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Form NPORT-P Fidelity Rutland Square For: Aug 31

October 26, 2021 9:43 AM EDT

  
    NPORT-P
    false
    
      
      
        
          0001364924
          XXXXXXXX
        
      
      
      
      
        S000035122
        C000108059
      
      
      
    
  
  
    
      Fidelity Rutland Square Trust II
      811-21991
      0001364924
      1KZ3JN58GDRI3EZKKG06
      245 Summer Street
      Boston
      
      02210
      1-800-FIDELITY
      Strategic Advisers Short Duration Fund
      S000035122
      EYHV2YUODIOTIT965C53
      2022-05-31
      2021-08-31
      N
    
    
      6183255427.97
      11720989.70
      6171534438.27
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      286704.69000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 04/20/2050#BS9717
        3617MLYN1
        
          
        
        85877.28000000
        PA
        USD
        93752.67000000
        0.001519114426
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5.00% 11/39 #004578
        36202FCP9
        
          
        
        232154.25110000
        PA
        USD
        261345.81000000
        0.004234697425
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-11-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENT CLO 21 LTD/CENT CLO 21 CORP
        N/A
        CENT CLO 21 LTD/CORP 3ML+97 07/27/2030 144A
        15137EBN2
        
          
        
        4090000.00000000
        PA
        USD
        4090703.48000000
        0.066283410080
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-27
          Variable
          0.01098880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANASONIC CORP
        254900GE1G59KGWPHX32
        PANASONIC CORP 2.536% 07/19/2022
        69832AAA4
        
          
        
        785000.00000000
        PA
        USD
        797753.05000000
        0.012926332308
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-07-19
          Fixed
          0.02536000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL LEASING TRUST
        N/A
        GM FINANCIAL LEASING TRUST 0.22% 07/20/2023
        380144AB1
        
          
        
        4138000.00000000
        PA
        USD
        4138825.12000000
        0.067063145501
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-07-20
          Fixed
          0.00220000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.00% 4/38 #974532
        31414SED1
        
          
        
        6946.71040000
        PA
        USD
        7919.29000000
        0.000128319627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALTON FDG MTG TR 2019-2
        N/A
        GALTON FDG MTG TR 2019-2 A42 3.5% 06/25/2059 144A
        36418AAW7
        
          
        
        47147.46000000
        PA
        USD
        47199.47000000
        0.000764793107
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-06-25
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 6.0% 09/01/2034#A26586
        31297EJ72
        
          
        
        2793.53930000
        PA
        USD
        3244.11000000
        0.000052565695
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        GENERAL MOTORS CO 4.875% 10/02/2023
        37045VAE0
        
          
        
        730000.00000000
        PA
        USD
        791818.33000000
        0.012830169513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG 1.494%/VAR 08/10/2027 144A
        902613AH1
        
          
        
        375000.00000000
        PA
        USD
        374544.91000000
        0.006068910637
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-08-10
          Variable
          0.01494000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NASDAQ INC
        549300L8X1Q78ERXFD06
        NASDAQ INC 0.445% 12/21/2022
        63111XAC5
        
          
        
        2417000.00000000
        PA
        USD
        2417239.79000000
        0.039167565443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-21
          Fixed
          0.00445000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAP HLDGS INC
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY CAP HLDGS INC 2.403% 09/01/2021
        65339KAS9
        
          
        
        11475000.00000000
        PA
        USD
        11475000.00000000
        0.185934310417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-09-01
          Fixed
          0.02403000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN AUTO LEASE TRUST 2020-A
        N/A
        VOLKSWAGEN AUTO LEASE TRUST 2020-A 0.27% 04/20/2023
        92868VAB5
        
          
        
        8834462.96000000
        PA
        USD
        8838911.11000000
        0.143220639832
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-04-20
          Fixed
          0.00270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        FORD MTR CR CO LLC 3.813% 10/12/2021
        345397ZH9
        
          
        
        495000.00000000
        PA
        USD
        495232.65000000
        0.008024465470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-10-12
          Fixed
          0.03813000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP 0.976%/VAR 04/22/2025
        06051GJR1
        
          
        
        1050000.00000000
        PA
        USD
        1055928.06000000
        0.017109651911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-22
          Variable
          0.00976000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW RESIDENTIAL MTG LN TR 2019-NQM5
        N/A
        NEW RESIDENTIAL MTG LN TR 2019-NQM5 A1 2.70986% 11/25/2059 144A
        64830PAA4
        
          
        
        653985.60000000
        PA
        USD
        663911.60000000
        0.010757642311
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-11-25
          Fixed
          0.02709860
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MTG-BACKED SECS TR 2021-GR2
        N/A
        GS MTG-BACKED SECS TR 2021-GR2 VAR 02/25/2052 144A
        36262JAF2
        
          
        
        1085000.00000000
        PA
        USD
        1111885.00000000
        0.018016346033
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2052-02-25
          Variable
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.50% 4/36 #745418
        31403DDX4
        
          
        
        14173.15680000
        PA
        USD
        16429.52000000
        0.000266214507
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET RENT CAR FDG AESOP LLC
        IHXLB8SL0QWSSG2VG640
        AVIS BUDGET RENTCAR FDG AE LLC 3.41% 09/20/2023 144A
        05377RCR3
        
          
        
        540000.00000000
        PA
        USD
        551041.11000000
        0.008928753708
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-09-20
          Fixed
          0.03410000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKETS PLC
        RR3QWICWWIPCS8A4S074
        NATWEST MARKETS PLC YCP .0035 04/19/2022
        63906FDK2
        
          
        
        10000000.00000000
        PA
        USD
        9987359.00000000
        0.161829429939
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-04-19
          Fixed
          0.00350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        BARCLAYS BANK PLC 1.7% 05/12/2022
        06739GCR8
        
          
        
        650000.00000000
        PA
        USD
        655926.28000000
        0.010628252771
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-05-12
          Fixed
          0.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.50% 7/25 #890216
        31410LAR3
        
          
        
        4193.84550000
        PA
        USD
        4406.55000000
        0.000071401205
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMM OPER LLC/CAP CORP 4.464% 07/23/2022
        161175BB9
        
          
        
        3670000.00000000
        PA
        USD
        3776095.52000000
        0.061185683362
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-23
          Fixed
          0.04464000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 6.00% 9/35 #G01899
        3128LXDC1
        
          
        
        20390.26400000
        PA
        USD
        23889.60000000
        0.000387093359
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATIONAL INFORMATION SERVICES INC
        6WQI0GK1PRFVBA061U48
        FIDELITY NATL INFORMN SVCS INC 0.375% 03/01/2023
        31620MBP0
        
          
        
        1160000.00000000
        PA
        USD
        1159306.01000000
        0.018784728848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLUB CAPITAL PARTNERS CLO 39B LTD / GOLUB CAP PARTNERS CLO 39B LLC
        N/A
        GOLUB CAPITAL PARTNERS CLO 39B LTD / GOLUB CAP PARTNERS CLO 39B LLC 3ML+115 10/20/2028 144A
        38176LAA9
        
          
        
        569944.92000000
        PA
        USD
        569982.54000000
        0.009235669762
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-10-20
          Variable
          0.01284250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 3.5% 04/15/2025
        87264ABB0
        
          
        
        1005000.00000000
        PA
        USD
        1084746.75000000
        0.017576613415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BORAL FINANCE PTY LTD
        549300X2TYFVNPM0UT91
        BORAL FINANCE PTY LTD 3% 11/01/2022 144A
        09952AAA4
        
          
        
        135000.00000000
        PA
        USD
        137827.25000000
        0.002233273610
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2022-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY AUTO RECEIVABLES TR 2019-3
        N/A
        ALLY AUTO RECEIVABLES TR 2019-3 1.96% 12/16/2024
        02007RAD1
        
          
        
        600000.00000000
        PA
        USD
        612951.66000000
        0.009931916707
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          0.01960000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019-XL A 1ML+85 10/15/2036 144A
        056054AA7
        
          
        
        5420107.57150000
        PA
        USD
        5428805.22000000
        0.087965242263
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01016000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TESLA 2020-A
        N/A
        TESLA 2020-A 0.68% 12/20/2023 144A
        88167HAC0
        
          
        
        2527000.00000000
        PA
        USD
        2539011.84000000
        0.041140689813
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-12-20
          Fixed
          0.00680000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1
        N/A
        AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1 C 0.89% 10/19/2026
        03063FAE4
        
          
        
        755000.00000000
        PA
        USD
        754673.16000000
        0.012228290509
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-10-19
          Fixed
          0.00890000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG GLOBAL FDG
        54930057MDZ7KOVOTV71
        AIG GLOBAL FDG SR MTN 2.3% 07/01/2022 144A
        00138CAK4
        
          
        
        1528000.00000000
        PA
        USD
        1553137.88000000
        0.025166154309
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-01
          Fixed
          0.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 12ML+1.7 5/38 #908482
        31411HJ35
        
          
        
        5896.40160000
        PA
        USD
        6195.33000000
        0.000100385569
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-01
          Variable
          0.02163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONNECTICUT ST
        N/A
        CT ST 2% 7/1/2023
        20772KJV2
        
          
        
        115000.00000000
        PA
        USD
        118512.81000000
        0.001920313516
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-07-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET RENT CAR FDG AESOP LLC
        IHXLB8SL0QWSSG2VG640
        AVIS BUDGET RENTCAR FDG AE LLC 2017-2A A 2.97% 03/20/2024 144A
        05377RCU6
        
          
        
        905000.00000000
        PA
        USD
        935824.48000000
        0.015163562471
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-03-20
          Fixed
          0.02970000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 3.826% 10/33 #763199
        31404A3G7
        
          
        
        27049.21090000
        PA
        USD
        28024.34000000
        0.000454090312
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Variable
          0.01612000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2019-ICE4
        N/A
        CSMC 2019-ICE4 1ML+143 05/15/2036 144A
        12653VAE6
        
          
        
        1015000.00000000
        PA
        USD
        1018692.87000000
        0.016506314275
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Variable
          0.01526000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL AUTO RECEIVABLES ASSET TR 2018-2
        N/A
        CAPITAL AUTO RECEIVABLES ASSET TRUST / ALLY 3.69% 12/20/2023 144A
        13976CAE6
        
          
        
        74697.38000000
        PA
        USD
        74829.96000000
        0.001212501700
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-12-20
          Fixed
          0.03690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN GAS PARTNERS LP
        L6D8A6MLSY454J2JXJ60
        WESTERN GAS PART 4% 7/01/22
        958254AB0
        
          
        
        1800000.00000000
        PA
        USD
        1822500.00000000
        0.029530743419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUANGZHOU METRO INVESTMENT FINANCE (BVI) LIMITED
        30030026WRIFBEGCB472
        GUANGZHOU METRO INVESTMENT FINANCE (BVI) LIMITED 1.507% 09/17/2025 REGS
        N/A
        
          
        
        1300000.00000000
        PA
        USD
        1279018.00000000
        0.020724473188
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-09-17
          Fixed
          0.01507000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN AUTO RECEIVABLES 2020-A OWNER TR
        N/A
        NISSAN AUTO RECEIVABLES 2020-A OWNER TR 1.38% 12/16/2024
        65479MAC0
        
          
        
        425000.00000000
        PA
        USD
        429446.31000000
        0.006958501395
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          0.01380000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.00% 10/33 #254903
        31371LDG1
        
          
        
        309379.15780000
        PA
        USD
        347687.51000000
        0.005633728750
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGEL OAK MORTGAGE TRUST LLC
        N/A
        ANGEL OAK MORTGAGE TRUST LLC 2020-3 A3 2.872% 04/25/2065 144A
        03465LAC9
        
          
        
        1163312.72000000
        PA
        USD
        1182835.43000000
        0.019165986057
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2065-04-25
          Variable
          0.02872000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIP TR 2020-1
        N/A
        HPEFS EQUIP TR 2020-1 1.73% 02/20/2030 144A
        40438FAB0
        
          
        
        898110.39000000
        PA
        USD
        899983.49000000
        0.014582815651
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2030-02-20
          Fixed
          0.01730000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.0% 06/01/39#AL7319
        3138EQDZ2
        
          
        
        139444.30850000
        PA
        USD
        157165.46000000
        0.002546618860
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEERE JOHN CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        DEERE JOHN CAPITAL CORP MTN FRN 3ML+26 09/10/2021
        24422EUJ6
        
          
        
        5000000.00000000
        PA
        USD
        5000349.90000000
        0.081022798301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-09-10
          Variable
          0.00388000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 3.737%/VAR 04/24/2024
        61744YAQ1
        
          
        
        5000000.00000000
        PA
        USD
        5263147.65000000
        0.085281022129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-24
          Variable
          0.03737000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FUNDING LT
        N/A
        CEDAR FUNDING LT 3ML+110 07/15/2033 144A
        15034AAA3
        
          
        
        5722000.00000000
        PA
        USD
        5724986.88000000
        0.092764399798
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-07-15
          Variable
          0.01187780
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FINANCE PLC
        2138008L3B3MCG1DFS50
        IMPERIAL TOBACCO FINANCE 3.125% 07/26/2024 144A
        45262BAA1
        
          
        
        235000.00000000
        PA
        USD
        247781.87000000
        0.004014915131
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-07-26
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM1R
        N/A
        NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM1R 0.9426% 07/25/2055 144A
        64828BAA9
        
          
        
        895505.66000000
        PA
        USD
        899254.07000000
        0.014570996548
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2055-07-25
          Fixed
          0.00942600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYDNEY AIRPORT FINANCE CO PTY LTD
        549300MJAANHLHOVTO40
        SYDNEY ARPT FIN CO PTY LTD 3.9% 03/22/2023 144A
        87124VAD1
        
          
        
        1133000.00000000
        PA
        USD
        1187000.20000000
        0.019233469599
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2023-03-22
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 1/37 #906064
        31411ETV9
        
          
        
        4414.48440000
        PA
        USD
        5237.91000000
        0.000084872085
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STACR REMIC TRUST 2020-DNA6
        N/A
        FREDDIE MAC STACR REMIC TRUST 2020-DNA6 SOFR30A+90 12/25/2050 144A
        35566CAA3
        
          
        
        173737.39000000
        PA
        USD
        173815.95000000
        0.002816413839
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2050-12-25
          Variable
          0.00950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY SOFR 0.731%/VAR 04/05/2024
        61772BAA1
        
          
        
        985000.00000000
        PA
        USD
        988039.89000000
        0.016009630990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-05
          Variable
          0.00731000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TRUST 2019-C
        N/A
        SANTANDER RETAIL AUTO LEASE TRUST 2019-C 2.39% 11/20/2023 144A
        80284NAG3
        
          
        
        830000.00000000
        PA
        USD
        844885.97000000
        0.013690047077
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-11-20
          Fixed
          0.02390000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 5.77% 8/37 #949782
        31413MUF2
        
          
        
        1563.51260000
        PA
        USD
        1647.97000000
        0.000026702759
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Variable
          0.01905000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        INTESA SANPAOLO SPA 3.125% 07/14/2022 144A
        46115HAZ0
        
          
        
        4500000.00000000
        PA
        USD
        4602619.53000000
        0.074578203784
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2022-07-14
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 3.5% 04/01/2025
        38141GXJ8
        
          
        
        1005000.00000000
        PA
        USD
        1088114.55000000
        0.017631183312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD AMERITRADE HOLDING CORP
        ZI85ER3E6RXD4HPHW309
        TD AMERITRADE HOLDING CORP FRN 3ML+43 11/01/2021
        87236YAG3
        
          
        
        7500000.00000000
        PA
        USD
        7501629.60000000
        0.121552098186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-01
          Variable
          0.00555750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 5/37 #888608
        31410GGR8
        
          
        
        8291.04380000
        PA
        USD
        9795.78000000
        0.000158725193
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 01/01/2047#AL9717
        3138ERYP9
        
          
        
        276066.88000000
        PA
        USD
        299518.13000000
        0.004853219778
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY .56/VAR 11/10/2023
        6174468T9
        
          
        
        6170000.00000000
        PA
        USD
        6180262.44000000
        0.100141423527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-10
          Variable
          0.00560000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 07/01/2045#FM2792
        3140X6C66
        
          
        
        72283.66000000
        PA
        USD
        82357.78000000
        0.001334478172
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDN BRANCH
        BFM8T61CT2L1QCEMIK50
        UBS AG LON BRANCH FRN SOFR+36 0 02/09/2024 144A
        902674YC8
        
          
        
        10000000.00000000
        PA
        USD
        10069300.00000000
        0.163157154848
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-02-09
          Variable
          0.00410000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SILVERSTONE MASTER ISSUER PLC
        549300P6OXWKM20QS303
        SILVERSTONE MASTER ISSUER PLC STEP 01/21/2070 144A
        82846GAV2
        
          
        
        2758250.05900000
        PA
        USD
        2759656.77000000
        0.044715893552
        Long
        ABS-CBDO
        CORP
        GB
        N
        
        2
        
          2070-01-21
          Variable
          0.00704250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR CLO 13 LTD / KKR CLO 13 LLC
        N/A
        KKR CLO 13 A1R 3ML+80 01/16/2028 144A
        48250VAU1
        
          
        
        1004407.65000000
        PA
        USD
        1004539.23000000
        0.016276976820
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-16
          Variable
          0.00926380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2
        N/A
        DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 A3 1.26% 04/25/2066 144A
        24381WAC2
        
          
        
        370140.94000000
        PA
        USD
        370318.02000000
        0.006000420538
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-04-25
          Fixed
          0.01260000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CR AUTO OWNER TR 2020-REV2
        N/A
        FORD CR AUTO OWNER TR 2020-REV2 1.74% 04/15/2033 144A
        34532JAC8
        
          
        
        570000.00000000
        PA
        USD
        574015.71000000
        0.009301020933
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          0.01740000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 2.625% 11/17/2021
        61746BED4
        
          
        
        15989000.00000000
        PA
        USD
        16070389.61000000
        0.260395364730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-17
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA 5.7% 10/22/2023 144A
        05578QAA1
        
          
        
        2215000.00000000
        PA
        USD
        2433339.42000000
        0.039428434603
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-10-22
          Fixed
          0.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.50% 3/36 #745354
        31403DBX6
        
          
        
        7924.78660000
        PA
        USD
        9182.70000000
        0.000148791197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TR 2020-INV1
        N/A
        VERUS SECURITIZATION TR 2020-INV1 1.977% 03/25/2060 144A
        92537TAA3
        
          
        
        142400.21900000
        PA
        USD
        143806.98000000
        0.002330165721
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2060-03-25
          Fixed
          0.01977000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        LLOYDS TSB BANK T1Y 0.695%/VAR 05/11/2024
        53944YAN3
        
          
        
        2698000.00000000
        PA
        USD
        2707840.15000000
        0.043876286798
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-11
          Variable
          0.00695000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 5.50% 5/22 #896883
        31410TM85
        
          
        
        494.58440000
        PA
        USD
        501.98000000
        0.000008133795
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-05-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH EQUIPMENT TRUST 2020
        N/A
        CNH EQUIPMENT TRUST 2020-A A4 1.51% 04/15/2027
        12597PAD0
        
          
        
        590000.00000000
        PA
        USD
        604776.37000000
        0.009799449003
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.01510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC BANK NA PITTSBURGH PA
        AD6GFRVSDT01YPT1CS68
        PNC BANK NA PITTSBURGH PA 1.743/VAR 02/24/2023
        69353RFT0
        
          
        
        4078000.00000000
        PA
        USD
        4106312.17000000
        0.066536324330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-24
          Variable
          0.01743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STACR TRUST 2018-HRP2
        N/A
        STACR TRUST 2018-HRP2 M2 1ML+125 02/25/2047 144A
        35564AAK7
        
          
        
        466140.73000000
        PA
        USD
        467066.49000000
        0.007568077188
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2047-02-25
          Variable
          0.01334380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARDINAL HEALTH INC
        CCU46N3GJMF4OK4N7U60
        CARDINAL HEALTH INC 3.5% 11/15/2024
        14149YBA5
        
          
        
        1180000.00000000
        PA
        USD
        1267260.65000000
        0.020533963841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOMEWARD OPPORTUNITIES FD TR 2020-2
        N/A
        HOMEWARD OPPORTUNITIES FD TR 2020-2 A1 VAR 05/25/2065 144A
        43789XAA2
        
          
        
        419920.12000000
        PA
        USD
        422201.88000000
        0.006841116811
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          0.01657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PALMER SQUARE CLO 2020-2 LTD / PALMER SQUARE CLO 2020-2 LLC
        N/A
        PALMER SQUARE CLO 2020-2 LTD / PALMER SQUARE CLO 2020-2 LLC 3ML+170 07/15/2031 144A
        69701BAA0
        
          
        
        860000.00000000
        PA
        USD
        860780.02000000
        0.013947585136
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Variable
          0.01826130
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE ENERGY CO
        549300IX8SD6XXD71I78
        DTE ENERGY CO 0.55% 11/01/2022
        233331BH9
        
          
        
        5000000.00000000
        PA
        USD
        5012564.15000000
        0.081220710993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          0.00550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERIT 2020
        N/A
        MERIT 2020-D 1ML+235 08/15/2037 144A
        590027AL2
        
          
        
        550000.00000000
        PA
        USD
        552410.71000000
        0.008950945919
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-15
          Variable
          0.02446000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLM STRCTRD ACR DBT NTS
        S6XOOCT0IEG5ABCC6L87
        FHLM STRCTRD ACR DBT NTS 1ML+465 10/25/2028
        3137G0JU4
        
          
        
        728558.54790000
        PA
        USD
        755669.38000000
        0.012244432686
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2028-10-25
          Variable
          0.04734380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST
        N/A
        BX TRUST 0.8% 06/15/2023 144A
        05608WAA2
        
          
        
        1777000.00000000
        PA
        USD
        1779847.11000000
        0.028839620483
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Variable
          0.00766000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1
        N/A
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1 1.59% 10/20/2025
        03067DAF2
        
          
        
        705000.00000000
        PA
        USD
        718034.39000000
        0.011634616920
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-10-20
          Fixed
          0.01590000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY BANK
        549300UATVPGSLE43Z27
        SYNCHRONY BANK 3% 06/15/2022
        87166FAA1
        
          
        
        10395000.00000000
        PA
        USD
        10592881.20000000
        0.171640963944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX 2020-BXLP
        N/A
        BX 2020-BXLP 1ML+112 12/15/2029 144A
        05607QAN8
        
          
        
        749840.88000000
        PA
        USD
        749615.93000000
        0.012146346058
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Variable
          0.01216000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD PT MTG TR 2016-1
        N/A
        TPMT 2016-1 A3B 3% 02/25/2055 144A
        89172EBJ2
        
          
        
        71374.05790000
        PA
        USD
        71858.19000000
        0.001164348845
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2055-02-25
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE INDUSTRIES LTD
        5493003UOETFYRONLG31
        RELIANCE HLDG 5.4 2/14/22 REGS
        N/A
        
          
        
        1700000.00000000
        PA
        USD
        1737506.25000000
        0.028153553502
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2022-02-14
          Fixed
          0.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO LEASE SECURITIZATION TRUST 2020-A
        N/A
        HYUNDAI AUTO LEASE SECURITIZATION TRUST 20 A 1.95% 07/17/2023 144A
        44935SAC0
        
          
        
        2265592.14000000
        PA
        USD
        2278211.04000000
        0.036914823416
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-07-17
          Fixed
          0.01950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2021
        N/A
        BX COMMERCIAL MORTGAGE TRUST 2021-VINO A 1ML+69.82 05/15/2038 144A
        05608KAA8
        
          
        
        1600000.00000000
        PA
        USD
        1601005.44000000
        0.025941772763
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-05-15
          Variable
          0.00748330
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAGEO CAPITAL PLC
        213800L23DJLALFC4O95
        DIAGEO CAPITAL PLC 1.375% 09/29/2025
        25243YBC2
        
          
        
        680000.00000000
        PA
        USD
        691372.80000000
        0.011202607826
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-09-29
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANALOG DEVICES INC
        GYVOE5EZ4GDAVTU4CQ61
        ANALOG DEVICES INC 2.95% 04/01/2025
        032654AS4
        
          
        
        295000.00000000
        PA
        USD
        315410.61000000
        0.005110732398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 06/20/2051#MA7418
        36179WG36
        
          
        
        267905.24000000
        PA
        USD
        278110.55000000
        0.004506343645
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBX 2020-EXP2 TR
        N/A
        OBX 2020-EXP2 TR 3% 05/25/2060 144A
        67448VAG5
        
          
        
        202944.30000000
        PA
        USD
        205369.52000000
        0.003327689767
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2060-05-25
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC 4.0% 10/01/2023
        29250NAF2
        
          
        
        1605000.00000000
        PA
        USD
        1704075.59000000
        0.027611862285
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 2.625% 08/15/2024
        126650DE7
        
          
        
        335000.00000000
        PA
        USD
        353236.38000000
        0.005723639453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 12/49#RA1906
        3133KHDK9
        
          
        
        201961.97000000
        PA
        USD
        219512.63000000
        0.003556856600
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GRP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GRP AG 2.997%/VAR 12/14/2023 144A
        225401AD0
        
          
        
        250000.00000000
        PA
        USD
        257306.83000000
        0.004169252113
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-12-14
          Variable
          0.02997000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 5.08% 9/35 #1G0873
        3128NC6J8
        
          
        
        2807.25270000
        PA
        USD
        2955.85000000
        0.000047894895
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Variable
          0.02216000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA USA
        C90VT034M03BN29IRA40
        COMPASS BANK 2.875% 06/29/2022
        20453KAB1
        
          
        
        12000000.00000000
        PA
        USD
        12231235.08000000
        0.198187909382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-29
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TR 2021-R1
        N/A
        VERUS SECURITIZATION TR 2021-R1 1.057% 10/25/2063 144A
        92538BAB9
        
          
        
        263818.71000000
        PA
        USD
        263517.69000000
        0.004269889322
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2063-10-25
          Fixed
          0.01057000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC 3.262/VAR 03/13/2023
        404280BJ7
        
          
        
        15300000.00000000
        PA
        USD
        15538486.00000000
        0.251776704082
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-03-13
          Variable
          0.03262000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 4.875% 11/01/22
        6174824M3
        
          
        
        660000.00000000
        PA
        USD
        693818.59000000
        0.011242238003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBX 2021-NQM1 TR
        N/A
        OBX 2021-NQM1 TR A1 1.072% 02/25/2066 144A
        67114BAA5
        
          
        
        1121537.27000000
        PA
        USD
        1125810.66000000
        0.018241989431
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-02-25
          Fixed
          0.01072000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2017-CHOP A
        N/A
        CSMC 2017-CHOP A 1ML+75 07/15/2032
        12651QAA7
        
          
        
        4189000.00000000
        PA
        USD
        4179118.99000000
        0.067716044231
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-07-15
          Variable
          0.01096000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO LEASE SECURITIZATION TR 2021-B
        N/A
        HYUNDAI AUTO LEASE SECURITIZATION TR 2021-B 0.19% 10/16/2023 144A
        44891VAB7
        
          
        
        5140000.00000000
        PA
        USD
        5139521.47000000
        0.083277854501
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-10-16
          Fixed
          0.00190000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 3.2% 11/06/2022
        00287YAP4
        
          
        
        170000.00000000
        PA
        USD
        174805.37000000
        0.002832445832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-06
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL ELECTRIC CORP LTD
        254900JW7GE35YNJGJ55
        ISRAEL ELECTRIC CORP LTD 5.0% 11/12/2024 144A REGS
        465077AK1
        
          
        
        1365000.00000000
        PA
        USD
        1521865.80000000
        0.024659439483
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2024-11-12
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO FRN SOFR+53.5 06/01/2025
        46647PCG9
        
          
        
        10000000.00000000
        PA
        USD
        10027577.50000000
        0.162481107418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Variable
          0.00585000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.50% 7/41 #005115
        36202FVG8
        
          
        
        366246.84000000
        PA
        USD
        408373.91000000
        0.006617056326
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELLINGTON FINL MTG TR 2020-1
        N/A
        ELLINGTON FINL MTG TR 2020-1 2.006% 05/25/2065 144A
        31574PAA3
        
          
        
        616934.27910000
        PA
        USD
        621691.83000000
        0.010073537403
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2065-05-25
          Fixed
          0.02006000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHARTERED PLC 1.214%/VAR 03/23/2025 144A
        853254CB4
        
          
        
        200000.00000000
        PA
        USD
        200753.05000000
        0.003252887138
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-23
          Variable
          0.01214000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J P MORGAN EXCHANGE-TRADED FD TR
        549300IQ1GP3T78IEG61
        JPMorgan Ultra-Short Income ETF
        46641Q837
        
          
        
        4405220.00000000
        NS
        USD
        223520862.80000000
        3.621803702721
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COLT FUNDING LLC
        N/A
        COLT FUNDING LLC 21-1 A2 1.167% 06/25/2066 144A
        19688EAB4
        
          
        
        702162.23000000
        PA
        USD
        704536.03000000
        0.011415897246
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-06-25
          Fixed
          0.01167000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL INC/MD
        225YDZ14ZO8E1TXUSU86
        MARRIOTT INTERNATIONAL INC NEW 3.125% 02/15/2023
        571903AV5
        
          
        
        290000.00000000
        PA
        USD
        297988.83000000
        0.004828439879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST 2020
        N/A
        CARMAX AUTO OWNER TRUST 1.87% 04/17/2023
        14315XAB4
        
          
        
        548800.43000000
        PA
        USD
        549817.25000000
        0.008908922983
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-04-17
          Fixed
          0.01870000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LOAN TRUST 2019-2
        N/A
        NAVIENT STUDENT LOAN TRUST 2019-2 1ML+27 02/27/2068 144A
        63941RAA8
        
          
        
        35076.31000000
        PA
        USD
        35076.31000000
        0.000568356384
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2068-02-27
          Variable
          0.00354380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        VALERO ENERGY CORP 1.2% 03/15/2024
        91913YBA7
        
          
        
        715000.00000000
        PA
        USD
        720542.81000000
        0.011675261917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.01200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 09/46#AL9107
        3138ERDM9
        
          
        
        525052.56300000
        PA
        USD
        584068.42000000
        0.009463909273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-A
        N/A
        HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-A 0.25% 04/17/2023 144A
        44891TAB2
        
          
        
        6951464.53000000
        PA
        USD
        6954059.51000000
        0.112679586892
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-04-17
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 6% 02/01/2049#FM1095
        3140X4GD2
        
          
        
        1043346.23000000
        PA
        USD
        1232237.70000000
        0.019966472071
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5.00% 2/40 #004637
        36202FEJ1
        
          
        
        15529.87870000
        PA
        USD
        17486.84000000
        0.000283346713
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-02-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPHT FINANCE 17 LTD
        549300TYU0354ZWXG128
        HPHT FINANCE 17 LTD 2.75% 09/11/2022 REGS
        N/A
        
          
        
        1235000.00000000
        PA
        USD
        1256033.12000000
        0.020352039392
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-09-11
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INTERNATIONAL FINANCE III LLC
        N/A
        LYB INTERNATIONAL FINANCE III LLC 1.25% 10/01/2025
        50249AAF0
        
          
        
        705000.00000000
        PA
        USD
        705707.52000000
        0.011434879397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 10/01/2035#735912
        31402RR92
        
          
        
        28707.22160000
        PA
        USD
        33239.61000000
        0.000538595552
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TR 2020-1
        N/A
        VERUS SECURITIZATION TR 2020-1 2.724% 01/25/2060 144A
        92536PAE4
        
          
        
        669609.42900000
        PA
        USD
        675807.47000000
        0.010950396157
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2060-01-25
          Fixed
          0.02724000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.50% 12/39 #AE0392
        31419ANJ2
        
          
        
        27601.01240000
        PA
        USD
        32144.56000000
        0.000520851991
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA AUTO RECEIVABLES TR 2021-P2
        N/A
        CARVANA AUTO RECEIVABLES TR 2021-P2 0.3% 07/10/2024
        14687TAB3
        
          
        
        6833000.00000000
        PA
        USD
        6834880.44000000
        0.110748477681
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-07-10
          Fixed
          0.00300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO RECEIVABLES TR 2020-C
        N/A
        HYUNDAI AUTO RECEIVABLES TR 2020-C 0.26% 09/15/2023
        44891RAB6
        
          
        
        6103402.81000000
        PA
        USD
        6105257.02000000
        0.098926078774
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.00260000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SES SA
        5493008JPA4HYMH1HX51
        SES SA 3.6% 04/04/2023 144A
        78413HAA7
        
          
        
        155000.00000000
        PA
        USD
        161488.61000000
        0.002616668700
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2023-04-04
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL EQUIPMENT FINANCE TRUST 2021-1
        N/A
        DELL EQUIPMENT FINANCE TRUST 2021-1 0.43% 05/22/2026 144A
        24703QAC6
        
          
        
        1601000.00000000
        PA
        USD
        1604335.68000000
        0.025995734060
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-05-22
          Fixed
          0.00430000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG NEW YORK BNCH
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG NEW YORK BNCH 4.25% 10/14/2021
        251526BX6
        
          
        
        7005000.00000000
        PA
        USD
        7036134.00000000
        0.114009474797
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-10-14
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        MICROCHIP TECHNOLOGY INC 0.983% 09/01/2024 144A
        595017AX2
        
          
        
        970000.00000000
        PA
        USD
        969229.99000000
        0.015704846172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          0.00983000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TR 2021-1
        N/A
        CARMAX AUTO OWNER TR 2021-1 A3 0.34% 12/15/2025
        14316NAC3
        
          
        
        2373000.00000000
        PA
        USD
        2371558.17000000
        0.038427366706
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          0.00340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHARTERED PLC 2.744%/VAR 09/10/2022 144A
        853254BQ2
        
          
        
        1495000.00000000
        PA
        USD
        1495742.67000000
        0.024236155286
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-09-10
          Variable
          0.02744000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        OTIS WORLDWIDE CORP FRN 3ML+45 04/05/2023
        68902VAG2
        
          
        
        3299000.00000000
        PA
        USD
        3300164.55000000
        0.053473971230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-05
          Variable
          0.00594750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE CONNECTICUT AVENUE
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE CONN 2017-C04 2ED2 1ML+110 11/25/2029
        30711XMZ4
        
          
        
        1316432.58000000
        PA
        USD
        1286931.98000000
        0.020852706776
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2029-11-25
          Variable
          0.01184380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REESE PK CLO LTD / REESE PK CLO LLC
        N/A
        REESE PK CLO LTD / REESE PK CLO LLC 3ML+132 10/15/2032 144A
        758465AC2
        
          
        
        830000.00000000
        PA
        USD
        830245.68000000
        0.013452824225
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-15
          Variable
          0.01446130
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAIRD FDS INC
        5493001CJOVRFMYFIJ62
        Baird Short-Term Bond Inst
        057071409
        
          
        
        17723515.48400000
        NS
        USD
        174931097.83000000
        2.834483054088
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FWD SECURITIZATION TR 2020-INV1
        N/A
        FWD SECURITIZATION TR 2020-INV1 A1 2.24% 01/25/2050 144A
        302985AA4
        
          
        
        1049641.75830000
        PA
        USD
        1067602.28000000
        0.017298814268
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2050-01-25
          Fixed
          0.02240000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SVCS CORP
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL SVCS CORP FRN 3ML+20 11/12/2021
        14913Q3D9
        
          
        
        5000000.00000000
        PA
        USD
        5000332.60000000
        0.081022517981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-12
          Variable
          0.00322750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 5.00% 12/23 #970859
        31414NB45
        
          
        
        4095.83480000
        PA
        USD
        4252.93000000
        0.000068912035
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LN TR 2007-7
        549300IZGFDRVV7YTH38
        SLMA 2007-7 A4 3ML+33 1/22
        78444EAD1
        
          
        
        522462.09750000
        PA
        USD
        512999.79000000
        0.008312354004
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2022-01-25
          Variable
          0.00455250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBX 2020-EXP1 TR
        N/A
        OBX 2020-EXP1 TR 1ML+95 02/25/2060 144A
        67448TBF1
        
          
        
        469141.60400000
        PA
        USD
        469631.34000000
        0.007609636544
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2060-02-25
          Variable
          0.01034380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINANCIAL GROUP INC
        35380028MYWPB6AUO129
        SUMITOMO MITSUI FINL GRP INC FRN 3ML+1.14 10/19/2021
        86562MAJ9
        
          
        
        6500000.00000000
        PA
        USD
        6509811.82000000
        0.105481252435
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2021-10-19
          Variable
          0.01273880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J P MORGAN CHASE COML MTG SECS TR 2019-BROOK
        N/A
        J P MORGAN CHASE COML MTG SECS TR 2019-BROOK 1ML+90 09/15/2029 144A
        46591JAA4
        
          
        
        1911000.00000000
        PA
        USD
        1913372.51000000
        0.031003189387
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-09-15
          Variable
          0.01096000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP INC
        353800CI5L6DDAN5XZ33
        MIZUHO FINL GROUP INC FRN 3ML+ 02/28/2022
        60687YAJ8
        
          
        
        5000000.00000000
        PA
        USD
        5021993.35000000
        0.081373496335
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-02-28
          Variable
          0.01060750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 2.9% 12/08/2021
        172967LC3
        
          
        
        1495000.00000000
        PA
        USD
        1502466.96000000
        0.024345111819
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-12-08
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        SEMPRA ENERGY 2.875% 10/01/22
        816851AT6
        
          
        
        535000.00000000
        PA
        USD
        545284.42000000
        0.008835475609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-01
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
        635400B4JJBON4TCHF02
        EQUITABLE FINANCIAL LIFE GLOBAL FUNDING FRN VAR 04/06/2023 144A
        29449WAH0
        
          
        
        10000000.00000000
        PA
        USD
        10021764.20000000
        0.162386912043
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Variable
          0.00440002
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 2.976% 07/01/2035#1G0809
        3128NC3S1
        
          
        
        6818.72160000
        PA
        USD
        7189.31000000
        0.000116491450
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Variable
          0.01976000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE FLEET FINANCING 2020-1 LLC
        N/A
        ENTERPRISE FLEET FINANCING 2020-1 LLC 1.78% 12/22/2025 144A
        29373KAB9
        
          
        
        4915877.10000000
        PA
        USD
        4976091.68000000
        0.080629732034
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-12-22
          Fixed
          0.01780000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PSMC TRUST
        N/A
        PSMC TRUST 2.5% 05/25/2051 144A
        69376CAC8
        
          
        
        1273788.18000000
        PA
        USD
        1307020.04000000
        0.021178202164
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2051-05-25
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVNET INC
        XJI53DCPL7QABOWK4Z75
        AVNET INC 4.875% 12/01/22
        053807AR4
        
          
        
        325000.00000000
        PA
        USD
        341044.99000000
        0.005526097170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXETER AUTOMOBILE RECEIVABLES TR 2021-3
        N/A
        EXETER AUTOMOBILE RECEIVABLES TR 2021-3 0.34% 01/16/2024
        30166AAB0
        
          
        
        2161000.00000000
        PA
        USD
        2160976.45000000
        0.035015221443
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-01-16
          Fixed
          0.00340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW VEH OWNER TR 2020-A
        N/A
        BMW VEH OWNER TR 2020-A 0.39% 02/27/2023
        09661RAB7
        
          
        
        1247602.74000000
        PA
        USD
        1248049.88000000
        0.020222683555
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-02-27
          Fixed
          0.00390000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MTRS FINL CO INC
        5493008B6JBRUJ90QL97
        GENERAL MTRS FINL CO INC CP .0032 10/21/2021
        37046TXM1
        
          
        
        5000000.00000000
        PA
        USD
        4996989.50000000
        0.080968348309
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-10-21
          Fixed
          0.00320000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.50% 12/24 #AC8540
        31417VP23
        
          
        
        33287.02000000
        PA
        USD
        34835.04000000
        0.000564446983
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BUILDING SOCIETY
        549300XFX12G42QIKN82
        NATIONWIDE BUILDING SOC(UNGTD) STEP 03/08/2024 144A
        63861VAA5
        
          
        
        500000.00000000
        PA
        USD
        522782.60000000
        0.008470869039
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-03-08
          Variable
          0.03766000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICOLD REALTY TRUST 2020
        N/A
        AMERICOLD REALTY TRUST 2020 1.28854% 11/15/2025 144A
        193051AJ8
        
          
        
        1705488.56000000
        PA
        USD
        1709224.60000000
        0.027695293886
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Variable
          0.01395500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 6.0% 01/01/2022#880999
        31409WX48
        
          
        
        595.80130000
        PA
        USD
        600.70000000
        0.000009733397
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-01-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL COMPANY
        5586006WD91QHB7J4X50
        SAUDI ARABIAN OIL COMPANY 2.75% 04/16/2022
        80414L2A2
        
          
        
        1815000.00000000
        PA
        USD
        1837914.38000000
        0.029780509181
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2022-04-16
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.50% 8/37 #995024
        31416BLD8
        
          
        
        68069.65200000
        PA
        USD
        78621.62000000
        0.001273939581
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 10/01/2048#CA2483
        3140Q9XM0
        
          
        
        802547.60000000
        PA
        USD
        881656.16000000
        0.014285850120
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS CO FRN 3ML+60 11/05/2021
        025816BZ1
        
          
        
        6750000.00000000
        PA
        USD
        6753451.95000000
        0.109429057190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-05
          Variable
          0.00721380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.375% 03/31/2022
        912828ZG8
        
          
        
        30000000.00000000
        PA
        USD
        30053906.40000000
        0.486976240683
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-03-31
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMWARE INC 0.6% 08/15/2023
        928563AG0
        
          
        
        4644000.00000000
        PA
        USD
        4649119.92000000
        0.075331669400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-15
          Fixed
          0.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST NIAGARA FINANCIAL GROUP INC
        W4U8KD36H4XNDYC19F59
        FIRST NIAGARA F 7.25% 12/15/21
        33582VAC2
        
          
        
        515000.00000000
        PA
        USD
        524997.60000000
        0.008506759627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-12-15
          Fixed
          0.07250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MOTOR CREDIT CORP FRN SOFR+30 06/13/2022
        89236THS7
        
          
        
        5450000.00000000
        PA
        USD
        5457011.26000000
        0.088422276738
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-13
          Variable
          0.00350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEEPHAVEN RESIDENTIAL MTG TR 2021-1
        N/A
        DEEPHAVEN RESIDENTIAL MTG TR 2021-1 0.973% 05/25/2065 144A
        24380VAB7
        
          
        
        253616.05000000
        PA
        USD
        253238.85000000
        0.004103336901
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2065-05-25
          Fixed
          0.00973000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP NEW
        N/A
        CHEVRON CORP NEW FRN 3ML+48 03/03/2022
        166764BM1
        
          
        
        4700000.00000000
        PA
        USD
        4710338.07000000
        0.076323613148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-03
          Variable
          0.00608500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL LIFE GLOBAL FDG II
        635400WSLKBQWSOIIT41
        PRINCIPAL LIFE GLOBAL FDG II 0.75% 04/12/2024 144A
        74256LEL9
        
          
        
        930000.00000000
        PA
        USD
        932765.21000000
        0.015113991817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-12
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 5.5% 01/01/2024#995766
        31416CFF8
        
          
        
        8796.21890000
        PA
        USD
        8895.12000000
        0.000144131416
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-01-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 5.0% 05/01/2023#AD0364
        31418MMN9
        
          
        
        1793.65000000
        PA
        USD
        1825.91000000
        0.000029585997
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILL CITY MORTGAGE LOAN TRUST 2016-1
        N/A
        MCMLT 2016-1 A1 2.5% 04/57 144A
        59980TAA4
        
          
        
        23603.58920000
        PA
        USD
        23664.57000000
        0.000383447102
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2057-04-25
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TR 2021-2
        N/A
        DRIVE AUTO RECEIVABLES TR 2021-2 0.36% 05/15/2024
        262104AB8
        
          
        
        4100000.00000000
        PA
        USD
        4099954.49000000
        0.066433308134
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.00360000
          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
        
          
        
        3117000.00000000
        PA
        USD
        3118084.72000000
        0.050523654225
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-15
          Variable
          0.01186130
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE CONNECTICUT AVENUE
        B1V7KEBTPIMZEU4LTD58
        CAS 2017-C05 1ED3 1ML+120 01/30
        30711XQA5
        
          
        
        548913.50000000
        PA
        USD
        540433.94000000
        0.008756881216
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2030-01-25
          Variable
          0.01284380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELLINGTON FINL MTG TR 2019-2
        N/A
        ELLINGTON FINL MTG TR 2019-2 3.046% 11/25/2059 144A
        31573TAC2
        
          
        
        212951.18170000
        PA
        USD
        215343.16000000
        0.003489296902
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-11-25
          Fixed
          0.03046000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 2.776% 04/25/2023
        46647PAE6
        
          
        
        5200000.00000000
        PA
        USD
        5282590.92000000
        0.085596069710
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-25
          Variable
          0.02776000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE FUNDING II LLC
        5493000HT7H4OFOD6Z12
        CHESAPEAKE FUNDING II LLC 1ML+23 04/15/2033 144A
        165183CT9
        
          
        
        3433523.61000000
        PA
        USD
        3437625.64000000
        0.055701311795
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2033-04-15
          Variable
          0.00325500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        ENEL FINANCE INTL NV 1.375% 07/12/2026 144A
        29278GAM0
        
          
        
        1105000.00000000
        PA
        USD
        1108078.09000000
        0.017954661050
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-07-12
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAIRD FDS INC
        5493001CJOVRFMYFIJ62
        Baird Ultra Short Bond Institutional
        057071722
        
          
        
        38731355.12100000
        NS
        USD
        390024746.07000000
        6.319737011454
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TR 2021-R2
        N/A
        VERUS SECURITIZATION TRUST 0.918% 02/25/2064 144A
        92538DAA7
        
          
        
        671504.19000000
        PA
        USD
        671643.66000000
        0.010882928171
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2064-02-25
          Fixed
          0.00918000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MTRS FINL CO INC
        5493008B6JBRUJ90QL97
        GENERAL MTRS FINL CO INC SOFR VAR 03/08/2024
        37045XDF0
        
          
        
        4061000.00000000
        PA
        USD
        4096346.50000000
        0.066374846336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Variable
          0.00804093
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        DANSKE BANK AS (UNGTD) 1.226% 06/22/2024 144A
        23636AAW1
        
          
        
        1610000.00000000
        PA
        USD
        1626575.16000000
        0.026356089822
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2024-06-22
          Fixed
          0.01226000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 6/36 #190370
        31368HMT7
        
          
        
        2686.52970000
        PA
        USD
        3172.52000000
        0.000051405692
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLM STRCTRD ACR DBT NTS
        S6XOOCT0IEG5ABCC6L87
        STACR 17-DNA2 M1 1ML+120 10/29
        3137G0NW5
        
          
        
        185613.64380000
        PA
        USD
        185613.59000000
        0.003007576022
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Variable
          0.01284380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE SECURITIZATION TRUST 2017-1
        N/A
        METLIFE SECURITIZATION TR 2017-1 3% 04/25/2055 144A
        59166BAA9
        
          
        
        245632.20000000
        PA
        USD
        252517.49000000
        0.004091648398
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2055-04-25
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
        TAFO772JB70PDRN5VS48
        SIEMENS FINANCIERINGSMAATSCHAPPIJ NV FRN SOFR+43 03/11/2024 144A
        82620KBB8
        
          
        
        10290000.00000000
        PA
        USD
        10364566.38000000
        0.167941481712
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-03-11
          Variable
          0.00480000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSREP COML MTG TR 2021-DC
        N/A
        BSREP COML MTG TR 2021-DC 1ML+190 08/15/2038 144A
        05591UAG2
        
          
        
        340000.00000000
        PA
        USD
        340204.17000000
        0.005512473006
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-08-15
          Variable
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO BANK NATIONAL ASSOCIATION
        KB1H1DSPRFMYMCUFXT09
        WELLS FARGO BK NA SF CA MTN BE 3ML+65 09/09/2022
        94988J6A0
        
          
        
        1105000.00000000
        PA
        USD
        1105407.69000000
        0.017911391422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-09
          Variable
          0.02082000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STACR TR 2018-HQA2
        N/A
        FREDDIE MAC STACR TR 2018-HQA2 M1 1ML+75 10/25/2048
        35563XAA0
        
          
        
        64206.68000000
        PA
        USD
        64206.67000000
        0.001040368009
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2048-10-25
          Variable
          0.00834380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        SOCIETE GENERALE FRANCE 2.625% 10/16/2024 144A
        83368RAU6
        
          
        
        365000.00000000
        PA
        USD
        380777.49000000
        0.006169899784
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-10-16
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE AMERICA LLC
        549300EGNLVUJX1DEC60
        ENEL FINANCE AMERICA LLC YCP .0037 07/11/2022
        29279HGB5
        
          
        
        7000000.00000000
        PA
        USD
        6983087.30000000
        0.113149936532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-11
          Fixed
          0.00370000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIMCO ETF TR
        3JA8FFHDP0WD6S8AJT23
        PIMCO ETF Trust: PIMCO Enhanced Low Duration Active Exchange-Traded Fund
        72201R718
        
          
        
        747550.00000000
        NS
        USD
        76078163.50000000
        1.232726873048
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P
        N/A
        CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P CSTR 05/10/2035 144A
        17320QAJ8
        
          
        
        560000.00000000
        PA
        USD
        573331.58000000
        0.009289935683
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-10
          Variable
          0.03634830
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 5.50% 10/38 #G05979
        3128M76Q4
        
          
        
        2439.86490000
        PA
        USD
        2845.34000000
        0.000046104255
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-10-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV
        N/A
        CHICAGO ILL TR 1.708% 12/1/2022
        16772PCH7
        
          
        
        40000.00000000
        PA
        USD
        40633.49000000
        0.000658401737
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-12-01
          Fixed
          0.01708000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TR 2019-INV3
        N/A
        VERUS SECURITIZATION TR 2019-INV3 3.1% 11/25/2059 144A
        92537MAE0
        
          
        
        706301.40000000
        PA
        USD
        716106.42000000
        0.011603377201
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-11-25
          Fixed
          0.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO RECEIVABLES TR 2020-A
        N/A
        HYUNDAI AUTO RECEIVABLES TR 2020-A 1.41% 11/15/2024
        44891LAC7
        
          
        
        735000.00000000
        PA
        USD
        743889.31000000
        0.012053555196
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.01410000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 12/34 #735115
        31402QVG3
        
          
        
        2663.32000000
        PA
        USD
        3115.43000000
        0.000050480638
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
        TAFO772JB70PDRN5VS48
        SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.65% 03/11/2024 144A
        82620KAX1
        
          
        
        690000.00000000
        PA
        USD
        693966.82000000
        0.011244639837
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-03-11
          Fixed
          0.00650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.5% 10/01/2024#AD0355
        31418MMD1
        
          
        
        13399.03840000
        PA
        USD
        13991.46000000
        0.000226709583
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE AG NY BRNCH
        ANGGYXNX0JLX3X63JN86
        CREDIT SUISSE AG NY BRNCH FRN SOFR+38 08/09/2023
        22550UAD3
        
          
        
        5000000.00000000
        PA
        USD
        5010550.00000000
        0.081188074863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-09
          Variable
          0.00430001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIERRA TIMESHARE 2019-2 RECEIVABLES FDG LLC
        N/A
        SIERRA TIMESHARE 2019-2 RECEIVABLES FDG LLC 2.59% 05/20/2036 144A
        82652MAA8
        
          
        
        1096626.71590000
        PA
        USD
        1125501.34000000
        0.018236977388
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2036-05-20
          Fixed
          0.02590000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        N/A
        US 10YR NOTE FUT (CBT)DEC21 TYZ1
        N/A
        
          
        
        -10.00000000
        NC
        USD
        -482.95000000
        -0.00000782544
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Short
            
              
                UST NOTES
                UST NOTES 0% 06/30/2040
                
                  
                
              
            
            2021-12-21
            -1334048.30000000
            USD
            -482.95000000
          
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 2.25% 01/15/2023
        00914AAD4
        
          
        
        810000.00000000
        PA
        USD
        829500.30000000
        0.013440746516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 2.15% 11/19/2021
        00287YBH1
        
          
        
