Form NPORT-P FIDELITY GARRISON STREET For: Mar 31

May 25, 2022 12:16 PM EDT

News and research before you hear about it on CNBC and others. Claim your 1-week free trial to StreetInsider Premium here.

  
    NPORT-P
    false
    
      
      
        
          0000803013
          XXXXXXXX
        
      
      
      
      
        S000013236
        C000035576
      
      
      
    
  
  
    
      Fidelity Garrison Street Trust
      811-04861
      0000803013
      GZF76QJ38YQDHAIO0Y79
      245 Summer Street
      Boston
      
      02210
      1-800-FIDELITY
      VIP Investment Grade Central Fund
      S000013236
      OWUVAQDA1170JQA75H59
      2022-12-31
      2022-03-31
      N
    
    
      2698726727.10
      326933352.92
      2371793374.18
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      208779669.60000000
      0.00000000
      0.00000000
      8895.91000000
      
        
          USD
          
          
        
      
      
      
      
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 07/51#BT1461
        3140LPTT9
        
          
        
        54926.59700000
        PA
        USD
        51177.42000000
        0.002157752043
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 1/38 #889371
        31410KCG7
        
          
        
        62091.09690000
        PA
        USD
        68786.68000000
        0.002900196988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KITE REALTY GROUP TRUST
        N/A
        KITE RLTY GROUP TRUST 4% 03/15/2025
        76131VAA1
        
          
        
        1912000.00000000
        PA
        USD
        1923300.55000000
        0.081090560878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 3.2% 02/23/2023
        38141GWT7
        
          
        
        2193000.00000000
        PA
        USD
        2212493.62000000
        0.093283573690
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-23
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AQ5772
        3138MMMW9
        
          
        
        22792.90800000
        PA
        USD
        22762.03000000
        0.000959697005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/48#BJ8805
        3140HAYB0
        
          
        
        18682.00780000
        PA
        USD
        19254.68000000
        0.000811819453
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 02/01/2043#AR1584
        3138NXXN2
        
          
        
        214656.85460000
        PA
        USD
        214366.08000000
        0.009038143133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 4/42 #AK9019
        3138EEAV1
        
          
        
        51526.21470000
        PA
        USD
        53677.30000000
        0.002263152456
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AASET 2021-2 TR
        N/A
        AASET 2021-2 TR 2.798% 01/15/2047 144A
        00258BAA2
        
          
        
        3555026.15000000
        PA
        USD
        3274612.09000000
        0.138064813134
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2047-01-15
          Fixed
          0.02798000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG 1.494%/VAR 08/10/2027 144A
        902613AH1
        
          
        
        1788000.00000000
        PA
        USD
        1622953.85000000
        0.068427286612
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-08-10
          Variable
          0.01494000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 02/45#AS4469
        3138WD6F3
        
          
        
        7399.10250000
        PA
        USD
        7532.68000000
        0.000317594276
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG 4.5% 04/01/2025
        251525AP6
        
          
        
        3669000.00000000
        PA
        USD
        3682978.71000000
        0.155282443660
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 04/01/2044#AV6611
        3138XJKZ9
        
          
        
        72862.29320000
        PA
        USD
        77335.29000000
        0.003260625096
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AR2904
        3138W0GN3
        
          
        
        117536.08800000
        PA
        USD
        117376.87000000
        0.004948865751
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 9/41 #773113
        36176QVE1
        
          
        
        3176.92450000
        PA
        USD
        3286.71000000
        0.000138574887
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 09/01/2032#BM1884
        3140J6CW5
        
          
        
        79412.42760000
        PA
        USD
        80309.28000000
        0.003386015024
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/01/2046#BC1823
        3140EWAZ8
        
          
        
        9994.81920000
        PA
        USD
        10362.10000000
        0.000436888816
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #479607
        36209RYC1
        
          
        
        17041.21750000
        PA
        USD
        17666.29000000
        0.000744849454
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 03/20/2047#MA4322
        36179SYT8
        
          
        
        135643.74750000
        PA
        USD
        140084.14000000
        0.005906253956
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-03-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 11/29 #517793
        31384AGA0
        
          
        
        85.07580000
        PA
        USD
        92.74000000
        0.000003910121
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAMLL COML MTG SECS TR 2019
        N/A
        BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A
        05492PAA6
        
          
        
        1183000.00000000
        PA
        USD
        1157631.51000000
        0.048808278267
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-11-05
          Fixed
          0.03112000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA
        N/A
        BLACKBIRD AIRCRAF 2016-1A A STEP 12/16/2041 144A
        09228YAB8
        
          
        
        2049990.07550000
        PA
        USD
        1913914.19000000
        0.080694811396
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2041-12-16
          Variable
          0.04213000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 9/31 #545176
        36212VT90
        
          
        
        597.14280000
        PA
        USD
        649.97000000
        0.000027404157
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-09-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 09/01/2049#CA4142
        3140QBS82
        
          
        
        320053.31270000
        PA
        USD
        315719.12000000
        0.013311409140
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 10/01/2042#Q12164
        3132HNMM8
        
          
        
        7200.32880000
        PA
        USD
        7504.37000000
        0.000316400664
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 3.242% 9/1/41#1B8659
        3128UHAK1
        
          
        
        9065.70670000
        PA
        USD
        9469.56000000
        0.000399257376
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Variable
          0.02130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 4.5% 05/02/2043
        02209SAQ6
        
          
        
        1137000.00000000
        PA
        USD
        1035139.39000000
        0.043643742379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-05-02
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 3.75% 04/15/2027
        87264ABD6
        
          
        
        1871000.00000000
        PA
        USD
        1881936.58000000
        0.079346565366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #479494
        36209RUT8
        
          
        
        160167.36140000
        PA
        USD
        166153.71000000
        0.007005404088
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.00% 11/40 #004853
        36202FMA1
        
          
        
        501366.48420000
        PA
        USD
        518057.38000000
        0.021842433056
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.464% 07/23/2022
        161175BB9
        
          
        
        1761000.00000000
        PA
        USD
        1767456.25000000
        0.074519824080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-23
          Fixed
          0.04464000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 7/38 #889733
        31410KPS7
        
          
        
        10601.72940000
        PA
        USD
        11773.28000000
        0.000496387253
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029
        674599CS2
        
          
        
        586000.00000000
        PA
        USD
        577210.00000000
        0.024336436988
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 5/27 #393574
        31378BFP4
        
          
        
        300.98050000
        PA
        USD
        322.63000000
        0.000013602786
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 04/01/2045#AS4797
        3138WEKK4
        
          
        
        16739.24130000
        PA
        USD
        17041.45000000
        0.000718504832
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATURAL RESOURCES LTD
        549300T15RIMIKZC5Q38
        CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035
        136385AG6
        
          
        
        766000.00000000
        PA
        USD
        858293.95000000
        0.036187551552
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2035-02-01
          Fixed
          0.05850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 4.279% 03/15/2032 144A
        55903VAL7
        
          
        
        625000.00000000
        PA
        USD
        627780.43000000
        0.026468597004
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.04279000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2048#BM5106
        3140J9U82
        
          
        
        772210.62610000
        PA
        USD
        813885.13000000
        0.034315178499
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        VIATRIS INC 3.85% 06/22/2040
        92556VAE6
        
          
        
        668000.00000000
        PA
        USD
        577760.66000000
        0.024359654019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-06-22
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.50% 5/42 #AK9784
        3138EE2S7
        
          
        
        175977.81360000
        PA
        USD
        180419.72000000
        0.007606890295
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 12/01/2046#G60989
        31335BC20
        
          
        
        1667290.47010000
        PA
        USD
        1655299.65000000
        0.069791056338
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORP ANDINA DE FOMENTO
        UKZ46SXGNYCZK0UOZE76
        CORP ANDINA DE FOMENTO 2.375% 05/12/2023
        219868CC8
        
          
        
        1810000.00000000
        PA
        USD
        1811417.21000000
        0.076373314375
        Long
        DBT
        CORP
        VE
        N
        
        2
        
          2023-05-12
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 7/39 #AA9611
        31416TVD8
        
          
        
        1288.25540000
        PA
        USD
        1330.53000000
        0.000056098057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 4/41 #738240
        3620ASEM7
        
          
        
        4829.45060000
        PA
        USD
        5241.41000000
        0.000220989317
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-04-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COML MTG TR 2020-FOX
        N/A
        BX COML MTG TR 2020-FOX A 1ML+90 11/15/2032 144A
        12433AAA7
        
          
        
        1301808.22990000
        PA
        USD
        1292390.56000000
        0.054490014774
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-11-15
          Variable
          0.01397000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.5% 04/19/2026
        06051GFX2
        
          
        
        1541000.00000000
        PA
        USD
        1560099.51000000
        0.065777210063
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-19
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 02/01/2043#AB7766
        31417ETY7
        
          
        
        215356.49250000
        PA
        USD
        215064.77000000
        0.009067601433
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLATIRON CLO LT
        N/A
        FLATIRON CLO LT 3ML+111 07/19/2034 144A
        33883PAC1
        
          
        
        1392832.00000000
        PA
        USD
        1381263.14000000
        0.058237077269
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-19
          Variable
          0.01358000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #773499
        36176RDC3
        
          
        
        16148.82900000
        PA
        USD
        16746.29000000
        0.000706060240
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 05/01/2052 #TBA
        21H022655
        
          
        
        16000000.00000000
        PA
        USD
        15484220.80000000
        0.652848640550
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2019-ICE4
        N/A
        CSMC 2019-ICE4 1ML+143 05/15/2036 144A
        12653VAE6
        
          
        
        243000.00000000
        PA
        USD
        240495.76000000
        0.010139827634
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Variable
          0.01827000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 02/01/2052#RA6823
        3133KNSL8
        
          
        
        1494112.95000000
        PA
        USD
        1389326.48000000
        0.058577045333
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3.5% 11/01/2033#G16677
        3128MFUA4
        
          
        
        23353.67040000
        PA
        USD
        23995.11000000
        0.001011686357
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIEDMONT OPERATING PARTNERSHIP LP
        549300WKGDPAS39FBD10
        PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032
        720198AF7
        
          
        
        451000.00000000
        PA
        USD
        401862.54000000
        0.016943404276
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2052#
        3133KNWK5
        
          
        
        255229.19600000
        PA
        USD
        257344.59000000
        0.010850211186
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 7/28 #464693
        36208YGA1
        
          
        
        2196.41440000
        PA
        USD
        2278.05000000
        0.000096047574
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 7/40 #745236
        3620C04V7
        
          
        
        63441.60600000
        PA
        USD
        67548.73000000
        0.002848002306
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 2/28 #780717
        36225AYN4
        
          
        
        101.73310000
        PA
        USD
        108.88000000
        0.000004590619
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.75% 09/21/2047
        71654QCC4
        
          
        
        3713000.00000000
        PA
        USD
        2981353.35000000
        0.125700382775
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-09-21
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 6.50% 4/35 #637141
        36291SZE3
        
          
        
        3888.72000000
        PA
        USD
        4324.03000000
        0.000182310569
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-04-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 4.431/VAR 01/23/2030
        6174468G7
        
          
        
        1348000.00000000
        PA
        USD
        1409448.24000000
        0.059425422776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-23
          Variable
          0.04431000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 11/01/2050#SD7530
        3132DVLK9
        
          
        
        3190057.61200000
        PA
        USD
        3057430.65000000
        0.128907968260
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.00% 4/42 #G06973
        3128M9CJ9
        
          
        
        719937.68300000
        PA
        USD
        745353.14000000
        0.031425719799
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
        N/A
        JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 3% 05/15/2032 144A
        46590XAD8
        
          
        
        3400000.00000000
        PA
        USD
        3060034.00000000
        0.129017731194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AR1624
        3138NXYW1
        
          
        
        36576.79830000
        PA
        USD
        36504.39000000
        0.001539104982
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/46#BC6150
        3140F1ZQ8
        
          
        
        34567.18260000
        PA
        USD
        35783.42000000
        0.001508707309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 10/01/2051#RA5715
        3133KMK46
        
          
        
        4442042.55400000
        PA
        USD
        4129121.09000000
        0.174092782910
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BETHP 2021
        N/A
        BETHP 2021 3ML+113 01/15/2035 144A
        087598AA6
        
          
        
        1953217.00000000
        PA
        USD
        1935188.81000000
        0.081591795940
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2035-01-15
          Variable
          0.01269750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 2/41 #A96783
        312945RC4
        
          
        
        22047.35750000
        PA
        USD
        23502.02000000
        0.000990896604
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 3.737%/VAR 04/24/2024
        61744YAQ1
        
          
        
        1534000.00000000
        PA
        USD
        1549179.93000000
        0.065316816669
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-24
          Variable
          0.03737000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 10/01/2033#BM5832
        3140JAPS1
        
          
        
        375552.86310000
        PA
        USD
        379676.85000000
        0.016008007026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES XXXIV CLO LTD
        549300VDFIIXSFET0S73
        ARES XXXIV CLO LTD 3ML+125 04/17/2033 144A
        04015GAP4
        
          
        
        665897.00000000
        PA
        USD
        661675.88000000
        0.027897703366
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-17
          Variable
          0.01491290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA
        N/A
        BBIRD 2016-1A AA 2.487% 12/16/2041 144A
        09228YAA0
        
          
        
        275187.50640000
        PA
        USD
        262091.75000000
        0.011050361842
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2041-12-16
          Variable
          0.02487000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 03/01/2033#BJ0673
        3140H1XB1
        
          
        
        415146.09100000
        PA
        USD
        419704.85000000
        0.017695675119
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2044#AX8858
        3138YAZY4
        
          
        
        26797.02020000
        PA
        USD
        28402.30000000
        0.001197503134
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.50% 8/42 #Q10323
        3132HLLC5
        
          
        
        15825.19570000
        PA
        USD
        16226.96000000
        0.000684164150
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 3.8% 03/22/2030
        254687FQ4
        
          
        
        7061000.00000000
        PA
        USD
        7338161.97000000
        0.309392970310
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-22
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 03/15/2045#AL2282
        36183XRB8
        
          
        
        7199.01430000
        PA
        USD
        7253.24000000
        0.000305812474
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J P MORGAN CHASE COML MTG SECS TR 2018-WPT
        N/A
        J P MORGAN CHASE COML MTG SECS TR 2018-WPT DFX 5.3503% 07/05/2033 144A
        46645WBE2
        
          
        
        386779.00000000
        PA
        USD
        390066.66000000
        0.016446064157
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-07-05
          Fixed
          0.05350300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP 4.8% 02/15/2029
        55336VAS9
        
          
        
        345000.00000000
        PA
        USD
        367314.55000000
        0.015486785400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          0.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 04/01/2052 #TBA
        21H030641
        
          
        
        -3900000.00000000
        PA
        USD
        -3854919.12000000
        -0.16253182768
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 11/31 #545304
        31385HX98
        
          
        
        5742.89070000
        PA
        USD
        6376.74000000
        0.000268857315
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORPORATION
        549300DDU6FDRBIELS05
        FOX CORP 5.476% 01/25/2039
        35137LAJ4
        
          
        
        555000.00000000
        PA
        USD
        628316.33000000
        0.026491191721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-25
          Fixed
          0.05476000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 5/39 #698329
        36296QY29
        
          
        
        6002.44830000
        PA
        USD
        6391.04000000
        0.000269460235
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-05-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 4% 05/01/2037#C91938
        3128P8EK3
        
          
        
        1121939.60000000
        PA
        USD
        1161225.44000000
        0.048959806222
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 07/01/2043#Q20360
        3132JMMH9
        
          
        
        5034.32310000
        PA
        USD
        5243.75000000
        0.000221087977
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1
        N/A
        CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A
        14855MAA6
        
          
        
        1338013.79340000
        PA
        USD
        1211923.12000000
        0.051097331377
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2039-04-15
          Fixed
          0.03967000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH and MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        MARSH and MCLENNAN COS INC 4.375% 03/15/2029
        571748BG6
        
          
        
        1220000.00000000
        PA
        USD
        1289226.36000000
        0.054356605176
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 1.5% 04/01/2052 #TBA
        01F012643
        
          
        
        11225000.00000000
        PA
        USD
        10013743.93000000
        0.422201362016
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2047#BE4784
        3140FQJ65
        
          
        
        102415.64200000
        PA
        USD
        103848.57000000
        0.004378483013
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 01/15/2043#AC9441
        36179KP24
        
          
        
        16547.86870000
        PA
        USD
        17338.44000000
        0.000731026580
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-01-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/01/2048#BK3836
        3140HHHN8
        
          
        
        60347.39730000
        PA
        USD
        62197.26000000
        0.002622372617
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 09/20/2051#MA7590
        36179WNF1
        
          
        
        1414841.30900000
        PA
        USD
        1400831.83000000
        0.059062136071
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 08/01/2041#AI7563
        3138AMMM4
        
          
        
        6258.31390000
        PA
        USD
        6665.98000000
        0.000281052307
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC 1.95% 02/15/2028 144A
        11135FBE0
        
          
        
        510000.00000000
        PA
        USD
        459553.68000000
        0.019375789012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.01950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 05/01/2045#Q33442
        3132QPZG2
        
          
        
        22681.42120000
        PA
        USD
        22716.76000000
        0.000957788323
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENERGY PARTNERS LP
        549300PDHUGWPWGOT525
        KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040
        494550BF2
        
          
        
        141000.00000000
        PA
        USD
        168605.67000000
        0.007108784088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-15
          Fixed
          0.06550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 08/01/2043#AS0203
        3138W9GM6
        
          
        
        262437.52960000
        PA
        USD
        262082.03000000
        0.011049952025
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 05/01/2047#Q48095
        3132WM7H1
        
