Form NPORT-P Brown Advisory Funds For: Mar 31

May 26, 2022 5:11 PM EDT

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    NPORT-P
    false
    
      
      
        
          0001548609
          XXXXXXXX
        
      
      
      
      
        S000047213
        C000147943
        C000147944
      
      
      
    
  
  
    
      Brown Advisory Funds
      811-22708
      0001548609
      254900ZS9LW6H6GM4251
      901 South Bond Street, Suite 400
      Baltimore
      
      21231
      4105375400
      Brown Advisory Total Return Fund
      S000047213
      549300W366CRCHWXV755
      2022-06-30
      2022-03-31
      N
    
    
      462966383.140000000000
      38680530.640000000000
      424285852.500000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      37626010.810000000000
      0.000000000000
      0.000000000000
      2363820.560000000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Dext ABS
        N/A
        Dext ABS 2021-1 LLC
        23345CAA7
        
          
        
        1477482.680000000000
        PA
        USD
        1446155.910000000000
        0.3408447162
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          1.120000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        AmeriCredit Automobile Receivables Trust 2020-2
        03066EAF1
        
          
        
        1000000.000000000000
        PA
        USD
        976508.600000000000
        0.2301534671
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-18
          Fixed
          1.480000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Merrill Lynch
        N/A
        BAMLL Commercial Mortgage Securities Trust 2019-RLJ
        05492HAJ5
        
          
          
        
        1250000.000000000000
        PA
        USD
        1235893.880000000000
        0.2912880250
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-15
          Floating
          1.997000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Merrill Lynch
        N/A
        BAMLL Commercial Mortgage Securities Trust 2018-DSNY
        054967AJ3
        
          
          
        
        1800000.000000000000
        PA
        USD
        1762349.580000000000
        0.4153684526
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-15
          Floating
          1.747000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHMS Mortgage Trust
        N/A
        BHMS 2018-ATLS
        05549GAJ0
        
          
        
        1259000.000000000000
        PA
        USD
        1239360.230000000000
        0.2921050096
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-15
          Floating
          2.296570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LBM ACQUISITION LLC
        549300FAEB3VWZL4NI86
        LBM Acquisition LLC
        05552BAA4
        
          
        
        2315000.000000000000
        PA
        USD
        2171250.080000000000
        0.5117422764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2019-3
        30167EAD7
        
          
          
        
        1500000.000000000000
        PA
        USD
        1502796.900000000000
        0.3541944402
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          3.110000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHF Trust 2021-1
        N/A
        FHF Trust 2021-1
        30260WAA9
        
          
        
        1064031.670000000000
        PA
        USD
        1036639.450000000000
        0.2443257167
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          1.270000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHF Trust 2020-1
        N/A
        FHF Trust 2020-1
        30260YAA5
        
          
        
        759026.620000000000
        PA
        USD
        759837.260000000000
        0.1790861646
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          2.590000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        549300S586ZSTJQXPJ92
        FREMF 2015-K47 Mortgage Trust
        30293AAN0
        
          
        
        3325000.000000000000
        PA
        USD
        3285152.870000000000
        0.7742782020
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-06-25
          Variable
          3.588795000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2020-KF75 Mortgage Trust
        30294SAA8
        
          
        
        2019175.860000000000
        PA
        USD
        1997320.910000000000
        0.4707488827
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-12-25
          Floating
          2.491430000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2017-K64 Mortgage Trust
        30296CAE3
        
          
        
        1785000.000000000000
        PA
        USD
        1787542.550000000000
        0.4213061877
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-25
          Variable
          3.994351000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2020-K105 Mortgage Trust
        302975BE6
        
          
        
        2020000.000000000000
        PA
        USD
        1959369.700000000000
        0.4618041560
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-03-25
          Variable
          3.530000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2019-K734 Mortgage Trust
        302977AS2
        
          
          
        
        1500000.000000000000
        PA
        USD
        1515565.350000000000
        0.3572038382
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-25
          Variable
          4.051056000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2018-K735 Mortgage Trust
        30298FAJ3
        
          
          
        
        2000000.000000000000
        PA
        USD
        2019398.400000000000
        0.4759523298
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-05-25
          Variable
          4.019175000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2019-K736 Mortgage Trust
        30298MAA7
        
          
          
        
        750000.000000000000
        PA
        USD
        746730.230000000000
        0.1759969666
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-07-25
          Variable
          3.759763000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2019-K102 Mortgage Trust
        30312WAE9
        
          
        
        2000000.000000000000
        PA
        USD
        1943045.600000000000
        0.4579567262
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-25
          Variable
          3.531053000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2020-KF76 Mortgage Trust
        30316EAE5
        
          
        
        2371400.460000000000
        PA
        USD
        2359419.910000000000
        0.5560920535
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-01-25
          Floating
          2.991430000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132J4MM8
        
          
        
        765608.940000000000
        PA
        USD
        776495.160000000000
        0.1830122677
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B3RH2
        
          
        
        1994356.380000000000
        PA
        USD
        2004663.930000000000
        0.4724795602
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B4ZT5
        
          
        
        1968808.060000000000
        PA
        USD
        1936901.690000000000
        0.4565086671
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B5H39
        
          
        
        1997028.700000000000
        PA
        USD
        1958493.910000000000
        0.4615977409
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B6AE0
        
          
        
        1999862.340000000000
        PA
        USD
        1961331.770000000000
        0.4622665966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KNNQ2
        
          
        
        1997206.600000000000
        PA
        USD
        2005873.920000000000
        0.4727647430
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KNR21
        
          
        
        2000000.000000000000
        PA
        USD
        1961427.000000000000
        0.4622890413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136A6YL2
        
          
          
        
        243015.000000000000
        PA
        USD
        252426.680000000000
        0.0594944843
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-25
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136B6XV0
        
          
          
        
        19274730.910000000000
        PA
        USD
        400810.320000000000
        0.0944670480
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-25
          Variable
          .279790000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B9CQ8
        
          
        
        1295779.360000000000
        PA
        USD
        1277329.150000000000
        0.3010539103
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-25
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BDZ92
        
          
        
        1146434.420000000000
        PA
        USD
        1039293.470000000000
        0.2449512431
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BH2W8
        
          
        
        3544496.880000000000
        PA
        USD
        512016.400000000000
        0.1206772267
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-25
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136BJSE6
        
          
        
        2999670.080000000000
        PA
        USD
        2877670.800000000000
        0.6782386881
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-25
          Variable
          1.839803000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BKUT7
        
          
        
        6816156.350000000000
        PA
        USD
        366277.070000000000
        0.0863279008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-25
          Variable
          1.753203000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137ASUT9
        
          
          
        
        553355.240000000000
        PA
        USD
        14463.100000000000
        0.0034088103
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-15
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AUGA1
        
          
          
        
        1608247.000000000000
        PA
        USD
        159365.540000000000
        0.0375608894
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-08-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137AUPF0
        
          
          
        
        2953339.620000000000
        PA
        USD
        29.530000000000
        0.0000069599
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-06-25
          Variable
          1.384020000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AXA60
        
          
          
        
        1504442.830000000000
        PA
        USD
        144188.360000000000
        0.0339837775
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BBBE9
        
          
          
        
        4283947.630000000000
        PA
        USD
        78625.000000000000
        0.0185311387
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-03-25
          Variable
          1.094345000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BKRK8
        
          
          
        
        61856151.960000000000
        PA
        USD
        233049.240000000000
        0.0549274124
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-25
          Variable
          .114253000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BSP98
        
          
          
        
        655403.090000000000
        PA
        USD
        22498.220000000000
        0.0053026090
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-08-25
          Variable
          .920016000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F64T1
        
          
        
        6000000.000000000000
        PA
        USD
        450208.200000000000
        0.1061096422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-09-25
          Variable
          1.574250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F72F1
        
          
        
        16500000.000000000000
        PA
        USD
        904363.350000000000
        0.2131495417
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-10-25
          Variable
          1.110956000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FAQF8
        
          
          
        
        1326023.000000000000
        PA
        USD
        40977.690000000000
        0.0096580383
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Variable
          .835899000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FCJM7
        
          
          
        
        9822697.340000000000
        PA
        USD
        164673.590000000000
        0.0388119446
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-25
          Variable
          .327511000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FCL51
        
          
          
        
        293948.200000000000
        PA
        USD
        293922.450000000000
        0.0692746289
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-25
          Variable
          2.885369000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FHQ30
        
          
          
        
        9288234.770000000000
        PA
        USD
        55863.160000000000
        0.0131663971
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-03-25
          Variable
          .396572000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FHQC0
        
          
          
        
        1792985.580000000000
        PA
        USD
        1793590.530000000000
        0.4227316370
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-25
          Variable
          3.311654000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FKUR5
        
          
          
        
        4963763.000000000000
        PA
        USD
        111017.540000000000
        0.0261657416
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-25
          Variable
          .362614000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FLN59
        
          
          
        
        10294013.180000000000
        PA
        USD
        215909.720000000000
        0.0508877962
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-02-25
          Variable
          .646631000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FLYX6
        
          
          
        
        3984799.580000000000
        PA
        USD
        174138.930000000000
        0.0410428321
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-25
          Variable
          .708577000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FMCG5
        
          
          
        
        2991632.630000000000
        PA
        USD
        112348.370000000000
        0.0264794052
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-12-25
          Variable
          1.255652000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FMD41
        
