.050467420480
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        JERSEY CENTRAL PWR & LT
        549300W9UGH9ZPLNPF79
        Jersey Central Power & Light Co
        476556DD4
        
          
        
        275000.00000000
        PA
        USD
        256077.02000000
        0.035691815394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFLN9
        
          
        
        347228.90000000
        PA
        USD
        341873.40000000
        0.047650047946
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WFPH3
        
          
        
        400266.73000000
        PA
        USD
        407845.24000000
        0.056845151569
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202FPG5
        
          
        
        78829.28000000
        PA
        USD
        84609.66000000
        0.011792828443
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-01-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161N101
        
          
        
        74910.00000000
        NS
        USD
        3567963.30000000
        0.497299942949
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225B2U1
        
          
        
        51090.72000000
        PA
        USD
        56845.88000000
        0.007923134433
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIAL
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284AV8
        
          
        
        67000.00000000
        PA
        USD
        61172.25000000
        0.008526140511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NiSource Inc
        549300D8GOWWH0SJB189
        NiSource Inc
        65473QBD4
        
          
        
        156000.00000000
        PA
        USD
        176810.35000000
        0.024643688730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-01
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AL3
        
          
        
        513000.00000000
        PA
        USD
        538942.41000000
        0.075117372912
        Long
        DBT
        
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktree CLO Ltd
        635400SBDDFQR1OHEJ54
        Oaktree CLO 2015-1 Ltd
        67389XAH0
        
          
        
        254518.00000000
        PA
        USD
        254083.54000000
        0.035413965705
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-10-20
          Floating
          1.60400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYA CLO LTD
        N/A
        Voya 2012-4 Ltd
        92916GBF0
        
          
        
        584168.00000000
        PA
        USD
        579322.91000000
        0.080745575519
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-15
          Floating
          1.69100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lear Corp
        549300UPNBTXA1SYTQ33
        Lear Corp
        521865204
        
          
        
        22354.00000000
        NS
        USD
        3187456.86000000
        0.444265252008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAK1
        
          
        
        150000.00000000
        PA
        USD
        152026.39000000
        0.021189319709
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-01-16
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297NBF2
        
          
        
        14711.63000000
        PA
        USD
        15662.97000000
        0.002183092546
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COX COMMUNICATIONS INC
        5493001NEDZNIFRP2R92
        Cox Communications Inc
        224044CL9
        
          
        
        404000.00000000
        PA
        USD
        346436.14000000
        0.048285999090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBL4
        
          
        
        351000.00000000
        PA
        USD
        325072.07000000
        0.045308291670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-04-15
          Fixed
          3.46900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Axalta Coating Systems Ltd
        529900AGLPA40GV6H619
        Axalta Coating Systems Ltd
        000000000
        
          
        
        136936.00000000
        NS
        USD
        3365886.88000000
        0.469134689080
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334CF9
        
          
        
        651000.00000000
        PA
        USD
        664498.91000000
        0.092617339991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-17
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36206YPQ8
        
          
        
        3217.96000000
        PA
        USD
        3434.50000000
        0.000478697932
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        Medtronic PLC
        000000000
        
          
        
        58716.00000000
        NS
        USD
        6514540.20000000
        0.907991533937
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832Q109
        
          
        
        170094.00000000
        NS
        USD
        9644329.80000000
        1.344219168207
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwell Healthcare Inc
        54930073NUTKK4QD3P47
        Northwell Healthcare Inc
        667274AC8
        
          
        
        407000.00000000
        PA
        USD
        410411.72000000
        0.057202865551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-01
          Fixed
          4.26000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BCCXM55E7
        N/A
        BCCXM55E7
        000000000
        
          
        
        309242.00000000
        PA
        USD
        314774.53000000
        0.043873028573
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2052-04-01
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407HWY8
        
          
        
        10326.83000000
        PA
        USD
        11085.88000000
        0.001545141311
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JF5
        
          
        
        145000.00000000
        PA
        USD
        130288.46000000
        0.018159503973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        713448108
        
          
        
        13236.00000000
        NS
        USD
        2215441.68000000
        0.308786534062
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128P8FJ5
        
          
        
        239868.06000000
        PA
        USD
        240908.95000000
        0.033577701623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140M9KT3
        
          
        
        4374996.59000000
        PA
        USD
        4065821.75000000
        0.566691065548
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385XF93
        
          
        
        58146.55000000
        PA
        USD
        63670.78000000
        0.008874383674
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Inc
        882508104
        
          
        
        24875.00000000
        NS
        USD
        4564065.00000000
        0.636135821272
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405CMV8
        
          
        
        19992.41000000
        PA
        USD
        21577.88000000
        0.003007508090
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202ECB3
        
          
        
        17291.53000000
        PA
        USD
        19186.79000000
        0.002674239830
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-01-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291XRG6
        
          
        
        6080.18000000
        PA
        USD
        6568.89000000
        0.000915566766
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ACA1
        
          
        
        557000.00000000
        PA
        USD
        508715.89000000
        0.070904424121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vulcan Materials Co
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co
        929160109
        
          
        
        13046.00000000
        NS
        USD
        2396550.20000000
        0.334029298377
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lear Corp
        549300UPNBTXA1SYTQ33
        Lear Corp
        521865AY1
        
          
        
        293000.00000000
        PA
        USD
        293242.98000000
        0.040871977922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419JSM1
        
          
        
        89645.21000000
        PA
        USD
        93547.13000000
        0.013038526044
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CP2
        
          
        
        200000.00000000
        PA
        USD
        189600.00000000
        0.026426300176
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-09
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137A9RJ7
        
          
        
        20474.47000000
        PA
        USD
        3533.90000000
        0.000492552226
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K305
        
          
        
        1350.00000000
        NS
        USD
        3754822.50000000
        0.523344232558
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407CD53
        
          
        
        28023.94000000
        PA
        USD
        30326.44000000
        0.004226875562
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405RR65
        
          
        
        21477.44000000
        PA
        USD
        23197.57000000
        0.003233259220
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        Anglo American Capital PLC
        034863BB5
        
          
        
        200000.00000000
        PA
        USD
        200092.24000000
        0.027888700406
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-03-16
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT JUN22
        000000000
        
          
        
        38.00000000
        NC
        USD
        -255116.65000000
        -0.03555795977
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CME Ultra Long Term US Treasury Bond Future
                WNM2 COMDTY
              
            
            2022-06-21
            6985866.65000000
            USD
            -255116.65000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417GQH2
        
          
        
        300962.43000000
        PA
        USD
        306952.60000000
        0.042782814068
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Henkel AG & Co KGaA
        549300VZCL1HTH4O4Y49
        Henkel AG & Co KGaA
        000000000
        
          
        
        47110.00000000
        NS
        
        3155052.63000000
        0.439748775695
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371LM63
        
          
        
        6670.04000000
        PA
        USD
        7345.37000000
        0.001023791943
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-4
        35563PML0
        
          
        
        154769.36000000
        PA
        USD
        153711.60000000
        0.021424202964
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAH6
        
          
        
        51000.00000000
        PA
        USD
        52310.29000000
        0.007290967435
        Long
        DBT
        
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Southern Co/The
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587107
        
          
        
        67722.00000000
        NS
        USD
        4910522.22000000
        0.684424758476
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ENEK1
        
          
        
        637277.40000000
        PA
        USD
        677589.47000000
        0.094441892037
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F2LJ3
        
          
        
        354000.00000000
        PA
        USD
        359578.76000000
        0.050117807218
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Fixed
          3.11700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EPS47
        
          
        
        19971.51000000
        PA
        USD
        20878.67000000
        0.002910052746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        Roche Holding AG
        000000000
        
          
        
        9014.00000000
        NS
        
        3564814.48000000
        0.496861062872
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ERQU7
        
          
        
        191876.35000000
        PA
        USD
        193880.14000000
        0.027022862752
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FEZU7
        
          
        
        528000.00000000
        PA
        USD
        558930.82000000
        0.077903341914
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trust
        549300D5DIOOMKWXVZ20
        Csail 2015-C2 Commercial Mortgage Trust
        12634NAT5
        
          
        
        738578.00000000
        PA
        USD
        738787.39000000
        0.102971610413
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-15
          Fixed
          3.50400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179NJA7
        
          
        
        315864.93000000
        PA
        USD
        324321.58000000
        0.045203688959
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Archer-Daniels-Midland Co
        549300LO13MQ9HYSTR83
        Archer-Daniels-Midland Co
        039483102
        
          
        
        29854.00000000
        NS
        USD
        2694622.04000000
        0.375574319041
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132J9V88
        
          
        
        187550.66000000
        PA
        USD
        187426.42000000
        0.026123348290
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAG6
        
          
        
        215000.00000000
        PA
        USD
        212098.66000000
        0.029562145865
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-05-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRU JPM 4278 DUS 2.990 APR 01
        N/A
        STRU JPM 4278 DUS 2.990 APR 01
        000000000
        
          
        
        333789.00000000
        PA
        USD
        335327.56000000
        0.046737693870
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2052-04-01
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J M Smucker Co/The
        5493000WDH6A0LHDJD55
        J M Smucker Co/The
        832696405
        
          
        
        9666.00000000
        NS
        USD
        1308873.06000000
        0.182429706624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        NXP Semiconductors NV
        724500M9BY5293JDF951
        NXP Semiconductors NV
        000000000
        
          
        
        16239.00000000
        NS
        USD
        3005514.12000000
        0.418906214760
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418ECZ1
        
          
        
        574422.00000000
        PA
        USD
        553709.81000000
        0.077175641611
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Turnpike Authority
        5493005YN67D71KSMI84
        NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
        646139W35
        
          
        
        1050000.00000000
        PA
        USD
        1529451.53000000
        0.213173761796
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-01-01
          Fixed
          7.41400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore 2021-CRE6 Issuer, Ltd.
        N/A
        LoanCore 2021-CRE6 Issuer Ltd
        53948HAE6
        
          
        
        3913500.00000000
        PA
        USD
        3880916.20000000
        0.540919074153
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2038-11-15
          Floating
          2.29700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCCXM4385
        N/A
        BCCXM4385
        000000000
        
          
        
        265000.00000000
        PA
        USD
        270538.09000000
        0.037707388055
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2052-04-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Temasek Financial I Ltd
        549300XMGMDF3VRJMF12
        Temasek Financial I Ltd
        87973PAC8
        
          
        
        1790000.00000000
        PA
        USD
        1793277.10000000
        0.249945564048
        Long
        DBT
        CORP
        SG
        N
        
        2
        
          2023-01-23
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404CMC1
        
          
        
        9607.09000000
        PA
        USD
        10214.74000000
        0.001423722497
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fixed Income Clearing Corp
        549300H47WTHXPU08X20
        FIXED INC CLEARING CORP.REPO
        000000000
        
          
        
        22846075.18000000
        PA
        USD
        22846075.18000000
        3.184268146374
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          N
          0.00000000
          2022-04-01
          
            
              23239500.00000000
              USD
              23303036.89000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738108
        
          
        
        30994.00000000
        NS
        USD
        3142791.60000000
        0.438039842893
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405VJP3
        
          
        
        43354.65000000
        PA
        USD
        46745.04000000
        0.006515287229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418ECY4
        
          
        
        788906.00000000
        PA
        USD
        740371.12000000
        0.103192349466
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404BNP3
        
          
        
        40809.55000000
        PA
        USD
        44012.29000000
        0.006134398665
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405MWQ6
        
          
        
        16323.56000000
        PA
        USD
        17432.86000000
        0.002429778435
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H3EZ1
        
          
        
        453515.00000000
        PA
        USD
        31359.75000000
        0.004370897504
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-25
          Variable
          0.85600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGZ6
        
          
        
        527000.00000000
        PA
        USD
        527265.97000000
        0.073489919809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-23
          Fixed
          3.36600000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371LCC1
        
          
        
        61926.52000000
        PA
        USD
        65867.67000000
        0.009180584490
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS Ltd
        N/A
        BDS 2019-FL4 LTD
        05492KAA7
        
          
        