          
        
        161662.05970000
        PA
        USD
        170610.72000000
        0.007193321385
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 02/01/2043#Q15789
        3132J62X1
        
          
        
        59519.65190000
        PA
        USD
        59482.20000000
        0.002507899745
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GRP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GRP AG 3.869%/VAR 01/12/2029 144A
        225401AF5
        
          
        
        1233000.00000000
        PA
        USD
        1203204.38000000
        0.050729730215
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2029-01-12
          Variable
          0.03869000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 04/01/2046#AS7010
        3138WGYG3
        
          
        
        305675.76290000
        PA
        USD
        310334.66000000
        0.013084388521
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING CORP 4.11%/VAR 07/24/2034
        961214EF6
        
          
        
        1139000.00000000
        PA
        USD
        1122677.89000000
        0.047334557142
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2034-07-24
          Variable
          0.04110000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 6.25% 6/36 #886983
        31410EM88
        
          
        
        2324.37850000
        PA
        USD
        2426.29000000
        0.000102297697
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Variable
          0.01803000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/2043#Q21524
        3132JNVR5
        
          
        
        2584.44870000
        PA
        USD
        2691.96000000
        0.000113498925
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 8/29 #511255
        31383R5Q1
        
          
        
        88.69580000
        PA
        USD
        96.60000000
        0.000004072867
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 3.5% 07/01/2027
        58013MFP4
        
          
        
        517000.00000000
        PA
        USD
        525452.14000000
        0.022154212323
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFFILIATED MANAGERS GROUP INC
        2JE75BUE3T1BLCYYGK54
        AFFILIATED MANAGERS GROUP INC 3.5% 08/01/2025
        008252AN8
        
          
        
        1700000.00000000
        PA
        USD
        1714684.63000000
        0.072294857075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AR2880
        3138W0FW4
        
          
        
        19402.21730000
        PA
        USD
        19363.81000000
        0.000816420612
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 6.50% 11/35 #600498
        36200GDB9
        
          
        
        2915.12670000
        PA
        USD
        3250.96000000
        0.000137067589
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-11-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 7/31 #781324
        36225BPH5
        
          
        
        1270.67200000
        PA
        USD
        1385.94000000
        0.000058434263
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-07-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 7/27 #250990
        31371FXT4
        
          
        
        99.51140000
        PA
        USD
        107.49000000
        0.000004532013
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-07-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.50% 5/42 #AO0693
        3138LQXX7
        
          
        
        28706.63170000
        PA
        USD
        29431.22000000
        0.001240884653
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 03/01/2043#Q16049
        3132J7EX6
        
          
        
        14480.63140000
        PA
        USD
        15087.56000000
        0.000636124553
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 3.50% 1/41 #737901
        3620ARX63
        
          
        
        44733.48410000
        PA
        USD
        45554.09000000
        0.001920660142
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-01-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 10/01/2049#RA1544
        3133KGWD6
        
          
        
        303629.26340000
        PA
        USD
        305102.08000000
        0.012863771495
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 10/01/2046#BC4760
        3140F0JE5
        
          
        
        871342.91640000
        PA
        USD
        883806.43000000
        0.037263213550
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019 1ML+145 10/15/2036 144A
        056054AG4
        
          
        
        1436279.87000000
        PA
        USD
        1422731.30000000
        0.059985465660
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01847000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AQ8934
        3138MQ4U4
        
          
        
        8400.10800000
        PA
        USD
        8383.48000000
        0.000353465866
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 02/01/2050#CA5122
        3140QCVQ6
        
          
        
        784700.38300000
        PA
        USD
        773828.67000000
        0.032626310471
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 05/01/2045#AX9659
        3138YBWV1
        
          
        
        3603.35470000
        PA
        USD
        3745.90000000
        0.000157935342
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HALLIBURTON CO
        ENYF8GB5SMQZ25S06U51
        HALLIBURTON CO 4.85% 11/15/2035
        406216BJ9
        
          
        
        661000.00000000
        PA
        USD
        710183.64000000
        0.029942896701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          0.04850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY BANK
        549300UATVPGSLE43Z27
        SYNCHRONY BANK 3% 06/15/2022
        87166FAA1
        
          
        
        1393000.00000000
        PA
        USD
        1395368.52000000
        0.058831790964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BFLD TR 2020 -OBRK
        N/A
        BFLD TR 2020 - OBRK A 1ML+225 11/15/2022 144A
        05553JAA6
        
          
        
        1079000.00000000
        PA
        USD
        1068189.71000000
        0.045037216210
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-11-15
          Variable
          0.02447000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 4.125% 12/15/2026
        46625HJZ4
        
          
        
        4319000.00000000
        PA
        USD
        4469234.21000000
        0.188432696484
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC
        N/A
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+172.21 10/15/2036 144A
        05609PAN8
        
          
        
        1789733.00000000
        PA
        USD
        1724010.96000000
        0.072688075562
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.02344500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        HESS CORP 5.6% 02/15/2041
        42809HAD9
        
          
        
        3671000.00000000
        PA
        USD
        4124912.25000000
        0.173915329003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          0.05600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 03/15/2042#796180
        36177Q2N2
        
          
        
        5915.58470000
        PA
        USD
        6139.28000000
        0.000258845482
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-03-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HEALTHCARE INVESTORS INC
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024
        681936BB5
        
          
        
        415000.00000000
        PA
        USD
        424053.01000000
        0.017879003062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC 4% 10/01/2023
        29250NAF2
        
          
        
        863000.00000000
        PA
        USD
        876409.90000000
        0.036951359656
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC
        N/A
        VOYA CLO 2020-2 LTD/LLC 3ML+116 07/19/2034 144A
        92918HAF7
        
          
        
        1277198.00000000
        PA
        USD
        1270582.11000000
        0.053570522788
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2034-07-19
          Variable
          0.01408000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 3/41 #783261
        36241LTS5
        
          
        
        260357.38480000
        PA
        USD
        277212.58000000
        0.011687889131
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-03-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 8/31 #567088
        36213W6Z4
        
          
        
        1233.54750000
        PA
        USD
        1358.93000000
        0.000057295463
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-08-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 05/01/2052 #TBA
        21H030658
        
          
        
        3900000.00000000
        PA
        USD
        3844712.04000000
        0.162101474852
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 6/28 #471043
        36209GHU4
        
          
        
        274.13610000
        PA
        USD
        293.81000000
        0.000012387672
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        REALTY INCOME CORP 3.4% 01/15/2028
        756109BH6
        
          
        
        489000.00000000
        PA
        USD
        487609.30000000
        0.020558675359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 3.05% 06/05/2023
        02005NBK5
        
          
        
        2954000.00000000
        PA
        USD
        2964784.14000000
        0.125001788615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-05
          Fixed
          0.03050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 0.0% 05/01/2041#1B8124
        3128UGMY0
        
          
        
        18012.47380000
        PA
        USD
        18997.07000000
        0.000800958051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Variable
          0.02197000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 4.875% 11/01/2022
        6174824M3
        
          
        
        2377000.00000000
        PA
        USD
        2417372.70000000
        0.101921724139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 12/39 #728451
        3620AFH42
        
          
        
        16565.28680000
        PA
        USD
        17812.67000000
        0.000751021155
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-12-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 2/27 #444741
        36207XBJ0
        
          
        
        410.06640000
        PA
        USD
        440.38000000
        0.000018567384
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-02-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 01/15/2042#794559
        36177PB53
        
          
        
        5421.44370000
        PA
        USD
        5624.48000000
        0.000237140387
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-01-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 05/01/2043#AB9239
        31417GHR0
        
          
        
        33073.80070000
        PA
        USD
        33029.00000000
        0.001392574933
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AR0532
        3138NWSW0
        
          
        
        12623.56480000
        PA
        USD
        12622.24000000
        0.000532181265
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 11/01/2042#Q13425
        3132HPYW8
        
          
        
        34994.13610000
        PA
        USD
        36471.78000000
        0.001537730073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP
        549300KH0PNTJK9NTE57
        RETAIL OPPTY INVTS PRTNRSHP LP 5% 12/15/2023
        76132FAA5
        
          
        
        226000.00000000
        PA
        USD
        230330.93000000
        0.009711256153
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 3/26 #303780
        31373UM53
        
          
        
        239.88540000
        PA
        USD
        254.71000000
        0.000010739131
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-03-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.5% 01/43 #Q16224
        3132J7LE0
        
          
        
        7768.32890000
        PA
        USD
        7965.55000000
        0.000335845022
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
        N/A
        GNR 2013-H06 HA 1.65% 01/20/2063
        38375BJ60
        
          
        
        9841.86160000
        PA
        USD
        9829.28000000
        0.000414423958
        Long
        ABS-CBDO
        USGA
        US
        N
        
        2
        
          2063-01-20
          Fixed
          0.01650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 06/01/2048#G67713
        3132XCSA4
        
          
        
        1125598.96460000
        PA
        USD
        1164334.09000000
        0.049090873710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MTG SECS CORP TR 2021-IP
        N/A
        GSMS 2021-IP B 1ML+125 10/15/2036 144A
        36262MAC2
        
          
        
        241085.00000000
        PA
        USD
        236022.31000000
        0.009951217191
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01547000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        N/A
        IL ST TAXM 7.35% 7/01/35
        452152GS4
        
          
        
        1700000.00000000
        PA
        USD
        1977000.38000000
        0.083354663248
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-07-01
          Fixed
          0.07350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASTLELAKE AIRCRAFT SECURITIZATION
        N/A
        CASTLELAKE AIRCRAFT SECURITIZATION 2018-1 A 4.125% 06/15/2043 144A
        14856CAA7
        
          
        
        1105103.15690000
        PA
        USD
        996444.88000000
        0.042012297143
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2043-06-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 10/27 #401788
        31378LJ94
        
          
        
        151.14060000
        PA
        USD
        163.25000000
        0.000006882977
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-10-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 8.50% 6/25 #307158
        31373YE70
        
          
        
        122.96640000
        PA
        USD
        131.26000000
        0.000005534208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        REALTY INCOME CORP 3.25% 01/15/2031
        756109AX2
        
          
        
        313000.00000000
        PA
        USD
        307368.26000000
        0.012959318604
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.25% 02/15/2052
        912810TD0
        
          
        
        29900000.00000000
        PA
        USD
        28675968.75000000
        1.209041608015
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 09/01/2049#FM1534
        3140X4V45
        
          
        
        1076943.29240000
        PA
        USD
        1134727.01000000
        0.047842574414
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 11/29 #252874
        31371H2F4
        
          
        
        318.10230000
        PA
        USD
        350.99000000
        0.000014798506
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 5/27 #447696
        36208DKH7
        
          
        
        420.20890000
        PA
        USD
        449.36000000
        0.000018946001
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-05-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 08/01/43#AL7261
        3138EQB76
        
          
        
        118296.30770000
        PA
        USD
        121282.26000000
        0.005113525542
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        TIME WARNER CABLE LLC 5.5% 09/01/2041
        88732JBB3
        
          
        
        521000.00000000
        PA
        USD
        540840.75000000
        0.022803029803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.50% 5/41 #005055
        36202FTL0
        
          
        
        21801.21400000
        PA
        USD
        23213.14000000
        0.000978716790
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-05-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 01/01/2034#J40154
        31307YE30
        
          
        
        75595.61930000
        PA
        USD
        76411.12000000
        0.003221660066
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019 IMC B 1ML+130 04/15/2034
        05608BAG5
        
          
        
        1007281.00000000
        PA
        USD
        990938.57000000
        0.041780139062
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-15
          Variable
          0.01697000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEACHERS INS and ANNUITY ASSN AMER
        O06XD7BJ4EPXNABVFN69
        TEACHERS INS and ANNUITY ASSN AMER 4.9% 09/15/2044 144A
        878091BD8
        
          
        
        1640000.00000000
        PA
        USD
        1807724.54000000
        0.076217623325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-09-15
          Fixed
          0.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYA CLO 2019-2 LLC
        N/A
        VOYA CLO 2019-2 LLC 3ML+127 07/20/2032 144A
        92917RAC3
        
          
        
        2009654.00000000
        PA
        USD
        2000638.69000000
        0.084351306137
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-20
          Variable
          0.01524000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #779843
        36176YEQ6
        
          
        
        23288.17460000
        PA
        USD
        24140.46000000
        0.001017814631
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 2/41 #A96766
        312945QT8
        
          
        
        10681.88130000
        PA
        USD
        11386.66000000
        0.000480086508
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KITE REALTY GROUP TRUST
        N/A
        KITE RLTY GROUP TRUST 4.75% 09/15/2030
        76131VAB9
        
          
        
        2980000.00000000
        PA
        USD
        3079697.87000000
        0.129846802994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 3.125% 07/27/2026
        61761J3R8
        
          
        
        6737000.00000000
        PA
        USD
        6678863.06000000
        0.281595485201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-27
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 3.627% 6/1/41#1B8372
        3128UGVQ7
        
          
        
        24672.25300000
        PA
        USD
        25980.40000000
        0.001095390529
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Variable
          0.02160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HORIZON AIRCRAFT FINANCE LTD
        N/A
        HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A
        44040HAA0
        
          
        
        774835.99020000
        PA
        USD
        691140.84000000
        0.029140010572
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2039-07-15
          Fixed
          0.03721000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VORNADO REALTY L P
        549300BMOJ05INE4YK86
        VORNADO REALTY LP 2.15% 06/01/2026
        929043AK3
        
          
        
        578000.00000000
        PA
        USD
        540205.71000000
        0.022776255127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          0.02150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037
        38141GFD1
        
          
        
        689000.00000000
        PA
        USD
        868237.78000000
        0.036606805190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-10-01
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARINGS CLO LTD 2021-1
        N/A
        BARINGS CLO LTD 2021-1A A 3ML+102 04/25/2034 144A
        06762EAA2
        
          
        
        2282638.00000000
        PA
        USD
        2260879.89000000
        0.095323644741
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-25
          Variable
          0.01277710
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLEDO HOSPITAL/THE
        5493009DCR7NWV6K4T34
        TOLEDO HOSPITAL/THE 5.325% 11/15/2028
        889184AC1
        
          
        
        647000.00000000
        PA
        USD
        692638.34000000
        0.029203148450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          0.05325000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 9/41 #773473
        36176RCJ9
        
          
        
        17156.64530000
        PA
        USD
        17780.23000000
        0.000749653413
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3.5% 12/20/2049#BR8987
        3617M76Y9
        
          
        
        15455.20620000
        PA
        USD
        15758.11000000
        0.000664396408
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2044#AX9232
        3138YBHJ5
        
          
        
        25105.09770000
        PA
        USD
        26630.60000000
        0.001122804384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC
        N/A
        SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC 21-25A A 3ML+98 04/19/2034 144A
        87167WAC9
        
          
        
        2313924.00000000
        PA
        USD
        2288364.40000000
        0.096482451840
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-19
          Variable
          0.01228000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/2042#AL2607
        3138EJ3R7
        
          
        
        3180.27700000
        PA
        USD
        3313.04000000
        0.000139685017
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 2/41 #A97152
        3129455M6
        
          
        
        21113.68530000
        PA
        USD
        22506.75000000
        0.000948933842
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 05/01/2043#MB0249
        3138MTH34
        
          
        
        13425.48540000
        PA
        USD
        13407.30000000
        0.000565281113
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 01/01/2046#G60393
        31335ANJ3
        
          
        
        6497.67800000
        PA
        USD
        6609.84000000
        0.000278685321
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 20YR 3.5% 08/01/2037#MA3089
        31418CNF7
        
          
        
        35219.13540000
        PA
        USD
        35755.92000000
        0.001507547849
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 3/28 #780732
        36225AY53
        
          
        
        424.78700000
        PA
        USD
        454.28000000
        0.000019153439
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 4/26 #343081
        31375SCS7
        
          
        
        559.57160000
        PA
        USD
        598.87000000
        0.000025249669
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-04-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/2043#Q21255
        3132JNMC8
        
          
        
        20106.27900000
        PA
        USD
        20942.71000000
        0.000882990492
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFE 2021-BMR MTG TR
        N/A
        LIFE 2021-BMR MTG TR 21-BMR E 1ML+185.6 03/15/2036 144A
        53218CAJ9
        
          
        
        405819.23000000
        PA
        USD
        390073.28000000
        0.016446343271
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Variable
          0.02147000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.0% 07/20/2044#MA2074
        36179QJT9
        
          
        
        4221.89960000
        PA
        USD
        4386.49000000
        0.000184944019
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-07-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAPPHIRE AVIATION FINANCE
        N/A
        SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A
        80307AAA7
        
          
        
        1503110.74460000
        PA
        USD
        1356875.51000000
        0.057208841409
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          0.03228000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2045#AY8779
        3138YNXH5
        
          
        
        25738.02820000
        PA
        USD
        26194.65000000
        0.001104423778
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER BANK
        X05BVSK68TQ7YTOSNR22
        DISCOVER BANK 3.35% 02/06/2023
        25466AAK7
        
          
        
        983000.00000000
        PA
        USD
        992450.79000000
        0.041843897567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-06
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 4.8% 02/14/2029
        02209SBD4
        
          
        
        311000.00000000
        PA
        USD
        326027.45000000
        0.013746030895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-14
          Fixed
          0.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
        N/A
        JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A
        46590XAB2
        
          
        
        380000.00000000
        PA
        USD
        388466.40000000
        0.016378593693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 09/01/2033#741529
        31402XY26
        
          
        
        13816.74020000
        PA
        USD
        14409.38000000
        0.000607530999
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 1/26 #420660
        36206TJD5
        
          
        