          
          
        
        5490795.620000000000
        PA
        USD
        263015.700000000000
        0.0619902121
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-25
          Variable
          .969262000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FMU83
        
          
          
        
        6599961.380000000000
        PA
        USD
        221836.580000000000
        0.0522846988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-05-25
          Variable
          .957686000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of California Multifamily
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FMUJ9
        
          
          
        
        125889.830000000000
        PA
        USD
        125855.390000000000
        0.0296628769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-25
          Variable
          2.608253000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FNWZ9
        
          
          
        
        8372551.070000000000
        PA
        USD
        369728.510000000000
        0.0871413713
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-25
          Variable
          1.308072000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FPJQ9
        
          
          
        
        7451334.030000000000
        PA
        USD
        289096.860000000000
        0.0681372849
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Variable
          1.204431000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FQ3Q4
        
          
          
        
        19113496.410000000000
        PA
        USD
        466912.140000000000
        0.1100465965
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-25
          Variable
          .902557000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FQKQ5
        
          
          
        
        4492361.910000000000
        PA
        USD
        188862.040000000000
        0.0445129242
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-25
          Variable
          .638505000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTZU4
        
          
        
        4800000.000000000000
        PA
        USD
        619784.160000000000
        0.1460770272
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Variable
          1.868024000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZG2
        
          
        
        4750000.000000000000
        PA
        USD
        597657.350000000000
        0.1408619558
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.796551000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FVNL2
        
          
        
        6238500.000000000000
        PA
        USD
        589415.980000000000
        0.1389195460
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.341694000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FWGB0
        
          
        
        9300000.000000000000
        PA
        USD
        1020205.350000000000
        0.2404523611
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-25
          Variable
          1.547331000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FWGH7
        
          
        
        990347.690000000000
        PA
        USD
        961143.720000000000
        0.2265321161
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-25
          Variable
          1.203718000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FWGK0
        
          
        
        8583013.280000000000
        PA
        USD
        248242.200000000000
        0.0585082436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-25
          Fixed
          1.663000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FWGL8
        
          
        
        6112691.590000000000
        PA
        USD
        201518.330000000000
        0.0474958872
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-25
          Fixed
          1.807000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31381P3C0
        
          
          
        
        254388.420000000000
        PA
        USD
        278656.860000000000
        0.0656766796
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          5.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31381SEB4
        
          
          
        
        167849.730000000000
        PA
        USD
        179115.220000000000
        0.0422156947
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          4.870000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LDYL1
        
          
        
        1000000.000000000000
        PA
        USD
        999727.970000000000
        0.2356260441
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-01
          Fixed
          2.470000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LGE51
        
          
        
        1359606.160000000000
        PA
        USD
        1363964.680000000000
        0.3214730522
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-12-01
          Fixed
          2.920000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GWRG0
        
          
          
        
        190352.960000000000
        PA
        USD
        199388.770000000000
        0.0469939709
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HJU74
        
          
          
        
        72923.110000000000
        PA
        USD
        78278.170000000000
        0.0184493943
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HM4S0
        
          
          
        
        109308.020000000000
        PA
        USD
        117969.780000000000
        0.0278043162
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JGGL3
        
          
          
        
        70150.550000000000
        PA
        USD
        74877.420000000000
        0.0176478710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JMPF3
        
          
          
        
        108550.910000000000
        PA
        USD
        115748.260000000000
        0.0272807258
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JMPW6
        
          
          
        
        109353.460000000000
        PA
        USD
        116749.940000000000
        0.0275168119
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140M94M6
        
          
        
        1989683.760000000000
        PA
        USD
        1951295.940000000000
        0.4599012502
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MJBA2
        
          
        
        2097901.790000000000
        PA
        USD
        2112117.970000000000
        0.4978054200
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QNGT3
        
          
        
        1989650.120000000000
        PA
        USD
        1997334.150000000000
        0.4707520032
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XCWQ7
        
          
        
        2971283.430000000000
        PA
        USD
        2933268.830000000000
        0.6913425967
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CGF5
        
          
        
        524341.910000000000
        PA
        USD
        523948.390000000000
        0.1234894793
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First American Government Obli
        549300R5MYM6VZF1RM44
        First American Government Obligations Fund
        31846V567
        
          
          
        
        3004204.440000000000
        NS
        USD
        3004204.440000000000
        0.7080614219
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370DA5
        
          
        
        2280000.000000000000
        PA
        USD
        2036769.600000000000
        0.4800465507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTIS INC
        549300MQYQ9Y065XPR71
        Fortis Inc/Canada
        349553AM9
        
          
        
        4325000.000000000000
        PA
        USD
        4285919.690000000000
        1.0101490928
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-10-04
          Fixed
          3.055000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Multifamily Structured Credit
        N/A
        Freddie Mac Multifamily Structured Credit Risk
        35563GAA7
        
          
        
        3984849.850000000000
        PA
        USD
        3865579.710000000000
        0.9110790961
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-25
          Floating
          2.399000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust
        35563PAS8
        
          
          
        
        220205.410000000000
        PA
        USD
        219754.610000000000
        0.0517939990
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-01-25
          Variable
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freedom Financial
        N/A
        Freed ABS Trust 2020-1CP
        35635BAA2
        
          
        
        146118.890000000000
        PA
        USD
        145815.460000000000
        0.0343672689
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          .660000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617YKGX8
        
          
        
        4036733.000000000000
        PA
        USD
        4402214.770000000000
        1.0375586987
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2072-02-20
          Floating
          2.776000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617YKHG4
        
          
        
        4077556.000000000000
        PA
        USD
        4406308.950000000000
        1.0385236566
        Long
        ABS-MBS
        USGA
        US
        N
        
        3
        
          2072-02-20
          Floating
          3.021000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A9SX0
        
          
          
        
        296698.820000000000
        PA
        USD
        326638.240000000000
        0.0769854187
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-09-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities
        N/A
        GS Mortgage-Backed Securities Trust 2022-LTV1
        36266VAJ3
        
          
        
        1991070.870000000000
        PA
        USD
        1969654.510000000000
        0.4642281845
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-06-25
          Variable
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasin
        N/A
        GM Financial Leasing Trust
        380144AF2
        
          
        
        1000000.000000000000
        PA
        USD
        962881.300000000000
        0.2269416466
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-05-20
          Fixed
          1.010000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Impr
        N/A
        GoodLeap Sustainable Home Solutions Trust 2021-4
        38237GAA7
        
          
        
        2887382.980000000000
        PA
        USD
        2625001.870000000000
        0.6186871079
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-07-20
          Fixed
          1.930000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Impr
        N/A
        GoodLeap Sustainable Home Solutions Trust 2021-5
        38237HAA5
        
          
        
        2285087.210000000000
        PA
        USD
        2101512.440000000000
        0.4953058009
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-10-20
          Fixed
          2.310000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378NT52
        
          
          
        
        473628.710000000000
        PA
        USD
        8384.180000000000
        0.0019760687
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2054-07-16
          Variable
          .654630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FMU26
        
          
          
        
        3535048.970000000000
        PA
        USD
        190620.090000000000
        0.0449272793
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-25
          Variable
          .879641000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378XPE5
        
          
          
        
        249872.700000000000
        PA
        USD
        5455.870000000000
        0.0012858949
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2056-01-16
          Variable
          .424290000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379K7D4
        
          
          
        
        266893.030000000000
        PA
        USD
        7159.270000000000
        0.0016873695
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2057-03-16
          Variable
          .613720000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379UMP8
        
          
          
        
        481079.960000000000
        PA
        USD
        13290.750000000000
        0.0031324990
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2057-07-16
          Variable
          .619280000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379UQN9
        
          
          
        
        399101.510000000000
        PA
        USD
        18776.410000000000
        0.0044254151
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2057-11-16
          Variable
          .983950000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379UXP6
        
          
          
        
        528527.330000000000
        PA
        USD
        24732.810000000000
        0.0058292799
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2058-05-16
          Variable
          .897310000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380H3F7
        
          
        
        2381820.870000000000
        PA
        USD
        378341.050000000000
        0.0891712622
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-20
          Floating
          5.751430000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38381DFG0
        
          
        
        4719282.240000000000
        PA
        USD
        4078997.400000000000
        0.9613795454
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2060-07-16
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382BF81
        
          
        
        976469.090000000000
        PA
        USD
        954213.700000000000
        0.2248987786
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-10-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382WQ42
        
          
        
        1903150.040000000000
        PA
        USD
        1816559.190000000000
        0.4281451242
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-08-20
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38383FP31
        
          
        
        995064.420000000000
        PA
        USD
        950599.070000000000
        0.2240468459
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-01-20
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAPHIC PACKAGING INTERN
        SO75N4VY5NXGQSK8YQ65
        Graphic Packaging International LLC
        38869AAA5
        
          
          
        
        2065000.000000000000
        PA
        USD
        2090998.350000000000
        0.4928277334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        HPEFS Equipment Trust 2020-1
        40438FAE4
        
          
          
        
        750000.000000000000
        PA
        USD
        747433.430000000000
        0.1761627039
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-02-20
          Fixed
          2.030000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        HPEFS Equipment Trust 2020-1
        40438FAF1
        
          
          