        472556.74000000
        PA
        USD
        471396.61000000
        0.065702891971
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-08-15
          Floating
          1.54100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-2
        35563PKJ7
        
          
        
        71415.10000000
        PA
        USD
        72710.65000000
        0.010134353707
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-08-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405KD73
        
          
        
        3688.49000000
        PA
        USD
        3958.76000000
        0.000551768882
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LABORATORY CORP OF AMER
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corp of America Holdings
        50540RAS1
        
          
        
        209000.00000000
        PA
        USD
        222536.06000000
        0.031016902539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128LXE55
        
          
        
        19864.41000000
        PA
        USD
        22197.74000000
        0.003093903694
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61746BDQ6
        
          
        
        496000.00000000
        PA
        USD
        505971.33000000
        0.070521889488
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-29
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJM64
        
          
        
        35566.48000000
        PA
        USD
        37883.51000000
        0.005280174087
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109CC3
        
          
        
        1514000.00000000
        PA
        USD
        1502276.49000000
        0.209386125908
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404P6Y2
        
          
        
        9998.29000000
        PA
        USD
        10804.20000000
        0.001505880972
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EDG1
        
          
        
        15338.32000000
        PA
        USD
        17013.92000000
        0.002371386904
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-04-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ER5E6
        
          
        
        173229.24000000
        PA
        USD
        181241.40000000
        0.025261285024
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371LJS9
        
          
        
        32248.31000000
        PA
        USD
        35319.32000000
        0.004922779284
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAZ4
        
          
        
        10500000.00000000
        PA
        USD
        9707578.13000000
        1.353034671130
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-11-30
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALCON FINANCE CORP
        549300CUZUI9VU7XNK42
        Alcon Finance Corp
        01400EAC7
        
          
        
        462000.00000000
        PA
        USD
        430518.55000000
        0.060005339840
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-09-23
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HBN4
        
          
        
        554000.00000000
        PA
        USD
        558362.73000000
        0.077824161973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-09
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31394CSB9
        
          
        
        11097.39000000
        PA
        USD
        11367.21000000
        0.001584352867
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-03-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AY0
        
          
        
        466000.00000000
        PA
        USD
        483247.19000000
        0.067354616572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        05533UAC2
        
          
        
        810000.00000000
        PA
        USD
        823251.60000000
        0.114744166150
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2022-09-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EPUM4
        
          
        
        36002.70000000
        PA
        USD
        38283.45000000
        0.005335917412
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
        
        53927.00000000
        NS
        USD
        16626233.37000000
        2.317351444270
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297GXJ5
        
          
        
        11287.22000000
        PA
        USD
        12217.79000000
        0.001702906044
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406B2L3
        
          
        
        77275.57000000
        PA
        USD
        83033.48000000
        0.011573141704
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        Business Jet Securities 2021-1 LLC
        12327BAA4
        
          
        
        362139.35000000
        PA
        USD
        336762.98000000
        0.046937761591
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-04-15
          Fixed
          2.16200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AS5
        
          
        
        485000.00000000
        PA
        USD
        512918.63000000
        0.071490198746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406TAC5
        
          
        
        30683.76000000
        PA
        USD
        33542.42000000
        0.004675116347
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDYN0
        
          
        
        393201.53000000
        PA
        USD
        376923.55000000
        0.052535310526
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887109
        
          
        
        8423.00000000
        NS
        USD
        2240518.00000000
        0.312281651993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STRU JPM 4272 DUS APR 01 52
        8I5DZWZKVSZI1NUHU748
        STRU JPM 4272 DUS APR 01 52
        000000000
        
          
        
        1045281.00000000
        PA
        USD
        1049404.96000000
        0.146265245143
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2052-04-01
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385JJC3
        
          
        
        26811.63000000
        PA
        USD
        29260.57000000
        0.004078315433
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138X13A2
        
          
        
        157059.29000000
        PA
        USD
        160205.68000000
        0.022329342772
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F9Z38
        
          
        
        441180.00000000
        PA
        USD
        31050.16000000
        0.004327747092
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          0.93600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AM9
        
          
        
        330000.00000000
        PA
        USD
        277955.70000000
        0.038741248754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dollar Tree Inc
        549300PMSTQITB1WHR43
        Dollar Tree Inc
        256746108
        
          
        
        6359.00000000
        NS
        USD
        1018393.85000000
        0.141942940810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A2AX7
        
          
        
        83078.16000000
        PA
        USD
        86691.73000000
        0.012083025737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444UBC9
        
          
        
        800000.00000000
        PA
        USD
        788560.97000000
        0.109909013187
        Long
        DBT
        
        US
        N
        
        2
        
          2024-11-18
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CNC3
        
          
        
        19075.92000000
        PA
        USD
        19263.39000000
        0.002684916279
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2023-07-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822CD4
        
          
        
        920000.00000000
        PA
        USD
        857253.61000000
        0.119483339793
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2033-01-19
          Fixed
          2.85200000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407VTF2
        
          
        
        21510.74000000
        PA
        USD
        23232.18000000
        0.003238083135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regal Rexnord Corp
        QH78R09VCJGQKPBPYU33
        Regal Rexnord Corp
        758750103
        
          
        
        14606.00000000
        NS
        USD
        2173080.68000000
        0.302882290910
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202FPF7
        
          
        
        280440.22000000
        PA
        USD
        293276.55000000
        0.040876656882
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-01-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BX6
        
          
        
        627000.00000000
        PA
        USD
        639102.80000000
        0.089077649979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        549300S7ENI2U7O0XH56
        Wells Fargo Commercial Mortgage Trust 2015-C28
        94989JAZ9
        
          
        
        1410327.00000000
        PA
        USD
        1415426.46000000
        0.197281036440
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-15
          Fixed
          3.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        Applied Materials Inc
        038222105
        
          
        
        31025.00000000
        NS
        USD
        4089095.00000000
        0.569934872988
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L1Y58
        
          
        
        60001.40000000
        PA
        USD
        55842.77000000
        0.007783321744
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201KAN6
        
          
        
        1069.08000000
        PA
        USD
        1151.96000000
        0.000160559286
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBT6
        
          
        
        1226000.00000000
        PA
        USD
        1153791.43000000
        0.160814549946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-12
          Fixed
          2.72100000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404YMU3
        
          
        
        142337.46000000
        PA
        USD
        155610.10000000
        0.021688814414
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-3
        35563PLH0
        
          
        
        102117.90000000
        PA
        USD
        102612.74000000
        0.014302083697
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EQ5E8
        
          
        
        43902.94000000
        PA
        USD
        46686.31000000
        0.006507101488
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297AZP2
        
          
        
        7085.75000000
        PA
        USD
        7612.46000000
        0.001061018739
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        2020 CASH EXCH TRUST
        N/A
        2020 Cash Mandatory Exchangeable Trust
        901375105
        
          
        
        1603.00000000
        NS
        USD
        1787345.00000000
        0.249118752575
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          
        
      
      
        Cent CLO LP
        549300K7BI8XA1XTMK83
        Columbia Cent CLO 28 Ltd
        197361AS7
        
          
        
        1026773.00000000
        PA
        USD
        1010864.18000000
        0.140893461276
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-11-07
          Floating
          2.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407NAV5
        
          
        
        7813.47000000
        PA
        USD
        8343.81000000
        0.001162953732
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297CNS5
        
          
        
        2000.48000000
        PA
        USD
        2137.14000000
        0.000297872906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BH5
        
          
        
        475000.00000000
        PA
        USD
        419198.54000000
        0.058427565672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-10-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        913017CY3
        
          
        
        502000.00000000
        PA
        USD
        524741.91000000
        0.073138118294
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-16
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036P108
        
          
        
        10526.00000000
        NS
        USD
        2424348.32000000
        0.337903778669
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENERAL MILLS INC
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334CL6
        
          
        
        134000.00000000
        PA
        USD
        128724.91000000
        0.017941577593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Willis Towers Watson PLC
        549300WHC56FF48KL350
        Willis Towers Watson PLC
        000000000
        
          
        
        23634.00000000
        NS
        USD
        5582823.48000000
        0.778129583927
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AM6S9
        
          
        
        32798.73000000
        PA
        USD
        33431.73000000
        0.004659688461
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FWHX1
        
          
        
        357560.00000000
        PA
        USD
        40999.12000000
        0.005714425380
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-25
          Variable
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WAFE2
        
          
        
        64094.75000000
        PA
        USD
        64760.87000000
        0.009026319569
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371J5A8
        
          
        
        13830.81000000
        PA
        USD
        15055.01000000
        0.002098355555
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        000000000
        
          
        
        123058.00000000
        NS
        USD
        8068913.06000000
        1.124638811278
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404U5K2
        
          
        
        60946.91000000
        PA
        USD
        67806.41000000
        0.009450804559
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wendy's Co/The
        529900M0JIUCMWVKHG76
        Wendy's Co/The
        95058W100
        
          
        
        74150.00000000
        NS
        USD
        1629075.50000000
        0.227059273061
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31398RDA0
        
          
        
        36225.31000000
        PA
        USD
        36334.05000000
        0.005064211560
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-25
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687FY7
        
          
        
        1021000.00000000
        PA
        USD
        994443.57000000
        0.138604769456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-13
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132J4MM8
        
          
        
        167041.95000000
        PA
        USD
        169235.30000000
        0.023587884167
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QKY77
        
          
        
        130198.61000000
        PA
        USD
        128437.01000000
        0.017901450316
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405PNR7
        
          
        
        15194.13000000
        PA
        USD
        16484.28000000
        0.002297566094
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAR3
        
          
        
        410000.00000000
        PA
        USD
        379443.09000000
        0.052886482046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXG4
        
          
        
        1755000.00000000
        PA
        USD
        1627956.13000000
        0.226903256144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-07
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444UBG0
        
          
        
        517000.00000000
        PA
        USD
        470052.18000000
        0.065515506366
        Long
        DBT
        
        US
        N
        
        2
        
          2027-07-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAQ3
        
          
        
        303000.00000000
        PA
        USD
        303965.36000000
        0.042366454886
        Long
        DBT
        
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DIAGEO CAPITAL PLC
        213800L23DJLALFC4O95
        Diageo Capital PLC
        25243YBB4
        
          
        
        835000.00000000
        PA
        USD
        790496.37000000
        0.110178767730
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-10-24
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405MW29
        
          
        
        12403.09000000
        PA
        USD
        13178.03000000
        0.001836743546
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Best Buy Co Inc
        HL5XPTVRV0O8TUN5LL90
        Best Buy Co Inc
        08652BAA7
        
          
        
        648000.00000000
        PA
        USD
        675757.56000000
        0.094186561850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAN4
        
          
        
        193000.00000000
        PA
        USD
        166683.10000000
        0.023232160521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-09-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A5GN6
        
          
        
        110372.67000000
        PA
        USD
        115457.46000000
        0.016092370757
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272BE7
        
          
        
        208000.00000000
        PA
        USD
        189941.50000000
        0.026473898179
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-27
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        RAYMOND JAMES FINANCIAL
        RGUZHJ05YTITL6D76949
        Raymond James Financial Inc
        754730AF6
        
          
        
        696000.00000000
        PA
        USD
        779338.64000000
        0.108623612022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F040669
        
          
        
        300000.00000000
        PA
        USD
        304020.89000000
        0.042374194614
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404QM71
        
          
        
        29393.19000000
        PA
        USD
        31547.63000000
        0.004397084072
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP CLO Ltd
        254900FZYL5HDKV64882
        OCP CLO 2015-10 Ltd
        67092DAV1
        
          
        
        4041128.00000000
        PA
        USD
        3989510.67000000
        0.556054886715
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-26
          Floating
          1.78300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        Cigna Corp
        125523100
        
          
        
        45916.00000000
        NS
        USD
        11001932.76000000
        1.533440810301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202ECQ0
        
          
        
        8703.31000000
        PA
        USD
        9662.48000000
        0.001346748928
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-02-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403WKD8
        
          
        
        17021.66000000
        PA
        USD
        18097.70000000
        0.002522443315
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132JAJ97
        
          
        