        33.63130000
        PA
        USD
        35.79000000
        0.000001508984
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYMP 2022-32A A1
        N/A
        SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A
        87168NAC8
        
          
        
        2727000.00000000
        PA
        USD
        2722361.37000000
        0.114780714021
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-23
          Variable
          0.01850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AL2884
        3138EKF26
        
          
        
        51040.62760000
        PA
        USD
        50939.59000000
        0.002147724610
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 9/25 #325499
        31374VRU0
        
          
        
        138.03110000
        PA
        USD
        147.06000000
        0.000006200371
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRANDYWINE OPER PARTNERSHIP LP
        IXBXSCONLDQ1ZI73YU71
        BRANDYWINE OPER PARTNERSHIP LP 4.1% 10/01/2024
        105340AN3
        
          
        
        1555000.00000000
        PA
        USD
        1573212.44000000
        0.066330079893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 12/24 #313987
        31374GXQ5
        
          
        
        426.43380000
        PA
        USD
        443.11000000
        0.000018682487
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 12/15/2041#792596
        36177L3E2
        
          
        
        1284.79720000
        PA
        USD
        1332.72000000
        0.000056190392
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 6/26 #345142
        31375ULX1
        
          
        
        548.18670000
        PA
        USD
        581.61000000
        0.000024521950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3.5% 12/49#BR8986
        3617M76X1
        
          
        
        8237.24410000
        PA
        USD
        8372.95000000
        0.000353021898
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 2/32 #572976
        36200UQ57
        
          
        
        9370.09180000
        PA
        USD
        10338.42000000
        0.000435890415
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 06/01/2045#AZ4601
        3138YWDF1
        
          
        
        2191.67510000
        PA
        USD
        2277.01000000
        0.000096003725
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOODYS CORP
        549300GCEDD8YCF5WU84
        MOODYS CORP 3.75% 03/24/2025
        615369AS4
        
          
        
        1557000.00000000
        PA
        USD
        1582910.01000000
        0.066738950670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-24
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 05/48#ZA5379
        31329N6Q6
        
          
        
        619353.57320000
        PA
        USD
        636597.00000000
        0.026840322893
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE EQUITIES INC
        MGCJBT4MKTQBVLNUIS88
        ALEXANDRIA REAL EST EQUITS INC 4.9% 12/15/2030
        015271AU3
        
          
        
        1278000.00000000
        PA
        USD
        1412875.99000000
        0.059569944219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-15
          Fixed
          0.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 2/25 #303347
        31373T5G1
        
          
        
        28.95800000
        PA
        USD
        30.01000000
        0.000001265287
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-02-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 03/15/2045#AL2277
        36183XQ60
        
          
        
        4113.73300000
        PA
        USD
        4144.72000000
        0.000174750467
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBRE SERVICES INC
        549300CTE3HOMEUMM603
        CBRE SERVICES INC 2.5% 04/01/2031
        12505BAE0
        
          
        
        1708000.00000000
        PA
        USD
        1543209.91000000
        0.065065107559
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TANGER PROPERTIES LP
        PQPGJDNFN35EXH363L31
        TANGER PROPERTIES LP 2.75% 09/01/2031
        875484AL1
        
          
        
        1346000.00000000
        PA
        USD
        1167583.66000000
        0.049227882694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 3.50% 2/41 #737995
        3620AR3C3
        
          
        
        86614.92530000
        PA
        USD
        88262.12000000
        0.003721324165
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-02-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 5.05% 7/34 #801635
        31405WSY2
        
          
        
        2254.75740000
        PA
        USD
        2341.64000000
        0.000098728667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Variable
          0.01855000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKLAND PARK CLO LTD
        N/A
        ROCKLAND PARK CLO LTD 3ML+112 04/20/2034 144A
        773663AA7
        
          
        
        2604698.00000000
        PA
        USD
        2585371.14000000
        0.109004906082
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Variable
          0.01374000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAP I TR 2019-MEAD
        N/A
        MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A
        61771LAA0
        
          
        
        2570651.00000000
        PA
        USD
        2523303.21000000
        0.106387986300
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-10
          Fixed
          0.03170000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.00% 1/41 #A96413
        312945DS4
        
          
        
        406360.53650000
        PA
        USD
        420473.64000000
        0.017728088988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 3/32 #569233
        36200QLN2
        
          
        
        37.82450000
        PA
        USD
        41.75000000
        0.000001760271
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 10/31/2026
        91282CDG3
        
          
        
        18403400.00000000
        PA
        USD
        17310698.13000000
        0.729856922548
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 6/29 #510989
        36211EUN6
        
          
        
        27.69130000
        PA
        USD
        28.42000000
        0.000001198249
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-06-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FUNDING LTD
        635400ZRKEX9L1BKCH30
        AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A
        05401AAL5
        
          
        
        485000.00000000
        PA
        USD
        478285.03000000
        0.020165543727
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TR 2018-IND
        N/A
        BX TR 2018-EXCL 1ML+262.5 7/19 144A
        12433WAG6
        
          
        
        498525.87910000
        PA
        USD
        423172.40000000
        0.017841874617
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-15
          Variable
          0.03022000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3% 03/15/2045#AL2575
        36183X2G4
        
          
        
        6400.42090000
        PA
        USD
        6448.63000000
        0.000271888355
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES LVIII CLO LLC
        N/A
        ARES LVIII CLO LLC SOFR90A+133 01/15/2035 144A
        04018AAQ2
        
          
        
        2545000.00000000
        PA
        USD
        2539042.16000000
        0.107051574881
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-15
          Variable
          0.01511210
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 07/01/2033#
        3140JAUL0
        
          
        
        281012.27350000
        PA
        USD
        284098.10000000
        0.011978197725
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC (UNGTD)
        2138005O9XJIJN4JPN90
        NATWEST GRP PLC(UNGTD) 5.125% 05/28/2024
        780099CH8
        
          
        
        6295000.00000000
        PA
        USD
        6490276.31000000
        0.273644255045
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-28
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.50% 11/42 #AQ0170
        3138MFFL6
        
          
        
        46262.24660000
        PA
        USD
        47401.05000000
        0.001998532018
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS RLTY LTD PARTNERSHIP
        32SXKSJ72K64GM3HOU64
        VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030
        92277GAU1
        
          
        
        2340000.00000000
        PA
        USD
        2239314.20000000
        0.094414388048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 5.375% 01/31/2044
        02209SAR4
        
          
        
        1030000.00000000
        PA
        USD
        1064590.61000000
        0.044885470277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-31
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 11/01/2049#BO8254
        3140K4E48
        
          
        
        9977.24200000
        PA
        USD
        9817.19000000
        0.000413914218
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC 4.25% 12/01/2026
        29250NAL9
        
          
        
        544000.00000000
        PA
        USD
        563744.88000000
        0.023768718056
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-12-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP CAREY INC 4% 02/01/2025
        92936UAC3
        
          
        
        1644000.00000000
        PA
        USD
        1678976.58000000
        0.070789327530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 04/01/2043#Q17646
        3132J85G1
        
          
        
        613914.30320000
        PA
        USD
        628732.66000000
        0.026508745105
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 02/01/2047#AL9846
        3138ER5G1
        
          
        
        267879.53630000
        PA
        USD
        284324.58000000
        0.011987746618
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 10/15/2041#775540
        36176TLV8
        
          
        
        5850.33050000
        PA
        USD
        6069.86000000
        0.000255918583
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC
        N/A
        CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC 3ML+113 10/25/2034 144A
        15033TAN5
        
          
        
        1198676.00000000
        PA
        USD
        1186338.03000000
        0.050018607983
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-25
          Variable
          0.01387710
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER BANK
        X05BVSK68TQ7YTOSNR22
        DISCOVER BANK 4.682%/VAR 08/09/2028
        25466AAN1
        
          
        
        847000.00000000
        PA
        USD
        858902.19000000
        0.036213196282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-09
          Variable
          0.04682000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6% 11/35 #AD0687
        31418MXR8
        
          
        
        36182.74950000
        PA
        USD
        39544.39000000
        0.001667278036
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 3/32 #582976
        36201GT96
        
          
        
        5455.94380000
        PA
        USD
        5968.22000000
        0.000251633218
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 3.88% 1/35 #848084
        3128JR6V3
        
          
        
        2070.37540000
        PA
        USD
        2158.15000000
        0.000090992327
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Variable
          0.02371000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYMPHONY CLO XXI LTD
        N/A
        SYMPHONY CLO XXI LTD 21A AR 3ML+106 07/15/2032 144A
        87166RDE4
        
          
        
        256728.00000000
        PA
        USD
        254933.73000000
        0.010748564051
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-15
          Variable
          0.01301290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 08/15/2043#AD5682
        36180HJ33
        
          
        
        3117.17300000
        PA
        USD
        3266.10000000
        0.000137705924
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-08-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC (UNGTD)
        2138005O9XJIJN4JPN90
        NATWEST GRP PLC(UNGTD) 6.1% 06/10/2023
        780097AY7
        
          
        
        4101000.00000000
        PA
        USD
        4230425.22000000
        0.178363986764
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-06-10
          Fixed
          0.06100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 6/26 #366201
        31376UX66
        
          
        
        1914.50070000
        PA
        USD
        2050.55000000
        0.000086455676
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 5/32 #582134
        36201FV38
        
          
        
        377.00670000
        PA
        USD
        415.59000000
        0.000017522184
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-05-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050
        25470DBH1
        
          
        
        2883000.00000000
        PA
        USD
        2794300.99000000
        0.117813845861
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.04650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 8/29 #509663
        31383QFC3
        
          
        
        759.97120000
        PA
        USD
        830.59000000
        0.000035019492
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2048#G67710
        3132XCR72
        
          
        
        377369.29000000
        PA
        USD
        382468.49000000
        0.016125708679
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 02/01/2052#CB2842
        3140QNEQ1
        
          
        
        5818425.67600000
        PA
        USD
        5408544.35000000
        0.228036067934
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 2/28 #313983
        31374GXL6
        
          
        
        180.86560000
        PA
        USD
        195.35000000
        0.000008236383
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031
        95000U2L6
        
          
        
        4386000.00000000
        PA
        USD
        4644335.40000000
        0.195815345913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-04
          Variable
          0.04478000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 10/01/2049#SD0114
        3132DMDT9
        
          
        
        1499431.29620000
        PA
        USD
        1513733.17000000
        0.063822303682
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 4.3% 08/15/2039
        674599CX1
        
          
        
        85000.00000000
        PA
        USD
        80325.00000000
        0.003386677814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        N/A
        IL ST 4.95% 06/01/23
        452151LE1
        
          
        
        773818.18210000
        PA
        USD
        787609.09000000
        0.033207323140
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-06-01
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 3.224% 4/41#1B8179
        3128UGPP6
        
          
        
        2268.62360000
        PA
        USD
        2390.70000000
        0.000100797144
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Variable
          0.02130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 01/01/2044#V80950
        3132L6BT7
        
          
        
        21374.35180000
        PA
        USD
        22256.85000000
        0.000938397511
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC
        N/A
        MADISON PK FDG XLV LLC 2020-45A AR 3ML+112 07/15/2034 144A
        55820BAJ6
        
          
        
        1390072.00000000
        PA
        USD
        1383633.19000000
        0.058337003765
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Variable
          0.01361290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.5% 01/31/2024
        9128285Z9
        
          
        
        23709700.00000000
        PA
        USD
        23789349.89000000
        1.003011061122
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 14-CCRE18 MTG TR
        N/A
        COMM 14-CCRE18 MTG TR 3.828% 07/15/2047
        12632QAX1
        
          
        
        387699.00000000
        PA
        USD
        391937.87000000
        0.016524958466
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-07-15
          Fixed
          0.03828000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNETITE XXIII LTD
        N/A
        MAGNETITE XXIII LTD 3ML+113 01/25/2035 144A
        55954NAJ8
        
          
        
        5340000.00000000
        PA
        USD
        5282781.90000000
        0.222733647775
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-25
          Variable
          0.01250960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 9/31 #564296
        36213T3D3
        
          
        
        273.45550000
        PA
        USD
        298.11000000
        0.000012568970
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-09-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2046#BD0997
        3140F8DB0
        
          
        
        177981.84840000
        PA
        USD
        180694.52000000
        0.007618476464
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/48#BK4838
        3140HJLU3
        
          
        
        7056.80790000
        PA
        USD
        7273.12000000
        0.000306650658
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1
        N/A
        CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A
        14856GAA8
        
          
        
        590828.83410000
        PA
        USD
        547194.06000000
        0.023070899259
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2046-01-15
          Fixed
          0.03474000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 11/32#MA3218
        31418CSG0
        
          
        
        293407.02220000
        PA
        USD
        296628.95000000
        0.012506525788
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 8/41 #768137
        36176KEJ2
        
          
        
        21866.30900000
        PA
        USD
        22671.93000000
        0.000955898192
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-08-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 07/51#QC4163
        3133ANTU8
        
          
        
        75550.02470000
        PA
        USD
        70393.14000000
        0.002967928857
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 05/01/2045#Q33623
        3132QQAZ5
        
          
        
        9878.15710000
        PA
        USD
        10061.03000000
        0.000424195046
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANCIAL 3.95% 12/01/2027
        87165BAM5
        
          
        
        2356000.00000000
        PA
        USD
        2333310.90000000
        0.098377494658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWISS RE FINANCE LUXEMBOURG
        549300CLQZ6TM98LW631
        SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A
        87089NAA8
        
          
        
        600000.00000000
        PA
        USD
        621000.00000000
        0.026182719235
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2049-04-02
          Variable
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 3/32 #539799
        36212PUY6
        
          
        
        7444.58030000
        PA
        USD
        8192.72000000
        0.000345423007
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 4/41 #A97945
        312946ZJ8
        
          
        
        142832.26640000
        PA
        USD
        152256.21000000
        0.006419455069
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 06/01/2043#Q19744
        3132JBHW6
        
          
        
        16228.40260000
        PA
        USD
        16903.51000000
        0.000712688979
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 4% 04/20/2047#784303
        3622A2X80
        
          
        
        242166.09110000
        PA
        USD
        250017.89000000
        0.010541301477
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 03/01/2033#BK4845
        3140HJL33
        
          
        
        39164.50650000
        PA
        USD
        39594.58000000
        0.001669394156
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 8/40 #719262
        3620A5B73
        
          
        
        32309.00480000
        PA
        USD
        34741.91000000
        0.001464794968
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-08-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2045#AY9077
        3138YPCP5
        
          
        
        14301.53990000
        PA
        USD
        14559.74000000
        0.000613870506
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #779846
        36176YET0
        
          
        
        12278.28520000
        PA
        USD
        12722.48000000
        0.000536407603
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAP I TR 2019-MEAD
        N/A
        MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A
        61771LAG7
        
          
        
        356413.00000000
        PA
        USD
        339364.88000000
        0.014308366137
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-10
          Variable
          0.03177097
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 2.55% 12/01/2033
        00206RMM1
        
          
        
        4584000.00000000
        PA
        USD
        4072629.08000000
        0.171710956120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-12-01
          Fixed
          0.02550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 5.93% 05/01/2060
        097023CX1
        
          
        
        908000.00000000
        PA
        USD
        1048364.21000000
        0.044201329736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-05-01
          Fixed
          0.05930000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/44#Q28370
        3132M86F8
        
          
        
        30635.03820000
        PA
        USD
        31890.32000000
        0.001344565692
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC ENERGY GROUP INC
        549300IGLYTZUK3PVP70
        WEC ENERGY GROUP INC FRN 3ML+211.25 05/15/2067
        976657AH9
        
          
        
        437000.00000000
        PA
        USD
        370576.00000000
        0.015624295271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2067-05-15
          Variable
          0.02618930
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLECO CORPORATE HLDGS LLC
        5493002H80P81B3HXL31
        CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026
        18551PAC3
        
          
        
        4043000.00000000
        PA
        USD
        4096705.19000000
        0.172726057615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          0.03743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 2.25% 01/15/2023
        00914AAD4
        
          
        
        407000.00000000
        PA
        USD
        407147.73000000
        0.017166239455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CORP
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CORP 2.6% 05/11/2023
        14040HCD5
        
          
        
        2292000.00000000
        PA
        USD
        2298784.32000000
        0.096921778474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-11
          Fixed
          0.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        INTESA SANPAOLO SPA 5.017% 06/26/2024 144A
        46115HAT4
        
          
        
        1330000.00000000
        PA
        USD
        1341491.75000000
        0.056560228416
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2024-06-26
          Fixed
          0.05017000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 6/40 #743475
        3620AX6L7
        
          
        
        14047.74950000
        PA
        USD
        15105.56000000
        0.000636883472
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS 2.219%/VAR 06/09/2026 144A
        09659W2L7
        
          
        
        2313000.00000000
        PA
        USD
        2199445.39000000
        0.092733431754
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-09
          Variable
          0.02219000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 12/40 #G06185
        3128M8F25
        
          
        
        36167.10030000
        PA
        USD
        38205.47000000
        0.001610826238
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 8/29 #507037
        31383MHN6
        
          
        
        425.55110000
        PA
        USD
        467.70000000
        0.000019719255
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER FINANCIAL SVS
        Z1YLO2USPORE63VVUL20
        DISCOVER FINANCIAL SVS 3.95% 11/06/2024
        254709AK4
        
          
        
        873000.00000000
        PA
        USD
        888463.97000000
        0.037459585631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-06
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMER TR 2021-ESH
        N/A
        EXTENDED STAY AMER TR 2021-ESH 1.38% 07/15/2038 144A
        30227FAE0
        
          
        
        685779.37040000
        PA
        USD
        676781.47000000
        0.028534588103
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Variable
          0.01777000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 05/50#FM3269
        3140X6T35
        