        
        1000000.000000000000
        PA
        USD
        993589.900000000000
        0.2341793614
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-02-20
          Fixed
          2.260000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        HPEFS Equipment Trust
        40440YAF6
        
          
        
        1380000.000000000000
        PA
        USD
        1316030.100000000000
        0.3101753434
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-20
          Fixed
          1.030000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HASBRO INC
        549300NUB6D2R1ITYR45
        Hasbro Inc
        418056AZ0
        
          
        
        3115000.000000000000
        PA
        USD
        3130898.340000000000
        0.7379219273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-19
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAWAIIAN BRAND INTELLECT
        N/A
        Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
        41984LAA5
        
          
        
        2177000.000000000000
        PA
        USD
        2181114.530000000000
        0.5140672302
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-20
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HLTH CARE AUTH FOR BAPTIST HLT
        N/A
        Health Care Authority for Baptist Health/The
        42219UBQ4
        
          
          
        
        1200000.000000000000
        PA
        USD
        1386007.800000000000
        0.3266683986
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-11-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invitation Homes Trust
        N/A
        Invitation Homes 2018-SFR1 Trust
        46185JAE8
        
          
          
        
        2199684.510000000000
        PA
        USD
        2196649.170000000000
        0.5177285920
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-03-17
          Floating
          1.691000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Auto Credit Linked Notes
        N/A
        JPMorgan Chase Bank NA - CACLN
        46591HCD0
        
          
        
        2397349.710000000000
        PA
        USD
        2329975.310000000000
        0.5491522511
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-26
          Fixed
          .760000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Corp
        46591JAJ5
        
          
          
        
        1000000.000000000000
        PA
        USD
        981377.100000000000
        0.2313009247
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-09-15
          Floating
          1.997000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACL
        N/A
        JPMorgan Chase Bank NA - CACLN
        48128U2M0
        
          
        
        2212177.690000000000
        PA
        USD
        2171683.560000000000
        0.5118444434
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-26
          Fixed
          .889000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEHE DISTRIBUTORS LLC/FI
        N/A
        KeHE Distributors LLC / KeHE Finance Corp
        487526AB1
        
          
        
        1673000.000000000000
        PA
        USD
        1778675.050000000000
        0.4192162052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          8.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEAR CORP
        549300UPNBTXA1SYTQ33
        Lear Corp
        521865BA2
        
          
          
        
        4085000.000000000000
        PA
        USD
        4139120.330000000000
        0.9755499283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MRCD Mortgage Trust
        N/A
        MRCD 2019-MARK Mortgage Trust
        55348UAN8
        
          
          
        
        1500000.000000000000
        PA
        USD
        1404674.700000000000
        0.3310680033
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Fixed
          2.717520000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW Owner Trust 2017-1
        553896AA9
        
          
        
        1226797.430000000000
        PA
        USD
        1222364.770000000000
        0.2880993469
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-12-20
          Fixed
          2.420000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300F7COUCG1RROP29
        Magnetite XXVI Ltd
        55954YAJ4
        
          
        
        4000000.000000000000
        PA
        USD
        3959540.000000000000
        0.9332246118
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-25
          Floating
          1.377710000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BB8
        
          
        
        4020000.000000000000
        PA
        USD
        4146337.180000000000
        0.9772508689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          4.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARVELL TECHNOLOGY INC
        N/A
        Marvell Technology Inc
        573874AN4
        
          
        
        3984000.000000000000
        PA
        USD
        4184279.940000000000
        0.9861936040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-22
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Warehouse Securitization
        N/A
        Mello Warehouse Securitization Trust 2021-2
        58552NAA7
        
          
        
        2000000.000000000000
        PA
        USD
        1991816.600000000000
        0.4694515710
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-04-25
          Floating
          1.206570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCER INTL INC
        549300Z5IAG39VRTY874
        Mercer International Inc
        588056BB6
        
          
        
        2280000.000000000000
        PA
        USD
        2202901.800000000000
        0.5192022753
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICRON TECHNOLOGY INC
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112BS1
        
          
        
        7090000.000000000000
        PA
        USD
        6429672.850000000000
        1.5154106158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          2.703000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2019-NUGS
        61692AAG7
        
          
          
        
        600000.000000000000
        PA
        USD
        593668.140000000000
        0.1399217383
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          2.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAA6
        
          
          
        
        4177000.000000000000
        PA
        USD
        4204280.200000000000
        0.9909074685
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-18
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natixis Commercial Mortgage Se
        N/A
        Natixis Commercial Mortgage Securities Trust 2020-2PAC
        63875DAJ0
        
          
          
        
        1000000.000000000000
        PA
        USD
        962818.100000000000
        0.2269267510
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-12-15
          Fixed
          3.396400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newtek Small Business Loan Tru
        N/A
        Newtek Small Business Loan Trust 2018-1
        65252MAA7
        
          
          
        
        475078.530000000000
        PA
        USD
        473482.310000000000
        0.1115951209
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-02-25
          Floating
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVELIS CORP
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AE6
        
          
        
        2170000.000000000000
        PA
        USD
        2110824.100000000000
        0.4975004676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-30
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 54
        N/A
        N/A
        67577FAA6
        
          
        
        5000000.000000000000
        PA
        USD
        4951250.000000000000
        1.1669608993
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Floating
          1.361290000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding XIV LLC
        68377BAA5
        
          
        
        640000.000000000000
        PA
        USD
        621651.390000000000
        0.1465171149
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          1.210000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPTION CARE HEALTH INC
        549300DI3Q5ACSYJRI17
        Option Care Health Inc
        68404LAA0
        
          
        
        2255000.000000000000
        PA
        USD
        2118200.430000000000
        0.4992389960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-31
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PVH CORP
        123WALMHY1GZXG2YDL90
        PVH Corp
        693656AC4
        
          
        
        4160000.000000000000
        PA
        USD
        4253353.730000000000
        1.0024736165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-10
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERFORMANCE FOOD GROUP I
        549300OMUOGBYK0FFO76
        Performance Food Group Inc
        71376LAD2
        
          
        
        2165000.000000000000
        PA
        USD
        2230079.900000000000
        0.5256078860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERKINELMER INC
        549300IKL1SDPFI7N655
        PerkinElmer Inc
        714046AN9
        
          
        
        4655000.000000000000
        PA
        USD
        4122861.210000000000
        0.9717178138
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHYSICIANS REALTY LP
        549300P6Q1UMT0X60U20
        Physicians Realty LP
        71951QAC6
        
          
        
        4550000.000000000000
        PA
        USD
        4113577.560000000000
        0.9695297488
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prestige Auto Receivables Trus
        N/A
        Prestige Auto Receivables Trust 2019-1
        74113NAF5
        
          
          
        
        1000000.000000000000
        PA
        USD
        996060.700000000000
        0.2347617047
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          3.010000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MODIVCARE INC
        549300EFZIFW7F7I0Q28
        ModivCare Inc
        743815AE2
        
          
        
        2180000.000000000000
        PA
        USD
        2204568.600000000000
        0.5195951237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Woodward Capital Management
        N/A
        RCKT Mortgage Trust 2022-1
        74938FAE8
        
          
        
        2201542.330000000000
        PA
        USD
        2097617.860000000000
        0.4943878868
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-25
          Variable
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RACKSPACE TECHNOLOGY
        549300QTYCKLMFSE8I97
        Rackspace Technology Global Inc
        750098AA3
        
          
        
        2375000.000000000000
        PA
        USD
        2064017.500000000000
        0.4864686126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAR1
        
          
        
        364000.000000000000
        PA
        USD
        345766.400000000000
        0.0814937378
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          2.328000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        Santander Drive Auto Receivables Trust 2019-3
        80286HAG4
        
          
          
        
        790000.000000000000
        PA
        USD
        793017.170000000000
        0.1869063428
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          2.680000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERMINIX CO LLC/THE
        HZPA4EQ289DXC7NQGK91
        ServiceMaster Co LLC/The
        817609AB6
        
          
          
        
        1910000.000000000000
        PA
        USD
        2171507.650000000000
        0.5118029831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          7.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stack Infrastructure Issuer LL
        N/A
        Stack Infrastructure Issuer LLC
        85236KAD4
        
          
        
        2700000.000000000000
        PA
        USD
        2535902.910000000000
        0.5976873598
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-08-25
          Fixed
          1.893000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Symphony CLO Ltd
        N/A
        Symphony CLO XIX Ltd
        87165YAC7
        
          
        
        5800000.000000000000
        PA
        USD
        5765669.800000000000
        1.3589116314
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-16
          Floating
          1.201290000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYSCO CORPORATION
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829BL0
        
          
          
        
        3605000.000000000000
        PA
        USD
        4183681.230000000000
        0.9860524939
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          5.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        874060AX4
        
          
        
        4670000.000000000000
        PA
        USD
        4221795.440000000000
        0.9950356381
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-03-31
          Fixed
          2.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2021-A
        88161FAF3
        
          
        
        2180000.000000000000
        PA
        USD
        2109279.060000000000
        0.4971363168
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          1.180000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Theorem Funding Trust 2020-1
        N/A
        Theorem Funding Trust 2020-1
        88337YAA2
        
          
        
        73775.300000000000
        PA
        USD
        73794.390000000000
        0.0173926115
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          2.480000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796P29
        
          
        