        11244000.00000000
        PA
        USD
        11290383.52000000
        0.182942890993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-19
          Fixed
          0.02150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 5.50% 11/23 #995428
        31416BYZ5
        
          
        
        5.07740000
        PA
        USD
        5.20000000
        0.000000084257
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.00% 6/40 #AD6438
        31418UEL4
        
          
        
        115306.50000000
        PA
        USD
        130967.97000000
        0.002122129776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J P MORGAN CHASE COML MTG SECS TR 2020-609M
        N/A
        J P MORGAN CHASE COML MTG SECS TR 2020-609M 1ML+177 10/15/2033 144A
        46652RAG9
        
          
        
        995000.00000000
        PA
        USD
        997500.73000000
        0.016162929008
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-15
          Variable
          0.01866000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATIONAL INFORMATION SERVICES INC
        6WQI0GK1PRFVBA061U48
        FIDELITY NATL INFORMN SVCS INC 0.6% 03/01/2024
        31620MBQ8
        
          
        
        555000.00000000
        PA
        USD
        555140.99000000
        0.008995185809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-01
          Fixed
          0.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1
        N/A
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1 1.8% 12/18/2025
        03067DAG0
        
          
        
        690000.00000000
        PA
        USD
        705615.25000000
        0.011433384307
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-12-18
          Fixed
          0.01800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE COML MTG SEC CORP
        N/A
        JP MORGAN CHASE CML MTG SEC CO VAR 05/15/2035 144A
        12433UAA3
        
          
        
        2440000.00000000
        PA
        USD
        2439305.58000000
        0.039525106833
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-15
          Variable
          0.00896000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC WHOLE LOAN SEC TR
        N/A
        FREDDIE MAC WHOLE LOAN SEC TR 17-SC02 M1 CSTR 05/25/2047 144A
        3137G1BY2
        
          
        
        69293.92030000
        PA
        USD
        69141.18000000
        0.001120323976
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2047-05-25
          Variable
          0.03844118
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MTG SECS CORP TR 2021-ROSS
        N/A
        GS MTG SECS CORP TR 2021-ROSS 1ML+160 05/15/2026 144A
        36264YAE0
        
          
        
        685000.00000000
        PA
        USD
        685304.07000000
        0.011104273610
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-05-15
          Variable
          0.01696000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        N/A
        US 2YR NOTE FUT (CBT)DEC21 TUZ1
        N/A
        
          
        
        509.00000000
        NC
        USD
        66878.79000000
        0.001083665507
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Long
            
              
                UST NOTES
                UST NOTES 0% 06/30/2040
                
                  
                
              
            
            2021-12-31
            112080136.84000000
            USD
            66878.79000000
          
        
        
          N
          N
          N
        
      
      
        PSMC 2021-1 TR
        N/A
        PSMC 2021-1 TR VAR 03/25/2051 144A
        693650AL7
        
          
        
        1699448.82000000
        PA
        USD
        1738843.06000000
        0.028175214404
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2051-03-25
          Variable
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE AG NY BRNCH
        ANGGYXNX0JLX3X63JN86
        CREDIT SUISSE AG NY BRNCH 1% 05/05/2023
        22550L2D2
        
          
        
        6590000.00000000
        PA
        USD
        6657541.63000000
        0.107874981442
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-05
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEQUOIA MTG TR 2018-CH4
        N/A
        SEQUOIA MTG TR 2018-CH4 A2 4% 10/25/2048 144A
        81747LAB7
        
          
        
        96398.48590000
        PA
        USD
        97742.43000000
        0.001583762206
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2048-10-25
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        HYUNDAI CAP AMER 2.85% 11/01/2022 144A
        44891ABC0
        
          
        
        511000.00000000
        PA
        USD
        524309.67000000
        0.008495612804
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO DOMINION BANK
        PT3QB789TSUIDF371261
        TORONTO DOMINION BANK FRN 0.23%/VAR 06/02/2023
        89114TZC9
        
          
        
        10000000.00000000
        PA
        USD
        10008900.00000000
        0.162178467933
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-06-02
          Variable
          0.00262890
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON GRAND VACATIONS TR 2017-A
        N/A
        HGVT 17-AA A 2.66% 12/28
        43283AAA3
        
          
        
        160786.34300000
        PA
        USD
        164431.96000000
        0.002664361053
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2028-12-26
          Fixed
          0.02660000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 6.0% 01/01/2022#907670
        31411GMT6
        
          
        
        228.30190000
        PA
        USD
        230.18000000
        0.000003729704
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-01-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 5.00% 6/24 #995957
        31416CME3
        
          
        
        35110.63500000
        PA
        USD
        36263.97000000
        0.000587600545
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-06-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUIFAX INC
        5493004MCF8JDC86VS77
        EQUIFAX INC 3.95% 06/15/2023
        294429AN5
        
          
        
        1090000.00000000
        PA
        USD
        1152397.27000000
        0.018672783592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 12/34 #003651
        36202EBU2
        
          
        
        16872.66660000
        PA
        USD
        18778.76000000
        0.000304280243
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-12-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 09/01/2028#AU6682
        3138X6M85
        
          
        
        596001.97000000
        PA
        USD
        629291.90000000
        0.010196684573
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LN TR
        GX18J72G8XB30P3MQA62
        SLM STUDENT LN TR 2003-11 A6 3ML+55 12/25
        78442GJS6
        
          
        
        870050.04900000
        PA
        USD
        869969.05000000
        0.014096478901
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-12-15
          Variable
          0.00668880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 1/36 #003805
        36202EGN3
        
          
        
        8097.57500000
        PA
        USD
        9045.56000000
        0.000146569059
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-01-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGEL OAK MORTGAGE TRUST 2021-1
        N/A
        ANGEL OAK MORTGAGE TRUST 2021-1 0.909% 01/25/2066 144A
        03465CAA3
        
          
        
        1208742.76000000
        PA
        USD
        1210864.95000000
        0.019620160303
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-01-25
          Fixed
          0.00909000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT PRIVATE ED LN TR 2020-I
        N/A
        NAVIENT PRIVATE ED LN TR 2020-I 1.33% 04/15/2069 144A
        63942AAA4
        
          
        
        640070.86000000
        PA
        USD
        639869.11000000
        0.010368071610
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2069-04-15
          Fixed
          0.01330000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD PT MTG TR 2017-3
        N/A
        TOWD PT MTG TR 2017-3 VAR 07/25/2057 144A
        89169DAA9
        
          
        
        430965.96000000
        PA
        USD
        437795.56000000
        0.007093787847
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2057-07-25
          Variable
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BA CR CARD TR
        N/A
        BA CR CARD TR 0.34% 05/15/2026
        05522RDC9
        
          
        
        4768000.00000000
        PA
        USD
        4760108.01000000
        0.077130056675
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          0.00340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTINET INC
        549300O0QJWDBAS0QX03
        FORTINET INC 1% 03/15/2026
        34959EAA7
        
          
        
        675000.00000000
        PA
        USD
        670796.68000000
        0.010869204194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HASBRO INC
        549300NUB6D2R1ITYR45
        HASBRO INC 3% 11/19/2024
        418056AX5
        
          
        
        1485000.00000000
        PA
        USD
        1577312.44000000
        0.025557864997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-19
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OREILLY AUTOMOTIVE INC
        549300K2RLMQL149Q332
        O'REILLY AUTOMOTIVE INC NEW 3.8% 09/01/2022
        67103HAC1
        
          
        
        385000.00000000
        PA
        USD
        394835.27000000
        0.006397683978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-01
          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
        
          
        
        1660000.00000000
        PA
        USD
        1661562.39000000
        0.026923002806
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Variable
          0.00796000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J P MORGAN CHASE COML MTG SECS TR 2019-BROOK
        N/A
        J P MORGAN CHASE COML MTG SECS TR 2019-BROOK B 1ML+135 09/15/2029 144A
        46591JAG1
        
          
        
        1830000.00000000
        PA
        USD
        1828984.72000000
        0.029635818098
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-09-15
          Variable
          0.01446000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PARK FUNDING XXIII LTD
        N/A
        MADISON PARK FUNDING XXIII LTD 3ML+97 07/27/2031 144A
        55820TAJ7
        
          
        
        4376000.00000000
        PA
        USD
        4377255.91000000
        0.070926541102
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-27
          Variable
          0.01098880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE BK USA NATL ASSN GLEN ALLEN VA
        LKE37K2B8CFZUR7F9816
        CAPITAL ONE BK (USA) NA 2.014%/VAR 01/27/2023
        14042TCS4
        
          
        
        7000000.00000000
        PA
        USD
        7046707.22000000
        0.114180797182
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-27
          Variable
          0.02014000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD PT MTG TR 2019-1
        N/A
        TOWD PT MTG TR 2019-1 3.75% 03/25/2058 144A
        89177BAA3
        
          
        
        737347.70000000
        PA
        USD
        778560.50000000
        0.012615347249
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          0.03715833
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 4% 04/20/2050#BT2983
        3617MRJ47
        
          
        
        42531.09000000
        PA
        USD
        46360.97000000
        0.000751206534
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANCIAL 2.85% 07/25/2022
        87165BAQ6
        
          
        
        3758000.00000000
        PA
        USD
        3836367.19000000
        0.062162290891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-25
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW OWNER TR 2017-1
        N/A
        MVW OWNER TR 2017-1A A 2.42% 12/20/2034 144A
        553896AA9
        
          
        
        378883.07930000
        PA
        USD
        386674.81000000
        0.006265456571
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2034-12-20
          Fixed
          0.02420000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV
        N/A
        CHICAGO ILL TR 2.064% 12/1/2024
        16772PCK0
        
          
        
        105000.00000000
        PA
        USD
        108854.13000000
        0.001763809812
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-12-01
          Fixed
          0.02064000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL FLAVORS and FRAGRANCES INC
        BZLRL03D3GPGMOGFO832
        INTERNATIONAL FLAVORS and FRAGRANCES INC 0.697% 09/15/2022 144A
        459506AM3
        
          
        
        582000.00000000
        PA
        USD
        583562.20000000
        0.009455706774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          0.00697000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PARTNERSHIP LP
        549300CJHBL7JBUA6503
        BRIXMOR OPERATING PARTNERSHIP LP 3.25% 09/15/2023
        11120VAD5
        
          
        
        1410000.00000000
        PA
        USD
        1477869.63000000
        0.023946550809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TRUST 2021-B
        N/A
        SANTANDER RETAIL AUTO LEASE TRUST 2021-B 0.31% 01/22/2024 144A
        80286DAB4
        
          
        
        3593000.00000000
        PA
        USD
        3593689.14000000
        0.058230075128
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-01-22
          Fixed
          0.00310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        GENERAL MOTORS CO 5.4% 10/02/2023
        37045VAW0
        
          
        
        1130000.00000000
        PA
        USD
        1235171.37000000
        0.020014007575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          0.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALTON FDG MTG TR 2020-H1
        N/A
        GALTON FDG MTG TR 2020-H1 3.092% 01/25/2060 144A
        36418HAD4
        
          
        
        625000.00000000
        PA
        USD
        631031.44000000
        0.010224871080
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2060-01-25
          Fixed
          0.02832000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE CORPUS CHRISTI HOLDINGS LLC
        549300I7CIEWU1BBLQ53
        CHENIERE CORPUS CHRISTI HLD 7% 06/30/2024
        16412XAD7
        
          
        
        1625000.00000000
        PA
        USD
        1842860.39000000
        0.029860651486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-30
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 2.905/VAR 07/24/2023
        38141GWM2
        
          
        
        10000000.00000000
        PA
        USD
        10220100.00000000
        0.165600631451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-24
          Variable
          0.02905000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN AUTO LEASE TR 2019-A
        N/A
        VOLKSWAGEN AUTO LEASE TR 2019-A 1.99% 11/21/2022
        92867XAD8
        
          
        
        2180434.08000000
        PA
        USD
        2190612.78000000
        0.035495431515
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2022-11-21
          Fixed
          0.01990000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 1.167% 02/04/2023
        097023DD4
        
          
        
        2790000.00000000
        PA
        USD
        2792021.36000000
        0.045240310783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-04
          Fixed
          0.01167000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL BANK OF CANADA
        BSGEFEIOM18Y80CKCV46
        NATIONAL BANK OF CANADA 0.9%/VAR 08/15/2023
        63307A2L8
        
          
        
        7000000.00000000
        PA
        USD
        7034641.04000000
        0.113985283730
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-08-15
          Variable
          0.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4
        N/A
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4 0.26% 11/16/2023
        36260KAB0
        
          
        
        5450319.60000000
        PA
        USD
        5452233.21000000
        0.088344855959
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-11-16
          Fixed
          0.00260000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC
        N/A
        MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC 3ML+100 01/22/2031 144A
        55817AAN4
        
          
        
        3229000.00000000
        PA
        USD
        3229038.75000000
        0.052321489611
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-22
          Variable
          0.01138250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAP HLDGS INC
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY CAP HLDGS INC FRN 3ML+27 02/22/2023
        65339KBT6
        
          
        
        10000000.00000000
        PA
        USD
        10000958.10000000
        0.162049781946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-22
          Variable
          0.00400750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TRUST 2021-2
        N/A
        VERUS SECURITIZATION TRUST 2021-2 A1 1.031% 02/25/2066 144A
        92538FAA2
        
          
        
        573379.49000000
        PA
        USD
        576087.85000000
        0.009334596699
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-02-25
          Fixed
          0.01031000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300DK79J32SE1QE52
        CENOVUS ENERGY INC 3% 8/15/22
        15135UAG4
        
          
        
        1725000.00000000
        PA
        USD
        1756717.80000000
        0.028464846426
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-08-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FINANCE PLC
        2138008L3B3MCG1DFS50
        IMPERIAL TOBACCO FINANCE 3.75% 07/21/2022 144A
        453140AE5
        
          
        
        3390000.00000000
        PA
        USD
        3462053.30000000
        0.056097123569
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-07-21
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 05/01/2040#AL0474
        3138EGQ49
        
          
        
        668451.29760000
        PA
        USD
        778996.90000000
        0.012622418424
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP DEL
        N1GZ7BBF3NP8GI976H15
        US BANCORP MTN 3% 3/15/22
        91159HHC7
        
          
        
        1530000.00000000
        PA
        USD
        1549651.78000000
        0.025109667547
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLM STRCTRD ACR DBT NTS
        S6XOOCT0IEG5ABCC6L87
        STACR 15-DNA3 M3 1ML+470 04/28
        3137G0GW3
        
          
        
        1061268.44000000
        PA
        USD
        1095613.00000000
        0.017752683890
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Variable
          0.04784380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        HYUNDAI CAP AMER 0.875% 06/14/2024 144A
        44891ABV8
        
          
        
        535000.00000000
        PA
        USD
        533043.51000000
        0.008637130932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-14
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC SOFR+40 02/17/2023
        29250NBD6
        
          
        
        1892000.00000000
        PA
        USD
        1896181.32000000
        0.030724633216
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-02-17
          Variable
          0.00450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 5.50% 2/23 #889327
        31410KA46
        
          
        
        1628.00260000
        PA
        USD
        1652.34000000
        0.000026773568
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-02-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON GRAND VACATIONS TR 2017-A
        N/A
        HILTON GRAND VACATIONS TR 2017-A 2.96% 12/26/2028 144A
        43283AAB1
        
          
        
        204742.31670000
        PA
        USD
        208749.76000000
        0.003382461235
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2028-12-26
          Fixed
          0.02960000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 07/31/2023
        91282CCN9
        
          
        
        7205000.00000000
        PA
        USD
        7196556.60000000
        0.116608870484
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-07-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS CO 2.75% 05/20/2022
        025816CD9
        
          
        
        5000000.00000000
        PA
        USD
        5079614.40000000
        0.082307154740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-20
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 09/01/2048#MA3468
        31418C2A1
        
          
        
        90252.98000000
        PA
        USD
        97506.49000000
        0.001579939170
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          0.04500000
          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
        
          
        
        815000.00000000
        PA
        USD
        819083.56000000
        0.013271959642
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Variable
          0.01796000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG LLC
        N/A
        NXP BV/NXP FDG LLC 4.625% 06/01/2023 144A
        62947QAV0
        
          
        
        1175000.00000000
        PA
        USD
        1254138.19000000
        0.020321335034
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-06-01
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI SELECT AUTO TR 2020-A
        N/A
        WORLD OMNI SELECT AUTO TR 2020-A 0.84% 06/15/2026
        98163DAE8
        
          
        
        510000.00000000
        PA
        USD
        511377.05000000
        0.008286060057
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.00840000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARLEY DAVIDSON FINANCIAL SERVICES INC
        RLUFFFFW4GRYU77BTS24
        HARLEY DAVIDSON FINL SVCS INC 2.55% 06/09/2022 144A
        41283LAQ8
        
          
        
        375000.00000000
        PA
        USD
        379958.63000000
        0.006156631447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-09
          Fixed
          0.02550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        ASTRAZENECA FINANCE LLC 1.2% 05/28/2026
        04636NAA1
        
          
        
        1390000.00000000
        PA
        USD
        1397349.03000000
        0.022641841246
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-28
          Fixed
          0.01200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS BANK NA
        DRMSV1Q0EKMEXLAU1P80
        CITIZENS BK MTN BE 3.25% 02/14/2022
        17401QAS0
        
          
        
        1015000.00000000
        PA
        USD
        1026362.93000000
        0.016630595523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-14
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARBUCKS CORP
        OQSJ1DU9TAOC51A47K68
        STARBUCKS CORP 2.7% 06/15/2022
        855244AG4
        
          
        
        435000.00000000
        PA
        USD
        441631.78000000
        0.007155947753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PK FDG XVIII LTD / MADISON PK FDG XVIII LLC
        N/A
        MADISON PK FDG XVIII LTD / MADISON PK FDG XVIII LLC 3ML+119 10/21/2030 144A
        55819BAL4
        
          
        
        1165000.00000000
        PA
        USD
        1165904.04000000
        0.018891639537
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-21
          Variable
          0.01324250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP NEW
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP NEW FRN SOFR+25 06/10/2023
        26441CBK0
        
          
        
        3003000.00000000
        PA
        USD
        3006132.04000000
        0.048709637288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-10
          Variable
          0.00299000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TR 2017-1
        N/A
        AMERICREDIT AUTOMOBILE RECEIVABLES TR 2017-1 3.13% 01/18/2023
        03065FAG7
        
          
        
        1141391.77000000
        PA
        USD
        1148865.26000000
        0.018615552930
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-01-18
          Fixed
          0.03130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD
        N/A
        NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD 3ML+99 01/20/2032 144A
        64132DAJ7
        
          
        
        1570000.00000000
        PA
        USD
        1570766.16000000
        0.025451792835
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-20
          Variable
          0.01123880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER OPERATING MLP 2.9% 05/15/2025
        29278NAP8
        
          
        
        255000.00000000
        PA
        USD
        267663.83000000
        0.004337070993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO DOMINION BANK
        PT3QB789TSUIDF371261
        TORONTO DOMINION BANK FRN 3ML+ 12/01/2022
        89114QCE6
        
          
        
        5000000.00000000
        PA
        USD
        5032200.05000000
        0.081538879841
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-12-01
          Variable
          0.00664630
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LN TR
        GX18J72G8XB30P3MQA62
        SLM STUDENT LN TR 3ML+47 12/27
        78442GJG2
        
          
        
        1184339.19620000
        PA
        USD
        1184472.67000000
        0.019192514954
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2027-12-15
          Variable
          0.00588880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST
        N/A
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 0.35% 07/17/2023
        362590AB7
        
          
        
        1763727.06000000
        PA
        USD
        1764507.16000000
        0.028591060742
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-07-17
          Fixed
          0.00350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP MTG LN TR 2020-EXP2
        N/A
        CITIGROUP MORTGAGE LOAN TRUST INC 2.5% 08/25/2050 144A
        17328PAQ6
        
          
        
        350875.23000000
        PA
        USD
        356719.69000000
        0.005780081008
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2050-08-25
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIERRA TIMESHARE 2017-1 RECEIVABLES FDG LLC
        N/A
        SRFC 2017-1A A 2.91% 03/34 144A
        82652KAA2
        
          
        
        254497.07170000
        PA
        USD
        256529.56000000
        0.004156657676
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2034-03-20
          Fixed
          0.02910000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MTG-BACKED SECS TR 2021-PJ5
        N/A
        GS MTG-BACKED SECS TR 2021-PJ5 2.5%/VAR 10/25/2051 144A
        36261HAJ9
        
          
        
        1488227.92000000
        PA
        USD
        1524329.06000000
        0.024699352733
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOZONE INC
        GA3JGKJ41LJKXDN23E90
        AUTOZONE INC 3.625% 04/15/2025
        053332AY8
        
          
        
        485000.00000000
        PA
        USD
        528081.65000000
        0.008556731802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 01/20/2048#MA4965
        36179TQS7
        
          
        
        102746.43000000
        PA
        USD
        112179.88000000
        0.001817698355
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-01-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2% 01/01/2036#SB8509
        3132D6N22
        
          
        
        973245.54000000
        PA
        USD
        1009398.89000000
        0.016355719960
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP CLO 2014-7 LTD
        254900NUK1R46EK6YF62
        OCP CLO 2014-7 LTD/CORP 3ML+112 07/20/2029 144A
        67107KAZ9
        
          
        
        2530000.00000000
        PA
        USD
        2531221.99000000
        0.041014467557
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-20
          Variable
          0.01254250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEQUOIA MTG TR 2018-CH2
        N/A
        SEQUOIA MTG TR 2018-CH2 A3 4% 06/25/2048 144A
        81747EAC1
        
          
        
        288023.23000000
        PA
        USD
        293183.45000000
        0.004750576261
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2048-06-25
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS GROUP FDG SWITZ AG 3.491% 05/23/2023 144A
        90352JAA1
        
          
        
        5000000.00000000
        PA
        USD
        5111672.40000000
        0.082826604163
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-05-23
          Fixed
          0.03491000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELLINGTON FINL MTG TR 2021-1
        N/A
        ELLINGTON FINL MTG TR 2021-1 1.106% 02/25/2066 144A
        31574XAC2
        
          
        
        209636.37000000
        PA
        USD
        209748.92000000
        0.003398651050
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-02-25
          Fixed
          0.01106000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TR 2020-5
        N/A
        VERUS SECURITIZATION TR 2020-5 1.733% 05/25/2065 144A
        92538CAC5
        
          
        
        301074.51000000
        PA
        USD
        301608.65000000
        0.004887093364
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2065-05-25
          Fixed
          0.01733000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        EDISON INTERNATIONAL 3.125% 11/15/2022
        281020AP2
        
          
        
        650000.00000000
        PA
        USD
        668311.23000000
        0.010828931389
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION LLC
        549300KJYBG7C6WJYZ11
        SABINE PASS VAR 4/23
        785592AD8
        
          
        
        1345000.00000000
        PA
        USD
        1434695.24000000
        0.023246977787
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Variable
          0.05625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPHT FINANCE 19 LTD
        254900U58MWSWY66P584
        HPHT FINANCE 19 LTD 2.875% 11/05/2024 REGS
        N/A
        
          
        
        400000.00000000
        PA
        USD
        420200.00000000
        0.006808679497
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-11-05
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STACR TRUST 2018-DNA2
        N/A
        STACR TRUST 2018-DNA2 1ML+80 12/25/2030 144A
        35563TAA9
        
          
        
        232178.90000000
        PA
        USD
        232224.41000000
        0.003762830983
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2030-12-25
          Variable
          0.00884380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMCAR 2020-1
        N/A
        GMCAR 2020-2 A3 1.49% 12/16/2024
        36258VAD6
        
          
        
        335000.00000000
        PA
        USD
        338378.64000000
        0.005482893166
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          0.01490000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 05/01/2048#MA5194
        36179TXX8
        
          
        
        38660.70000000
        PA
        USD
        41929.35000000
        0.000679399109
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-05-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SVCS CORP
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL SVCS CORP 0.25% 03/01/2023
        14913R2J5
        
          
        
        10000000.00000000
        PA
        USD
        9995730.50000000
        0.161965076918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TR 2019-4
        N/A
        VERUS SECURITIZATION TR 2019-4 3% 11/25/2059 144A
        92537KAC8
        
          
        
        352038.96000000
        PA
        USD
        356299.83000000
        0.005773277838
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-11-25
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCES CO
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL RESOURCES CO 0.55% 05/15/2023
        723787AU1
        
          
        
        3792000.00000000
        PA
        USD
        3788601.50000000
        0.061388323080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.00550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FIN NORTH AMER LLC
        549300423Z16BB673J12
        DAIMLER FIN NORTH AMER LLC 1.75% 03/10/2023 144A
        233851DY7
        
          
        
        1800000.00000000
        PA
        USD
        1834434.00000000
        0.029724115102
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-10
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE ED LN TR 2014-A
        549300XC4C7GRVLU6076
        SMB PRIVATE ED LN TR 2014-A 1ML+ 04/15/2032 144A
        784456AD7
        
          
        
        1382422.35000000
        PA
        USD
        1394462.14000000
        0.022595063738
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2032-04-15
          Variable
          0.01595500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTERNATIONAL GROUP INC
        ODVCVCQG2BP6VHV36M30
        AIG INTL GRP 4.875% 6/01/22
        026874CU9
        
          
        
        10815000.00000000
        PA
        USD
        11180943.15000000
        0.181169582084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO FRN SOFR+58 03/16/2024
        46647PCA2
        
          
        
        5000000.00000000
        PA
        USD
        5029208.60000000
        0.081490408103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-16
          Variable
          0.00628464
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EASTERN CREATION II INVESTMENT HOLDINGS LTD
        549300POZZMBXFYP2H73
        EASTERN CREATION II INV HLDG LTD 1% 09/10/2023 REGS
        N/A
        
          
        
        1670000.00000000
        PA
        USD
        1669485.81000000
        0.027051389353
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-09-10
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 08/01/2037#AD0762
        31418MZ47
        
          
        
        73910.74030000
        PA
        USD
        85312.25000000
        0.001382350707
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST
        N/A
        AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST 3.7% 04/15/2027
        02377DAA0
        
          
        
        543411.52160000
        PA
        USD
        524995.09000000
        0.008506718957
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        ROYAL BANK OF CANADA FRN SOFR+45 10/26/2023
        78015K7K4
        
          
        
        15000000.00000000
        PA
        USD
        15075339.15000000
        0.244272138489
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-10-26
          Variable
          0.00500001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAP I TR 2018-BOP
        N/A
        MORGAN STANLEY CAP I TR 2018-BOP A 1ML+85 06/15/2035 144A
        61768FAA8
        
          
        
        5578278.83000000
        PA
        USD
        5578277.71000000
        0.090387208656
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-15
          Variable
          0.00946000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TR
        N/A
        SBA TOWER TR 1.631% 05/15/2051 144A
        78403DAT7
        
          
        
        495000.00000000
        PA
        USD
        499402.38000000
        0.008092029380
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2051-05-15
          Fixed
          0.01631000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS SQUIBB CO 3.25% 02/20/2023
        110122CZ9
        
          
        
        178000.00000000
        PA
        USD
        185327.33000000
        0.003002937630
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-20
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DLL SECURITIZATION TRUST 2019
        N/A
        DLL SECURITIZATION TRUST 2019 2.08% 02/21/2023 144A
        23291RAC4
        
          
        
        1091192.27000000
        PA
        USD
        1097654.20000000
        0.017785758322
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-02-21
          Fixed
          0.02080000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEYBANK NATL ASSN
        HUX2X73FUCYHUVH1BK78
        KEYBANK NATL ASSN FRN SOFR+34 01/03/2024
        49327M3B8
        
          
        
        6000000.00000000
        PA
        USD
        6010707.48000000
        0.097394052323
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-03
          Variable
          0.00390000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.5% 09/15/2023
        00774MAP0
        
          
        
        1095000.00000000
        PA
        USD
        1168300.57000000
        0.018930471533
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-09-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7 ELEVEN INC
        549300K23JPL0SS3LB18
        7 ELEVEN INC 0.625% 02/10/2023 144A
        817826AA8
        
          
        
        1072000.00000000
        PA
        USD
        1070861.10000000
        0.017351618316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-10
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 0.85% 11/20/2025
        92343VFS8
        
          
        
        710000.00000000
        PA
        USD
        704753.81000000
        0.011419426028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-20
          Fixed
          0.00850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STACR REMIC TRUST 2021-DNA1
        N/A
        FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+80 08/25/2033
        35564KCU1
        
          
        
        850000.00000000
        PA
        USD
        850740.78000000
        0.013784915056
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2033-08-25
          Variable
          0.00850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METROPOLITAN WEST FDS
        549300APUP7QV16M4J34
        Metropolitan West Low Duration Bd M
        592905202
        
          
        
        23693162.99300000
        NS
        USD
        210869150.64000000
        3.416802624196
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FREDDIE MAC STACR REMIC TRUST 2021-DNA1
        N/A
        FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+210 10/25/2033 144A
        35564KEL9
        
          
        
        690000.00000000
        PA
        USD
        704214.21000000
        0.011410682659
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2033-10-25
          Variable
          0.02150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STACR REMIC TRUST 2021-DNA1
        N/A
        FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+70 08/25/2033 144A
        35564KBK4
        
          
        
        1155002.51000000
        PA
        USD
        1154453.19000000
        0.018706096539
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2033-08-25
          Variable
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTH CARE SVCS CORP
        549300TMJ1FKCKECR148
        HEALTH CARE SVCS CORP 1.5% 06/01/2025 144A
        42218SAD0
        
          
        
        1375000.00000000
        PA
        USD
        1402502.20000000
        0.022725340254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.01500000
          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
        
          
        
        7072000.00000000
        PA
        USD
        7305377.98000000
        0.118372149634
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-16
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        LLOYDS TSB BANK 4.5% 11/04/2024
        53944YAA1
        
          
        
        480000.00000000
        PA
        USD
        530094.29000000
        0.008589343465
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-11-04
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA PLC
        PY6ZZQWO2IZFZC3IOL08
        ASTRAZENECA PLC 3.5% 08/17/2023
        046353AR9
        
          
        
        365000.00000000
        PA
        USD
        385962.51000000
        0.006253914870
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-08-17
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET CORP
        549300ZFEEJ2IP5VME73
        STATE STREET CORP 2.825%/VAR 03/30/2023
        857477BL6
        
          
        
        603000.00000000
        PA
        USD
        611969.34000000
        0.009915999758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-30
          Variable
          0.02825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL INC
        549300DV9GIB88LZ5P30
        MONDELEZ INTL INC 0.625% 07/01/2022
        609207AV7
        
          
        
        6350000.00000000
        PA
        USD
        6368057.30000000
        0.103184343597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-01
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 05/50#RA2607
        3133KH3Q7
        
          
        
        211815.91000000
        PA
        USD
        230957.44000000
        0.003742301729
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 3.1% 04/01/2025
        20030NDJ7
        
          
        
        355000.00000000
        PA
        USD
        381760.51000000
        0.006185828075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          0.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TESLA AUTO LEASE TR 2021-A
        N/A
        TESLA AUTO LEASE TR 2021-A A2 0.36% 03/20/2025 144A
        88161FAB2
        
          
        
        5000000.00000000
        PA
        USD
        5004343.00000000
        0.081087500200
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          0.00360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        AMERICAN EXP CO 2.65% 12/2/22
        025816BD0
        
          
        
        9500000.00000000
        PA
        USD
        9786330.00000000
        0.158572071465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-02
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        PHILLIPS 66 FRN 3ML+62 02/15/2024
        718546AX2
        
          
        
        10000000.00000000
        PA
        USD
        10008720.30000000
        0.162175556178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Variable
          0.00744750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL FUND MORTGAGE TRUST 2021-NQM2
        N/A
        IMPERIAL FUND MORTGAGE TRUST 1.516% 09/25/2056 144A
        452761AC3
        
          
        
        625000.00000000
        PA
        USD
        625517.31000000
        0.010135523284
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2056-09-25
          Fixed
          0.01516000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        DIAMONDBACK ENERGY INC 2.875% 12/01/2024
        25278XAL3
        
          
        
        2720000.00000000
        PA
        USD
        2859049.45000000
        0.046326395462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HONDA FINANCE CORP
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA FINANCE CORP FRN 3ML+29 12/10/2021
        02665WCN9
        
          
        
        5000000.00000000
        PA
        USD
        5003346.15000000
        0.081071347815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-12-10
          Variable
          0.00418000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HASBRO INC
        549300NUB6D2R1ITYR45
        HASBRO INC 2.6% 11/19/2022
        418056AW7
        
          
        
        885000.00000000
        PA
        USD
        907517.78000000
        0.014704896960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-19
          Fixed
          0.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL INC/MD
        225YDZ14ZO8E1TXUSU86
        MARRIOTT INTL INC 3.6% 04/15/2024
        571900BB4
        
          
        
        1670000.00000000
        PA
        USD
        1781675.71000000
        0.028869250067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.5% 1/1/27#AL2645
        3138EJ5F1
        
          
        
        22888.99350000
        PA
        USD
        24001.61000000
        0.000388908305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-01-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 12/01/2041#ZS3941
        3132A4LW6
        
          
        
        388329.21000000
        PA
        USD
        441073.91000000
        0.007146908348
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE CORP
        7D6DIU2QXTUJRFNNJA49
        NISSAN MOTOR ACCEPTANCE CORP 2.65% 07/13/2022 144A
        654740AZ2
        
          
        
        560000.00000000
        PA
        USD
        564064.71000000
        0.009139780643
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-13
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RALPH LAUREN CORP
        HO1QNWM0IXBZ0QSMMO20
        RALPH LAUREN CORP 1.7% 06/15/2022
        731572AA1
        
          
        
        225000.00000000
        PA
        USD
        227543.35000000
        0.003686981775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          0.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNETITE XVI LTD / MAGNETITE XVI LLC
        549300Z3WHVYABE20I45
        MAGNETITE XVI LTD / MAGNETITE XVI LLC 3ML+80 01/18/2028 144A
        55953RAL5
        
          
        
        1966196.43000000
        PA
        USD
        1965290.01000000
        0.031844430743
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-18
          Variable
          0.00933880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FDG
        635400DPNHEAUHB7ZI15
        NEW YORK LIFE GLOBAL FDG FRN 3ML+28 01/10/2023 144A
        64952WDM2
        
          
        
        6945000.00000000
        PA
        USD
        6963160.27000000
        0.112827050381
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-10
          Variable
          0.00399000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SR MTN 3ML+122 5/22/22 144A
        05583JAB8
        
          
        
        1605000.00000000
        PA
        USD
        1616777.52000000
        0.026197334490
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-05-22
          Variable
          0.01350750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELLINGTON FINL MTG TR 2021-2
        N/A
        ELLINGTON FINL MTG TR 2021-2 A1 VAR 06/25/2066 144A
        31572LAA4
        
          
        
        431610.71000000
        PA
        USD
        431577.65000000
        0.006993036404
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          0.00931000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP
        RDKVCX5HITZ2GPIR7153
        AMERICAN CAMPUS CMNTYS INC 3.75% 03/28/2023
        024836AA6
        
          
        
        910000.00000000
        PA
        USD
        949313.10000000
        0.015382124324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN COMPANY
        549300FC3G3YU2FBZD92
        SOUTHERN COMPANY 0.6% 02/26/2024
        842587DG9
        
          
        
        2230000.00000000
        PA
        USD
        2229038.71000000
        0.036118063219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-26
          Fixed
          0.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER CO INC
        1B4S6S7G0TW5EE83BO58
        AMERICAN ELECTRIC POWER INC 3.65% 12/01/2021
        025537AL5
        
          
        
        180000.00000000
        PA
        USD
        181531.95000000
        0.002941439472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-12-01
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 7/32 #545759
        31385JJC3
        
          
        
        34506.64800000
        PA
        USD
        40055.56000000
        0.000649037292
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MTG-BACKED SECS TR 2014-EB1
        N/A
        GS MTG-BACKED SECS TR 2014-EB1A 2A1 CSTR 07/25/2044 144A
        36250BAE6
        
          
        
        13881.31810000
        PA
        USD
        13839.87000000
        0.000224253305
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2044-07-25
          Variable
          0.01659655
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 12ML+1.8 4/38 #956679
        31413VJY4
        
          
        
        14201.03000000
        PA
        USD
        14966.15000000
        0.000242502900
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Variable
          0.02098000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCEDES-BENZ AUTO RECEIVABLES TR 2020-1
        N/A
        MERCEDES-BENZ AUT RC TR 2012-1 0.46% 03/15/2023
        58769VAB6
        
          
        
        1796802.94000000
        PA
        USD
        1797864.67000000
        0.029131566678
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.00460000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS MARKIT LTD
        549300HLPTRASHS0E726
        IHS MARKIT LTD 3.625% 05/01/2024
        44962LAH0
        
          
        
        640000.00000000
        PA
        USD
        681952.00000000
        0.011049958593
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-05-01
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC 2.099/VAR 06/04/2026
        404280CG2
        
          
        
        1840000.00000000
        PA
        USD
        1891867.04000000
        0.030654727101
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-04
          Variable
          0.02099000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Salem Street Trust
        S4W85DGKOEJ24DPRB829
        FIDELITY SAI SHORT-TERM BOND FUND
        31635T674
        
          
        
        28490185.37800000
        NS
        USD
        285186755.63000000
        4.621002418159
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALEN 2021-ACEN MTG TR
        N/A
        ALEN 2021-ACEN MTG TR 1ML+ 04/15/2038 144A
        01449NAA4
        
          
        
        595000.00000000
        PA
        USD
        596126.04000000
        0.009659284023
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-15
          Variable
          0.01246000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB FINANCE LTD
        549300MY0DXTHQEX5O57
        QNB FINANCE LTD 2.625% 05/12/2025 REGS
        N/A
        
          
        
        500000.00000000
        PA
        USD
        522500.00000000
        0.008466289951
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-05-12
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        HUMANA INC 4.5% 04/01/2025
        444859BM3
        
          
        
        1205000.00000000
        PA
        USD
        1344213.49000000
        0.021780863469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TRUST 2019-3
        N/A
        VERUS SECURITIZATION TRUST 2019-3 3.04% 07/25/2059 144A
        92537JAC1
        
          
        
        1132736.53000000
        PA
        USD
        1142917.45000000
        0.018519178033
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-07-25
          Fixed
          0.03040000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 5.50% 2/23 #995431
        31416BY44
        
          
        
        850.03880000
        PA
        USD
        858.00000000
        0.000013902539
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-02-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 0.75% 03/22/2024
        92343VGF5
        
          
        
        715000.00000000
        PA
        USD
        717714.99000000
        0.011629441546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-22
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE CORP
        7D6DIU2QXTUJRFNNJA49
        NISSAN MOTOR ACCEPTANCE CORP 3.65% 09/21/2021 144A
        654740BJ7
        
          
        
        580000.00000000
        PA
        USD
        580982.40000000
        0.009413905177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-09-21
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 0.523%/VAR 06/14/2024
        06051GJY6
        
          
        
        1210000.00000000
        PA
        USD
        1208894.39000000
        0.019588230481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-14
          Variable
          0.00523000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST 2016-2
        N/A
        TPMT 16-2 A1A 2.75% 08/55 144A
        89172PAJ8
        
          
        
        62419.40450000
        PA
        USD
        62746.33000000
        0.001016705498
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2055-08-25
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMBC AVIATION CAPITAL FINANCE DAC
        549300OD7VKRVNWB2J98
        SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 3.55% 04/15/2024 144A
        78448TAE2
        
          
        
        325000.00000000
        PA
        USD
        345436.27000000
        0.005597250950
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-04-15
          Fixed
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC (UNGTD)
        213800LBQA1Y9L22JB70
        BARCLAYS PLC (UNGTD) 4.61%/VAR 02/15/2023
        06738EBE4
        
          
        
        15000000.00000000
        PA
        USD
        15284988.45000000
        0.247669175354
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-02-15
          Variable
          0.04610000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 0.0% 05/01/2037#1G1921
        3128QSD29
        
          
        
        3086.47900000
        PA
        USD
        3261.36000000
        0.000052845204
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Variable
          0.02025000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEASEPLAN CORP NV
        724500C60L930FVHS484
        LEASEPLAN CORP NV MED NT 144A 2.875% 10/24/2024 144A
        52206AAD2
        
          
        
        550000.00000000
        PA
        USD
        576925.93000000
        0.009348176466
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-10-24
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7 ELEVEN INC
        549300K23JPL0SS3LB18
        7 ELEVEN INC FRN 3ML+0 08/10/2022
        817826AH3
        
          
        
        300000.00000000
        PA
        USD
        300096.18000000
        0.004862586168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-10
          Variable
          0.00578380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MASTER OWNER TR RECEIVABLES
        N/A
        NISSAN MASTER OWNER TR RECEIVA 1ML+56 02/15/2024
        65474VAQ4
        
          
        
        1350000.00000000
        PA
        USD
        1353156.98000000
        0.021925778646
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-02-15
          Variable
          0.00655500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG RESIDENTIAL MTG TR 2019-3
        N/A
        SG RESIDENTIAL MTG TR 2019-3 2.877% 09/25/2059 144A
        78432BAB5
        
          
        
        824192.01000000
        PA
        USD
        825866.44000000
        0.013381865535
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-09-25
          Fixed
          0.02877000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE AG NY BRNCH
        ANGGYXNX0JLX3X63JN86
        CREDIT SUISSE AG NY BRNCH 0.495% 02/02/2024
        22550L2E0
        
          
        
        810000.00000000
        PA
        USD
        809245.36000000
        0.013112547099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-02
          Fixed
          0.00495000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL EQUIPMENT FINANCE TRUST 2020-2
        N/A
        DELL EQUIPMENT FINANCE TRUST 2020-2 0.57% 10/23/2023 144A
        24704GAC7
        
          
        
        1915000.00000000
        PA
        USD
        1922409.33000000
        0.031149616829
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-10-23
          Fixed
          0.00570000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTERNATIONAL CORP
        54930012H97VSM0I2R19
        CROWN CASTLE INTL CORP 1.05% 07/15/2026
        22822VAV3
        
          
        
        1005000.00000000
        PA
        USD
        990471.16000000
        0.016049025893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.01050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC 3.7% 01/15/2023
        969457BU3
        
          
        
        2205000.00000000
        PA
        USD
        2284738.60000000
        0.037020592250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ORLEANS HOTEL TR 2019-HNLA
        N/A
        NEW ORLEANS HOTEL TR 2019-HNLA 1ML+128.871 04/15/2032 144A
        647622AC3
        
          
        
        1585000.00000000
        PA
        USD
        1577238.26000000
        0.025556663027
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-04-15
          Variable
          0.01384710
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA LONDON BRH
        969500TJ5KRTCJQWXH05
        CREDIT AGRICOLE SA LONDON BR SR MTN FRN 3ML+102 04/24/2023 144A
        22535WAF4
        
          
        
        675000.00000000
        PA
        USD
        684245.93000000
        0.011087128117
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-04-24
          Variable
          0.01145250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 0.824/VAR 06/01/2025
        46647PCH7
        
          
        
        965000.00000000
        PA
        USD
        966659.41000000
        0.015663193970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Variable
          0.00824000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARWOOD MTG RESIDENTIAL TR 2020-1
        N/A
        STARWOOD MTG RESIDENTIAL TR 2020-1 2.408% 02/25/2050 144A
        85573AAB1
        
          
        
        467069.36370000
        PA
        USD
        470721.80000000
        0.007627305732
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2050-02-25
          Fixed
          0.02408000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERIT 2020
        N/A
        MERIT 2020-B 1ML+140 08/15/2037 144A
        590027AG3
        
          
        
        825000.00000000
        PA
        USD
        827548.51000000
        0.013409120831
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-15
          Variable
          0.01496000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NLT 2021-INV2 TRUST
        N/A
        NLT 2021-INV2 TRUST 1.52% 08/25/2056 144A
        62917JAC4
        
          
        
        496913.32000000
        PA
        USD
        497860.19000000
        0.008067040619
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2056-08-25
          Fixed
          0.01520000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TR 2020-3
        N/A
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 1.06% 08/18/2026
        03066PAE9
        
          
        
        420000.00000000
        PA
        USD
        423854.42000000
        0.006867893620
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-08-18
          Fixed
          0.01060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBX 2019-EXP2 TR
        N/A
        OBX 2019-EXP2 TR 1ML+120 07/25/2059 144A
        67113KAL2
        
          
        
        493514.58000000
        PA
        USD
        494206.44000000
        0.008007837352
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-06-25
          Variable
          0.01284380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWDC ENTERPRISES 18 CORP
        7260JQNI6SCF9FIV2392
        DISNEY (WALT) CO NEW MTN FRN 3ML+39 03/04/2022
        25468PDS2
        
          
        
        5000000.00000000
        PA
        USD
        5009240.05000000
        0.081166849186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-04
          Variable
          0.00524000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FINANCIAL GROUP INC
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FIN GRP INC FRN 3ML+92 02/22/2022
        606822AK0
        
          
        
        840000.00000000
        PA
        USD
        843494.39000000
        0.013667498714
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-02-22
          Variable
          0.01050750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.00% 6/35 #735591
        31402RF87
        
          
        
        13887.67580000
        PA
        USD
        15670.31000000
        0.000253912704
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.50% 5/25 #890305
        31410LDJ8
        
          
        
        48027.85850000
        PA
        USD
        50151.55000000
        0.000812626916
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HONDA FINANCE CORP
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA FINANCE CORP 0.4% 10/21/2022
        02665WDR9
        
          
        
        2775000.00000000
        PA
        USD
        2777890.11000000
        0.045011336123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-21
          Fixed
          0.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL 2019-C16 COML MTG TR
        N/A
        CSAIL 2019-C16 COML MTG TR 2.3595% 06/15/2052
        12596WAA2
        
          
        
        430668.92000000
        PA
        USD
        439880.76000000
        0.007127575231
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-06-15
          Fixed
          0.02359500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LN TR 2008 1
        5493007HR3ICKG09D287
        SLM STUDENT LN TR 2008 1 3ML+ 01/25/2022
        784439AD3
        
          
        
        1243124.16040000
        PA
        USD
        1218388.60000000
        0.019742069208
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2022-01-25
          Variable
          0.00775250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE ED LN TR 2020-PT-B
        N/A
        SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB 1.6% 09/15/2054 144A
        78449DAB2
        
          
        
        2733152.74000000
        PA
        USD
        2766350.98000000
        0.044824362687
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2054-09-15
          Fixed
          0.01600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL EQUIP FIN TR 2019-2
        N/A
        DELL EQUIP FIN TR 2019-2 1.91% 10/22/2024 144A
        24703KAC9
        
          
        
        1661961.89000000
        PA
        USD
        1672834.61000000
        0.027105651385
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-10-22
          Fixed
          0.01910000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        VISTRA OPERATIONS CO LLC 3.55% 07/15/2024 144A
        92840VAD4
        
          
        
        3435000.00000000
        PA
        USD
        3633539.81000000
        0.058875792500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM TR 2020-INV1
        N/A
        CIM TR 2020-INV1 2.5% 04/25/2050 144A
        12560AAB0
        
          
        
        294434.20000000
        PA
        USD
        300836.38000000
        0.004874579944
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2050-04-25
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 01/31/2023
        91282CBG5
        
          
        
        28300000.00000000
        PA
        USD
        28295578.13000000
        0.458485299126
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 3ML+65 11/21/2022
        00287YBP3
        
          
        
        7100000.00000000
        PA
        USD
        7149557.93000000
        0.115847331024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-21
          Variable
          0.00780750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCES CO
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL RESOURCES CO 0.75% 01/15/2024
        723787AS6
        
          
        
        610000.00000000
        PA
        USD
        605704.25000000
        0.009814483837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE CONNECTICUT AVENUE
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE CONNECTICUT AVENUE 1ML+135 09/25/2029
        30711XHT4
        
          
        
        895965.65000000
        PA
        USD
        899237.00000000
        0.014570719956
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2029-09-25
          Variable
          0.01434380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHARTERED PLC 3.95% 1/11/23 144A
        853254AJ9
        
          
        
        805000.00000000
        PA
        USD
        836006.67000000
        0.013546171999
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-01-11
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST 2021-B
        N/A
        SMB PRIVATE EDUCATION LOAN TRUST 2021-B 1.31% 07/17/2051 144A
        78449YAA8
        
          
        
        1643294.27000000
        PA
        USD
        1647888.76000000
        0.026701443157
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2051-07-17
          Fixed
          0.01310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE19 MTG TR
        N/A
        COMM 2014-CR19 AM 4.08% 08/47
        12592GBF9
        
          
        
        860000.00000000
        PA
        USD
        930784.71000000
        0.015081900932
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-10
          Fixed
          0.04080000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.124%/VAR 1/20/2023
        06051GGE3
        
          
        
        20000000.00000000
        PA
        USD
        20211744.80000000
        0.327499506033
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-20
          Variable
          0.03124000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC FDG 2021-IV LTD / CIFC FDG 2021-IV LLC
        N/A
        CIFC FDG 2021-IV LTD / CIFC FDG 2021-IV LLC 3ML+105 07/15/2033 144A
        12547DAA4
        
          
        
        1360000.00000000
        PA
        USD
        1361070.32000000
        0.022054001863
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-07-15
          Variable
          0.01143770
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 5.00% 3/23 #890121
        31410K4E1
        
          
        
        1465.00400000
        PA
        USD
        1484.36000000
        0.000024051717
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-03-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        DANSKE BK AS MTN 3.001%/VAR 09/20/2022 144A
        23636AAU5
        
          
        
        1475000.00000000
        PA
        USD
        1476768.45000000
        0.023928707921
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2022-09-20
          Variable
          0.03001000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHN DEERE OWNER TR 2020-B
        N/A
        JOHN DEERE OWNER TR 2020-B 0.41% 03/15/2023
        47787NAB5
        
          
        
        2931271.96000000
        PA
        USD
        2932647.31000000
        0.047518932922
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.00410000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 6.00% 2/35 #G01777
        31283H6N0
        
          
        
        65748.26560000
        PA
        USD
        76873.55000000
        0.001245614859
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        HYUNDAI CAP AMER MTN BE 3% 06/20/2022 144A
        44891ABA4
        
          
        
        1060000.00000000
        PA
        USD
        1080722.09000000
        0.017511400135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK OF COMMERCE
        2IGI19DL77OX0HC3ZE78
        CANADIAN IMPERIAL BK OF COMM 0.95% 06/23/2023
        13607GRK2
        
          
        
        7200000.00000000
        PA
        USD
        7267497.98000000
        0.117758363867
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-06-23
          Fixed
          0.00950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELULOSA ARAUCO Y CONSTITUCION SA
        549300QEKV8G0AMNQD28
        CELULOSA ARAUCO Y CON SA 4.5% 08/01/2024
        151191AZ6
        
          
        
        635000.00000000
        PA
        USD
        684942.75000000
        0.011098418988
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2024-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHOUSE FINANCIAL GLOBAL FUNDING
        549300BLFX3KJ2IFOA78
        BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 0.6% 06/28/2023 144A
        10921U2D9
        
          
        
        845000.00000000
        PA
        USD
        845727.47000000
        0.013703682260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-28
          Fixed
          0.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON and CO
        ICE2EP6D98PQUILVRZ91
        BECTON DICKINSON and CO 3.734% 12/15/2024
        075887BF5
        
          
        
        128000.00000000
        PA
        USD
        138954.37000000
        0.002251536816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          0.03734000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARGILL INC
        QXZYQNMR4JZ5RIRN4T31
        CARGILL INC 1.375% 07/23/2023 144A
        141781BL7
        
          
        
        630000.00000000
        PA
        USD
        642642.51000000
        0.010413010191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-23
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISHARES CORE TOTAL USD BOND MARKET ETF
        549300G3FWQPUM47D181
        iShares US ETF Trust: BlackRock Ultra Short-Term Bond ETF
        46434V878
        
          
        
        2140810.00000000
        NS
        USD
        108089496.90000000
        1.751420136777
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CGDB COML MTG TR 2017-BIO
        N/A
        CGDB COML MTG TR 2019-MOB A 1ML+100 11/15/2036 144A
        125284AA7
        
          
        