        221595.25000000
        PA
        USD
        221380.14000000
        0.030855791311
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405DWE3
        
          
        
        12937.30000000
        PA
        USD
        14117.01000000
        0.001967617847
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B6DQ0
        
          
        
        191578.00000000
        PA
        USD
        183887.14000000
        0.025630046203
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JH1
        
          
        
        283000.00000000
        PA
        USD
        231609.14000000
        0.032281501356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CNT6
        
          
        
        2448.43000000
        PA
        USD
        2491.90000000
        0.000347319079
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2024-05-01
          Fixed
          5.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON INGALLS INDUS
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries Inc
        446413AS5
        
          
        
        180000.00000000
        PA
        USD
        181922.76000000
        0.025356252450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          3.84400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TUA1
        
          
        
        528243.45000000
        PA
        USD
        535840.67000000
        0.074685054810
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404AHA5
        
          
        
        11043.89000000
        PA
        USD
        11755.07000000
        0.001638412491
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291ACR8
        
          
        
        15804.13000000
        PA
        USD
        16977.48000000
        0.002366307925
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CP2
        
          
        
        258000.00000000
        PA
        USD
        236435.44000000
        0.032954187287
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-11-16
          Fixed
          2.31100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        JPMBB Commercial Mortgage Securities Trust 2015-C28
        46644FAD3
        
          
        
        1036740.00000000
        PA
        USD
        1029728.53000000
        0.143522759671
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-15
          Fixed
          3.22700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L1Y41
        
          
        
        93095.00000000
        PA
        USD
        86699.63000000
        0.012084126833
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AMD58
        
          
        
        35893.81000000
        PA
        USD
        38597.41000000
        0.005379676912
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31413GAG5
        
          
        
        31041.80000000
        PA
        USD
        33868.16000000
        0.004720517735
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHC6
        
          
        
        455000.00000000
        PA
        USD
        456148.82000000
        0.063577666889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-20
          Fixed
          3.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132HNZH5
        
          
        
        13971.03000000
        PA
        USD
        13963.22000000
        0.001946182717
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DuPont de Nemours Inc
        5493004JF0SDFLM8GD76
        DuPont de Nemours Inc
        26614N102
        
          
        
        47903.00000000
        NS
        USD
        3524702.74000000
        0.491270319824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851300
        
          
        
        418.00000000
        NS
        USD
        846345.50000000
        0.117962975926
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417AYK9
        
          
        
        165063.98000000
        PA
        USD
        172655.94000000
        0.024064650303
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416BW87
        
          
        
        175458.37000000
        PA
        USD
        186700.94000000
        0.026022231453
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBM7
        
          
        
        879000.00000000
        PA
        USD
        794385.85000000
        0.110720880420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-22
          Fixed
          3.10900000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd
        88032WAU0
        
          
        
        548000.00000000
        PA
        USD
        487392.89000000
        0.067932441006
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-06-03
          Fixed
          2.39000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        TARGA RESOURCES CORP
        5493003QENHHS261UR94
        Targa Resources Corp
        87612GAA9
        
          
        
        217000.00000000
        PA
        USD
        218979.94000000
        0.030521253306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XCAK4
        
          
        
        141426.66000000
        PA
        USD
        135241.21000000
        0.018849814407
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404LQM5
        
          
        
        11355.10000000
        PA
        USD
        12150.32000000
        0.001693502128
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAQ2
        
          
        
        106000.00000000
        PA
        USD
        107531.44000000
        0.014987648269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-24
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QEAV4
        
          
        
        166977.51000000
        PA
        USD
        160030.87000000
        0.022304977890
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31413F7J5
        
          
        
        28099.82000000
        PA
        USD
        30346.55000000
        0.004229678478
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142103
        
          
        
        31537.00000000
        NS
        USD
        4696490.04000000
        0.654593120100
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BFE98
        
          
        
        424000.00000000
        PA
        USD
        428590.27000000
        0.059736577677
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-10-25
          Fixed
          3.17100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202FP67
        
          
        
        70842.86000000
        PA
        USD
        74432.13000000
        0.010374292247
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-02-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940XAE2
        
          
        
        644000.00000000
        PA
        USD
        593298.48000000
        0.082693479570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CPA5
        
          
        
        5711.19000000
        PA
        USD
        5734.24000000
        0.000799233900
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2024-09-01
          Fixed
          4.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271VAJ9
        
          
        
        108000.00000000
        PA
        USD
        104679.37000000
        0.014590128976
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208PYJ1
        
          
        
        10732.71000000
        PA
        USD
        11632.07000000
        0.001621268847
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEL5
        
          
        
        919000.00000000
        PA
        USD
        861781.30000000
        0.120114405695
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-21
          Fixed
          2.94300000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138MBH82
        
          
        
        71478.52000000
        PA
        USD
        74767.31000000
        0.010421009374
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FCJM7
        
          
        
        3310248.99000000
        PA
        USD
        55411.91000000
        0.007723268813
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-25
          Variable
          0.32800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F022642
        
          
        
        4115000.00000000
        PA
        USD
        3925967.19000000
        0.547198246015
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Commercial Mortgage Trust
        N/A
        STWD 2022-FL3 Ltd
        78485KAE5
        
          
        
        1507000.00000000
        PA
        USD
        1492220.40000000
        0.207984515924
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2038-11-15
          Floating
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BZ6
        
          
        
        628000.00000000
        PA
        USD
        521950.47000000
        0.072749049563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAK0
        
          
        
        657000.00000000
        PA
        USD
        600017.73000000
        0.083630003396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M4ZA4
        
          
        
        10884.07000000
        PA
        USD
        11915.70000000
        0.001660800975
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WR26
        
          
        
        1154239.59000000
        PA
        USD
        1121005.10000000
        0.156244816833
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-11-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Services Inc
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759AT7
        
          
        
        397000.00000000
        PA
        USD
        408087.71000000
        0.056878946849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WLP1
        
          
        
        310440.31000000
        PA
        USD
        301501.67000000
        0.042023067695
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-08-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405ELT0
        
          
        
        5678.95000000
        PA
        USD
        6060.20000000
        0.000844665951
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stanley Black & Decker Inc
        549300DJ09SMTO561131
        Stanley Black & Decker Inc
        854502101
        
          
        
        30257.00000000
        NS
        USD
        4229626.03000000
        0.589521978383
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X5XN8
        
          
        
        163106.88000000
        PA
        USD
        155848.52000000
        0.021722045208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132L5AD5
        
          
        
        591941.82000000
        PA
        USD
        591487.84000000
        0.082441113978
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHCP 2021-FL1 Ltd.
        N/A
        CHCP 2021-FL1 Ltd
        12546JAC8
        
          
        
        650500.00000000
        PA
        USD
        642546.92000000
        0.089557688740
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2038-02-15
          Floating
          1.46400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-4
        35563PMN6
        
          
        
        101739.49000000
        PA
        USD
        100533.77000000
        0.014012318480
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACCAR Inc
        KDTEY8BWE486IKZ3CC07
        PACCAR Inc
        693718108
        
          
        
        27265.00000000
        NS
        USD
        2401228.55000000
        0.334681363152
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-3
        35563PLK3
        
          
        
        99255.37000000
        PA
        USD
        100927.45000000
        0.014067189291
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A9WQ0
        
          
        
        69680.64000000
        PA
        USD
        75014.99000000
        0.010455530819
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT JUN22
        000000000
        
          
        
        -105.00000000
        NC
        USD
        214072.85000000
        0.029837306928
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                Ultra 10-Year US Treasury Note Futures
                UXYM2 COMDTY
              
            
            2022-06-21
            -14438291.60000000
            USD
            214072.85000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FARJ9
        
          
        
        4483000.00000000
        PA
        USD
        50878.91000000
        0.007091462807
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-25
          Variable
          0.50800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200RLF7
        
          
        
        529.80000000
        PA
        USD
        589.96000000
        0.000082228164
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BYPS3
        
          
        
        1545546.07000000
        PA
        USD
        23465.56000000
        0.003270611457
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-04-25
          Variable
          0.89500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
        61767EAE4
        
          
        
        519442.00000000
        PA
        USD
        521980.05000000
        0.072753172401
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-15
          Fixed
          3.53600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2020-A
        80286KAE2
        
          
        
        487000.00000000
        PA
        USD
        486331.64000000
        0.067784524808
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-20
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MHSV2
        
          
        
        122467.00000000
        PA
        USD
        114033.74000000
        0.015893933773
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nestle SA
        KY37LUS27QQX7BB93L28
        Nestle SA
        000000000
        
          
        
        16350.00000000
        NS
        
        2122570.28000000
        0.295842190739
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        OCBC LONDON
        N/A
        OCBC LONDON
        000000000
        
          
        
        99983.00000000
        PA
        USD
        99983.00000000
        0.013935552587
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-04-14
          Fixed
          0.00000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404WRQ1
        
          
        
        18336.43000000
        PA
        USD
        20072.79000000
        0.002797729820
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MS GOVT US LEX
        N/A
        MS GOVT US LEX
        000000000
        
          
        
        1000000.00000000
        NS
        USD
        1000000.00000000
        0.139379220338
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAF5
        
          
        
        558000.00000000
        PA
        USD
        492056.75000000
        0.068582486177
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2041-05-11
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        WESTINGHOUSE AIR BRAKE
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        960386AQ3
        
          
        
        248000.00000000
        PA
        USD
        242107.03000000
        0.033744689079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WD3L3
        
          
        
        482048.26000000
        PA
        USD
        491369.17000000
        0.068486651812
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WH5Q4
        
          
        
        348691.09000000
        PA
        USD
        346809.23000000
        0.048338000083
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        GSK Consumer Healthcare Capital US LLC
        36264FAC5
        
          
        
        542000.00000000
        PA
        USD
        536476.38000000
        0.074773659574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-24
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFE9
        
          
        
        310000.00000000
        PA
        USD
        304877.36000000
        0.042493568735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-22
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZZ0
        
          
        
        384386.00000000
        PA
        USD
        44828.90000000
        0.006248217130
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.66300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        JPMBB Commercial Mortgage Securities Trust 2014-C26
        46643TBJ0
        
          
        
        1590000.00000000
        PA
        USD
        1594131.62000000
        0.222188822311
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-01-15
          Fixed
          3.49400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAL2
        
          
        
        334000.00000000
        PA
        USD
        328987.70000000
        0.045854049126
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-09-10
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ERCZ1
        
          
        
        51442.87000000
        PA
        USD
        53823.45000000
        0.007501870496
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FYUL8
        
          
        
        1261017.93000000
        PA
        USD
        48098.38000000
        0.006703914703
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-25
          Variable
          0.52900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F020646
        
          
        
        2175000.00000000
        PA
        USD
        2018926.76000000
        0.281396437728
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WHJY2
        
          
        
        531397.44000000
        PA
        USD
        528204.25000000
        0.073620696544
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419B5X9
        
          
        
        153383.22000000
        PA
        USD
        160445.17000000
        0.022362722701
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH & MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748BH4
        
          
        
        242000.00000000
        PA
        USD
        265720.46000000
        0.037035910542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405XTJ2
        
          
        
        130257.37000000
        PA
        USD
        139781.94000000
        0.019482697814
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group Inc
        86562MCN8
        
          
        
        1536000.00000000
        PA
        USD
        1428519.18000000
        0.199105889546
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2029-01-14
          Fixed
          2.47200000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312943UJ0
        
          
        
        201152.32000000
        PA
        USD
        210571.00000000
        0.029349221805
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BE2
        
          
        
        582000.00000000
        PA
        USD
        602772.03000000
        0.084013895583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407PYP7
        
          
        
        14739.95000000
        PA
        USD
        16331.00000000
        0.002276202047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT Ltd
        N/A
        BXMT 2021-FL4 Ltd
        05609GAC2
        
          
        
        1532500.00000000
        PA
        USD
        1508102.91000000
        0.210198207785
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2038-05-15
          Floating
          1.69700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385JMS4
        
          
        
        7688.64000000
        PA
        USD
        8420.98000000
        0.001173709626
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BMTX4
        
          
        