        1800000.000000000000
        PA
        USD
        1799896.000000000000
        0.4242177743
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-14
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128284L1
        
          
        
        12470000.000000000000
        PA
        USD
        12599753.470000000000
        2.9696378976
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBG5
        
          
        
        24615000.000000000000
        PA
        USD
        24327549.720000000000
        5.7337640595
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-31
          Fixed
          .125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VF CORP
        CWAJJ9DJ5Z7P057HV541
        VF Corp
        918204BC1
        
          
          
        
        4365000.000000000000
        PA
        USD
        4139940.210000000000
        0.9757431660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-23
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOC ESCROW LTD
        N/A
        VOC Escrow Ltd
        91832VAA2
        
          
        
        2300000.000000000000
        PA
        USD
        2152663.150000000000
        0.5073615199
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-02-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Data Centers LLC
        N/A
        Vantage Data Centers LLC
        92212KAB2
        
          
        
        3000000.000000000000
        PA
        USD
        2798177.700000000000
        0.6595029468
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-09-15
          Fixed
          1.645000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEST FRASER TIMBER CO
        5493005WD1ZK6WBVR988
        West Fraser Timber Co Ltd
        952845AE5
        
          
        
        4305000.000000000000
        PA
        USD
        4411863.450000000000
        1.0398327976
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-10-15
          Fixed
          4.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        Westlake Automobile Receivables Trust 2020-2
        96042PAE2
        
          
        
        1000000.000000000000
        PA
        USD
        997710.100000000000
        0.2351504520
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          2.010000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNDHAM HOTELS & RESORTS
        549300FE3MQ4RVXXC673
        Wyndham Hotels & Resorts Inc
        98311AAB1
        
          
        
        2175000.000000000000
        PA
        USD
        2090077.130000000000
        0.4926106109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 5YR NOTE (CBT) Jun22
        N/A
        
          
        
        -81.000000000000
        NC
        USD
        326996.390000000000
        0.0770698311
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                U.S. Treasury 5 Year Note
                U.S. Treasury 5 Year Note
                
                  
                  
                
              
            
            2022-06-30
            -9616683.892500000000
            USD
            326996.390000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 2YR NOTE (CBT) Jun22
        N/A
        
          
        
        31.000000000000
        NC
        USD
        -85554.780000000000
        -0.0201644197
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                U.S. Treasury 2 Year Notes
                U.S. Treasury 2 Year Notes
                
                  
                  
                
              
            
            2022-06-30
            6655132.935600000000
            USD
            -85554.780000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 10YR NOTE (CBT)Jun22
        N/A
        
          
        
        -348.000000000000
        NC
        USD
        1306452.550000000000
        0.3079180091
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                U.S. Treasury 10 Year Notes
                U.S. Treasury 10 Year Notes
                
                  
                  
                
              
            
            2022-06-21
            -44066952.552000000000
            USD
            1306452.550000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US LONG BOND(CBT) Jun22
        N/A
        
          
        
        185.000000000000
        NC
        USD
        -909512.260000000000
        -0.2143630891
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                U.S. Treasury Long Bonds
                U.S. Treasury Long Bonds
                
                  
                  
                
              
            
            2022-06-21
            28671074.762500000000
            USD
            -909512.260000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 10yr Ultra Fut Jun22
        N/A
        
          
        
        -233.000000000000
        NC
        USD
        916211.560000000000
        0.2159420482
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                10 Year U.S. Ultra Treasury Notes
                10 Year U.S. Ultra Treasury Notes
                
                  
                  
                
              
            
            2022-06-21
            -32480430.310600000000
            USD
            916211.560000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US ULTRA BOND CBT Jun22
        N/A
        
          
        
        369.000000000000
        NC
        USD
        -2429940.940000000000
        -0.5727131663
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                U.S. Treasury Ultra Bonds
                U.S. Treasury Ultra Bonds
                
                  
                  
                
              
            
            2022-06-21
            67789065.944000000000
            USD
            -2429940.940000000000
          
        
        
          N
          N
          N
        
      
      
        APTIV PLC / APTIV CORP
        N/A
        Aptiv PLC / Aptiv Corp
        00217GAB9
        
          
        
        6690000.000000000000
        PA
        USD
        6350152.480000000000
        1.4966684471
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2032-03-01
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAW5
        
          
        
        6955000.000000000000
        PA
        USD
        6411740.920000000000
        1.5111842363
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2028-10-29
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE E
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities Inc
        015271AU3
        
          
        
        3765000.000000000000
        PA
        USD
        4168182.860000000000
        0.9823996806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-15
          Fixed
          4.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F032658
        
          
          
        
        4250000.000000000000
        PA
        USD
        4246596.690000000000
        1.0008810487
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2052-05-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F040651
        
          
        
        16500000.000000000000
        PA
        USD
        16799758.470000000000
        3.9595377435
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-25
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        American Homes 4 Rent 2014-SFR2 Trust
        02665UAD7
        
          
          
        
        540000.000000000000
        PA
        USD
        546725.810000000000
        0.1288578930
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-10-17
          Fixed
          5.149000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        American Homes 4 Rent 2014-SFR3 Trust
        02665XAB5
        
          
        
        2000000.000000000000
        PA
        USD
        2002088.200000000000
        0.4718724860
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-12-17
          Fixed
          4.201000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        American Homes 4 Rent 2015-SFR1
        02666AAD0
        
          
          
        
        520000.000000000000
        PA
        USD
        520141.750000000000
        0.1225922917
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-04-17
          Fixed
          4.407000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN MUNI PWR-OHIO INC OH
        EARKGGZJJEMVD66XQ486
        American Municipal Power Inc
        02765UCR3
        
          
          
        
        230000.000000000000
        PA
        USD
        296755.520000000000
        0.0699423557
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-02-15
          Fixed
          6.053000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        AmeriCredit Automobile Receivables Trust 2021-1
        03063FAF1
        
          
        
        2196000.000000000000
        PA
        USD
        2078369.500000000000
        0.4898512377
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-18
          Fixed
          1.210000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust 2019-ATL
        N/A
        BX Trust
        05608FAJ0
        
          
          
        
        940000.000000000000
        PA
        USD
        923400.350000000000
        0.2176363752
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-11-15
          Floating
          1.697000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2021-VOLT
        05609VAL9
        
          
        
        8219200.000000000000
        PA
        USD
        7942882.000000000000
        1.8720591208
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-15
          Floating
          2.046570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Opportunity Master Fun
        N/A
        Bayview MSR Opportunity Master Fund Trust 2021-INV2
        07335UAA2
        
          
        
        4857263.970000000000
        PA
        USD
        4652698.350000000000
        1.0965952135
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Opportunity Master Fun
        N/A
        Bayview MSR Opportunity Master Fund Trust 2021-INV5
        07336JAE8
        
          
        
        4730045.870000000000
        PA
        USD
        4400642.160000000000
        1.0371880500
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-25
          Variable
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOKING HOLDINGS INC
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        09857LAR9
        
          
          
        
        3920000.000000000000
        PA
        USD
        4257986.010000000000
        1.0035653993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-13
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        Boyd Gaming Corp
        103304BS9
        
          
        
        2085000.000000000000
        PA
        USD
        2192565.170000000000
        0.5167660333
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          8.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRINKER INTERNATIONAL IN
        52990067JY6PBGJNTG76
        Brinker International Inc
        109641AH3
        
          
        
        2153000.000000000000
        PA
        USD
        2150502.520000000000
        0.5068522807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRUNSWICK CORP
        YM4O38W15AX4YLLQKU27
        Brunswick Corp/DE
        117043AT6
        
          
        
        7435000.000000000000
        PA
        USD
        6310017.440000000000
        1.4872090132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-18
          Fixed
          2.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAUSER PACKAGING SOLUT
        549300DNGHXL0OMHW304
        Mauser Packaging Solutions Holding Co
        12429TAE4
        
          
        
        2520000.000000000000
        PA
        USD
        2500596.000000000000
        0.5893658686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-SDMF
        12434CAG9
        
          
        
        3445000.000000000000
        PA
        USD
        3297553.660000000000
        0.7772009461
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-15
          Floating
          1.135000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMB Commercial Mortgage Trust
        N/A
        CAMB Commercial Mortgage Trust 2019-LIFE
        12482HAG9
        
          
          
        
        500000.000000000000
        PA
        USD
        493827.350000000000
        0.1163902466
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Floating
          1.647000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMB Commercial Mortgage Trust
        N/A
        CAMB Commercial Mortgage Trust 2019-LIFE
        12482HAJ3
        
          
          
        
        500000.000000000000
        PA
        USD
        492897.650000000000
        0.1161711255
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Floating
          1.847000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Equipment Trust
        N/A
        CNH Equipment Trust 2020-A
        12597PAD0
        
          
        
        500000.000000000000
        PA
        USD
        489670.800000000000
        0.1154105887
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.510000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        Credit Suisse Mortgage Capital Certificates 2019-ICE4
        12653VAE6
        
          
          
        
        1250000.000000000000
        PA
        USD
        1238334.000000000000
        0.2918631372
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          1.827000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        Credit Suisse Mortgage Capital Certificates 2019-ICE4
        12653VAG1
        
          
          
        
        2950000.000000000000
        PA
        USD
        2919898.500000000000
        0.6881913415
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          1.997000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        CarMax Auto Owner Trust 2021-2
        14314QAF1
        