        1033000.00000000
        PA
        USD
        1032999.79000000
        0.016738135391
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-15
          Variable
          0.01045500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXETER AUTOMOBILE RECEIVABLES TR 2021-2
        N/A
        EXETER AUTOMOBILE RECEIVABLES TR 2021-2 0.27% 01/16/2024
        30165XAB1
        
          
        
        6159153.53000000
        PA
        USD
        6160350.87000000
        0.099818787881
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-01-16
          Fixed
          0.00270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J P MORGAN MTG TR 2020-INV1
        N/A
        J P MORGAN MTG TR 2020-INV1 3.5% 08/25/2050 144A
        46591VBH1
        
          
        
        325571.16200000
        PA
        USD
        331594.36000000
        0.005372964589
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2050-08-25
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM TR 2021-INV1
        N/A
        CIM TRUST 2021-INV1 2.5% 07/01/2051 144A
        12566PAH8
        
          
        
        500000.00000000
        PA
        USD
        512441.40000000
        0.008303306173
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PARK FUNDING XXIII LTD
        N/A
        MADISON PARK FUNDING XXIII LTD 23A BR 3ML+155 07/27/2031 144A
        55820TAL2
        
          
        
        800000.00000000
        PA
        USD
        800227.20000000
        0.012966422013
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-27
          Variable
          0.01678880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAP I TR 2019-MEAD
        N/A
        MORGAN STANLEY CAP I TR 2019-MEAD D 3.17709% 11/10/2036 144A
        61771LAJ1
        
          
        
        1150000.00000000
        PA
        USD
        1148602.98000000
        0.018611303096
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-10
          Variable
          0.03283000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.50% 1/38 #961181
        31414BJ27
        
          
        
        3556.12080000
        PA
        USD
        4138.86000000
        0.000067063710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FDG LLC
        635400SZTPQL3Y1P2C76
        DAE FDG LLC 1.55% 08/01/2024 144A
        23371DAJ3
        
          
        
        465000.00000000
        PA
        USD
        462907.50000000
        0.007500687302
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-01
          Fixed
          0.01550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELARA HGV TIMESHARE ISSUER 2017-A LLC
        N/A
        ELARA HGV TIMESHARE ISSUER 2017-A LLC 2.69% 03/25/2030 144A
        28416DAA8
        
          
        
        531496.50680000
        PA
        USD
        546593.35000000
        0.008856684759
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2030-03-25
          Fixed
          0.02690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST
        N/A
        SMB PRIVATE EDUCATION LOAN TRUST 1ML+ 09/15/2034 144A
        78449KAC4
        
          
        
        714090.21000000
        PA
        USD
        718008.57000000
        0.011634198547
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2034-09-15
          Variable
          0.01193130
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP 1.734%/VAR 07/22/2027
        06051GJS9
        
          
        
        765000.00000000
        PA
        USD
        775208.98000000
        0.012561041143
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Variable
          0.01734000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGEL OAK MORTGAGE TRUST 2021-3
        N/A
        ANGEL OAK MORTGAGE TRUST 2021-3 1.068% 05/25/2066 144A
        03465EAA9
        
          
        
        657782.70000000
        PA
        USD
        658715.63000000
        0.010673449797
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-05-25
          Fixed
          0.01068000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMAF EQUIP FIN LLC 2019-B
        N/A
        MMAF EQUIP FIN LLC 2019-B 2.07% 10/12/2022 144A
        55316EAB8
        
          
        
        505755.05490000
        PA
        USD
        507173.50000000
        0.008217948146
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2022-10-12
          Fixed
          0.02070000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER OPERATING LP 4.9% 02/01/2024
        29273RAY5
        
          
        
        245000.00000000
        PA
        USD
        265005.70000000
        0.004294000181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          0.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WHEELS SPV LLC
        54930087O4PHK5ODMW30
        WHEELS SPV LLC 1ML+28 08/20/2029 144A
        96328DBX1
        
          
        
        3553314.13000000
        PA
        USD
        3556988.61000000
        0.057635400816
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2029-08-20
          Variable
          0.00368380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBX 2019-EXP2 TR
        N/A
        OBX 2019-EXP2 TR 1ML+100 07/25/2059 144A
        67113KAJ7
        
          
        
        142927.95000000
        PA
        USD
        143033.32000000
        0.002317629779
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-06-25
          Variable
          0.00984380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALTON FDG MTG TR 2019-1
        N/A
        GALTON FDG MTG TR 2019-1 4.5% 02/25/2059 144A
        36418WAG4
        
          
        
        220187.14000000
        PA
        USD
        224864.02000000
        0.003643567450
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-02-25
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC BANK NA PITTSBURGH PA
        AD6GFRVSDT01YPT1CS68
        PNC BANK NA 2.95% 1/30/23
        69349LAK4
        
          
        
        695000.00000000
        PA
        USD
        719140.78000000
        0.011652544228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-30
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMER FIN LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GROUP AMER FIN LLC 2.9% 05/13/2022 144A
        928668BC5
        
          
        
        5663000.00000000
        PA
        USD
        5760487.19000000
        0.093339626435
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-13
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMON PROPERTY GROUP LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROPERTY GROUP LP 2% 09/13/2024
        828807DG9
        
          
        
        380000.00000000
        PA
        USD
        393690.61000000
        0.006379136565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-13
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        GILEAD SCIENCES INC 0.75% 09/29/2023
        375558BW2
        
          
        
        2070000.00000000
        PA
        USD
        2070606.65000000
        0.033550921099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-29
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIA GROUP LTD
        ZP5ILWVSYE4LJGMMVD57
        AIA GROUP LTD FRN 3ML+52 09/20/2021 144A
        00131LAG0
        
          
        
        6046000.00000000
        PA
        USD
        6045879.08000000
        0.097963952732
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2021-09-20
          Variable
          0.00654500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) FRN 3ML+ 02/23/2023
        38141GWU4
        
          
        
        5000000.00000000
        PA
        USD
        5039500.00000000
        0.081657164039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-23
          Variable
          0.00880750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HLDGS USA INC
        549300SMVCQN2P0O6I58
        SANTANDER HLDGS USA INC 4.45% 12/03/2021
        80282KAU0
        
          
        
        7000000.00000000
        PA
        USD
        7047233.76000000
        0.114189328934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-12-03
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERISOURCEBERGEN CORP
        AI8GXW8LG5WK7E9UD086
        AMERISOURCEBERGEN CORP 0.737% 03/15/2023
        03073EAS4
        
          
        
        1855000.00000000
        PA
        USD
        1858041.24000000
        0.030106633262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.00737000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TRUST
        N/A
        VERUS SECURITIZATION TRUST 1.155% 01/25/2066 144A
        92537QAF8
        
          
        
        250750.00000000
        PA
        USD
        251008.80000000
        0.004067202452
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-01-25
          Fixed
          0.01155000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EFF 2021-1
        N/A
        EFF 2021-1 0.44% 12/21/2026 144A
        29374EAB2
        
          
        
        1410000.00000000
        PA
        USD
        1411875.58000000
        0.022877221120
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-12-21
          Fixed
          0.00440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METROPOLITAN LIFE GLOBAL FUNDING I
        635400MMSOCXNNNZDZ82
        METROPOLITAN LIFE GLBL FDG I FRN SOFR+57 01/13/2023 144A
        59217GEF2
        
          
        
        6940000.00000000
        PA
        USD
        6978794.60000000
        0.113080380087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-13
          Variable
          0.00620000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STDENT LN TR 2010-1
        549300WLW67V4O2Z6P70
        SLMA 2010-1 A 1ML+40 3/25
        78445XAA4
        
          
        
        739271.98870000
        PA
        USD
        727289.79000000
        0.011784586106
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-03-25
          Variable
          0.00484380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDBANK AB
        M312WZV08Y7LYUC71685
        SWEDBANK AB 0.6% 09/25/2023 144A
        87020PAL1
        
          
        
        500000.00000000
        PA
        USD
        501021.77000000
        0.008118269046
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2023-09-25
          Fixed
          0.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.50% 8/24 #931743
        31412QEQ8
        
          
        
        22616.79730000
        PA
        USD
        23616.50000000
        0.000382668204
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 5.00% 9/25 #AL1373
        3138EHQ39
        
          
        
        1033.84960000
        PA
        USD
        1054.06000000
        0.000017079382
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FDG
        635400DPNHEAUHB7ZI15
        NEW YORK LIFE GLOBAL FDG SOFR+22 02/02/2023 144A
        64952WDZ3
        
          
        
        10000000.00000000
        PA
        USD
        10010044.90000000
        0.162197019236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-02
          Variable
          0.00270001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HOLDINGS CORPORATION
        529900IKZG65COT1D505
        SCHLUMBERGER HOLDINGS CORPORATION 3.75% 05/01/2024 144A
        806851AJ0
        
          
        
        1515000.00000000
        PA
        USD
        1625287.17000000
        0.026335219972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        DIAMONDBACK ENERGY INC 4.75% 05/31/2025
        25278XAP4
        
          
        
        1080000.00000000
        PA
        USD
        1209088.07000000
        0.019591368760
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-31
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A
        N/A
        SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A 1.57% 01/15/2027 144A
        80282YAG1
        
          
        
        801000.00000000
        PA
        USD
        808338.92000000
        0.013097859666
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.01570000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW RESIDENTIAL MTG LN TR 2021-INV1
        N/A
        NEW RESIDENTIAL MTG LN TR 2021-INV1 2.5% 06/25/2051 144A
        64829WAF1
        
          
        
        660000.00000000
        PA
        USD
        677041.40000000
        0.010970390050
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2051-06-25
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARDINAL HEALTH INC
        CCU46N3GJMF4OK4N7U60
        CARDINAL HEALTH INC 3.079% 06/15/2024
        14149YBH0
        
          
        
        695000.00000000
        PA
        USD
        735975.30000000
        0.011925321123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          0.03079000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 04/30/2023
        91282CBX8
        
          
        
        30830000.00000000
        PA
        USD
        30809527.03000000
        0.499219883453
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.00% 6/35 #735578
        31402RFT1
        
          
        
        237567.33050000
        PA
        USD
        268848.98000000
        0.004356274483
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP FRN 3ML+110 09/09/2022
        55336VBH2
        
          
        
        1683000.00000000
        PA
        USD
        1682957.93000000
        0.027269683849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-09
          Variable
          0.01223130
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLIDE 2018-FUN
        N/A
        SLIDE 2018-FUN 1ML+185 06/15/2031 144A
        831350AL7
        
          
        
        768188.15000000
        PA
        USD
        761488.78000000
        0.012338726901
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-06-15
          Variable
          0.02196000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 4.60% 6/38 #1G2860
        3128QTE91
        
          
        
        14392.23280000
        PA
        USD
        15136.61000000
        0.000245264936
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Variable
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 4% 03/48#BE6823
        3617G1SL3
        
          
        
        117697.13000000
        PA
        USD
        128380.23000000
        0.002080199523
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 5.78% 2/37 #1Q0196
        3128S4GD3
        
          
        
        5351.33790000
        PA
        USD
        5675.45000000
        0.000091961732
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Variable
          0.02537000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FIN NORTH AMER LLC
        549300423Z16BB673J12
        DAIMLER FIN NORTH AMER LLC FRN 3ML+90 02/15/2022 144A
        233851DV3
        
          
        
        5000000.00000000
        PA
        USD
        5019919.95000000
        0.081339900153
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-02-15
          Variable
          0.01024750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC STORAGE
        549300LMZF40TKJ6DM64
        PUBLIC STORAGE FRN SOFR+47 04/23/2024
        74460WAB3
        
          
        
        495000.00000000
        PA
        USD
        495777.05000000
        0.008033286615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-23
          Variable
          0.00520001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.5% 08/01/2026#AL2852
        3138EKE27
        
          
        
        11215.12660000
        PA
        USD
        11772.23000000
        0.000190750454
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.00% 2/36 #745275
        31403C6L0
        
          
        
        18406.53180000
        PA
        USD
        20884.48000000
        0.000338400120
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC
        N/A
        SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC 1.34% 11/20/2037 144A
        82652QAB7
        
          
        
        389858.12000000
        PA
        USD
        391031.20000000
        0.006336045012
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2037-11-20
          Fixed
          0.01340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGEL OAK MORTGAGE TRUST LL
        N/A
        ANGEL OAK MORTGAGE TRUST LLC 2.29% 01/20/2065 144A
        03464EAD4
        
          
        
        230000.00000000
        PA
        USD
        231886.02000000
        0.003757347906
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2065-01-20
          Fixed
          0.02290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE GAS INC
        549300HXDWI0LATTX840
        ONE GAS INC FRN 3ML+61 03/11/2023
        68235PAK4
        
          
        
        5000000.00000000
        PA
        USD
        5000641.75000000
        0.081027527270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-11
          Variable
          0.00734750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 12ML+1.6 5/38 #979931
        31414YEC0
        
          
        
        21773.25930000
        PA
        USD
        22953.83000000
        0.000371930679
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-01
          Variable
          0.01940000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCP TR 2021-330N
        N/A
        BCP TR 2021-330N 1ML+97.5 06/15/2038 144A
        05553BAA3
        
          
        
        500000.00000000
        PA
        USD
        496418.95000000
        0.008043687594
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Variable
          0.00895000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 6.5% 12/01/2032#995629
        31416CA63
        
          
        
        34293.38040000
        PA
        USD
        39644.98000000
        0.000642384489
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STACR TRUST 2018-DNA2
        N/A
        STACR TRUST 2018-DNA2 1ML+95 12/25/2030 144A
        35563TAK7
        
          
        
        450000.00000000
        PA
        USD
        449253.77000000
        0.007279450102
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2030-12-25
          Variable
          0.01034380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        HUMANA INC 2.9% 12/15/2022
        444859BJ0
        
          
        
        160000.00000000
        PA
        USD
        164776.95000000
        0.002669951073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-15
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW OWNER TR 2017-1
        N/A
        MVW OWNER TR 2017-1A C 2.99% 12/20/2034 144A
        553896AC5
        
          
        
        53489.36450000
        PA
        USD
        54248.31000000
        0.000879008462
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2034-12-20
          Fixed
          0.02990000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 01/20/2047#MA4196
        36179SUV7
        
          
        
        124800.46000000
        PA
        USD
        132857.96000000
        0.002152754089
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-01-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% #AE0801
        31419A3K1
        
          
        
        97538.38130000
        PA
        USD
        116049.98000000
        0.001880407233
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 5/36 #003850
        36202EH36
        
          
        
        10772.77680000
        PA
        USD
        12039.95000000
        0.000195088435
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-05-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENERGY PARTNERS LP
        549300PDHUGWPWGOT525
        KINDER MORGAN EN 3.95% 9/1/22
        494550BL9
        
          
        
        135000.00000000
        PA
        USD
        138613.04000000
        0.002246006100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-01
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON GRAND VACATIONS TRUST 2020-A
        N/A
        HILTON GRAND VACATIONS TRUST 2020-AA A 2.74% 02/25/2039 144A
        43285HAA6
        
          
        
        596236.98000000
        PA
        USD
        622464.55000000
        0.010086058114
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2039-02-25
          Fixed
          0.02740000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGEL OAK MTG TR 2019-4
        N/A
        ANGEL OAK MORTGAGE TRUST I LLC 2019-4 3.301% 07/26/2049 144A
        03463UAC1
        
          
        
        380029.79450000
        PA
        USD
        380413.62000000
        0.006164003843
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2049-07-26
          Fixed
          0.03301000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC INC
        HCHV7422L5HDJZCRFL38
        THERMO FISHER SCIENTIFIC INC 4.133% 03/25/2025
        883556CF7
        
          
        
        385000.00000000
        PA
        USD
        425140.25000000
        0.006888728471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-25
          Fixed
          0.04133000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENI SPA
        BUCRF72VH5RBN7X3VL35
        ENI SPA 4% 09/12/2023 144A
        26874RAG3
        
          
        
        1610000.00000000
        PA
        USD
        1712923.55000000
        0.027755229548
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2023-09-12
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMD FIN LLC
        529900C8KS5G529A0B76
        EMD FINANCE LLC 2.95% 03/19/2022 144A
        26867LAG5
        
          
        
        430000.00000000
        PA
        USD
        434484.28000000
        0.007040133768
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-19
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMER FIN LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GROUP AMER FIN LLC 0.75% 11/23/2022 144A
        928668BG6
        
          
        
        10620000.00000000
        PA
        USD
        10653443.23000000
        0.172622276300
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-23
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FINANCIAL GROUP INC
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FIN GRP INC FRN 3ML+74 02/26/2023
        606822AS3
        
          
        
        1623000.00000000
        PA
        USD
        1637452.56000000
        0.026532340966
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-03-02
          Variable
          0.00871380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE FED CRED MUTUEL PARIS
        VBHFXSYT7OG62HNT8T76
        BANQUE FED CRED MUTUEL PARIS 2.125% 11/21/2022 144A
        06675FAS6
        
          
        
        1415000.00000000
        PA
        USD
        1447166.88000000
        0.023449061079
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-11-21
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCEDES-BENZ AUTO LEASE TR 2021-B
        N/A
        MERCEDES-BENZ AUTO LEASE TR 2021-B 0.22% 01/16/2024
        58769KAC8
        
          
        
        10000000.00000000
        PA
        USD
        10002817.00000000
        0.162079902495
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-01-16
          Fixed
          0.00220000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT PRIVATE ED LN TR 2019-D
        N/A
        NAVIENT PRIVATE ED LN TR 2019-D 3.01% 12/15/2059 144A
        63941CAB9
        
          
        
        461489.79000000
        PA
        USD
        483004.81000000
        0.007826332573
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-12-15
          Fixed
          0.03010000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING CO L P / PTL FIN CORP
        N/A
        PENSKE TRUCK LEASING 4.25% 01/17/2023 144A
        709599AN4
        
          
        
        285000.00000000
        PA
        USD
        299244.27000000
        0.004848782308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-17
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT WOLF TR 2019-WOLF
        N/A
        GREAT WOLF TR 2019-WOLF 1ML+ 12/15/2029 144A
        39152TAJ9
        
          
        
        600000.00000000
        PA
        USD
        598871.16000000
        0.009703764371
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Variable
          0.01729000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS INC
        54930030NVF3Y2OL0A78
        ROGERS COMMUNICATIONS INC FRN 3ML+60 03/22/2022
        775109BQ3
        
          
        
        5520000.00000000
        PA
        USD
        5535881.04000000
        0.089700237361
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-03-22
          Variable
          0.00734880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST 2021-1
        N/A
        DRIVE AUTO RECEIVABLES TRUST 2021-1 D 1.45% 01/16/2029
        262108AF0
        
          
        
        630000.00000000
        PA
        USD
        633622.69000000
        0.010266858207
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2029-01-16
          Fixed
          0.01450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TR 2019-B
        N/A
        SANTANDER RETAIL AUTO LEASE TR 2019-B 2.77% 08/21/2023 144A
        80281GAG1
        
          
        
        690000.00000000
        PA
        USD
        701532.52000000
        0.011367230095
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-08-21
          Fixed
          0.02770000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 2.908%/VAR 06/05/2023
        38141GWJ9
        
          
        
        5000000.00000000
        PA
        USD
        5092668.45000000
        0.082518675070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-05
          Variable
          0.02908000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL EQUIPMENT FINANCE TRUST 2020-2
        N/A
        DELL EQUIPMENT FINANCE TRUST 2020-2 0.47% 10/24/2022 144A
        24704GAB9
        
          
        
        1168814.21000000
        PA
        USD
        1170106.57000000
        0.018959734920
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2022-10-24
          Fixed
          0.00470000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARWOOD MTG RESIDENTIAL TR 2019-INV1
        N/A
        STARWOOD MTG RESIDENTIAL TR 2019-INV1 2.61% 09/27/2049 144A
        85572JAA5
        
          
        
        65223.32000000
        PA
        USD
        66091.14000000
        0.001070902879
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2049-09-27
          Fixed
          0.02610000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 4.1% 05/22/2023
        61747YDU6
        
          
        
        275000.00000000
        PA
        USD
        291482.00000000
        0.004723006942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-22
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DALLAS FORT WORTH TX INTL ARPT
        N/A
        DFW ARPT 1.329% 11/1/2025
        2350366M7
        
          
        
        245000.00000000
        PA
        USD
        250161.91000000
        0.004053479932
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-11-01
          Fixed
          0.01329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHARTERED PLC 1.319%/VAR 10/14/2023 144A
        853254BV1
        
          
        
        200000.00000000
        PA
        USD
        201505.23000000
        0.003265075031
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-10-14
          Variable
          0.01319000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGEL OAK MTG TR 2020-6
        N/A
        ANGEL OAK MORTGAGE TRUST 2020-6 1.261% 05/25/2065 144A
        03465AAA7
        
          
        
        446310.17000000
        PA
        USD
        449009.41000000
        0.007275490633
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2065-05-25
          Fixed
          0.01261000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS and ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS and ELECTRIC CO 3.5% 06/15/2025
        694308HM2
        
          
        
        955000.00000000
        PA
        USD
        991514.16000000
        0.016065926066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 12ML+1.84 5/38#963117
        31414DPA8
        
          
        
        9674.01490000
        PA
        USD
        10180.88000000
        0.000164965133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-01
          Variable
          0.02149000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC
        N/A
        BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC 3.28% 09/26/2033 144A
        05588UAA0
        
          
        
        211571.71000000
        PA
        USD
        221907.26000000
        0.003595657809
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2033-09-26
          Fixed
          0.03280000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD PT MTG TR 2017-2
        N/A
        TPMT 2017-2 A1 2.75% 04/57
        89173HAA4
        
          
        
        176625.32390000
        PA
        USD
        178844.44000000
        0.002897892603
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TR 2020-4
        N/A
        CARMAX AUTO OWNER TR 2020-4 0.31% 01/16/2024
        14316HAB8
        
          
        
        4850108.51000000
        PA
        USD
        4852566.54000000
        0.078628201601
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-01-16
          Fixed
          0.00310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2018-1
        5493003R0K8V08JVGR27
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2018-1 3.82% 03/18/2024
        03066HAG2
        
          
        
        1645000.00000000
        PA
        USD
        1695967.04000000
        0.027480475997
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-03-18
          Fixed
          0.03820000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        COMMONSPIRIT HEALTH 1.547% 10/01/2025
        20268JAE3
        
          
        
        670000.00000000
        PA
        USD
        678763.54000000
        0.010998294618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          0.01547000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A
        N/A
        SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A 0.23% 11/15/2023 144A
        80282YAB2
        
          
        
        6147459.04000000
        PA
        USD
        6148350.42000000
        0.099624339481
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          0.00230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN UNION CO/THE
        28ID94QU1140NC23S047
        WESTERN UN CO 2.85% 01/10/2025
        959802AY5
        
          
        
        1280000.00000000
        PA
        USD
        1348861.66000000
        0.021856179747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-10
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        GLOBAL PAYMENTS INC 2.65% 02/15/2025
        37940XAA0
        
          
        
        800000.00000000
        PA
        USD
        840835.14000000
        0.013624409754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP CAYMAN 2 LTD
        5493005X5HKEZQSVVC05
        MIZUHO FIN GRP CAYMAN 2 4.2% 07/18/2022 REGS
        N/A
        
          
        
        1625000.00000000
        PA
        USD
        1676610.00000000
        0.027166825637
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-07-18
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BABSON CLO LTD 2013-I
        N/A
        BABSON CLO LTD 2013-I 3ML+80 01/20/2028 144A
        06760EAA4
        
          
        
        901012.96850000
        PA
        USD
        901236.42000000
        0.014603117409
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-20
          Variable
          0.00934250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TR 2021-A
        N/A
        SANTANDER RETAIL AUTO LEASE TR 2021-A 0.32% 02/20/2024 144A
        80286TAB9
        
          
        
        5106231.28000000
        PA
        USD
        5110459.24000000
        0.082806946815
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-02-20
          Fixed
          0.00320000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 11/01/2034#SB0222
        3132CWG73
        
          
        
        310736.94000000
        PA
        USD
        332171.70000000
        0.005382319475
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKETS PLC
        RR3QWICWWIPCS8A4S074
        NATWEST MARKETS PLC 0.8% 08/12/2024 144A
        63906YAB4
        
          
        
        370000.00000000
        PA
        USD
        369812.33000000
        0.005992226628
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-08-12
          Fixed
          0.00800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 4% 04/20/2050#BU2156
        3617N3MD5
        
          
        
        69400.13000000
        PA
        USD
        75764.48000000
        0.001227644125
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW 2021-1W LLC
        N/A
        MVW 2021-1W LLC 1.94% 01/22/2041 144A
        55389TAC5
        
          
        
        314863.03000000
        PA
        USD
        317042.86000000
        0.005137180439
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2041-01-22
          Fixed
          0.01940000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMF FLOORPLAN OWNER REVOLVING TR
        N/A
        GMF FLOORPLAN OWNER REVOLVING TR 0.68% 08/15/2025 144A
        361886CH5
        
          
        
        1480000.00000000
        PA
        USD
        1487807.15000000
        0.024107572677
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.00680000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLM STRCTRD ACR DBT NTS
        S6XOOCT0IEG5ABCC6L87
        FHLM STRCTRD ACR 17-DNA3 M1 1ML+75 03/25/2030
        3137G0QP7
        
          
        
        77099.79780000
        PA
        USD
        77105.89000000
        0.001249379563
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2030-03-25
          Variable
          0.00834380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR INDL PORTFOLIO TR 2021-KDIP
        N/A
        KKR INDL PORTFOLIO TR 2021-KDIP D 1ML+125 12/15/2037 144A
        48254CAN5
        
          
        
        265000.00000000
        PA
        USD
        264502.41000000
        0.004285845159
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Variable
          0.01345500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TR 2020-4
        N/A
        CARMAX AUTO OWNER TR 2020-4 1.75% 04/15/2027
        14316HAG7
        
          
        
        540000.00000000
        PA
        USD
        547965.05000000
        0.008878910998
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE NATL ASSN MCLEAN VA
        207ALC1P1YM0OVDV0K75
        CAPITAL ONE NATL ASN MCLEAN VA 2.15% 09/06/2022
        14042RNW7
        
          
        
        1370000.00000000
        PA
        USD
        1393241.64000000
        0.022575287457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-06
          Fixed
          0.02150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM CORPORATION
        VGRQXHF3J8VDLUA7XE92
        IBM CORPORATION 2.85% 05/13/2022
        459200JX0
        
          
        
        10000000.00000000
        PA
        USD
        10187784.90000000
        0.165077016127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-13
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARGENTARIA S.A
        K8MS7FD7N5Z2WQ51AZ71
        BANCO BILBAO VIZ ARGENTARIA SA 0.875% 09/18/2023
        05946KAH4
        
          
        
        1800000.00000000
        PA
        USD
        1807944.57000000
        0.029294895590
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-09-18
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MTRS FINL CO INC
        5493008B6JBRUJ90QL97
        GENERAL MTRS FINL CO INC CP .0034 10/22/2021
        37046TXN9
        
          
        
        7000000.00000000
        PA
        USD
        6995682.54000000
        0.113354022568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-10-22
          Fixed
          0.00340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CORP
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CORP 3.2% 01/30/2023
        14040HBU8
        
          
        
        8016000.00000000
        PA
        USD
        8316014.51000000
        0.134747923602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-30
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC CP 0 12/14/2021
        0020A2ZE5
        
          
        
        2185000.00000000
        PA
        USD
        2183820.97000000
        0.035385380926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-12-14
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC (UNGTD)
        213800LBQA1Y9L22JB70
        BARCLAYS BANK PLC 4.338/VAR 05/16/2024
        06738EBB0
        
          
        
        660000.00000000
        PA
        USD
        700805.97000000
        0.011355457496
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-16
          Variable
          0.04338000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.5% 11/01/2024#935767
        31412VCC0
        
          
        
        11341.83600000
        PA
        USD
        11856.26000000
        0.000192112028
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019-XL B 1ML+110 10/15/2036 144A
        056054AE9
        
          
        
        402151.42320000
        PA
        USD
        402655.24000000
        0.006524394281
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01176000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TRUST
        N/A
        VERUS SECURITIZATION TRUST A2 1.052% 01/25/2066 144A
        92537QAE1
        
          
        
        424346.14000000
        PA
        USD
        425554.30000000
        0.006895437500
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-01-25
          Fixed
          0.01052000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXALTA INC
        5493000JW8DCO3T45R55
        BAXALTA INC 3.6% 06/23/2022
        07177MAL7
        
          
        
        265000.00000000
        PA
        USD
        270639.52000000
        0.004385287365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-23
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD PT MTG TR 2017-4
        N/A
        TOWD PT MTG TR 2017-4 2.75% 06/25/2057
        89173UAA5
        
          
        
        178602.80950000
        PA
        USD
        182663.70000000
        0.002959777699
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2057-06-25
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON and CO
        ICE2EP6D98PQUILVRZ91
        BECTON DICKINSON and CO 3.363% 06/06/2024
        075887BV0
        
          
        
        551000.00000000
        PA
        USD
        588357.17000000
        0.009533401715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-06
          Fixed
          0.03363000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELLINGTON FINL MTG TR 2021-1
        N/A
        ELLINGTON FINL MTG TR 2021-1 0.797% 02/25/2066 144A
        31574XAA6
        
          
        
        251563.64000000
        PA
        USD
        251877.44000000
        0.004081277395
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-02-25
          Fixed
          0.00797000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3.5% 08/20/2044#784101
        3622A2RW4
        
          
        
        267300.86000000
        PA
        USD
        286981.05000000
        0.004650076133
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-08-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA HYDRO and NUCLE PWR CO LTD
        9884008CRY5MLCN8OQ43
        KOREA HYDRO and NUCLE PWR CO LTD 1.25% 04/27/2026 144A
        50064YAP8
        
          
        
        1421000.00000000
        PA
        USD
        1420658.97000000
        0.023019542128
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-04-27
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLVO FINANCIAL EQUIPMENT LLC 2019
        N/A
        VOLVO FINANCIAL EQUIPMENT LLC 2.04% 11/15/2023 144A
        92888BAC3
        
          
        
        2435000.00000000
        PA
        USD
        2458427.87000000
        0.039834953439
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          0.02040000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR CLO 29 LTD / KKR CLO 29 LLC
        N/A
        KKR CLO 29 LTD / KKR CLO 29 LLC 3ML+120 01/15/2032 144A
        48254GAA4
        
          
        
        1250000.00000000
        PA
        USD
        1249532.50000000
        0.020246707079
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-15
          Variable
          0.01326130
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE ED LN TR 2015-A
        549300GMVSOGAWY1JE39
        SMB PRIVATE ED LN TR 15-A 1ML+ 06/15/2027 144A
        78448PAC4
        
          
        
        58049.23420000
        PA
        USD
        58134.52000000
        0.000941978378
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2027-06-15
          Variable
          0.01095500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FUNDING LTD
        635400ZRKEX9L1BKCH30
        AVOLON HLDGS FDG LTD 3.95% 07/01/2024 144A
        05401AAF8
        
          
        
        265000.00000000
        PA
        USD
        282681.81000000
        0.004580413717
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-07-01
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        VALERO ENERGY CORP 2.7% 04/15/2023
        91913YAX8
        
          
        
        1430000.00000000
        PA
        USD
        1476807.12000000
        0.023929334507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UNICREDIT SPA 3.75% 04/12/2022 144A
        904678AA7
        
          
        
        1740000.00000000
        PA
        USD
        1772733.35000000
        0.028724353201
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2022-04-12
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        CARRIER GLOBAL CORP 2.242% 02/15/2025
        14448CAN4
        
          
        
        1860000.00000000
        PA
        USD
        1938046.34000000
        0.031402989959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          0.02242000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FIRSTENERGY CORP STEP 07/15/2022
        337932AG2
        
          
        
        885000.00000000
        PA
        USD
        893938.50000000
        0.014484866104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Variable
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TR
        N/A
        SBA TOWER TR 3.448% 03/15/2048 144A
        78403DAM2
        
          
        
        880000.00000000
        PA
        USD
        893816.26000000
        0.014482885398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          0.03448000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT CORP 3% 10/01/2022
        26884LAE9
        
          
        
        2275000.00000000
        PA
        USD
        2322957.00000000
        0.037639861257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 0.523% 03/08/2023
        38141GXY5
        
          
        
        3300000.00000000
        PA
        USD
        3301481.57000000
        0.053495311466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-08
          Fixed
          0.00523000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW MTG FD IVC TR 2017-RT3
        549300ZGMKIELA840327
        BAYVIEW MORTGAGE FUND IVC TRUST 2017-RT3 A 3.5% 01/28/2058 144A
        07326TAA6
        
          
        
        696322.46000000
        PA
        USD
        703608.43000000
        0.011400866948
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2058-01-28
          Variable
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.00% 7/35 #735676
        31402RJV2
        
          
        
        102511.06540000
        PA
        USD
        115675.32000000
        0.001874336458
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019-IMC A 1ML+105 04/15/34 144A
        05608BAA8
        
          
        
        2135000.00000000
        PA
        USD
        2134999.57000000
        0.034594306996
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-15
          Variable
          0.01096000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF IRELAND GROUP PLC
        635400C8EK6DRI12LJ39
        BANK IRELAND GROUP PLC 4.5% 11/25/2023 144A
        06279JAA7
        
          
        
        2655000.00000000
        PA
        USD
        2858967.48000000
        0.046325067268
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-11-25
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.00% 6/35 #735580
        31402RFV6
        
          
        
        36355.45160000
        PA
        USD
        41006.35000000
        0.000664443347
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMER FIN LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GROUP AMER FIN LLC 2.5% 09/24/2021 144A
        928668AX0
        
          
        
        280000.00000000
        PA
        USD
        280390.32000000
        0.004543283729
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-09-24
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 7.5% 06/38#G62031
        31335CHG2
        
          
        
        134430.66000000
        PA
        USD
        156125.07000000
        0.002529760978
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIERRA TIMESHARE 2020-2 RECEIVABLES FDG LLC
        N/A
        SIERRA TIMESHARE 2020-2 RECEIVABLES FDG LLC 3.51% 07/20/2037 144A
        826525AC1
        
          
        
        364875.13000000
        PA
        USD
        375567.47000000
        0.006085479612
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2037-07-20
          Fixed
          0.03510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOUSTON TX ARPT SYS REV
        N/A
        HOUSTON TX ARPT .883% 7/1/2022
        442349EJ1
        
          
        
        70000.00000000
        PA
        USD
        70357.34000000
        0.001140029934
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-07-01
          Fixed
          0.00883000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
        635400B4JJBON4TCHF02
        EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 0.5% 11/17/2023 144A
        29449WAC1
        
          
        
        5000000.00000000
        PA
        USD
        5002545.95000000
        0.081058381834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC (UNGTD)
        2138005O9XJIJN4JPN90
        NATWEST GRP PLC(UNGTD) 3.875% 09/12/2023
        780097BD2
        
          
        
        1085000.00000000
        PA
        USD
        1154764.35000000
        0.018711138397
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-09-12
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 05/31/2023
        91282CCD1
        
          
        
        3860000.00000000
        PA
        USD
        3856682.79000000
        0.062491473207
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCEDES-BENZ AUTO LEASE TR 2019-A
        N/A
        MERCEDES-BENZ AUTO LEASE TRUST 2019-B A3 2.03% 10/17/2022
        58769QAC5
        
          
        
        5029235.26000000
        PA
        USD
        5056330.26000000
        0.081929871907
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2022-10-17
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.50% 9/40 #004801
        36202FKN5
        
          
        
        75558.76860000
        PA
        USD
        84249.82000000
        0.001365135702
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 3/37 #889506
        31410KGP3
        
          
        
        7504.62020000
        PA
        USD
        8863.45000000
        0.000143618253
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TR 2017-3
        N/A
        AMERICREDIT AUTOMOBILE RECEIVABLES TR 2017-3 3.18% 07/18/2023
        03065HAG3
        
          
        
        1355000.00000000
        PA
        USD
        1374438.42000000
        0.022270610878
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-07-18
          Fixed
          0.03180000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV2
        N/A
        BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV2 A5 2.5% 06/25/2051 144A
        07336LAE3
        
          
        
        997130.54000000
        PA
        USD
        1025992.78000000
        0.016624597825
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2051-06-25
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNOVUS BANK
        DX0JX77PRMOELF7VG772
        SYNOVUS BANK 2.289%/VAR 02/10/2023
        87164DQS2
        
          
        
        1237000.00000000
        PA
        USD
        1244285.93000000
        0.020161694671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-10
          Variable
          0.02289000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC 3.803%/VAR 03/11/2025
        404280BZ1
        
          
        
        425000.00000000
        PA
        USD
        455732.06000000
        0.007384420593
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-11
          Variable
          0.03803000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.50% 9/24 #AC3255
        31417MTM5
        
          
        
        3292.35180000
        PA
        USD
        3441.72000000
        0.000055767654
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHOUSE FINANCIAL GLOBAL FUNDING
        549300BLFX3KJ2IFOA78
        BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1% 04/12/2024 144A
        10921U2A5
        
          
        
        855000.00000000
        PA
        USD
        861813.81000000
        0.013964336075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-12
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STACR REMIC TRUST 2021-DNA1
        N/A
        FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+165 01/25/2034 144A
        35564KHE2
        
          
        
        440000.00000000
        PA
        USD
        443052.94000000
        0.007178975414
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2034-01-25
          Variable
          0.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUCOR CORP
        549300GGJCRSI2TIEJ46
        NUCOR CORP 2% 06/01/2025
        670346AR6
        
          
        
        350000.00000000
        PA
        USD
        362582.90000000
        0.005875085096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TCI-FLATIRON CLO 2016-1 LTD / TCI-FLATIRON CLO 2016-1 LLC
        N/A
        TCI-FLATIRON CLO 2017-1A AR LTD/LLC 3ML+96 11/18/2030 144A
        87231BAL7
        
          
        
        4292000.00000000
        PA
        USD
        4292270.40000000
        0.069549484701
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-11-18
          Variable
          0.01084250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 1.654%/VAR 06/02/2024
        95000U2R3
        
          
        
        5935000.00000000
        PA
        USD
        6060097.63000000
        0.098194341951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-02
          Variable
          0.01654000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY BK AMER MERRILL LYNCH TR 2014-C18
        N/A
        MORGAN STANLEY BK AMER MERRILL LYNCH TR 2014-C18 4.11% 10/15/2047
        61763XAH9
        
          
        
        370000.00000000
        PA
        USD
        398097.21000000
        0.006450538581
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-10-15
          Fixed
          0.04110000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 5.50% 4/23 #G18253
        3128MMH71
        
          
        
        4947.47230000
        PA
        USD
        5109.16000000
        0.000082785894
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-04-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 11/20/2046#MA4069
        36179SQW0
        
          
        
        118714.86000000
        PA
        USD
        126379.46000000
        0.002047780195
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-11-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.95% 02/01/2022
        00772BAR2
        
          
        
        1070000.00000000
        PA
        USD
        1082107.39000000
        0.017533846741
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2022-02-01
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINITY ACQ PLC
        549300FJZWZN6MJNGB63
        TRINITY ACQUISITION PLC 4.625% 08/15/2023
        89641UAA9
        
          
        
        359000.00000000
        PA
        USD
        385579.39000000
        0.006247707014
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-08-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 11/01/2026#AJ5340
        3138AW5A7
        
          
        
        144940.08270000
        PA
        USD
        154758.74000000
        0.002507621751
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL LIFE GLOBAL FDG II
        635400WSLKBQWSOIIT41
        PRINCIPAL LIFE GLOBAL FDG II FRN SOFR+45 04/12/2024 144A
        74256LEM7
        
          
        
        1763000.00000000
        PA
        USD
        1766711.08000000
        0.028626771796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-12
          Variable
          0.00500002
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLM STRCTRD ACR DBT NTS
        S6XOOCT0IEG5ABCC6L87
        STACR 14-DN3 M3 1ML+400 8/24
        3137G0BK4
        
          
        
        219415.27260000
        PA
        USD
        223675.86000000
        0.003624315188
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2024-08-25
          Variable
          0.04084380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TR 2020-A
        N/A
        SANTANDER RETAIL AUTO LEASE TR 2020-A 1.69% 01/20/2023 144A
        80286KAB8
        
          
        
        3842468.24000000
        PA
        USD
        3857981.82000000
        0.062512521943
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-01-20
          Fixed
          0.01690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMF FLOORPLAN OWNER REVOLVING TR
        N/A
        GMF FLOORPLAN OWNER REVOLVING TR 0.69% 10/15/2025 144A
        361886CM4
        
          
        
        3238000.00000000
        PA
        USD
        3253348.12000000
        0.052715384683
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          0.00690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER OPERATING MLP 4.25% 03/15/2023
        29278NAL7
        
          
        
        1425000.00000000
        PA
        USD
        1489779.62000000
        0.024139533448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST 2020-3
        N/A
        CARMAX AUTO OWNER TRUST 2020-3 0.49% 06/15/2023
        14315FAB3
        
          
        
        3019454.88000000
        PA
        USD
        3020997.22000000
        0.048950504128
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.00490000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANCORP
        THRNG6BD57P9QWTQLG42
        FIFTH THIRD BANCORP 1.625% 05/05/2023
        316773CZ1
        
          
        
        10625000.00000000
        PA
        USD
        10831991.15000000
        0.175515364263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-05
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL ELEC UTILS CORP
        549300GCZLSGYEYPIR35
        PPL ELEC UTILS CORP FRN 3ML+25 09/28/2023
        69351UAX1
        
          
        
        1780000.00000000
        PA
        USD
        1780224.07000000
        0.028845728526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-28
          Variable
          0.00396000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDBANK AB
        M312WZV08Y7LYUC71685
        SWEDBANK AB 1.3% 06/02/2023 144A
        87020PAK3
        
          
        
        1150000.00000000
        PA
        USD
        1167606.50000000
        0.018919225221
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2023-06-02
          Fixed
          0.01300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC
        549300XK5HGW68R8K327
        SHIRE ACQ INV IRELAND DA 2.875% 09/23/2023
        82481LAC3
        
          
        
        1845000.00000000
        PA
        USD
        1926489.81000000
        0.031215734583
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-09-23
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATMOS ENERGY CORP
        QVLWEGTD2S8GJMO8D383
        ATMOS ENERGY CORP FRN 3ML+38 03/09/2023
        049560AV7
        
          
        
        2617000.00000000
        PA
        USD
        2614868.17000000
        0.042369822224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Variable
          0.00503130
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARDINAL HEALTH INC
        CCU46N3GJMF4OK4N7U60
        CARDINAL HEAL INC 3.2% 3/23
        14149YAY4
        
          
        
        875000.00000000
        PA
        USD
        910756.63000000
        0.014757377425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 6.0% 7/15/36 #783564
        36241L5Z5
        
          
        
        165913.19690000
        PA
        USD
        191807.54000000
        0.003107939231
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-07-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET RENT CAR FDG AESOP LLC
        IHXLB8SL0QWSSG2VG640
        AVIS BUDGET RENTCAR FDG AE LLC 3.7% 03/20/2023 144A
        05377RDH4
        
          
        
        245000.00000000
        PA
        USD
        247523.43000000
        0.004010727518
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-03-20
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 4/35 #735502
        31402RDF3
        
          
        
        17244.26080000
        PA
        USD
        20197.02000000
        0.000327260913
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 6.00% 8/22 #G12738
        3128MBHP5
        
          
        
        359.47800000
        PA
        USD
        366.19000000
        0.000005933532
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-08-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSMUTUAL GLOBAL FDG II
        549300K1IE3K7YU6VG29
        MASSMUTUAL GLOBAL FDG II 0.85% 06/09/2023 144A
        57629WCU2
        
          
        
        10000000.00000000
        PA
        USD
        10098175.00000000
        0.163625028767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-09
          Fixed
          0.00850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 2.6% 11/21/2024
        00287YBZ1
        
          
        
        3500000.00000000
        PA
        USD
        3687813.64000000
        0.059755214475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-21
          Fixed
          0.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        HUMANA INC 1.35% 02/03/2027
        444859BQ4
        
          
        
        120000.00000000
        PA
        USD
        119559.25000000
        0.001937269429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-03
          Fixed
          0.01350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS and ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS and ELECTRIC CO FRN 3ML+137.5 11/15/2021
        694308JR9
        
          
        
        2070000.00000000
        PA
        USD
        2071323.77000000
        0.033562540899
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-15
          Variable
          0.01499750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH EQUIP TR 2018-A
        N/A
        CNH EQUIP TR 2018-A 3.47% 10/15/2025
        12652VAE7
        
          
        
        380000.00000000
        PA
        USD
        386588.59000000
        0.006264059511
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          0.03470000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        CI7MUJI4USF3V0NJ1H64
        EXPEDIA GROUP INC 3.6% 12/15/2023
        30212PBJ3
        
          
        
        1270000.00000000
        PA
        USD
        1347407.31000000
        0.021832614295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAIDU INC
        254900AL64IANZYI1E02
        BAIDU INC 3.5% 11/28/22
        056752AB4
        
          
        
        780000.00000000
        PA
        USD
        805983.75000000
        0.013059697844
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-11-28
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE FED CRED MUTUEL PARIS
        VBHFXSYT7OG62HNT8T76
        BANQUE FED CRED MUTUEL PARIS 0.65% 02/27/2024 144A
        06675FAV9
        
          
        
        860000.00000000
        PA
        USD
        860526.72000000
        0.013943480808
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-02-27
          Fixed
          0.00650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO DOMINION BANK
        PT3QB789TSUIDF371261
        TORONTO DOMINION BANK 0.55% 03/04/2024
        89114QCQ9
        
          
        
        1790000.00000000
        PA
        USD
        1789881.48000000
        0.029002211652
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-03-04
          Fixed
          0.00550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTOWN HOTEL PORTFOLIO TR 2018-STAY
        N/A
        INTOWN HOTEL PORTFOLIO TR 2018-STAY C 1ML+125 01/15/2033 144A
        46117MAL8
        
          
        
        205000.00000000
        PA
        USD
        205448.44000000
        0.003328968541
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-01-15
          Variable
          0.01596000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 11/30/2022
        91282CAX9
        
          
        
        9935000.00000000
        PA
        USD
        9937328.57000000
        0.161018765582
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-11-30
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO RECEIVABLES TR 2019-A
        N/A
        HYUNDAI AUTO RECEIVABLES TR 2019-A 2.94% 05/15/2025
        44932NAF7
        
          
        
        635000.00000000
        PA
        USD
        655692.11000000
        0.010624458415
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.02940000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO DOMINION BANK
        PT3QB789TSUIDF371261
        TORONTO DOMINION BANK FRN SOFR+48 01/27/2023
        89114QCF3
        
          
        
        5000000.00000000
        PA
        USD
        5028394.55000000
        0.081477217704
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-01-27
          Variable
          0.00530000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 6.00% 2/23 #889634
        31410KLP7
        
          
        
        13649.45990000
        PA
        USD
        13955.49000000
        0.000226126745
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-02-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TRUST 2020-2
        N/A
        VERUS SECURITIZATION TRUST 2020-2 2.226% 05/25/2060 144A
        92537UAA0
        
          
        
        1034397.46700000
        PA
        USD
        1043907.10000000
        0.016914871178
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2060-05-25
          Fixed
          0.02226000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUEMOUNTAIN CLO 2015-2 LTD / BLUEMOUNTAIN CLO 2015-2 LLC
        N/A
        BLUEMOUNTAIN CLO 2015-2 LTD / BLUEMOUNTAIN CLO 2015-2 LLC A1R 3ML+93 07/18/2027 144A
        09628BAL2
        
          
        
        699837.28500000
        PA
        USD
        700050.04000000
        0.011343208840
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-07-18
          Variable
          0.01063880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIERRA TIMESHARE 2019-3 RECEIVABLES FDG LLC
        N/A
        SIERRA TIMESHARE 2019-3 RECEIVABLES FDG LLC 2.34% 08/20/2036 144A
        82652NAA6
        
          
        
        268433.25000000
        PA
        USD
        274172.33000000
        0.004442530990
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2036-08-20
          Fixed
          0.02340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LINCOLN NATIONAL CORP IND
        EFQMQROEDSNBRIP7LE47
        LINCOLN NATIONAL CORP IND 4.0% 09/01/2023
        534187BD0
        
          
        
        270000.00000000
        PA
        USD
        288723.41000000
        0.004678308334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHUBB INA HOLDINGS INC
        CZCBJZWDMLTHWJDXU843
        ACE INA HOLDINGS INC 2.875% 11/03/2022
        00440EAU1
        
          
        
        2500000.00000000
        PA
        USD
        2565874.93000000
        0.041575963897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-03
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TR 2020-4
        N/A
        SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4 1.01% 01/15/2026
        80286WAF3
        
          
        
        675000.00000000
        PA
        USD
        680256.02000000
        0.011022477907
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.01010000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        549300LJXD867XMVE759
        ROPER TECHNOLOGIES INC 1% 09/15/2025
        776743AM8
        
          
        
        235000.00000000
        PA
        USD
        234454.69000000
        0.003798969159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 5.0% 10/01/2022#G12814
        3128MBK30
        
          
        
        3129.38750000
        PA
        USD
        3171.36000000
        0.000051386896
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-10-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE AG NY BRNCH
        ANGGYXNX0JLX3X63JN86
        CREDIT SUISSE AG NY BRNCH FRN SOFR+45 02/04/2022
        22550UAA9
        
          
        
        5310000.00000000
        PA
        USD
        5317965.00000000
        0.086169250989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-04
          Variable
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        549300LJXD867XMVE759
        ROPER TECHNOLOGIES INC 3.65% 09/15/2023
        776743AE6
        
          
        
        270000.00000000
        PA
        USD
        286715.57000000
        0.004645774448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE FLEET FING 2019-1 LLC
        N/A
        ENTERPRISE FLEET FING 2019-1 LLC 2.98% 10/20/2024 144A
        29374AAB0
        
          
        
        884733.80500000
        PA
        USD
        890398.22000000
        0.014427501440
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-10-20
          Fixed
          0.02980000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5.5% 03/20/2048#MA5081
        36179TUE3
        
          
        
        80437.13000000
        PA
        USD
        89928.07000000
        0.001457142804
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICRON TECHNOLOGY INC
        B3DXGBC8GAIYWI2Z0172
        MICRON TECHNOLOGY INC 2.497% 04/24/2023
        595112BR3
        
          
        
        2585000.00000000
        PA
        USD
        2665238.40000000
        0.043185992505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-24
          Fixed
          0.02497000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM VIII LTD / OZLM VIII LLC
        N/A
        OZLM VIII LTD / OZLM VIII LLC 2014-8A A1RR 3ML+117 10/17/2029 144A
        67107FBC0
        
          
        
        610197.51680000
        PA
        USD
        610317.73000000
        0.009889238018
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-10-17
          Variable
          0.01303880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 0.981%/VAR 5/01/2025
        172967MX6
        
          
        
        880000.00000000
        PA
        USD
        883969.60000000
        0.014323335773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Variable
          0.00981000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEQUOIA MTG TR 2018-CH3
        N/A
        SEQUOIA MTG TR 2018-CH3 4.5% 08/25/2048 144A
        81746WAU2
        
          
        
        65785.32000000
        PA
        USD
        66993.88000000
        0.001085530359
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2048-08-25
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE FLEET FING 2020-2 LLC
        N/A
        ENTERPRISE FLEET FING 2020-2 LLC 0.61% 07/20/2026 144A
        29375MAB3
        
          
        
        3603817.96000000
        PA
        USD
        3616563.22000000
        0.058600713585
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-07-20
          Fixed
          0.00610000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL SHORT TERM CORPORATE BD FD INC
        GFJ5W14YU35E0I4FQC77
        PGIM Short-Term Corporate Bond A
        74441R102
        
          
        
        1816628.15800000
        NS
        USD
        20546064.47000000
        0.332916629980
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GRP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GRP AG 3.574% 01/09/2023 144A
        225401AB4
        
          
        
        650000.00000000
        PA
        USD
        657075.23000000
        0.010646869697
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-01-09
          Fixed
          0.03574000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE CORP
        7D6DIU2QXTUJRFNNJA49
        NISSAN MOTOR ACCEPTANCE CORP 2.6% 09/28/2022 144A
        654740BD0
        