        317000.00000000
        PA
        USD
        320933.65000000
        0.044731481917
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-25
          Fixed
          3.15100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05530QAP5
        
          
        
        1224000.00000000
        PA
        USD
        1226603.18000000
        0.170962994892
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-03-16
          Fixed
          4.44800000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EBJ2
        
          
        
        331000.00000000
        PA
        USD
        313083.20000000
        0.043637292316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          3.95100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BX6
        
          
        
        587000.00000000
        PA
        USD
        639374.52000000
        0.089115522101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-06
          Fixed
          4.66900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406ANH1
        
          
        
        2939.08000000
        PA
        USD
        3138.79000000
        0.000437482103
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A7PB8
        
          
        
        79088.53000000
        PA
        USD
        83721.48000000
        0.011669034607
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FAWU8
        
          
        
        3833228.88000000
        PA
        USD
        102156.70000000
        0.014238521198
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-07-25
          Variable
          0.57700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VDR2
        
          
        
        573000.00000000
        PA
        USD
        647991.84000000
        0.090316597444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-03-15
          Fixed
          4.81200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FDVW3
        
          
        
        104993.75000000
        PA
        USD
        104336.22000000
        0.014542300996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FCLF9
        
          
        
        3644801.54000000
        PA
        USD
        51716.09000000
        0.007208148303
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-25
          Variable
          0.28900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FBC38
        
          
        
        3107000.00000000
        PA
        USD
        56010.51000000
        0.007806701214
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-08-25
          Variable
          0.32900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312934M58
        
          
        
        123423.86000000
        PA
        USD
        133712.00000000
        0.018636674309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297HGM5
        
          
        
        6057.33000000
        PA
        USD
        6441.32000000
        0.000897786159
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPRT Issuer, Ltd.
        N/A
        BSPRT 2022-FL8 Issuer Ltd
        055983AE0
        
          
        
        524000.00000000
        PA
        USD
        521627.75000000
        0.072704069101
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2037-02-15
          Floating
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DYJ4
        
          
        
        5063.05000000
        PA
        USD
        5391.92000000
        0.000751521605
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-07-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONCOR ELECTRIC DELIVERY
        549300SP2X2BS1KERD24
        Oncor Electric Delivery Co LLC
        68233JBK9
        
          
        
        713000.00000000
        PA
        USD
        812567.50000000
        0.113255024622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405FXF4
        
          
        
        10958.72000000
        PA
        USD
        11710.02000000
        0.001632133457
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAS0
        
          
        
        213000.00000000
        PA
        USD
        198573.18000000
        0.027676975008
        Long
        DBT
        
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FBTE6
        
          
        
        4897000.00000000
        PA
        USD
        45313.41000000
        0.006315747756
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-25
          Variable
          0.31600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HHF42
        
          
        
        483612.37000000
        PA
        USD
        488649.55000000
        0.068107593297
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verisk Analytics Inc
        549300I1YSWNIRKBWP67
        Verisk Analytics Inc
        92345YAF3
        
          
        
        630000.00000000
        PA
        USD
        649605.54000000
        0.090541513692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448CAR5
        
          
        
        665000.00000000
        PA
        USD
        604460.53000000
        0.084249237396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-05
          Fixed
          3.37700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ETDS2
        
          
        
        96197.89000000
        PA
        USD
        100380.96000000
        0.013991019941
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RPM INTERNATIONAL INC
        549300TJCKW4BRXPJ474
        RPM International Inc
        749685AY9
        
          
        
        491000.00000000
        PA
        USD
        450080.55000000
        0.062731876148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M4C43
        
          
        
        10098.74000000
        PA
        USD
        10826.59000000
        0.001509001673
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419CSC8
        
          
        
        12417.20000000
        PA
        USD
        13143.26000000
        0.001831897331
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QMZC1
        
          
        
        470434.00000000
        PA
        USD
        450094.58000000
        0.062733831638
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJMN7
        
          
        
        42841.28000000
        PA
        USD
        45631.95000000
        0.006360145613
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31296XVE2
        
          
        
        9140.09000000
        PA
        USD
        9725.92000000
        0.001355591146
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TLR4
        
          
        
        539524.13000000
        PA
        USD
        537216.65000000
        0.074876837829
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FARG5
        
          
        
        1573524.57000000
        PA
        USD
        14535.43000000
        0.002025936900
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-25
          Variable
          0.60400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137B3NA2
        
          
        
        793541.45000000
        PA
        USD
        801382.27000000
        0.111696035985
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-04-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405MZF7
        
          
        
        24413.99000000
        PA
        USD
        26196.96000000
        0.003651311860
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H2NA8
        
          
        
        361575.00000000
        PA
        USD
        27231.23000000
        0.003795467606
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-25
          Variable
          0.93800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405N4M4
        
          
        
        22110.17000000
        PA
        USD
        23726.36000000
        0.003306961558
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOKING HOLDINGS INC
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        09857LAR9
        
          
        
        424000.00000000
        PA
        USD
        459863.89000000
        0.064095470449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-13
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICON PLC
        6354008SRQGEMC4XFI67
        ICON PLC
        000000000
        
          
        
        7796.00000000
        NS
        USD
        1896143.12000000
        0.264282949715
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505104
        
          
        
        249262.00000000
        NS
        USD
        10274579.64000000
        1.432062899525
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417AVY2
        
          
        
        58948.92000000
        PA
        USD
        60127.84000000
        0.008380571459
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38377YEC0
        
          
        
        57602.49000000
        PA
        USD
        59192.14000000
        0.008250154323
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TQN8
        
          
        
        752903.94000000
        PA
        USD
        749646.78000000
        0.104485183725
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AFWD5
        
          
        
        105687.49000000
        PA
        USD
        114787.28000000
        0.015998961591
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405FZM7
        
          
        
        1595.23000000
        PA
        USD
        1704.28000000
        0.000237541217
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F84L4
        
          
        
        400945.00000000
        PA
        USD
        32100.42000000
        0.004474131512
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-25
          Variable
          1.08100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405FTX0
        
          
        
        15174.91000000
        PA
        USD
        16258.43000000
        0.002266087297
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H3EX6
        
          
        
        484285.72000000
        PA
        USD
        19658.71000000
        0.002740015672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-25
          Variable
          0.50800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297VPS1
        
          
        
        15604.79000000
        PA
        USD
        16761.92000000
        0.002336263340
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137B2HN3
        
          
        
        684987.91000000
        PA
        USD
        690834.14000000
        0.096287923816
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-02-25
          Fixed
          3.11100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC BANK NA
        AD6GFRVSDT01YPT1CS68
        PNC Bank NA
        69349LAS7
        
          
        
        250000.00000000
        PA
        USD
        240032.24000000
        0.033455506467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-22
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Neuberger Berman CLO Ltd
        549300UTI4Y2IA4RUP16
        Neuberger Berman CLO XV
        64129KBG1
        
          
        
        508944.00000000
        PA
        USD
        503357.83000000
        0.070157621896
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-10-15
          Floating
          1.59100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENUINE PARTS CO
        549300D46DQVEU651W04
        Genuine Parts Co
        372460AC9
        
          
        
        814000.00000000
        PA
        USD
        746980.64000000
        0.104113579210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417TNK0
        
          
        
        45606.06000000
        PA
        USD
        48468.08000000
        0.006755443201
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinor ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        656531AC4
        
          
        
        100000.00000000
        PA
        USD
        106054.04000000
        0.014781729408
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2023-06-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WXK9
        
          
        
        174373.88000000
        PA
        USD
        172618.21000000
        0.024059391525
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973304
        
          
        
        39951.00000000
        NS
        USD
        2123395.65000000
        0.295957230166
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        52.00000000
        NC
        USD
        -135058.46000000
        -0.01882434285
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            11154996.01000000
            USD
            -135058.46000000
          
        
        
          N
          N
          N
        
      
      
        AREIT CRE Trust
        N/A
        AREIT 2019-CRE3 Trust
        00217LAC6
        
          
        
        1953000.00000000
        PA
        USD
        1952075.27000000
        0.272078729173
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2036-09-14
          Floating
          1.46400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137B4WB8
        
          
        
        59000.00000000
        PA
        USD
        59571.40000000
        0.008303015286
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-25
          Variable
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31412V4J4
        
          
        
        6811.76000000
        PA
        USD
        7353.55000000
        0.001024932065
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SK5
        
          
        
        11245000.00000000
        PA
        USD
        10999894.08000000
        1.533156660672
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-11-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076102
        
          
        
        2887.00000000
        NS
        USD
        864165.71000000
        0.120446742902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HMCR3
        
          
        
        42716.89000000
        PA
        USD
        43141.49000000
        0.006013027240
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201XAB4
        
          
        
        8155.61000000
        PA
        USD
        8911.20000000
        0.001242036108
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDM0
        
          
        
        6700000.00000000
        PA
        USD
        6512347.67000000
        0.907685940815
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-11-30
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NAX9
        
          
        
        590000.00000000
        PA
        USD
        609018.68000000
        0.084884548789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECTRA ENERGY PARTNERS
        2HKVXE7U4NF5B6UGSU72
        Spectra Energy Partners LP
        84756NAH2
        
          
        
        236000.00000000
        PA
        USD
        236089.49000000
        0.032905969046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140100
        
          
        
        104730.00000000
        NS
        USD
        5190418.80000000
        0.723436525572
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFX2
        
          
        
        441000.00000000
        PA
        USD
        446465.86000000
        0.062228063474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-19
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAN6
        
          
        
        357000.00000000
        PA
        USD
        361080.44000000
        0.050327110206
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-23
          Fixed
          3.89700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        Societe Generale
        000000000
        
          
        
        3000000.00000000
        PA
        USD
        3000000.00000000
        0.418137661014
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.41000000
          2022-04-01
          
            
              42780.31000000
              USD
              3333869.13000000
              USD
              EQT
            
          
        
        
          
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405PGR5
        
          
        
        31105.08000000
        PA
        USD
        33107.44000000
        0.004614489174
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291ADH9
        
          
        
        15225.47000000
        PA
        USD
        16366.19000000
        0.002281106802
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        Realty Income Corp
        756109AX2
        
          
        
        174000.00000000
        PA
        USD
        170869.25000000
        0.023815622844
        Long
        DBT
        
        US
        N
        
        2
        
          2031-01-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759AX8
        
          
        
        304000.00000000
        PA
        USD
        258230.57000000
        0.035991975514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2U6
        
          
        
        1499000.00000000
        PA
        USD
        1456792.18000000
        0.203046558243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-02
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rio Tinto PLC
        213800YOEO5OQ72G2R82
        Rio Tinto PLC
        000000000
        
          
        
        17970.00000000
        NS
        
        1425486.93000000
        0.198683256905
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Discovery Inc
        5493006ZCRFWKF6B1K26
        Discovery Inc
        25470F302
        
          
        
        56741.00000000
        NS
        USD
        1416822.77000000
        0.197475653039
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ARB31
        
          
        
        73857.94000000
        PA
        USD
        70799.48000000
        0.009867976322
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179RBW8
        
          
        
        100855.10000000
        PA
        USD
        100586.80000000
        0.014019709760
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FCM68
        
          
        
        5804586.01000000
        PA
        USD
        41894.02000000
        0.005839155844
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-10-25
          Variable
          0.34500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410F5D3
        
          
        
        77538.35000000
        PA
        USD
        83895.94000000
        0.011693350706
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BJF65
        
          
        
        45554.88000000
        PA
        USD
        45209.03000000
        0.006301199353
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust
        90278MBA4
        
          
        
        743153.00000000
        PA
        USD
        714418.25000000
        0.099575058680
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          2.92100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAB1
        
          
        
        320000.00000000
        PA
        USD
        310054.12000000
        0.043215101508
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2027-07-21
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBW2
        
          
        
        234000.00000000
        PA
        USD
        232191.91000000
        0.032362727384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-01-31
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG&E Corp
        8YQ2GSDWYZXO2EDN3511
        PG&E Corp
        69331C108
        
          
        
        231854.00000000
        NS
        USD
        2768336.76000000
        0.385848619242
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404T4V2
        