          
        
        2255000.000000000000
        PA
        USD
        2130212.360000000000
        0.5020700896
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.340000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARROLS RESTAURANT GROUP
        529900HZEMNWQSAKFJ98
        Carrols Restaurant Group Inc
        14574XAF1
        
          
        
        2535000.000000000000
        PA
        USD
        2070955.580000000000
        0.4881038498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCM MERGER INC
        549300P77RSBKKFME089
        CCM Merger Inc
        14985VAE1
        
          
        
        2193000.000000000000
        PA
        USD
        2217594.500000000000
        0.5226652001
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OP LLC
        549300Z3NFMM54NWBB87
        Clearway Energy Operating LLC
        18539UAD7
        
          
        
        2290000.000000000000
        PA
        USD
        2146348.300000000000
        0.5058731719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLONIAL ENTERPRISES INC
        N/A
        Colonial Enterprises Inc
        19565CAA8
        
          
        
        4255000.000000000000
        PA
        USD
        4178753.460000000000
        0.9848910670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        20754KAA9
        
          
        
        3952924.340000000000
        PA
        USD
        3912397.380000000000
        0.9221135602
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-11-25
          Floating
          .999000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2022-R01
        20754LAA7
        
          
        
        2146718.360000000000
        PA
        USD
        2125947.140000000000
        0.5010648193
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-25
          Floating
          1.099000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2021-R01
        20754RAA4
        
          
        
        1214985.350000000000
        PA
        USD
        1206552.020000000000
        0.2843724373
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-10-25
          Floating
          .849000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSERVATION FUND
        N/A
        Conservation Fund/The
        20848FAA8
        
          
          
        
        5313000.000000000000
        PA
        USD
        5314440.830000000000
        1.2525614038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.474000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORE 2019-CORE MORTGAGE TRUST
        N/A
        CORE 2019-CORE Mortgage Trust
        21871FAJ7
        
          
          
        
        600000.000000000000
        PA
        USD
        582579.960000000000
        0.1373083634
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-12-15
          Floating
          1.697000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWDSTRIKE HOLDINGS INC
        549300YBY08K9KM4HX32
        Crowdstrike Holdings Inc
        22788CAA3
        
          
        
        2315000.000000000000
        PA
        USD
        2129591.650000000000
        0.5019237944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAR2
        
          
          
        
        4325000.000000000000
        PA
        USD
        4143941.400000000000
        0.9766862071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBGS Mortgage Trust
        N/A
        DBGS 2018-BIOD Mortgage Trust
        23307DBF9
        
          
          
        
        4000000.000000000000
        PA
        USD
        3940922.000000000000
        0.9288365324
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          4.637000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dext ABS
        N/A
        Dext ABS 2021-1 LLC
        23345CAB5
        
          
        
        540000.000000000000
        PA
        USD
        514830.220000000000
        0.1213404164
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          1.760000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DARDEN RESTAURANTS INC
        CY1NFSCCB5GUXC7WZC70
        Darden Restaurants Inc
        237194AL9
        
          
        
        4185000.000000000000
        PA
        USD
        4256503.530000000000
        1.0032159934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dext ABS 2020-1, LLC
        N/A
        Dext ABS 2020-1 LLC
        25216AAA2
        
          
        
        520364.720000000000
        PA
        USD
        517641.600000000000
        0.1220030310
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.460000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        Drive Auto Receivables Trust 2020-1
        26208QAG2
        
          
          
        
        1320000.000000000000
        PA
        USD
        1315935.850000000000
        0.3101531296
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-17
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        Drive Auto Receivables Trust 2019-3
        26209WAG8
        
          
          
        
        1000000.000000000000
        PA
        USD
        1005732.400000000000
        0.2370412292
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          3.180000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        N/A
        Dryden 64 CLO Ltd
        26251LAC8
        
          
        
        5200000.000000000000
        PA
        USD
        5162965.600000000000
        1.2168601827
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-18
          Floating
          1.211290000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAP3
        
          
        
        2325000.000000000000
        PA
        USD
        2063195.000000000000
        0.4862747574
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-07-12
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBM4
        
          
          
        
        4675000.000000000000
        PA
        USD
        4183806.120000000000
        0.9860819293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2077-08-16
          Variable
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NAX9
        
          
          
        
        4050000.000000000000
        PA
        USD
        4186736.020000000000
        0.9867724779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-05-26
      Brown Advisory Funds
      /s/ Jason T. Meix
      Jason T. Meix
      Principal Financial Officer
    
  
  XXXX




Brown Advisory Total Return Fund
             
Schedule of Investments
             
March 31, 2022 (Unaudited)
             
                   
Par Value
 
Security Description
 
Rate
 
Maturity
 
Value $
 
Corporate Bonds & Notes - 38.0%
             
 
6,955,000
 
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
   
3.00
%
10/29/2028
   
6,411,741
 
 
3,765,000
 
Alexandria Real Estate Equities, Inc.
   
4.90
%
12/15/2030
   
4,168,183
 
 
6,690,000
 
Aptiv Corp.
   
3.25
%
03/01/2032
   
6,350,152
 
 
3,920,000
 
Booking Holdings, Inc.
   
4.63
%
04/13/2030
   
4,257,986
 
 
2,085,000
 
Boyd Gaming Corp.^
   
8.63
%
06/01/2025
   
2,192,565
 
 
2,153,000
 
Brinker International, Inc.^
   
5.00
%
10/01/2024
   
2,150,503
 
 
7,435,000
 
Brunswick Corp.
   
2.40
%
08/18/2031
   
6,310,017
 
 
2,535,000
 
Carrols Restaurant Group, Inc.^
   
5.88
%
07/01/2029
   
2,070,956
 
 
2,193,000
 
CCM Merger, Inc.^
   
6.38
%
05/01/2026
   
2,217,595
 
 
2,290,000
 
Clearway Energy Operating LLC^
   
3.75
%
02/15/2031
   
2,146,348
 
 
4,255,000
 
Colonial Enterprises, Inc.^
   
3.25
%
05/15/2030
   
4,178,753
 
 
5,313,000
 
Conservation Fund
   
3.47
%
12/15/2029
   
5,314,441
 
 
2,315,000
 
Crowdstrike Holdings, Inc.
   
3.00
%
02/15/2029
   
2,129,592
 
 
4,325,000
 
Crown Castle International Corp.
   
3.30
%
07/01/2030
   
4,143,941
 
 
4,185,000
 
Darden Restaurants, Inc.
   
3.85
%
05/01/2027
   
4,256,504
 
 
2,325,000
 
Enel Finance International NV^
   
2.25
%
07/12/2031
   
2,063,195
 
 
4,675,000
 
Enterprise Products Operating LLC (Fixed until 08/16/2022, then 3 Month LIBOR USD + 2.99%)
   
4.88
%
08/16/2077
   
4,183,806
 
 
4,050,000
 
Exelon Corp.
   
4.05
%
04/15/2030
   
4,186,736
 
 
2,280,000
 
Ford Motor Co.
   
3.25
%
02/12/2032
   
2,036,770
 
 
4,325,000
 
Fortis, Inc.
   
3.06
%
10/04/2026
   
4,285,920
 
 
2,065,000
 
Graphic Packaging International LLC^
   
4.75
%
07/15/2027
   
2,090,998
 
 
3,115,000
 
Hasbro, Inc.
   
3.90
%
11/19/2029
   
3,130,898
 
 
2,177,000
 
Hawaiian Brand Intellectual Property, Ltd.^
   
5.75
%
01/20/2026
   
2,181,115
 
 
1,673,000
 
KeHE Distributors LLC^
   
8.63
%
10/15/2026
   
1,778,675
 
 
2,315,000
 
LBM Acquisition LLC^
   
6.25
%
01/15/2029
   
2,171,250
 
 
4,085,000
 
Lear Corp.
   
4.25
%
05/15/2029
   
4,139,120
 
 
4,020,000
 
Marriott International, Inc.
   
4.65
%
12/01/2028
   
4,146,337
 
 
3,984,000
 
Marvell Technology, Inc.
   
4.88
%
06/22/2028
   
4,184,280
 
 
2,520,000
 
Mauser Packaging Solutions Holding Co.^
   
7.25
%
04/15/2025
   
2,500,596
 
 
2,280,000
 
Mercer International, Inc.
   
5.13
%
02/01/2029
   
2,202,902
 
 
7,090,000
 
Micron Technology, Inc.
   
2.70
%
04/15/2032
   
6,429,673
 
 
2,180,000
 
ModivCare, Inc.^
   
5.88
%
11/15/2025
   
2,204,569
 
 
2,170,000
 
Novelis Corp.^
   
4.75
%
01/30/2030
   
2,110,824
 
 
4,177,000
 
NXP BV^
   
3.88
%
06/18/2026
   
4,204,280
 
 
2,255,000
 
Option Care Health, Inc.^
   
4.38
%
10/31/2029
   
2,118,200
 
 
2,165,000
 
Performance Food Group, Inc.^
   
6.88
%
05/01/2025
   
2,230,080
 
 
4,655,000
 
PerkinElmer, Inc.
   
2.25
%
09/15/2031
   
4,122,861
 
 
4,550,000
 
Physicians Realty L.P.
   