          
        
        208640.73790000
        PA
        USD
        205750.10000000
        0.008674874558
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 4.375% 10/15/2028
        125523AH3
        
          
        
        1860000.00000000
        PA
        USD
        1956572.82000000
        0.082493392607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNUM GROUP
        549300E32YFDO6TZ8R31
        UNUM GROUP 5.75% 08/15/2042
        91529YAJ5
        
          
        
        2232000.00000000
        PA
        USD
        2363306.53000000
        0.099642176073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-08-15
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 01/42#G60517
        31335ASE9
        
          
        
        509311.99300000
        PA
        USD
        542915.94000000
        0.022890524356
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 11/1/42 #Q13148
        3132HPP99
        
          
        
        22091.88910000
        PA
        USD
        22105.60000000
        0.000932020480
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 7.5% 09/01/2031#
        31292HMA9
        
          
        
        2449.35730000
        PA
        USD
        2742.40000000
        0.000115625586
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 03/01/2045#AY2657
        3138YF5T7
        
          
        
        15451.58550000
        PA
        USD
        15730.55000000
        0.000663234418
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 7/35 #745092
        31403CXV8
        
          
        
        7368.52300000
        PA
        USD
        8174.99000000
        0.000344675471
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 12/25 #331012
        31375CVD4
        
          
        
        42.15510000
        PA
        USD
        43.55000000
        0.000001836163
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC DEL
        549300WR7IX8XE0TBO16
        KINDER MORGAN INC DEL 5.55% 06/01/2045
        49456BAH4
        
          
        
        747000.00000000
        PA
        USD
        835103.85000000
        0.035209806178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.05550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 8% 04/01/2027#
        3128FMF97
        
          
        
        256.80520000
        PA
        USD
        277.71000000
        0.000011708861
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-04-01
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 8/36 #888544
        31410GER0
        
          
        
        54317.35740000
        PA
        USD
        60049.35000000
        0.002531812031
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 06/01/2047#BE3663
        3140FPB99
        
          
        
        268954.60670000
        PA
        USD
        283616.59000000
        0.011957896209
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 1/24 #368294
        36204FC77
        
          
        
        123.10330000
        PA
        USD
        127.40000000
        0.000005371462
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 2.1% 03/22/2028
        92343VGH1
        
          
        
        1835000.00000000
        PA
        USD
        1710355.33000000
        0.072112324312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          0.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 2/41 #A96695
        312945NL8
        
          
        
        13050.14640000
        PA
        USD
        13911.18000000
        0.000586525797
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 05/01/2044#AV8078
        3138XK6Q2
        
          
        
        3678.56000000
        PA
        USD
        3968.76000000
        0.000167331608
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 11/01/2051#RA6241
        3133KM5A9
        
          
        
        3238883.58900000
        PA
        USD
        3013755.59000000
        0.127066532135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 5.00% 4/40 #A91937
        312940EJ4
        
          
        
        89056.90380000
        PA
        USD
        95995.96000000
        0.004047399788
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HASBRO INC
        549300NUB6D2R1ITYR45
        HASBRO INC 3% 11/19/2024
        418056AX5
        
          
        
        1348000.00000000
        PA
        USD
        1337169.86000000
        0.056378008074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-19
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 4/27 #443941
        36207WEN0
        
          
        
        117.12040000
        PA
        USD
        124.40000000
        0.000005244976
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 08/01/2051#QC5848
        3133AQP92
        
          
        
        355246.56730000
        PA
        USD
        339716.71000000
        0.014323200060
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030
        38141GXH2
        
          
        
        4751000.00000000
        PA
        USD
        4782563.93000000
        0.201643363290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFE 2021-BMR MTG TR
        N/A
        LIFE 2021-BMR MTG TR 1ML+70 03/15/2038 144A
        53218CAA8
        
          
        
        2199143.09000000
        PA
        USD
        2149597.28000000
        0.090631726330
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Variable
          0.01097000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063
        161175CL6
        
          
        
        1073000.00000000
        PA
        USD
        1079354.30000000
        0.045507939761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2063-04-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPGN 2022-TFLM MTG TR
        N/A
        SPGN 2022-TFLM B TSFR1M+200 02/15/2039 144A
        78473HAG1
        
          
        
        642000.00000000
        PA
        USD
        637556.01000000
        0.026880756854
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-02-15
          Variable
          0.02301160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC
        N/A
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC B 1ML+92.21 10/15/2036 144A
        05609PAG3
        
          
        
        396287.00000000
        PA
        USD
        383385.40000000
        0.016164367612
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01295800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 05/01/2044#AS9099
        3138WKDD4
        
          
        
        14356.28440000
        PA
        USD
        15287.42000000
        0.000644551088
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 0.0% 07/01/2041#AI6050
        3138AKWL9
        
          
        
        12108.46580000
        PA
        USD
        12688.71000000
        0.000534983786
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Variable
          0.02050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 06/01/2050#RA2677
        3133KH6N1
        
          
        
        593147.87470000
        PA
        USD
        553587.64000000
        0.023340466586
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 10/01/2042#Q11868
        3132HNCD9
        
          
        
        5759.72140000
        PA
        USD
        6002.93000000
        0.000253096667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.50% 5/25 #AB1004
        31416WDJ8
        
          
        
        13104.85490000
        PA
        USD
        13412.69000000
        0.000565508367
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CORP
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CORP 2.636%/VAR 03/03/2026
        14040HCM5
        
          
        
        1495000.00000000
        PA
        USD
        1462858.67000000
        0.061677323409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-03
          Variable
          0.02636000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2045#AZ1192
        3138YSKE5
        
          
        
        78184.95060000
        PA
        USD
        79572.05000000
        0.003354931794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 09/01/2051#CB1549
        3140QLWK8
        
          
        
        977234.43600000
        PA
        USD
        935430.11000000
        0.039439780892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.50% 3/40 #AD2341
        31418PS71
        
          
        
        1387.72920000
        PA
        USD
        1465.37000000
        0.000061783206
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.0% 06/20/2045#MA2893
        36179RGA1
        
          
        
        82454.17790000
        PA
        USD
        85565.64000000
        0.003607634667
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-06-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANCIAL 2.85% 07/25/2022
        87165BAQ6
        
          
        
        467000.00000000
        PA
        USD
        468281.99000000
        0.019743793666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-25
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC (UNGTD)
        2138005O9XJIJN4JPN90
        NATWEST GRP PLC(UNGTD) 6.125% 12/15/2022
        780099CE5
        
          
        
        2527000.00000000
        PA
        USD
        2587433.89000000
        0.109091876137
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-12-15
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGIONS BANK OF ALABAMA
        EQTWLK1G7ODGC2MGLV11
        REGIONS BANK OF ALABAMA 6.45% 06/26/2037
        75913MAA7
        
          
        
        2368000.00000000
        PA
        USD
        2939309.29000000
        0.123927713181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-06-26
          Fixed
          0.06450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 03/15/2045#AL9282
        36184HJ39
        
          
        
        12736.97020000
        PA
        USD
        12832.92000000
        0.000541063995
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 4.78% 03/25/2038
        126650CY4
        
          
        
        1830000.00000000
        PA
        USD
        1999893.81000000
        0.084319900366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-25
          Fixed
          0.04780000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIVE CORNERS FND TR II
        N/A
        FIVE CORNERS FND TR II 2.85% 05/15/2030 144A
        33834DAA2
        
          
        
        2929000.00000000
        PA
        USD
        2775739.20000000
        0.117031240166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 06/01/2045#Q34164
        3132QQTW2
        
          
        
        646356.87440000
        PA
        USD
        658322.56000000
        0.027756320055
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 04/01/2046#Q40046
        3132WDBQ6
        
          
        
        218882.22520000
        PA
        USD
        222387.08000000
        0.009376326050
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2045#Q31974
        3132QNFQ7
        
          
        
        7672.55840000
        PA
        USD
        7816.99000000
        0.000329581408
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 0.0% 09/01/2041#AI9813
        3138AP3X4
        
          
        
        6361.19400000
        PA
        USD
        6673.43000000
        0.000281366415
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Variable
          0.02068000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PARTNERSHIP LP
        549300CJHBL7JBUA6503
        BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030
        11120VAJ2
        
          
        
        1554000.00000000
        PA
        USD
        1559186.68000000
        0.065738723152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 2.3% 03/25/2028
        68389XCD5
        
          
        
        3147000.00000000
        PA
        USD
        2874387.35000000
        0.121190462090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          0.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES LV CLO LTD
        N/A
        ARES LV CLO LTD 2020-55A A1R 3ML+113 07/15/2034 144A
        04018BAL1
        
          
        
        1931133.00000000
        PA
        USD
        1919159.98000000
        0.080915985384
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Variable
          0.01371290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC 3.5% 11/15/2030
        969457BX7
        
          
        
        2609000.00000000
        PA
        USD
        2579426.44000000
        0.108754264519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 2.8% 04/01/2027
        68389XBU8
        
          
        
        1797000.00000000
        PA
        USD
        1719932.40000000
        0.072516114545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 11/01/2049#CA4628
        3140QCEA0
        
          
        
        1658503.97840000
        PA
        USD
        1703512.29000000
        0.071823806767
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 10/01/2046#AL9285
        3138ERJ76
        
          
        
        12651.50370000
        PA
        USD
        12848.28000000
        0.000541711606
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 3.50% 5/42 #766751
        36176HTG9
        
          
        
        200521.71320000
        PA
        USD
        207162.29000000
        0.008734415580
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-05-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 05/01/2046#V82275
        3132L7Q44
        
          
        
        435522.99950000
        PA
        USD
        433071.31000000
        0.018259234329
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 4.25% 10/22/2026
        06051GFL8
        
          
        
        1307000.00000000
        PA
        USD
        1345259.13000000
        0.056719069403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-22
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 04/01/2052 #TBA
        21H020642
        
          
        
        11250000.00000000
        PA
        USD
        10696824.00000000
        0.451001512882
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 9/25 #318376
        31374MT95
        
          
        
        288.86140000
        PA
        USD
        307.00000000
        0.000012943791
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 10/39 #710924
        36297FYV8
        
          
        
        19259.43300000
        PA
        USD
        20709.69000000
        0.000873165859
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-10-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/48#BK2485
        3140HFXP9
        
          
        
        13594.69860000
        PA
        USD
        14011.42000000
        0.000590752135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG 4.125% 09/24/2025 144A
        90351DAB3
        
          
        
        1614000.00000000
        PA
        USD
        1644136.87000000
        0.069320409100
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-09-24
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 04/48#Q55724
        3132XYLE5
        
          
        
        52707.16960000
        PA
        USD
        55307.66000000
        0.002331892002
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 10/01/2043#Q22499
        3132JPX49
        
          
        
        35236.66700000
        PA
        USD
        36702.53000000
        0.001547458998
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 4.3% 11/20/2026
        172967JC6
        
          
        
        532000.00000000
        PA
        USD
        547097.64000000
        0.023066833981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-20
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 4.2% 08/26/2024
        06051GFH7
        
          
        
        6127000.00000000
        PA
        USD
        6275911.83000000
        0.264606179371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-26
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO IL
        N/A
        CHICAGO ILL TAXABLE PROJ C1
        167486MM8
        
          
        
        900000.00000000
        PA
        USD
        1147060.35000000
        0.048362575023
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-01-01
          Fixed
          0.07781000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FINANCE PLC
        2138008L3B3MCG1DFS50
        IMPERIAL BRANDS FINANCE PLC 3.75% 07/21/2022 144A
        453140AE5
        
          
        
        1474000.00000000
        PA
        USD
        1477469.96000000
        0.062293367376
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-07-21
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HEALTHCARE INVESTORS INC
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025
        681936BD1
        
          
        
        821000.00000000
        PA
        USD
        834526.39000000
        0.035185459200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 04/01/2050#RA2457
        3133KHWS1
        
          
        
        408916.33400000
        PA
        USD
        403123.18000000
        0.016996555618
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 06/01/2050#SD7518
        3132DVK79
        
          
        
        1421577.15650000
        PA
        USD
        1402770.26000000
        0.059143864523
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.5% 05/15/2042#766754
        36176HTK0
        
          
        
        55305.12730000
        PA
        USD
        57136.64000000
        0.002409005802
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-05-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 6.50% 9/35 #550659
        36213CWU0
        
          
        
        9081.62240000
        PA
        USD
        10062.82000000
        0.000424270516
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-09-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHPEAK PROPERTIES INC
        PZ9HF5U52KPF0MH0QN75
        HEALTHPEAK PROPERTIES 3.25% 07/15/2026
        40414LAQ2
        
          
        
        176000.00000000
        PA
        USD
        175728.21000000
        0.007409085964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 12/22 #339158
        36224UWT0
        
          
        
        332.70350000
        PA
        USD
        337.96000000
        0.000014249133
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-12-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 07/01/2045#Q34979
        3132QRQ94
        
          
        
        11270.93120000
        PA
        USD
        11267.36000000
        0.000475056559
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 12/40#V82128
        3132L7LH0
        
          
        
        29288.06180000
        PA
        USD
        29784.49000000
        0.001255779290
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.875% 11/15/2051
        912810TB4
        
          
        
        21856800.00000000
        PA
        USD
        19172511.75000000
        0.808355059876
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 03/15/2045#AH7281
        36182QCS3
        
          
        
        4805.52590000
        PA
        USD
        4841.73000000
        0.000204137934
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PINE STREET TRUST II
        N/A
        PINE STR TR II 5.568% 02/15/2049 144A
        72284LAA7
        
          
        
        1748000.00000000
        PA
        USD
        1944296.94000000
        0.081975814637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-15
          Fixed
          0.05568000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMER TR 2021-ESH
        N/A
        EXTENDED STAY AMER TR 2021-ESH C 1ML+170 07/15/2038 144A
        30227FAG5
        
          
        
        505886.52200000
        PA
        USD
        498581.52000000
        0.021021288170
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Variable
          0.02097000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOZONE INC
        GA3JGKJ41LJKXDN23E90
        AUTOZONE INC 4% 04/15/2030
        053332AZ5
        
          
        
        1629000.00000000
        PA
        USD
        1672206.06000000
        0.070503867588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 06/01/2041#
        3132GEQJ2
        
          
        
        7371.37710000
        PA
        USD
        7857.73000000
        0.000331299095
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 03/31/2026
        91282CBT7
        
          
        
        52072200.00000000
        PA
        USD
        48559360.44000000
        2.047368922125
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-03-31
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019-IMC D 1ML+185 04/15/2034 144A
        05608BAL4
        
          
        
        699023.00000000
        PA
        USD
        682302.79000000
        0.028767379040
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-15
          Variable
          0.02297000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 10/20/2051#MA7650
        36179WQB7
        
          
        
        1424127.70100000
        PA
        USD
        1410026.27000000
        0.059449793786
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/46#BC1443
        3140EVS99
        
          
        
        316464.16250000
        PA
        USD
        328488.95000000
        0.013849813123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 3.125% 01/23/2023
        61744YAN8
        
          
        
        7975000.00000000
        PA
        USD
        8052268.82000000
        0.339501278132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-23
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 05/01/2048#Q55992
        3132XYUS4
        
          
        
        426769.71490000
        PA
        USD
        440189.15000000
        0.018559338043
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 5.344% 7/35 #834917
        31407MSE6
        
          
        
        2122.96520000
        PA
        USD
        2206.12000000
        0.000093014847
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Variable
          0.01815000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 11/01/2032#MA3187
        31418CRH9
        
          
        
        53496.68070000
        PA
        USD
        53146.69000000
        0.002240780777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 2.875% 03/25/2031
        68389XCE3
        
          
        
        3303000.00000000
        PA
        USD
        3011644.85000000
        0.126977538717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-25
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INTERNATIONAL LLC / EMC CORP
        N/A
        DELL INTL/EMC CORP 6.1% 07/15/2027
        24703TAF3
        
          
        
        729000.00000000
        PA
        USD
        800872.26000000
        0.033766527418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          0.06100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 7/40 #729562
        3620AGQP3
        
          
        
        17066.66790000
        PA
        USD
        18364.35000000
        0.000774281191
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN GAS PARTNERS LP
        L6D8A6MLSY454J2JXJ60
        WESTERN GAS PARTNERS LP 3.95% 06/01/2025
        958254AE4
        
          
        
        266000.00000000
        PA
        USD
        267619.94000000
        0.011283442432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNR 1999-54 PH 6.5% 11/29
        31359XBH1
        
          
        
        18155.44800000
        PA
        USD
        19184.99000000
        0.000808881170
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2029-11-18
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 07/01/2043#Q19988
        3132JBRJ4
        
          
        
        18117.21200000
        PA
        USD
        18870.90000000
        0.000795638448
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP 4.875% 12/01/2024
        55336VAG5
        
          
        
        839000.00000000
        PA
        USD
        868919.99000000
        0.036635568657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 5.00% 9/25 #AE0552
        31419ATJ6
        
          
        
        15040.44860000
        PA
        USD
        15370.59000000
        0.000648057717
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 2/40 #711189
        36297GC24
        
          
        
        18522.08210000
        PA
        USD
        19721.18000000
        0.000831488114
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-02-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 12/01/2051#RA6434
        3133KNEF6
        
          
        
        1249354.79000000
        PA
        USD
        1194250.37000000
        0.050352209555
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 3/41 #A97661
        312946QN9
        
          
        
        87972.26810000
        PA
        USD
        93776.60000000
        0.003953826712
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA INC 4.75% 05/01/2023
        404121AF2
        
          
        
        66000.00000000
        PA
        USD
        67647.63000000
        0.002852172146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.00% 1/41 #004922
        36202FPF7
        