          
        
        6960.62000000
        PA
        USD
        7399.43000000
        0.001031326784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN & BROWN INC
        549300PC8KTJ71XKFY89
        Brown & Brown Inc
        115236AE1
        
          
        
        618000.00000000
        PA
        USD
        627925.33000000
        0.087519742925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-17
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp
        517834AF4
        
          
        
        288000.00000000
        PA
        USD
        264096.53000000
        0.036809568445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-08
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Organon & Co
        549300AMCKY57OK2CO56
        Organon & Co
        68622V106
        
          
        
        49930.00000000
        NS
        USD
        1744054.90000000
        0.243085012188
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2017-H1
        61691JAV6
        
          
        
        470148.00000000
        PA
        USD
        473114.77000000
        0.065942367773
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AREIT CRE Trust
        N/A
        AREIT 2022-CRE6 Trust
        04002VAE1
        
          
        
        892000.00000000
        PA
        USD
        887986.89000000
        0.123766920398
        Long
        ABS-MBS
        CORP
        KY
        N
        
        2
        
          2024-11-17
          Floating
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TFDXX LEX BLACKROCK FED FUND
        N/A
        TFDXX LEX BLACKROCK FED FUND
        000000000
        
          
        
        1000000.00000000
        NS
        USD
        1000000.00000000
        0.139379220338
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAR1
        
          
        
        369000.00000000
        PA
        USD
        365463.92000000
        0.050938076231
        Long
        DBT
        
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WJUV1
        
          
        
        193665.49000000
        PA
        USD
        196506.89000000
        0.027388977119
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EBT5
        
          
        
        1963.57000000
        PA
        USD
        2087.42000000
        0.000290942972
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-12-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31376KCV6
        
          
        
        7295.91000000
        PA
        USD
        7850.15000000
        0.001094147786
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TSF3
        
          
        
        45199.47000000
        PA
        USD
        44999.44000000
        0.006271986862
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404MBT4
        
          
        
        7712.82000000
        PA
        USD
        8284.71000000
        0.001154716420
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Bank of Canada
        BSGEFEIOM18Y80CKCV46
        National Bank of Canada
        000000000
        
          
        
        2600000.00000000
        PA
        USD
        2600000.00000000
        0.362385972879
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.45000000
          2022-04-07
          
            
              29958.61000000
              USD
              2711008.89000000
              USD
              EQT
            
            
              167424.55000000
              USD
              164067.75000000
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        112.00000000
        NC
        USD
        -307626.03000000
        -0.04287667621
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            13152626.03000000
            USD
            -307626.03000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31381QC53
        
          
        
        76975.88000000
        PA
        USD
        81043.68000000
        0.011295804931
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200NTS0
        
          
        
        28031.03000000
        PA
        USD
        30830.00000000
        0.004297061363
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828Z52
        
          
        
        16000000.00000000
        PA
        USD
        15507500.00000000
        2.161423259393
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-01-31
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FCM84
        
          
        
        4908000.00000000
        PA
        USD
        35079.93000000
        0.004889413292
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-11-25
          Variable
          0.27300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335ALX4
        
          
        
        67881.61000000
        PA
        USD
        72223.60000000
        0.010066469058
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwell Healthcare Inc
        54930073NUTKK4QD3P47
        Northwell Healthcare Inc
        667274AA2
        
          
        
        51000.00000000
        PA
        USD
        50115.93000000
        0.006985119249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.97900000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31296R3K2
        
          
        
        59690.77000000
        PA
        USD
        64971.63000000
        0.009055695133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTZU4
        
          
        
        808011.00000000
        PA
        USD
        104157.55000000
        0.014517398111
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Variable
          1.86800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137B5KW2
        
          
        
        566000.00000000
        PA
        USD
        573671.28000000
        0.079957855736
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-08-25
          Variable
          3.45800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405CJ34
        
          
        
        19687.41000000
        PA
        USD
        21883.56000000
        0.003050113531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H4BT6
        
          
        
        1578796.00000000
        PA
        USD
        72859.86000000
        0.010155150480
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-25
          Variable
          0.53600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967ML2
        
          
        
        875000.00000000
        PA
        USD
        810679.97000000
        0.112991942162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-29
          Fixed
          2.66600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31398W3B8
        
          
        
        59634.44000000
        PA
        USD
        63452.78000000
        0.008843999004
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCR5
        
          
        
        1591000.00000000
        PA
        USD
        1453769.98000000
        0.202625326363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-08
          Fixed
          2.54500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMAC Mortgage Corporation Loan Trust
        N/A
        GMACM Home Equity Loan Trust 2006-HE3
        38012TAC6
        
          
        
        38010.91000000
        PA
        USD
        40435.22000000
        0.005635829437
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-25
          Variable
          5.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DYK1
        
          
        
        13296.03000000
        PA
        USD
        14410.96000000
        0.002008588369
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-07-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776743AF3
        
          
        
        250000.00000000
        PA
        USD
        258764.70000000
        0.036066422137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ABC35
        
          
        
        86736.55000000
        PA
        USD
        8486.62000000
        0.001182858478
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132J8ZX1
        
          
        
        93261.58000000
        PA
        USD
        93151.87000000
        0.012983435013
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H13T1
        
          
        
        240722.00000000
        PA
        USD
        22595.54000000
        0.003149348748
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-25
          Variable
          1.22500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RABOBANK NEW YORK
        N/A
        RABOBANK NEW YORK
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1000000.00000000
        0.139379220338
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.31000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141G104
        
          
        
        44994.00000000
        NS
        USD
        14852519.40000000
        2.070132574028
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AEEP8
        
          
        
        10904.94000000
        PA
        USD
        10843.02000000
        0.001511291673
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M6JU3
        
          
        
        18070.46000000
        PA
        USD
        19557.86000000
        0.002725959278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EHGM8
        
          
        
        92625.70000000
        PA
        USD
        96857.06000000
        0.013499861507
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO Ltd
        549300NPF57YF6WBDP72
        Neuberger Berman CLO XX Ltd
        64130TBA2
        
          
        
        600000.00000000
        PA
        USD
        596212.80000000
        0.083099675219
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Floating
          1.40100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
        03880XAE6
        
          
        
        1466500.00000000
        PA
        USD
        1459919.67000000
        0.203482465360
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-01-15
          Floating
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F030645
        
          
        
        650000.00000000
        PA
        USD
        635781.25000000
        0.088614694930
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B5N24
        
          
        
        105831.60000000
        PA
        USD
        98386.41000000
        0.013713021117
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31408DV50
        
          
        
        10887.34000000
        PA
        USD
        11895.55000000
        0.001657992484
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776743AJ5
        
          
        
        468000.00000000
        PA
        USD
        415469.99000000
        0.057907883280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468C6
        
          
        
        352000.00000000
        PA
        USD
        360284.75000000
        0.050216207554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CM43
        
          
        
        72058.39000000
        PA
        USD
        71837.51000000
        0.010012656134
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WR34
        
          
        
        195531.28000000
        PA
        USD
        193690.29000000
        0.026996401607
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F020455
        
          
        
        1000000.00000000
        PA
        USD
        969042.97000000
        0.135064453632
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBP0
        
          
        
        169000.00000000
        PA
        USD
        158132.74000000
        0.022040418011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Fixed
          2.95600000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403FQY3
        
          
        
        3246.42000000
        PA
        USD
        3521.86000000
        0.000490874100
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405N2Z7
        
          
        
        18700.74000000
        PA
        USD
        19902.95000000
        0.002774057653
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620M106
        
          
        
        39922.00000000
        NS
        USD
        4008967.24000000
        0.558766728272
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B4H99
        
          
        
        216422.01000000
        PA
        USD
        201304.08000000
        0.028057605721
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405HYD4
        
          
        
        36846.77000000
        PA
        USD
        39830.23000000
        0.005551506403
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPRT Issuer, Ltd.
        N/A
        BSPRT 2021-FL7 Issuer Ltd
        05602CAE4
        
          
        
        245000.00000000
        PA
        USD
        240753.42000000
        0.033556023973
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2038-12-15
          Floating
          2.44700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA POWER CO
        D981X4Z4RWS7PDMJUZ03
        Georgia Power Co
        373334KN0
        
          
        
        44000.00000000
        PA
        USD
        40880.18000000
        0.005697847615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-01-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AX4
        
          
        
        147000.00000000
        PA
        USD
        153727.82000000
        0.021426463695
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TJX COS INC
        V167QI9I69W364E2DY52
        TJX Cos Inc/The
        872540AT6
        
          
        
        139000.00000000
        PA
        USD
        144724.21000000
        0.020171547553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31376KT22
        
          
        
        21241.99000000
        PA
        USD
        22990.18000000
        0.003204353363
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405HBL1
        
          
        
        12500.05000000
        PA
        USD
        13282.43000000
        0.001851294737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danone SA
        969500KMUQ2B6CBAF162
        Danone SA
        000000000
        
          
        
        31216.00000000
        NS
        
        1719623.10000000
        0.239679726953
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        26874RAE8
        
          
        
        1046000.00000000
        PA
        USD
        1092106.50000000
        0.152216952496
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2028-09-12
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385XQ91
        
          
        
        32032.81000000
        PA
        USD
        34758.36000000
        0.004844593117
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513105
        
          
        
        150733.00000000
        NS
        USD
        12708299.23000000
        1.771272838501
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        549300ENU7ZZLTPT3E22
        Dryden XXVI Senior Loan Fund
        26250UAQ8
        
          
        
        635776.96000000
        PA
        USD
        632138.41000000
        0.088106958731
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STELLANTIS FIN US INC
        549300QZ0AI8Q7LNON33
        Stellantis Finance US Inc
        85855CAB6
        
          
        
        1012000.00000000
        PA
        USD
        888295.45000000
        0.123809927250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.69100000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAH4
        
          
        
        843000.00000000
        PA
        USD
        836881.30000000
        0.116643863109
        Long
        DBT
        
        US
        N
        
        2
        
          2027-09-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F2LN4
        
          
        
        4356000.00000000
        PA
        USD
        139500.90000000
        0.019443526678
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Variable
          0.63700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F4X72
        
          
        
        285000.00000000
        PA
        USD
        297705.73000000
        0.041493992537
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-25
          Variable
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31401XPX9
        
          
        
        41318.06000000
        PA
        USD
        45177.08000000
        0.006296746187
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36297GSD3
        
          
        
        227028.33000000
        PA
        USD
        236921.70000000
        0.033021961827
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441C204
        
          
        
        42324.00000000
        NS
        USD
        4725897.84000000
        0.658691956336
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SHERWIN-WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348BL9
        
          
        
        470000.00000000
        PA
        USD
        429755.66000000
        0.059899008826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRU MS4939 PT 3.070 APR 01 5
        N/A
        STRU MS4939 PT 3.070 APR 01 5
        000000000
        
          
        
        391934.00000000
        PA
        USD
        396465.74000000
        0.055259085731
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2052-04-01
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ross Stores Inc
        549300ENZFLPGRDFZQ60
        Ross Stores Inc
        778296103
        
          
        
        9270.00000000
        NS
        USD
        838564.20000000
        0.116878424399
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EC23
        
          
        
        17328.78000000
        PA
        USD
        18451.66000000
        0.002571777984
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-03-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371LSB6
        
          
        
        34288.46000000
        PA
        USD
        38126.78000000
        0.005314080870
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776743AG1
        
          
        
        147000.00000000
        PA
        USD
        141692.75000000
        0.019749025022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404YM82
        
          
        
        13024.48000000
        PA
        USD
        13978.42000000
        0.001948301281
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XEAU8
        
          
        
        394645.04000000
        PA
        USD
        387232.53000000
        0.053972168120
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MCG82
        
          
        
        28416.70000000
        PA
        USD
        29172.08000000
        0.004065981766
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        549300XY7L2MRX0BQH89
        Verizon Owner Trust 2020-A
        92348TAC8
        
          
        
        782000.00000000
        PA
        USD
        779991.28000000
        0.108714576476
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-22
          Fixed
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WVT2
        
          
        