2.63
%
11/01/2031
   
4,113,578
 
 
4,160,000
 
PVH Corp.
   
4.63
%
07/10/2025
   
4,253,354
 
 
2,375,000
 
Rackspace Technology Global, Inc.^
   
5.38
%
12/01/2028
   
2,064,018
 
 
3,605,000
 
SYSCO Corp.
   
5.95
%
04/01/2030
   
4,183,681
 
 
4,670,000
 
Takeda Pharmaceutical Co., Ltd.
   
2.05
%
03/31/2030
   
4,221,795
 
 
1,910,000
 
Terminix Co. LLC
   
7.45
%
08/15/2027
   
2,171,508
 
 
4,365,000
 
VF Corp.
   
2.95
%
04/23/2030
   
4,139,940
 
 
2,300,000
 
VOC Escrow, Ltd.^
   
5.00
%
02/15/2028
   
2,152,663
 
 
4,305,000
 
West Fraser Timber Co., Ltd.^
   
4.35
%
10/15/2024
   
4,411,863
 
 
2,175,000
 
Wyndham Hotels & Resorts, Inc.^
   
4.38
%
08/15/2028
   
2,090,077
 
Total Corporate Bonds & Notes (Cost $168,814,346)
             
160,804,839
 
                         
Mortgage Backed Securities - 36.9%
                 
 
1,800,000
 
BAMLL Commercial Mortgage Securities Trust, Series 2018-DSNY C (1 Month LIBOR USD + 1.35%)^
   
1.75
%
09/15/2034
   
1,762,350
 
 
1,250,000
 
BAMLL Commercial Mortgage Securities Trust, Series 2019-RLJ C (1 Month LIBOR USD + 1.60%)^
   