          
        
        1610000.00000000
        PA
        USD
        1640865.04000000
        0.026587634832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-28
          Fixed
          0.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BUILDING SOCIETY
        549300XFX12G42QIKN82
        NATIONWIDE BUILDING SOC(UNGTD) 3.622/VAR 04/26/2023 144A
        63861VAD9
        
          
        
        1035000.00000000
        PA
        USD
        1056421.64000000
        0.017117649598
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-04-26
          Variable
          0.03622000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HLDGS INC
        5493005X2GO78EFZ3E94
        PAYPAL HLDGS INC 1.35% 06/01/2023
        70450YAF0
        
          
        
        2224000.00000000
        PA
        USD
        2262213.66000000
        0.036655611057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          0.01350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNDRED ACRE WOOD TRUST 2021-INV1
        N/A
        HUNDRED ACRE WOOD TRUST 2021-INV1 A9 VAR 07/25/2051 144A
        44590HAJ5
        
          
        
        986983.08000000
        PA
        USD
        1016476.90000000
        0.016470407970
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEYBANK NATL ASSN
        HUX2X73FUCYHUVH1BK78
        KEYBANK NATL ASSN FRN 3ML+66 02/01/2022
        49327M2Y9
        
          
        
        8128000.00000000
        PA
        USD
        8150087.76000000
        0.132059341830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-01
          Variable
          0.00785750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STACR REMIC TRUST 2021-DNA1
        N/A
        FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+65 01/25/2051 144A
        35564KAA7
        
          
        
        273186.38000000
        PA
        USD
        273186.35000000
        0.004426554736
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Variable
          0.00700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMPHENOL CORPORATION NEW
        549300D3L3G0R4U4VT04
        AMPHENOL CORPORATION NEW 2.05% 03/01/2025
        032095AK7
        
          
        
        910000.00000000
        PA
        USD
        943426.29000000
        0.015286737835
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          0.02050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 2.876%/VAR 10/31/2022
        38148YAC2
        
          
        
        520000.00000000
        PA
        USD
        522088.87000000
        0.008459628237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-31
          Variable
          0.02876000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG LLC
        N/A
        NXP BV/NXP FDG LLC 3.875% 09/01/2022 144A
        62947QAW8
        
          
        
        1355000.00000000
        PA
        USD
        1398457.14000000
        0.022659796424
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-09-01
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING CO L P / PTL FIN CORP
        N/A
        PENSKE TRUCK LEASING CO LP /CORP 2.7% 03/14/2023 144A
        709599AY0
        
          
        
        175000.00000000
        PA
        USD
        180390.05000000
        0.002922936780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-14
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        ROYALTY PHARMA PLC 0.75% 09/02/2023 WI
        78081BAG8
        
          
        
        870000.00000000
        PA
        USD
        873801.12000000
        0.014158571563
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-09-02
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL AUTOMOBILE LEASING 2020-3
        N/A
        GM FINANCIAL AUTOMOBILE LEASING 2020-3 0.35% 11/21/2022
        362569AA3
        
          
        
        4730189.19000000
        PA
        USD
        4732199.99000000
        0.076677851145
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2022-11-21
          Fixed
          0.00350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TR 2019-INV2
        N/A
        VERUS SECURITIZATION TR 2019-INV2 A2 3.117% 07/25/2059 144A
        92537HAB7
        
          
        
        854285.08710000
        PA
        USD
        865087.27000000
        0.014017377341
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-07-25
          Fixed
          0.03117000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP INC
        353800CI5L6DDAN5XZ33
        MIZUHO FINL GROUP INC FRN 3ML+1.14 09/13/2021
        60687YAF6
        
          
        
        17000000.00000000
        PA
        USD
        17005950.51000000
        0.275554656303
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2021-09-13
          Variable
          0.01259000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYWORKS SOLUTIONS INC
        549300WZ3ORQ2BVKBD96
        SKYWORKS SOLUTIONS INC 0.9% 06/01/2023
        83088MAJ1
        
          
        
        305000.00000000
        PA
        USD
        305783.30000000
        0.004954736995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          0.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NELNET STUDENT LN TR 2019-5
        N/A
        NELNET STUDENT LN TR 2020-1A A 1ML+ 74 03/26/2068 144A
        64034GAA8
        
          
        
        352050.74000000
        PA
        USD
        351262.57000000
        0.005691656969
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2068-03-26
          Variable
          0.00824380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIALS INC
        5299005MZ4WZECVATV08
        MARTIN MARIETTA MATERIALS INC 0.65% 07/15/2023
        573284AY2
        
          
        
        405000.00000000
        PA
        USD
        405942.22000000
        0.006577654618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          0.00650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT PRIVATE ED LN TR 2020-A
        N/A
        NAVIENT PRIVATE ED LN TR 2020-A 2.46% 11/15/2068 144A
        63941FAB2
        
          
        
        840000.00000000
        PA
        USD
        865984.22000000
        0.014031911004
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2068-11-15
          Fixed
          0.02460000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBX 2021-NQM3 TR
        N/A
        OBX 2021-NQM3 TR 1.054% 07/25/2061 144A
        67114JAA8
        
          
        
        500000.00000000
        PA
        USD
        500855.05000000
        0.008115567611
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2061-07-25
          Fixed
          0.01054000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-UBS2 MTG TR
        N/A
        COMM 2014-UBS2 MTG TR 4.701% 03/10/2047
        12591UAJ2
        
          
        
        915000.00000000
        PA
        USD
        982430.38000000
        0.015918737711
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-10
          Fixed
          0.04701000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RLGH TR 2021-TROT
        N/A
        RLGH TR 2021-TROT VAR 04/15/2026 144A
        74969CAA5
        
          
        
        650000.00000000
        PA
        USD
        650183.30000000
        0.010535196821
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-15
          Variable
          0.00896000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.5% 08/01/2037#889633
        31410KLN2
        
          
        
        53472.37840000
        PA
        USD
        61862.93000000
        0.001002391392
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHARTERED PLC T1Y 0.991%/VAR 01/12/2025 144A
        853254BY5
        
          
        
        375000.00000000
        PA
        USD
        374277.08000000
        0.006064570873
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-01-12
          Variable
          0.00991000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIFORNIA EDISON CO
        9R1Z5I36FERIBVKW4P77
        SOUTHERN CALIFORNIA EDISON CO 3ML+27 12/03/2021
        842400GX5
        
          
        
        2687000.00000000
        PA
        USD
        2687495.48000000
        0.043546633448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-12-03
          Variable
          0.00398500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTA PT SECURITIZATION TR 2020-2
        N/A
        VISTA POINT SECURITIZATION TRUST 2.496% 04/25/2065 144A
        92838TAC5
        
          
        
        283363.03130000
        PA
        USD
        287653.29000000
        0.004660968724
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2065-04-25
          Fixed
          0.02496000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARLEY DAVIDSON FINANCIAL SERVICES INC
        RLUFFFFW4GRYU77BTS24
        HARLEY DAVIDSON FINL SVCS INC 4.05% 02/04/2022 144A
        41283LAU9
        
          
        
        1210000.00000000
        PA
        USD
        1228457.13000000
        0.019905213886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-04
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 4% 04/20/2050#BU2157
        3617N3ME3
        
          
        
        58335.09000000
        PA
        USD
        63320.13000000
        0.001026003024
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METROPOLITAN LIFE GLOBAL FUNDING I
        635400MMSOCXNNNZDZ82
        METROPOLITAN LIFE GLBL FDG I 0.9% 06/08/2023 144A
        59217GEH8
        
          
        
        4918000.00000000
        PA
        USD
        4966822.22000000
        0.080479535027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-08
          Fixed
          0.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 2.083/VAR 04/22/2026
        46647PBK1
        
          
        
        1870000.00000000
        PA
        USD
        1931171.35000000
        0.031291591569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-22
          Variable
          0.02083000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.5% 04/01/2026#AL2665
        3138EJ6B9
        
          
        
        17455.44240000
        PA
        USD
        18429.39000000
        0.000298619252
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTLAKE CHEMICAL CORP
        GOXNEVUM0LL78B1OS344
        WESTLAKE CHEMICAL CORP 0.875% 08/15/2024
        960413AX0
        
          
        
        180000.00000000
        PA
        USD
        180124.20000000
        0.002918629099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STACR REMIC TR 2020-DNA5
        N/A
        FREDDIE MAC STACR REMIC TR 2020-DNA5 VAR 10/25/2050 144A
        35566AAA7
        
          
        
        7076.53000000
        PA
        USD
        7077.32000000
        0.000114676829
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2050-10-25
          Variable
          0.01350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        VIATRIS INC CP .0068 04/26/2022
        92557NDS9
        
          
        
        5000000.00000000
        PA
        USD
        4981885.50000000
        0.080723611766
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-26
          Fixed
          0.00680000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBX 2021-NQM1 TR
        N/A
        OBX 2021-NQM1 TR A2 1.175% 02/25/2066 144A
        67114BAB3
        
          
        
        597016.04000000
        PA
        USD
        598241.53000000
        0.009693562208
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-02-25
          Fixed
          0.01175000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        EDISON INTERNATIONAL 2.95% 03/15/2023
        281020AJ6
        
          
        
        455000.00000000
        PA
        USD
        467444.79000000
        0.007574206944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOSFORTH FDG 2018-1 PLC
        N/A
        GOSFORTH FDG PLC 2018-1A A1 3ML+45 08/25/2060 144A
        38312RAA1
        
          
        
        541074.88000000
        PA
        USD
        541656.54000000
        0.008776691524
        Long
        ABS-CBDO
        CORP
        GB
        N
        
        2
        
          2060-08-25
          Variable
          0.00579250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 6.01% 11/36 #1G1326
        3128QJPK6
        
          
        
        2803.92900000
        PA
        USD
        2959.90000000
        0.000047960519
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Variable
          0.02448000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPERATING LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODS OPER LLC 3.5% 02/01/2022
        29379VBS1
        
          
        
        1050000.00000000
        PA
        USD
        1064033.42000000
        0.017240986510
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2048#MA3276
        31418CUA0
        
          
        
        835942.67000000
        PA
        USD
        885257.77000000
        0.014344208540
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK OF COMMERCE
        2IGI19DL77OX0HC3ZE78
        CANADIAN IMPERIAL BK OF COMM FRN SOFR+34 06/22/2023
        13607HVD1
        
          
        
        5885000.00000000
        PA
        USD
        5891414.65000000
        0.095461099811
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-06-22
          Variable
          0.00388891
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCEDES-BENZ AUTO LEASE TRUST 2020-B
        N/A
        MERCEDES-BENZ AUTO LEASE TRUST 2020-B 0.31% 02/15/2023
        58769EAB4
        
          
        
        2719435.83000000
        PA
        USD
        2720745.51000000
        0.044085397840
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          0.00310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1
        N/A
        AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1 D 1.21% 12/18/2026
        03063FAF1
        
          
        
        470000.00000000
        PA
        USD
        471395.52000000
        0.007638222304
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-12-18
          Fixed
          0.01210000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.50% 5/41 #AI1888
        3138AFC24
        
          
        
        202524.39000000
        PA
        USD
        225921.00000000
        0.003660694147
        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 15YR 5.00% 1/24 #970997
        31414NGE8
        
          
        
        12868.76890000
        PA
        USD
        13362.67000000
        0.000216521031
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-01-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 12/01/2049#CA4823
        3140QCLD6
        
          
        
        56842.83000000
        PA
        USD
        60770.00000000
        0.000984682182
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFE GLOBAL FUNDING II
        6354003EUPCHXTWUU869
        PACIFIC LIFE GF II FRN 0% 04/12/2024 144A
        6944PL2F5
        
          
        
        10000000.00000000
        PA
        USD
        10013200.00000000
        0.162248142664
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-12
          Variable
          0.00430002
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        ENEL FINANCE INTL NV 2.65% 09/10/2024 144A
        29278GAL2
        
          
        
        880000.00000000
        PA
        USD
        926335.09000000
        0.015009801845
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-09-10
          Fixed
          0.02650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RABOBANK NEDERLAND NEW YORK BRH
        DG3RU1DBUFHT4ZF9WN62
        RABOBANK NEDERLAND NY BRH FRN 3ML+ 01/10/2022
        21688AAK8
        
          
        
        5000000.00000000
        PA
        USD
        5014870.35000000
        0.081258079334
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-01-10
          Variable
          0.00949000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC 0.976/VAR 05/24/2025
        404280CS6
        
          
        
        245000.00000000
        PA
        USD
        245123.70000000
        0.003971843671
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-24
          Variable
          0.00976000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COML MTG TR 2012-GC8
        N/A
        CGCMT 2012-GC8 AS 3.683% 9/45 144A
        17318UAF1
        
          
        
        2157000.00000000
        PA
        USD
        2203562.30000000
        0.035705258101
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-09-10
          Fixed
          0.03683000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO LTD
        353800DRBDH1LUTNAY26
        NISSAN MOTOR CO LTD 3.043% 09/15/2023 144A
        654744AA9
        
          
        
        1350000.00000000
        PA
        USD
        1406404.24000000
        0.022788566669
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-09-15
          Fixed
          0.03043000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBX 2020-EXP1 TR
        N/A
        OBX 2020-EXP1 TR VAR 02/25/2060 144A
        67448TAP0
        
          
        
        582450.21000000
        PA
        USD
        595486.44000000
        0.009648920312
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2060-02-25
          Variable
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA MENGNIU DAIRY CO
        2549005Q343BSJ8RSS21
        CHINA MENGNIU DAIRY CO 1.875% 06/17/2025 REGS
        N/A
        
          
        
        2004000.00000000
        PA
        USD
        2021995.92000000
        0.032763260745
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-06-17
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONNECTICUT ST
        N/A
        CT ST 2.098% 7/1/2025
        20772KJX8
        
          
        
        190000.00000000
        PA
        USD
        199701.55000000
        0.003235849236
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-07-01
          Fixed
          0.02098000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRPT 2021
        N/A
        CRPT 2021-RETL A 1ML+140 07/15/2034 144A
        12566BAA4
        
          
        
        1166000.00000000
        PA
        USD
        1167412.38000000
        0.018916079812
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Variable
          0.01496000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 6.0% 02/37#AB0299
        31416VKM5
        
          
        
        7634.14630000
        PA
        USD
        8995.97000000
        0.000145765531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GP 5.75% 1/24/22
        38141GGS7
        
          
        
        1800000.00000000
        PA
        USD
        1839260.66000000
        0.029802323529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-24
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EFF 2021-2
        N/A
        EFF 2021-2 0.48% 05/20/2027 144A
        29374YAB8
        
          
        
        3480000.00000000
        PA
        USD
        3479393.44000000
        0.056378093240
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2027-05-20
          Fixed
          0.00480000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT STUDENT LN TR 2017-3
        N/A
        NAVSL 2017-3A A2 1ML+60 7/66
        63940JAB5
        
          
        
        3585470.76000000
        PA
        USD
        3594611.20000000
        0.058245015659
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-07-26
          Variable
          0.00684380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        HUMANA INC 0.65% 08/03/2023
        444859BP6
        
          
        
        4706000.00000000
        PA
        USD
        4709379.94000000
        0.076308088160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-03
          Fixed
          0.00650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MTRS FINL CO INC
        5493008B6JBRUJ90QL97
        GENERAL MTRS FINL CO INC FRN SOFR+120 11/17/2023
        37045XDC7
        
          
        
        5000000.00000000
        PA
        USD
        5079649.85000000
        0.082307729152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Variable
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TR 2020-A
        N/A
        SANTANDER RETAIL AUTO LEASE TR 2020-A 2.52% 11/20/2024 144A
        80286KAG7
        
          
        
        720000.00000000
        PA
        USD
        739471.68000000
        0.011981974457
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-11-20
          Fixed
          0.02520000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIMCO ETF TR
        3JA8FFHDP0WD6S8AJT23
        PIMCO Enhanced Short Maturity Active ETF
        72201R833
        
          
        
        3163695.00000000
        NS
        USD
        322633616.10000000
        5.227769841148
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DLLAD 2021-1A A2
        N/A
        DLLAD 2021-1A A2 0.35% 09/20/2024 144A
        233262AB0
        
          
        
        2882000.00000000
        PA
        USD
        2882606.95000000
        0.046708107664
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-09-20
          Fixed
          0.00350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX 2020-BXLP
        N/A
        BX 2020-BXLP A 1ML+82.15 12/15/2029 144A
        05607QAA6
        
          
        
        2200476.43000000
        PA
        USD
        2203361.47000000
        0.035702003967
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Variable
          0.00896000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISHARES CORE TOTAL USD BOND MARKET ETF
        549300G3FWQPUM47D181
        iShares Short Treasury Bond ETF
        464288679
        
          
        
        1120350.00000000
        NS
        USD
        123765064.50000000
        2.005418032386
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        WORLD OMNI AUTO RECEIVABLES TR 2020-A
        N/A
        WORLD OMNI AUTO RECEIVABLES TR 2020-A 1.64% 08/17/2026
        98163MAG3
        
          
        
        480000.00000000
        PA
        USD
        487911.84000000
        0.007905843269
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          0.01640000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POSCO
        988400E5HRVX81AYLM04
        POSCO 2.375% 01/17/2023 144A
        693483AG4
        
          
        
        1870000.00000000
        PA
        USD
        1909887.10000000
        0.030946713805
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2023-01-17
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 12/01/2047#G08792
        3128MJ3A6
        
          
        
        971657.85000000
        PA
        USD
        1029504.63000000
        0.016681501825
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER OPERATING MLP 4.2% 09/15/2023
        29278NAC7
        
          
        
        280000.00000000
        PA
        USD
        298078.94000000
        0.004829899970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NAT MTG ASN GTD REM PA
        N/A
        FEDERAL NATL MTG AS GTD RE PTT 2017-90 KA 3% 11/25/2047
        3136AYQK2
        
          
        
        650644.13690000
        PA
        USD
        694814.16000000
        0.011258369647
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2047-11-25
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALTON FDG MTG TR 2018-1
        N/A
        GALTON FUNDING MORTGAGE TRUST 2017-1 3.5% 11/25/2057 144A
        36417JAS8
        
          
        
        166092.28480000
        PA
        USD
        168573.09000000
        0.002731461546
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2057-11-25
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 03/01/2050#
        31418DMJ8
        
          
        
        369901.94000000
        PA
        USD
        386596.87000000
        0.006264193676
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAP I TR 2019-NUGS
        N/A
        MORGAN STANLEY CAP I TR 2019-NUGS D 1ML+180 12/15/2036 144A
        61692AAL6
        
          
        
        510000.00000000
        PA
        USD
        511516.89000000
        0.008288325944
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Variable
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTOWN HOTEL PORTFOLIO TR 2018-STAY
        N/A
        INTOWN HOTEL PORTFOLIO TR 2018-STAY A 1ML+70 01/15/2033 144A
        46117MAA2
        
          
        
        245000.00000000
        PA
        USD
        245606.50000000
        0.003979666685
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-01-15
          Variable
          0.01046000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A
        N/A
        NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A 2.88% 12/16/2058 144A
        63939XAB7
        
          
        
        912770.96000000
        PA
        USD
        925147.22000000
        0.014990554281
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2058-12-16
          Fixed
          0.02880000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CR AUTO LEASE TR 2011-A
        N/A
        FORD CR AUTO LEASE TR 2011-A 0.62% 08/15/2023
        34531RAD9
        
          
        
        4531000.00000000
        PA
        USD
        4544218.74000000
        0.073631910920
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-08-15
          Fixed
          0.00620000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA FRN 3ML+30 01/14/2022 144A
        05578AAQ1
        
          
        
        5000000.00000000
        PA
        USD
        5005139.15000000
        0.081100400557
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-01-14
          Variable
          0.00432880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.50% 6/39 #AD0527
        31418MSR4
        
          
        
        27326.41050000
        PA
        USD
        31803.66000000
        0.000515328243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CR ACC MST TR
        N/A
        AMERICAN EXPRESS CR ACC MST TR 2.2% 04/15/2025
        02582JJN1
        
          
        
        740000.00000000
        PA
        USD
        754073.10000000
        0.012218567481
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.02200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-A
        N/A
        WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-A 1.71% 11/15/2022
        98162HAB6
        
          
        
        3151367.41000000
        PA
        USD
        3162376.71000000
        0.051241336196
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          0.01710000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD PT MTG TR 2017-1
        N/A
        TPMT 17-1 A1 2.75% 10/56
        89173FAA8
        
          
        
        273171.03080000
        PA
        USD
        277057.08000000
        0.004489273822
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2056-10-25
          Variable
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 08/20/2050#MA6822
        36179VSK7
        
          
        
        60252.57000000
        PA
        USD
        63786.88000000
        0.001033565973
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TR
        N/A
        SBA TOWER TR 2.836% 01/15/2050 144A
        78403DAN0
        
          
        
        990000.00000000
        PA
        USD
        1034551.49000000
        0.016763278247
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2050-01-15
          Fixed
          0.02836000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        N/A
        US 5YR NOTE (CBT) FUT DEC21 FVZ1
        N/A
        
          
        
        -191.00000000
        NC
        USD
        -16685.15000000
        -0.00027035658
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Short
            
              
                UST NOTES
                UST NOTES 0% 06/30/2040
                
                  
                
              
            
            2021-12-31
            -23613596.10000000
            USD
            -16685.15000000
          
        
        
          N
          N
          N
        
      
      
        FEDERATION DES CAISSES DESJARD INS DU QUEBEC
        549300B2Q47IR0CR5B54
        FEDERATION DES CAISE DESJARDIN 0% 05/21/2024 144A
        31429KAF0
        
          
        
        5316000.00000000
        PA
        USD
        5329130.52000000
        0.086350170663
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-05-21
          Variable
          0.00480000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIMCO 2019
        N/A
        AIMCO 2019 3ML+106 07/22/2032 144A
        00901AAJ6
        
          
        
        4100000.00000000
        PA
        USD
        4100729.80000000
        0.066445870812
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2032-07-22
          Variable
          0.01170640
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW 2020-1 LLC
        N/A
        MVW 2020-1 LLC 2.73% 10/20/2037 144A
        55400EAB5
        
          
        
        533631.48180000
        PA
        USD
        549686.37000000
        0.008906802279
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2037-10-20
          Fixed
          0.02730000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON OWNER TR 2018-A
        N/A
        VERIZON OWNER TRUST 2018-A A1A 3.23% 04/20/2023
        92348XAA3
        
          
        
        929096.97000000
        PA
        USD
        934300.01000000
        0.015138860835
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-04-20
          Fixed
          0.03230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        MICROCHIP TECHNOLOGY INC 2.67% 09/01/2023
        595017AZ7
        
          
        
        1110000.00000000
        PA
        USD
        1152306.12000000
        0.018671306650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          0.02670000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET RENT CAR FDG AESOP LLC
        IHXLB8SL0QWSSG2VG640
        AVIS BUDGET RENTCAR FDG AE LLC 2.33% 08/20/2026 144A
        05377RDU5
        
          
        
        540000.00000000
        PA
        USD
        565245.16000000
        0.009158907977
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-08-20
          Fixed
          0.02330000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC 1.645/VAR 04/18/2026
        404280CJ6
        
          
        
        850000.00000000
        PA
        USD
        860630.42000000
        0.013945161103
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-04-18
          Variable
          0.01645000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 0.673%/VAR 03/08/2024
        38141GXZ2
        
          
        
        1180000.00000000
        PA
        USD
        1181923.40000000
        0.019151208047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Variable
          0.00673000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIERRA TIMESHARE 2019-1 RECEIVABLES FDG LLC
        N/A
        SIERRA TIMESHARE 2019-1 RECEIVABLES FDG LLC 3.2% 01/20/2036 144A
        82653EAA5
        
          
        
        178324.36000000
        PA
        USD
        184372.64000000
        0.002987468381
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2036-01-20
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 4/40 #AE0349
        31419AL70
        
          
        
        71513.36980000
        PA
        USD
        85038.94000000
        0.001377922149
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST 2016-3
        N/A
        TPMT 2016-3 2.25% 04/25/2056
        89172YAA8
        
          
        
        9982.16800000
        PA
        USD
        10017.49000000
        0.000162317655
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2056-04-25
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2020-CBM MORTGAGE TRUST
        N/A
        COMM 2020-CBM MORTGAGE TRUST 3.632% 02/10/2037 144A
        20049AAG3
        
          
        
        560000.00000000
        PA
        USD
        572302.81000000
        0.009273266085
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-10
          Variable
          0.03753778
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        ASTRAZENECA FINANCE LLC 0.7% 05/28/2024
        04636NAC7
        
          
        
        995000.00000000
        PA
        USD
        996282.85000000
        0.016143195180
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-28
          Fixed
          0.00700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STACR TRUST 2019-HRP1
        549300RWLR7W4OBRM426
        FREDDIE MAC STACR TRUST 2019-HRP1 1ML+140 02/25/2049 144A
        35564RAK0
        
          
        
        628405.79000000
        PA
        USD
        632108.55000000
        0.010242323952
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2049-02-25
          Variable
          0.01484380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.5% 08/47#MA4654
        36179TE35
        
          
        
        259836.54000000
        PA
        USD
        281360.41000000
        0.004559002510
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-08-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERIT 2020
        N/A
        MERIT 2020 1ML+170 08/15/2037 144A
        590027AJ7
        
          
        
        410000.00000000
        PA
        USD
        411551.65000000
        0.006668546600
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-15
          Variable
          0.01796000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST 2017-SPL5
        N/A
        BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST 2017-SPL5 A 3.5% 06/28/2057 144A
        07331UAA6
        
          
        
        601269.81000000
        PA
        USD
        614684.62000000
        0.009959996596
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2057-06-28
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KUBOTA CREDIT OWNER TRUST 2020
        N/A
        KUBOTA CREDIT OWNER TRUST 2020 1.96% 03/15/2024 144A
        50117WAC8
        
          
        
        380000.00000000
        PA
        USD
        386379.86000000
        0.006260677370
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.01960000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC / CDW FIN CORP
        N/A
        CDW LLC / CDW FIN CORP 5.5% 12/01/2024
        12513GBA6
        
          
        
        270000.00000000
        PA
        USD
        298539.00000000
        0.004837354518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV
        N/A
        CHICAGO ILL TR 1.838% 12/1/2023
        16772PCJ3
        
          
        
        35000.00000000
        PA
        USD
        35913.92000000
        0.000581928535
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.01838000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        HUMANA INC 3.85% 10/01/2024
        444859BD3
        
          
        
        745000.00000000
        PA
        USD
        807366.69000000
        0.013082106209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 11/01/2048#MA3522
        31418C4G6
        
          
        
        145131.94000000
        PA
        USD
        156716.63000000
        0.002539346277
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROWE T PRICE SHORT TERM BD FD INC
        O3EF15Z749ITOPZMGX97
        T. Rowe Price Ultra Short-Term Bond
        77957P303
        
          
        
        52274215.06200000
        NS
        USD
        265553012.51000000
        4.302868519428
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TR 2020-B
        N/A
        SANTANDER RETAIL AUTO LEASE TR 2020-B 0.42% 11/20/2023 144A
        80286RAB3
        
          
        
        6803627.48000000
        PA
        USD
        6815329.72000000
        0.110431689042
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-11-20
          Fixed
          0.00420000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2019-ICE4
        N/A
        CSMC 2019-ICE4 1ML+98.535 05/15/2036 144A
        12653VAA4
        
          
        
        5485000.00000000
        PA
        USD
        5501096.83000000
        0.089136613998
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Variable
          0.01076000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TRUST 2019-C
        N/A
        SANTANDER RETAIL AUTO LEASE TRUST 2019-C 2.17% 11/20/2023 144A
        80284NAF5
        
          
        
        495000.00000000
        PA
        USD
        503443.31000000
        0.008157506290
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-11-20
          Fixed
          0.02170000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 3% 07/15/2023
        125523BV1
        
          
        
        715000.00000000
        PA
        USD
        745507.12000000
        0.012079769260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
        635400B4JJBON4TCHF02
        EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 0.5% 04/06/2023 144A
        29449WAG2
        
          
        
        2010000.00000000
        PA
        USD
        2012379.58000000
        0.032607443094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FINANCE PLC
        2138008L3B3MCG1DFS50
        IMPERIAL TOB 3.5 2/23 144A
        453140AB1
        
          
        
        2090000.00000000
        PA
        USD
        2157185.96000000
        0.034953802519
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-02-11
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 04/20/2050#BS6833
        3617MHSW7
        
          
        
        14880.24000000
        PA
        USD
        16151.83000000
        0.000261714978
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NLT 2021-INV2 TRUST
        N/A
        NLT 2021-INV2 TRUST 1.162% 08/25/2056 144A
        62917JAA8
        
          
        
        1928023.66000000
        PA
        USD
        1933711.52000000
        0.031332751025
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2056-08-25
          Fixed
          0.01162000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FINANCIAL GROUP INC
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FIN GRP INC 3.218% 03/07/2022
        606822BG8
        
          
        
        1090000.00000000
        PA
        USD
        1106667.06000000
        0.017931797530
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-03-07
          Fixed
          0.03218000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 12/01/2034#CA4885
        3140QCNB8
        
          
        
        838245.71000000
        PA
        USD
        896068.23000000
        0.014519375026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-3 LTD
        N/A
        CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-3 LTD 3ML+100 07/28/2028 144A
        14311MAN6
        
          
        
        468000.78000000
        PA
        USD
        468075.19000000
        0.007584421583
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-07-28
          Variable
          0.01131630
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC USA INC
        549300LBOHZ4QSIWU288
        HSBC USA INC YCP .004 10/05/2021
        40434PX50
        
          
        
        10000000.00000000
        PA
        USD
        9998221.00000000
        0.162005431550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-10-05
          Fixed
          0.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 4% 04/20/2050#BT2982
        3617MRJ39
        
          
        
        29000.77000000
        PA
        USD
        31440.07000000
        0.000509436839
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING GROEP NV FRN 3ML+115 03/29/2022
        456837AJ2
        
          
        
        735000.00000000
        PA
        USD
        738561.37000000
        0.011967224316
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2022-03-29
          Variable
          0.01296000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 1.45% 03/20/2026
        92343VGG3
        
          
        
        1155000.00000000
        PA
        USD
        1170221.09000000
        0.018961590536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          0.01450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.125% 07/03/2023
        00774MAF2
        
          
        
        1025000.00000000
        PA
        USD
        1082393.40000000
        0.017538481083
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-07-03
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP B V/NXP FDG LLC/NXP USA INC
        N/A
        NXP B V/NXP FDG LLC/NXP USA INC 2.7% 05/01/2025 144A
        62954HAE8
        
          
        
        205000.00000000
        PA
        USD
        215684.03000000
        0.003494820164
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-05-01
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST 2019-2
        N/A
        CARMAX AUTO OWNER TRUST 2019-2 3.01% 12/16/2024
        14316LAE3
        
          
        
        1935000.00000000
        PA
        USD
        2010590.58000000
        0.032578455165
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          0.03010000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 07/01/2049#MA3694
        31418DC83
        
          
        
        10068.92000000
        PA
        USD
        10868.71000000
        0.000176110335
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL QUE
        NQQ6HPCNCCU6TUTQYE16
        BANK OF MONTREAL QUE FRN 3ML+40 09/10/2021
        06367WQD8
        
          
        
        5000000.00000000
        PA
        USD
        5000490.20000000
        0.081025071641
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2021-09-10
          Variable
          0.00528000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5.5% 02/20/2049#MA5766
        36179UMP4
        
          
        
        179745.67000000
        PA
        USD
        197583.99000000
        0.003201537510
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-02-20
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2019-ICE4
        N/A
        CSMC 2019-ICE4 1ML+ 05/15/2036
        12653VAG1
        
          
        
        780000.00000000
        PA
        USD
        781475.06000000
        0.012662573105
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Variable
          0.01696000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON OWNER TR 2018-A
        N/A
        VERIZON OWNER TR 2018-A A1B 1ML+24 04/23
        92348XAB1
        
          
        
        724159.76000000
        PA
        USD
        724389.46000000
        0.011737590825
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-04-20
          Variable
          0.00328380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIAGARA PARK CLO LLC
        N/A
        NIAGARA PARK CLO LLC 3ML+100 07/17/2032 144A
        65357LAJ4
        
          
        
        4100000.00000000
        PA
        USD
        4101443.20000000
        0.066457430336
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-17
          Variable
          0.01133880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 5.5% 01/01/2025#AL0464
        3138EGQS6
        
          
        
        811.53520000
        PA
        USD
        835.15000000
        0.000013532291
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-01-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKETS PLC
        RR3QWICWWIPCS8A4S074
        NATWEST MARKETS PLC FRN SOFR+0.53 08/12/2024 144A
        63906YAC2
        
          
        
        5905000.00000000
        PA
        USD
        5927053.88000000
        0.096038577428
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-08-12
          Variable
          0.00580001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 02/30#AS4509
        3138WEAK5
        
          
        
        16630.99810000
        PA
        USD
        17617.10000000
        0.000285457371
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MOTOR CREDIT CORP 0.45% 07/22/2022
        89236THD0
        
          
        
        7207000.00000000
        PA
        USD
        7223025.92000000
        0.117037764145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-22
          Fixed
          0.00450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP FUNDING GUERNSEY LTD
        549300PXR5FKNXF0OH19
        CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/22 WI
        225433AH4
        
          
        
        5000000.00000000
        PA
        USD
        5176747.30000000
        0.083881040473
        Long
        DBT
        CORP
        GG
        
        N
        
        2
        
          2022-09-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP NEW
        N/A
        CHEVRON CORP NEW 1.141% 05/11/2023
        166764BV1
        
          
        
        4174000.00000000
        PA
        USD
        4236084.41000000
        0.068639079184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-11
          Fixed
          0.01141000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FDG
        635400DPNHEAUHB7ZI15
        NEW YORK LIFE INSURANCE CO 1.1% 05/05/2023 144A
        64952WDP5
        
          
        
        725000.00000000
        PA
        USD
        733860.99000000
        0.011891062058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-05
          Fixed
          0.01100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 0.0% 05/01/2038#847962
        3128JRZ33
        
          
        
        6544.58170000
        PA
        USD
        6912.78000000
        0.000112010717
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-01
          Variable
          0.02074000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY INC
        21TPXMRRHFKOBHDC8J74
        CENTERPOINT ENERGY INC FRN SOFR+65 05/13/2024
        15189TAZ0
        
          
        
        2893000.00000000
        PA
        USD
        2897223.78000000
        0.046944950384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-13
          Variable
          0.00700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.5% 11/01/2026#AL1794
        3138EH7G1
        
          
        
        76410.61400000
        PA
        USD
        80444.80000000
        0.001303481343
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FINANCIAL GROUP INC
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FIN GRP INC FRN 3ML+70 03/07/2022
        606822BF0
        
          
        
        10000000.00000000
        PA
        USD
        10031854.70000000
        0.162550412710
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-03-07
          Variable
          0.00830750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 11/34 #735061
        31402QTS0
        
          
        
        10750.10570000
        PA
        USD
        12586.77000000
        0.000203948793
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL I TRUST 2014-150E
        N/A
        MORGAN STANLEY CAPITAL I TRUST 2014-150E 3.912% 09/09/2024 144A
        61764BAA1
        
          
        
        1325000.00000000
        PA
        USD
        1419376.17000000
        0.022998756374
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-09-09
          Fixed
          0.03912000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2021
        N/A
        BX TRUST 2021-SOAR D 1ML+140 06/15/2026 144A
        05608WAL8
        
          
        
        665000.00000000
        PA
        USD
        666065.00000000
        0.010792534768
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Variable
          0.01496000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC USA INC
        549300LBOHZ4QSIWU288
        HSBC USA INC YCP .004 02/09/2022
        40434RB92
        
          
        
        10000000.00000000
        PA
        USD
        9987220.00000000
        0.161827177663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-09
          Fixed
          0.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO GAS and ELECTRIC CO
        KNIRVXKVNJJ4P8OTMS63
        SAN DIEGO GAS and ELECTRIC CO 1.914% 02/01/2022
        797440BT0
        
          
        
        34289.28500000
        PA
        USD
        34433.19000000
        0.000557935637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-01
          Fixed
          0.01914000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOMEWARD OPPORTUNITIES FD I TR 2019-3
        N/A
        HOMEWARD OPPORTUNITIES FD I TR 2019-3 2.675% 11/25/2059 144A
        43800KAA5
        
          
        
        247026.09940000
        PA
        USD
        248531.48000000
        0.004027061381
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-11-25
          Fixed
          0.02675000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TR 2019-3
        N/A
        AMERICREDIT AUTOMOBILE RECEIVABLES TR 2019-3 2.13% 07/18/2025
        03066NAE4
        
          
        
        985000.00000000
        PA
        USD
        1000011.01000000
        0.016203604144
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-07-18
          Fixed
          0.02130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORPORATION
        549300DDU6FDRBIELS05
        FOX CORP 3.666% 01/25/2022
        35137LAF2
        
          
        
        260000.00000000
        PA
        USD
        263508.74000000
        0.004269744301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-25
          Fixed
          0.03666000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 3.25% 10/01/2022
        00287YCT4
        
          
        
        850000.00000000
        PA
        USD
        870548.18000000
        0.014105862791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-01
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DONLEN FLEET LEASE FDG 2 LLC
        N/A
        DONLEN FLEET LEASE FDG 2 LLC 1ML+33 12/11/2034 144A
        257812AC1
        
          
        
        4058000.00000000
        PA
        USD
        4063195.46000000
        0.065837685921
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2034-12-11
          Variable
          0.00425130
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISNEY (WALT) CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 3% 09/15/2022
        254687CM6
        
          
        
        4273000.00000000
        PA
        USD
        4389764.51000000
        0.071129223273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE FUNDING II LLC
        5493000HT7H4OFOD6Z12
        CHESAPEAKE FUNDING II LLC 18-3A A2 1ML+48 01/15/2031 144A
        165183BU7
        
          
        
        979124.67000000
        PA
        USD
        981397.71000000
        0.015902004919
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Variable
          0.00575500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        549300LJXD867XMVE759
        ROPER TECHNOLOGIES INC 2.35% 09/15/2024
        776743AH9
        
          
        
        365000.00000000
        PA
        USD
        381864.81000000
        0.006187518093
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          0.02350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KNDR 2021-KIND F
        N/A
        KNDR 2021-KIND F 1ML+175 08/15/2026 144A
        482606AL4
        
          
        
        980000.00000000
        PA
        USD
        980292.73000000
        0.015884100458
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-08-15
          Variable
          0.01850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2019-BNK19
        N/A
        BANK 2019-BNK19 2.263% 08/15/2061
        06540WBA0
        
          
        
        367309.11000000
        PA
        USD
        375560.89000000
        0.006085372993
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-08-15
          Fixed
          0.02263000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 5.52% 12/35 #848476
        31408DT95
        
          
        
        5307.19920000
        PA
        USD
        5591.26000000
        0.000090597566
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Variable
          0.02043000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 5.92% 12/36 #905196
        31411DUV9
        
          
        
        1262.75340000
        PA
        USD
        1338.63000000
        0.000021690391
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Variable
          0.02415000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW OWNER TR 2017-1
        N/A
        MVW OWNER TR 2017-1A B 2.75% 12/20/2034 144A
        553896AB7
        
          
        
        22287.22270000
        PA
        USD
        22700.08000000
        0.000367819060
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2034-12-20
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAP HLDGS INC
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY CAP HLDGS INC FRN VAR 03/01/2023
        65339KBV1
        
          
        
        3472000.00000000
        PA
        USD
        3484095.41000000
        0.056454281262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Variable
          0.00590000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2020-NET
        N/A
        CSMC 2020-NET 2.2569% 08/15/2037 144A
        126438AA8
        
          
        
        455000.00000000
        PA
        USD
        472124.84000000
        0.007650039787
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-15
          Fixed
          0.02256900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        ANTHEM INC 0.45% 03/15/2023
        036752AQ6
        
          
        
        4094000.00000000
        PA
        USD
        4098499.80000000
        0.066409737173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.00450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST 2017-4
        5493003IB59OF448TR74
        CARMAX AUTO OWNER TRUST 2017-4 2.7% 10/16/2023
        14314RAF9
        
          
        
        205000.00000000
        PA
        USD
        206297.08000000
        0.003342719417
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-10-16
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLES TR 19
        N/A
        WORLD OMNI AUTO RECEIVABLES TR 19 2.4% 06/15/2026
        98162RAG3
        
          
        
        895000.00000000
        PA
        USD
        919540.01000000
        0.014899698271
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.02400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J P MORGAN CHASE COML MTG SECS TR 2019-BROOK
        N/A
        J P MORGAN CHASE COML MTG SECS TR 2019-BROOK C 1ML+160 09/15/2029 144A
        46591JAJ5
        
          
        
        575000.00000000
        PA
        USD
        574336.45000000
        0.009306218019
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-09-15
          Variable
          0.01696000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STACR REMIC TR 2020-HQA5
        N/A
        FREDDIE MAC STACR REMIC TR 2020-HQA5 SOFR30A+110 11/25/2050 144A
        35565TAA7
        
          
        
        149889.72000000
        PA
        USD
        149987.72000000
        0.002430314883
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2050-11-25
          Variable
          0.01150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 12/16/2021
        00774MAH8
        
          
        
        1395000.00000000
        PA
        USD
        1406400.18000000
        0.022788500883
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2021-12-16
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Revere Street Trust
        549300BDV45LJNXBZC55
        Fidelity Cash Central Fund
        31635A105
        
          
        
        101918540.45000000
        NS
        USD
        101938924.16000000
        1.651759788098
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JOHN DEERE OWNER TR 2020
        N/A
        JOHN DEERE OWNER TR 2020 1.01% 01/17/2023
        47789KAB9
        
          
        
        399648.58000000
        PA
        USD
        400036.72000000
        0.006481965287
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-01-17
          Fixed
          0.01010000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MTRS FINL CO INC
        5493008B6JBRUJ90QL97
        GENERAL MTRS FINL CO INC 2.9% 02/26/2025
        37045XCV6
        
          
        
        1880000.00000000
        PA
        USD
        1986426.80000000
        0.032186919150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-26
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HONDA FINANCE CORP
        B6Q2VFHD1797Q7NZ3E43
        AMERICAN HONDA FINANCE CORP FRN 3ML+15 02/22/2023
        02665WDV0
        
          
        
        3342000.00000000
        PA
        USD
        3345899.85000000
        0.054215039767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-22
          Variable
          0.00280750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 04/20/2050#BS6831
        3617MHSU1
        
          
        
        22969.91000000
        PA
        USD
        25126.62000000
        0.000407137321
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLES TR 2020-C
        N/A
        WORLD OMNI AUTO RECEIVABLES TR 2020-C 0.35% 12/15/2023
        98163CAB6
        
          
        
        2750133.81000000
        PA
        USD
        2751749.51000000
        0.044587768852
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          0.00350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5.00% 3/41 #004979
        36202FQ82
        
          
        
        8375.96260000
        PA
        USD
        9405.42000000
        0.000152400024
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-03-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERRIGO FINANCE UNLIMITED CO
        549300E86RB6YCTMRM83
        PERRIGO FINANCE PLC 3.9% 12/15/2024
        714295AC6
        
          
        
        3840000.00000000
        PA
        USD
        4102780.84000000
        0.066479104686
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2024-12-15
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        GRAY OAK PIPELINE LLC 2% 09/15/2023 144A
        38937LAA9
        
          
        
        205000.00000000
        PA
        USD
        208944.47000000
        0.003385616204
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7 ELEVEN INC
        549300K23JPL0SS3LB18
        7 ELEVEN INC 0.8% 02/10/2024 144A
        817826AB6
        
          
        
        1448000.00000000
        PA
        USD
        1447708.82000000
        0.023457842364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-10
          Fixed
          0.00800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        NORDSTROM INC 2.3% 04/08/2024
        655664AX8
        
          
        
        150000.00000000
        PA
        USD
        150983.09000000
        0.002446443287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-08
          Fixed
          0.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCELORMITTAL SA LUXEMBOURG
        2EULGUTUI56JI9SAL165
        ARCELORMITTAL SA LUXEMBOURG 3.6% 07/16/2024
        03938LBB9
        
          
        
        275000.00000000
        PA
        USD
        292875.00000000
        0.004745578314
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2024-07-16
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LN PROGRAM 2019-4 TR
        N/A
        SOFI CONSUMER LN PROGRAM 2019-4 TR 2.45% 08/25/2028 144A
        83405BAA0
        
          
        
        468146.59000000
        PA
        USD
        470232.00000000
        0.007619369294
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2028-08-25
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERIT 2020
        N/A
        MERIT 2020-HILL F 1ML+125 08/15/2037 144A
        590027AA6
        
          
        
        494882.93000000
        PA
        USD
        496116.38000000
        0.008038784923
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-15
          Variable
          0.01246000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        549300LJXD867XMVE759
        ROPER TECHNOLOGIES INC 3.125% 11/15/2022
        776696AE6
        
          
        
        1505000.00000000
        PA
        USD
        1544365.07000000
        0.025024004734
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTA PT SECURITIZATION TR 2020-1
        N/A
        VISTA PT SECURITIZATION TR 2020-1 A1 1.763% 03/25/2065
        92838WAA2
        
          
        
        281049.30000000
        PA
        USD
        282280.01000000
        0.004573903181
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-03-25
          Fixed
          0.01763000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CGDB COML MTG TR 2017-BIO
        N/A
        CGDB COML MTG TR 2017-BIO 1ML+165 11/15/2036 144A
        125284AG4
        
          
        
        1545000.00000000
        PA
        USD
        1543154.81000000
        0.025004394376
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-15
          Variable
          0.01745500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET RENT CAR FDG AESOP LLC
        IHXLB8SL0QWSSG2VG640
        AVIS BUDGET RENTCAR FDG AE LLC 4.95% 03/20/2025 144A
        05377RDE1
        
          
        
        430000.00000000
        PA
        USD
        464847.97000000
        0.007532129564
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO DOMINION BANK
        PT3QB789TSUIDF371261
        TORONTO DOMINION BANK 0.25% 01/06/2023
        89114QCM8
        
          
        
        4000000.00000000
        PA
        USD
        4000905.36000000
        0.064828372911
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-01-06
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMER FIN LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GROUP AMER FIN LLC 2.7% 09/26/2022 144A
        928668AZ5
        
          
        
        650000.00000000
        PA
        USD
        665918.50000000
        0.010790160966
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-26
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.875% 01/16/2024
        00774MAK1
        
          
        
        490000.00000000
        PA
        USD
        531822.80000000
        0.008617351249
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-01-16
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STACR TR 2018-DNA3
        549300BL200YC56BUV20
        FREDDIE MAC STACR TR 2018-DNA3 1ML+90 09/25/2048 144A
        35563WAQ7
        
          
        
        600000.00000000
        PA
        USD
        598718.76000000
        0.009701294969
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2048-09-25
          Variable
          0.00984380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E TRADE FINANCIAL CORP
        549300LYE2HSVYJFJD24
        E TRADE FINANCIAL CORP 2.95% 08/24/2022
        269246BP8
        
          
        
        8277000.00000000
        PA
        USD
        8475437.60000000
        0.137331123803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-24
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALTON FDG MTG TR 2020-H1
        N/A
        GALTON FDG MTG TR 2020-H1 2.368% 02/21/2060 144A
        36418HAA0
        
          
        
        680153.46000000
        PA
        USD
        691168.14000000
        0.011199291633
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2060-01-25
          Fixed
          0.02310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINOSING SERVICES PTE LTD
        549300UVDH5NQRVTJG47
        SINOSING SERVICES PTE LTD 2.25% 02/20/2025 REGS
        N/A
        
          
        
        2200000.00000000
        PA
        USD
        2242460.00000000
        0.036335534094
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2025-02-20
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG RESIDENTIAL MORTGAGE TRUST 2020-2
        N/A
        SG RESIDENTIAL MORTGAGE TRUST 2020-2 1.381% 05/25/2065 144A
        81882JAA9
        
          
        
        377017.38690000
        PA
        USD
        378652.96000000
        0.006135475120
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2065-05-25
          Fixed
          0.01381000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINL AUTOMOBILE LEASING TR 2021-3
        N/A
        GM FINL AUTOMOBILE LEASING TR 2021-3 0.24% 12/20/2023
        36262XAB0
        
          
        
        5000000.00000000
        PA
        USD
        5000492.50000000
        0.081025108909
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-12-20
          Fixed
          0.00240000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT PRIVATE ED REFI LN TR 2019-G
        N/A
        NAVIENT PRIVATE ED REFI LN TR 2019-GA A 2.4% 10/15/2068 144A
        63941JAA6
        
          
        
        456058.88450000
        PA
        USD
        465591.02000000
        0.007544169519
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2068-10-15
          Fixed
          0.02400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MTG PASS THRU CTF CL A-1
        N/A
        MTG PASS THRU CTF CL A-1 VAR 01/25/2056 144A
        552747AA5
        
          
        
        518222.60000000
        PA
        USD
        518116.93000000
        0.008395269202
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2056-01-25
          Variable
          0.00852000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 0.529%/VAR 01/25/2024
        6174468W2
        
          
        
        3994000.00000000
        PA
        USD
        3995908.97000000
        0.064747414277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-25
          Variable
          0.00529000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        UPJOHN INC 1.125% 06/22/2022 144A
        91533BAA8
        
          
        
        8114000.00000000
        PA
        USD
        8158293.60000000
        0.132192304549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-22
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 4.58% 7/35 #826362
        31407CB71
        
          
        
        3573.44900000
        PA
        USD
        3759.28000000
        0.000060913214
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Variable
          0.01841000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAMLL COML MTG SECS TR 2021-JACX
        N/A
        BAMLL COML MTG SECS TR 2021-JACX 1ML+200 09/15/2038 144A
        05493LAJ5
        
          
        
        805000.00000000
        PA
        USD
        805019.32000000
        0.013044070774
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Variable
          0.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Colchester Street Trust
        549300SHPEJB1OPRCV46
        FIMM MM Government Portfolio - Instl Cl
        31607A703
        
          
        
        278904221.22000000
        NS
        USD
        278904221.22000000
        4.519203838359
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NTT FINANCE CORP
        3538007PR116187GD960
        NTT FINANCE CORP 0.583% 03/01/2024 144A
        62954WAB1
        
          
        
        2184000.00000000
        PA
        USD
        2181628.46000000
        0.035349854753
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-03-01
          Fixed
          0.00583000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELLINGTON FINL MTG TR 2021-2
        N/A
        ELLINGTON FINL MTG TR 2021-2 A3 1.291% 06/25/2066 144A
        31572LAC0
        
          
        
        417381.78000000
        PA
        USD
        418097.84000000
        0.006774617304
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-06-25
          Fixed
          0.01291000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 2.75% 05/19/22
        61744YAH1
        
          
        
        1095000.00000000
        PA
        USD
        1114888.91000000
        0.018065019666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-19
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNCOR ENERGY INC
        549300W70ZOQDVLCHY06
        SUNCOR ENERGY INC NEW 2.8% 05/15/2023
        867224AC1
        
          
        
        975000.00000000
        PA
        USD
        1011239.00000000
        0.016385536046
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-05-15
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC FRN 03/16/2022
        92343VDX9
        
          
        
        15233000.00000000
        PA
        USD
        15312926.18000000
        0.248121862288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-16
          Variable
          0.01118000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG NEW YORK BNCH
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG NEW YORK BNCH 5% 02/14/2022
        251526CA5
        
          
        
        10000000.00000000
        PA
        USD
        10202361.20000000
        0.165313202122
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-02-14
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY FRN SOFR+70 01/20/2023
        6174468K8
        
          
        
        5000000.00000000
        PA
        USD
        5011600.05000000
        0.081205089271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-20
          Variable
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT INTERNATIONAL FINANCE PLC
        21380041YBGOQDFAC823
        BAT INTL FINANCE PLC 1.668% 03/25/2026
        05530QAN0
        
          
        
        885000.00000000
        PA
        USD
        890123.42000000
        0.014423048739
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-25
          Fixed
          0.01668000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TR 2021-2
        N/A
        DRIVE AUTO RECEIVABLES TR 2021-2 1.39% 03/15/2029
        262104AF9
        