          
        
        252992.17590000
        PA
        USD
        261407.38000000
        0.011021507305
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-01-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 09/01/2044#AX3195
        3138Y4RR2
        
          
        
        2412.62600000
        PA
        USD
        2506.56000000
        0.000105682055
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOZONE INC
        GA3JGKJ41LJKXDN23E90
        AUTOZONE INC 3.625% 04/15/2025
        053332AY8
        
          
        
        350000.00000000
        PA
        USD
        353715.62000000
        0.014913424746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4.0% 07/15/2040#783030
        36241LLK0
        
          
        
        20960.32570000
        PA
        USD
        21694.44000000
        0.000914685074
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 8/31 #567100
        36213W7M2
        
          
        
        2811.73520000
        PA
        USD
        3034.01000000
        0.000127920502
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-08-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HORIZON 2018
        N/A
        HORIZON 2018-1 A 4.458% 12/15/2038 144A
        440405AE8
        
          
        
        751162.94350000
        PA
        USD
        691653.64000000
        0.029161631343
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2038-12-15
          Fixed
          0.04458000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028
        06051GHD4
        
          
        
        5817000.00000000
        PA
        USD
        5758214.79000000
        0.242778939037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Variable
          0.03419000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 11/01/2045#BA3565
        3140E76B1
        
          
        
        86194.17990000
        PA
        USD
        89469.33000000
        0.003772222781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2038#AB8124
        31417FA24
        
          
        
        18459.64730000
        PA
        USD
        19205.07000000
        0.000809727786
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.50% 7/38 #909209
        31411JDN3
        
          
        
        35992.08890000
        PA
        USD
        38011.43000000
        0.001602645087
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 11/40 #737674
        3620ARQ38
        
          
        
        17089.80940000
        PA
        USD
        18376.69000000
        0.000774801473
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 9/41 #772063
        36176PQQ2
        
          
        
        24940.56870000
        PA
        USD
        25859.45000000
        0.001090291012
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AASET 2018-1 TR
        N/A
        AASET 2018-1A A 3.844% 1/38 144A
        000367AA0
        
          
        
        900196.23670000
        PA
        USD
        621137.92000000
        0.026188534244
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2038-01-16
          Fixed
          0.03844000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 10/27 #353881
        36203NCS5
        
          
        
        276.94070000
        PA
        USD
        298.22000000
        0.000012573607
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-10-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCONTINENTAL GAS PIPE LINE CO LLC
        N/A
        TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050
        893574AR4
        
          
        
        1007000.00000000
        PA
        USD
        979198.38000000
        0.041285146955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC 2.6% 02/15/2033 144A
        11135FBF7
        
          
        
        4340000.00000000
        PA
        USD
        3767829.63000000
        0.158859944167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          0.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 11/41 #AB3872
        31417AJS9
        
          
        
        172263.40530000
        PA
        USD
        178194.11000000
        0.007513053706
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.50% 5/42 #AO2138
        3138LSLU2
        
          
        
        269477.00620000
        PA
        USD
        276278.96000000
        0.011648525668
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT LP
        549300N4PXZ37U8QKI55
        AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031
        02666TAC1
        
          
        
        231000.00000000
        PA
        USD
        203925.53000000
        0.008597946693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 4% 04/20/2048#BG3507
        3617GM3Q3
        
          
        
        226501.90230000
        PA
        USD
        233208.78000000
        0.009832592608
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 9/26 #313264
        31374F5Z8
        
          
        
        138.22650000
        PA
        USD
        147.31000000
        0.000006210912
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-09-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 5.805% 05/01/2050
        097023CW3
        
          
        
        920000.00000000
        PA
        USD
        1062358.06000000
        0.044791341082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          0.05805000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 12/26 #323242
        31374TBK4
        
          
        
        72.60640000
        PA
        USD
        76.86000000
        0.000003240585
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 03/01/2044#AS2238
        3138WBPY5
        
          
        
        59736.50900000
        PA
        USD
        59655.59000000
        0.002515210247
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 04/01/2051#FM6540
        3140XAHS4
        
          
        
        1434330.90500000
        PA
        USD
        1382945.86000000
        0.058308024428
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 07/01/2045#AZ5987
        3138YXUM5
        
          
        
        25207.73310000
        PA
        USD
        25149.95000000
        0.001060376939
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 6/40 #745138
        3620C0ZB7
        
          
        
        25566.25550000
        PA
        USD
        27221.38000000
        0.001147712962
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        N/A
        ILLINOIS ST BUILD AMERICA BONDS-TAXABLE-SE
        452152FA4
        
          
        
        2910000.00000000
        PA
        USD
        3300185.60000000
        0.139143048291
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-04-01
          Fixed
          0.06725000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 2/36 #880258
        31409V5T6
        
          
        
        1718.26150000
        PA
        USD
        1939.44000000
        0.000081771035
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AASET 2019-2 TR
        N/A
        AASET 2019-2 B TR 4.458% 10/16/2039 144A
        00038RAB2
        
          
        
        315409.71450000
        PA
        USD
        205046.66000000
        0.008645215988
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2039-10-16
          Fixed
          0.04458000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 3.638% 03/15/2025 144A
        55903VAE3
        
          
        
        694000.00000000
        PA
        USD
        698216.67000000
        0.029438343053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          0.03638000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L
        N/A
        BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A
        09229CAA7
        
          
        
        2696389.77020000
        PA
        USD
        2466133.45000000
        0.103977584086
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          0.02443000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 01/01/2045#AY0356
        3138YDME6
        
          
        
        62522.11660000
        PA
        USD
        65015.02000000
        0.002741175547
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 12/41 #552552
        36213EZR0
        
          
        
        41881.69930000
        PA
        USD
        43424.74000000
        0.001830882085
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2046#BC6168
        3140F12A9
        
          
        
        118478.51160000
        PA
        USD
        120210.23000000
        0.005068326411
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4.0% 10/15/2041#757458
        36230SJB1
        
          
        
        112555.99700000
        PA
        USD
        116702.89000000
        0.004920449279
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 3.83% 10/33 #879911
        31409VR88
        
          
        
        24025.61180000
        PA
        USD
        25059.43000000
        0.001056560418
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Variable
          0.01870000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 08/01/2040#V81886
        3132L7CX5
        
          
        
        43860.00030000
        PA
        USD
        44658.25000000
        0.001882889567
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 02/01/2035#QN1578
        3133G7XF5
        
          
        
        204919.02900000
        PA
        USD
        202873.98000000
        0.008553611044
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GINNIE MAE II POOL II 3.5% 12/20/2049#BR8984
        3617M76V5
        
          
        
        11823.70250000
        PA
        USD
        11970.45000000
        0.000504700372
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049
        03523TBV9
        
          
        
        3287000.00000000
        PA
        USD
        4007759.19000000
        0.168975899571
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          0.05550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 7/40 #733234
        3620ALSX3
        
          
        
        5168.97840000
        PA
        USD
        5503.61000000
        0.000232044243
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 02/01/2042#AK2717
        3138E7AT1
        
          
        
        9296.04310000
        PA
        USD
        9618.60000000
        0.000405541229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 03/01/2033#BJ8569
        3140HAQX1
        
          
        
        97515.37940000
        PA
        USD
        98586.21000000
        0.004156610397
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 04/01/2048#Q55660
        3132XYJE8
        
          
        
        125070.76350000
        PA
        USD
        131241.57000000
        0.005533431850
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 12/01/2034#FM0046
        3140X3BQ0
        
          
        
        860225.90700000
        PA
        USD
        869940.95000000
        0.036678614565
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL PARK CLO LTD 2016
        549300XRS6MFERKEPO61
        BRISTOL PARK CLO LTD 2016 3ML+99 04/15/2029 144A
        11014PAJ4
        
          
        
        1991250.00000000
        PA
        USD
        1985628.70000000
        0.083718452105
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Variable
          0.01231290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 4.375% 04/15/2040
        87264AAX3
        
          
        
        404000.00000000
        PA
        USD
        405714.16000000
        0.017105797006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040
        674599DJ1
        
          
        
        521000.00000000
        PA
        USD
        578310.00000000
        0.024382815395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          0.06200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3% 07/15/2045#AN7590
        36186QNF5
        
          
        
        8152.07270000
        PA
        USD
        8213.48000000
        0.000346298294
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-07-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019-XL C 1ML+130 10/15/2036 144A
        056054AF6
        
          
        
        1014181.74000000
        PA
        USD
        1004934.13000000
        0.042370222505
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01647000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 02/01/2052#FS0605
        3140XFU74
        
          
        
        2289133.35000000
        PA
        USD
        2188883.50000000
        0.092288119354
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 04/01/2045#AS4796
        3138WEKJ7
        
          
        
        39541.33160000
        PA
        USD
        40255.20000000
        0.001697247341
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 11/46#MA4126
        36179SSP3
        
          
        
        458160.23000000
        PA
        USD
        457632.52000000
        0.019294788702
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-12-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 1.5% 04/01/2052 #TBA
        01F012643
        
          
        
        -4400000.00000000
        PA
        USD
        -3925209.20000000
        -0.16549541130
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUN CMNTYS OPER LTD PRTNRSHP
        549300PUNBPJCGT6X741
        SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028
        866677AF4
        
          
        
        512000.00000000
        PA
        USD
        463858.89000000
        0.019557306089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          0.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 3.283 6/1/41
        3128UGXF9
        
          
        
        6429.44950000
        PA
        USD
        6764.41000000
        0.000285202331
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Variable
          0.02160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TANGER PROPERTIES LP
        PQPGJDNFN35EXH363L31
        TANGER PROPERTIES LP 3.125% 09/01/2026
        875484AJ6
        
          
        
        1874000.00000000
        PA
        USD
        1798998.45000000
        0.075849712271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 12/01/2051#RA6496
        3133KNGD9
        
          
        
        790787.79000000
        PA
        USD
        755661.95000000
        0.031860361793
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS INC
        54930030NVF3Y2OL0A78
        ROGERS COMMUNICATIONS INC 3.8% 03/15/2032 144A
        775109CC3
        
          
        
        1275000.00000000
        PA
        USD
        1265127.17000000
        0.053340530577
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-03-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 11/01/2049#QA4396
        31339U3D0
        
          
        
        19324.08940000
        PA
        USD
        18550.28000000
        0.000782120407
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        EXELON CORP 4.1% 03/15/2052 144A
        30161NBF7
        
          
        
        404000.00000000
        PA
        USD
        410331.09000000
        0.017300456880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG NEW YORK BNCH
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG NEW YORK BNCH 3.3% 11/16/2022
        251526BL2
        
          
        
        2856000.00000000
        PA
        USD
        2875173.47000000
        0.121223606630
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-16
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDF 2016-6A
        N/A
        CEDF 2016-6A ARR 3ML+105 04/20/2034 144A
        15032DAR2
        
          
        
        1887884.00000000
        PA
        USD
        1866658.52000000
        0.078702408916
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Variable
          0.01304000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 04/01/2041#
        3132GDGH9
        
          
        
        21591.50710000
        PA
        USD
        23016.10000000
        0.000970409153
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021
        N/A
        WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A 1ML+120 12/31/2049 144A
        95003EAA4
        
          
        
        1349000.00000000
        PA
        USD
        1333870.02000000
        0.056238879597
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-05-15
          Variable
          0.01597000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 4% 04/20/2048#BG7744
        3617GSS91
        
          
        
        192594.35490000
        PA
        USD
        198297.21000000
        0.008360644403
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 03/01/2045#AY5352
        3138YJ5N2
        
          
        
        43231.97480000
        PA
        USD
        44012.48000000
        0.001855662490
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PK FDG L LTD / MADISON PK FDG L LLC
        N/A
        MADISON PK FDG L LTD / MADISON PK FDG L LLC 3ML+114 04/19/2034 144A
        55821FAA5
        
          
        
        2186940.00000000
        PA
        USD
        2174907.46000000
        0.091698858917
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-19
          Variable
          0.01388000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AQ6625
        3138MNLF5
        
          
        
        9887.38770000
        PA
        USD
        9867.81000000
        0.000416048468
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 04/01/2045#AY4820
        3138YJLA2
        
          
        
        29099.24510000
        PA
        USD
        30858.36000000
        0.001301055999
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #738885
        3620AS2S7
        
          
        
        76821.71680000
        PA
        USD
        79639.55000000
        0.003357777741
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 4.889% 3/33 #847126
        3128HD4K2
        
          
        
        272.40850000
        PA
        USD
        282.02000000
        0.000011890580
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Variable
          0.02281000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 9/41 #Q03090
        3132GJC31
        
          
        
        68172.81950000
        PA
        USD
        72670.80000000
        0.003063959988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 06/01/2043#Q19747
        3132JBHZ9
        
          
        
        11102.03580000
        PA
        USD
        11563.88000000
        0.000487558491
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLANET FITNESS MASTER ISSUER LLC 18-1A
        N/A
        PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A
        72703PAC7
        
          
        
        1452565.00000000
        PA
        USD
        1368522.49000000
        0.057699903579
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2049-12-05
          Fixed
          0.03858000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/2043#Q21845
        3132JPBN1
        
          
        
        21412.08860000
        PA
        USD
        22302.84000000
        0.000940336550
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 3/29 #323688
        31374TRH4
        
          
        
        229.98940000
        PA
        USD
        247.99000000
        0.000010455801
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PARK FUNDING 2015
        N/A
        MADISON PARK FUNDING 2015-19A A1R2 3ML+92 01/22/2028 144A
        55819QAY3
        
          
        
        1343780.45700000
        PA
        USD
        1340711.26000000
        0.056527321249
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-22
          Variable
          0.01178860
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 8/25 #250329
        31371FA69
        
          
        
        44.02570000
        PA
        USD
        46.17000000
        0.000001946628
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-08-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SITE CENTERS CORP
        W2AVA6SODOQ1LCYJQR54
        SITE CENTERS CORP 4.25% 02/01/2026
        23317HAE2
        
          
        
        906000.00000000
        PA
        USD
        916570.19000000
        0.038644605385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 03/01/2044#Q25265
        3132M5QS4
        
          
        
        103983.48240000
        PA
        USD
        110519.27000000
        0.004659734326
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 07/01/2047#Q49393
        3132WPNK9
        
          
        
        112201.18470000
        PA
        USD
        118376.92000000
        0.004991030048
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2.5% 05/01/2052 #TBA
        01F022659
        
          
        
        8200000.00000000
        PA
        USD
        7808577.92000000
        0.329226736401
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK PL SECS INC
        N/A
        PPSI 2005-WCH1 M4 1ML+83 1/36
        70069FFL6
        
          
        
        70953.08270000
        PA
        USD
        70714.60000000
        0.002981482315
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2036-01-25
          Variable
          0.01701570
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 12/01/2032#J38057
        31307U5S3
        
          
        
        109271.55650000
        PA
        USD
        110552.79000000
        0.004661147602
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 8/29 #509683
        31383QFY5
        
          
        
        81.35450000
        PA
        USD
        87.72000000
        0.000003698467
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 05/47#BM1277
        3140J5M30
        
          
        
        313520.21400000
        PA
        USD
        323473.63000000
        0.013638356254
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 02/01/2048#Q54192
        3132XWUS8
        
          
        
        17113.26970000
        PA
        USD
        17643.09000000
        0.000743871291
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 7/25 #250328
        31371FA51
        
          
        
        23.32380000
        PA
        USD
        23.94000000
        0.000001009362
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 03/01/2046#BM4548
        3140J9BS9
        
          
        
        245772.84690000
        PA
        USD
        259494.15000000
        0.010940841340
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 01/31/2029
        91282CDW8
        
          
        
        24900000.00000000
        PA
        USD
        23841750.00000000
        1.005220364452
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-01-31
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 7.5% 10/01/2027#
        31283G3D7
        
          
        
        53.58980000
        PA
        USD
        58.05000000
        0.000002447515
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-10-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 11/01/2042#AQ6832
        3138MNSW1
        
          
        
        14687.91420000
        PA
        USD
        14658.84000000
        0.000618048779
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 6/27 #391266
        31377YTX3
        
          
        
        2932.42200000
        PA
        USD
        3185.51000000
        0.000134308073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 2/32 #569702
        36200Q3K8
        
          
        
        371.96730000
        PA
        USD
        408.91000000
        0.000017240540
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 3.5% 05/01/2034#C91764
        3128P75Z2
        
          
        
        195849.26580000
        PA
        USD
        199903.35000000
        0.008428362781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 10/28 #490635
        36210FBC9
        
          
        
        176.95140000
        PA
        USD
        190.57000000
        0.000008034848
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 04/01/2044#AV7161
        3138XJ5X1
        
          
        
        111495.21050000
        PA
        USD
        116010.47000000
        0.004891255337
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 2/28 #436199
        36207MRU2
        
          
        
        9125.90130000
        PA
        USD
        9787.93000000
        0.000412680552
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 3/28 #251570
        31371GMT4
        
          
        
        392.30840000
        PA
        USD
        428.39000000
        0.000018061860
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.00% 4/42 #C03856
        31292LH99
        
          
        
        405893.72650000
        PA
        USD
        420037.74000000
        0.017709710490
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC 3.75% 02/15/2051 144A
        11135FBG5
        
          
        
        1645000.00000000
        PA
        USD
        1472998.60000000
        0.062104845052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 03/20/2046#MA3520
        36179R4D8
        
          
        
        80056.25420000
        PA
        USD
        80264.26000000
        0.003384116882
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-03-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPOARATE OFFICE PPTYS LP
        H0TWO5VRNEP6CQAWPX27
        CORPORATE OFFICE PPTYS LP 2.25% 03/15/2026
        22003BAL0
        