2.00
%
04/15/2036
   
1,235,894
 
 
4,730,046
 
Bayview MSR Opportunity Master Fund Trust INV5, Series 2021-5 A2#^
   
2.50
%
11/25/2051
   
4,400,642
 
 
4,857,264
 
Bayview MSR Opportunity Master Fund Trust INV6, Series 2021-6 A1#^
   
3.00
%
10/25/2051
   
4,652,698
 
 
1,259,000
 
BHMS, Series 2018-ATLS C (1 Month LIBOR USD + 1.90%)^
   
2.30
%
07/16/2035
   
1,239,360
 
 
8,219,200
 
BX Commercial Mortgage Trust, Series 2021-VOLT D (1 Month LIBOR USD + 1.65%)^
   
2.05
%
09/15/2036
   
7,942,882
 
 
940,000
 
BX Trust, Series 2019-CALM C (1 Month LIBOR USD + 1.30%)^
   
1.70
%
11/15/2032
   
923,400
 
 
3,445,000
 
BX Trust, Series 2021-SDMF B (1 Month LIBOR USD + 0.74%)^
   
1.14
%
09/15/2034
   
3,297,554
 
 
500,000
 
CAMB Commercial Mortgage Trust, Series 2019-LIFE B (1 Month LIBOR USD + 1.25%)^
   
1.65
%
12/15/2037
   
493,827
 
 
500,000
 
CAMB Commercial Mortgage Trust, Series 2019-LIFE C (1 Month LIBOR USD + 1.45%)^
   
1.85
%
12/15/2037
   
492,898
 
 
1,214,985
 
Connecticut Avenue Securities Trust, Series 2021-R01 1M1 (SOFR30A + 0.75%)^
   
0.85
%
10/25/2041
   
1,206,552
 
 
3,952,924
 
Connecticut Avenue Securities Trust, Series 2021-R02 2M1 (SOFR30A + 0.90%)^
   
1.00
%
11/25/2041
   
3,912,397
 
 
2,146,718
 
Connecticut Avenue Securities Trust, Series 2022-R01 1M1 (SOFR30A + 1.00%)^
   
1.10
%
12/26/2041
   
2,125,947
 
 
600,000
 
CORE Mortgage Trust, Series 2019-CORE C (1 Month LIBOR USD + 1.30%)^
   
1.70
%
12/15/2031
   
582,580
 
 
1,250,000
 
CSMC, Series 2019-ICE4 C (1 Month LIBOR USD + 1.43%)^
   
1.83
%
05/15/2036
   
1,238,334
 
 
2,950,000
 
CSMC, Series 2019-ICE4 D (1 Month LIBOR USD + 1.60%)^
   
2.00
%
05/15/2036
   
2,919,899
 
 
4,000,000
 
DBGS Mortgage Trust, Series 2018-C1 7EA^
   
4.64
%
10/17/2051
   
3,940,922
 
 
3,984,850
 
FHLMC MSCR Trust, Series 2021-MN3 M1 (SOFR30A + 2.30%)^
   
2.40
%
11/27/2051
   
3,865,580
 
 
765,609
 
FHLMC PC, Pool# G3-1063
   
3.50
%
11/01/2037
   
776,495
 
 
2,000,000
 
FHLMC PC, Pool# RA-6805
   
3.00
%
02/01/2052
   
1,961,427
 
 
1,968,808
 
FHLMC PC, Pool# QD-7054
   
3.00
%
02/01/2052
   
1,936,902
 
 
1,994,356
 
FHLMC PC, Pool# QD-5888
   
3.50
%
02/01/2052
   
2,004,664
 
 
1,997,207
 
FHLMC PC, Pool# RA-6699
   
3.50
%
02/01/2052
   
2,005,874
 
 
1,997,029
 
FHLMC PC, Pool# QD-7450
   
3.00
%
03/01/2052
   
1,958,494
 
 
1,999,862
 
FHLMC PC, Pool# QD-8105
   
3.00
%
03/01/2052
   
1,961,332
 
 
553,355
 
FHLMC REMIC, Series 4094 NI~
   
2.50
%
03/15/2027
   
14,463
 
 
1,608,247
 
FHLMC REMIC, Series 4107 LI~
   
3.00
%
08/15/2027
   
159,366
 
 
1,504,443
 
FHLMC REMIC, Series 4143 IA~
   
3.50
%
09/15/2042
   
144,188
 
 
220,205
 
FHLMC SCRTT, Series 2017-1 M1#^
   
4.00
%
01/25/2056
   
219,755
 
 
2,953,340
 
FHMS, Series K-021 X1#~
   
1.38
%
06/25/2022
   
30
 
 
9,288,235
 
FHMS, Series K-C02 X1#~
   
0.40
%
03/25/2024
   
55,863
 
 
4,283,948
 
FHMS, Series K-038 X1#~
   
1.09
%
03/25/2024
   
78,625
 
 
61,856,152
 
FHMS, Series K-047 X1#~
   
0.11
%
05/25/2025
   
233,049
 
 
8,583,013
 
FHMS, Series Q-013 XPT1~
   
1.66
%
05/25/2025
   
248,242
 
 
19,113,496
 
FHMS, Series K-C06 X1#~
   
0.90
%
06/25/2025
   
466,912
 
 
10,294,013
 
FHMS, Series K-734 X1#~
   
0.65
%
02/25/2026
   
215,910
 
 
6,599,961
 
FHMS, Series K-735 X1#~
   
0.96
%
05/25/2026
   
221,837
 
 
8,372,551
 
FHMS, Series K-736 X1#~
   
1.31
%
07/25/2026
   
369,729
 
 
655,403
 
FHMS, Series K-058 X1#~
   
0.92
%
08/25/2026
   
22,498
 
 
2,991,633
 
FHMS, Series K-C04 X1#~
   
1.26
%
12/25/2026
   
112,348
 
 
6,112,692
 
FHMS, Series Q-013 XPT2~
   
1.81
%
05/25/2027
   
201,518
 
 
1,326,023
 
FHMS, Series K-W03 X1#~
   
0.84
%
06/25/2027
   
40,978
 
 
7,451,334
 
FHMS, Series K-C05 X1#~
   
1.20
%
07/25/2027
   
289,097
 
 
6,000,000
 
FHMS, Series K-739 XAM#~
   
1.57
%
09/25/2027
   
450,208
 
 
16,500,000
 
FHMS, Series K-740 XAM#~
   
1.11
%
10/25/2027
   
904,363
 
 
9,822,697
 
FHMS, Series K-070 X1#~
   
0.33
%
11/25/2027
   
164,674
 
 
293,948
 
FHMS, Series Q-006 APT1#
   
2.89
%
04/25/2028
   
293,922
 
 
4,963,763
 
FHMS, Series K-087 X1#~
   
0.36
%
12/25/2028
   
111,018
 
 
3,984,800
 
FHMS, Series K-092 X1#~
   
0.71
%
04/25/2029
   
174,139
 
 
5,490,796
 
FHMS, Series K-G01 X1#~
   
0.97
%
04/25/2029
   
263,016
 
 
3,535,049
 
FHMS, Series K-094 X1#~
   
0.88
%
06/25/2029
   
190,620
 
 
4,492,362
 
FHMS, Series K-103 X1#~
   
0.64
%
11/25/2029
   
188,862
 
 
4,800,000
 
FHMS, Series K-110 XAM#~
   
1.87
%
04/25/2030
   
619,784
 
 
4,750,000
 
FHMS, Series K-111 XAM#~
   
1.80
%
05/25/2030
   
597,657
 
 
6,238,500
 
FHMS, Series K-114 XAM#~
   
1.34
%
06/25/2030
   
589,416
 
 
9,300,000
 
FHMS, Series K-115 XAM#~
   
1.55
%
07/25/2030
   
1,020,205
 
 
125,890
 
FHMS, Series Q-010 APT1#
   
2.61
%
04/25/2046
   
125,855
 
 
1,792,986
 
FHMS, Series Q-007 APT2#
   
3.31
%
10/25/2047
   
1,793,591
 
 
990,348
 
FHMS, Series Q-013 APT1#
   
1.20
%
05/25/2050
   
961,144
 
 
1,000,000
 
FNMA, Pool# AN1614
   
2.47
%
06/01/2026
   
999,728
 
 
1,359,606
 
FNMA, Pool# AN3755
   
2.92
%
12/01/2026
   
1,363,965
 
 
524,342
 
FNMA, Pool# MA2897
   
3.00
%
02/01/2037
   
523,948
 
 
254,388
 
FNMA, Pool# 467095
   
5.90
%
01/01/2041
   
278,657
 
 
167,850
 
FNMA, Pool# 469130
   
4.87
%
10/01/2041
   
179,115
 
 
190,353
 
FNMA, Pool# BH7686
   
4.50
%
12/01/2047
   
199,389
 
 
72,923
 
FNMA, Pool# BK5105
   
5.50
%
05/01/2048
   
78,278
 
 
109,308
 
FNMA, Pool# BK8032
   
5.50
%
06/01/2048
   
117,970
 
 
70,151
 
FNMA, Pool# BN0202
   
5.50
%
09/01/2048
   
74,877
 
 
109,353
 
FNMA, Pool# BN4936
   
5.50
%
12/01/2048
   
116,750
 
 
108,551
 
FNMA, Pool# BN4921
   
5.50
%
01/01/2049
   
115,748
 
 
2,971,283
 
FNMA, Pool# FM8754
   
3.00
%
09/01/2051
   
2,933,269
 
 
1,989,684
 
FNMA, Pool# BU8027
   
3.00
%
12/01/2051
   
1,951,296
 
 
1,989,650
 
FNMA, Pool# CB2909
   
3.50
%
02/01/2052
   
1,997,334
 
 
2,097,902
 
FNMA, Pool# BV4532
   
3.50
%
03/01/2052
   
2,112,118
 
 
2,999,670
 
FNMA REMIC Trust, Series 2021-M20 A1#
   
1.84
%
10/25/2031
   
2,877,671
 
 
19,274,731
 
FNMA REMIC Trust, Series 2019-M23 X3#~
   
0.28
%
10/27/2031
   
400,810
 
 
6,816,156
 
FNMA REMIC Trust, Series 2021-95 WI#~
   
1.75
%
05/25/2035
   
366,277
 
 
243,015
 
FNMA REMIC Trust, Series 2012-65 HJ
   
5.00
%
07/25/2040
   
252,427
 
 
1,295,779
 
FNMA REMIC Trust, Series 2020-10 Q
   
3.00
%
03/25/2050
   
1,277,329
 
 
1,146,434
 
FNMA REMIC Trust, Series 2021-01 PA
   
1.00
%
11/25/2050
   
1,039,293
 
 
3,544,497
 
FNMA REMIC Trust, Series 2021-47 IO~
   
2.50
%
07/25/2051
   
512,016
 
 
4,250,000
 
FNMA, 3.50%, Due TBA May
   
3.50
%
05/15/2052
   
4,246,597
 
 
16,500,000
 
FNMA, 4.00%, Due TBA May
   
4.00
%
05/15/2052
   
16,799,758
 
 
2,000,000
 
FREMF Mortgage Trust, Series 2019-K102 B#^
   
3.53
%
10/25/2029
   
1,943,046
 
 
2,019,176
 
FREMF Mortgage Trust, Series 2020-KF75 B (1 Month LIBOR USD + 2.25%)^
   
2.49
%
12/26/2029
   
1,997,321
 
 
2,371,400
 
FREMF Mortgage Trust, Series 2020-KF76 B (1 Month LIBOR USD + 2.75%)^
   
2.99
%
01/25/2030
   
2,359,420
 
 
3,325,000
 
FREMF Mortgage Trust, Series 2015-K47 B#^
   
3.59
%
06/25/2048
   
3,285,153
 
 
1,785,000
 
FREMF Mortgage Trust, Series 2017-K64 B#^
   
3.99
%
05/25/2050
   
1,787,543
 
 
1,500,000
 
FREMF Mortgage Trust, Series 2019-K734 B#^
   
4.05
%
02/25/2051
   
1,515,565
 
 
2,000,000
 
FREMF Mortgage Trust, Series 2019-K735 B#^
   
4.02
%
05/25/2052
   
2,019,398
 
 
750,000
 
FREMF Mortgage Trust, Series 2019-K736 B#^
   
3.76
%
09/25/2052
   
746,730
 
 
2,020,000
 
FREMF Mortgage Trust, Series 2020-K105 B#^
   
3.53
%
03/25/2053
   
1,959,370
 
 
296,699
 
GNMA, Pool# 723334X
   
5.00
%
09/15/2039
   
326,638
 
 
4,036,733
 
GNMA Pool, Pool# CM0214H (1 Year CMT Rate + 2.09%)
   
2.78
%
02/20/2072
   
4,402,215
 
 
4,077,556
 
GNMA Pool, Pool# CM0231H (1 Year CMT Rate + 2.12%)
   
3.02
%
02/20/2072
   
4,406,309
 
 
2,381,821
 
GNMA REMIC Trust, Series 2017-167 SE (1 Month LIBOR USD + 6.20%)~
   
5.75
%
11/20/2047
   
378,341
 
 
976,469
 
GNMA REMIC Trust, Series 2019-152 LC
   
3.50
%
10/20/2049
   
954,214
 
 
1,903,150
 
GNMA REMIC Trust, Series 2021-136 BD
   
2.00
%
08/20/2051
   
1,816,559
 
 
995,064
 
GNMA REMIC Trust, Series 2022-009 CD
   
2.00
%
01/20/2052
   
950,599
 
 
473,629
 
GNMA REMIC Trust, Series 2014-45 B1#~
   
0.65
%
07/16/2054
   
8,384
 
 
249,873
 
GNMA REMIC Trust, Series 2014-135 I0#~
   
0.42
%
01/16/2056
   
5,456
 
 
266,893
 
GNMA REMIC Trust, Series 2015-172 I0#~
   
0.61
%
03/16/2057
   
7,159
 
 
481,080
 
GNMA REMIC Trust, Series 2016-40 I0#~
   
0.62
%
07/16/2057
   
13,291
 
 
399,102
 
GNMA REMIC Trust, Series 2016-56 I0#~
   
0.98
%
11/16/2057
   
18,776
 
 
528,527
 
GNMA REMIC Trust, Series 2016-98 I0#~
   
0.90
%
05/16/2058
   
24,733
 
 
4,719,282
 
GNMA REMIC Trust, Series 2021-084 ED
   
1.00
%
07/16/2060
   
4,078,997
 
 
1,991,071
 
GS Mortgage-Backed Securities Trust, Series 2022-LTV1 A8#^
   
3.00
%
06/25/2052
   
1,969,655
 
 
1,000,000
 
JPMCC, Series 2019-BKWD C (1 Month LIBOR USD + 1.60%)^
   
2.00
%
09/17/2029
   
981,377
 
 
2,000,000
 
Mello Warehouse Securitization Trust, Series 2021-2 A (1 Month LIBOR USD + 0.75%)^
   
1.21
%
04/26/2055
   
1,991,817
 
 
1,500,000
 
MRCD Mortgage Trust, Series 2019-PARK C^
   
2.72
%
12/15/2036
   
1,404,675
 
 
600,000
 
MSC, Series 2019-NUGS B (1 Month LIBOR USD + 1.30%)^
   
2.80
%
12/15/2036
   
593,668
 
 
1,000,000
 
Natixis Commercial Mortgage Securities Trust, Series 2020-2PAC C^
   
3.40
%
12/16/2038
   
962,818
 
 
2,201,542
 
RCKT Mortgage Trust, Series 2022-1 A5#^
   
2.50
%
01/25/2052
   
2,097,618
 
Total Mortgage Backed Securities (Cost $158,772,337)
             