          
        
        785000.00000000
        PA
        USD
        785170.42000000
        0.012722450597
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.01390000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY INC FRN 3ML+53 09/15/2023
        25746UDH9
        
          
        
        2327000.00000000
        PA
        USD
        2327318.50000000
        0.037710532498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Variable
          0.00648880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TRUST 2019-C
        N/A
        SANTANDER RETAIL AUTO LEASE TRUST 2019-C 2.88% 06/20/2024 144A
        80284NAH1
        
          
        
        870000.00000000
        PA
        USD
        891704.85000000
        0.014448673322
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-06-20
          Fixed
          0.02880000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FINANCIAL GROUP INC
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FIN GRP INC 0.953%/VAR 07/19/2025
        606822BW3
        
          
        
        1660000.00000000
        PA
        USD
        1666077.99000000
        0.026996170995
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-07-19
          Variable
          0.00953000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL ELEC UTILS CORP
        549300GCZLSGYEYPIR35
        PPL ELEC UTILS CORP FRN SOFR+33 06/24/2024
        69351UAY9
        
          
        
        4059000.00000000
        PA
        USD
        4061872.19000000
        0.065816244414
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-24
          Variable
          0.00380002
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKETS PLC
        RR3QWICWWIPCS8A4S074
        NATWEST MARKETS PLC 3.625% 09/29/2022 144A
        63906AAA8
        
          
        
        5000000.00000000
        PA
        USD
        5178208.05000000
        0.083904709627
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-09-29
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        HUMANA INC 3.15% 12/01/22
        444859BA9
        
          
        
        315000.00000000
        PA
        USD
        323691.29000000
        0.005244907781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          0.03150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST REPUBLIC BANK
        YWC0TIKBQM2JV8L4IV08
        FIRST REPUBLIC BANK SF CA 2.5% 06/06/2022
        336158AK6
        
          
        
        6050000.00000000
        PA
        USD
        6138901.85000000
        0.099471240279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-06
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 5.93% 12/36 #1G1353
        3128QJQE9
        
          
        
        4995.04200000
        PA
        USD
        5278.25000000
        0.000085525731
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Variable
          0.02314000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J P MORGAN CHASE COML MTG SECS TR 2020-609M
        N/A
        J P MORGAN CHASE COML MTG SECS TR 2020-609M 1ML+ 10/15/2033 144A
        46652RAJ3
        
          
        
        805000.00000000
        PA
        USD
        807261.00000000
        0.013080393669
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-15
          Variable
          0.02266000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 3.5% 01/15/2022
        00912XBE3
        
          
        
        5560000.00000000
        PA
        USD
        5623098.55000000
        0.091113459808
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARDEES FDG LLC / CARLS JR FDG LLC
        N/A
        HARDEES FDG LLC / CARLS JR FDG LLC AII 4.959% 06/21/2048 144A
        411707AD4
        
          
        
        213950.00000000
        PA
        USD
        228689.02000000
        0.003705545554
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2048-06-20
          Fixed
          0.04959000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIFORNIA EDISON CO
        9R1Z5I36FERIBVKW4P77
        SOUTHERN CALIFORNIA EDISON CO FRN SOFR+64 04/03/2023
        842400HA4
        
          
        
        5000000.00000000
        PA
        USD
        5015952.95000000
        0.081275621163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-03
          Variable
          0.00690002
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 3/34 #725229
        31402CVW9
        
          
        
        105253.48160000
        PA
        USD
        122176.41000000
        0.001979676387
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE TOWERS LLC
        N/A
        CROWN C TWRS LLC/S LLC/COM INC 3.72% 07/15/2043 144A
        22822RBF6
        
          
        
        370000.00000000
        PA
        USD
        381568.61000000
        0.006182718638
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-07-15
          Fixed
          0.03720000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCL AMERICA INC
        549300CBM0L7W7N2EB94
        HCL AMERICA INC 1.375% 03/10/2026 144A
        40480HAA5
        
          
        
        1800000.00000000
        PA
        USD
        1796962.50000000
        0.029116948434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-10
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        N/A
        IL ST 2.25% 10/1/2022
        4521527Q8
        
          
        
        1640000.00000000
        PA
        USD
        1654377.88000000
        0.026806589131
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-10-01
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO 3.5% 3/8/22
        94974BFC9
        
          
        
        123000.00000000
        PA
        USD
        125089.18000000
        0.002026873239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-08
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CORP
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE 3.5% 6/23 WI
        14040HBD6
        
          
        
        555000.00000000
        PA
        USD
        584757.48000000
        0.009475074405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        MICROCHIP TECHNOLOGY INC 0.972% 02/15/2024 144A
        595017AV6
        
          
        
        1165000.00000000
        PA
        USD
        1166375.14000000
        0.018899272971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.00972000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES LVII CLO LTD / ARES LVII CLO LLC
        N/A
        ARES LVII CLO LTD / ARES LVII CLO LLC 3ML+132 10/25/2031 144A
        04017NAC6
        
          
        
        895000.00000000
        PA
        USD
        895283.72000000
        0.014506663277
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-25
          Variable
          0.01445250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEYBANK NATL ASSN
        HUX2X73FUCYHUVH1BK78
        KEYBANK NATL ASSN CLVLD MTN BE 2.3% 09/14/2022
        49327M2T0
        
          
        
        355000.00000000
        PA
        USD
        362728.49000000
        0.005877444153
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-14
          Fixed
          0.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMER FIN LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GROUP AMER FIN LLC 3.125% 05/12/2023 144A
        928668BD3
        
          
        
        355000.00000000
        PA
        USD
        369694.52000000
        0.005990317702
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-12
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC BANK NA PITTSBURGH PA
        AD6GFRVSDT01YPT1CS68
        PNC BK NA PITTSBURGH PA MTN 2.028%/VAR 12/09/2022
        69353RFS2
        
          
        
        7000000.00000000
        PA
        USD
        7033007.73000000
        0.113958818513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-09
          Variable
          0.02028000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC
        N/A
        AIMCO CLO SER 2018-BA AR 3ML+110 01/15/2032 144A
        00900PAL9
        
          
        
        4342000.00000000
        PA
        USD
        4342369.07000000
        0.070361254780
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-15
          Variable
          0.01226130
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CC HLDGS GS V LLC / CROWN CASTLE GS III CORP
        549300UOUI8AGDVWFP45
        CC HOLDINGS 3.849% 4/15/23
        14987BAE3
        
          
        
        2615000.00000000
        PA
        USD
        2753774.18000000
        0.044620575442
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          0.03849000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) FRN SOFR+54 11/17/2023
        38141GXK5
        
          
        
        10000000.00000000
        PA
        USD
        10026469.10000000
        0.162463147541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Variable
          0.00590001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE CONNECTICUT AVENUE
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE CONNECTICUT AVENUE 1ML+85 07/25/2030
        30711XZZ0
        
          
        
        876980.23000000
        PA
        USD
        863777.91000000
        0.013996161224
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2030-07-25
          Variable
          0.00934380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STR INVT TR
        549300CCOK7OZZUAS108
        State Street Instl US Govt MMkt Premier
        857492706
        
          
        
        4198264.04000000
        NS
        USD
        4198264.04000000
        0.068026259627
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HIGHWOODS REALTY LP
        JUJNVZX73BIYHLR58F51
        HIGHWOODS REALTY LP 3.625% 01/15/2023
        431282AM4
        
          
        
        1620000.00000000
        PA
        USD
        1671730.02000000
        0.027087753243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY RES CORP
        2JADVB0458J06WCD4N56
        CENTERPOINT ENERGY RES CORP FRN 3ML+50 03/02/2023
        15189WAN0
        
          
        
        3494000.00000000
        PA
        USD
        3495070.04000000
        0.056632107864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-02
          Variable
          0.00631380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIP TR 2020-2
        N/A
        HPEFS EQUIP TR 2020-2A A2 0.65% 07/22/2030 144A
        40438PAB8
        
          
        
        2562141.88000000
        PA
        USD
        2564507.51000000
        0.041553807009
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2030-07-22
          Fixed
          0.00650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALTON FDG MTG TR 2019-H1
        N/A
        GALTON FUNDING MORTGAGE TRUST 2019-H1 3.455% 10/25/2059 144A
        36418XAD9
        
          
        
        600000.00000000
        PA
        USD
        618370.56000000
        0.010019721451
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-10-25
          Fixed
          0.03339000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE15 MTG TR
        N/A
        COMM 2014-CCRE15 MTG TR VAR 02/10/2047
        12591RBD1
        
          
        
        920000.00000000
        PA
        USD
        994737.12000000
        0.016118149059
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-02-10
          Variable
          0.04813395
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG 1.008%/VAR 07/30/2024 144A
        902613AB4
        
          
        
        7118000.00000000
        PA
        USD
        7163560.54000000
        0.116074221275
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-07-30
          Variable
          0.01008000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN MUTUAL GLOBAL FUNDING
        635400LZXFVELZDVP257
        NORTHWESTERN MUTUAL GLOBAL FUNDING SOFR+33 03/25/2024 144A
        66815L2C2
        
          
        
        4063000.00000000
        PA
        USD
        4074608.19000000
        0.066022611244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-25
          Variable
          0.00380002
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        549300LJXD867XMVE759
        ROPER TECHNOLOGIES INC 0.45% 08/15/2022
        776743AK2
        
          
        
        706000.00000000
        PA
        USD
        707213.29000000
        0.011459278030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          0.00450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL INC
        ISRPG12PN4EIEOEMW547
        HONEYWELL INTL INC FRN 3ML+37 08/08/2022
        438516BV7
        
          
        
        9078000.00000000
        PA
        USD
        9112523.54000000
        0.147654098525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-08
          Variable
          0.00495380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 5.5% 10/01/2024#890205
        31410LAE2
        
          
        
        19195.00080000
        PA
        USD
        19654.19000000
        0.000318465208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-10-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 7% 03/39#G62030
        31335CHF4
        
          
        
        136323.50000000
        PA
        USD
        160138.97000000
        0.002594799909
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-03-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 2% 02/15/2040
        3137A0UA1
        
          
        
        323778.85200000
        PA
        USD
        329026.69000000
        0.005331359539
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2040-02-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LANARK MASTER ISSUER PLC
        213800KIOPB5OYXIVY33
        LANARK MASTER ISSUER PLC 2020-1A 1A 12/22/2069 144A
        513770BE6
        
          
        
        1768000.00000000
        PA
        USD
        1806961.42000000
        0.029278965192
        Long
        ABS-CBDO
        CORP
        GB
        N
        
        2
        
          2069-12-22
          Variable
          0.02277000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEUBERGER BERMAN LN ADVISERS CLO 40 LTD / NEUBERGER BERMAN LN ADVISERS CLO 40 LLC
        N/A
        NEUBERGER BERMAN LN ADVISERS CLO 40 LTD / NEUBERGER BERMAN LN ADVISERS CLO 40 LLC A 3ML+106 04/16/2033 144A
        64134JAA1
        
          
        
        455000.00000000
        PA
        USD
        455925.47000000
        0.007387554498
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-16
          Variable
          0.01186380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHC COML MTG TR 2019-CHC
        N/A
        CHC COML MTG TR 2019-CHC A 1ML+112 06/15/2034
        162665AA1
        
          
        
        3715877.40510000
        PA
        USD
        3715876.29000000
        0.060209925540
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Variable
          0.01216000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        N/A
        US 10YR ULTRA FUT DEC21 UXYZ1
        N/A
        
          
        
        -30.00000000
        NC
        USD
        2769.90000000
        0.000044881868
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Short
            
              
                UST NOTES
                $US 10YR NOTE ULTRA FUT CONTRACT UNDERLYING
                
                  
                
              
            
            2021-12-21
            -4443238.65000000
            USD
            2769.90000000
          
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        LLOYDS BANKING GROUP PLC 1.326%/VAR 06/15/2023
        53944YAM5
        
          
        
        1803000.00000000
        PA
        USD
        1815713.98000000
        0.029420786648
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-06-15
          Variable
          0.01326000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 0.0% 02/01/2037#1G1496
        3128QJUV6
        
          
        
        3062.33880000
        PA
        USD
        3237.52000000
        0.000052458914
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Variable
          0.02108000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FIN NORTH AMER LLC
        549300423Z16BB673J12
        DAIMLER FIN NORTH AMER LLC 3ML+84 05/04/23 144A
        233851DM3
        
          
        
        3240000.00000000
        PA
        USD
        3268063.58000000
        0.052953825546
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-04
          Variable
          0.00963750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 04/20/2050#BS9707
        3617MLYC5
        
          
        
        18853.11000000
        PA
        USD
        20464.21000000
        0.000331590307
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TESLA 2020-A
        N/A
        TESLA 2020-A 0.55% 05/22/2023 144A
        88167HAB2
        
          
        
        1270334.93000000
        PA
        USD
        1271837.86000000
        0.020608130323
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-05-22
          Fixed
          0.00550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSEGA FINANCING PLC
        2138009YFYTGEHZNNZ09
        LSEGA FINANCING PLC 0.65% 04/06/2024 144A
        50220PAA1
        
          
        
        1355000.00000000
        PA
        USD
        1355386.77000000
        0.021961908882
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-04-06
          Fixed
          0.00650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        BANK OF NOVA SCOTIA FRN SOFR+44.5 VAR 04/15/2024
        0641593W4
        
          
        
        10000000.00000000
        PA
        USD
        10040431.10000000
        0.162689379771
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-04-15
          Variable
          0.00495002
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 5.00% 10/23 #G13276
        3128MB2H9
        
          
        
        5075.02010000
        PA
        USD
        5228.35000000
        0.000084717180
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-10-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA AUTO RECEIVABLES 2020-C OWNER TR
        N/A
        TOYOTA AUTO RECEIVABLES 2020-C OWNER TR 0.44% 10/15/2024
        89237VAB5
        
          
        
        9912000.00000000
        PA
        USD
        9935713.47000000
        0.160992595429
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          0.00440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSPEROUS RAY LTD
        N/A
        PROSPEROUS RAY LTD 4.625% 11/12/2023 REGS
        N/A
        
          
        
        1200000.00000000
        PA
        USD
        1287225.00000000
        0.020857454703
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-11-12
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEQUOIA MTG TR 2018-CH2
        N/A
        SEQUOIA MTG TR 2018-CH2 A21 4% 06/25/2048 144A
        81747EAW7
        
          
        
        128526.49000000
        PA
        USD
        130689.54000000
        0.002117618256
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2048-06-25
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT PRIVATE ED REFI LN TR 2019-E
        N/A
        NAVIENT PRIVATE ED REFI LN TR 2019-E 2.64% 05/15/2068 144A
        63941MAB7
        
          
        
        1248256.48000000
        PA
        USD
        1275226.81000000
        0.020663042923
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2068-05-15
          Fixed
          0.02640000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 0.613% 03/15/2024
        125523CN8
        
          
        
        6302000.00000000
        PA
        USD
        6303266.83000000
        0.102134516027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.00613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL 2015-C3 COML MTG TR
        549300ZAGI6FKGY8O078
        CSAIL 2015-C3 A4 3.7182% 08/15/2048
        12635FAT1
        
          
        
        670000.00000000
        PA
        USD
        731250.26000000
        0.011848759288
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-08-15
          Fixed
          0.03718200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA PLC
        PY6ZZQWO2IZFZC3IOL08
        ASTRAZENECA PLC 0.3% 05/26/2023
        046353AY4
        
          
        
        1425000.00000000
        PA
        USD
        1423420.70000000
        0.023064291615
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-05-26
          Fixed
          0.00300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMER TR 2021-ESH
        N/A
        EXTENDED STAY AMER TR 2021-ESH A 1ML+108 07/15/2038 144A
        30227FAA8
        
          
        
        863000.00000000
        PA
        USD
        865665.46000000
        0.014026746000
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Variable
          0.01176000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 07/01/2050#
        31418DQ96
        
          
        
        213031.55000000
        PA
        USD
        222762.90000000
        0.003609522108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMBC AVIATION CAPITAL FINANCE DAC
        549300OD7VKRVNWB2J98
        SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 4.125% 07/15/2023
        78448TAD4
        
          
        
        200000.00000000
        PA
        USD
        211944.78000000
        0.003434231504
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-07-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5% 02/20/2048#MA5022
        36179TSK2
        
          
        
        395842.25000000
        PA
        USD
        431474.39000000
        0.006991363239
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-02-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 12ML+2 2/38 #1J0889
        3128LU7A8
        
          
        
        15709.10860000
        PA
        USD
        16702.62000000
        0.000270639662
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-02-01
          Variable
          0.02457000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3.5% 06/01/2032#BE3725
        3140FPD71
        
          
        
        28232.51000000
        PA
        USD
        30295.05000000
        0.000490883593
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STACR TR 2018-DNA3
        549300BL200YC56BUV20
        FREDDIE MAC STACR TR 2018-DNA3 1ML+75 09/25/2048
        35563WAA2
        
          
        
        1830.51200000
        PA
        USD
        1829.97000000
        0.000029651783
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2048-09-25
          Variable
          0.00834380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERO ASIA INVESTMENT LTD
        549300YWBWWXOPOSH694
        HERO ASIA INVESTMENT LTD 1.5% 11/18/2023 REGS
        N/A
        
          
        
        1650000.00000000
        PA
        USD
        1650421.86000000
        0.026742488055
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2023-11-18
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICRON TECHNOLOGY INC
        B3DXGBC8GAIYWI2Z0172
        MICRON TECHNOLOGY INC 4.64% 02/06/2024
        595112BL6
        
          
        
        690000.00000000
        PA
        USD
        749512.50000000
        0.012144670138
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-06
          Fixed
          0.04640000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIFORNIA GAS CO
        XY0N0J73VHV5F4CUJV89
        SOUTHERN CALIFORNIA GAS CO FRN 3ML+35 09/14/2023
        842434CV2
        
          
        
        902000.00000000
        PA
        USD
        902139.23000000
        0.014617746024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-14
          Variable
          0.00469000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021
        N/A
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 D 1.29% 06/18/2027
        03066RAF2
        
          
        
        995000.00000000
        PA
        USD
        998287.28000000
        0.016175673813
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2027-06-18
          Fixed
          0.01290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.50% 7/34 #725594
        31402DC73
        
          
        
        56924.56530000
        PA
        USD
        65434.91000000
        0.001060269705
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 08/20/2051#MA7533
        36179WLN6
        
          
        
        280000.00000000
        PA
        USD
        286193.49000000
        0.004637314963
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-08-20
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        EOG RESOURCES INC 2.625% 03/15/2023
        26875PAK7
        
          
        
        291000.00000000
        PA
        USD
        299839.81000000
        0.004858432096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        GRAY OAK PIPELINE LLC 2.6% 10/15/2025 144A
        38937LAC5
        
          
        
        385000.00000000
        PA
        USD
        396270.54000000
        0.006420940269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          0.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PK FDG XXXV LTD / MADISON PK FDG XXXV LLC
        N/A
        MADISON PK FDG XXXV LTD / MADISON PK FDG XXXV LLC 3ML+99 04/20/2032 144A
        55819MAN6
        
          
        
        1650000.00000000
        PA
        USD
        1650737.55000000
        0.026747603315
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-20
          Variable
          0.01124250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLEBEE'S/IHOP FUNDING LLC
        N/A
        APPLEBEE'S/IHOP FUNDING LLC 2019-1A A2I 4.194% 06/07/49
        03789XAD0
        
          
        
        1617775.00000000
        PA
        USD
        1644613.89000000
        0.026648379044
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2049-06-07
          Fixed
          0.04194000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIMCO FDS PAC INVT MGMT SER
        549300F3V4IM7FBY9U59
        PIMCO Short-Term Instl
        693390601
        
          
        
        85572726.43900000
        NS
        USD
        839468446.37000000
        13.60226463558
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MHC TR 2021-MHC2
        N/A
        MHC TR 2021-MHC2 1ML+110 05/15/2023 144A
        55293AAG2
        
          
        
        660000.00000000
        PA
        USD
        661256.51000000
        0.010714620757
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-05-15
          Variable
          0.01196000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AON CORP2
        LTS3U8DGK38SETRUWX71
        AON CORP 2.2% 11/15/2022
        037389BD4
        
          
        
        1592000.00000000
        PA
        USD
        1626992.16000000
        0.026362846651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          0.02200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHARTERED PLC FRN 3ML+115 01/20/2023
        853254BL3
        
          
        
        910000.00000000
        PA
        USD
        913572.19000000
        0.014802999142
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-01-20
          Variable
          0.01284250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        HYUNDAI CAP AMER MTN BE 144A 3.95% 02/01/2022 144A
        44891AAY3
        
          
        
        1315000.00000000
        PA
        USD
        1333520.66000000
        0.021607602993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-01
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATX CORP
        549300IHYHCQP2PIR591
        GATX CORP 3.9% 3/30/23
        361448AQ6
        
          
        
        820000.00000000
        PA
        USD
        860799.94000000
        0.013947907908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-30
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON OWNER TR 2020-A
        N/A
        VERIZON OWNER TR 2020-A 1.85% 07/22/2024
        92348TAA2
        
          
        
        4951000.00000000
        PA
        USD
        5025173.90000000
        0.081425032141
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-07-22
          Fixed
          0.01850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTT FINANCE CORP
        3538007PR116187GD960
        NTT FINANCE CORP 0.373% 03/03/2023 144A
        62954WAA3
        
          
        
        5265000.00000000
        PA
        USD
        5265470.64000000
        0.085318662524
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-03-03
          Fixed
          0.00373000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE AG NY BRNCH
        ANGGYXNX0JLX3X63JN86
        CREDIT SUISSE AG NY BRNCH 2.1% 11/12/2021
        22550L2A8
        
          
        
        8156000.00000000
        PA
        USD
        8186257.70000000
        0.132645418767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-12
          Fixed
          0.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG LLC
        N/A
        NXP BV/NXP FDG LLC 4.875% 03/01/2024 144A
        62947QAZ1
        
          
        
        195000.00000000
        PA
        USD
        213479.86000000
        0.003459105059
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-03-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NELNET STUDENT LOAN TRUST
        N/A
        NELNET STUDENT LOAN TRUST 3ML+18 03/22/2032
        64031QCJ8
        
          
        
        632006.62000000
        PA
        USD
        612901.12000000
        0.009931097786
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2032-03-22
          Variable
          0.00314880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.50% 5/36 #745516
        31403DGZ6
        
          
        
        9679.11510000
        PA
        USD
        11220.07000000
        0.000181803571
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        REPUBLIC SERVICES INC 2.5% 08/15/2024
        760759AU4
        
          
        
        880000.00000000
        PA
        USD
        923815.82000000
        0.014968981040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AM PIPELN/PAA FIN C
        N/A
        PLAINS ALL AM PIPELN/PAA FIN C 2.85% 01/31/2023
        72650RBB7
        
          
        
        1275000.00000000
        PA
        USD
        1305351.13000000
        0.021151160105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-31
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST 2021-2
        N/A
        HPEFS EQUIPMENT TRUST 2021-2 0.3% 09/20/2028 144A
        40441JAB7
        
          
        
        2780000.00000000
        PA
        USD
        2780968.27000000
        0.045061212860
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2028-09-20
          Fixed
          0.00300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOUSTON TX ARPT SYS REV
        N/A
        HOUSTON TX ARPT 1.054% 7/1/2023
        442349EK8
        
          
        
        120000.00000000
        PA
        USD
        121352.96000000
        0.001966333676
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-07-01
          Fixed
          0.01054000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.50% 1/37 #888688
        31410GJ95
        
          
        
        2181.86770000
        PA
        USD
        2531.14000000
        0.000041013139
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 0.9% 03/25/2024
        00206RMJ8
        
          
        
        2145000.00000000
        PA
        USD
        2149009.52000000
        0.034821316181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-25
          Fixed
          0.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARI FLEET LEASE TR 2020-A
        N/A
        ARI FLEET LEASE TR 2020-A 2.06% 11/15/2028 144A
        00217TAD7
        
          
        
        770000.00000000
        PA
        USD
        785868.39000000
        0.012733760102
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          0.02060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERMANENT MASTER ISSUER PLC
        213800MVYG7MLQM2LF25
        PERMANENT MASTER ISSUER PLC 2.53613%/VAR 07/15/2058
        71419GAY6
        
          
        
        672000.00000000
        PA
        USD
        672262.08000000
        0.010892948694
        Long
        ABS-CBDO
        CORP
        GB
        N
        
        2
        
          2058-07-15
          Variable
          0.00676130
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGEL OAK MORTGAGE TRUST 2021-1
        N/A
        ANGEL OAK MORTGAGE TRUST 2021-1 1.115% 01/25/2066 144A
        03465CAC9
        
          
        
        353493.35000000
        PA
        USD
        353894.49000000
        0.005734303090
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-01-25
          Fixed
          0.01115000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER FINANCE CANADA LTD
        549300P4EXZFF0LRNF59
        SCHLUMBERGER FINANCE CANADA LTD 1.4% 09/17/2025
        80685XAC5
        
          
        
        290000.00000000
        PA
        USD
        294517.97000000
        0.004772200057
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-09-17
          Fixed
          0.01400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE AMERICA LLC
        549300EGNLVUJX1DEC60
        ENEL FINANCE AMERICA LLC CP .004 08/11/2022
        29279HHB4
        
          
        
        5000000.00000000
        PA
        USD
        4986391.50000000
        0.080796624403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-11
          Fixed
          0.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR
        N/A
        AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR 1ML+105 09/15/2032 144A
        05223HAA0
        
          
        
        615000.00000000
        PA
        USD
        614999.88000000
        0.009965104888
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-09-15
          Variable
          0.01146000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EATON VANCE CLO 2019-1 LTD
        N/A
        EATON 2019-1A AR 3ML+108 04/15/2031 144A
        27830XAL0
        
          
        
        3935000.00000000
        PA
        USD
        3939481.97000000
        0.063833103572
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Variable
          0.01226130
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        GENERAL ELEC CAP CORP MTN BE 3.45% 05/15/2024
        36962G7K4
        
          
        
        530000.00000000
        PA
        USD
        564695.71000000
        0.009150005005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG ENERGY INC 3.75% 06/15/2024 144A
        629377CK6
        
          
        
        535000.00000000
        PA
        USD
        570602.18000000
        0.009245710053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNGE LTD FIN CORP
        549300QHC068L40NNM71
        BUNGE LTD FIN CORP 3% 09/25/2022
        120568AY6
        
          
        
        3375000.00000000
        PA
        USD
        3463561.82000000
        0.056121566761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-25
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELX CAPITAL INC
        2R15C3RTKJN1RCBOV146
        RELX CAPITAL INC 3.5% 03/16/2023
        74949LAB8
        
          
        
        575000.00000000
        PA
        USD
        600177.56000000
        0.009724932526
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-16
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.50% 8/37 #AE0188
        31419AF69
        
          
        
        22958.15680000
        PA
        USD
        26506.35000000
        0.000429493673
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        TRUIST FINANCIAL CORP FRN SOFR+40 06/09/2025
        89788MAF9
        
          
        
        10710000.00000000
        PA
        USD
        10730676.30000000
        0.173873716615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-09
          Variable
          0.00445405
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.50% 1/35 #735141
        31402QWA5
        
          
        
        339897.39510000
        PA
        USD
        391423.26000000
        0.006342397728
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AETNA INC
        549300QKBENKLBXQ8968
        AETNA INC 2.8% 06/15/2023
        00817YAV0
        
          
        
        885000.00000000
        PA
        USD
        918216.18000000
        0.014878247690
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COX COMMUNICATIONS INC
        5493001NEDZNIFRP2R92
        COX COMMUNICATIONS INC NEW 3.15% 08/15/2024 144A
        224044CH8
        
          
        
        796000.00000000
        PA
        USD
        846456.35000000
        0.013715492613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.03150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 6.00% 3/23 #889390
        31410KC36
        
          
        
        5120.25670000
        PA
        USD
        5224.95000000
        0.000084662089
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-03-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH INDUSTRIAL CAPITAL LLC
        549300PNSJ5B81UMVO28
        CNH INDUSTRIAL CAPITAL LLC 3.875% 10/15/2021
        12592BAG9
        
          
        
        1325000.00000000
        PA
        USD
        1330313.36000000
        0.021555633745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-10-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES CORP
        2NUNNB7D43COUIRE5295
        AES CORP 3.3% 07/15/2025 144A
        00130HCB9
        
          
        
        820000.00000000
        PA
        USD
        876145.40000000
        0.014196556930
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 10/20/2046#MA4004
        36179SNV5
        
          
        
        1950.59000000
        PA
        USD
        2076.53000000
        0.000033646899
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-10-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT PRIVNAVIENT PRIVATE ED REFI LN TR 2019-ATE EDUCATION REFI LOAN TRUST 2019-A
        N/A
        NAVIENT PRIVATE ED REFI LN TR 2019-A A2A 3.42% 01/15/2043 144A
        63941BAB1
        
          
        
        1691145.67000000
        PA
        USD
        1732263.51000000
        0.028068603154
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          0.03420000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COML MTG TR 2015-NXS2
        N/A
        WFCM TR 2015-NXS2 3.02% 7/58
        94989MAB5
        
          
        
        332926.50000000
        PA
        USD
        339805.89000000
        0.005506019506
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-07-15
          Fixed
          0.03020000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NELNET STUDENT LN TR 2021-C
        N/A
        NELNET STUDENT LN TR 2021-C 1.32% 04/20/2062 144A
        64035GAB5
        
          
        
        1840000.00000000
        PA
        USD
        1841602.64000000
        0.029840271628
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2062-04-20
          Fixed
          0.01320000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 5/38 #889579
        31410KJY1
        
          
        
        4684.17800000
        PA
        USD
        5564.62000000
        0.000090165906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDELSBANKEN AB
        NHBDILHZTYCNBV5UYZ31
        SVENSKA HANDELSBANKEN AB 0.55% 06/11/2024 144A
        86959LAG8
        
          
        
        720000.00000000
        PA
        USD
        719085.95000000
        0.011651655794
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2024-06-11
          Fixed
          0.00550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RABOBANK NEDERLAND COOPERATIEV E CENTRALE RAIFEISEN-BOERNELEE NBANK B.A.
        DG3RU1DBUFHT4ZF9WN62
        RABOBK NEDERLND 3.95% 11/09/22
        21685WDF1
        
          
        
        1630000.00000000
        PA
        USD
        1697745.20000000
        0.027509288281
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2022-11-09
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MISSISSIPPI PWR CO
        LNZ0J6YZ5SC6ILIRU850
        MISSISSIPPI PWR CO FRN SOFR+30 06/28/2024
        605417CC6
        
          
        
        5297000.00000000
        PA
        USD
        5313589.14000000
        0.086098347066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-28
          Variable
          0.00350002
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        ATHENE GLOBAL FUNDING 0.95% 01/08/2024 144A
        04685A2S9
        
          
        
        3469000.00000000
        PA
        USD
        3489764.91000000
        0.056546146584
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-08
          Fixed
          0.00950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CORP
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CORP 3.9% 01/29/2024
        14040HCA1
        
          
        
        505000.00000000
        PA
        USD
        542082.68000000
        0.008783596452
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-29
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILL CITY MORTGAGE LOAN TRUST 2017-2
        N/A
        MCMLT 17-2 2.75% 08/25/2056 144A
        59980AAA5
        
          
        
        230082.50780000
        PA
        USD
        233592.14000000
        0.003784992894
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-07-25
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SVCS CORP
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL SVCS CORP FRN SOFR+15 11/17/2022
        14913R2N6
        
          
        
        5000000.00000000
        PA
        USD
        5002150.00000000
        0.081051966087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-17
          Variable
          0.00200001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 0.657%/VAR 09/10/2024
        38141GYE8
        
          
        
        725000.00000000
        PA
        USD
        724492.01000000
        0.011739252486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-10
          Variable
          0.00657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 6.0% 01/01/2041#AL1793
        3138EH7F3
        
          
        
        20911.59210000
        PA
        USD
        24864.95000000
        0.000402897370
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHARTERED PLC FRN 3ML+120 09/10/2022 144A
        853254BR0
        
          
        
        4500000.00000000
        PA
        USD
        4501021.73000000
        0.072931971376
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-09-10
          Variable
          0.01328000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA EUROPEAN PARTNERS PLC
        549300LTH67W4GWMRF57
        COCA-COLA EUROPEAN PARTNERS PLC 0.8% 05/03/2024 144A
        19123MAE3
        
          
        
        2005000.00000000
        PA
        USD
        2002775.49000000
        0.032451823935
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-03
          Fixed
          0.00800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB FINANCE LTD
        549300MY0DXTHQEX5O57
        QNB FINANCE LTD 3.5% 03/28/2024 REGS
        N/A
        
          
        
        1000000.00000000
        PA
        USD
        1061750.00000000
        0.017203987284
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-03-28
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASS NO 10 PLC
        213800UCE3NFG8SQKH09
        BRASS NO 10 PLC VAR 04/16/2069 144A
        10554PAA1
        
          
        
        948897.61000000
        PA
        USD
        949528.63000000
        0.015385616648
        Long
        ABS-CBDO
        CORP
        GB
        N
        
        2
        
          2069-04-16
          Variable
          0.00669000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 0.0% 11/01/2034#1H1218
        3128NGAT2
        
          
        
        10023.76740000
        PA
        USD
        10597.10000000
        0.000171709322
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Variable
          0.02472000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2
        N/A
        SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2 0.28% 04/15/2024
        80286XAB0
        
          
        
        7968604.48000000
        PA
        USD
        7971760.84000000
        0.129169834823
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.00280000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR INDL PORTFOLIO TR 2021-KDIP
        N/A
        KKR INDL PORTFOLIO TR 2021-KDIP 1ML+100 12/15/2037
        48254CAL9
        
          
        
        1415000.00000000
        PA
        USD
        1414999.72000000
        0.022927842891
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2037-12-15
          Variable
          0.01095500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 5.21% 2/37 #1J0248
        3128LUHZ2
        
          
        
        2767.68700000
        PA
        USD
        2936.72000000
        0.000047584924
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Variable
          0.02203000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 3.7% 03/09/2023
        126650CV0
        
          
        
        369000.00000000
        PA
        USD
        386210.62000000
        0.006257935102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZH TRUST 2021-1
        N/A
        ZH TRUST 2021-1 A 2.2525% 02/18/2027 144A
        98879EAA9
        
          
        
        595000.00000000
        PA
        USD
        595707.93000000
        0.009652509209
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2027-02-18
          Fixed
          0.02252500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3
        N/A
        SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3 0.29% 05/15/2024
        80287EAB1
        
          
        
        5882000.00000000
        PA
        USD
        5886081.52000000
        0.095374684835
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.00290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE VFAC SOFR+18 07/08/2022
        3135G05F6
        
          
        
        20000000.00000000
        PA
        USD
        20025456.20000000
        0.324480992536
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2022-07-08
          Variable
          0.00230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US CAPITAL LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US CAPITAL LLC FRN SOFR+53 04/01/2024 144A
        05565EBN4
        
          
        
        5925000.00000000
        PA
        USD
        5993078.25000000
        0.097108398404
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-01
          Variable
          0.00580000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKER BP ASA
        549300NFTY73920OYK69
        AKER BP ASA 3% 01/15/2025 144A
        00973RAE3
        
          
        
        995000.00000000
        PA
        USD
        1050919.11000000
        0.017028489762
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2025-01-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 04/20/2050#BS6832
        3617MHSV9
        
          
        
        32322.24000000
        PA
        USD
        35286.36000000
        0.000571759914
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC
        N/A
        DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC 86A A1R 3ML+110 07/17/2034 144A
        26245XAL1
        
          
        
        1055000.00000000
        PA
        USD
        1055590.80000000
        0.017104187144
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-17
          Variable
          0.01233880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP CLO 2017-13 LTD / OCP CLO 2017-13 LLC
        N/A
        OCP CLO 2017-13 LTD / OCP CLO 2017-13 LLC 0% 07/15/2030
        67097LAM8
        
          
        
        1320000.00000000
        PA
        USD
        1320000.00000000
        0.021388521982
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEACEHEALTH OBLIGATED GROUP
        N/A
        PEACEHEALTH OBLIGATED GROUP 1.375% 11/15/2025
        70462GAB4
        
          
        
        190000.00000000
        PA
        USD
        192862.33000000
        0.003125030443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Revere Street Trust
        549300BDV45LJNXBZC55
        Fidelity Securities Lending Cash Central Fund
        31635A303
        
          
        
        6178070.80100000
        NS
        USD
        6178688.61000000
        0.100115922090
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.50% 5/25 #AD6392
        31418UC69
        
          
        
        3775.81860000
        PA
        USD
        3963.35000000
        0.000064219847
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO MTG BACKED SECS 2021-RR1 TR
        N/A
        WELLS FARGO MTG BACKED SECS 2021-RR1 TR A3 VAR 12/25/2050 144A
        95003JAC9
        
          
        
        1498059.93000000
        PA
        USD
        1539081.01000000
        0.024938384860
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2050-12-25
          Variable
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOUSTON TX ARPT SYS REV
        N/A
        HOUSTON TX ARPT 1.272% 7/1/2024
        442349EL6
        
          
        
        400000.00000000
        PA
        USD
        406869.80000000
        0.006592684591
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-01
          Fixed
          0.01272000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 5.50% 5/39 #995838
        31416CHP4
        
          
        
        26191.73700000
        PA
        USD
        30465.01000000
        0.000493637527
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-05-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCT COMMERCIAL MORTGAGE TRUST 2021-GCT
        N/A
        GCT COMMERCIAL MORTGAGE TRUST 2021-GCT 1ML+ 02/15/2023 144A
        36167RAA1
        
          
        
        555000.00000000
        PA
        USD
        555592.52000000
        0.009002502142
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-02-15
          Variable
          0.00896000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHER DANIELS MIDLAND CO
        549300LO13MQ9HYSTR83
        ARCHER DANIELS MIDLAND CO 2.75% 03/27/2025
        039482AA2
        
          
        
        285000.00000000
        PA
        USD
        303420.27000000
        0.004916447814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-27
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBX 2021-NQM1 TR
        N/A
        OBX 2021-J1 A4 2.5% 05/25/2051 144A
        67113XAD2
        
          
        
        1140605.08000000
        PA
        USD
        1173737.26000000
        0.019018564535
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2051-05-25
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2019-2 B PTT
        N/A
        UNITED AIR 2019-2 B PTT 3.5% 05/01/2028
        90932KAA7
        
          
        
        367272.43000000
        PA
        USD
        361286.29000000
        0.005854075572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2019-B
        N/A
        WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2019-B 2.03% 11/15/2022
        98162GAD4
        
          
        
        2032696.57000000
        PA
        USD
        2043615.00000000
        0.033113563902
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          0.02030000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        DANSKE BANK AS (UNGTD) 5% 01/12/2022 144A
        23636AAS0
        
          
        
        1050000.00000000
        PA
        USD
        1066592.31000000
        0.017282449294
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2022-01-12
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FUNDING LTD
        635400ZRKEX9L1BKCH30
        AVOLON HLDGS FDG LTD 3.625% 05/01/2022 144A
        05401AAE1
        
          
        
        1560000.00000000
        PA
        USD
        1587438.64000000
        0.025721944127
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-05-01
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST 2019-4
        N/A
        CARMAX AUTO OWNER TR 2019-4 2.01% 03/15/2023
        14315WAB6
        
          
        
        35594.98000000
        PA
        USD
        35618.65000000
        0.000577144150
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.02010000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS BARCLAYS COML MTG TR 2013-C6
        549300G1IXWLFE766Q13
        UBS BARCLAYS COML MTG TR 2013-C6 A3FL 1ML+79 04/10/2046 144A
        90349GAC9
        
          
        
        3020457.19000000
        PA
        USD
        3013305.05000000
        0.048825864623
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-10
          Variable
          0.00886500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FUNDING LTD
        635400ZRKEX9L1BKCH30
        AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A
        05401AAM3
        
          
        
        1035000.00000000
        PA
        USD
        1032752.45000000
        0.016734127636
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-02-21
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CR FLOORPLN MAST OWN TR A
        5493001DTG5N7T8BG747
        FORD CR FLOORPLN MAST OWN TR A 0.7% 09/15/2025
        34528QHK3
        
          
        
        5274000.00000000
        PA
        USD
        5303174.71000000
        0.085929597623
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.00700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGEL OAK MORTGAGE TRUST I LLC 2019-2
        N/A
        ANGEL OAK MORTGAGE TRUST I LLC 2019-2 4.065% 03/25/2049 144A
        03463WAD5
        
          
        
        545000.00000000
        PA
        USD
        550891.07000000
        0.008926322546
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2049-03-25
          Fixed
          0.04065000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT PRIVATE ED REFI LN TR 2020-D
        N/A
        NAVIENT STUDENT LOAN TRUST 1.69% 05/15/2069 144A
        63941HAA0
        
          
        
        687832.69000000
        PA
        USD
        695279.72000000
        0.011265913314
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2069-05-15
          Fixed
          0.01690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST 2018-B
        549300INMCHM7L5O6M41
        SMB PRIVATE EDUCATION LOAN TRUST 2018-B 1ML+72 01/15/2037 144A
        78449LAC2
        
          
        
        1330880.47290000
        PA
        USD
        1335993.85000000
        0.021647677143
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2037-01-15
          Variable
          0.00813130
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNGE LTD FIN CORP
        549300QHC068L40NNM71
        BUNGE LTD FIN CORP 4.35% 03/15/2024
        120568BA7
        
          
        
        130000.00000000
        PA
        USD
        140931.61000000
        0.002283574877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 2.312%/VAR 11/04/2022
        17308CC46
        
          
        
        16290000.00000000
        PA
        USD
        16345566.98000000
        0.264854180811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-04
          Variable
          0.02312000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTERNATIONAL INC
        HL3H1H2BGXWVG3BSWR90
        PHILIP MORRIS INTL INC 1.125% 05/01/2023
        718172CQ0
        
          
        
        8991000.00000000
        PA
        USD
        9102191.07000000
        0.147486677114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT 2020-3 MORTGAGE LOAN TRUST
        N/A
        COLT 2020-3 A1 MORTGAGE LOAN TRUST 1.817% 04/27/2065 144A
        12597QAA4
        
          
        
        235284.89000000
        PA
        USD
        236150.22000000
        0.003826442554
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2065-04-27
          Fixed
          0.01506000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FD IVB TR 2017-SPL4
        N/A
        BAYVIEW OPPORTUNITY MASTER FUND IVB TRUST 2017-SPL4 A 3.5% 01/25/2055 144A
        07331YAA8
        
          
        
        208775.43000000
        PA
        USD
        212708.43000000
        0.003446605250
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2055-01-28
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANCIAL 4.25% 08/15/2024
        87165BAD5
        
          
        
        1960000.00000000
        PA
        USD
        2127270.97000000
        0.034469077200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 2.4% 09/15/2023
        68389XBL8
        
          
        
        1280000.00000000
        PA
        USD
        1325942.64000000
        0.021484813108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.02400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-2
        N/A
        GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-2 2.56% 07/22/2024
        36259PAG1
        
          
        
        445000.00000000
        PA
        USD
        458371.58000000
        0.007427189859
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-07-22
          Fixed
          0.02560000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-300P MTG TR
        N/A
        COMM 2013-300P MTG TR
        12625XAA5
        
          
        
        620000.00000000
        PA
        USD
        654565.25000000
        0.010606199423
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-08-10
          Fixed
          0.04353000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 5.0% 12/01/2023#G13378
        3128MB6P7
        
          
        
        44115.41640000
        PA
        USD
        45448.26000000
        0.000736417506
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021
        N/A
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021 0.26% 11/18/2024
        03066RAB1
        
          
        
        4514000.00000000
        PA
        USD
        4515479.69000000
        0.073166239857
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2024-11-18
          Fixed
          0.00260000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PALMER SQUARE LOAN FUNDING LTD 2021
        N/A
        PALMER SQUARE LOAN FUNDING LTD CLO 2021-2A A1 3ML+80 05/20/2029 144A
        69702DAA5
        
          
        
        3992588.69000000
        PA
        USD
        3994173.75000000
        0.064719297768
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-05-20
          Variable
          0.00930880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HOLDINGS CORPORATION
        529900IKZG65COT1D505
        SCHLUMBERGER HOLDINGS CORPORATION 4% 12/21/25 144A
        806851AG6
        
          
        
        375000.00000000
        PA
        USD
        416355.09000000
        0.006746378784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-21
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 5.55% 10/36 #1G2603
        3128QS3L8
        
          
        
        17282.47280000
        PA
        USD
        18224.39000000
        0.000295297550
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Variable
          0.02027000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS LTD
        635400CPI3EOIFF6OC33
        PARK AEROSPACE HOLDINGS LTD 4.5% 03/15/2023 144A
        70014LAC4
        
          
        
        435000.00000000
        PA
        USD
        456499.91000000
        0.007396862394
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-03-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER TRUCKS RETAIL TRUST 2020-1
        N/A
        DAIMLER TRUCKS RETAIL TRUST 2020-1 1.37% 06/15/2027
        233854AD0
        
          
        
        1820000.00000000
        PA
        USD
        1833006.08000000
        0.029700977906
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          0.01370000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONG ISLAND PWR AUTH NY ELEC
        N/A
        LIPA NY .764% 3/1/2023
        542691DP2
        
          
        
        360000.00000000
        PA
        USD
        361212.05000000
        0.005852872630
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-03-01
          Fixed
          0.00764000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        SUNOCO LOGISTICS PRTNR OPER LP 4.25% 04/01/2024
        86765BAN9
        
          
        
        70000.00000000
        PA
        USD
        75095.52000000
        0.001216804682
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS and ELECTRIC CO
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS and ELECTRIC CO 1.75% 06/16/2022
        694308JE8
        
          
        
        3820000.00000000
        PA
        USD
        3818315.11000000
        0.061869785353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-16
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.50% 10/26 #AL2456
        3138EJWS3
        
          
        
        63311.32330000
        PA
        USD
        66110.73000000
        0.001071220304
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL INC/MD
        225YDZ14ZO8E1TXUSU86
        MARRIOTT INTERNATIONAL INC NEW 2.3% 01/15/2022
        571903AR4
        
          
        
        90000.00000000
        PA
        USD
        90512.17000000
        0.001466607225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-15
          Fixed
          0.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDER FUNDING TRUST
        N/A
        ALEXANDER FUNDING TRUST 1.841% 11/15/2023 144A
        014621AA4
        
          
        
        920000.00000000
        PA
        USD
        937588.15000000
        0.015192139967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          0.01841000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALTON FDG MTG TR 2019-1
        N/A
        GALTON FUNDING MORTGAGE TRUST 2019-1 A32 4% 02/25/2059 144A
        36418WAQ2
        
          
        
        111303.39000000
        PA
        USD
        113168.35000000
        0.001833714955
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-02-25
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 3.75% 07/15/2023
        125523AF7
        
          
        
        401000.00000000
        PA
        USD
        424696.07000000
        0.006881531234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 3.45% 03/15/2022
        00287YCS6
        
          
        
        615000.00000000
        PA
        USD
        622175.13000000
        0.010081368519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-15
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.5% 09/01/2024#AC1850
        31417LBU8
        
          
        
        29549.75290000
        PA
        USD
        30821.31000000
        0.000499410807
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        EVERSOURCE ENERGY FRN SOFR+25 08/15/2023
        30040WAM0
        
          
        
        5000000.00000000
        PA
        USD
        5005950.00000000
        0.081113539105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-15
          Variable
          0.00300001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBN CO LTD
        2549007CRZ2NT7S96A24
        NBN CO LTD 1.45% 05/05/2026 144A
        62878U2A9
        
          
        
        1765000.00000000
        PA
        USD
        1776849.89000000
        0.028791055251
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2026-05-05
          Fixed
          0.01450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC 2.5% 01/15/2025
        29250NAY1
        
          
        
        985000.00000000
        PA
        USD
        1032420.22000000
        0.016728744371
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-01-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 02/01/2048#BH9277
        3140GYJX8
        
          
        
        108037.38000000
        PA
        USD
        114410.87000000
        0.001853848036
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLES TR 2020-A
        N/A
        WORLD OMNI AUTO RECEIVABLES TR 2020-A 1.02% 06/15/2023
        98163MAB4
        
          
        
        648489.72000000
        PA
        USD
        649086.65000000
        0.010517427335
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.01020000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TR 2021-2
        N/A
        CARMAX AUTO OWNER TR 2021-2 C 1.34% 02/16/2027
        14314QAF1
        
          
        
        545000.00000000
        PA
        USD
        546888.75000000
        0.008861471251
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          0.01340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMM OPER LLC/CAP CORP 4.908% 07/23/2025
        161175AY0
        
          
        
        2145000.00000000
        PA
        USD
        2427057.59000000
        0.039326647437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          0.04908000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBX 2020-EXP2 TR
        N/A
        ONSLOW BAY MORTGAGE LOAN TRUST 3% 05/25/2060 144A
        67448VAF7
        
          
        
        824955.40000000
        PA
        USD
        836291.19000000
        0.013550782197
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2060-05-25
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKETS PLC
        RR3QWICWWIPCS8A4S074
        NATWEST MARKETS PLC 2.375% 05/21/2023 144A
        63906YAA6
        
          
        
        1525000.00000000
        PA
        USD
        1576460.15000000
        0.025544054979
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-05-21
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS LTD
        635400CPI3EOIFF6OC33
        PARK AEROSPACE HOLDINGS LTD 5.25% 08/15/2022 144A
        70014LAA8
        
          
        
        880000.00000000
        PA
        USD
        914754.15000000
        0.014822150943
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-08-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        HYUNDAI CAP AMER 2.375% 02/10/2023 144A
        44891ABE6
        
          
        
        1925000.00000000
        PA
        USD
        1970729.72000000
        0.031932572680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-10
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISHARES U S ETF TR
        549300BV2WH8444C2Y33
        iShares US ETF Trust: BlackRock Short Maturity Bond ETF
        46431W507
        
          
        
        4226791.00000000
        NS
        USD
        211952434.70000000
        3.434355537022
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BLOX 2021-BLOX
        N/A
        BLOX 2021-BLOX A 1ML+80 09/15/2026 144A
        055522AA4
        
          
        
        2040000.00000000
        PA
        USD
        2040000.00000000
        0.033054988518
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-09-15
          Variable
          0.00850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATRIUM HOTEL PORTFOLIO TR 2017-ATRM
        N/A
        ATRIUM HOTEL PORTFOLIO TR 2017-ATRM 1ML+93 11/15/2019 144A
        04965JAA1
        
          
        
        1395000.00000000
        PA
        USD
        1395036.55000000
        0.022604371148
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Variable
          0.01026000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNGENTA WILMINGTON
        5493004J81MPMW9NTR79
        SYNGENTA WILMINGTON CP 0% 09/29/2021
        8716A2WV5
        
          
        
        3420000.00000000
        PA
        USD
        3417807.10000000
        0.055380183553
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-09-29
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4
        N/A
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4 1.05% 05/18/2026
        36260KAF1
        
          
        
        420000.00000000
        PA
        USD
        422021.42000000
        0.006838192741
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-05-18
          Fixed
          0.01050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TR 2021-A
        N/A
        SANTANDER RETAIL AUTO LEASE TR 2021-A 1.14% 03/20/2026 144A
        80286TAF0
        
          
        
        1815000.00000000
        PA
        USD
        1815710.03000000
        0.029420722644
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          0.01140000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROSS STORES INC
        549300ENZFLPGRDFZQ60
        ROSS STORES INC 4.6% 04/15/2025
        778296AB9
        
          
        
        2310000.00000000
        PA
        USD
        2592503.55000000
        0.042007438764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRYKER CORP
        5493002F0SC4JTBU5137
        STRYKER CORP 0.6% 12/01/2023
        863667BB6
        
          
        
        325000.00000000
        PA
        USD
        325042.35000000
        0.005266799582
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA INC
        5493009NTB34VXE1T760
        BP CAP MARKETS AMERICA INC 2.937% 04/06/2023
        10373QBH2
        
          
        
        700000.00000000
        PA
        USD
        728734.22000000
        0.011807990821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Fixed
          0.02937000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 0.81%/VAR 10/24/2024
        06051GJH3
        