          
        
        510000.00000000
        PA
        USD
        485921.69000000
        0.020487522028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 11/01/2049#QA4483
        31339U6U9
        
          
        
        9699.70500000
        PA
        USD
        9544.10000000
        0.000402400145
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 01/01/2033#J38387
        31307VJ80
        
          
        
        49776.14880000
        PA
        USD
        50352.00000000
        0.002122950529
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.75% 04/15/2058
        035240AP5
        
          
        
        1764000.00000000
        PA
        USD
        1912832.05000000
        0.080649186005
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2058-04-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FIRSTENERGY CORP 7.375% 11/15/2031
        337932AC1
        
          
        
        1645000.00000000
        PA
        USD
        2028877.20000000
        0.085541903526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          0.07375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 6/40 #745068
        3620C0W53
        
          
        
        35962.95830000
        PA
        USD
        38291.15000000
        0.001614438695
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 02/35#BO9279
        3140K5JZ1
        
          
        
        93568.19330000
        PA
        USD
        92634.40000000
        0.003905669060
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 7/32 #545759
        31385JJC3
        
          
        
        17783.58160000
        PA
        USD
        19611.03000000
        0.000826843949
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 5.30% 8/36 #888199
        31410FX42
        
          
        
        50144.61090000
        PA
        USD
        52482.68000000
        0.002212784662
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-01
          Variable
          0.02338000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2052#RA6987
        3133KNXQ1
        
          
        
        600115.00000000
        PA
        USD
        606214.09000000
        0.025559312906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.6% 06/01/2060
        035240AU4
        
          
        
        1135000.00000000
        PA
        USD
        1206332.82000000
        0.050861632093
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2060-06-01
          Fixed
          0.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 4/1/43 #AB8881
        31417F2P2
        
          
        
        110662.36730000
        PA
        USD
        110512.46000000
        0.004659447201
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 3.75% 05/15/2030
        29278NAQ6
        
          
        
        710000.00000000
        PA
        USD
        698468.57000000
        0.029448963708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 04/01/2052 #TBA
        21H020642
        
          
        
        -3700000.00000000
        PA
        USD
        -3518066.56000000
        -0.14832938645
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 8.00% 5/30 #479341
        36209RP23
        
          
        
        464.49600000
        PA
        USD
        516.11000000
        0.000021760327
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN GAS PARTNERS LP
        L6D8A6MLSY454J2JXJ60
        WESTERN GAS PARTNERS LP 4.75% 08/15/2028
        958254AK0
        
          
        
        354000.00000000
        PA
        USD
        365374.02000000
        0.015404968408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 5.65% 7/37 #942609
        31413DVA2
        
          
        
        5075.14960000
        PA
        USD
        5362.94000000
        0.000226113288
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Variable
          0.02202000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 07/01/2045#Q34759
        3132QRJD3
        
          
        
        36840.84480000
        PA
        USD
        36783.12000000
        0.001550856849
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 05/01/2043#Q18481
        3132J92P2
        
          
        
        25579.00910000
        PA
        USD
        26651.10000000
        0.001123668709
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 04/01/2033#G18684
        3128MMXN8
        
          
        
        41977.95610000
        PA
        USD
        42470.16000000
        0.001790634903
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028
        95000U2V4
        
          
        
        2893000.00000000
        PA
        USD
        2887189.90000000
        0.121730245620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-24
          Variable
          0.03526000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUDSON PACIFIC PROPERTIES LP
        5493007NTUGLGZ8T3526
        HUDSON PAC PPTYS LP 4.65% 04/01/2029
        44409MAB2
        
          
        
        2374000.00000000
        PA
        USD
        2489225.53000000
        0.104951196723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          0.04650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 8/41 #430354
        36207FBX8
        
          
        
        201977.71340000
        PA
        USD
        209419.16000000
        0.008829570159
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-08-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 3.875% 09/10/2024
        46625HJY7
        
          
        
        13419000.00000000
        PA
        USD
        13706965.43000000
        0.577915664122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-10
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.0% 09/45#AZ8147
        3140E1BR3
        
          
        
        1365.54980000
        PA
        USD
        1417.44000000
        0.000059762372
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 03/01/2051#SD8134
        3132DWBB8
        
          
        
        3802787.15780000
        PA
        USD
        3539651.78000000
        0.149239466579
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.95% 01/28/2060
        71654QDF6
        
          
        
        2417000.00000000
        PA
        USD
        1957528.30000000
        0.082533677735
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2060-01-28
          Fixed
          0.06950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 8/40 #737311
        3620ARDQ1
        
          
        
        26015.01210000
        PA
        USD
        27973.97000000
        0.001179443804
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-08-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 5/41 #Q00753
        3132GDZS4
        
          
        
        30792.31930000
        PA
        USD
        32823.97000000
        0.001383930419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 7/28 #506236
        31383LLR4
        
          
        
        5860.95670000
        PA
        USD
        6268.60000000
        0.000264297896
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-07-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 11/15/2031
        91282CDJ7
        
          
        
        26562900.00000000
        PA
        USD
        24371460.75000000
        1.027554129095
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 7/28 #464695
        36208YGC7
        
          
        
        2068.13720000
        PA
        USD
        2198.83000000
        0.000092707485
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 06/01/2033#MA3391
        31418CXV1
        
          
        
        7680.55650000
        PA
        USD
        7764.90000000
        0.000327385179
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL I TRUST 2018-H4
        N/A
        MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051
        61691RAE6
        
          
        
        1895246.00000000
        PA
        USD
        1979638.46000000
        0.083465890475
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          0.04310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.00% 9/41 #Q03358
        3132GJMF3
        
          
        
        34855.08800000
        PA
        USD
        36082.20000000
        0.001521304528
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 7/41 #AL0913
        3138EHAP7
        
          
        
        181560.17070000
        PA
        USD
        201544.97000000
        0.008497577073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 7/27 #411814
        36206HN79
        
          
        
        1738.87420000
        PA
        USD
        1856.62000000
        0.000078279162
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-07-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 5/23 #354111
        36203NKY3
        
          
        
        35.79300000
        PA
        USD
        36.56000000
        0.000001541449
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 7/31 #559037
        36213NBE5
        
          
        
        2635.86940000
        PA
        USD
        2880.63000000
        0.000121453665
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-07-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 11/01/2051#RA6302
        3133KNAB9
        
          
        
        974392.23570000
        PA
        USD
        906359.78000000
        0.038214112151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENERGY PARTNERS LP
        549300PDHUGWPWGOT525
        KINDER MORGAN ENERGY PTNRS LP 3.45% 02/15/2023
        494550BM7
        
          
        
        521000.00000000
        PA
        USD
        524649.30000000
        0.022120362832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        VIATRIS INC 1.125% 06/22/2022
        92556VAA4
        
          
        
        938000.00000000
        PA
        USD
        937943.16000000
        0.039545736581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-22
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVITATION HOMES OPERATING PARTNERSHIP LP
        549300147YMUQB3GW319
        INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032
        46188BAD4
        
          
        
        1453000.00000000
        PA
        USD
        1483902.90000000
        0.062564594207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          0.04150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 6/28 #251822
        31371GVP2
        
          
        
        464.81170000
        PA
        USD
        508.86000000
        0.000021454651
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRANDYWINE OPER PARTNERSHIP LP
        IXBXSCONLDQ1ZI73YU71
        BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029
        105340AP8
        
          
        
        1792000.00000000
        PA
        USD
        1856169.80000000
        0.078260181523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 07/01/2043#Q20358
        3132JMMF3
        
          
        
        8240.52070000
        PA
        USD
        8583.33000000
        0.000361891979
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 07/51#BQ1010
        3140KLDQ2
        
          
        
        72221.43600000
        PA
        USD
        67246.61000000
        0.002835264265
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019-IMC C 1ML+160 04/15/34 144A
        05608BAJ9
        
          
        
        665897.00000000
        PA
        USD
        653393.19000000
        0.027548487027
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-15
          Variable
          0.01997000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.50% 4/42 #AK4826
        3138E9LG3
        
          
        
        109613.86700000
        PA
        USD
        112380.66000000
        0.004738214602
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        LIBERTY MUTUAL GROUP INC 4.569% 02/01/2029 144A
        53079EBG8
        
          
        
        1255000.00000000
        PA
        USD
        1330256.01000000
        0.056086505025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          0.04569000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHPEAK PROPERTIES INC
        PZ9HF5U52KPF0MH0QN75
        HEALTHPEAK PROPERTIES 3.5% 07/15/2029
        40414LAR0
        
          
        
        201000.00000000
        PA
        USD
        200720.53000000
        0.008462816878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3% 02/15/2045#AL2187
        36183XNC0
        
          
        
        3171.30900000
        PA
        USD
        3195.20000000
        0.000134716625
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-02-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 05/01/2040#V81750
        3132L65K3
        
          
        
        68244.25200000
        PA
        USD
        69528.95000000
        0.002931492715
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MYLAN INC
        30ZMPDNA1RHIBH89C294
        MYLAN INC 4.55% 04/15/2028
        628530BK2
        
          
        
        1227000.00000000
        PA
        USD
        1240538.01000000
        0.052303797771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC
        N/A
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+107.21 10/15/2036 144A
        05609PAJ7
        
          
        
        530325.00000000
        PA
        USD
        509740.06000000
        0.021491756640
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01495600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 1/24 #382114
        36204WN78
        
          
        
        167.93550000
        PA
        USD
        174.30000000
        0.000007348869
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV FIN INC
        5493000EYEKDT0FBSQ91
        ANHEUSER-BUSCH INBEV FIN INC 4.7% 02/01/2036
        035242AM8
        
          
        
        2842000.00000000
        PA
        USD
        3048089.34000000
        0.128514118185
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAE SYSTEMS PLC
        8SVCSVKSGDWMW2QHOH83
        BAE SYSTEMS PLC 3.4% 04/15/2030 144A
        05523RAD9
        
          
        
        696000.00000000
        PA
        USD
        685815.34000000
        0.028915475836
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-04-15
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HEALTHCARE INVESTORS INC
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028
        681936BK5
        
          
        
        1958000.00000000
        PA
        USD
        1991302.04000000
        0.083957652537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 02/01/2033#MA3283
        31418CUH5
        
          
        
        880858.23690000
        PA
        USD
        890531.03000000
        0.037546737405
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN GAS PARTNERS LP
        L6D8A6MLSY454J2JXJ60
        WESTERN GAS PARTNERS LP 4.65% 07/01/2026
        958254AF1
        
          
        
        2778000.00000000
        PA
        USD
        2847450.00000000
        0.120054724454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          0.04650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 3.5% 02/34#G30703
        3132J4AD1
        
          
        
        4564837.33520000
        PA
        USD
        4666462.03000000
        0.196748253064
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROJECT SILVER 2019
        N/A
        SILVER AIRCRAFT LEASE INVT LTD 2019-1 A 3.967% 07/15/2044 144A
        827304AA4
        
          
        
        1450119.99270000
        PA
        USD
        1292488.76000000
        0.054494155100
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2044-07-15
          Fixed
          0.03967000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2047#BD5294
        3140FC3C0
        
          
        
        239447.71870000
        PA
        USD
        242872.73000000
        0.010240045892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J P MORGAN CHASE COML MTG SECS TR 2018-WPT
        N/A
        J P MORGAN CHASE COML MTG SECS TR 2018-WPT CFX 4.95% 07/05/2023 144A
        46645WBC6
        
          
        
        223602.00000000
        PA
        USD
        225770.81000000
        0.009518991513
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-07-05
          Fixed
          0.04949800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 5.8% 05/01/2025
        02005NBJ8
        
          
        
        1606000.00000000
        PA
        USD
        1703511.79000000
        0.071823785686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.05800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 12/27 #251336
        31371GEH9
        
          
        
        304.72700000
        PA
        USD
        330.68000000
        0.000013942192
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 2/1/43 #Q15635
        3132J6V50
        
          
        
        13338.58810000
        PA
        USD
        13330.19000000
        0.000562029987
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 04/01/2046#Q40085
        3132WDCX0
        
          
        
        389947.57520000
        PA
        USD
        396191.61000000
        0.016704305455
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 6/41 #Q01208
        3132GEKV1
        
          
        
        13605.98960000
        PA
        USD
        14503.70000000
        0.000611507737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 01/01/2052#FS0288
        3140XFKA8
        
          
        
        2496443.41100000
        PA
        USD
        2321360.59000000
        0.097873643432
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC 3.7% 01/15/2023
        969457BU3
        
          
        
        371000.00000000
        PA
        USD
        373363.48000000
        0.015741821528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 7/40 #739706
        3620ATYB7
        
          
        
        16784.14310000
        PA
        USD
        18052.59000000
        0.000761136707
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 8/29 #507035
        31383MHL0
        
          
        
        603.69920000
        PA
        USD
        668.81000000
        0.000028198493
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 05/01/2048#BM3877
        3140J8JX2
        
          
        
        130497.02260000
        PA
        USD
        134434.01000000
        0.005668032108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 07/01/2048#Q59935
        3132Y4BD3
        
          
        
        163542.89410000
        PA
        USD
        169426.42000000
        0.007143388705
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 4/32 #587033
        36201MEE8
        
          
        
        2414.05600000
        PA
        USD
        2655.25000000
        0.000111951151
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-04-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEECHWOOD PARK CLO LTD
        N/A
        BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A
        07355TAU6
        
          
        
        2560000.00000000
        PA
        USD
        2553937.92000000
        0.107679612726
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-17
          Variable
          0.01558660
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 10/01/2048#G67716
        3132XCSD8
        
          
        
        948186.01650000
        PA
        USD
        1003561.03000000
        0.042312329603
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 4.25% 08/09/2042
        02209SAM5
        
          
        
        1696000.00000000
        PA
        USD
        1511139.85000000
        0.063712963635
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-08-09
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AB7567
        31417EMR9
        
          
        
        11549.00390000
        PA
        USD
        11526.14000000
        0.000485967290
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 2/23 #342527
        36224YPL7
        
          
        
        12.70630000
        PA
        USD
        12.93000000
        0.000000545157
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-02-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 4/27 #443873
        36207WCJ1
        
          
        
        352.04550000
        PA
        USD
        379.07000000
        0.000015982420
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.0% 8/45#Q35372
        3132QR6J4
        
          
        
        20981.34590000
        PA
        USD
        20961.59000000
        0.000883786514
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.50% 5/40 #004696
        36202FGD2
        
          
        
        75816.07900000
        PA
        USD
        79589.63000000
        0.003355673005
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-05-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 4/32 #552505
        36213EYA8
        
          
        
        1463.33380000
        PA
        USD
        1612.91000000
        0.000068003815
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-04-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 06/01/2045#Q34103
        3132QQRZ7
        
          
        
        10194.84940000
        PA
        USD
        10242.59000000
        0.000431850013
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 08/01/2050#SD7523
        3132DVLC7
        
          
        
        755372.81740000
        PA
        USD
        725537.86000000
        0.030590264223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 5.705% 05/01/2040
        097023CV5
        
          
        
        920000.00000000
        PA
        USD
        1028054.46000000
        0.043345026223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          0.05705000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAP I TR 2018-BOP
        N/A
        MORGAN STANLEY CAP I TR 2018-BOP 1ML+125 06/15/2035 144A
        61768FAG5
        
          
        
        1071355.04560000
        PA
        USD
        1064951.24000000
        0.044900675227
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-15
          Variable
          0.01647000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APOLLO AVIATION SECURITIZATION EQUITY TRUST
        N/A
        APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A
        00255UAA3
        
          
        
        730651.57010000
        PA
        USD
        642831.20000000
        0.027103170410
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2040-01-16
          Fixed
          0.03351000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC
        N/A
        DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC 3ML+115 10/15/2035 144A
        26246BAL8
        
          
        
        1717039.00000000
        PA
        USD
        1701123.77000000
        0.071723101536
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-10-15
          Variable
          0.01391290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2052#
        31418EAQ3
        
          
        
        749925.16100000
        PA
        USD
        752042.42000000
        0.031707754485
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 09/01/2043#AU8060
        3138X75W9
        
          
        
        6360.72880000
        PA
        USD
        6759.16000000
        0.000284980979
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 08/01/2044#AW6964
        3138XWW20
        
          
        
        43190.69610000
        PA
        USD
        45842.16000000
        0.001932805804
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.84% 01/23/2030
        71654QDC3
        
          
        
        5684000.00000000
        PA
        USD
        5641370.00000000
        0.237852506943
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-01-23
          Fixed
          0.06840000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AB7273
        31417ECK5
        
          
        
        37602.19460000
        PA
        USD
        37527.76000000
        0.001582252501
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AR0530
        3138NWSU4
        
          
        
        37515.79910000
        PA
        USD
        37441.53000000
        0.001578616856
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 12/01/2049#CA4860
        3140QCMJ2
        
          
        
        784531.05570000
        PA
        USD
        771945.53000000
        0.032546913167
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEACE PARK CLO LTD
        N/A
        PEACE PARK CLO LTD 3ML+113 10/20/2034 144A
        70470MAC9
        
          
        
        760982.00000000
        PA
        USD
        752745.89000000
        0.031737414320
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Variable
          0.01384000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 5.55% 03/15/2026
        674599DC6
        
          
        
        1587000.00000000
        PA
        USD
        1682220.00000000
        0.070926077217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          0.05550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 8/36 #AE0746
        31419AZL4
        
          
        
        43291.64600000
        PA
        USD
        47772.63000000
        0.002014198644
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS RLTY LTD PARTNERSHIP
        32SXKSJ72K64GM3HOU64
        VENTAS RLTY LTD PARTNERSHIP 4.125% 01/15/2026
        92277GAG2
        