        1292315.70000000
        PA
        USD
        1233689.15000000
        0.171950631866
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-01-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A62T7
        
          
        
        24722.91000000
        PA
        USD
        24327.82000000
        0.003390792584
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Truste I
        5493004YGM0MQZJOEJ36
        American Tower Trust #1
        03027WAJ1
        
          
        
        876000.00000000
        PA
        USD
        870746.98000000
        0.121364035184
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389X105
        
          
        
        23873.00000000
        NS
        USD
        1975013.29000000
        0.275275812517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Bank of Canada
        BSGEFEIOM18Y80CKCV46
        National Bank of Canada
        000000000
        
          
        
        1800000.00000000
        PA
        USD
        1800000.00000000
        0.250882596608
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.32000000
          2022-04-07
          
            
              1894988.40000000
              USD
              1837023.99000000
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ENSU4
        
          
        
        32276.84000000
        PA
        USD
        34148.72000000
        0.004759621969
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407JUK6
        
          
        
        5410.83000000
        PA
        USD
        5774.45000000
        0.000804838338
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31390PGK7
        
          
        
        23475.33000000
        PA
        USD
        25483.50000000
        0.003551870361
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128P8E23
        
          
        
        43976.97000000
        PA
        USD
        45591.16000000
        0.006354460335
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136APK43
        
          
        
        28386.21000000
        PA
        USD
        28039.41000000
        0.003908111104
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FBTC0
        
          
        
        7964336.53000000
        PA
        USD
        68769.66000000
        0.009585061593
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-25
          Variable
          0.38500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FYUN4
        
          
        
        539591.00000000
        PA
        USD
        30912.41000000
        0.004308547604
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-25
          Variable
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417AYE3
        
          
        
        314598.89000000
        PA
        USD
        329087.91000000
        0.045868016318
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WHFH5
        
          
        
        44897.65000000
        PA
        USD
        48458.60000000
        0.006754121886
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419HBF8
        
          
        
        14234.31000000
        PA
        USD
        15053.19000000
        0.002098101885
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137206
        
          
        
        19658.00000000
        NS
        USD
        2288977.52000000
        0.319035902109
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138X6UA1
        
          
        
        587811.49000000
        PA
        USD
        596541.80000000
        0.083145530983
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FBBZ8
        
          
        
        2091928.45000000
        PA
        USD
        43010.05000000
        0.005994707235
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-08-25
          Variable
          0.42900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Bank Financial Inc.
        254900XZG349Z8CSZB72
        National Bank Financial Inc.
        000000000
        
          
        
        5000000.00000000
        PA
        USD
        5000000.00000000
        0.696896101690
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.32000000
          2022-04-01
          
            
              4888588.00000000
              USD
              5102844.40000000
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        Aon PLC
        635400FALWQYX5E6QC64
        Aon PLC
        000000000
        
          
        
        24121.00000000
        NS
        USD
        7854521.23000000
        1.094757045166
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JW8
        
          
        
        418000.00000000
        PA
        USD
        388801.54000000
        0.054190855511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546AW4
        
          
        
        995000.00000000
        PA
        USD
        883778.92000000
        0.123180416820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJS43
        
          
        
        19286.47000000
        PA
        USD
        19687.51000000
        0.002744029794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297BAX0
        
          
        
        21362.74000000
        PA
        USD
        22950.71000000
        0.003198852066
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CLH5
        
          
        
        202832.40000000
        PA
        USD
        208887.10000000
        0.029114521136
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132HNK57
        
          
        
        256977.49000000
        PA
        USD
        256596.77000000
        0.035764257743
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TV44
        
          
        
        15603.83000000
        PA
        USD
        15536.44000000
        0.002165456894
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReadyCap Commercial Mortgage Trust
        N/A
        Ready Capital Mortgage Financing 2021-FL5 LLC
        75574YAA1
        
          
        
        886738.92000000
        PA
        USD
        883764.62000000
        0.123178423698
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2038-04-25
          Floating
          1.45700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874CY1
        
          
        
        610000.00000000
        PA
        USD
        623734.50000000
        0.086935628307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        TE Connectivity Ltd
        894500ZRIX9K13RHXR17
        TE Connectivity Ltd
        000000000
        
          
        
        5561.00000000
        NS
        USD
        728379.78000000
        0.101521005846
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418EBH2
        
          
        
        34756.44000000
        PA
        USD
        31504.37000000
        0.004391054527
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CPS6
        
          
        
        15447.69000000
        PA
        USD
        15662.51000000
        0.002183028432
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2025-08-01
          Fixed
          5.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404WXR2
        
          
        
        10033.11000000
        PA
        USD
        10844.78000000
        0.001511536981
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily WI Certificates
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily WI Certificates
        3137H6MM4
        
          
        
        344908.00000000
        PA
        USD
        328029.20000000
        0.045720454144
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-25
          Fixed
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407HXD3
        
          
        
        18244.14000000
        PA
        USD
        19486.13000000
        0.002715961606
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132J93Z9
        
          
        
        89907.43000000
        PA
        USD
        89640.72000000
        0.012494053664
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31296YLB7
        
          
        
        8265.88000000
        PA
        USD
        8880.31000000
        0.001237730684
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA Finance LLC
        26882PBE1
        
          
        
        602000.00000000
        PA
        USD
        785838.47000000
        0.109529553260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        Kinder Morgan Energy Partners LP
        494550BS4
        
          
        
        577000.00000000
        PA
        USD
        587615.09000000
        0.081901333103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG
        000000000
        
          
        
        18300.00000000
        NS
        
        1252034.82000000
        0.174507637047
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ERQS2
        
          
        
        396384.79000000
        PA
        USD
        400527.70000000
        0.055825238549
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31412WHE9
        
          
        
        15713.32000000
        PA
        USD
        16868.29000000
        0.002351089108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HRY8
        
          
        
        1220000.00000000
        PA
        USD
        1235611.02000000
        0.172218500608
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          3.78200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAJ2
        
          
        
        512000.00000000
        PA
        USD
        513708.87000000
        0.071600341781
        Long
        DBT
        
        US
        N
        
        2
        
          2030-07-01
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XCEL ENERGY INC
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy Inc
        98389BAY6
        
          
        
        297000.00000000
        PA
        USD
        296503.86000000
        0.041326476834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAZ8
        
          
        
        57000.00000000
        PA
        USD
        57664.39000000
        0.008037217719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ASG67
        
          
        
        104767.72000000
        PA
        USD
        19119.04000000
        0.002664796888
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LKQ Corp
        DS830JTTZQN6GK0I2E41
        LKQ Corp
        501889208
        
          
        
        78388.00000000
        NS
        USD
        3559599.08000000
        0.496134144486
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291F4X3
        
          
        
        6376.23000000
        PA
        USD
        6805.56000000
        0.000948553646
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFGA3
        
          
        
        372555.84000000
        PA
        USD
        357132.02000000
        0.049776782505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F2LL8
        
          
        
        1459882.97000000
        PA
        USD
        48286.07000000
        0.006730074789
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Variable
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31296UUQ2
        
          
        
        18914.10000000
        PA
        USD
        20276.65000000
        0.002826143668
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PAS7
        
          
        
        687000.00000000
        PA
        USD
        688308.53000000
        0.095935906263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-09
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HTQJ1
        
          
        
        300000.00000000
        PA
        USD
        310745.45000000
        0.043311458544
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FCJP0
        
          
        
        3235000.00000000
        PA
        USD
        46674.58000000
        0.006505466570
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-25
          Variable
          0.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406V2P0
        
          
        
        30124.35000000
        PA
        USD
        32580.14000000
        0.004540994511
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404QW70
        
          
        
        32806.11000000
        PA
        USD
        35467.92000000
        0.004943491036
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET CORP
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477BM4
        
          
        
        125000.00000000
        PA
        USD
        123941.58000000
        0.017274880787
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-30
          Fixed
          2.90100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140K5AX5
        
          
        
        64895.42000000
        PA
        USD
        62071.70000000
        0.008651505151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mortgage Securities II
        N/A
        Home Equity Loan Trust 2005-HS2
        76110VSS8
        
          
        
        20612.72000000
        PA
        USD
        20582.00000000
        0.002868703112
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Variable
          4.43500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aon Corp
        LTS3U8DGK38SETRUWX71
        Aon Corp
        037389BC6
        
          
        
        1126000.00000000
        PA
        USD
        1151320.13000000
        0.160470102078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-02
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417AYG8
        
          
        
        32843.85000000
        PA
        USD
        34316.24000000
        0.004782970776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Trust
        N/A
        Credit Acceptance Auto Loan Trust 2021-3
        22535GAB8
        
          
        
        328000.00000000
        PA
        USD
        310824.94000000
        0.043322537798
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FEBU3
        
          
        
        3579000.00000000
        PA
        USD
        60509.44000000
        0.008433758570
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-25
          Variable
          0.28900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDT6
        
          
        
        222000.00000000
        PA
        USD
        220217.45000000
        0.030693736485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        Valero Energy Corp
        91913YAL4
        
          
        
        596000.00000000
        PA
        USD
        737257.20000000
        0.102758333724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-06-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297UKW9
        
          
        
        17600.32000000
        PA
        USD
        18752.65000000
        0.002613729736
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore 2021-CRE5 Issuer, Ltd
        N/A
        LoanCore 2021-CRE5 Issuer Ltd
        53947XAE2
        
          
        
        1547500.00000000
        PA
        USD
        1518590.22000000
        0.211659920876
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-07-15
          Floating
          2.14700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE CORP CHRISTI HD
        549300I7CIEWU1BBLQ53
        Cheniere Corpus Christi Holdings LLC
        16412XAJ4
        
          
        
        514000.00000000
        PA
        USD
        512396.25000000
        0.071417389829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407HQF6
        
          
        
        45385.47000000
        PA
        USD
        48534.39000000
        0.006764685437
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReadyCap Commercial Mortgage Trust
        N/A
        Ready Capital Mortgage Financing 2021-FL7 LLC
        75575WAE6
        
          
        
        320000.00000000
        PA
        USD
        317654.78000000
        0.044274475573
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2036-11-25
          Floating
          2.25700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FCLH5
        
          
        
        5207000.00000000
        PA
        USD
        60846.92000000
        0.008480796269
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-25
          Variable
          0.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417G2Y1
        
          
        
        399185.02000000
        PA
        USD
        407177.80000000
        0.056752124302
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H040640
        
          
        
        25000.00000000
        PA
        USD
        25492.19000000
        0.003553081566
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-21
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31400HAZ6
        
          
        
        4534.37000000
        PA
        USD
        4822.20000000
        0.000672114476
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTG43
        
          
        
        300000.00000000
        PA
        USD
        37331.94000000
        0.005203296690
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Variable
          1.79800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZG2
        
          
        
        1002928.00000000
        PA
        USD
        125984.71000000
        0.017559650654
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.79700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WJU33
        
          
        
        455530.65000000
        PA
        USD
        462659.42000000
        0.064485109241
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJY9
        
          
        
        620000.00000000
        PA
        USD
        581360.90000000
        0.081029628977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241L4N3
        
          
        
        105804.87000000
        PA
        USD
        112816.49000000
        0.015724274417
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DZ BANK AG NEW YORK
        N/A
        DZ BANK AG NEW YORK
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1000000.00000000
        0.139379220338
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.30000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        MORGAN STANLEY DOM HOLD
        549300RJIC678ZPVWG08
        Morgan Stanley Domestic Holdings Inc
        269246BS2
        
          
        
        310000.00000000
        PA
        USD
        321652.39000000
        0.044831659338
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
        
        51442.00000000
        NS
        USD
        4496030.80000000
        0.626653267520
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SKANDI NY
        N/A
        SKANDI NY
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1000000.00000000
        0.139379220338
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.30000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407FRC6
        
          
        
        7724.50000000
        PA
        USD
        8210.65000000
        0.001144393995
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        549300L45M7638EL0H21
        GS Mortgage Securities Trust 2015-GC30
        36250GAP0
        
          
        