          
        
        755000.00000000
        PA
        USD
        758113.77000000
        0.012284040178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-24
          Variable
          0.00810000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS GROUP FDG SWITZ AG FRN 3ML+1.22% 5/23/23 144A
        90352JAB9
        
          
        
        880000.00000000
        PA
        USD
        887022.61000000
        0.014372804994
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-05-23
          Variable
          0.01350750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET RENT CAR FDG AESOP LLC
        IHXLB8SL0QWSSG2VG640
        AVIS BUDGET RENTCAR FDG AE LLC 3.35% 09/22/2025 144A
        05377RDL5
        
          
        
        650000.00000000
        PA
        USD
        695936.28000000
        0.011276551835
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-09-22
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MTRS FINL CO INC
        5493008B6JBRUJ90QL97
        GENERAL MTRS FINL CO INC 4.2% 11/06/2021
        37045XCP9
        
          
        
        370000.00000000
        PA
        USD
        372586.88000000
        0.006037183843
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-06
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE FUNDING II LLC
        5493000HT7H4OFOD6Z12
        CHESAPEAKE FUNDING II LLC 0.87% 08/16/2032 144A
        165183CJ1
        
          
        
        2815306.33000000
        PA
        USD
        2831336.12000000
        0.045877344578
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2032-08-16
          Fixed
          0.00870000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERIT 2021
        N/A
        MERIT 2021-STOR A 1ML+75 07/15/2038 144A
        55293BAB1
        
          
        
        907000.00000000
        PA
        USD
        907269.65000000
        0.014700876403
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Variable
          0.00796000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELLINGTON FINL MTG TR 2019-2
        N/A
        ELLINGTON FINL MTG TR 2019-2 2.739% 11/25/2059 144A
        31573TAA6
        
          
        
        331526.27000000
        PA
        USD
        335865.55000000
        0.005442172499
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2059-11-25
          Fixed
          0.02739000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST BANK
        JJKC32MCHWDI71265Z06
        TRUIST BANK 1.25% 03/09/2023
        89788JAB5
        
          
        
        7000000.00000000
        PA
        USD
        7101290.00000000
        0.115065225205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 01/01/2050#CA5186
        3140QCXQ4
        
          
        
        63559.12000000
        PA
        USD
        69084.39000000
        0.001119403783
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE AG NY BRNCH
        ANGGYXNX0JLX3X63JN86
        CREDIT SUISSE AG NY BRNCH 2.8% 04/08/2022
        22550L2B6
        
          
        
        2340000.00000000
        PA
        USD
        2377059.68000000
        0.038516510015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-08
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST 2020-B
        N/A
        SMB PRIVATE EDUCATION LOAN TRUST 2020-B 1.29% 07/15/2053 144A
        78449XAA0
        
          
        
        432080.27610000
        PA
        USD
        433687.31000000
        0.007027220123
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2053-07-15
          Fixed
          0.01290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL QUE
        NQQ6HPCNCCU6TUTQYE16
        BANK OF MONTREAL QUE FRN SOFR+27 04/14/2023
        06368EJS2
        
          
        
        8000000.00000000
        PA
        USD
        8009169.04000000
        0.129775975814
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-04-14
          Variable
          0.00320002
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TESLA AUTO LEASE TR 2019-A
        N/A
        TESLA AUTO LEASE TR 2019-A 2.13% 04/20/2022 144A
        88165GAB6
        
          
        
        1671932.49000000
        PA
        USD
        1677247.06000000
        0.027177148191
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2022-04-20
          Fixed
          0.02130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC WHOLE LOAN SEC TR
        N/A
        FREDDIE MAC WHOLE LOAN SEC TR CSTR 10/25/2046
        3137G1BE6
        
          
        
        312437.70740000
        PA
        USD
        310912.95000000
        0.005037854898
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2046-10-25
          Variable
          0.03637862
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATL MTG AS GTD RE PTT
        B1V7KEBTPIMZEU4LTD58
        FEDERAL NATL MTG AS GTD RE PTT 2018-44 PC 4% 06/25/2044
        3136B13K8
        
          
        
        135765.56000000
        PA
        USD
        136368.71000000
        0.002209640266
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2044-06-25
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.5% 12/01/2024#AC6942
        31417TWC8
        
          
        
        13835.20300000
        PA
        USD
        14493.01000000
        0.000234836411
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARWOOD MTG RESIDENTIAL TR 2019-INV1
        N/A
        STARWOOD MTG RESIDENTIAL TR 2019-INV1 2.916% 09/27/2049 144A
        85572JAC1
        
          
        
        388375.89000000
        PA
        USD
        392759.26000000
        0.006364045504
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2049-09-27
          Fixed
          0.02916000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2020-NET
        N/A
        CSMC 2020-NET VAR 08/15/2037 144A
        126438AJ9
        
          
        
        985000.00000000
        PA
        USD
        1036191.04000000
        0.016789844573
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-15
          Variable
          0.03827673
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN MORTGAGE TRUST 2020-LTV1
        N/A
        JP MORGAN MORTGAGE TRUST 2020-LTV1 3.5% 06/25/2050 144A
        46591NAF4
        
          
        
        102970.85000000
        PA
        USD
        103131.59000000
        0.001671085060
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2050-06-25
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEYBANK NATL ASSN
        HUX2X73FUCYHUVH1BK78
        KEYBANK NATL ASSN FRN SOFR+32 06/14/2024
        49327M3D4
        
          
        
        10000000.00000000
        PA
        USD
        10011368.60000000
        0.162218467710
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-14
          Variable
          0.00370000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GINNIE MAE I POOL 30YR 5.5% 09/45#784653
        3622AABW3
        
          
        
        380407.51000000
        PA
        USD
        434752.83000000
        0.007044485198
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-09-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2
        N/A
        DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 A1 0.899% 04/25/2066 144A
        24381WAA6
        
          
        
        332177.76000000
        PA
        USD
        332589.46000000
        0.005389088618
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-04-25
          Fixed
          0.00899000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 06/20/2050#MA6712
        36179VN55
        
          
        
        357654.10000000
        PA
        USD
        378857.02000000
        0.006138781591
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-06-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMER FIN LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GROUP AMER FIN LLC 0.875% 11/22/2023 144A
        928668BJ0
        
          
        
        590000.00000000
        PA
        USD
        593313.79000000
        0.009613715939
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-22
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        SUNOCO LOGISTICS PRTNR OPER LP 3.45% 01/15/2023
        86765BAL3
        
          
        
        110000.00000000
        PA
        USD
        113271.65000000
        0.001835388769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300DK79J32SE1QE52
        CENOVUS ENERGY 3.8% 9/15/23
        15135UAJ8
        
          
        
        1070000.00000000
        PA
        USD
        1125847.72000000
        0.018242589930
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-09-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMON PROPERTY GROUP LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROPERTY GROUP LP 3.375% 10/01/2024
        828807CS4
        
          
        
        985000.00000000
        PA
        USD
        1057850.60000000
        0.017140803645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAMLL COML MTG SECS TR 2018-DSNY
        N/A
        BAMLL COML MTG SECS TR 2018-DSNY A 1ML+85 09/15/2034 144A
        054967AA2
        
          
        
        970000.00000000
        PA
        USD
        970012.22000000
        0.015717520978
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-15
          Variable
          0.00946000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS COML MTG TR 2012-C6
        N/A
        WFRBS 2012-C6 B 4.697 4/45
        92936QAJ7
        
          
        
        760000.00000000
        PA
        USD
        770313.58000000
        0.012481718893
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-04-15
          Fixed
          0.04697000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        VALERO ENERGY CORP NEW 3.65% 03/15/2025
        91913YAS9
        
          
        
        245000.00000000
        PA
        USD
        265251.29000000
        0.004297979581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA PWR and LT CO
        A89MY1K3YLIGJMYWVX50
        FLORIDA PWR and LT CO FRN SOFR+25 05/10/2023
        341081GD3
        
          
        
        3574000.00000000
        PA
        USD
        3574821.98000000
        0.057924362502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-10
          Variable
          0.00300001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FUNDING LTD
        635400ZRKEX9L1BKCH30
        AVOLON HLDGS FDG LTD 2.875% 02/15/2025 144A
        05401AAH4
        
          
        
        980000.00000000
        PA
        USD
        1010597.05000000
        0.016375134257
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST REPUBLIC BANK
        YWC0TIKBQM2JV8L4IV08
        FIRST REPUBLIC BANK 1.912%/VAR 02/12/2024
        33616CHQ6
        
          
        
        2031000.00000000
        PA
        USD
        2072140.46000000
        0.033575774075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-12
          Variable
          0.01912000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC
        N/A
        SYMPHONY CLO XXVI LTD 2021-26A AR 3ML+108 04/20/2033 144A
        87190GAC5
        
          
        
        465000.00000000
        PA
        USD
        464628.00000000
        0.007528565296
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-20
          Variable
          0.01214250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION LLC
        549300KJYBG7C6WJYZ11
        SABINE PASS LIQUEFACTION LLC 6.25% 03/15/2022
        785592AH9
        
          
        
        2495000.00000000
        PA
        USD
        2535871.99000000
        0.041089813487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.50% 8/24 #931726
        31412QD71
        
          
        
        98272.73960000
        PA
        USD
        102501.71000000
        0.001660878846
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI SELECT AUTO TR 2020-A
        N/A
        WORLD OMNI SELECT AUTO TR 2020-A 1.25% 10/15/2026
        98163DAF5
        
          
        
        585000.00000000
        PA
        USD
        591232.24000000
        0.009579987698
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        BANK NOVA SCOTIA BC FRN SOFR+38 07/31/2024
        0641596F8
        
          
        
        5000000.00000000
        PA
        USD
        5007635.00000000
        0.081140841877
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-07-31
          Variable
          0.00430001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TR 2017-3
        N/A
        AMERICREDIT AUTOMOBILE RECEIVABLES TR 2017-3 2.69% 06/19/2023
        03065HAF5
        
          
        
        174662.41000000
        PA
        USD
        175484.48000000
        0.002843449740
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-06-19
          Fixed
          0.02690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-B
        N/A
        WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-B 0.32% 09/15/2023
        98163GAB7
        
          
        
        2873910.36000000
        PA
        USD
        2875888.47000000
        0.046599245273
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.00320000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        ANTHEM INC 2.375% 01/15/2025
        036752AJ2
        
          
        
        410000.00000000
        PA
        USD
        428998.07000000
        0.006951238371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTERNATIONAL GROUP INC
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GRP INC 2.5% 06/30/2025
        026874DQ7
        
          
        
        1000000.00000000
        PA
        USD
        1051537.30000000
        0.017038506558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-30
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP SOFR+69 VAR 04/22/2025
        06051GJU4
        
          
        
        10000000.00000000
        PA
        USD
        10090866.10000000
        0.163506599548
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-22
          Variable
          0.00740001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELLINGTON FINL MTG TR 2020-2
        N/A
        ELLINGTON FINL MTG TR 2020-2 1.178% 10/25/2065 144A
        31573WAA9
        
          
        
        659454.77420000
        PA
        USD
        660768.28000000
        0.010706709759
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2065-10-25
          Fixed
          0.01178000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 2.875% 07/01/2038#1B4142
        3128JPP46
        
          
        
        22406.59000000
        PA
        USD
        23538.01000000
        0.000381396397
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-01
          Variable
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT PRIVATE ED LN TR 2020-C
        N/A
        NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C 2.15% 11/15/2068 144A
        63941KAB1
        
          
        
        2610000.00000000
        PA
        USD
        2687113.76000000
        0.043540448277
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2068-11-15
          Fixed
          0.02150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 11/49#CA4571
        3140QCCH7
        
          
        
        140215.77000000
        PA
        USD
        149903.04000000
        0.002428942777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE FUNDING II LLC
        5493000HT7H4OFOD6Z12
        CHESAPEAKE FUNDING II LLC 2.94% 04/15/2031 144A
        165183BY9
        
          
        
        1436349.67000000
        PA
        USD
        1456665.11000000
        0.023602964944
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2031-04-15
          Fixed
          0.02940000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 4.92% 8/38 #983349
        31415LL62
        
          
        
        7617.75250000
        PA
        USD
        8067.64000000
        0.000130723405
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-08-01
          Variable
          0.02103000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 5.00% 12/35 #003795
        36202EGC7
        
          
        
        11132.79360000
        PA
        USD
        12426.94000000
        0.000201358999
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-12-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET TOWER GLOBAL FUNDING
        635400OFJCY9IOGBGY57
        MET TOWER GLOBAL FUNDING FRN SOFR+55 01/17/2023 144A
        58989VAA2
        
          
        
        5000000.00000000
        PA
        USD
        5027175.40000000
        0.081457463298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-17
          Variable
          0.00600002
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARDINAL HEALTH INC
        CCU46N3GJMF4OK4N7U60
        CARDINAL HEALTH INC 2.616% 06/15/2022
        14149YBF4
        
          
        
        79000.00000000
        PA
        USD
        80329.51000000
        0.001301613250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          0.02616000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        WILLIAMS PTNRS 3.35% 8/15/22
        96950FAJ3
        
          
        
        200000.00000000
        PA
        USD
        204154.27000000
        0.003307998554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS SR NON PFD MTN 3.5% 03/01/2023 144A
        09659W2E3
        
          
        
        10000000.00000000
        PA
        USD
        10450059.30000000
        0.169326759892
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DEL ESTADO DE CHILE
        5493004R4EJC0W0XVQ72
        BANCO DEL ESTADO DE CHILE 2.704% 01/09/2025 144A
        05965MAG8
        
          
        
        665000.00000000
        PA
        USD
        692971.56000000
        0.011228513215
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2025-01-09
          Fixed
          0.02704000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YONGDA INVESTMENT LTD
        300300Y6LHOS618ULI27
        YONGDA INVESTMENT LTD 2.25% 06/16/2025 REGS
        N/A
        
          
        
        1384000.00000000
        PA
        USD
        1397840.00000000
        0.022649796642
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-06-16
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET TOWER GLOBAL FUNDING
        635400OFJCY9IOGBGY57
        MET TOWER GLOBAL FUNDING 0.55% 07/13/2022 144A
        58989V2A1
        
          
        
        6000000.00000000
        PA
        USD
        6018924.00000000
        0.097527188095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-13
          Fixed
          0.00550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER OPERATING MLP 5.875% 01/15/2024
        29278NAM5
        
          
        
        2375000.00000000
        PA
        USD
        2617326.38000000
        0.042409653647
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VF CORPORATION
        CWAJJ9DJ5Z7P057HV541
        VF CORPORATION 2.05% 04/23/2022
        918204AZ1
        
          
        
        6772000.00000000
        PA
        USD
        6847814.98000000
        0.110958061540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-23
          Fixed
          0.02050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL QUE
        NQQ6HPCNCCU6TUTQYE16
        BANK OF MONTREAL QUE FRN 3ML+57 03/26/2022
        06367WJN4
        
          
        
        5000000.00000000
        PA
        USD
        5014346.70000000
        0.081249594410
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-03-26
          Variable
          0.00716000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SVCS CORP
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINL SVCS CORP FRN 3ML+28 09/07/2021
        14913Q2P3
        
          
        
        6190000.00000000
        PA
        USD
        6190277.99000000
        0.100303709748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-09-07
          Variable
          0.00410750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QVC INC
        549300WBLU5NKPX5X472
        QVC INC 4.375% 3/15/2023
        747262AK9
        
          
        
        2190000.00000000
        PA
        USD
        2294025.00000000
        0.037171063743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2015-CCRE22 MTG TR
        N/A
        COMM 2015-CCRE22 MTG TR 3.93% 03/10/2048
        12592XBG0
        
          
        
        405000.00000000
        PA
        USD
        436216.59000000
        0.007068203124
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-03-10
          Variable
          0.03926000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/50#FM3972
        3140X7MW6
        
          
        
        32612.97000000
        PA
        USD
        34970.06000000
        0.000566634770
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        HYUNDAI CAP AMER 0.8% 01/08/2024 144A
        44891ABR7
        
          
        
        660000.00000000
        PA
        USD
        657664.69000000
        0.010656420969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-08
          Fixed
          0.00800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 06/30/2023
        91282CCK5
        
          
        
        31945000.00000000
        PA
        USD
        31921290.74000000
        0.517234264173
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-06-30
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MTG-BACKED SECS TR 2021-NQM1
        N/A
        GS MORTGAGE-BACKED SECURITIES TRUST 1.017% 07/25/2061 144A
        36262EAA4
        
          
        
        504545.61000000
        PA
        USD
        505862.57000000
        0.008196706589
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2061-07-25
          Fixed
          0.01017000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTANDER MEXICO
        SCRYQ25DTVRHYYMM6P89
        BANCO SANT MX 4.125 11/22 REGS
        N/A
        
          
        
        1750000.00000000
        PA
        USD
        1815953.13000000
        0.029424661697
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2022-11-09
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE FLEET FING LLC 2019-3
        N/A
        ENTERPRISE FLEET FING LLC 2019-3 2.06% 05/20/2025 144A
        29374WAB2
        
          
        
        453808.70000000
        PA
        USD
        459336.00000000
        0.007442816767
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2025-05-20
          Fixed
          0.02060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC FRN SOFR+50 03/22/2024
        92343VGD0
        
          
        
        2563000.00000000
        PA
        USD
        2580454.03000000
        0.041812195262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-22
          Variable
          0.00550003
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDELSBANKEN AB
        NHBDILHZTYCNBV5UYZ31
        SVENSKA HANDELSBANKEN AB 1.418%/VAR 06/11/2027
        86959LAH6
        
          
        
        695000.00000000
        PA
        USD
        696974.68000000
        0.011293377473
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2027-06-11
          Variable
          0.01418000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGEL OAK MORTGAGE TRUST LLC
        N/A
        ANGEL OAK MORTGAGE TRUST LLC 1.691% 04/25/2065 144A
        03465LAA3
        
          
        
        717331.41000000
        PA
        USD
        724426.75000000
        0.011738195050
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2065-04-25
          Fixed
          0.01691000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGEL OAK MORTGAGE TRUST 2021-2
        N/A
        ANGEL OAK MORTGAGE TRUST 2021-2 A1 0.985% 04/25/2066 144A
        03465DAA1
        
          
        
        931330.04000000
        PA
        USD
        934157.37000000
        0.015136549578
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2066-04-25
          Fixed
          0.00985000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        LLOYDS TSB BANK 3% 01/11/2022
        53944YAC7
        
          
        
        5000000.00000000
        PA
        USD
        5049680.75000000
        0.081822127065
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-01-11
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.50% #AL2664
        3138EJ6A1
        
          
        
        72087.73130000
        PA
        USD
        75818.85000000
        0.001228525106
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 10/01/2048#MA3496
        31418C3E2
        
          
        
        15698.97000000
        PA
        USD
        16952.09000000
        0.000274681931
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        ATHENE GLOBAL FUNDING FRN SOFR+70 05/24/2024 144A
        04685A2X8
        
          
        
        8000000.00000000
        PA
        USD
        8042959.92000000
        0.130323503829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-24
          Variable
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO FRN SOFR+88.5 VAR 04/22/2027
        46647PCF1
        
          
        
        380000.00000000
        PA
        USD
        385722.20000000
        0.006250021025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-22
          Variable
          0.00935001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MHC COML MTG TR 2021-MHC
        N/A
        MHC COML MTG TR 2021-MHC B 1ML+110.1 04/15/2026 144A
        55316VAC8
        
          
        
        710000.00000000
        PA
        USD
        710848.10000000
        0.011518174403
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-04-15
          Variable
          0.01196462
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD PT MTG TR 2016-1
        N/A
        TPMT 2016-1 A1B 2.75% 02/25/2055 144A
        89172EAU8
        
          
        
        8994.55820000
        PA
        USD
        8993.42000000
        0.000145724213
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2055-02-25
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOORAK MORTGAGE CORP 2018-1 LTD
        N/A
        TOORAK MORTGAGE CORP 2018-1 LTD 1.409% 07/25/2056 144A
        89688WAB7
        
          
        
        318671.51000000
        PA
        USD
        318925.17000000
        0.005167680310
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2056-07-25
          Fixed
          0.01409000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROSS STORES INC
        549300ENZFLPGRDFZQ60
        ROSS STORES INC 0.875% 04/15/2026
        778296AF0
        
          
        
        450000.00000000
        PA
        USD
        443131.10000000
        0.007180241873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEEPHAVEN RESIDENTIAL MTG TR 2020-2
        N/A
        DEEPHAVEN RESIDENTIAL MTG TR 2020-2 1.692% 05/25/2065 144A
        24380NAA7
        
          
        
        400087.64000000
        PA
        USD
        401912.68000000
        0.006512362266
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2065-05-25
          Fixed
          0.01692000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKROCK FDS II
        N/A
        BlackRock Low Duration Bond Inv A
        09260B523
        
          
        
        28241599.42600000
        NS
        USD
        274790762.41000000
        4.452551713979
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BX 2020-BXLP
        N/A
        BX 2020-BXLP 1ML+125 12/15/2029 144A
        05607QAR9
        
          
        
        716829.01000000
        PA
        USD
        716614.39000000
        0.011611608055
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Variable
          0.01346000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDN BRANCH
        BFM8T61CT2L1QCEMIK50
        UBS AG LON BRANCH 1.75% 04/21/2022 144A
        902674YA2
        
          
        
        7000000.00000000
        PA
        USD
        7061565.56000000
        0.114421553191
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2022-04-21
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TR
        N/A
        SBA TOWER TR 1.884% 07/15/2050 144A
        78403DAP5
        
          
        
        365000.00000000
        PA
        USD
        372864.69000000
        0.006041685317
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2050-07-15
          Fixed
          0.01884000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST 2020-B
        N/A
        FORD CREDIT AUTO OWNER TRUST 2020-B 2.04% 12/15/2026
        34533GAG4
        
          
        
        1270000.00000000
        PA
        USD
        1311510.59000000
        0.021250964458
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          0.02040000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT WOLF TR 2019-WOLF
        N/A
        GREAT WOLF TR 2019-WOLF 1ML+ 12/15/2029 144A
        39152TAA8
        
          
        
        1906000.00000000
        PA
        USD
        1907188.39000000
        0.030902985458
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Variable
          0.01130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        WILLIAMS PARTNERS LP 4.3% 03/04/2024
        96950FAM6
        
          
        
        305000.00000000
        PA
        USD
        328970.19000000
        0.005330444045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-04
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARWOOD MTG RESIDENTIAL TR 2021-2
        N/A
        STARWOOD MTG RESIDENTIAL TR 2021-2 0.943% 05/25/2065 144A
        85573HAA8
        
          
        
        625552.59000000
        PA
        USD
        625449.69000000
        0.010134427608
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2065-05-25
          Fixed
          0.00943000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 11/20/2050#MA6997
        36179VX21
        
          
        
        3937435.78000000
        PA
        USD
        4139047.06000000
        0.067066741689
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYA CLO 2017-1 LTD
        N/A
        VOYA CLO 2017-1 LTD 3ML+95 04/17/2030 144A
        92916MAF8
        
          
        
        4486000.00000000
        PA
        USD
        4486529.35000000
        0.072697145173
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-17
          Variable
          0.01083880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFA 2021-NQM2 TR
        N/A
        MFA 2021-NQM2 TR 1.317% 11/25/2064 144A
        55283WAB7
        
          
        
        415000.00000000
        PA
        USD
        416225.45000000
        0.006744278172
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2064-11-25
          Fixed
          0.01317000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES LII CLO LTD
        N/A
        ARES LII CLO LTD 3ML+105 04/22/2031 144A
        04009AAL4
        
          
        
        3577000.00000000
        PA
        USD
        3578273.41000000
        0.057980287492
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-22
          Variable
          0.01188250
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 2.188/VAR 04/30/2026
        95000U2N2
        
          
        
        840000.00000000
        PA
        USD
        872477.70000000
        0.014137127625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-30
          Variable
          0.02188000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBX 2020-INV1 TRUST
        N/A
        OBX 2020-INV1 TRUST 3.5% 12/25/2049 144A
        67113CAE6
        
          
        
        184615.70640000
        PA
        USD
        188065.86000000
        0.003047311197
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2049-12-25
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATURAL RESOURCES LTD
        549300T15RIMIKZC5Q38
        CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025
        136385AZ4
        
          
        
        1430000.00000000
        PA
        USD
        1471240.81000000
        0.023839141217
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-07-15
          Fixed
          0.02050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHARTERED PLC 3.885%/VAR 03/15/2024 144A
        853254BJ8
        
          
        
        365000.00000000
        PA
        USD
        382174.84000000
        0.006192541641
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-03-15
          Variable
          0.03885000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON CONTAINER INTERNATIONAL LTD
        549300O4LZFLCX53XZ54
        TRITON CONTAINER INTERNATIONAL LTD 0.8% 08/01/2023 144A
        89680YAD7
        
          
        
        1350000.00000000
        PA
        USD
        1349642.25000000
        0.021868827979
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2023-08-01
          Fixed
          0.00800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2020-1
        N/A
        VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2020-1 1.26% 08/20/2026
        92868JAE6
        
          
        
        545000.00000000
        PA
        USD
        555331.73000000
        0.008998276450
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-08-20
          Fixed
          0.01260000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRUNSWICK CORP
        YM4O38W15AX4YLLQKU27
        BRUNSWICK CORP 0.85% 08/18/2024
        117043AS8
        
          
        
        1190000.00000000
        PA
        USD
        1190571.20000000
        0.019291332032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-18
          Fixed
          0.00850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER SA .0701%/VAR T1Y+ 06/30/2024
        05971KAK5
        
          
        
        200000.00000000
        PA
        USD
        200569.11000000
        0.003249906680
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2024-06-30
          Variable
          0.00701000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE CORPUS CHRISTI HOLDINGS LLC
        549300I7CIEWU1BBLQ53
        CHENIERE CORPUS CHRISTI HLD 5.875% 03/31/2025
        16412XAC9
        
          
        
        1470000.00000000
        PA
        USD
        1670038.76000000
        0.027060349038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-31
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 5.50% 12/23 #G13617
        3128MCG25
        
          
        
        662.71240000
        PA
        USD
        669.05000000
        0.000010840901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.50% 4/25 #AD3831
        31418RHH7
        
          
        
        2105.36200000
        PA
        USD
        2209.92000000
        0.000035808274
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLAGSTAR MTG TR 2020-1INV
        N/A
        FLAGSTAR MTG TR 2020-1INV 1ML+85 03/25/2050 144A
        33851YAL0
        
          
        
        394084.91000000
        PA
        USD
        394084.87000000
        0.006385524928
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2050-03-25
          Variable
          0.00934380
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1
        N/A
        NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 2.46413% 01/26/2060 144A
        64830VAA1
        
          
        
        366825.54000000
        PA
        USD
        370540.27000000
        0.006004021750
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2060-01-26
          Fixed
          0.02464130
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONNECTICUT ST
        N/A
        CT ST 1.998% 7/1/2024
        20772KJW0
        
          
        
        285000.00000000
        PA
        USD
        296668.24000000
        0.004807041797
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-01
          Fixed
          0.01998000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2021-09-30
      Stacie M. Smith
      Stacie M. Smith
      Stacie M. Smith
      President and Treasurer
    
  
  XXXX



Quarterly Holdings Report
for
Strategic Advisers® Short Duration Fund
Offered exclusively to certain clients of Strategic Advisers LLC - not available for sale to the general public
August 31, 2021
ASD-NPRT1-1021
1.934463.109
Nonconvertible Bonds - 22.6%
 
 
Principal
Amount (a)
 
Value ($)
 
COMMUNICATION SERVICES - 1.0%
 
 
 
Diversified Telecommunication Services - 0.5%
 
 
 
AT&T, Inc. 0.9% 3/25/24
 
2,145,000
2,149,010
NBN Co. Ltd. 1.45% 5/5/26 (b)
 
1,765,000
1,776,850
NTT Finance Corp.:
 
 
 
 0.373% 3/3/23 (b)
 
5,265,000
5,265,471
 0.583% 3/1/24 (b)
 
2,184,000
2,181,628
SBA Tower Trust 3.448% 3/15/48 (b)
 
880,000
893,816
Verizon Communications, Inc.:
 
 
 
 3 month U.S. LIBOR + 1.000% 1.118% 3/16/22 (c)(d)
 
15,233,000
15,312,926
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.500% 0.55% 3/22/24 (c)(d)
 
2,563,000
2,580,454
 0.75% 3/22/24
 
715,000
717,715
 0.85% 11/20/25
 
710,000
704,754
 1.45% 3/20/26
 
1,155,000
1,170,221
 
 
 
32,752,845
Entertainment - 0.1%
 
 
 
The Walt Disney Co. 3% 9/15/22
 
4,273,000
4,389,765
Interactive Media & Services - 0.0%
 
 
 
Baidu, Inc. 3.5% 11/28/22
 
780,000
805,984
Media - 0.2%
 
 
 
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.:
 
 
 
 4.464% 7/23/22
 
3,670,000
3,776,096
 4.908% 7/23/25
 
2,145,000
2,427,058
Comcast Corp. 3.1% 4/1/25
 
355,000
381,761
COX Communications, Inc. 3.15% 8/15/24 (b)
 
796,000
846,456
Fox Corp. 3.666% 1/25/22
 
260,000
263,509
RELX Capital, Inc. 3.5% 3/16/23
 
575,000
600,178
SES SA 3.6% 4/4/23 (b)
 
155,000
161,489
TWDC Enterprises 18 Corp. 3 month U.S. LIBOR + 0.390% 0.524% 3/4/22 (c)(d)
 
5,000,000
5,009,240
 
 
 
13,465,787
Wireless Telecommunication Services - 0.2%
 
 
 
CC Holdings GS V LLC/Crown Castle GS III Corp. 3.849% 4/15/23
 
2,615,000
2,753,774
Rogers Communications, Inc. 3 month U.S. LIBOR + 0.600% 0.7349% 3/22/22 (c)(d)
 
5,520,000
5,535,881
T-Mobile U.S.A., Inc. 3.5% 4/15/25
 
1,005,000
1,084,747
 
 
 
9,374,402
TOTAL COMMUNICATION SERVICES
 
 
60,788,783
CONSUMER DISCRETIONARY - 1.4%
 
 
 
Automobiles - 1.0%
 
 
 
American Honda Finance Corp.:
 
 
 
 3 month U.S. LIBOR + 0.150% 0.2808% 2/22/23 (c)(d)
 
3,342,000
3,345,900
 3 month U.S. LIBOR + 0.290% 0.418% 12/10/21 (c)(d)
 
5,000,000
5,003,346
 0.4% 10/21/22
 
2,775,000
2,777,890
BMW U.S. Capital LLC U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.530% 0.58% 4/1/24 (b)(c)(d)
 
5,925,000
5,993,078
Daimler Finance North America LLC:
 
 
 
 3 month U.S. LIBOR + 0.840% 0.9638% 5/4/23 (b)(c)(d)
 
3,240,000
3,268,064
 3 month U.S. LIBOR + 0.900% 1.0248% 2/15/22 (b)(c)(d)
 
5,000,000
5,019,920
 1.75% 3/10/23 (b)
 
1,800,000
1,834,434
General Motors Co.:
 
 
 
 4.875% 10/2/23
 
730,000
791,818
 5.4% 10/2/23
 
1,130,000
1,235,171
General Motors Financial Co., Inc.:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.760% 0.8041% 3/8/24 (c)(d)
 
4,061,000
4,096,347
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 1.200% 1.25% 11/17/23 (c)(d)
 
5,000,000
5,079,650
 2.9% 2/26/25
 
1,880,000
1,986,427
 4.2% 11/6/21
 
370,000
372,587
Harley-Davidson Financial Services, Inc.:
 
 
 
 2.55% 6/9/22 (b)
 
375,000
379,959
 4.05% 2/4/22 (b)
 
1,210,000
1,228,457
Nissan Motor Acceptance Corp.:
 
 
 
 2.6% 9/28/22 (b)
 
1,610,000
1,640,865
 2.65% 7/13/22 (b)
 
560,000
564,065
 3.65% 9/21/21 (b)
 
580,000
580,982
Nissan Motor Co. Ltd. 3.043% 9/15/23 (b)
 
1,350,000
1,406,404
Volkswagen Group of America Finance LLC:
 
 
 
 0.75% 11/23/22 (b)
 
10,620,000
10,653,443
 0.875% 11/22/23 (b)
 
590,000
593,314
 2.5% 9/24/21 (b)
 
280,000
280,390
 2.7% 9/26/22 (b)
 
650,000
665,919
 2.9% 5/13/22 (b)
 
5,663,000
5,760,487
 3.125% 5/12/23 (b)
 
355,000
369,695
 
 
 
64,928,612
Hotels, Restaurants & Leisure - 0.1%
 
 
 
Expedia, Inc. 3.6% 12/15/23
 
1,270,000
1,347,407
Marriott International, Inc.:
 
 
 
 2.3% 1/15/22
 
90,000
90,512
 3.125% 2/15/23
 
290,000
297,989
 3.6% 4/15/24
 
1,670,000
1,781,676
Starbucks Corp. 2.7% 6/15/22
 
435,000
441,632
 
 
 
3,959,216
Household Durables - 0.0%
 
 
 
Panasonic Corp. 2.536% 7/19/22 (b)
 
785,000
797,753
Internet & Direct Marketing Retail - 0.0%
 
 
 
QVC, Inc. 4.375% 3/15/23
 
2,190,000
2,294,025
Leisure Products - 0.1%
 
 
 
Brunswick Corp. 0.85% 8/18/24
 
1,190,000
1,190,571
Hasbro, Inc.:
 
 
 
 2.6% 11/19/22
 
885,000
907,518
 3% 11/19/24
 
1,485,000
1,577,312
 
 
 
3,675,401
Multiline Retail - 0.0%
 
 
 
Nordstrom, Inc. 2.3% 4/8/24
 
150,000
150,983
Specialty Retail - 0.1%
 
 
 
AutoZone, Inc. 3.625% 4/15/25
 
485,000
528,082
O'Reilly Automotive, Inc. 3.8% 9/1/22
 
385,000
394,835
Ross Stores, Inc.:
 
 
 
 0.875% 4/15/26
 
450,000
443,131
 4.6% 4/15/25
 
2,310,000
2,592,504
Triton Container International Ltd. 0.8% 8/1/23 (b)
 
1,350,000
1,349,642
 
 
 
5,308,194
Textiles, Apparel & Luxury Goods - 0.1%
 
 
 
Ralph Lauren Corp. 1.7% 6/15/22
 
225,000
227,543
VF Corp. 2.05% 4/23/22
 
6,772,000
6,847,815
 
 
 
7,075,358
TOTAL CONSUMER DISCRETIONARY
 
 
88,189,542
CONSUMER STAPLES - 0.6%
 
 
 
Beverages - 0.0%
 
 
 
Coca-Cola European Partners PLC 0.8% 5/3/24 (b)
 
2,005,000
2,002,775
Diageo Capital PLC 1.375% 9/29/25
 
680,000
691,373
 
 
 
2,694,148
Food & Staples Retailing - 0.1%
 
 
 
7-Eleven, Inc.:
 
 
 
 3 month U.S. LIBOR + 0.450% 0.5784% 8/10/22 (b)(c)(d)
 
300,000
300,096
 0.625% 2/10/23 (b)
 
1,072,000
1,070,861
 0.8% 2/10/24 (b)
 
1,448,000
1,447,709
Prosperous Ray Ltd. 4.625% 11/12/23 (Reg. S)
 
1,200,000
1,287,225
 
 
 
4,105,891
Food Products - 0.2%
 
 
 
Archer Daniels Midland Co. 2.75% 3/27/25
 
285,000
303,420
Bunge Ltd. Finance Corp.:
 
 
 
 3% 9/25/22
 
3,375,000
3,463,562
 4.35% 3/15/24
 
130,000
140,932
Cargill, Inc. 1.375% 7/23/23 (b)
 
630,000
642,643
China Mengniu Dairy Co. Ltd. 1.875% 6/17/25 (Reg. S)
 
2,004,000
2,021,996
Mondelez International, Inc. 0.625% 7/1/22
 
6,350,000
6,368,057
 
 
 
12,940,610
Tobacco - 0.3%
 
 
 
BAT International Finance PLC 1.668% 3/25/26
 
885,000
890,123
Imperial Tobacco Finance PLC:
 
 
 
 3.125% 7/26/24 (b)
 
235,000
247,782
 3.5% 2/11/23 (b)
 
2,090,000
2,157,186
 3.75% 7/21/22 (b)
 
3,390,000
3,462,053
Philip Morris International, Inc. 1.125% 5/1/23
 
8,991,000
9,102,191
 
 
 
15,859,335
TOTAL CONSUMER STAPLES
 
 
35,599,984
ENERGY - 1.2%
 
 
 
Energy Equipment & Services - 0.0%
 
 
 
Schlumberger Finance Canada Ltd. 1.4% 9/17/25
 
290,000
294,518
Schlumberger Holdings Corp.:
 
 
 
 3.75% 5/1/24 (b)
 
1,515,000
1,625,287
 4% 12/21/25 (b)
 
375,000
416,355
 
 
 
2,336,160
Oil, Gas & Consumable Fuels - 1.2%
 
 
 
Aker BP ASA 3% 1/15/25 (b)
 
995,000
1,050,919
Canadian Natural Resources Ltd. 2.05% 7/15/25
 
1,430,000
1,471,241
Cenovus Energy, Inc.:
 
 
 
 3% 8/15/22
 
1,725,000
1,756,718
 3.8% 9/15/23
 
1,070,000
1,125,848
Cheniere Corpus Christi Holdings LLC:
 
 
 
 5.875% 3/31/25
 
1,470,000
1,670,039
 7% 6/30/24
 
1,625,000
1,842,860
Chevron Corp.:
 
 
 
 3 month U.S. LIBOR + 0.480% 0.6085% 3/3/22 (c)(d)
 
4,700,000
4,710,338
 1.141% 5/11/23
 
4,174,000
4,236,084
Diamondback Energy, Inc.:
 
 
 
 2.875% 12/1/24
 
2,720,000
2,859,049
 4.75% 5/31/25
 
1,080,000
1,209,088
Enbridge, Inc.:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.400% 0.45% 2/17/23 (c)(d)
 
1,892,000
1,896,181
 2.5% 1/15/25
 
985,000
1,032,420
 4% 10/1/23
 
1,605,000
1,704,076
Energy Transfer LP:
 
 
 
 2.9% 5/15/25
 
255,000
267,664
 3.45% 1/15/23
 
110,000
113,272
 4.2% 9/15/23
 
280,000
298,079
 4.25% 3/15/23
 
1,425,000
1,489,780
 4.25% 4/1/24
 
70,000
75,096
 4.9% 2/1/24
 
245,000
265,006
 5.875% 1/15/24
 
2,375,000
2,617,326
Eni SpA 4% 9/12/23 (b)
 
1,610,000
1,712,924
Enterprise Products Operating LP 3.5% 2/1/22
 
1,050,000
1,064,033
EOG Resources, Inc. 2.625% 3/15/23
 
291,000
299,840
EQT Corp. 3% 10/1/22
 
2,275,000
2,322,957
Gray Oak Pipeline LLC:
 
 
 
 2% 9/15/23 (b)
 
205,000
208,944
 2.6% 10/15/25 (b)
 
385,000
396,271
Kinder Morgan Energy Partners LP 3.95% 9/1/22
 
135,000
138,613
MPLX LP 3 month U.S. LIBOR + 1.100% 1.2231% 9/9/22 (c)(d)
 
1,683,000
1,682,958
Phillips 66 Co. 3 month U.S. LIBOR + 0.620% 0.7448% 2/15/24 (c)(d)
 
10,000,000
10,008,720
Pioneer Natural Resources Co.:
 
 
 
 0.55% 5/15/23
 
3,792,000
3,788,602
 0.75% 1/15/24
 
610,000
605,704
Plains All American Pipeline LP/PAA Finance Corp. 2.85% 1/31/23
 
1,275,000
1,305,351
Reliance Industries Ltd. 5.4% 2/14/22 (Reg. S)
 
1,700,000
1,737,506
Sabine Pass Liquefaction LLC:
 
 
 
 5.625% 4/15/23 (c)
 
1,345,000
1,434,695
 6.25% 3/15/22
 
2,495,000
2,535,872
Saudi Arabian Oil Co. 2.75% 4/16/22 (b)
 
1,815,000
1,837,914
Suncor Energy, Inc. 2.8% 5/15/23
 
975,000
1,011,239
The Williams Companies, Inc.:
 
 
 
 3.35% 8/15/22
 
200,000
204,154
 3.7% 1/15/23
 
2,205,000
2,284,739
 4.3% 3/4/24
 
305,000
328,970
Valero Energy Corp.:
 
 
 
 1.2% 3/15/24
 
715,000
720,543
 2.7% 4/15/23
 
1,430,000
1,476,807
 3.65% 3/15/25
 
245,000
265,251
Western Gas Partners LP 4% 7/1/22
 
1,800,000
1,822,500
 
 
 
70,886,191
TOTAL ENERGY
 
 
73,222,351
FINANCIALS - 13.4%
 
 
 
Banks - 7.3%
 
 
 
Banco Bilbao Vizcaya Argentaria SA 0.875% 9/18/23
 
1,800,000
1,807,945
Banco del Estado de Chile 2.704% 1/9/25 (b)
 
665,000
692,972
Banco Santander Mexico SA 4.125% 11/9/22 (Reg. S)
 
1,750,000
1,815,953
Banco Santander SA 0.701% 6/30/24 (c)
 
200,000
200,569
Bank Ireland Group PLC 4.5% 11/25/23 (b)
 
2,655,000
2,858,967
Bank of America Corp.:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.690% 0.74% 4/22/25 (c)(d)
 
10,000,000
10,090,866
 0.523% 6/14/24 (c)
 
1,210,000
1,208,894
 0.81% 10/24/24 (c)
 
755,000
758,114
 0.976% 4/22/25 (c)
 
1,050,000
1,055,928
 1.734% 7/22/27 (c)
 
765,000
775,209
 3.124% 1/20/23 (c)
 
20,000,000
20,211,745
Bank of Montreal:
 
 
 
 3 month U.S. LIBOR + 0.400% 0.528% 9/10/21 (c)(d)
 
5,000,000
5,000,490
 3 month U.S. LIBOR + 0.570% 0.716% 3/26/22 (c)(d)
 
5,000,000
5,014,347
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.270% 0.32% 4/14/23 (c)(d)
 
8,000,000
8,009,169
Bank of Nova Scotia:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.380% 0.43% 7/31/24 (c)(d)
 
5,000,000
5,007,635
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.440% 0.495% 4/15/24 (c)(d)
 
10,000,000
10,040,431
Banque Federative du Credit Mutuel SA:
 
 
 
 0.65% 2/27/24 (b)
 
860,000
860,527
 2.125% 11/21/22 (b)
 
1,415,000
1,447,167
Barclays Bank PLC 1.7% 5/12/22
 
650,000
655,926
Barclays PLC:
 
 
 
 4.338% 5/16/24 (c)
 
660,000
700,806
 4.61% 2/15/23 (c)
 
15,000,000
15,284,988
BNP Paribas SA 3.5% 3/1/23 (b)
 
10,000,000
10,450,059
BPCE SA:
 
 
 
 3 month U.S. LIBOR + 0.300% 0.4329% 1/14/22 (b)(c)(d)
 
5,000,000
5,005,139
 3 month U.S. LIBOR + 1.220% 1.3508% 5/22/22 (b)(c)(d)
 
1,605,000
1,616,778
 5.7% 10/22/23 (b)
 
2,215,000
2,433,339
Canadian Imperial Bank of Commerce:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.340% 0.3889% 6/22/23 (c)(d)
 
5,885,000
5,891,415
 0.95% 6/23/23
 
7,200,000
7,267,498
Capital One Bank NA 2.014% 1/27/23 (c)
 
7,000,000
7,046,707
Citigroup, Inc.:
 
 
 
 0.981% 5/1/25 (c)
 
880,000
883,970
 2.312% 11/4/22 (c)
 
16,290,000
16,345,567
 2.9% 12/8/21
 
1,495,000
1,502,467
Credit Agricole SA 3 month U.S. LIBOR + 1.020% 1.1453% 4/24/23 (b)(c)(d)
 
675,000
684,246
Credit Suisse Group Funding Guernsey Ltd. 3.8% 9/15/22
 
5,000,000
5,176,747
Danske Bank A/S:
 
 
 
 1.226% 6/22/24 (b)
 
1,610,000
1,626,575
 3.001% 9/20/22 (b)(c)
 
1,475,000
1,476,768
 5% 1/12/22 (b)
 
1,050,000
1,066,592
Federation des caisses Desjardin U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.430% 0.48% 5/21/24 (b)(c)(d)
 
5,316,000
5,329,131
Fifth Third Bancorp 1.625% 5/5/23
 
10,625,000
10,831,991
First Niagara Financial Group, Inc. 7.25% 12/15/21
 
515,000
524,998
First Republic Bank 2.5% 6/6/22
 
6,050,000
6,138,902
HSBC Holdings PLC:
 
 
 
 0.976% 5/24/25 (c)
 
245,000
245,124
 1.645% 4/18/26 (c)
 
850,000
860,630
 2.099% 6/4/26 (c)
 
1,840,000
1,891,867
 3.262% 3/13/23 (c)
 
15,300,000
15,538,486
 3.803% 3/11/25 (c)
 
425,000
455,732
ING Groep NV 3 month U.S. LIBOR + 1.150% 1.296% 3/29/22 (c)(d)
 
735,000
738,561
Intesa Sanpaolo SpA 3.125% 7/14/22 (b)
 
4,500,000
4,602,620
JPMorgan Chase & Co.:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.530% 0.585% 6/1/25 (c)(d)
 
10,000,000
10,027,578
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.580% 0.6285% 3/16/24 (c)(d)
 
5,000,000
5,029,209
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.880% 0.935% 4/22/27 (c)(d)
 
380,000
385,722
 0.824% 6/1/25 (c)
 
965,000
966,659
 2.083% 4/22/26 (c)
 
1,870,000
1,931,171
 2.776% 4/25/23 (c)
 
5,200,000
5,282,591
KeyBank NA:
 
 
 
 3 month U.S. LIBOR + 0.660% 0.7858% 2/1/22 (c)(d)
 
8,128,000
8,150,088
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.320% 0.37% 6/14/24 (c)(d)
 
10,000,000
10,011,369
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.340% 0.39% 1/3/24 (c)(d)
 
6,000,000
6,010,707
Lloyds Banking Group PLC:
 
 
 
 0.695% 5/11/24 (c)
 
2,698,000
2,707,840
 1.326% 6/15/23 (c)
 
1,803,000
1,815,714
 3% 1/11/22
 
5,000,000
5,049,681
 4.5% 11/4/24
 
480,000
530,094
Mitsubishi UFJ Financial Group, Inc.:
 
 
 
 3 month U.S. LIBOR + 0.700% 0.8308% 3/7/22 (c)(d)
 
10,000,000
10,031,855
 3 month U.S. LIBOR + 0.740% 0.8714% 3/2/23 (c)(d)
 
1,623,000
1,637,453
 3 month U.S. LIBOR + 0.920% 1.0508% 2/22/22 (c)(d)
 
840,000
843,494
 0.953% 7/19/25 (c)
 
1,660,000
1,666,078
 3.218% 3/7/22
 
1,090,000
1,106,667
Mizuho Financial Group Cayman 2 Ltd. 4.2% 7/18/22 (Reg. S)
 
1,625,000
1,676,610
Mizuho Financial Group, Inc.:
 
 
 
 3 month U.S. LIBOR + 0.940% 1.0608% 2/28/22 (c)(d)
 
5,000,000
5,021,993
 3 month U.S. LIBOR + 1.140% 1.259% 9/13/21 (c)(d)
 
17,000,000
17,005,951
National Bank of Canada 0.9% 8/15/23 (c)
 
7,000,000
7,034,641
NatWest Markets PLC:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.530% 0.58% 8/12/24 (b)(c)(d)
 
5,905,000
5,927,054
 0.8% 8/12/24 (b)
 
370,000
369,812
 2.375% 5/21/23 (b)
 
1,525,000
1,576,460
 3.625% 9/29/22 (b)
 
5,000,000
5,178,208
PNC Bank NA:
 
 
 
 1.743% 2/24/23 (c)
 
4,078,000
4,106,312
 2.028% 12/9/22 (c)
 
7,000,000
7,033,008
QNB Finance Ltd.:
 
 
 
 2.625% 5/12/25 (Reg. S)
 
500,000
522,500
 3.5% 3/28/24 (Reg. S)
 
1,000,000
1,061,750
Rabobank Nederland 3.95% 11/9/22
 
1,630,000
1,697,745
Rabobank Nederland New York Branch 3 month U.S. LIBOR + 0.830% 0.949% 1/10/22 (c)(d)
 
5,000,000
5,014,870
Royal Bank of Canada U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.450% 0.5% 10/26/23 (c)(d)
 
15,000,000
15,075,339
Royal Bank of Scotland Group PLC 3.875% 9/12/23
 
1,085,000
1,154,764
Santander Holdings U.S.A., Inc. 4.45% 12/3/21
 
7,000,000
7,047,234
Societe Generale 2.625% 10/16/24 (b)
 
365,000
380,777
Standard Chartered PLC:
 
 
 
 3 month U.S. LIBOR + 1.150% 1.2843% 1/20/23 (b)(c)(d)
 
910,000
913,572
 3 month U.S. LIBOR + 1.200% 1.328% 9/10/22 (b)(c)(d)
 
4,500,000
4,501,022
 0.991% 1/12/25 (b)(c)
 
375,000
374,277
 1.214% 3/23/25 (b)(c)
 
200,000
200,753
 1.319% 10/14/23 (b)(c)
 
200,000
201,505
 2.744% 9/10/22 (b)(c)
 
1,495,000
1,495,743
 3.885% 3/15/24 (b)(c)
 
365,000
382,175
 3.95% 1/11/23 (b)
 
805,000
836,007
Sumitomo Mitsui Financial Group, Inc. 3 month U.S. LIBOR + 1.140% 1.2739% 10/19/21 (c)(d)
 
6,500,000
6,509,812
Svenska Handelsbanken AB:
 
 
 
 0.55% 6/11/24 (b)
 
720,000
719,086
 1.418% 6/11/27 (b)(c)
 
695,000
696,975
Swedbank AB:
 
 
 
 0.6% 9/25/23 (b)
 
500,000
501,022
 1.3% 6/2/23 (b)
 
1,150,000
1,167,607
Synchrony Bank 3% 6/15/22
 
10,395,000
10,592,881
Synovus Bank 2.289% 2/10/23 (c)
 
1,237,000
1,244,286
The Toronto-Dominion Bank:
 
 
 
 3 month U.S. LIBOR + 0.530% 0.6646% 12/1/22 (c)(d)
 
5,000,000
5,032,200
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.220% 0.2629% 6/2/23 (c)(d)
 
10,000,000
10,008,900
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.480% 0.53% 1/27/23 (c)(d)
 
5,000,000
5,028,395
 0.25% 1/6/23
 
4,000,000
4,000,905
 0.55% 3/4/24
 
1,790,000
1,789,881
Truist Financial Corp. U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.400% 0.4454% 6/9/25 (c)(d)
 
10,710,000
10,730,676
U.S. Bancorp 3% 3/15/22
 
1,530,000
1,549,652
UniCredit SpA 3.75% 4/12/22 (b)
 
1,740,000
1,772,733
Wells Fargo & Co.:
 
 
 
 1.654% 6/2/24 (c)
 
5,935,000
6,060,098
 2.188% 4/30/26 (c)
 
840,000
872,478
 3.5% 3/8/22
 
123,000
125,089
Wells Fargo Bank NA 2.082% 9/9/22 (c)
 
1,105,000
1,105,408
 
 
 
447,612,693
Capital Markets - 2.9%
 
 
 
Credit Suisse AG:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.380% 0.43% 8/9/23 (c)(d)
 
5,000,000
5,010,550
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.450% 0.5% 2/4/22 (c)(d)
 