          
        
        478000.00000000
        PA
        USD
        488900.46000000
        0.020613113491
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 08/01/2043#Q20707
        3132JMYC7
        
          
        
        20438.82120000
        PA
        USD
        21248.85000000
        0.000895898025
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNETITE XXI LTD 2019-21A A
        N/A
        MAGNETITE XXI LTD 2019-21A A 3ML+102 04/20/2034 144A
        55954PAN4
        
          
        
        1823166.00000000
        PA
        USD
        1805873.27000000
        0.076139569730
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Variable
          0.01274000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        REYNOLDS AMERICAN INC 7.25% 06/15/2037
        761713AT3
        
          
        
        909000.00000000
        PA
        USD
        1063374.58000000
        0.044834199790
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2037-06-15
          Fixed
          0.07250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 1/40 #AD0732
        31418MY63
        
          
        
        61310.16730000
        PA
        USD
        68124.72000000
        0.002872287305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 11/01/2042#Q13654
        3132HQBX9
        
          
        
        7529.17840000
        PA
        USD
        7847.10000000
        0.000330850911
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.50% 5/42 #AO2123
        3138LSLD0
        
          
        
        18324.09470000
        PA
        USD
        18786.62000000
        0.000792085019
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 11/15/2042#AB9201
        36178WGJ2
        
          
        
        3945.74570000
        PA
        USD
        4134.25000000
        0.000174309028
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-11-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC
        N/A
        EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC 3ML+125 01/15/2034 144A
        27830BBN3
        
          
        
        444749.00000000
        PA
        USD
        441726.04000000
        0.018624136689
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-15
          Variable
          0.01491290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 1/30 #527717
        31384MG22
        
          
        
        39.95170000
        PA
        USD
        44.21000000
        0.000001863990
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        VIATRIS INC 4% 06/22/2050
        92556VAF3
        
          
        
        1153000.00000000
        PA
        USD
        968608.10000000
        0.040838637570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-22
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 11/01/2048#BN2842
        3140JKEQ5
        
          
        
        3729.85900000
        PA
        USD
        3885.69000000
        0.000163829195
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 8/25 #319647
        31374PBQ9
        
          
        
        658.24880000
        PA
        USD
        697.50000000
        0.000029408126
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-08-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2% 05/01/2052 #TBA
        01F020653
        
          
        
        13550000.00000000
        PA
        USD
        12553545.20000000
        0.529284942637
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 7/28 #457782
        36208QRB4
        
          
        
        56.76180000
        PA
        USD
        61.17000000
        0.000002579061
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN GAS PARTNERS LP
        L6D8A6MLSY454J2JXJ60
        WESTERN GAS PARTNERS LP 4.5% 03/01/2028
        958254AH7
        
          
        
        613000.00000000
        PA
        USD
        625260.00000000
        0.026362330159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.0% 10/45#MA3174
        36179RQ36
        
          
        
        3042.46100000
        PA
        USD
        3154.42000000
        0.000132997251
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-10-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC (UNGTD)
        2138005O9XJIJN4JPN90
        NATWEST GRP PLC(UNGTD) 6% 12/19/2023
        780097AZ4
        
          
        
        3200000.00000000
        PA
        USD
        3336956.54000000
        0.140693391605
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-12-19
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIA GROUP LTD
        ZP5ILWVSYE4LJGMMVD57
        AIA GROUP LTD 3.2% 09/16/2040 144A
        00131LAK1
        
          
        
        1070000.00000000
        PA
        USD
        949952.68000000
        0.040052084230
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2040-09-16
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2047#BE5602
        3140FRGL3
        
          
        
        781494.86780000
        PA
        USD
        792673.21000000
        0.033420837524
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 5% 04/48#784805
        3622AAGN8
        
          
        
        598047.88130000
        PA
        USD
        637873.62000000
        0.026894147987
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.5% 06/01/2050
        035240AT7
        
          
        
        1534000.00000000
        PA
        USD
        1638990.41000000
        0.069103423082
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 06/47#BH4269
        3140GSW73
        
          
        
        17193.90240000
        PA
        USD
        17739.76000000
        0.000747947110
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 01/01/2035#FM2286
        3140X5RG0
        
          
        
        636623.00410000
        PA
        USD
        643812.77000000
        0.027144555550
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PARTNERSHIP LP
        549300CJHBL7JBUA6503
        BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029
        11120VAH6
        
          
        
        1549000.00000000
        PA
        USD
        1588796.77000000
        0.066987149356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST APT HOMES LP
        5493005D04NMMCMCB212
        POST APT HOMES LP 3.375% 12/01/2022
        737415AL3
        
          
        
        121000.00000000
        PA
        USD
        121404.92000000
        0.005118697156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.0% 08/45#AS5634
        3138WFHL3
        
          
        
        125128.33650000
        PA
        USD
        124489.61000000
        0.005248754438
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF HIPPOLYTA ISSUER LLC
        N/A
        CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A
        12530MAE5
        
          
        
        2986767.33240000
        PA
        USD
        2778086.38000000
        0.117130202413
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-03-15
          Fixed
          0.01530000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 02/01/2033#ZS8686
        3132A9UK1
        
          
        
        46402.93810000
        PA
        USD
        46912.49000000
        0.001977933259
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 8% 05/01/2027#
        31283HA70
        
          
        
        91.72550000
        PA
        USD
        99.18000000
        0.000004181645
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-01
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 5.25% 04/15/2029
        29278NAG8
        
          
        
        629000.00000000
        PA
        USD
        671210.03000000
        0.028299683998
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2% 08/15/2051
        912810SZ2
        
          
        
        108411200.00000000
        PA
        USD
        97807229.50000000
        4.123766874667
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 6/41 #AE1246
        31419BL45
        
          
        
        45349.89960000
        PA
        USD
        47104.35000000
        0.001986022497
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 05/01/2051#SD7540
        3132DVLV5
        
          
        
        686873.60230000
        PA
        USD
        658134.33000000
        0.027748383867
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 9/29 #502726
        31383GPK6
        
          
        
        6319.04300000
        PA
        USD
        6996.38000000
        0.000294982694
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABRA HEALTH CARE LP
        549300OVKLRFSIQG0H81
        SABRA HEALTH CARE LP 3.2% 12/01/2031
        78574MAA1
        
          
        
        2870000.00000000
        PA
        USD
        2561169.20000000
        0.107984499319
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-01
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 4/41 #Q00114
        3132GDDT6
        
          
        
        28476.22920000
        PA
        USD
        30355.07000000
        0.001279836191
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 08/01/2044#AW9240
        3138XZHS3
        
          
        
        31332.87620000
        PA
        USD
        33219.18000000
        0.001400593338
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORPORATION
        549300DDU6FDRBIELS05
        FOX CORP 5.576% 01/25/2049
        35137LAK1
        
          
        
        368000.00000000
        PA
        USD
        427749.33000000
        0.018034848003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-25
          Fixed
          0.05576000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THUNDERBOLT III AIRCRAFT LEASE LTD
        N/A
        THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A
        88607AAA7
        
          
        
        2217900.26280000
        PA
        USD
        1944767.84000000
        0.081995668812
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2039-11-15
          Fixed
          0.03671000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 4.25% 02/01/2024
        00914AAA0
        
          
        
        1761000.00000000
        PA
        USD
        1780043.58000000
        0.075050533464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMER FIN LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GROUP AMER FIN LLC 2.9% 05/13/2022 144A
        928668BC5
        
          
        
        1757000.00000000
        PA
        USD
        1759231.20000000
        0.074173037969
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-13
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3.5% 01/20/2050#BR8995
        3617M77G7
        
          
        
        101067.84670000
        PA
        USD
        102732.85000000
        0.004331441816
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 2.956/VAR 05/13/2031
        46647PBP0
        
          
        
        1324000.00000000
        PA
        USD
        1238862.39000000
        0.052233149965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Variable
          0.02956000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTAH ACQUISITION SUB INC
        254900JOFV74IJ7H9933
        UTAH ACQUISITION SUB INC 3.95% 06/15/2026
        62854AAN4
        
          
        
        782000.00000000
        PA
        USD
        776005.20000000
        0.032718077740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 3/28 #456712
        36208PKZ0
        
          
        
        2474.36590000
        PA
        USD
        2683.65000000
        0.000113148557
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 02/01/2043#Q15107
        3132J6DM3
        
          
        
        7948.21490000
        PA
        USD
        8281.35000000
        0.000349159842
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 3.5% 08/01/2034#C91782
        3128P76T5
        
          
        
        324266.39320000
        PA
        USD
        330978.71000000
        0.013954786854
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046
        674599DL6
        
          
        
        1751000.00000000
        PA
        USD
        2057425.00000000
        0.086745541259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          0.06600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COML MTG TR 2015-C26
        N/A
        WELLS FARGO COML MTG TR 2015-C26 A4 3.166% 02/15/2048
        94989CAX9
        
          
        
        1026911.00000000
        PA
        USD
        1020807.35000000
        0.043039472203
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-15
          Fixed
          0.03166000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 12/01/2047#BJ4279
        3140H5XH9
        
          
        
        38809.35170000
        PA
        USD
        40005.06000000
        0.001686700892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFE 2021-BMR MTG TR
        N/A
        LIFE 2021-BMR MTG TR 1ML+88 03/15/2036 144A
        53218CAC4
        
          
        
        530640.71000000
        PA
        USD
        513370.74000000
        0.021644834056
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Variable
          0.01277000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 06/01/2045#Q33724
        3132QQD66
        
          
        
        7770.77320000
        PA
        USD
        7914.63000000
        0.000333698124
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 5.00% 6/40 #A92350
        312940TF6
        
          
        
        28603.73430000
        PA
        USD
        30806.04000000
        0.001298850074
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 04/15/2043#AD7475
        36180KJU6
        
          
        
        8358.08240000
        PA
        USD
        8757.39000000
        0.000369230730
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-04-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 1.65% 03/25/2026
        68389XCC7
        
          
        
        1992000.00000000
        PA
        USD
        1857550.76000000
        0.078318405819
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          0.01650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 03/15/2041#738107
        3620ASAG4
        
          
        
        5008.00570000
        PA
        USD
        5187.89000000
        0.000218732797
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-03-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEQUOIA MTG TR
        N/A
        SEMT 2004-6 A3B 6ML+44 7/34
        81744FCU9
        
          
        
        548.27310000
        PA
        USD
        530.62000000
        0.000022372100
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2034-07-20
          Variable
          0.01191500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 1.5% 05/01/2052 #TBA
        01F012650
        
          
        
        4400000.00000000
        PA
        USD
        3918334.64000000
        0.165205564812
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 3.228% 7/41#AI3469
        3138AG2B3
        
          
        
        16217.72130000
        PA
        USD
        17064.87000000
        0.000719492270
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Variable
          0.02068000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIA GROUP LTD
        ZP5ILWVSYE4LJGMMVD57
        AIA GROUP LTD 3.375% 04/07/2030 144A
        00131LAJ4
        
          
        
        2257000.00000000
        PA
        USD
        2244717.72000000
        0.094642212278
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2030-04-07
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2051#FM7599
        3140XBNR7
        
          
        
        143888.26500000
        PA
        USD
        144496.29000000
        0.006092279857
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 3.428% 03/15/2024 144A
        55903VAC7
        
          
        
        1267000.00000000
        PA
        USD
        1273945.80000000
        0.053712343320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.03428000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        HESS CORP 7.3% 08/15/2031
        023551AJ3
        
          
        
        411000.00000000
        PA
        USD
        503351.87000000
        0.021222416567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          0.07300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2047#AL9776
        3138ER2J8
        
          
        
        740778.38540000
        PA
        USD
        751374.33000000
        0.031679586349
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AR0739
        3138NWZD4
        
          
        
        60737.35070000
        PA
        USD
        60655.08000000
        0.002557350933
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE HOLDINGS INC
        549300FIBAKMNHPZ4009
        EQUITABLE HOLDINGS INC 4.35% 04/20/2028
        054561AJ4
        
          
        
        1304000.00000000
        PA
        USD
        1331955.03000000
        0.056158139427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 04/40#V81744
        3132L65D9
        
          
        
        37100.15800000
        PA
        USD
        37798.57000000
        0.001593670444
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 11/01/2042#Q13121
        3132HPPE8
        
          
        
        34178.54810000
        PA
        USD
        35621.75000000
        0.001501890948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON PPTY LTD PARTNERSHIP
        BVHHEFJI6SHNOKQT2572
        BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031
        10112RBD5
        
          
        
        1190000.00000000
        PA
        USD
        1150880.63000000
        0.048523646390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-30
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 4.5% 04/15/2050
        87264AAZ8
        
          
        
        793000.00000000
        PA
        USD
        802243.11000000
        0.033824325454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 7/28 #475908
        36209MU93
        
          
        
        121.29480000
        PA
        USD
        130.46000000
        0.000005500479
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHC COML MTG TR 2019-CHC
        N/A
        CHC COML MTG TR 2019-CHC 1ML+175 06/15/2034 144A
        162665AJ2
        
          
        
        538358.47480000
        PA
        USD
        524808.69000000
        0.022127083063
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Variable
          0.02147000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 07/01/2043#Q19606
        3132JBDL4
        
          
        
        15604.82370000
        PA
        USD
        16253.99000000
        0.000685303794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRYDEN SENIOR LOAN FUND 2018
        N/A
        DRSLF 2020-78A A 3ML+118 04/17/2033 144A
        26253LAA0
        
          
        
        1318912.00000000
        PA
        USD
        1308995.10000000
        0.055190098524
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2033-04-17
          Variable
          0.01421290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 05/01/2041#
        3132GDVM1
        
          
        
        2876.47630000
        PA
        USD
        3066.26000000
        0.000129280232
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GRP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GRP AG 3.8% 06/09/2023
        225433AT8
        
          
        
        2632000.00000000
        PA
        USD
        2656132.54000000
        0.111988361588
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-06-09
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 5.5% 09/13/2025
        172967HB0
        
          
        
        1694000.00000000
        PA
        USD
        1808751.31000000
        0.076260914196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-13
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 8/28 #482687
        36209VF41
        
          
        
        745.30790000
        PA
        USD
        799.33000000
        0.000033701502
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-08-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3.5% 01/20/2050#BR8994
        3617M77F9
        
          
        
        174449.83490000
        PA
        USD
        177105.68000000
        0.007467163114
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 12/41 #778681
        36176W2N0
        
          
        
        11493.20500000
        PA
        USD
        11922.77000000
        0.000502690079
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 12/01/2051#CB2348
        3140QMTE4
        
          
        
        689405.44500000
        PA
        USD
        641701.76000000
        0.027055550748
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 12/35 #AD0723
        31418MYV8
        
          
        
        66520.86200000
        PA
        USD
        73410.35000000
        0.003095141035
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 06/01/2047#Q48759
        3132WNWV0
        
          
        
        193640.25180000
        PA
        USD
        204359.03000000
        0.008616224002
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 6/32 #582173
        36201FXA0
        
          
        
        286.87000000
        PA
        USD
        316.68000000
        0.000013351921
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-06-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 11/40 #734042
        3620AMP30
        
          
        
        47730.41280000
        PA
        USD
        49492.64000000
        0.002086718031
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.0% 5/45#Q33470
        3132QP2C7
        
          
        
        10526.58780000
        PA
        USD
        10542.99000000
        0.000444515534
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRPT 2021
        N/A
        CRPT 2021 1ML+220 07/15/2034 144A
        12566BAL0
        
          
        
        285000.00000000
        PA
        USD
        276772.11000000
        0.011669317952
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Variable
          0.02697000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 07/01/2043#Q19690
        3132JBF81
        
          
        
        25008.48140000
        PA
        USD
        25999.61000000
        0.001096200465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IPALCO ENTERPRISES INC
        5493000YFVK2DZX0JV43
        IPALCO ENTERPRISES INC 3.7% 09/01/2024
        462613AM2
        
          
        
        662000.00000000
        PA
        USD
        663715.23000000
        0.027983686826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#FM9865
        3140XD6B7
        
          
        
        3559751.67700000
        PA
        USD
        3403856.62000000
        0.143514045407
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUQUESNE LIGHT HLDGS INC
        4CUJ1D8WDXK9X7QI6B93
        DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A
        266233AH8
        
          
        
        405000.00000000
        PA
        USD
        363281.25000000
        0.015316732644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          0.02532000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 5/26 #339193
        31375MXW8
        
          
        
        576.60190000
        PA
        USD
        609.01000000
        0.000025677194
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-05-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 12/29 #535033
        31384VLN0
        
          
        
        186.76200000
        PA
        USD
        206.35000000
        0.000008700167
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-12-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2047#BE6917
        3140FSVK6
        
          
        
        51229.20860000
        PA
        USD
        51961.98000000
        0.002190830810
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 6/32 #552619
        36213E4C7
        
          
        
        414.76380000
        PA
        USD
        455.96000000
        0.000019224271
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-06-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 05/01/2040#
        312940LA5
        
          
        
        10294.21980000
        PA
        USD
        11060.87000000
        0.000466350489
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OREILLY AUTOMOTIVE INC
        549300K2RLMQL149Q332
        OREILLY AUTOMOTIVE INC 4.2% 04/01/2030
        67103HAJ6
        
          
        
        361000.00000000
        PA
        USD
        373357.23000000
        0.015741558015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 7.5% 11/01/2029#
        31292G6T8
        
          
        
        1367.59740000
        PA
        USD
        1510.46000000
        0.000063684299
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 02/01/2044#Q24546
        3132M4WF8
        
          
        
        11860.13650000
        PA
        USD
        12349.82000000
        0.000520695442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047
        161175BL7
        