156,203,251
 
                         
Asset Backed Securities - 15.4%
                 
 
540,000
 
American Homes 4 Rent, Series 2014-SFR2 D^
   
5.15
%
10/17/2036
   
546,726
 
 
2,000,000
 
American Homes 4 Rent, Series 2014-SFR3 B^
   
4.20
%
12/18/2036
   
2,002,088
 
 
520,000
 
American Homes 4 Rent, Series 2015-SFR1 D^
   
4.41
%
04/18/2052
   
520,142
 
 
1,000,000
 
AmeriCredit Automobile Receivables Trust, Series 2020-2 C
   
1.48
%
02/18/2026
   
976,509
 
 
2,196,000
 
AmeriCredit Automobile Receivables Trust, Series 2021-1 D
   
1.21
%
12/18/2026
   
2,078,370
 
 
2,255,000
 
CarMax Auto Owner Trust, Series 2021-2 C
   
1.34
%
02/16/2027
   
2,130,212
 
 
500,000
 
CNH Equipment Trust, Series 2020-A A4
   
1.51
%
04/15/2027
   
489,671
 
 
520,365
 
Dext ABS LLC, Series 2020-1 A^
   
1.46
%
02/16/2027
   
517,642
 
 
1,477,483
 
Dext ABS LLC, Series 2021-1 A^
   
1.12
%
02/15/2028
   
1,446,156
 
 
540,000
 
Dext ABS LLC, Series 2021-1 B^
   
1.76
%
02/15/2028
   
514,830
 
 
1,000,000
 
Drive Auto Receivables Trust, Series 2019-3 D
   
3.18
%
10/15/2026
   
1,005,732
 
 
1,320,000
 
Drive Auto Receivables Trust, Series 2020-1 D
   
2.70
%
05/15/2027
   
1,315,936
 
 
5,200,000
 
Dryden 64 CLO Ltd., Series 2018-64A A (3 Month LIBOR USD + 0.97%)^
   
1.21
%
04/18/2031
   
5,162,965
 
 
1,500,000
 
Exeter Automobile Receivables Trust, Series 2019-3A D^
   
3.11
%
08/15/2025
   
1,502,797
 
 
759,027
 
FHF Trust, Series 2020-1A A^
   
2.59
%
12/15/2023
   
759,837
 
 
1,064,032
 
FHF Trust, Series 2021-1A A^
   
1.27
%
03/15/2027
   
1,036,640
 
 
146,119
 
FREED ABS Trust, Series 2021-1CP A^
   
0.66
%
03/20/2028
   
145,816
 
 
1,000,000
 
GM Financial Automobile Leasing Trust, Series 2021-2 C
   
1.01
%
05/20/2025
   
962,881
 
 
2,887,383
 
GoodLeap Sustainable Home Solutions Trust, Series 2021-4 A^
   
1.93
%
07/20/2048
   
2,625,002
 
 
2,285,087
 
GoodLeap Sustainable Home Solutions Trust, Series 2021-5 A^
   
2.31
%
10/20/2048
   
2,101,512
 
 
750,000
 
HPEFS Equipment Trust, Series 2020-1A C^
   
2.03
%
02/20/2030
   
747,433
 
 
1,000,000
 
HPEFS Equipment Trust, Series 2020-1A D^
   
2.26
%
02/20/2030
   
993,590
 
 
1,380,000
 
HPEFS Equipment Trust, Series 2021-1 TR^
   
1.03
%
03/20/2031
   
1,316,030
 
 
2,199,685
 
Invitation Homes Trust, Series 2018-SFR1 C (1 Month LIBOR USD + 1.25%)^
   
1.69
%
03/19/2037
   
2,196,649
 
 
2,212,178
 
JPMorgan Chase Bank NA - CACLN, Series 2021-2 B^
   
0.89
%
12/25/2028
   
2,171,684
 
 
2,397,350
 
JPMorgan Chase Bank NA - CACLN, Series 2021-3 B^
   
0.76
%
02/25/2029
   
2,329,975
 
 
4,000,000
 
Magnetite XXVI Ltd., Series 2020-26A A1R (3 Month LIBOR USD + 1.12%)^
   
1.38
%
07/25/2034
   
3,959,540
 
 
1,226,797
 
MVW Owner Trust, Series 2017-1A A^
   
2.42
%
12/20/2034
   
1,222,365
 
 
475,079
 
Newtek Small Business Loan Trust, Series 2018-1 A (PRIME + -0.55%)^
   
2.95
%
02/25/2044
   
473,482
 
 
5,000,000
 
Octagon Investment Partners 54, Ltd., Series 2021-1A A1 (3 Month LIBOR USD + 1.12%)^
   
1.36
%
07/17/2034
   
4,951,250
 
 
640,000
 
Oportun Funding XIV LLC, Series 2021-A A^
   
1.21
%
03/08/2028
   
621,651
 
 
1,000,000
 
Prestige Auto Receivables Trust, Series 2019-1A D^
   
3.01
%
08/15/2025
   
996,061
 
 
790,000
 
Santander Drive Auto Receivables Trust, Series 2019-3 D
   
2.68
%
10/15/2025
   
793,017
 
 
364,000
 
SBA Tower Trust, Series 2020-1-2^
   
2.33
%
01/15/2028
   
345,766
 
 
2,700,000
 
Stack Infrastructure Issuer LLC, Series 2020-1A A2^
   
1.89
%
08/25/2045
   
2,535,903
 
 
5,800,000
 
Symphony CLO XIX, Ltd., Series 2018-19A A (3 Month LIBOR USD + 0.96%)^
   
1.20
%
04/16/2031
   
5,765,670
 
 
2,180,000
 
Tesla Auto Lease Trust, Series 2021-A C^
   
1.18
%
03/20/2025
   
2,109,279
 
 
73,775
 
Theorem Funding Trust, Series 2020-1A A^
   
2.48
%
10/15/2026
   
73,794
 
 
3,000,000
 
Vantage Data Centers Issuer LLC, Series 2020-1A A2^
   
1.65
%
09/15/2045
   
2,798,178
 
 
1,000,000
 
Westlake Automobile Receivables Trust, Series 2020-2A C^
   
2.01
%
07/15/2025
   
997,710
 
Total Asset Backed Securities (Cost $67,129,579)
             
65,240,491
 
                         
U.S. Treasury Notes - 8.7%
                 
 
24,615,000
 
United States Treasury Note
   
0.13
%
01/31/2023
   
24,327,550
 
 
12,470,000
 
United States Treasury Note
   
2.75
%
04/30/2023
   
12,599,754
 
Total U.S. Treasury Notes (Cost $37,351,762)
             
36,927,304
 
                         
Municipal Bonds - 0.4%
                 
 
230,000
 
American Municipal Power, Inc.
   
6.05
%
02/15/2043
   
296,755
 
 
1,200,000
 
Health Care Authority for Baptist Health
   
5.50
%
11/15/2043
   
1,386,008
 
Total Municipal Bonds (Cost $1,524,536)
             
1,682,763
 
                         
Shares/Par Value
                     
Short-Term Investments - 1.4%
                 
Money Market Funds - 1.0%
                 
 
4,004,204
 
First American Government Obligations Fund - Class Z, 0.15%*
             
4,004,204
 
U.S. Treasury Bills - 0.4%
                 
 
1,800,000
 
United States Treasury Bill, 04/14/2022, 0.12%†
             
1,799,896
 
Total Short-Term Investments (Cost $5,804,128)
             
5,804,100
 
Total Investments - 100.8% (Cost $439,396,688)
             
426,662,748
 
Liabilities in Excess of Other Assets - (0.8)%
             
(3,474,078
)
NET ASSETS - 100.0%
            
$
423,188,670
 
                         
# Variable rate security. Rate disclosed is as of the date of this report.
                 
^ Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.
 
~ Interest Only Security
                 
* Annualized seven-day yield as of the date of this report.
                 
† This security is pledged as collateral in connection with open futures contracts. Rate disclosed is yield to maturity as of the date of this report.
 
                         
Various inputs may be used to determine the value of the Fund's investments. These inputs are summarized in three broad levels. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
 
                         
Level 1 - Quoted prices in active markets for identical securities.
                 
Level 2 - Evaluated price based on other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment spreads, credit
 
Level 3 - Significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments).
 
                         
As of the date of this report, the Fund's investments in money market funds, with a total market value of $4,004,204 were categorized as Level 1, while the Fund's investments in corporate bonds & notes, mortgage backed securities, asset backed securities, U.S. Treasury Notes and Bills, and municipal bonds, with a total market value of $422,658,544 were categorized as Level 2.
 



Futures Contracts - Long
                         
The Brown Advisory Total Return Fund had the following open long futures contracts as of the date of this report:
 
Issue
 
Contracts
 
Expiration Date
 
Notional Amount
   
Notional Value
   
Unrealized Appreciation (Depreciation)
 
U.S. Treasury 2-Year Note Futures
   
31
 
06/30/2022
 
$
6,655,133
   
$
6,569,578
   
$
(85,555
)
U.S. Treasury Long Bond Futures
   
185
 
06/21/2022
   
28,671,075
     
27,761,563
     
(909,512
)
U.S. Treasury Ultra Bond Futures
   
369
 
06/21/2022
   
67,789,066
     
65,359,125
     
(2,429,941
)
               
$
103,115,274
   
$
99,690,266
   
$
(3,425,008
)
 
                                 
Futures Contracts - Short
                                 
The Brown Advisory Total Return Fund had the following open short futures contracts as of the date of this report:
 
Issue
 
Contracts
 
Expiration Date
 
Notional Amount
   
Notional Value
   
Unrealized Appreciation (Depreciation)
 
U.S. Treasury 5-Year Note Futures
   
(81)

06/30/2022
 
$
(9,616,684
)
 
$
(9,289,688
)
 
$
326,996
 
U.S. Treasury 10-Year Note Futures
   
(348)

06/21/2022
   
(44,066,953
)
   
(42,760,500
)
   
1,306,453
 
U.S. Treasury 10-Year Ultra Note Futures
   
(233)

06/21/2022
   
(32,480,430
)
   
(31,564,219
)
   
916,211
 
               
$
(86,164,067
)
 
$
(83,614,407
)
 
$
2,549,660
 
                                   
                                   
There is no variation margin due to or from the Fund as of the date of this report. The Fund's investments in futures contracts were valued using Level 1 inputs as of the date of this report.
 
                                   



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