5,310,000
5,317,965
 0.495% 2/2/24
 
810,000
809,245
 1% 5/5/23
 
6,590,000
6,657,542
 2.1% 11/12/21
 
8,156,000
8,186,258
 2.8% 4/8/22
 
2,340,000
2,377,060
Credit Suisse Group AG:
 
 
 
 2.997% 12/14/23 (b)(c)
 
250,000
257,307
 3.574% 1/9/23 (b)
 
650,000
657,075
Deutsche Bank AG New York Branch:
 
 
 
 3.3% 11/16/22
 
7,072,000
7,305,378
 4.25% 10/14/21
 
7,005,000
7,036,134
 5% 2/14/22
 
10,000,000
10,202,361
E*TRADE Financial Corp. 2.95% 8/24/22
 
8,277,000
8,475,438
Goldman Sachs Group, Inc.:
 
 
 
 3 month U.S. LIBOR + 0.750% 0.8808% 2/23/23 (c)(d)
 
5,000,000
5,039,500
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.540% 0.59% 11/17/23 (c)(d)
 
10,000,000
10,026,469
 0.523% 3/8/23
 
3,300,000
3,301,482
 0.657% 9/10/24 (c)
 
725,000
724,492
 0.673% 3/8/24 (c)
 
1,180,000
1,181,923
 2.876% 10/31/22 (c)
 
520,000
522,089
 2.905% 7/24/23 (c)
 
10,000,000
10,220,100
 2.908% 6/5/23 (c)
 
5,000,000
5,092,668
 3.5% 4/1/25
 
1,005,000
1,088,115
 5.75% 1/24/22
 
1,800,000
1,839,261
Morgan Stanley:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.700% 0.75% 1/20/23 (c)(d)
 
5,000,000
5,011,600
 0.529% 1/25/24 (c)
 
3,994,000
3,995,909
 0.56% 11/10/23 (c)
 
6,170,000
6,180,262
 0.731% 4/5/24 (c)
 
985,000
988,040
 2.625% 11/17/21
 
15,989,000
16,070,390
 2.75% 5/19/22
 
1,095,000
1,114,889
 3.737% 4/24/24 (c)
 
5,000,000
5,263,148
 4.1% 5/22/23
 
275,000
291,482
 4.875% 11/1/22
 
660,000
693,819
NASDAQ, Inc. 0.445% 12/21/22
 
2,417,000
2,417,240
State Street Corp. 2.825% 3/30/23 (c)
 
603,000
611,969
TD Ameritrade Holding Corp. 3 month U.S. LIBOR + 0.430% 0.5558% 11/1/21 (c)(d)
 
7,500,000
7,501,630
UBS AG London Branch:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.360% 0.41% 2/9/24 (b)(c)(d)
 
10,000,000
10,069,300
 1.75% 4/21/22 (b)
 
7,000,000
7,061,566
UBS Group AG:
 
 
 
 3 month U.S. LIBOR + 1.220% 1.3508% 5/23/23 (b)(c)(d)
 
880,000
887,023
 1.008% 7/30/24 (b)(c)
 
7,118,000
7,163,561
 1.494% 8/10/27 (b)(c)
 
375,000
374,545
 3.491% 5/23/23 (b)
 
5,000,000
5,111,672
 
 
 
182,136,457
Consumer Finance - 1.1%
 
 
 
AerCap Ireland Capital Ltd./AerCap Global Aviation Trust:
 
 
 
 3.95% 2/1/22
 
1,070,000
1,082,107
 4.125% 7/3/23
 
1,025,000
1,082,393
 4.45% 12/16/21
 
1,395,000
1,406,400
 4.5% 9/15/23
 
1,095,000
1,168,301
 4.875% 1/16/24
 
490,000
531,823
American Express Co.:
 
 
 
 3 month U.S. LIBOR + 0.600% 0.7214% 11/5/21 (c)(d)
 
6,750,000
6,753,452
 2.65% 12/2/22
 
9,500,000
9,786,330
 2.75% 5/20/22
 
5,000,000
5,079,614
Capital One Financial Corp.:
 
 
 
 3.2% 1/30/23
 
8,016,000
8,316,015
 3.5% 6/15/23
 
555,000
584,757
 3.9% 1/29/24
 
505,000
542,083
Ford Motor Credit Co. LLC 3.813% 10/12/21
 
495,000
495,233
Hyundai Capital America:
 
 
 
 0.8% 1/8/24 (b)
 
660,000
657,665
 0.875% 6/14/24 (b)
 
535,000
533,044
 2.375% 2/10/23 (b)
 
1,925,000
1,970,730
 2.85% 11/1/22 (b)
 
511,000
524,310
 3% 6/20/22 (b)
 
1,060,000
1,080,722
 3.95% 2/1/22 (b)
 
1,315,000
1,333,521
John Deere Capital Corp. 3 month U.S. LIBOR + 0.260% 0.388% 9/10/21 (c)(d)
 
5,000,000
5,000,350
LeasePlan Corp. NV 2.875% 10/24/24 (b)
 
550,000
576,926
Synchrony Financial:
 
 
 
 2.85% 7/25/22
 
3,758,000
3,836,367
 4.25% 8/15/24
 
1,960,000
2,127,271
Toyota Motor Credit Corp.:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.300% 0.35% 6/13/22 (c)(d)
 
5,450,000
5,457,011
 0.45% 7/22/22
 
7,207,000
7,223,026
 
 
 
67,149,451
Diversified Financial Services - 0.3%
 
 
 
AIG Global Funding 2.3% 7/1/22 (b)
 
1,528,000
1,553,138
Athene Global Funding:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.700% 0.75% 5/24/24 (b)(c)(d)
 
8,000,000
8,042,960
 0.95% 1/8/24 (b)
 
3,469,000
3,489,765
BP Capital Markets America, Inc. 2.937% 4/6/23
 
700,000
728,734
Brixmor Operating Partnership LP 3.25% 9/15/23
 
1,410,000
1,477,870
CNH Industrial Capital LLC 3.875% 10/15/21
 
1,325,000
1,330,313
LSEGA Financing PLC 0.65% 4/6/24 (b)
 
1,355,000
1,355,387
Park Aerospace Holdings Ltd.:
 
 
 
 4.5% 3/15/23 (b)
 
435,000
456,500
 5.25% 8/15/22 (b)
 
880,000
914,754
 
 
 
19,349,421
Insurance - 1.8%
 
 
 
ACE INA Holdings, Inc. 2.875% 11/3/22
 
2,500,000
2,565,875
AIA Group Ltd. 3 month U.S. LIBOR + 0.520% 0.6545% 9/20/21 (b)(c)(d)
 
6,046,000
6,045,879
American International Group, Inc.:
 
 
 
 2.5% 6/30/25
 
1,000,000
1,051,537
 4.875% 6/1/22
 
10,815,000
11,180,943
Aon Corp. 2.2% 11/15/22
 
1,592,000
1,626,992
Brighthouse Financial Global Funding:
 
 
 
 0.6% 6/28/23 (b)
 
845,000
845,727
 1% 4/12/24 (b)
 
855,000
861,814
Equitable Financial Life Global Funding:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.390% 0.44% 4/6/23 (b)(c)(d)
 
10,000,000
10,021,764
 0.5% 4/6/23 (b)
 
2,010,000
2,012,380
 0.5% 11/17/23 (b)
 
5,000,000
5,002,546
Health Care Service Corp. 1.5% 6/1/25 (b)
 
1,375,000
1,402,502
Lincoln National Corp. 4% 9/1/23
 
270,000
288,723
MassMutual Global Funding II 0.85% 6/9/23 (b)
 
10,000,000
10,098,175
Metropolitan Life Global Funding I:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.570% 0.62% 1/13/23 (b)(c)(d)
 
6,940,000
6,978,795
 0.9% 6/8/23 (b)
 
4,918,000
4,966,822
Metropolitan Tower Global Funding:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.550% 0.6% 1/17/23 (b)(c)(d)
 
5,000,000
5,027,175
 0.55% 7/13/22 (b)
 
6,000,000
6,018,924
New York Life Global Funding:
 
 
 
 3 month U.S. LIBOR + 0.280% 0.399% 1/10/23 (b)(c)(d)
 
6,945,000
6,963,160
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.220% 0.27% 2/2/23 (b)(c)(d)
 
10,000,000
10,010,045
 1.1% 5/5/23 (b)
 
725,000
733,861
Northwestern Mutual Global Funding U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.330% 0.38% 3/25/24 (b)(c)(d)
 
4,063,000
4,074,608
Pacific Life Global Funding II U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.380% 0.43% 4/12/24 (b)(c)(d)
 
10,000,000
10,013,200
Principal Life Global Funding II:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.450% 0.5% 4/12/24 (b)(c)(d)
 
1,763,000
1,766,711
 0.75% 4/12/24 (b)
 
930,000
932,765
Trinity Acquisition PLC 4.625% 8/15/23
 
359,000
385,579
 
 
 
110,876,502
Thrifts & Mortgage Finance - 0.0%
 
 
 
Crown Castle Towers LLC/Crown Atlantic Holdings Sub LLC/Crown Communication, Inc. 3.72% 7/15/43 (b)
 
370,000
381,569
Nationwide Building Society:
 
 
 
 3.622% 4/26/23 (b)(c)
 
1,035,000
1,056,422
 3.766% 3/8/24 (b)(c)
 
500,000
522,783
 
 
 
1,960,774
TOTAL FINANCIALS
 
 
829,085,298
HEALTH CARE - 1.2%
 
 
 
Biotechnology - 0.4%
 
 
 
AbbVie, Inc.:
 
 
 
 3 month U.S. LIBOR + 0.650% 0.7808% 11/21/22 (c)(d)
 
7,100,000
7,149,558
 2.15% 11/19/21
 
11,244,000
11,290,384
 2.6% 11/21/24
 
3,500,000
3,687,814
 3.2% 11/6/22
 
170,000
174,805
 3.25% 10/1/22
 
850,000
870,548
 3.45% 3/15/22
 
615,000
622,175
Baxalta, Inc. 3.6% 6/23/22
 
265,000
270,640
Gilead Sciences, Inc. 0.75% 9/29/23
 
2,070,000
2,070,607
 
 
 
26,136,531
Health Care Equipment & Supplies - 0.0%
 
 
 
Becton, Dickinson & Co.:
 
 
 
 3.363% 6/6/24
 
551,000
588,357
 3.734% 12/15/24
 
128,000
138,954
Stryker Corp. 0.6% 12/1/23
 
325,000
325,042
 
 
 
1,052,353
Health Care Providers & Services - 0.5%
 
 
 
Aetna, Inc. 2.8% 6/15/23
 
885,000
918,216
AmerisourceBergen Corp. 0.737% 3/15/23
 
1,855,000
1,858,041
Anthem, Inc.:
 
 
 
 0.45% 3/15/23
 
4,094,000
4,098,500
 2.375% 1/15/25
 
410,000
428,998
Cardinal Health, Inc.:
 
 
 
 2.616% 6/15/22
 
79,000
80,330
 3.079% 6/15/24
 
695,000
735,975
 3.2% 3/15/23
 
875,000
910,757
 3.5% 11/15/24
 
1,180,000
1,267,261
Cigna Corp.:
 
 
 
 0.613% 3/15/24
 
6,302,000
6,303,267
 3% 7/15/23
 
715,000
745,507
 3.75% 7/15/23
 
401,000
424,696
CommonSpirit Health 1.547% 10/1/25
 
670,000
678,764
CVS Health Corp.:
 
 
 
 2.625% 8/15/24
 
335,000
353,236
 3.7% 3/9/23
 
369,000
386,211
Humana, Inc.:
 
 
 
 0.65% 8/3/23
 
4,706,000
4,709,380
 1.35% 2/3/27
 
120,000
119,559
 2.9% 12/15/22
 
160,000
164,777
 3.15% 12/1/22
 
315,000
323,691
 3.85% 10/1/24
 
745,000
807,367
 4.5% 4/1/25
 
1,205,000
1,344,213
PeaceHealth Obligated Group 1.375% 11/15/25
 
190,000
192,862
 
 
 
26,851,608
Life Sciences Tools & Services - 0.0%
 
 
 
Thermo Fisher Scientific, Inc. 4.133% 3/25/25
 
385,000
425,140
Pharmaceuticals - 0.3%
 
 
 
AstraZeneca Finance LLC:
 
 
 
 0.7% 5/28/24
 
995,000
996,283
 1.2% 5/28/26
 
1,390,000
1,397,349
AstraZeneca PLC:
 
 
 
 0.3% 5/26/23
 
1,425,000
1,423,421
 3.5% 8/17/23
 
365,000
385,963
Bristol-Myers Squibb Co. 3.25% 2/20/23
 
178,000
185,327
EMD Finance LLC 2.95% 3/19/22 (b)
 
430,000
434,484
Perrigo Finance PLC 3.9% 12/15/24
 
3,840,000
4,102,781
Royalty Pharma PLC 0.75% 9/2/23
 
870,000
873,801
Shire Acquisitions Investments Ireland DAC 2.875% 9/23/23
 
1,845,000
1,926,490
Viatris, Inc. 1.125% 6/22/22 (b)
 
8,114,000
8,158,294
 
 
 
19,884,193
TOTAL HEALTH CARE
 
 
74,349,825
INDUSTRIALS - 1.3%
 
 
 
Aerospace & Defense - 0.1%
 
 
 
DAE Funding LLC 1.55% 8/1/24 (b)
 
465,000
462,908
The Boeing Co. 1.167% 2/4/23
 
2,790,000
2,792,021
 
 
 
3,254,929
Airlines - 0.0%
 
 
 
American Airlines 2017-2 Class B Pass Through Trust equipment trust certificate 3.7% 4/15/27
 
543,412
524,995
United Airlines 2019-2 Class B Pass Through Trust equipment trust certificate 3.5% 11/1/29
 
367,272
361,286
 
 
 
886,281
Building Products - 0.0%
 
 
 
Carrier Global Corp. 2.242% 2/15/25
 
1,860,000
1,938,046
Commercial Services & Supplies - 0.0%
 
 
 
HPHT Finance 19 Ltd. 2.875% 11/5/24 (Reg. S)
 
400,000
420,200
Republic Services, Inc. 2.5% 8/15/24
 
880,000
923,816
 
 
 
1,344,016
Construction & Engineering - 0.0%
 
 
 
Yongda Investment Ltd. 2.25% 6/16/25 (Reg. S)
 
1,384,000
1,397,840
Industrial Conglomerates - 0.4%
 
 
 
General Electric Co. 3.45% 5/15/24
 
530,000
564,696
Honeywell International, Inc. 3 month U.S. LIBOR + 0.370% 0.4954% 8/8/22 (c)(d)
 
9,078,000
9,112,524
Roper Technologies, Inc.:
 
 
 
 0.45% 8/15/22
 
706,000
707,213
 1% 9/15/25
 
235,000
234,455
 2.35% 9/15/24
 
365,000
381,865
 3.125% 11/15/22
 
1,505,000
1,544,365
 3.65% 9/15/23
 
270,000
286,716
Siemens Financieringsmaatschappij NV:
 
 
 
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.430% 0.48% 3/11/24 (b)(c)(d)
 
10,290,000
10,364,566
 0.65% 3/11/24 (b)
 
690,000
693,967
 
 
 
23,890,367
Machinery - 0.5%
 
 
 
Caterpillar Financial Services Corp.:
 
 
 
 3 month U.S. LIBOR + 0.200% 0.3228% 11/12/21 (c)(d)
 
5,000,000
5,000,333
 3 month U.S. LIBOR + 0.280% 0.4108% 9/7/21 (c)(d)
 
6,190,000
6,190,278
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.150% 0.2% 11/17/22 (c)(d)
 
5,000,000
5,002,150
 0.25% 3/1/23
 
10,000,000
9,995,731
Otis Worldwide Corp. 3 month U.S. LIBOR + 0.450% 0.5948% 4/5/23 (c)(d)
 
3,299,000
3,300,165
 
 
 
29,488,657
Professional Services - 0.0%
 
 
 
Equifax, Inc. 3.95% 6/15/23
 
1,090,000
1,152,397
IHS Markit Ltd. 3.625% 5/1/24
 
640,000
681,952
 
 
 
1,834,349
Road & Rail - 0.1%
 
 
 
Eastern Creation II Investment Holdings Ltd. 1% 9/10/23 (Reg. S)
 
1,670,000
1,669,486
Guangzhou Metro Investment Finance (BVI) Ltd. 1.507% 9/17/25 (Reg. S)
 
1,300,000
1,279,018
Penske Truck Leasing Co. LP:
 
 
 
 2.7% 3/14/23 (b)
 
175,000
180,390
 4.25% 1/17/23 (b)
 
285,000
299,244
SMBC Aviation Capital Finance:
 
 
 
 3.55% 4/15/24 (b)
 
325,000
345,436
 4.125% 7/15/23 (b)
 
200,000
211,945
 
 
 
3,985,519
Trading Companies & Distributors - 0.1%
 
 
 
Air Lease Corp.:
 
 
 
 2.25% 1/15/23
 
810,000
829,500
 3.5% 1/15/22
 
5,560,000
5,623,099
GATX Corp. 3.9% 3/30/23
 
820,000
860,800
 
 
 
7,313,399
Transportation Infrastructure - 0.1%
 
 
 
Avolon Holdings Funding Ltd.:
 
 
 
 2.125% 2/21/26 (b)
 
1,035,000
1,032,752
 2.875% 2/15/25 (b)
 
980,000
1,010,597
 3.625% 5/1/22 (b)
 
1,560,000
1,587,439
 3.95% 7/1/24 (b)
 
265,000
282,682
HPHT Finance 17 Ltd. 2.75% 9/11/22 (Reg. S)
 
1,235,000
1,256,033
Sydney Airport Finance Co. Property Ltd. 3.9% 3/22/23 (b)
 
1,133,000
1,187,000
 
 
 
6,356,503
TOTAL INDUSTRIALS
 
 
81,689,906
INFORMATION TECHNOLOGY - 0.6%
 
 
 
Electronic Equipment & Components - 0.0%
 
 
 
Amphenol Corp. 2.05% 3/1/25
 
910,000
943,426
Avnet, Inc. 4.875% 12/1/22
 
325,000
341,045
 
 
 
1,284,471
IT Services - 0.3%
 
 
 
CDW LLC/CDW Finance Corp. 5.5% 12/1/24
 
270,000
298,539
Fidelity National Information Services, Inc.:
 
 
 
 0.375% 3/1/23
 
1,160,000
1,159,306
 0.6% 3/1/24
 
555,000
555,141
Global Payments, Inc. 2.65% 2/15/25
 
800,000
840,835
HCL America, Inc. 1.375% 3/10/26 (b)
 
1,800,000
1,796,963
IBM Corp. 2.85% 5/13/22
 
10,000,000
10,187,785
PayPal Holdings, Inc. 1.35% 6/1/23
 
2,224,000
2,262,214
The Western Union Co. 2.85% 1/10/25
 
1,280,000
1,348,862
 
 
 
18,449,645
Semiconductors & Semiconductor Equipment - 0.2%
 
 
 
Analog Devices, Inc. 2.95% 4/1/25
 
295,000
315,411
Microchip Technology, Inc.:
 
 
 
 0.972% 2/15/24 (b)
 
1,165,000
1,166,375
 0.983% 9/1/24 (b)
 
970,000
969,230
 2.67% 9/1/23
 
1,110,000
1,152,306
Micron Technology, Inc.:
 
 
 
 2.497% 4/24/23
 
2,585,000
2,665,238
 4.64% 2/6/24
 
690,000
749,513
NXP BV/NXP Funding LLC:
 
 
 
 3.875% 9/1/22 (b)
 
1,355,000
1,398,457
 4.625% 6/1/23 (b)
 
1,175,000
1,254,138
 4.875% 3/1/24 (b)
 
195,000
213,480
NXP BV/NXP Funding LLC/NXP U.S.A., Inc. 2.7% 5/1/25 (b)
 
205,000
215,684
Skyworks Solutions, Inc. 0.9% 6/1/23
 
305,000
305,783
 
 
 
10,405,615
Software - 0.1%
 
 
 
Fortinet, Inc. 1% 3/15/26
 
675,000
670,797
Oracle Corp. 2.4% 9/15/23
 
1,280,000
1,325,943
VMware, Inc. 0.6% 8/15/23
 
4,644,000
4,649,120
 
 
 
6,645,860
TOTAL INFORMATION TECHNOLOGY
 
 
36,785,591
MATERIALS - 0.1%
 
 
 
Chemicals - 0.0%
 
 
 
International Flavors & Fragrances, Inc. 0.697% 9/15/22 (b)
 
582,000
583,562
LYB International Finance III LLC 1.25% 10/1/25
 
705,000
705,708
Westlake Chemical Corp. 0.875% 8/15/24
 
180,000
180,124
 
 
 
1,469,394
Construction Materials - 0.0%
 
 
 
Boral Finance Pty Ltd. 3% 11/1/22 (b)
 
135,000
137,827
Martin Marietta Materials, Inc. 0.65% 7/15/23
 
405,000
405,942
 
 
 
543,769
Metals & Mining - 0.1%
 
 
 
ArcelorMittal SA 3.6% 7/16/24
 
275,000
292,875
Nucor Corp. 2% 6/1/25
 
350,000
362,583
POSCO 2.375% 1/17/23 (b)
 
1,870,000
1,909,887
 
 
 
2,565,345
Paper & Forest Products - 0.0%
 
 
 
Celulosa Arauco y Constitucion SA 4.5% 8/1/24
 
635,000
684,943
TOTAL MATERIALS
 
 
5,263,451
REAL ESTATE - 0.1%
 
 
 
Equity Real Estate Investment Trusts (REITs) - 0.1%
 
 
 
American Campus Communities Operating Partnership LP 3.75% 4/15/23
 
910,000
949,313
Crown Castle International Corp. 1.05% 7/15/26
 
1,005,000
990,471
Highwoods/Forsyth LP 3.625% 1/15/23
 
1,620,000
1,671,730
Public Storage U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.470% 0.52% 4/23/24 (c)(d)
 
495,000
495,777
Simon Property Group LP:
 
 
 
 2% 9/13/24
 
380,000
393,691
 3.375% 10/1/24
 
985,000
1,057,851
 
 
 
5,558,833
UTILITIES - 1.7%
 
 
 
Electric Utilities - 1.3%
 
 
 
American Electric Power Co., Inc. 3.65% 12/1/21
 
180,000
181,532
Duke Energy Corp. U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.250% 0.299% 6/10/23 (c)(d)
 
3,003,000
3,006,132
Edison International:
 
 
 
 2.95% 3/15/23
 
455,000
467,445
 3.125% 11/15/22
 
650,000
668,311
ENEL Finance International NV:
 
 
 
 1.375% 7/12/26 (b)
 
1,105,000
1,108,078
 2.65% 9/10/24 (b)
 
880,000
926,335
Eversource Energy U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.250% 0.3% 8/15/23 (c)(d)
 
5,000,000
5,005,950
FirstEnergy Corp. 3.35% 7/15/22
 
885,000
893,939
Florida Power & Light Co. U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.250% 0.3% 5/10/23 (c)(d)
 
3,574,000
3,574,822
Israel Electric Corp. Ltd. 5% 11/12/24 (Reg. S) (b)
 
1,365,000
1,521,866
Korea Hydro & Nuclear Power Co. Ltd. 1.25% 4/27/26 (b)
 
1,421,000
1,420,659
Mississippi Power Co. U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.300% 0.35% 6/28/24 (c)(d)
 
5,297,000
5,313,589
NextEra Energy Capital Holdings, Inc.:
 
 
 
 3 month U.S. LIBOR + 0.270% 0.4008% 2/22/23 (c)(d)
 
10,000,000
10,000,958
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.540% 0.59% 3/1/23 (c)(d)
 
3,472,000
3,484,095
 2.403% 9/1/21
 
11,475,000
11,475,000
NRG Energy, Inc. 3.75% 6/15/24 (b)
 
535,000
570,602
Pacific Gas & Electric Co.:
 
 
 
 3 month U.S. LIBOR + 1.370% 1.4998% 11/15/21 (c)(d)
 
2,070,000
2,071,324
 1.75% 6/16/22
 
3,820,000
3,818,315
 3.5% 6/15/25
 
955,000
991,514
PPL Electric Utilities Corp.:
 
 
 
 3 month U.S. LIBOR + 0.250% 0.396% 9/28/23 (c)(d)
 
1,780,000
1,780,224
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.330% 0.38% 6/24/24 (c)(d)
 
4,059,000
4,061,872
Sinosing Services Pte Ltd. 2.25% 2/20/25 (Reg. S)
 
2,200,000
2,242,460
Southern California Edison Co.:
 
 
 
 3 month U.S. LIBOR + 0.270% 0.3985% 12/3/21 (c)(d)
 
2,687,000
2,687,495
 U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.640% 0.69% 4/3/23 (c)(d)
 
5,000,000
5,015,953
Southern Co. 0.6% 2/26/24
 
2,230,000
2,229,039
Vistra Operations Co. LLC 3.55% 7/15/24 (b)
 
3,435,000
3,633,540
 
 
 
78,151,049
Gas Utilities - 0.2%
 
 
 
Atmos Energy Corp. 3 month U.S. LIBOR + 0.380% 0.5031% 3/9/23 (c)(d)
 
2,617,000
2,614,868
CenterPoint Energy Resources Corp. 3 month U.S. LIBOR + 0.500% 0.6314% 3/2/23 (c)(d)
 
3,494,000
3,495,070
ONE Gas, Inc. 3 month U.S. LIBOR + 0.610% 0.7348% 3/11/23 (c)(d)
 
5,000,000
5,000,642
Southern California Gas Co. 3 month U.S. LIBOR + 0.350% 0.469% 9/14/23 (c)(d)
 
902,000
902,139
 
 
 
12,012,719
Independent Power and Renewable Electricity Producers - 0.0%
 
 
 
Alexander Funding Trust 1.841% 11/15/23 (b)
 
920,000
937,588
Hero Asia Investment Ltd. 1.5% 11/18/23 (Reg. S)
 
1,650,000
1,650,422
The AES Corp. 3.3% 7/15/25 (b)
 
820,000
876,145
 
 
 
3,464,155
Multi-Utilities - 0.2%
 
 
 
CenterPoint Energy, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.650% 0.7% 5/13/24 (c)(d)
 
2,893,000
2,897,224
Dominion Energy, Inc. 3 month U.S. LIBOR + 0.530% 0.6489% 9/15/23 (c)(d)
 
2,327,000
2,327,319
DTE Energy Co. 0.55% 11/1/22
 
5,000,000
5,012,564
San Diego Gas & Electric Co. 1.914% 2/1/22
 
34,289
34,433
Sempra Energy 2.875% 10/1/22
 
535,000
545,284
 
 
 
10,816,824
TOTAL UTILITIES
 
 
104,444,747
 
TOTAL NONCONVERTIBLE BONDS
 (Cost $1,384,803,041)
 
 
 
1,394,978,311
 
 
 
 
U.S. Government and Government Agency Obligations - 2.6%
 
 
Principal
Amount (a)
 
Value ($)
 
U.S. Government Agency Obligations - 0.3%
 
 
 
Fannie Mae U.S. Secured Overnight Fin. Rate (SOFR) Indx + 0.180% 0.23% 7/8/22 (c)(d)
 
20,000,000
20,025,456
 
 
 
 
U.S. Treasury Obligations - 2.3%
 
 
 
U.S. Treasury Notes:
 
 
 
 0.125% 11/30/22
 
9,935,000
9,937,329
 0.125% 1/31/23
 
28,300,000
28,295,578
 0.125% 4/30/23 (e)
 
30,830,000
30,809,527
 0.125% 5/31/23
 
3,860,000
3,856,683
 0.125% 6/30/23
 
31,945,000
31,921,291
 0.125% 7/31/23
 
7,205,000
7,196,557
 0.375% 3/31/22
 
30,000,000
30,053,906
TOTAL U.S. TREASURY OBLIGATIONS
 
 
142,070,871
 
TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
 (Cost $162,025,361)
 
 
 
162,096,327
 
 
 
 
U.S. Government Agency - Mortgage Securities - 0.4%
 
 
Principal
Amount (a)
 
Value ($)
 
Fannie Mae - 0.2%
 
 
 
12 month U.S. LIBOR + 1.560% 1.841% 7/1/35 (c)(d)
 
3,573
3,759
12 month U.S. LIBOR + 1.590% 2.043% 12/1/35 (c)(d)
 
5,307
5,591
12 month U.S. LIBOR + 1.650% 1.905% 8/1/37 (c)(d)
 
1,564
1,648
12 month U.S. LIBOR + 1.690% 1.94% 5/1/38 (c)(d)
 
21,773
22,954
12 month U.S. LIBOR + 1.780% 2.163% 5/1/38 (c)(d)
 
5,896
6,195
12 month U.S. LIBOR + 1.830% 2.098% 4/1/38 (c)(d)
 
14,201
14,966
12 month U.S. LIBOR + 1.850% 2.103% 8/1/38 (c)(d)
 
7,618
8,068
12 month U.S. LIBOR + 1.880% 2.149% 5/1/38 (c)(d)
 
9,674
10,181
12 month U.S. LIBOR + 2.040% 2.415% 12/1/36 (c)(d)
 
1,263
1,339
6 month U.S. LIBOR + 1.360% 1.612% 10/1/33 (c)(d)
 
27,049
28,024
3% 9/1/28 to 7/1/50
 
2,033,812
2,152,337
3.5% 11/1/26 to 7/1/50
 
1,149,766
1,219,692
4% 1/1/47 to 12/1/49
 
473,125
510,191
4.5% 8/1/24 to 1/1/50
 
2,401,903
2,615,640
5% 3/1/23 to 7/1/45
 
1,108,456
1,246,427
5.5% 5/1/22 to 5/1/40
 
1,462,806
1,691,715
6% to 6% 1/1/22 to 2/1/49
 
1,424,030
1,677,909
6.5% 7/1/32 to 12/1/32
 
68,800
79,701
TOTAL FANNIE MAE
 
 
11,296,337
Freddie Mac - 0.1%
 
 
 
12 month U.S. LIBOR + 1.590% 2.216% 9/1/35 (c)(d)
 
2,807
2,956
12 month U.S. LIBOR + 1.620% 1.875% 6/1/38 (c)(d)
 
14,392
15,137
12 month U.S. LIBOR + 1.620% 1.875% 7/1/38 (c)(d)
 
22,407
23,538
12 month U.S. LIBOR + 1.720% 1.976% 7/1/35 (c)(d)
 
6,819
7,189
12 month U.S. LIBOR + 1.730% 2.027% 10/1/36 (c)(d)
 
17,282
18,224
12 month U.S. LIBOR + 1.730% 2.108% 2/1/37 (c)(d)
 
3,062
3,238
12 month U.S. LIBOR + 1.740% 2.074% 5/1/38 (c)(d)
 
6,545
6,913
12 month U.S. LIBOR + 1.770% 2.025% 5/1/37 (c)(d)
 
3,086
3,261
12 month U.S. LIBOR + 1.820% 2.203% 2/1/37 (c)(d)
 
2,768
2,937
12 month U.S. LIBOR + 1.920% 2.314% 12/1/36 (c)(d)
 
4,995
5,278
12 month U.S. LIBOR + 2.020% 2.448% 11/1/36 (c)(d)
 
2,804
2,960
12 month U.S. LIBOR + 2.080% 2.457% 2/1/38 (c)(d)
 
15,709
16,703
12 month U.S. LIBOR + 2.160% 2.537% 2/1/37 (c)(d)
 
5,351
5,675
U.S. TREASURY 1 YEAR INDEX + 2.340% 2.472% 11/1/34 (c)(d)
 
10,024
10,597
2% 1/1/36
 
973,246
1,009,399
3% 11/1/34
 
310,737
332,172
3.5% 12/1/47
 
971,658
1,029,505
4% 12/1/49
 
201,962
219,513
4.5% 5/1/50
 
211,816
230,957
5% 10/1/22 to 12/1/41
 
440,649
494,922
5.5% 4/1/23 to 10/1/38
 
8,050
8,624
6% 8/1/22 to 9/1/35
 
89,292
104,373
7% 3/1/39
 
136,324
160,139
7.5% 6/1/38
 
134,431
156,125
TOTAL FREDDIE MAC
 
 
3,870,335
Freddie Mac STACR REMIC Trust - 0.0%
 
 
 
U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.650% 0.7% 1/25/51 (b)(c)(d)
 
273,186
273,186
 
 
 
 
Ginnie Mae - 0.1%
 
 
 
6% 7/15/36
 
165,913
191,808
2% 9/20/51 (f)
 
285,000
290,633
2.5% 6/20/51
 
267,905
278,111
3.5% 8/20/44 to 11/20/50
 
4,450,203
4,687,342
4% 3/20/48 to 8/20/50
 
909,774
978,691
4.5% 9/20/40 to 8/20/47
 
701,642
773,984
5% 12/20/34 to 5/20/48
 
840,185
926,113
5.5% 9/15/45 to 2/20/49
 
640,590
722,265
TOTAL GINNIE MAE
 
 
8,848,947
 
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
 (Cost $23,825,274)
 
 
 
24,288,805
 
 
 
 
Asset-Backed Securities - 6.8%
 
 
Principal
Amount (a)
 
Value ($)
 
Aimco:
 
 
 
 Series 2021-10A Class AR, 3 month U.S. LIBOR + 1.060% 1.1706% 7/22/32 (b)(c)(d)
 
4,100,000
4,100,730
 Series 2021-BA Class AR, 3 month U.S. LIBOR + 1.100% 1.2261% 1/15/32 (b)(c)(d)
 
4,342,000
4,342,369
Ally Auto Receivables Trust Series 2019-3 Class A4, 1.96% 12/16/24
 
600,000
612,952
American Express Credit Account Master Trust Series 2019-3 Class B, 2.2% 4/15/25
 
740,000
754,073
AmeriCredit Automobile Receivables Trust:
 
 
 
 Series 2017-1 Class D, 3.13% 1/18/23
 
1,141,392
1,148,865
 Series 2017-3:
 
 
 
Class C, 2.69% 6/19/23
 
 
174,662
175,484
Class D, 3.18% 7/18/23
 
 
1,355,000
1,374,438
 Series 2018-1 Class D, 3.82% 3/18/24
 
1,645,000
1,695,967
 Series 2019-3 Class B, 2.13% 7/18/25
 
985,000
1,000,011
 Series 2020-1:
 
 
 
Class C, 1.59% 10/20/25
 
 
705,000
718,034
Class D, 1.8% 12/18/25
 
 
690,000
705,615
 Series 2020-3 Class C, 1.06% 8/18/26
 
420,000
423,854
 Series 2021-1:
 
 
 
Class C, 0.89% 10/19/26
 
 
755,000
754,673
Class D, 1.21% 12/18/26
 
 
470,000
471,396
 Series 2021-2:
 
 
 
Class A2, 0.26% 11/18/24
 
 
4,514,000
4,515,480
Class D, 1.29% 6/18/27
 
 
995,000
998,287
Applebee's/IHOP Funding LLC Series 2019-1A Class A2I, 4.194% 6/7/49 (b)
 
1,617,775
1,644,614
Ares LII CLO Ltd. Series 2021-52A Class A1R, 3 month U.S. LIBOR + 1.050% 1.1883% 4/22/31 (b)(c)(d)
 
3,577,000
3,578,273
Ares LVII CLO Ltd. / Ares LVII CLO LLC Series 2020-57A Class A, 3 month U.S. LIBOR + 1.320% 1.4453% 10/25/31 (b)(c)(d)
 
895,000
895,284
ARI Fleet Lease Trust Series 2020-A Class B, 2.06% 11/15/28 (b)
 
770,000
785,868
Avis Budget Rental Car Funding (AESOP) LLC:
 
 
 
 Series 2017-1A Class B, 3.41% 9/20/23 (b)
 
540,000
551,041
 Series 2017-2A Class A, 2.97% 3/20/24 (b)
 
905,000
935,824
 Series 2018-2A Class C, 4.95% 3/20/25 (b)
 
430,000
464,848
 Series 2019-1A Class B, 3.7% 3/20/23 (b)
 
245,000
247,523
 Series 2019-2A Class A, 3.35% 9/22/25 (b)
 
650,000
695,936
 Series 2020-1A Class A, 2.33% 8/20/26 (b)
 
540,000
565,245
Babson CLO Ltd. Series 2013-IA Class AR, 3 month U.S. LIBOR + 0.800% 0.9343% 1/20/28 (b)(c)(d)
 
901,013
901,236
Bank of America Credit Card Master Trust Series 2020-A1 Class A1, 0.34% 5/15/26
 
4,768,000
4,760,108
Bayview Opportunity Master Fund Trust:
 
 
 
 Series 2017-RT3 Class A, 3.5% 1/28/58 (b)(c)
 
696,322
703,608
 Series 2017-SPL4 Class A, 3.5% 1/28/55 (b)
 
208,775
212,708
 Series 2017-SPL5 Class A, 3.5% 6/28/57 (b)
 
601,270
614,685
BlueMountain CLO Ltd. Series 2015-2A Class A1R, 3 month U.S. LIBOR + 0.930% 1.0639% 7/18/27 (b)(c)(d)
 
699,837
700,050
BMW Vehicle Owner Trust Series 2020-A Class A2, 0.39% 2/27/23
 
1,247,603
1,248,050
BRE Grand Islander Timeshare Issuer Series 2019-A Class A, 3.28% 9/26/33 (b)
 
211,572
221,907
Capital Auto Receivables Asset Trust Series 2018-2 Class C, 3.69% 12/20/23 (b)
 
74,697
74,830
Carlyle Global Market Strategies Series 2015-3A Class A1R, 3 month U.S. LIBOR + 1.000% 1.1316% 7/28/28 (b)(c)(d)
 
468,001
468,075
CarMax Auto Owner Trust:
 
 
 
 Series 2017-4 Class C, 2.7% 10/16/23
 
205,000
206,297
 Series 2019-2 Class B, 3.01% 12/16/24
 
1,935,000
2,010,591
 Series 2019-4 Class A2A, 2.01% 3/15/23
 
35,595
35,619
 Series 2020-1 Class A2, 1.87% 4/17/23
 
548,800
549,817
 Series 2020-3 Class A2A, 0.49% 6/15/23
 
3,019,455
3,020,997
 Series 2020-4:
 
 
 
Class A2, 0.31% 1/16/24
 
 
4,850,109
4,852,567
Class D, 1.75% 4/15/27
 
 
540,000
547,965
 Series 2021-1 Class A3, 0.34% 12/15/25
 
2,373,000
2,371,558
 Series 2021-2 Class C, 1.34% 2/16/27
 
545,000
546,889
Carvana Auto Receivables Trust Series 2021-P2 Class A2, 0.3% 7/10/24
 
6,833,000
6,834,880
Cedar Funding Ltd. Series 2021-14A Class A, 3 month U.S. LIBOR + 1.100% 1.1878% 7/15/33 (b)(c)(d)
 
5,722,000
5,724,987
Cent CLO LP Series 2021-21A Class A1R3, 3 month U.S. LIBOR + 0.970% 1.0989% 7/27/30 (b)(c)(d)
 
4,090,000
4,090,703
Chesapeake Funding II LLC:
 
 
 
 Series 2018-3A Class A2, 1 month U.S. LIBOR + 0.480% 0.5755% 1/15/31 (b)(c)(d)
 
979,125
981,398
 Series 2019-1A Class A1, 2.94% 4/15/31 (b)
 
1,436,350
1,456,665
 Series 2020-1A Class A1, 0.87% 8/16/32 (b)
 
2,815,306
2,831,336
 Series 2021-1A Class A2, 1 month U.S. LIBOR + 0.230% 0.3255% 4/15/33 (b)(c)(d)
 
3,433,524
3,437,626
CIFC Funding Ltd. / CIFC Funding LLC Series 2021-4A Class A, 3 month U.S. LIBOR + 1.050% 1.1438% 7/15/33 (b)(c)(d)
 
1,360,000
1,361,070
CIM Trust Series 2020-INV1 Class A2, 2.5% 4/25/50 (b)
 
294,434
300,836
CNH Equipment Trust:
 
 
 
 Series 2018-A Class B, 3.47% 10/15/25
 
380,000
386,589
 Series 2020-A Class A4, 1.51% 4/15/27
 
590,000
604,776
Daimler Trucks Retail Trust Series 2020-1 Class A4, 1.37% 6/15/27
 
1,820,000
1,833,006
Dell Equipment Finance Trust:
 
 
 
 Series 2019-2 Class A3, 1.91% 10/22/24 (b)
 
1,661,962
1,672,835
 Series 2020-2:
 
 
 
Class A2, 0.47% 10/24/22 (b)
 
 
1,168,814
1,170,107
Class A3, 0.57% 10/23/23 (b)
 
 
1,915,000
1,922,409
 Series 2021-1 Class A3, 0.43% 5/22/26 (b)
 
1,601,000
1,604,336
DLL Securitization Trust Series 2019-MT3 Class A3, 2.08% 2/21/23 (b)
 
1,091,192
1,097,654
DLLAD LLC Series 2021-1A Class A2, 0.35% 9/20/24 (b)
 
2,882,000
2,882,607
Donlen Fleet Lease Funding Series 2021-2 Class A1, 1 month U.S. LIBOR + 0.330% 0.4251% 12/11/34 (b)(c)(d)
 
4,058,000
4,063,195
Drive Auto Receivables Trust:
 
 
 
 Series 2021-1 Class D, 1.45% 1/16/29
 
630,000
633,623
 Series 2021-2:
 
 
 
Class A2, 0.36% 5/15/24
 
 
4,100,000
4,099,954
Class D, 1.39% 3/15/29
 
 
785,000
785,170
Dryden CLO, Ltd. / Dryden CLO, LLC Series 2021-86A Class A1R, 3 month U.S. LIBOR + 1.100% 1.2339% 7/17/34 (b)(c)(d)
 
1,055,000
1,055,591
Eaton Vance CLO, Ltd. Series 2021-1A Class AR, 3 month U.S. LIBOR + 1.100% 1.2261% 4/15/31 (b)(c)(d)
 
3,935,000
3,939,482
Elara HGV Timeshare Issuer LLC Series 2017-A Class A, 2.69% 3/25/30 (b)
 
531,497
546,593
Ellington Financial Mortgage Trust Series 2019-2 Class A1, 2.739% 11/25/59 (b)
 
331,526
335,866
Enterprise Fleet Financing LLC:
 
 
 
 Series 2019-1 Class A2, 2.98% 10/20/24 (b)
 
884,734
890,398
 Series 2019-3 Class A2, 2.06% 5/20/25 (b)
 
453,809
459,336
 Series 2020-1 Class A2, 1.78% 12/22/25 (b)
 
4,915,877
4,976,092
 Series 2020-2 Class A2, 0.61% 7/20/26 (b)
 
3,603,818
3,616,563
 Series 2021-1 Class A2, 0.44% 12/21/26 (b)
 
1,410,000
1,411,876
 Series 2021-2 Class A2, 0.48% 5/20/27 (b)
 
3,480,000
3,479,393
Exeter Automobile Receivables Trust:
 
 
 
 Series 2021-2A Class A2, 0.27% 1/16/24
 
6,159,154
6,160,351
 Series 2021-3A Class A2, 0.34% 1/16/24
 
2,161,000
2,160,976
Ford Credit Auto Lease Trust Series 2020-B Class A3, 0.62% 8/15/23
 
4,531,000
4,544,219
Ford Credit Auto Owner Trust:
 
 
 
 Series 2020-2 Class C, 1.74% 4/15/33 (b)
 
570,000
574,016
 Series 2020-B Class C, 2.04% 12/15/26
 
1,270,000
1,311,511
Ford Credit Floorplan Master Owner Trust Series 2020-1 Class A1, 0.7% 9/15/25
 
5,274,000
5,303,175
GM Financial Automobile Leasing Trust:
 
 
 
 Series 2020-2 Class C, 2.56% 7/22/24
 
445,000
458,372
 Series 2020-3 Class A2A, 0.35% 11/21/22
 
4,730,189
4,732,200
 Series 2021-2 Class A2, 0.22% 7/20/23
 
4,138,000
4,138,825
 Series 2021-3 Class A2, 0.24% 12/20/23
 
5,000,000
5,000,493
GM Financial Consumer Automobile Receivables Trust:
 
 
 
 Series 2020-2 Class A3, 1.49% 12/16/24
 
335,000
338,379
 Series 2020-3 Class A2, 0.35% 7/17/23
 
1,763,727
1,764,507
 Series 2020-4:
 
 
 
Class A2, 0.26% 11/16/23
 
 
5,450,320
5,452,233
Class C, 1.05% 5/18/26
 
 
420,000
422,021
GMF Floorplan Owner Revolving Trust:
 
 
 
 Series 2020-1 Class A, 0.68% 8/15/25 (b)
 
1,480,000
1,487,807
 Series 2020-2 Class A, 0.69% 10/15/25 (b)
 
3,238,000
3,253,348
Golub Capital Partners CLO 39B LLC Series 2018-39A Class A1, 3 month U.S. LIBOR + 1.150% 1.2843% 10/20/28 (b)(c)(d)
 
569,945
569,983
Hardee's Funding LLC / Carl's Jr. Funding LLC Series 2018-1A Class A2II, 4.959% 6/20/48 (b)
 
213,950
228,689
Hilton Grand Vacations Trust:
 
 
 
 Series 2017-AA:
 
 
 
Class A, 2.66% 12/26/28 (b)
 
 
160,786
164,432
Class B, 2.96% 12/26/28 (b)
 
 
204,742
208,750
 Series 2020-AA Class A, 2.74% 2/25/39 (b)
 
596,237
622,465
HPEFS Equipment Trust:
 
 
 
 Series 2020-1A Class A2, 1.73% 2/20/30 (b)
 
898,110
899,983
 Series 2020-2A Class A2, 0.65% 7/22/30 (b)
 
2,562,142
2,564,508
 Series 2021-2A Class A2, 0.3% 9/20/28 (b)
 
2,780,000
2,780,968
Hyundai Auto Lease Securitization Trust:
 
 
 
 Series 2020-A Class A3, 1.95% 7/17/23 (b)
 
2,265,592
2,278,211
 Series 2021-A Class A2, 0.25% 4/17/23 (b)
 
6,951,465
6,954,060
 Series 2021-B Class A2, 0.19% 10/16/23 (b)
 
5,140,000
5,139,521
Hyundai Auto Receivables Trust:
 
 
 
 Series 2019-A Class B, 2.94% 5/15/25
 
635,000
655,692
 Series 2020-A Class A3, 1.41% 11/15/24
 
735,000
743,889
 Series 2020-C Class A2, 0.26% 9/15/23
 
6,103,403
6,105,257
John Deere Owner Trust:
 
 
 
 Series 2020-A Class A2, 1.01% 1/17/23
 
399,649
400,037
 Series 2020-B Class A2, 0.41% 3/15/23
 
2,931,272
2,932,647
KKR CLO Ltd. / KKR CLO LLC Series 2021-29A Class A, 3 month U.S. LIBOR + 1.200% 1.3261% 1/15/32 (b)(c)(d)
 
1,250,000
1,249,533
KKR Finanical CLO Ltd. Series 13 Class A1R, 3 month U.S. LIBOR + 0.800% 0.9264% 1/16/28 (b)(c)(d)
 
1,004,408
1,004,539
KKR Industrial Portfolio Trust Series 2021-KDIP Class C, 1 month U.S. LIBOR + 1.000% 1.0955% 12/15/37 (b)(c)(d)
 
1,415,000
1,415,000
Kubota Credit Owner Trust Series 2020-1A Class A3, 1.96% 3/15/24 (b)
 
380,000
386,380
Lanark Master Issuer PLC Series 2020-1A Class 1A, 2.277% 12/22/69 (b)(c)
 
1,768,000
1,806,961
Madison Park Funding Ltd. Series 2015-18A Class A1R, 3 month U.S. LIBOR + 1.190% 1.3243% 10/21/30 (b)(c)(d)
 
1,165,000
1,165,904
Madison Park Funding XXIII, Ltd. Series 2021-23A:
 
 
 
 Class AR, 3 month U.S. LIBOR + 0.970% 1.0989% 7/27/31 (b)(c)(d)
 
4,376,000
4,377,256
 Class BR, 3 month U.S. LIBOR + 1.550% 1.6789% 7/27/31 (b)(c)(d)
 
800,000
800,227
Madison Park Funding XXXII, Ltd. / Madison Park Funding XXXII LLC Series 2021-32A Class A1R, 3 month U.S. LIBOR + 1.000% 1.1383% 1/22/31 (b)(c)(d)
 
3,229,000
3,229,039
Madison Park Funding XXXV Ltd. / Madison Park Funding XXXV LLC Series 2021-35A Class A1R, 3 month U.S. LIBOR + 0.990% 1.1243% 4/20/32 (b)(c)(d)
 
1,650,000
1,650,738
Magnetite XVI, Ltd. / Magnetite XVI, LLC Series 2015-16A Class AR, 3 month U.S. LIBOR + 0.800% 0.9339% 1/18/28 (b)(c)(d)
 
1,966,196
1,965,290
Mercedes-Benz Auto Lease Trust:
 
 
 
 Series 2019-B Class A3, 2% 10/17/22
 
5,029,235
5,056,330
 Series 2020-B Class A2, 0.31% 2/15/23
 
2,719,436
2,720,746
 Series 2021-B Class A2, 0.22% 1/16/24
 
10,000,000
10,002,817
Mercedes-Benz Auto Receivables Trust Series 2020-1 Class A2, 0.46% 3/15/23
 
1,796,803
1,797,865
MFRA Trust Series 2021-INV1 Class A1, 0.852% 1/25/56 (b)(c)
 
518,223
518,117
MMAF Equipment Finance LLC Series 2019-B Class A2, 2.07% 10/12/22 (b)
 
505,755
507,174
MVW LLC Series 2020-1A Class B, 2.73% 10/20/37 (b)
 
533,631
549,686
MVW Owner Trust:
 
 
 
 Series 2017-1A:
 
 
 
Class A, 2.42% 12/20/34 (b)
 
 
378,883
386,675
Class B, 2.75% 12/20/34 (b)
 
 
22,287
22,700
Class C, 2.99% 12/20/34 (b)
 
 
53,489
54,248
 Series 2021-1WA Class C, 1.94% 1/22/41 (b)
 
314,863
317,043
Navient Private Education Loan Trust:
 
 
 
 Series 2019-D Class A2A, 3.01% 12/15/59 (b)
 
461,490
483,005
 Series 2020-A Class A2A, 2.46% 11/15/68 (b)
 
840,000
865,984
 Series 2020-CA Class A2A, 2.15% 11/15/68 (b)
 
2,610,000
2,687,114
 Series 2020-IA Class A1A, 1.33% 4/15/69 (b)
 
640,071
639,869
Navient Private Education Refi Loan Trust:
 
 
 
 Series 2019-A Class A2A, 3.42% 1/15/43 (b)
 
1,691,146
1,732,264
 Series 2019-GA Class A, 2.4% 10/15/68 (b)
 
456,059
465,591
 Series 2020-DA Class A, 1.69% 5/15/69 (b)
 
687,833
695,280
Navient Student Loan Trust:
 
 
 
 Series 2017-3A Class A2, 1 month U.S. LIBOR + 0.600% 0.6844% 7/26/66 (b)(c)(d)
 
3,585,471
3,594,611
 Series 2017-A Class A2A, 2.88% 12/16/58 (b)
 
912,771
925,147
 Series 2019-2A Class A1, 1 month U.S. LIBOR + 0.270% 0.3544% 2/27/68 (b)(c)(d)
 
35,076
35,076
 Series 2019-EA Class A2A, 2.64% 5/15/68 (b)
 
1,248,256
1,275,227
Nelnet Student Loan Trust:
 
 
 
 Series 2005-4 Class A4, 3 month U.S. LIBOR + 0.180% 0.3149% 3/22/32 (c)(d)
 
632,007
612,901
 Series 2020-1A Class A, 1 month U.S. LIBOR + 0.740% 0.8244% 3/26/68 (b)(c)(d)
 
352,051
351,263
 Series 2021-CA Class AFX, 1.32% 4/20/62 (b)
 