        1387991.00000000
        PA
        USD
        1379540.36000000
        0.192279259801
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-10
          Fixed
          3.38200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787107
        
          
        
        16686.00000000
        NS
        USD
        4172000.58000000
        0.581490188090
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SLR6
        
          
        
        114786.91000000
        PA
        USD
        114622.14000000
        0.015975944506
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ingersoll Rand Inc
        5299004C02FMZCUOIR50
        Ingersoll Rand Inc
        45687V106
        
          
        
        82125.00000000
        NS
        USD
        4134993.75000000
        0.576332204978
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201ESK7
        
          
        
        890.06000000
        PA
        USD
        950.31000000
        0.000132453466
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER ENTERTAINMEN
        N/A
        Time Warner Entertainment Co LP
        88731EAJ9
        
          
        
        592000.00000000
        PA
        USD
        772880.41000000
        0.107723468960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-07-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-LC21 Mortgage Trust
        12593FBD5
        
          
        
        1300833.00000000
        PA
        USD
        1312451.39000000
        0.182928451469
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-07-10
          Fixed
          3.70800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404LSA9
        
          
        
        9569.93000000
        PA
        USD
        10174.13000000
        0.001418062307
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385W2A6
        
          
        
        14170.47000000
        PA
        USD
        15254.34000000
        0.002126138015
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cutwater Ltd
        N/A
        Cutwater 2015-I Ltd
        23222LAN7
        
          
        
        735939.79000000
        PA
        USD
        735369.44000000
        0.102495219207
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-01-15
          Floating
          1.46100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31411GNH1
        
          
        
        24202.53000000
        PA
        USD
        26190.32000000
        0.003650386382
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138W9A75
        
          
        
        64414.41000000
        PA
        USD
        67212.11000000
        0.009367971489
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AM2
        
          
        
        208000.00000000
        PA
        USD
        218560.61000000
        0.030462807418
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2038-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        Anglo American Capital PLC
        034863AX8
        
          
        
        1340000.00000000
        PA
        USD
        1214991.59000000
        0.169344580531
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-09-10
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132GS6D6
        
          
        
        167846.08000000
        PA
        USD
        171328.39000000
        0.023879617419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H4SM3
        
          
        
        3517256.00000000
        PA
        USD
        163438.44000000
        0.022779922340
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-25
          Variable
          0.56700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202FSD9
        
          
        
        57189.97000000
        PA
        USD
        60087.74000000
        0.008374982353
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31376KHJ8
        
          
        
        12125.78000000
        PA
        USD
        13212.78000000
        0.001841586974
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297DDQ8
        
          
        
        88982.49000000
        PA
        USD
        98537.70000000
        0.013734107799
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292HYT5
        
          
        
        69076.10000000
        PA
        USD
        74818.09000000
        0.010428087051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LAAB5
        
          
        
        121000.00000000
        PA
        USD
        120555.17000000
        0.016802885602
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KG4A8
        
          
        
        91096.99000000
        PA
        USD
        87679.81000000
        0.012220743557
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBJ6
        
          
        
        868000.00000000
        PA
        USD
        1265277.01000000
        0.176353323165
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2039-11-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F62R7
        
          
        
        229735.00000000
        PA
        USD
        19639.79000000
        0.002737378617
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Variable
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416QUP8
        
          
        
        45771.23000000
        PA
        USD
        48676.48000000
        0.006784489831
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QFA66
        
          
        
        381832.34000000
        PA
        USD
        366003.23000000
        0.051013244838
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd
        03881CAC5
        
          
        
        625000.00000000
        PA
        USD
        612601.25000000
        0.085383884603
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2035-12-15
          Floating
          1.59700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807102
        
          
        
        5590.00000000
        NS
        USD
        2499959.80000000
        0.348442447800
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512109
        
          
        
        16064.00000000
        NS
        USD
        2032256.64000000
        0.283254346010
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        McKesson Corp
        58155Q103
        
          
        
        16235.00000000
        NS
        USD
        4970020.55000000
        0.692717589323
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALCON FINANCE CORP
        549300CUZUI9VU7XNK42
        Alcon Finance Corp
        01400EAD5
        
          
        
        200000.00000000
        PA
        USD
        184148.82000000
        0.025666518957
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-27
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405FYH9
        
          
        
        4150.91000000
        PA
        USD
        4410.46000000
        0.000614726476
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJCF5
        
          
        
        16155.05000000
        PA
        USD
        18054.10000000
        0.002516366381
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407B3J6
        
          
        
        53653.52000000
        PA
        USD
        57720.35000000
        0.008045017380
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210FNV4
        
          
        
        1016.44000000
        PA
        USD
        1084.66000000
        0.000151179065
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045VAL4
        
          
        
        333000.00000000
        PA
        USD
        401049.86000000
        0.055898016803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AY4
        
          
        
        502000.00000000
        PA
        USD
        449210.91000000
        0.062610666403
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKD0
        
          
        
        961000.00000000
        PA
        USD
        873225.63000000
        0.121709507488
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VAZ7
        
          
        
        243000.00000000
        PA
        USD
        255895.14000000
        0.035666465101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBN1
        
          
        
        538000.00000000
        PA
        USD
        527713.93000000
        0.073552356124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABG1
        
          
        
        597000.00000000
        PA
        USD
        570166.59000000
        0.079469374777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-10
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138L3D28
        
          
        
        82545.97000000
        PA
        USD
        82712.41000000
        0.011528391218
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-01
          Fixed
          2.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407YD63
        
          
        
        8138.91000000
        PA
        USD
        8963.57000000
        0.001249335398
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851102
        
          
        
        20571.00000000
        NS
        USD
        6034091.43000000
        0.841026958962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HF7H6
        
          
        
        44500.79000000
        PA
        USD
        42757.28000000
        0.005959476350
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389QXF0
        
          
        
        6926.07000000
        PA
        USD
        7488.97000000
        0.001043806799
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128LXAE0
        
          
        
        16376.65000000
        PA
        USD
        17431.99000000
        0.002429657175
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        Valero Energy Corp
        91913YBD1
        
          
        
        176000.00000000
        PA
        USD
        155323.19000000
        0.021648825122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36177MPD8
        
          
        
        38844.80000000
        PA
        USD
        40007.99000000
        0.005576282453
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON PROPERTIES LP
        BVHHEFJI6SHNOKQT2572
        Boston Properties LP
        10112RBE3
        
          
        
        389000.00000000
        PA
        USD
        350819.65000000
        0.048896969296
        Long
        DBT
        
        US
        N
        
        2
        
          2032-04-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31376KTN6
        
          
        
        97721.26000000
        PA
        USD
        106958.09000000
        0.014907735193
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cboe Global Markets Inc
        529900RLNSGA90UPEH54
        Cboe Global Markets Inc
        12503M108
        
          
        
        20576.00000000
        NS
        USD
        2354305.92000000
        0.328141323567
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Board of Administration Finance Corp
        549300S34SOJ0RULXM35
        FLORIDA ST BRD OF ADMIN FIN CORP REVENUE
        341271AF1
        
          
        
        436000.00000000
        PA
        USD
        397988.39000000
        0.055471311501
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.15400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H4CH1
        
          
        
        2325421.00000000
        PA
        USD
        70888.60000000
        0.009880397798
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-25
          Variable
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419LZZ9
        
          
        
        119152.53000000
        PA
        USD
        124630.70000000
        0.017370929796
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132JNDC8
        
          
        
        232654.78000000
        PA
        USD
        237467.51000000
        0.033098036399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taiwan Semiconductor Manufacturing Co Ltd
        549300KB6NK5SBD14S87
        Taiwan Semiconductor Manufacturing Co Ltd
        874039100
        
          
        
        27557.00000000
        NS
        USD
        2873092.82000000
        0.400449437210
        Long
        EC
        CORP
        TW
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200KR33
        
          
        
        2496.84000000
        PA
        USD
        2769.11000000
        0.000385956392
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140BM1
        
          
        
        308000.00000000
        PA
        USD
        358676.62000000
        0.049992067649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-25
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lear Corp
        549300UPNBTXA1SYTQ33
        Lear Corp
        521865BA2
        
          
        
        244000.00000000
        PA
        USD
        247018.44000000
        0.034429237576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howmet Aerospace Inc
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        443201108
        
          
        
        79471.00000000
        NS
        USD
        2856187.74000000
        0.398093220340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379RD34
        
          
        
        851691.02000000
        PA
        USD
        33890.49000000
        0.004723630073
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2059-02-16
          Variable
          0.58400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132JADZ5
        
          
        
        82814.88000000
        PA
        USD
        82794.09000000
        0.011539775712
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297C5V8
        
          
        
        17526.25000000
        PA
        USD
        19138.06000000
        0.002667447881
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        Humana Inc
        444859BT8
        
          
        
        543000.00000000
        PA
        USD
        544792.49000000
        0.075932752502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-23
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LQ2S2
        
          
        
        56704.66000000
        PA
        USD
        58852.02000000
        0.008202748662
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179R7H6
        
          
        
        45744.67000000
        PA
        USD
        45569.96000000
        0.006351505495
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385XEC7
        
          
        
        29096.72000000
        PA
        USD
        31847.09000000
        0.004438822574
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nasdaq Inc
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        631103108
        
          
        
        14432.00000000
        NS
        USD
        2571782.40000000
        0.358453025791
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WFUW4
        
          
        
        140051.79000000
        PA
        USD
        142667.17000000
        0.019884838922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        Anglo American Capital PLC
        034863AW0
        
          
        
        524000.00000000
        PA
        USD
        577548.66000000
        0.080498281938
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-04-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBE5
        
          
        
        310000.00000000
        PA
        USD
        292925.50000000
        0.040827727807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          2.73900000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCU8
        
          
        
        613000.00000000
        PA
        USD
        577907.78000000
        0.080548335803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          2.96300000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAS1
        
          
        
        538000.00000000
        PA
        USD
        481690.96000000
        0.067137710448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WGHU1
        
          
        
        121948.77000000
        PA
        USD
        124229.63000000
        0.017315028972
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31401KVB8
        
          
        
        1874.23000000
        PA
        USD
        1993.26000000
        0.000277819024
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B4JE6
        
          
        
        250799.24000000
        PA
        USD
        233155.64000000
        0.032497051320
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equifax Inc
        5493004MCF8JDC86VS77
        Equifax Inc
        294429105
        
          
        
        4779.00000000
        NS
        USD
        1133100.90000000
        0.157930720006
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WGVK2
        
          
        
        13753.53000000
        PA
        USD
        14695.30000000
        0.002048219456
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RB6
        
          
        
        2550000.00000000
        PA
        USD
        2639847.67000000
        0.367939910056
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F020448
        
          
        
        1725000.00000000
        PA
        USD
        1675338.87000000
        0.233507425502
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EK6N0
        
          
        
        164816.11000000
        PA
        USD
        172451.48000000
        0.024036152828
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile US Inc
        549300QHIJYOHPACPG31
        T-Mobile US Inc
        872590104
        
          
        
        40717.00000000
        NS
        USD
        5226026.95000000
        0.728399561757
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp
        MP3J6QPYPGN75NVW2S34
        Kimberly-Clark Corp
        494368103
        
          
        
        15483.00000000
        NS
        USD
        1906886.28000000
        0.265780322979
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KNEG4
        
          
        
        392661.50000000
        PA
        USD
        375218.61000000
        0.052297677318
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Travelers Cos Inc/The
        549300Y650407RU8B149
        Travelers Cos Inc/The
        89417E109
        
          
        
        25032.00000000
        NS
        USD
        4574097.36000000
        0.637534123787
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297ECL8
        
          
        
        2147.42000000
        PA
        USD
        2294.10000000
        0.000319749869
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RLV2
        
          
        
        616000.00000000
        PA
        USD
        540190.48000000
        0.075291327936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-09-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CANADIAN IMPERIAL BANK LONDON
        N/A
        CANADIAN IMPERIAL BANK LONDON
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1000000.00000000
        0.139379220338
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.32000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SA7
        
          
        
        2332000.00000000
        PA
        USD
        2540695.79000000
        0.354120198326
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407BTX7
        