          
        
        5574000.00000000
        PA
        USD
        5707168.60000000
        0.240626719938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-01
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 8/40 #A93459
        312941ZY6
        
          
        
        4280.82380000
        PA
        USD
        4522.22000000
        0.000190666693
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 3.352%/VAR 04/24/2025
        172967MF5
        
          
        
        1521000.00000000
        PA
        USD
        1524617.38000000
        0.064281205799
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-24
          Variable
          0.03352000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 12/41 #552550
        36213EZP4
        
          
        
        66228.66720000
        PA
        USD
        68673.86000000
        0.002895440249
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        FORD MTR CR CO LLC 5.584% 03/18/2024
        345397ZQ9
        
          
        
        1916000.00000000
        PA
        USD
        1970663.48000000
        0.083087485674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-18
          Fixed
          0.05584000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 4/26 #303856
        31373UQH3
        
          
        
        3163.43900000
        PA
        USD
        3355.56000000
        0.000141477754
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-04-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 10/01/2051#CB1801
        3140QMAB0
        
          
        
        1670806.43800000
        PA
        USD
        1555716.45000000
        0.065592410660
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.50% 7/42 #Q09199
        3132GURU0
        
          
        
        48409.53650000
        PA
        USD
        49668.79000000
        0.002094144900
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 9/41 #G06719
        3128M8YQ1
        
          
        
        356824.61980000
        PA
        USD
        380367.59000000
        0.016037130137
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 5.95% 02/14/2049
        02209SBF9
        
          
        
        407000.00000000
        PA
        USD
        440599.41000000
        0.018576635502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-14
          Fixed
          0.05950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2047#BE1526
        3140FLVU9
        
          
        
        171059.24420000
        PA
        USD
        173506.04000000
        0.007315394413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.25% 05/31/2028
        91282CCE9
        
          
        
        118957700.00000000
        PA
        USD
        110746830.33000000
        4.669328767658
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-05-31
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        FORD MTR CR CO LLC 4.063% 11/01/2024
        345397ZX4
        
          
        
        5400000.00000000
        PA
        USD
        5383746.00000000
        0.226990515219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          0.04063000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 08/01/2042#Q10217
        3132HLG23
        
          
        
        7676.25300000
        PA
        USD
        7666.62000000
        0.000323241479
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 08/01/2037#AB8009
        31417E3T6
        
          
        
        10899.53500000
        PA
        USD
        11309.79000000
        0.000476845501
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3.0% 12/20/2042#AA5872
        36178DQZ7
        
          
        
        888570.96020000
        PA
        USD
        893378.75000000
        0.037666803513
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-12-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 4/32 #582105
        36201FU62
        
          
        
        219.54780000
        PA
        USD
        242.24000000
        0.000010213368
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-04-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 10/01/2046#BD3322
        3140FAVQ2
        
          
        
        78809.32350000
        PA
        USD
        79936.60000000
        0.003370302019
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/2043#Q21835
        3132JPBC5
        
          
        
        27964.35330000
        PA
        USD
        29127.68000000
        0.001228086743
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 10/01/2050#CA7323
        3140QFD55
        
          
        
        246215.91590000
        PA
        USD
        230486.93000000
        0.009717833455
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 05/20/2050#MA6657
        36179VME7
        
          
        
        592922.85630000
        PA
        USD
        598151.13000000
        0.025219360864
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-05-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 10/27 #451506
        36208HR32
        
          
        
        578.73800000
        PA
        USD
        623.16000000
        0.000026273789
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-10-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 04/01/2052 #TBA
        21H022648
        
          
        
        6800000.00000000
        PA
        USD
        6594871.88000000
        0.278054233214
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 10/01/2043#Q22677
        3132JP6N7
        
          
        
        13588.58260000
        PA
        USD
        14153.87000000
        0.000596758138
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 12/41 #552554
        36213EZT6
        
          
        
        24541.06720000
        PA
        USD
        25450.90000000
        0.001073065650
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOODYS CORP
        549300GCEDD8YCF5WU84
        MOODYS CORP 4.875% 02/15/2024
        615369AC9
        
          
        
        687000.00000000
        PA
        USD
        708268.49000000
        0.029862149785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.875% 08/14/2024
        00774MAM7
        
          
        
        1839000.00000000
        PA
        USD
        1788484.51000000
        0.075406421548
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-08-14
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 4.054% 03/15/2029 144A
        55903VAJ2
        
          
        
        470000.00000000
        PA
        USD
        472331.04000000
        0.019914510477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.04054000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 02/01/2047#Q46222
        3132WK4G0
        
          
        
        62892.26450000
        PA
        USD
        66393.26000000
        0.002799285162
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 7/29 #505849
        31383K5J2
        
          
        
        486.75200000
        PA
        USD
        538.88000000
        0.000022720360
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INGERSOLL-RAND GLOBAL HLDG CO LTD
        549300UCF0D858BIOV83
        INGERSOLL RAND GLB HLDG CO LTD 4.25% 06/15/2023
        45687AAJ1
        
          
        
        899000.00000000
        PA
        USD
        915145.84000000
        0.038584551671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 3.99% 5/34 #725828
        31402DLH1
        
          
        
        12723.78590000
        PA
        USD
        13084.63000000
        0.000551676640
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Variable
          0.01438000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 4.95% 06/15/2028
        29278NAF0
        
          
        
        1242000.00000000
        PA
        USD
        1304396.47000000
        0.054996210217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 7/32 #545762
        31385JJF6
        
          
        
        3406.08880000
        PA
        USD
        3753.73000000
        0.000158265472
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFE 2021-BMR MTG TR
        N/A
        LIFE 2021-BMR MTG TR 1ML+140 03/15/2026 144A
        53218CAG5
        
          
        
        464310.86000000
        PA
        USD
        448619.38000000
        0.018914774991
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Variable
          0.01797000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 9/27 #452409
        36208JR61
        
          
        
        13.88270000
        PA
        USD
        13.91000000
        0.000000586476
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-09-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        N/A
        CENOVUS ENERGY INC 4.25% 04/15/2027
        15135UAM1
        
          
        
        1963000.00000000
        PA
        USD
        2025557.49000000
        0.085401937287
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 02/01/2043#Q15893
        3132J67F5
        
          
        
        14629.60650000
        PA
        USD
        15242.78000000
        0.000642668967
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 12/30 #493530
        36210JHF8
        
          
        
        4337.21740000
        PA
        USD
        4757.61000000
        0.000200591250
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-12-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 07/45#AZ5847
        3138YXP90
        
          
        
        28285.98970000
        PA
        USD
        28221.16000000
        0.001189865875
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.50% 12/40 #004881
        36202FM60
        
          
        
        75200.28380000
        PA
        USD
        76155.61000000
        0.003210887205
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-12-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 08/01/2050#SD0430
        3132DMPP4
        
          
        
        3255333.52940000
        PA
        USD
        3121416.92000000
        0.131605769456
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2.5% 04/01/2052 #TBA
        01F022642
        
          
        
        28325000.00000000
        PA
        USD
        27028247.51000000
        1.139570074030
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 08/01/2032#J37406
        31307UGP7
        
          
        
        20944.33950000
        PA
        USD
        21216.10000000
        0.000894517213
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 9/40 #747153
        3620C3BW1
        
          
        
        19595.32740000
        PA
        USD
        21079.26000000
        0.000888747739
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYER US FINANCE II LLC
        529900XWNEXYNJ3X6T40
        BAYER US FIN II LLC 4.25% 12/15/2025 144A
        07274NAJ2
        
          
        
        1338000.00000000
        PA
        USD
        1360458.60000000
        0.057359912326
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 10/01/2042#Q12215
        3132HNN88
        
          
        
        3627.06360000
        PA
        USD
        3780.22000000
        0.000159382349
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 5.21% 3/36 #1G1851
        3128QSBU9
        
          
        
        16693.41240000
        PA
        USD
        17213.44000000
        0.000725756306
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Variable
          0.01646000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 08/15/2023
        91282CAF8
        
          
        
        35017700.00000000
        PA
        USD
        34097117.58000000
        1.437609108415
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HEALTHCARE INVESTORS INC
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE INVESTORS INC 4.375% 08/01/2023
        681936BJ8
        
          
        
        381000.00000000
        PA
        USD
        386859.25000000
        0.016310832731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 02/01/2044#Q25157
        3132M5ME9
        
          
        
        91060.18770000
        PA
        USD
        96783.69000000
        0.004080612209
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE CAPITAL CORP
        5493004EA6C9IHDZ7N66
        STORE CAP CORP 2.75% 11/18/2030
        862121AC4
        
          
        
        2676000.00000000
        PA
        USD
        2421454.25000000
        0.102093811221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-18
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLATIRON CLO LTD
        N/A
        FLATIRON CLO LTD 3ML+109 11/16/2034 144A
        33883JAN1
        
          
        
        1993704.00000000
        PA
        USD
        1975583.22000000
        0.083294912681
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-11-16
          Variable
          0.01538570
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053
        161175CK8
        
          
        
        1073000.00000000
        PA
        USD
        1080236.67000000
        0.045545142412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-04-01
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 6/41 #Q01393
        3132GERN2
        
          
        
        28324.69710000
        PA
        USD
        30193.54000000
        0.001273025733
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPERATING LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODS OPER LLC 3.7% 02/15/2026
        29379VBH5
        
          
        
        1472000.00000000
        PA
        USD
        1490846.84000000
        0.062857365916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 06/01/2045#Q34030
        3132QQPQ9
        
          
        
        50166.27910000
        PA
        USD
        50401.22000000
        0.002125025752
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 9/22 #179985
        31367U2S3
        
          
        
        1.52460000
        PA
        USD
        1.54000000
        0.000000064929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-09-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES CORP
        2NUNNB7D43COUIRE5295
        AES CORP 3.95% 07/15/2030 144A
        00130HCC7
        
          
        
        2298000.00000000
        PA
        USD
        2276528.87000000
        0.095983439990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 04/01/2046#Q39975
        3132QXCM7
        
          
        
        19509.01460000
        PA
        USD
        20241.34000000
        0.000853419198
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 5.125% 09/30/2024
        02005NAV2
        
          
        
        656000.00000000
        PA
        USD
        684694.11000000
        0.028868202325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-30
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.0% 10/01/2041#AL4242
        3138ELWC3
        
          
        
        244374.70730000
        PA
        USD
        262233.64000000
        0.011056344235
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#CB2320
        3140QMSJ4
        
          
        
        982964.40800000
        PA
        USD
        939916.66000000
        0.039628943660
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 12/24 #436781
        31380DFW1
        
          
        
        163.84690000
        PA
        USD
        168.74000000
        0.000007114447
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FUNDING LTD
        549300ZKTUZSV15HAV29
        CEDAR FUNDING LTD 3ML+110 10/20/2032 144A
        15033XAJ5
        
          
        
        1561530.00000000
        PA
        USD
        1546472.17000000
        0.065202651581
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-20
          Variable
          0.01354000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 4.05% 07/30/2022
        172967GK1
        
          
        
        552000.00000000
        PA
        USD
        556641.28000000
        0.023469214732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-30
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERWIN MORTGAGE TRUST
        N/A
        TMTS 2003-4HE A 1ML+43 9/34
        881561BU7
        
          
        
        2684.82630000
        PA
        USD
        2624.47000000
        0.000110653399
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2034-09-25
          Variable
          0.01316570
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 12/25 #330740
        31375CLV5
        
          
        
        651.81890000
        PA
        USD
        691.41000000
        0.000029151358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRYDEN 76 CLO LTD
        N/A
        DRYDEN 76 CLO LTD 3ML+115 10/20/2034 144A
        26252WAU3
        
          
        
        1290693.00000000
        PA
        USD
        1276616.70000000
        0.053824954310
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Variable
          0.01404000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 02/01/2050#SD7512
        3132DVKZ7
        
          
        
        1978669.85570000
        PA
        USD
        1953111.18000000
        0.082347442288
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC (UNGTD)
        213800LBQA1Y9L22JB70
        BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
        06738EBL8
        
          
        
        2482000.00000000
        PA
        USD
        2410695.39000000
        0.101640194135
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-07
          Variable
          0.02852000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 7.69% 01/23/2050
        71654QDD1
        
          
        
        4972000.00000000
        PA
        USD
        4325640.00000000
        0.182378450293
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-01-23
          Fixed
          0.07690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AR1910
        3138NYDQ5
        
          
        
        91164.76840000
        PA
        USD
        90984.30000000
        0.003836097233
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 9/28 #466052
        36209AWM8
        
          
        
        1791.02140000
        PA
        USD
        1936.22000000
        0.000081635273
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-09-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        REALTY INCOME CORP 2.2% 06/15/2028
        756109BJ2
        
          
        
        244000.00000000
        PA
        USD
        225087.96000000
        0.009490201062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.02200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036
        674599DF9
        
          
        
        1412000.00000000
        PA
        USD
        1658655.22000000
        0.069932534514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-15
          Fixed
          0.06450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 05/47#Q47942
        3132WMZG2
        
          
        
        51808.48400000
        PA
        USD
        54676.30000000
        0.002305272482
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2046#BD8012
        3140FF3W9
        
          
        
        64923.28680000
        PA
        USD
        65872.23000000
        0.002777317396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 06/01/2033#BJ6880
        3140H8UE3
        
          
        
        377777.07490000
        PA
        USD
        382397.70000000
        0.016122724018
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 06/01/2033#MA3397
        31418CX33
        
          
        
        38037.43520000
        PA
        USD
        37752.92000000
        0.001591745740
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAMLL COML MTG SECS TR 2022-DKLX
        N/A
        BAMLL COML MTG SECS TR 2022-DKLX C VAR 01/15/2039 144A
        05530SAJ5
        
          
        
        191000.00000000
        PA
        USD
        189083.75000000
        0.007972184763
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-01-15
          Variable
          0.02452000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 01/01/2045#AX7918
        3138Y9YQ5
        
          
        
        14255.01970000
        PA
        USD
        14823.40000000
        0.000624986989
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 01/01/2047#Q45635
        3132WKHM3
        
          
        
        14511.34020000
        PA
        USD
        15319.14000000
        0.000645888472
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AR1270
        3138NXMU8
        
          
        
        11789.62080000
        PA
        USD
        11773.65000000
        0.000496402853
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MTG SECS CORP TR 2021-IP
        N/A
        GSMS 2021-IP A 1ML+105 10/15/2036 144A
        36262MAA6
        
          
        
        1559690.00000000
        PA
        USD
        1530045.13000000
        0.064510051619
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01347000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 08/01/2042#Q10538
        3132HLS38
        
          
        
        9579.52020000
        PA
        USD
        9567.50000000
        0.000403386741
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3.5% 01/20/2050#BR8996
        3617M77H5
        
          
        
        123794.34120000
        PA
        USD
        126220.60000000
        0.005321736765
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.35% 06/01/2040
        035240AS9
        
          
        
        1082000.00000000
        PA
        USD
        1125974.02000000
        0.047473529197
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-06-01
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.0% 8/45#Q35579
        3132QSFV5
        
          
        
        24586.94650000
        PA
        USD
        24609.89000000
        0.001037606828
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFECORP
        VFN8KLUEIK7XMVX1JM30
        PACIFIC LIFECORP 5.125% 01/30/2043 144A
        694476AD4
        
          
        
        1611000.00000000
        PA
        USD
        1768013.70000000
        0.074543327392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-30
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPOARATE OFFICE PPTYS LP
        H0TWO5VRNEP6CQAWPX27
        CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031
        22003BAM8
        
          
        
        373000.00000000
        PA
        USD
        334846.68000000
        0.014117868936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 11/27 #395783
        31378DUG3
        
          
        
        47.56290000
        PA
        USD
        51.20000000
        0.000002158704
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/44#Q28495
        3132M9C85
        
          
        
        21412.55660000
        PA
        USD
        22283.25000000
        0.000939510593
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 4.293% 3/35 #815586
        31406PCX5
        
          
        
        1776.89380000
        PA
        USD
        1854.48000000
        0.000078188935
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Variable
          0.02333000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019-XL B 1ML+110 10/15/2036 144A
        056054AE9
        
          
        
        806652.55000000
        PA
        USD
        799551.43000000
        0.033710838334
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01477000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 09/30/2026
        912828YG9
        
          
        
        31567200.00000000
        PA
        USD
        30394527.76000000
        1.281499817432
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-09-30
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 02/01/2045#Q31307
        3132QMNZ0
        
          
        
        4792.62900000
        PA
        USD
        4882.85000000
        0.000205871643
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 04/01/2051#MA4305
        31418DYB2
        
          
        
        2357453.21380000
        PA
        USD
        2194328.30000000
        0.092517684039
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 04/15/2042#792254
        36177LQG2
        
          
        
        7566.03730000
        PA
        USD
        7932.23000000
        0.000334440178
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-04-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 12/51#RA6435
        3133KNEG4
        
          
        
        1674703.27800000
        PA
        USD
        1601361.66000000
        0.067516912621
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 20YR 4.50% #MA0022
        31417YAY3
        
          
        
        941.79540000
        PA
        USD
        983.13000000
        0.000041450912
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 1/41 #AE9338
        31419LLU5
        
          
        
        11610.77780000
        PA
        USD
        12000.56000000
        0.000505969876
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 11/25 #408838
        36206EEK7
        
          
        
        26.55330000
        PA
        USD
        28.20000000
        0.000001188973
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2025-11-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.3% 01/11/2023
        06051GEU9
        
          
        
        1332000.00000000
        PA
        USD
        1346758.45000000
        0.056782284016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-11
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 5.15% 05/01/2030
        097023CY9