1,840,000
1,841,603
Neuberger Berman Loan Advisers CLO 32 Ltd. Series 2021-32A Class AR, 3 month U.S. LIBOR + 0.990% 1.1239% 1/20/32 (b)(c)(d)
 
1,570,000
1,570,766
Neuberger Berman Loan Advisers CLO 40, Ltd. / Neuberger Berman Loan Advisers CLO 40 LLC Series 2021-40A Class A, 3 month U.S. LIBOR + 1.060% 1.1864% 4/16/33 (b)(c)(d)
 
455,000
455,925
Niagara Park CLO, Ltd. Series 2021-1A Class AR, 3 month U.S. LIBOR + 1.000% 1.1339% 7/17/32 (b)(c)(d)
 
4,100,000
4,101,443
Nissan Auto Receivables Trust Series 2020-A Class A3, 1.38% 12/16/24
 
425,000
429,446
Nissan Master Owner Trust Receivables Series 2019-A Class A, 1 month U.S. LIBOR + 0.560% 0.6555% 2/15/24 (c)(d)
 
1,350,000
1,353,157
OCP CLO Ltd. Series 2014-7A Class A1RR, 3 month U.S. LIBOR + 1.120% 1.2543% 7/20/29 (b)(c)(d)
 
2,530,000
2,531,222
OCP CLO Ltd. / OCP CLO LLC Series 2021-13A Class A2R, 0% 7/15/30 (b)
 
1,320,000
1,320,000
OZLM Ltd. Series 2014-8A Class RR, 3 month U.S. LIBOR + 1.170% 1.3039% 10/17/29 (b)(c)(d)
 
610,198
610,318
Palmer Square CLO Ltd. / Palmer Square CLO LLC Series 2020-2A Class A1A, 3 month U.S. LIBOR + 1.700% 1.8261% 7/15/31 (b)(c)(d)
 
860,000
860,780
Palmer Square Loan Funding, Ltd. Series 2021-2A Class A1, 3 month U.S. LIBOR + 0.800% 0.9309% 5/20/29 (b)(c)(d)
 
3,992,589
3,994,174
Reese Park CLO Ltd. / Reese Park CLO LLC Series 2020-1A Class A1, 3 month U.S. LIBOR + 1.320% 1.4461% 10/15/32 (b)(c)(d)
 
830,000
830,246
Santander Consumer Auto Receivables Trust:
 
 
 
 Series 2021-AA Class A2, 0.23% 11/15/23 (b)
 
6,147,459
6,148,350
 1.57% 1/15/27 (b)
 
801,000
808,339
Santander Drive Auto Receivables Trust:
 
 
 
 Series 2020-4 Class C, 1.01% 1/15/26
 
675,000
680,256
 Series 2021-2 Class A2, 0.28% 4/15/24
 
7,968,604
7,971,761
 Series 2021-3 Class A2, 0.29% 5/15/24
 
5,882,000
5,886,082
Santander Retail Auto Lease Trust:
 
 
 
 Series 2019-B Class C, 2.77% 8/21/23 (b)
 
690,000
701,533
 Series 2019-C:
 
 
 
Class B, 2.17% 11/20/23 (b)
 
 
495,000
503,443
Class C, 2.39% 11/20/23 (b)
 
 
830,000
844,886
Class D, 2.88% 6/20/24 (b)
 
 
870,000
891,705
 Series 2020-A:
 
 
 
Class A2, 1.69% 1/20/23 (b)
 
 
3,842,468
3,857,982
Class D, 2.52% 11/20/24 (b)
 
 
720,000
739,472
 Series 2020-B Class A2, 0.42% 11/20/23 (b)
 
6,803,627
6,815,330
 Series 2021-A:
 
 
 
Class A2, 0.32% 2/20/24 (b)
 
 
5,106,231
5,110,459
Class C, 1.14% 3/20/26 (b)
 
 
1,815,000
1,815,710
 Series 2021-B Class A2, 0.31% 1/22/24 (b)
 
3,593,000
3,593,689
SBA Tower Trust:
 
 
 
 Series 2019, 2.836% 1/15/50 (b)
 
990,000
1,034,551
 1.631% 5/15/51 (b)
 
495,000
499,402
 1.884% 7/15/50 (b)
 
365,000
372,865
SG Residential Mortgage Trust Series 2019-3 Class A2, 2.877% 9/25/59 (b)
 
824,192
825,866
Sierra Receivables Funding Co. LLC:
 
 
 
 Series 2019-1A Class A, 3.2% 1/20/36 (b)
 
178,324
184,373
 Series 2019-2A Class A, 2.59% 5/20/36 (b)
 
1,096,627
1,125,501
Sierra Timeshare Receivables Funding Co. LLC Series 2017-1A Class A, 2.91% 3/20/34 (b)
 
254,497
256,530
Sierra Timeshare Receivables Funding LLC:
 
 
 
 Series 2019-3A Class A, 2.34% 8/20/36 (b)
 
268,433
274,172
 Series 2020-2A Class C, 3.51% 7/20/37 (b)
 
364,875
375,567
 Series 2021-1A Class B, 1.34% 11/20/37 (b)
 
389,858
391,031
SLM Student Loan Trust:
 
 
 
 Series 2003-10A Class A3, 3 month U.S. LIBOR + 0.470% 0.5889% 12/15/27 (b)(c)(d)
 
1,184,339
1,184,473
 Series 2003-11 Class A6, 3 month U.S. LIBOR + 0.550% 0.6689% 12/15/25 (b)(c)(d)
 
870,050
869,969
 Series 2007-7 Class A4, 3 month U.S. LIBOR + 0.330% 0.4553% 1/25/22 (c)(d)
 
522,462
513,000
 Series 2008-1 Class A4, 3 month U.S. LIBOR + 0.650% 0.7753% 1/25/22 (c)(d)
 
1,243,124
1,218,389
 Series 2010-1 Class A, 1 month U.S. LIBOR + 0.400% 0.4844% 3/25/25 (c)(d)
 
739,272
727,290
SMB Private Education Loan Trust:
 
 
 
 Series 2014-A Class A3, 1 month U.S. LIBOR + 1.500% 1.5955% 4/15/32 (b)(c)(d)
 
1,382,422
1,394,462
 Series 2015-A Class A2B, 1 month U.S. LIBOR + 1.000% 1.0955% 6/15/27 (b)(c)(d)
 
58,049
58,135
 Series 2016-C Class A2B, 1 month U.S. LIBOR + 1.100% 1.1931% 9/15/34 (b)(c)(d)
 
714,090
718,009
 Series 2018-B Class A2B, 1 month U.S. LIBOR + 0.720% 0.8131% 1/15/37 (b)(c)(d)
 
1,330,880
1,335,994
 Series 2020-BA Class A1A, 1.29% 7/15/53 (b)
 
432,080
433,687
 Series 2020-PTB Class A2A, 1.6% 9/15/54 (b)
 
2,733,153
2,766,351
 Series 2021-B Class A, 1.31% 7/17/51 (b)
 
1,643,294
1,647,889
SoFi Consumer Loan Program Trust Series 2019-4 Class A, 2.45% 8/25/28 (b)
 
468,147
470,232
Symphony CLO XXI, Ltd. Series 2021-21A Class AR, 3 month U.S. LIBOR + 1.060% 1.1861% 7/15/32 (b)(c)(d)
 
3,117,000
3,118,085
Symphony CLO XXVI Ltd. / Symphony CLO XXVI LLC Series 2021-26A Class AR, 3 month U.S. LIBOR + 1.080% 1.2143% 4/20/33 (b)(c)(d)
 
465,000
464,628
TCI-Flatiron CLO Ltd. / LLC Series 2021-1A Class AR, 3 month U.S. LIBOR + 0.960% 1.0843% 11/18/30 (b)(c)(d)
 
4,292,000
4,292,270
Tesla Series 2020-A:
 
 
 
 Class A2, 0.55% 5/22/23 (b)
 
1,270,335
1,271,838
 Class A3, 0.68% 12/20/23 (b)
 
2,527,000
2,539,012
Tesla Auto Lease Trust:
 
 
 
 Series 2019-A Class A2, 2.13% 4/20/22 (b)
 
1,671,932
1,677,247
 Series 2021-A Class A2, 0.36% 3/20/25 (b)
 
5,000,000
5,004,343
Towd Point Mortgage Trust:
 
 
 
 Series 2017-1 Class A1, 2.75% 10/25/56 (b)(c)
 
273,171
277,057
 Series 2017-4 Class A1, 2.75% 6/25/57 (b)
 
178,603
182,664
 Series 2019-1 Class A1, 3.7158% 3/25/58 (b)(c)
 
737,348
778,561
Toyota Auto Receivables Owner Trust Series 2020-C Class A3, 0.44% 10/15/24
 
9,912,000
9,935,713
Verizon Owner Trust:
 
 
 
 Series 2018-A:
 
 
 
Class A1A, 3.23% 4/20/23
 
 
929,097
934,300
Class A1B, 1 month U.S. LIBOR + 0.240% 0.3284% 4/20/23 (c)(d)
 
 
724,160
724,389
 Series 2020-A Class A1A, 1.85% 7/22/24
 
4,951,000
5,025,174
Volkswagen Auto Lease Trust:
 
 
 
 Series 2019-A Class A3, 1.99% 11/21/22
 
2,180,434
2,190,613
 Series 2020-A Class A2, 0.27% 4/20/23
 
8,834,463
8,838,911
Volkswagen Auto Loan Enhanced Trust Series 2020-1 Class A4, 1.26% 8/20/26
 
545,000
555,332
Volvo Financial Equipment LLC Series 2019-2A Class A3, 2.04% 11/15/23 (b)
 
2,435,000
2,458,428
Voya CLO Ltd. Series 2021-1A Class A1R, 3 month U.S. LIBOR + 0.950% 1.0839% 4/17/30 (b)(c)(d)
 
4,486,000
4,486,529
Wheels SPV LLC Series 2021-1A Class A, 1 month U.S. LIBOR + 0.280% 0.3684% 8/20/29 (b)(c)(d)
 
3,553,314
3,556,989
World Omni Auto Receivables Trust:
 
 
 
 Series 2019-C Class C, 2.4% 6/15/26
 
895,000
919,540
 Series 2020-A:
 
 
 
Class A2A, 1.02% 6/15/23
 
 
648,490
649,087
Class C, 1.64% 8/17/26
 
 
480,000
487,912
 Series 2020-C Class A2, 0.35% 12/15/23
 
2,750,134
2,751,750
World Omni Automobile Lease Securitization Trust:
 
 
 
 Series 2019-B Class A3, 2.03% 11/15/22
 
2,032,697
2,043,615
 Series 2020-A Class A2, 1.71% 11/15/22
 
3,151,367
3,162,377
 Series 2020-B Class A2, 0.32% 9/15/23
 
2,873,910
2,875,888
World Omni Select Auto Trust Series 2020-A:
 
 
 
 Class B, 0.84% 6/15/26
 
510,000
511,377
 Class C, 1.25% 10/15/26
 
585,000
591,232
 
TOTAL ASSET-BACKED SECURITIES
 (Cost $420,219,368)
 
 
421,640,994
 
 
 
 
Collateralized Mortgage Obligations - 1.1%
 
 
Principal
Amount (a)
 
Value ($)
 
Private Sponsor - 0.9%
 
 
 
Angel Oak Mortgage Trust:
 
 
 
 sequential payer:
 
 
 
Series 2019-4 Class A3, 3.301% 7/26/49 (b)
 
 
380,030
380,414
Series 2020-6 Class A1, 1.261% 5/25/65 (b)
 
 
446,310
449,009
Series 2021-1:
 
 
 
 
Class A1, 0.909% 1/25/66 (b)
 
 
1,208,743
1,210,865
Class A2, 1.115% 1/25/66 (b)
 
 
353,493
353,894
Series 2021-2 Class A1, 0.985% 4/25/66 (b)
 
 
931,330
934,157
 Series 2019-2 Class M1, 4.065% 3/25/49 (b)
 
545,000
550,891
 Series 2021-3 Class A1, 1.068% 5/25/66 (b)
 
657,783
658,716
Angel Oak Mortgage Trust LLC:
 
 
 
 sequential payer Series 2020-3 Class A1, 1.691% 4/25/65 (b)
 
717,331
724,427
 Series 2020-3 Class A3, 2.872% 4/25/65 (b)(c)
 
1,163,313
1,182,835
 Series 2021-4 Class M1, 2.29% 1/20/65 (b)
 
230,000
231,886
Brass PLC Series 2021-10A Class A1, 0.669% 4/16/69 (b)(c)
 
948,898
949,529
CIM Trust Series 2021-INV1 Class A8, 2.5% 7/1/51 (b)
 
500,000
512,441
Citigroup Mortgage Loan Trust Series 2020-EXP2 Class A3, 2.5% 8/25/50 (b)
 
350,875
356,720
Colt Funding LLC Series 2021-1 Class A2, 1.167% 6/25/66 (b)
 
702,162
704,536
COLT Mortgage Loan Trust sequential payer Series 2020-3 Class A1, 1.506% 4/27/65 (b)
 
235,285
236,150
Deephaven Residential Mortgage Trust:
 
 
 
 sequential payer Series 2020-2 Class A1, 1.692% 5/25/65 (b)
 
400,088
401,913
 Series 2021-1 Class A2, 0.973% 5/25/65 (b)
 
253,616
253,239
 Series 2021-2:
 
 
 
Class A1, 0.899% 4/25/66 (b)
 
 
332,178
332,589
Class A3, 1.26% 4/25/66 (b)
 
 
370,141
370,318
Ellington Financial Mortgage Trust:
 
 
 
 Series 2019-2 Class A3, 3.046% 11/25/59 (b)
 
212,951
215,343
 Series 2020-1 Class A1, 2.006% 5/25/65 (b)
 
616,934
621,692
 Series 2020-2 Class A1, 1.178% 10/25/65 (b)
 
659,455
660,768
 Series 2021-1:
 
 
 
Class A1, 0.797% 2/25/66 (b)
 
 
251,564
251,877
Class A3, 1.106% 2/25/66 (b)
 
 
209,636
209,749
 Series 2021-2:
 
 
 
Class A1, 0.931% 6/25/66 (b)(c)
 
 
431,611
431,578
Class A3, 1.291% 6/25/66 (b)
 
 
417,382
418,098
Flagstar Mortgage Trust floater sequential payer Series 2020-1INV Class A11, 1 month U.S. LIBOR + 0.850% 0.9344% 3/25/50 (b)(c)(d)
 
394,085
394,085
FWD Securitization Trust sequential payer Series 2020-INV1 Class A1, 2.24% 1/25/50 (b)
 
1,049,642
1,067,602
Galton Funding Mortgage Trust:
 
 
 
 sequential payer:
 
 
 
Series 2019-H1 Class M1, 3.339% 10/25/59 (b)
 
 
600,000
618,371
Series 2020-H1 Class M1, 2.832% 1/25/60 (b)
 
 
625,000
631,031
 Series 2019-1:
 
 
 
Class A21, 4.5% 2/25/59 (b)
 
 
220,187
224,864
Class A32, 4% 2/25/59 (b)
 
 
111,303
113,168
 Series 2020-H1 Class A1, 2.31% 1/25/60 (b)
 
680,153
691,168
GMRF Mortgage Acquisition Co., LLC:
 
 
 
 Series 2018-1 Class A33, 3.5% 11/25/57 (b)
 
166,092
168,573
 Series 2019-2 Class A42, 3.5% 6/25/59 (b)
 
47,147
47,199
Gosforth Funding PLC floater Series 2018-1A Class A1, 3 month U.S. LIBOR + 0.450% 0.5793% 8/25/60 (b)(c)(d)
 
541,075
541,657
GS Mortgage Securities Trust sequential payer Series 2021-NQM1 Class A1, 1.017% 7/25/61 (b)
 
504,546
505,863
GS Mortgage-Backed Securites Trust:
 
 
 
 Series 2014-EB1A Class 2A1, 1.6597% 7/25/44 (b)(c)
 
13,881
13,840
 Series 2021-GR2 Class A6, 2.5% 2/25/52 (b)(c)
 
1,085,000
1,111,885
GS Mortgage-Backed Securities Trust Series 2021-PJ5 Class A8, 2.5% 10/25/51 (b)(c)
 
1,488,228
1,524,329
Homeward Opportunities Fund I Trust sequential payer Series 2019-3 Class A1, 2.675% 11/25/59 (b)
 
247,026
248,531
Homeward Opportunities Fund Trust sequential payer Series 2020-2 Class A1, 1.657% 5/25/65 (b)(c)
 
419,920
422,202
Hundred Acre Wood Trust Series 2021-INV1 Class A9, 2.5% 7/25/51 (b)(c)
 
986,983
1,016,477
Imperial Fund Mortgage Trust Series 2021-NQM2 Class A3, 1.516% 9/25/56 (b)
 
625,000
625,517
J.P. Morgan Mortgage Trust:
 
 
 
 sequential payer Series 2020-LTV1 Class A4, 3.5% 6/25/50 (b)
 
102,971
103,132
 Series 2020-INV1 Class A15, 3.5% 8/25/50 (b)
 
325,571
331,594
Metlife Securitization Trust Series 2017-1A Class A, 3% 4/25/55 (b)
 
245,632
252,517
MFRA Trust Series 2021-NQM2 Class A2, 1.317% 11/25/64 (b)
 
415,000
416,225
Mill City Mortgage Loan Trust:
 
 
 
 Series 2016-1 Class A1, 2.5% 4/25/57 (b)
 
23,604
23,665
 Series 2017-2 Class A1, 2.75% 7/25/59 (b)
 
230,083
233,592
New Residential Mortgage Loan Trust:
 
 
 
 sequential payer:
 
 
 
Series 2019-NQM5 Class A1, 2.7099% 11/25/59 (b)
 
 
653,986
663,912
Series 2020-NQM1 Class A1, 2.4641% 1/26/60 (b)
 
 
366,826
370,540
Series 2021-NQ1R Class A1, 0.9426% 7/25/55 (b)
 
 
895,506
899,254
 Series 2021-INV1 Class A6, 2.5% 6/25/51 (b)
 
660,000
677,041
NMLT Trust sequential payer Series 2021-INV2:
 
 
 
 Class A1, 1.162% 8/25/56 (b)
 
1,928,024
1,933,712
 Class A3, 1.52% 8/25/56 (b)
 
496,913
497,860
OBX Trust:
 
 
 
 floater Series 2020-EXP1 Class 2A2, 1 month U.S. LIBOR + 0.950% 1.0344% 2/25/60 (b)(c)(d)
 
469,142
469,631
 sequential payer Series 2021-NQM3 Class A1, 1.054% 7/25/61 (b)
 
500,000
500,855
 Series 2020-EXP1 Class 1A8, 3.5% 2/25/60 (b)(c)
 
582,450
595,486
 Series 2020-EXP2:
 
 
 
Class A8, 3% 5/25/60 (b)
 
 
824,955
836,291
Class A9, 3% 5/25/60 (b)
 
 
202,944
205,370
 Series 2020-INV1 Class A5, 3.5% 12/25/49 (b)
 
184,616
188,066
Oceanview Mortgage Trust sequential payer Series 2021-2 Class A5, 2.5% 6/25/51 (b)
 
997,131
1,025,993
Onslow Bay Financial LLC:
 
 
 
 floater Series 2019-EXP2 Class 2A2, 1 month U.S. LIBOR + 1.200% 1.2844% 6/25/59 (b)(c)(d)
 
493,515
494,206
 floater sequential payer Series 2019-EXP2 Class 2A1A, 1 month U.S. LIBOR + 0.900% 0.9844% 6/25/59 (b)(c)(d)
 
142,928
143,033
 sequential payer:
 
 
 
Series 2021-J1 Class A4, 2.5% 5/25/51 (b)
 
 
1,140,605
1,173,737
Series 2021-NQM1:
 
 
 
 
Class A1, 1.072% 2/25/66 (b)
 
 
1,121,537
1,125,811
Class A2, 1.175% 2/25/66 (b)
 
 
597,016
598,242
Permanent Master Issuer PLC floater Series-1A Class 1A1, 3 month U.S. LIBOR + 0.550% 0.6761% 7/15/58 (b)(c)(d)
 
672,000
672,262
PSMC Trust sequential payer:
 
 
 
 Series 2021-1 Class A11, 2.5% 3/25/51 (b)(c)
 
1,699,449
1,738,843
 Series 2021-2 Class A3, 2.5% 5/25/51 (b)
 
1,273,788
1,307,020
Sequoia Mortgage Trust:
 
 
 
 sequential payer Series 2018-CH2 Class A3, 4% 6/25/48 (b)
 
288,023
293,183
 Series 2018-CH2 Class A21, 4% 6/25/48 (b)
 
128,526
130,690
 Series 2018-CH3 Class A19, 4.5% 8/25/48 (b)
 
65,785
66,994
 Series 2018-CH4 Class A2, 4% 10/25/48 (b)
 
96,398
97,742
SG Residential Mortgage Trust Series 2020-2 Class A1, 1.381% 5/25/65 (b)
 
377,017
378,653
Silverstone Master Issuer PLC floater Series 2019-1A Class 1A, 3 month U.S. LIBOR + 0.570% 0.7043% 1/21/70 (b)(c)(d)
 
2,758,250
2,759,657
Starwood Mortgage Residential Trust:
 
 
 
 sequential payer Series 2019-INV1:
 
 
 
Class A1, 2.61% 9/27/49 (b)
 
 
65,223
66,091
Class A3, 2.916% 9/27/49 (b)
 
 
388,376
392,759
 Series 2020-1 Class A2, 2.408% 2/25/50 (b)
 
467,069
470,722
 Series 2021-2 Class A1, 0.943% 5/25/65 (b)
 
625,553
625,450
Toorak Mortgage Corp. Series 2021-INV1 Class A2, 1.409% 7/25/56 (b)
 
318,672
318,925
Towd Point Mortgage Trust:
 
 
 
 Series 2016-1:
 
 
 
Class A1B, 2.75% 2/25/55 (b)
 
 
8,995
8,993
Class A3B, 3% 2/25/55 (b)
 
 
71,374
71,858
 Series 2016-2 Class A1A, 2.75% 8/25/55 (b)
 
62,419
62,746
 Series 2016-3 Class A1, 2.25% 4/25/56 (b)
 
9,982
10,017
 Series 2017-2 Class A1, 2.75% 4/25/57 (b)(c)
 
176,625
178,844
 Series 2017-3 Class A1, 2.75% 7/25/57 (b)(c)
 
430,966
437,796
Verus Securitization Trust:
 
 
 
 sequential payer:
 
 
 
Series 2019-INV3 Class A3, 3.1% 11/25/59 (b)
 
 
706,301
716,106
Series 2020-1 Class A3, 2.724% 1/25/60 (b)
 
 
669,609
675,807
Series 2020-2 Class A1, 2.226% 5/25/60 (b)
 
 
1,034,397
1,043,907
Series 2020-INV1 Class A1, 1.977% 3/25/60 (b)
 
 
142,400
143,807
 Series 2019-3 Class A3, 3.04% 7/25/59 (b)
 
1,132,737
1,142,917
 Series 2019-4 Class A3, 3% 11/25/59 (b)
 
352,039
356,300
 Series 2019-INV2 Class A2, 3.117% 7/25/59 (b)
 
854,285
865,087
 Series 2020-5 Class A3, 1.733% 5/25/65 (b)
 
301,075
301,609
 Series 2021-1:
 
 
 
Class A2, 1.052% 1/25/66 (b)
 
 
424,346
425,554
Class A3, 1.155% 1/25/66 (b)
 
 
250,750
251,009
 Series 2021-2 Class A1, 1.031% 2/25/66 (b)
 
573,379
576,088
 Series 2021-R1 Class A2, 1.057% 10/25/63 (b)
 
263,819
263,518
 Series 2021-R2 Class A1, 0.918% 2/25/64 (b)
 
671,504
671,644
Vista Point Securitization Trust sequential payer Series 2020-2 Class A3, 2.496% 4/25/65 (b)
 
283,363
287,653
Wells Fargo Mortgage Backed Securities Trust Series 2021-RR1 Class A3, 2.5% 12/25/50 (b)(c)
 
1,498,060
1,539,081
ZH Trust sequential payer Series 2021-1 Class A, 2.2525% 2/18/27 (b)
 
595,000
595,708
TOTAL PRIVATE SPONSOR
 
 
57,274,801
U.S. Government Agency - 0.2%
 
 
 
Fannie Mae:
 
 
 
 Series 2017-90 Class KA, 3% 11/25/47
 
650,644
694,814
 Series 2018-44 Class PC, 4% 6/25/44
 
135,766
136,369
Fannie Mae Connecticut Avenue Securities floater:
 
 
 
 Series 2017-C02 Class 2ED3, 1 month U.S. LIBOR + 1.350% 1.4344% 9/25/29 (c)(d)
 
895,966
899,237
 Series 2017-C04 Class 2ED2, 1 month U.S. LIBOR + 1.100% 1.1844% 11/25/29 (c)(d)
 
1,316,433
1,286,932
 Series 2017-C05 Class 1ED3, 1 month U.S. LIBOR + 1.200% 1.2844% 1/25/30 (c)(d)
 
548,914
540,434
 Series 2018-C01 Class 1ED2, 1 month U.S. LIBOR + 0.850% 0.9344% 7/25/30 (c)(d)
 
876,980
863,778
FHLMC Structured Agency Credit Risk Debt Notes floater:
 
 
 
 Series 2014-DN3 Class M3, 1 month U.S. LIBOR + 4.000% 4.0844% 8/25/24 (c)(d)
 
219,415
223,676
 Series 2015-DNA3 Class M3, 1 month U.S. LIBOR + 4.700% 4.7844% 4/25/28 (c)(d)
 
1,061,268
1,095,613
 Series 2016-DNA2 Class M3, 1 month U.S. LIBOR + 4.650% 4.7344% 10/25/28 (c)(d)
 
728,559
755,669
 Series 2017-DNA2 Class M1, 1 month U.S. LIBOR + 1.200% 1.2844% 10/25/29 (c)(d)
 
185,614
185,614
 Series 2017-DNA3 Class M1, 1 month U.S. LIBOR + 0.750% 0.8344% 3/25/30 (c)(d)
 
77,100
77,106
Freddie Mac planned amortization class Series 3713 Class PA, 2% 2/15/40
 
323,779
329,027
Freddie Mac STACR REMIC Trust floater:
 
 
 
 Series 2020-DNA5 Class M1, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 1.300% 1.35% 10/25/50 (b)(c)(d)
 
7,077
7,077
 Series 2020-DNA6 Class M1, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.900% 0.95% 12/25/50 (b)(c)(d)
 
173,737
173,816
 Series 2020-HQA5 Class M1, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 1.100% 1.15% 11/25/50 (b)(c)(d)
 
149,890
149,988
 Series 2021-DNA2 Class M1, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.800% 0.85% 8/25/33 (b)(c)(d)
 
850,000
850,741
 Series 2021-DNA3 Class M2, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 2.100% 2.15% 10/25/33 (b)(c)(d)
 
690,000
704,214
 Series 2021-DNA5 Class M2, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 1.650% 1.7% 1/25/34 (b)(c)(d)
 
440,000
443,053
 Series 2021-HQA1 Class M1, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.700% 0.75% 8/25/33 (b)(c)(d)
 
1,155,003
1,154,453
Freddie Mac STACR Trust floater:
 
 
 
 Series 18-HQA2 Class M1, 1 month U.S. LIBOR + 0.750% 0.8344% 10/25/48 (b)(c)(d)
 
64,207
64,207
 Series 2018-DNA2:
 
 
 
Class M1, 1 month U.S. LIBOR + 0.800% 0.8844% 12/25/30 (b)(c)(d)
 
 
232,179
232,224
Class M2A/S, 1 month U.S. LIBOR + 0.950% 1.0344% 12/25/30 (b)(c)(d)
 
 
450,000
449,254
 Series 2018-DNA3:
 
 
 
Class M1, 1 month U.S. LIBOR + 0.750% 0.8344% 9/25/48 (b)(c)(d)
 
 
1,831
1,830
Class M2A/S, 1 month U.S. LIBOR + 0.900% 0.9844% 9/25/48 (b)(c)(d)
 
 
600,000
598,719
 Series 2018-HRP2 Class M2, 1 month U.S. LIBOR + 1.250% 1.3344% 2/25/47 (b)(c)(d)
 
466,141
467,066
 Series 2019-HRP1 Class M2, 1 month U.S. LIBOR + 1.400% 1.4844% 2/25/49 (b)(c)(d)
 
628,406
632,109
Freddie Mac Whole Loan Securities Trust:
 
 
 
 Series 2016-SC02 Class M1, 3.6379% 10/25/46 (c)
 
312,438
310,913
 Series 2017-SC02 Class M1, 3.8441% 5/25/47 (b)(c)
 
69,294
69,141
TOTAL U.S. GOVERNMENT AGENCY
 
 
13,397,074
 
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
 (Cost $70,492,138)
 
 
 
70,671,875
 
 
 
 
Commercial Mortgage Securities - 1.5%
 
 
Principal
Amount (a)
 
Value ($)
 
ALEN Mortgage Trust floater Series 2021-ACEN Class A, 1 month U.S. LIBOR + 1.150% 1.246% 4/15/34 (b)(c)(d)
 
595,000
596,126
Americold Realty Trust floater Series 2020-ICE5 Class B, 1 month U.S. LIBOR + 1.300% 1.3955% 11/15/37 (b)(c)(d)
 
1,705,489
1,709,225
Atrium Hotel Portfolio Trust floater Series 2017-ATRM Class A 1 month U.S. LIBOR + 0.930% 1.026% 12/15/36 (b)(c)(d)
 
1,395,000
1,395,037
Austin Fairmont Hotel Trust floater Series 2019-FAIR Class A, 1 month U.S. LIBOR + 1.050% 1.146% 9/15/32 (b)(c)(d)
 
615,000
615,000
BAMLL Commercial Mortgage Securities Trust floater Series 2021-JACX Class C, 1 month U.S. LIBOR + 2.000% 2.1% 9/15/38 (b)(c)(d)
 
805,000
805,019
Banc of America Merrill Lynch Large Loan, Inc. floater Series 2018-DSNY Class A, 1 month U.S. LIBOR + 0.850% 0.946% 9/15/34 (b)(c)(d)
 
970,000
970,012
BANK Series 2019-BN19 Class A1, 2.263% 8/15/61
 
367,309
375,561
BCP Trust floater Series 2021-330N Class A, 1 month U.S. LIBOR + 0.790% 0.895% 6/15/38 (b)(c)(d)
 
500,000
496,419
BLOX Trust floater sequential payer Series 2021-BLOX Class A, 1 month U.S. LIBOR + 0.750% 0.85% 9/15/26 (b)(c)(d)
 
2,040,000
2,040,000
BSREP Commercial Mortgage Trust floater Series 2021-DC Class D, 1 month U.S. LIBOR + 1.900% 2% 8/15/38 (b)(c)(d)
 
340,000
340,204
BX Commercial Mortgage Trust:
 
 
 
 floater:
 
 
 
Series 2020-BXLP:
 
 
 
 
 Class C, 1 month U.S. LIBOR + 1.120% 1.216% 12/15/36 (b)(c)(d)
 
749,841
749,616
 Class D, 1 month U.S. LIBOR + 1.250% 1.346% 12/15/36 (b)(c)(d)
 
716,829
716,614
Series 2021-VINO Class A, 1 month U.S. LIBOR + 0.650% 0.7483% 5/15/38 (b)(c)(d)
 
 
1,600,000
1,601,005
 floater sequential payer Series 2020-BXLP Class A, 1 month U.S. LIBOR + 0.800% 0.896% 12/15/36 (b)(c)(d)
 
2,200,476
2,203,361
BX Trust:
 
 
 
 floater:
 
 
 
Series 2019-XL Class B, 1 month U.S. LIBOR + 1.080% 1.176% 10/15/36 (b)(c)(d)
 
 
402,151
402,655
Series 2021-SOAR Class D, 1 month U.S. LIBOR + 1.400% 1.496% 6/15/38 (b)(c)(d)
 
 
665,000
666,065
 floater sequential payer Series 2021-SOAR Class A, 0.766% 6/15/38 (b)(c)
 
1,777,000
1,779,847
 floater, sequential payer:
 
 
 
Series 2019-IMC Class A, 1 month U.S. LIBOR + 1.000% 1.096% 4/15/34 (b)(c)(d)
 
 
2,135,000
2,135,000
Series 2019-XL Class A, 1 month U.S. LIBOR + 0.920% 1.016% 10/15/36 (b)(c)(d)
 
 
5,420,108
5,428,805
CGDB Commercial Mortgage Trust floater Series 2019-MOB:
 
 
 
 Class A, 1 month U.S. LIBOR + 0.950% 1.0455% 11/15/36 (b)(c)(d)
 
1,033,000
1,033,000
 Class D, 1 month U.S. LIBOR + 1.650% 1.7455% 11/15/36 (b)(c)(d)
 
1,545,000
1,543,155
CHC Commercial Mortgage Trust floater Series 2019-CHC Class A, 1 month U.S. LIBOR + 1.120% 1.216% 6/15/34 (b)(c)(d)
 
3,715,877
3,715,876
CIM Retail Portfolio Trust floater Series 2021-RETL Class A, 1 month U.S. LIBOR + 1.400% 1.496% 8/15/36 (b)(c)(d)
 
1,166,000
1,167,412
Citigroup Commercial Mortgage Trust:
 
 
 
 sequential payer Series 2012-GC8 Class A/S, 3.683% 9/10/45 (b)
 
2,157,000
2,203,562
 Series 2013-375P Class C, 3.6348% 5/10/35 (b)(c)
 
560,000
573,332
COMM Mortgage Trust:
 
 
 
 sequential payer Series 2013-300P Class A1, 4.353% 8/10/30 (b)
 
620,000
654,565
 Series 2014-CR15 Class B, 4.8134% 2/10/47 (c)
 
920,000
994,737
 Series 2014-CR19 Class AM, 4.08% 8/10/47
 
860,000
930,785
 Series 2014-UBS2 Class B, 4.701% 3/10/47
 
915,000
982,430
 Series 2015-CR22 Class B, 3.926% 3/10/48 (c)
 
405,000
436,217
 Series 2020-CMB Class D, 3.7538% 2/10/37 (b)(c)
 
560,000
572,303
Credit Suisse Mortgage Trust:
 
 
 
 floater Series 2019-ICE4:
 
 
 
Class A, 1 month U.S. LIBOR + 0.980% 1.076% 5/15/36 (b)(c)(d)
 
 
5,485,000
5,501,097
Class C, 1 month U.S. LIBOR + 1.430% 1.526% 5/15/36 (b)(c)(d)
 
 
1,015,000
1,018,693
Class D, 1 month U.S. LIBOR + 1.600% 1.696% 5/15/36 (b)(c)(d)
 
 
780,000
781,475
 sequential payer Series 2020-NET Class A, 2.2569% 8/15/37 (b)
 
455,000
472,125
 Series 2020-NET Class D, 3.8277% 8/15/37 (b)(c)
 
985,000
1,036,191
CSAIL Commercial Mortgage Trust:
 
 
 
 sequential payer Series 2015-C3 Class A4, 3.7182% 8/15/48
 
670,000
731,250
 Series 2019-C16 Class A1, 2.3595% 6/15/52
 
430,669
439,881
CSMC Trust Series 2017-CHOP Class A, 1 month U.S. LIBOR + 1.000% 1.096% 7/15/32 (b)(c)(d)
 
4,189,000
4,179,119
Extended Stay America Trust floater Series 2021-ESH:
 
 
 
 Class A, 1 month U.S. LIBOR + 1.080% 1.176% 7/15/38 (b)(c)(d)
 
863,000
865,665
 Class C, 1 month U.S. LIBOR + 1.700% 1.796% 7/15/38 (b)(c)(d)
 
815,000
819,084
GCT Commercial Mortgage Trust floater Series 2021-GCT Class A, 1 month U.S. LIBOR + 0.800% 0.896% 2/15/38 (b)(c)(d)
 
555,000
555,593
Great Wolf Trust floater Series 2019-WOLF:
 
 
 
 Class A, 1 month U.S. LIBOR + 1.030% 1.13% 12/15/36 (b)(c)(d)
 
1,906,000
1,907,188
 Class C, 1 month U.S. LIBOR + 1.630% 1.729% 12/15/36 (b)(c)(d)
 
600,000
598,871
GS Mortgage Securities Corp. Trust floater Series 2021-ROSS Class B, 1 month U.S. LIBOR + 1.600% 1.696% 5/15/26 (b)(c)(d)
 
685,000
685,304
Intown Hotel Portfolio Trust Series 2018-STAY:
 
 
 
 Class A, 1 month U.S. LIBOR + 0.950% 1.046% 1/15/33 (b)(c)(d)
 
245,000
245,607
 Class C, 1 month U.S. LIBOR + 1.500% 1.596% 1/15/33 (b)(c)(d)
 
205,000
205,448
J.P. Morgan Chase Commercial Mortgage Securities Trust floater Series 2020-609M:
 
 
 
 Class B, 1 month U.S. LIBOR + 1.770% 1.866% 10/15/33 (b)(c)(d)
 
995,000
997,501
 Class C, 1 month U.S. LIBOR + 2.170% 2.266% 10/15/33 (b)(c)(d)
 
805,000
807,261
JPMorgan Chase Commercial Mortgage Securities Trust floater:
 
 
 
 Series 2018-GW Class A, 1 month U.S. LIBOR + 0.800% 0.896% 5/15/35 (b)(c)(d)
 
2,440,000
2,439,306
 Series 2019-BKWD:
 
 
 
Class A, 1 month U.S. LIBOR + 1.000% 1.096% 9/15/29 (b)(c)(d)
 
 
1,911,000
1,913,373
Class B, 1 month U.S. LIBOR + 1.350% 1.446% 9/15/29 (b)(c)(d)
 
 
1,830,000
1,828,985
Class C, 1 month U.S. LIBOR + 1.600% 1.696% 9/15/29 (b)(c)(d)
 
 
575,000
574,336
KKR Industrial Portfolio Trust floater Series 2021-KDIP Class D, 1 month U.S. LIBOR + 1.250% 1.3455% 12/15/37 (b)(c)(d)
 
265,000
264,502
KNDR Trust floater Series 2021-KIND Class C, 1 month U.S. LIBOR + 1.750% 1.85% 8/15/26 (b)(c)(d)
 
980,000
980,293
LIFE Mortgage Trust floater Series 2021-BMR Class A, 1 month U.S. LIBOR + 0.700% 0.796% 3/15/38 (b)(c)(d)
 
1,660,000
1,661,562
Merit floater:
 
 
 
 Series 2020-HILL:
 
 
 
Class A, 1 month U.S. LIBOR + 1.150% 1.246% 8/15/37 (b)(c)(d)
 
 
543,187
544,541
Class B, 1 month U.S. LIBOR + 1.400% 1.496% 8/15/37 (b)(c)(d)
 
 
778,003
780,406
Class C, 1 month U.S. LIBOR + 1.700% 1.796% 8/15/37 (b)(c)(d)
 
 
386,644
388,107
Class D, 1 month U.S. LIBOR + 2.350% 2.446% 8/15/37 (b)(c)(d)
 
 
518,669
520,942
 Series 2021-STOR Class A, 1 month U.S. LIBOR + 0.700% 0.796% 7/15/38 (b)(c)(d)
 
907,000
907,270
MHC Commercial Mortgage Trust floater Series 2021-MHC Class B, 1 month U.S. LIBOR + 1.100% 1.1965% 4/15/38 (b)(c)(d)
 
710,000
710,848
MHC Trust floater Series 2021-MHC2 Class B, 1 month U.S. LIBOR + 1.100% 1.196% 5/15/23 (b)(c)(d)
 
660,000
661,257
Morgan Stanley BAML Trust Series 2014-C18 Class A/S, 4.11% 10/15/47
 
370,000
398,097
Morgan Stanley Capital I Trust:
 
 
 
 floater:
 
 
 
Series 2018-BOP Class A, 1 month U.S. LIBOR + 0.850% 0.946% 8/15/33 (b)(c)(d)
 
 
5,578,279
5,578,278
Series 2019-NUGS Class D, 1 month U.S. LIBOR + 1.800% 3.3% 12/15/36 (b)(c)(d)
 
 
510,000
511,517
 sequential payer Series 2014-150E Class A, 3.912% 9/9/32 (b)
 
1,325,000
1,419,376
 Series 2019-MEAD Class D, 3.283% 11/10/36 (b)(c)
 
1,150,000
1,148,603
New Orleans Hotel Trust floater Series 2019-HNLA Class B, 1 month U.S. LIBOR + 1.289% 1.3847% 4/15/32 (b)(c)(d)
 
1,585,000
1,577,238
RLGH Trust floater Series 2021-TROT Class A, 1 month U.S. LIBOR + 0.800% 0.896% 4/15/36 (b)(c)(d)
 
650,000
650,183
Slide floater Series 2018-FUN Class D, 1 month U.S. LIBOR + 2.100% 2.196% 6/15/31 (b)(c)(d)
 
768,188
761,489
UBS-Barclays Commercial Mortgage Trust floater Series 2013-C6 Class A3, 1 month U.S. LIBOR + 0.790% 0.8865% 4/10/46 (b)(c)(d)
 
3,020,457
3,013,305
Vista Point Securitization Trust sequential payer Series 2020-1 Class A1, 1.763% 3/25/65 (b)
 
281,049
282,280
Wells Fargo Commercial Mortgage Trust Series 2015-NXS2 Class A2, 3.02% 7/15/58
 
332,927
339,806
WF-RBS Commercial Mortgage Trust Series 2012-C6 Class B, 4.697% 4/15/45
 
760,000
770,314
 
TOTAL COMMERCIAL MORTGAGE SECURITIES
 (Cost $91,978,696)
 
 
92,306,512
 
 
 
 
Municipal Securities - 0.1%
 
 
Principal
Amount (a)
 
Value ($)
 
Chicago Transit Auth. Series 2020 B:
 
 
 
 1.708% 12/1/22
 
40,000
40,633
 1.838% 12/1/23
 
35,000
35,914
 2.064% 12/1/24
 
105,000
108,854
Connecticut Gen. Oblig. Series A:
 
 
 
 1.998% 7/1/24
 
285,000
296,668
 2% 7/1/23
 
115,000
118,513
 2.098% 7/1/25
 
190,000
199,702
Dallas Fort Worth Int'l. Arpt. Rev. Series 2020 C, 1.329% 11/1/25
 
245,000
250,162
Houston Arpt. Sys. Rev. Series 2020 C:
 
 
 
 0.883% 7/1/22
 
70,000
70,357
 1.054% 7/1/23
 
120,000
121,353
 1.272% 7/1/24
 
400,000
406,870
Illinois Gen. Oblig. Series 2020 A, 2.25% 10/1/22
 
1,640,000
1,654,378
Long Island Pwr. Auth. Elec. Sys. Rev. Series 2020 C, 0.764% 3/1/23
 
360,000
361,212
 
TOTAL MUNICIPAL SECURITIES
 (Cost $3,605,416)
 
 
3,664,616
 
 
 
 
Bank Notes - 0.4%
 
 
Principal
Amount (a)
 
Value ($)
 
BBVA U.S.A. 2.875% 6/29/22
 
12,000,000
12,231,235
Capital One NA 2.15% 9/6/22
 
1,370,000
1,393,242
Citizens Bank NA 3.25% 2/14/22
 
1,015,000
1,026,363
First Republic Bank 1.912% 2/12/24 (c)
 
2,031,000
2,072,140
KeyBank NA 2.3% 9/14/22
 
355,000
362,728
PNC Bank NA 2.95% 1/30/23
 
695,000
719,141
Truist Bank 1.25% 3/9/23
 
7,000,000
7,101,290
 
TOTAL BANK NOTES
 (Cost $24,711,715)
 
 
24,906,139
 
 
 
 
Commercial Paper - 1.0%
 
 
Principal
Amount (a)
 
Value ($)
 
AT&T, Inc. 0% 12/14/21
 
2,185,000
2,183,821
Enel Finance America LLC:
 
 
 
 yankee 0.37% 7/11/22
 
7,000,000
6,983,087
 0.4% 8/11/22
 
5,000,000
4,986,392
General Motors Financial Co., Inc.:
 
 
 
 0.32% 10/21/21
 
5,000,000
4,996,990
 0.34% 10/22/21
 
7,000,000
6,995,683
HSBC U.S.A., Inc. yankee:
 
 
 
 0.4% 10/5/21
 
10,000,000
9,998,221
 0.4% 2/9/22
 
10,000,000
9,987,220
NatWest Markets PLC yankee 0.35% 4/19/22
 
10,000,000
9,987,359
Syngenta Wilmington, Inc. 0% 9/29/21
 
3,420,000
3,417,807
Viatris, Inc. 0.68% 4/26/22
 
5,000,000
4,981,886
 
TOTAL COMMERCIAL PAPER
 (Cost $64,486,978)
 
 
64,518,466
 
 
 
 
Short-Term Funds - 57.2%
 
 
Shares
Value ($)
 
Short-Term Funds - 57.2%
 
 
 
Baird Short-Term Bond Fund - Institutional Class
 
17,723,515
174,931,098
Baird Ultra Short Bond Fund Institutional Class
 
38,731,355
390,024,746
BlackRock Low Duration Bond Portfolio Investor A Shares
 
28,263,796
275,006,736
Fidelity SAI Short-Term Bond Fund (g)
 
28,498,535
285,270,339
iShares Short Maturity Bond ETF
 
4,226,791
211,952,435
iShares Short Treasury Bond ETF (h)
 
1,120,350
123,765,065
iShares Ultra Short-Term Bond ETF
 
2,140,810
108,089,497
JPMorgan Ultra-Short Income ETF
 
4,405,220
223,520,863
Metropolitan West Low Duration Bond Fund - Class M
 
23,706,678
210,989,437
PIMCO Enhanced Low Duration Active ETF
 
747,550
76,078,164
PIMCO Enhanced Short Maturity Active ETF
 
3,163,695
322,633,616
PIMCO Short-Term Fund Institutional Class
 
85,611,860
839,852,334
Prudential Short-Term Corporate Bond Fund, Inc. Class A
 
1,819,499
20,578,529
T. Rowe Price Ultra Short-Term Bond Fund
 
52,301,459
265,691,410
 
 
 
 
 
TOTAL SHORT-TERM FUNDS
 (Cost $3,498,630,755)
 
 
 
3,528,384,269
 
 
 
 
Money Market Funds - 6.3%
 
 
Shares
Value ($)
 
Fidelity Cash Central Fund 0.06% (i)
 
101,918,540
101,938,924
Fidelity Investments Money Market Government Portfolio Institutional Class 0.01% (g)(j)
 
276,912,116
276,912,116
Fidelity Securities Lending Cash Central Fund 0.06% (i)(k)
 
6,178,071
6,178,689
State Street Institutional U.S. Government Money Market Fund Premier Class 0.03% (j)
 
1,988,092
1,988,092
 
TOTAL MONEY MARKET FUNDS
 (Cost $387,012,847)
 
 
387,017,821
 
 
 
 
 
TOTAL INVESTMENT IN SECURITIES - 100.0%
 (Cost $6,131,791,589)
 
 
 
6,174,474,135
NET OTHER ASSETS (LIABILITIES) - 0.0%  
(2,702,330)
NET ASSETS - 100.0%
6,171,771,805
 
 
 
Futures Contracts 
 
Number
of contracts
Expiration
Date
Notional
Amount ($)
 
Value ($)
 
Unrealized
Appreciation/
(Depreciation) ($)
 
Purchased
 
 
 
 
 
 
 
 
 
 
 
Treasury Contracts
 
 
 
 
 
CBOT 2-Year U.S. Treasury Note Contracts (United States)
509
Dec 2021
112,147,016
66,879
66,879
 
 
 
 
 
 
Sold
 
 
 
 
 
 
 
 
 
 
 
Treasury Contracts
 
 
 
 
 
CBOT 10-Year U.S. Treasury Note Contracts (United States)
10
Dec 2021
1,334,531
(483)
(483)
CBOT 5-Year U.S. Treasury Note Contracts (United States)
191
Dec 2021
23,630,281
(16,685)
(16,685)
CBOT Ultra 10-Year U.S. Treasury Note Contracts (United States)
30
Dec 2021
4,440,469
2,770
2,770
 
 
 
 
 
 
TOTAL SOLD
 
 
 
 
(14,398)
 
 
 
 
 
 
TOTAL FUTURES CONTRACTS
 
 
 
 
52,481
The notional amount of futures purchased as a percentage of Net Assets is 1.8%
The notional amount of futures sold as a percentage of Net Assets is 0.5%
 
Security Type Abbreviations
ETF
-
Exchange-Traded Fund
 
Legend
 
(a)
Amount is stated in United States dollars unless otherwise noted.
 
(b)
Security exempt from registration under Rule 144A of the Securities Act of 1933.  These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $722,763,874 or 11.7% of net assets.
 
(c)
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
 
(d)
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
 
(e)
Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $273,818.
 
(f)
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
 
(g)
Affiliated Fund
 
(h)
Security or a portion of the security is on loan at period end.
 
(i)
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
 
(j)
The rate quoted is the annualized seven-day yield of the fund at period end.
 
(k)
Investment made with cash collateral received from securities on loan.
 
 
 
 
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
 
Affiliate
Value,
beginning
of period ($)
Purchases ($)
Sales
Proceeds ($)
Dividend
Income ($)
Realized
Gain (loss) ($)
Change in
Unrealized
appreciation
(depreciation) ($)
Value,
end
of period ($)
%ownership,
end
of period
Fidelity Cash Central Fund 0.06%
140,618,356
153,404,684
192,084,116
12,020
-
-
101,938,924
0.2%
Fidelity Securities Lending Cash Central Fund 0.06%
83,337,814
333,070,305
410,229,430
28,496
-
-
6,178,689
0.0%
Total
223,956,170
486,474,989
602,313,546
40,516
-
-
108,117,613
 
 
Amounts in the income column in the above table include any capital gain distributions from underlying funds.
 
Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.
 
 
Affiliated Underlying Funds
Fiscal year to date information regarding the Fund's investments in affiliated Underlying Funds is presented below. Exchanges between classes of the same affiliated Underlying Funds may occur. If an Underlying Fund changes its name, the name presented below is the name in effect at period end.
Affiliate
Value,
beginning
of period ($)
Purchases ($)
Sales
Proceeds ($)
Dividend
Income ($)
Realized
Gain (loss) ($)
Change in
Unrealized
appreciation
(depreciation) ($)
Value,
end
of period ($)
Fidelity Investments Money Market Government Portfolio Institutional Class 0.01%
367,658,318
70,939,829
161,686,031
7,836
-
-
276,912,116
Fidelity SAI Short-Term Bond Fund
285,020,885
249,471
-
249,473
-
(17)
285,270,339
 
652,679,203
71,189,300
161,686,031
257,309
-
(17)
562,182,455
 
Amounts in the income column in the above table include any capital gain distributions from underlying funds.
 
 
 
Investment Valuation
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.   
 
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
 
Level 1 - quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
 
Valuation techniques used to value investments by major category are as follows:
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. Nonconvertible Bonds, U.S. Government and Government Agency Obligations, Municipal Securities, Bank Notes and Commercial Paper are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. U.S. Government Agency - Mortgage Securities, Asset-Backed Securities, Collateralized Mortgage Obligations and Commercial Mortgage Securities are valued by pricing vendors who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
Exchange-Traded Funds (ETFs) and Exchange-Traded Notes (ETNs) are valued at their last sale price or official closing price as reported by a third party pricing vendor on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day but the exchange reports a closing bid level, ETFs and ETNs are valued at the closing bid and would be categorized as Level 1 in the hierarchy. In the event there was no closing bid, ETFs and ETNs may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and may be categorized as Level 2 in the hierarchy.
 
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.
 
Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy. If an unaffiliated open-end mutual fund's NAV is unavailable, shares of that fund may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and is categorized as Level 2 in the hierarchy.
 
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.
 
Derivative Instruments
Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.
 
The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.  
 
The Fund's use of derivatives increased or decreased its exposure to the following risk(s):
 
Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.
 
Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.  
 
 
Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.
 
The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.
 
Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.
 
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
 
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
 
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