          
        
        5053.20000000
        PA
        USD
        5465.96000000
        0.000761841243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BofA Securities, Inc.
        549300HN4UKV1E2R3U73
        BofA Securities, Inc.
        000000000
        
          
        
        8221256.85000000
        PA
        USD
        8221256.85000000
        1.145872369952
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.27000000
          2022-04-01
          
            
              7509334.36000000
              USD
              8385683.73000000
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HCN3
        
          
        
        1091000.00000000
        PA
        USD
        1053420.99000000
        0.146824996274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          3.27300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405GRV4
        
          
        
        5909.60000000
        PA
        USD
        6276.31000000
        0.000874787194
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APT Pipelines Ltd
        261700SS8OEHDOCOUJ33
        APT Pipelines Ltd
        00205GAD9
        
          
        
        84000.00000000
        PA
        USD
        86151.70000000
        0.012007756776
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2027-07-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BLMZ8
        
          
        
        134000.00000000
        PA
        USD
        134935.21000000
        0.018807164365
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-25
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAS0
        
          
        
        439000.00000000
        PA
        USD
        445482.43000000
        0.062090993767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406BYJ3
        
          
        
        131694.19000000
        PA
        USD
        144132.64000000
        0.020089094988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APT Pipelines Ltd
        261700SS8OEHDOCOUJ33
        APT Pipelines Ltd
        00205GAB3
        
          
        
        1100000.00000000
        PA
        USD
        1115240.42000000
        0.155441340229
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2025-03-23
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APTIV PLC
        N/A
        Aptiv PLC
        000000000
        
          
        
        11000.00000000
        NS
        USD
        1501170.00000000
        0.209231904194
        Long
        EP
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403QPV6
        
          
        
        60855.89000000
        PA
        USD
        65967.28000000
        0.009194468054
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XGQ69
        
          
        
        375000.00000000
        PA
        USD
        367928.55000000
        0.051281594439
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Economic Development Authority
        5493006JS6QWDVU4R678
        NEW JERSEY ST ECON DEV AUTH LEASE REVENUE
        645913AA2
        
          
        
        800000.00000000
        PA
        USD
        940115.52000000
        0.131032568205
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-02-15
          Fixed
          7.42500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktree CLO Ltd
        549300BJ8TRWJ20BLC43
        Oaktree CLO 2019-1 Ltd
        67401XAL5
        
          
        
        1503087.00000000
        PA
        USD
        1478092.17000000
        0.206015334242
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-22
          Floating
          2.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIA GROUP LTD
        ZP5ILWVSYE4LJGMMVD57
        AIA Group Ltd
        00131LAJ4
        
          
        
        804000.00000000
        PA
        USD
        799624.74000000
        0.111451072824
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2030-04-07
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585AAH5
        
          
        
        340000.00000000
        PA
        USD
        345713.93000000
        0.048185338023
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WHNH1
        
          
        
        460475.94000000
        PA
        USD
        468781.20000000
        0.065338358165
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297AZL1
        
          
        
        4944.48000000
        PA
        USD
        5312.02000000
        0.000740385206
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booking Holdings Inc
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        09857L108
        
          
        
        563.00000000
        NS
        USD
        1322177.35000000
        0.184284048191
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WESTINGHOUSE AIR BRAKE
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        960386AM2
        
          
        
        660000.00000000
        PA
        USD
        694621.30000000
        0.096815775224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aptiv PLC
        N/A
        Aptiv PLC
        000000000
        
          
        
        19176.00000000
        NS
        USD
        2295558.96000000
        0.319953218085
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFM73
        
          
        
        471182.75000000
        PA
        USD
        450165.47000000
        0.062743712231
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KMZB4
        
          
        
        292262.77000000
        PA
        USD
        279800.95000000
        0.038998438260
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933Y105
        
          
        
        113652.00000000
        NS
        USD
        9325146.60000000
        1.299731662646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300F4XPHJ7NOSP309
        Cenovus Energy Inc
        15135UAS8
        
          
        
        149000.00000000
        PA
        USD
        157116.84000000
        0.021898822661
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-07-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31404EPN0
        
          
        
        11208.73000000
        PA
        USD
        12119.50000000
        0.001689206460
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389Q6C7
        
          
        
        37263.29000000
        PA
        USD
        39818.03000000
        0.005549805976
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297DLZ9
        
          
        
        15240.81000000
        PA
        USD
        16373.72000000
        0.002282156327
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-2
        35563PKG3
        
          
        
        8457.52000000
        PA
        USD
        8491.20000000
        0.001183496835
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-08-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCRE Holder LLC
        N/A
        BPCRE 2021-FL1 Ltd
        05601GAA4
        
          
        
        4284.27000000
        PA
        USD
        4233.95000000
        0.000590124649
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-02-15
          Floating
          1.29100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H030641
        
          
        
        1625000.00000000
        PA
        USD
        1605893.56000000
        0.223828192338
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-21
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KGJG9
        
          
        
        62211.57000000
        PA
        USD
        59691.15000000
        0.008319705948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colgate-Palmolive Co
        YMEGZFW4SBUSS5BQXF88
        Colgate-Palmolive Co
        194162103
        
          
        
        31679.00000000
        NS
        USD
        2402218.57000000
        0.334819351368
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810ST6
        
          
        
        2500000.00000000
        PA
        USD
        2043847.65000000
        0.284869891946
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CV68
        
          
        
        116359.05000000
        PA
        USD
        117647.94000000
        0.016397678151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIMENTATION COUCHE-TARD
        549300OSW32RVX8CCZ87
        Alimentation Couche-Tard Inc
        01626PAP1
        
          
        
        619000.00000000
        PA
        USD
        555854.18000000
        0.077474522230
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2041-05-13
          Fixed
          3.43900000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FPHM0
        
          
        
        1589745.94000000
        PA
        USD
        113184.51000000
        0.015775568758
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-25
          Variable
          1.14400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        Quest Diagnostics Inc
        74834L100
        
          
        
        23779.00000000
        NS
        USD
        3254393.94000000
        0.453594890030
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419ANB9
        
          
        
        151537.33000000
        PA
        USD
        158498.38000000
        0.022091380629
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FBTA4
        
          
        
        251436.49000000
        PA
        USD
        252203.17000000
        0.035151881201
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-25
          Variable
          3.06400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
        03880KAE4
        
          
        
        522000.00000000
        PA
        USD
        516236.60000000
        0.071952654818
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2034-08-15
          Floating
          1.99700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402DF54
        
          
        
        11664.93000000
        PA
        USD
        12610.62000000
        0.001757658383
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200ENN7
        
          
        
        47503.65000000
        PA
        USD
        50773.45000000
        0.007076763874
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405NGP4
        
          
        
        85960.36000000
        PA
        USD
        92248.81000000
        0.012857567214
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406B2N9
        
          
        
        9779.22000000
        PA
        USD
        10609.13000000
        0.001478692267
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625H100
        
          
        
        79215.00000000
        NS
        USD
        10798588.80000000
        1.505098887696
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402CP30
        
          
        
        15107.47000000
        PA
        USD
        16540.18000000
        0.002305357392
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297S5K7
        
          
        
        13900.43000000
        PA
        USD
        14792.86000000
        0.002061817293
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903AY9
        
          
        
        623000.00000000
        PA
        USD
        623994.86000000
        0.086971917081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402RJV2
        
          
        
        35414.72000000
        PA
        USD
        38274.14000000
        0.005334619792
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H5DT1
        
          
        
        2074891.00000000
        PA
        USD
        85795.29000000
        0.011958080628
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-25
          Variable
          0.39900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402DJR2
        
          
        
        47114.64000000
        PA
        USD
        50900.85000000
        0.007094520787
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Experian Finance PLC
        635400RKRK5EGXSPC782
        Experian Finance PLC
        30217AAB9
        
          
        
        533000.00000000
        PA
        USD
        556777.71000000
        0.077603243121
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NAY1
        
          
        
        273000.00000000
        PA
        USD
        268230.40000000
        0.037385744022
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MACQUARIE GROUP LTD
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd
        55608JBE7
        
          
        
        1713000.00000000
        PA
        USD
        1729017.73000000
        0.240989143158
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2033-06-21
          Fixed
          4.44200000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138E55N4
        
          
        
        20549.81000000
        PA
        USD
        20845.75000000
        0.002905464382
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK Inc
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680AT0
        
          
        
        729000.00000000
        PA
        USD
        734019.88000000
        0.102307118587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-07-13
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416XV64
        
          
        
        24780.82000000
        PA
        USD
        26721.39000000
        0.003724406504
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290RYF4
        
          
        
        31291.66000000
        PA
        USD
        34699.51000000
        0.004836390649
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405ELX1
        
          
        
        708.71000000
        PA
        USD
        752.08000000
        0.000104824324
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H032647
        
          
        
        950000.00000000
        PA
        USD
        955195.31000000
        0.133134377578
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-21
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132GRL58
        
          
        
        219322.66000000
        PA
        USD
        223870.13000000
        0.031202844176
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132J87H7
        
          
        
        88665.60000000
        PA
        USD
        90121.54000000
        0.012561069980
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELX CAPITAL INC
        2R15C3RTKJN1RCBOV146
        RELX Capital Inc
        74949LAD4
        
          
        
        174000.00000000
        PA
        USD
        166245.54000000
        0.023171173749
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BL7
        
          
        
        132000.00000000
        PA
        USD
        135153.62000000
        0.018837606181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417F3J5
        
          
        
        331775.74000000
        PA
        USD
        338430.05000000
        0.047170116507
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBV6
        
          
        
        905000.00000000
        PA
        USD
        820864.30000000
        0.114411426137
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-11-24
          Fixed
          2.89400000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CZB3
        
          
        
        25154.35000000
        PA
        USD
        25408.04000000
        0.003541352805
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samsung Electronics Co Ltd
        9884007ER46L6N7EI764
        Samsung Electronics Co Ltd
        000000000
        
          
        
        28863.00000000
        NS
        
        1492904.88000000
        0.208079918213
        Long
        EP
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441CAS4
        
          
        
        114000.00000000
        PA
        USD
        110952.30000000
        0.015464445068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31411GSU7
        
          
        
        12114.36000000
        PA
        USD
        13004.80000000
        0.001812598884
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH INDUSTRIAL CAP LLC
        549300PNSJ5B81UMVO28
        CNH Industrial Capital LLC
        12592BAJ3
        
          
        
        540000.00000000
        PA
        USD
        550720.23000000
        0.076758956281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418EB82
        
          
        
        1993831.48000000
        PA
        USD
        1852207.34000000
        0.258159214953
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297SBU8
        
          
        
        14656.46000000
        PA
        USD
        15872.30000000
        0.002212268798
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EQTZ5
        
          
        
        61642.95000000
        PA
        USD
        63895.76000000
        0.008905741211
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABF3
        
          
        
        287000.00000000
        PA
        USD
        278066.11000000
        0.038756637614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-10
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FNX70
        
          
        
        256304.43000000
        PA
        USD
        17388.82000000
        0.002423640174
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Variable
          1.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405PJV3
        
          
        
        37429.01000000
        PA
        USD
        40165.65000000
        0.005598256981
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F022659
        
          
        
        2050000.00000000
        PA
        USD
        1951773.84000000
        0.272036716095
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eaton Corp PLC
        549300VDIGTMXUNT7H71
        Eaton Corp PLC
        000000000
        
          
        
        63737.00000000
        NS
        USD
        9672727.12000000
        1.348177164529
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        HARTFORD FINL SVCS GRP
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group Inc/The
        416515BF0
        
          
        
        108000.00000000
        PA
        USD
        101271.16000000
        0.014115095323
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-19
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M9LS9
        
          
        
        193364.84000000
        PA
        USD
        197390.11000000
        0.027512079634
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DZE4
        
          
        
        3750.94000000
        PA
        USD
        3992.87000000
        0.000556523107
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CNU3
        
          
        
        6847.21000000
        PA
        USD
        6944.20000000
        0.000967877181
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2024-06-01
          Fixed
          5.52000000
          N
          N
          N