Form NPORT-P LEGG MASON PARTNERS INCO For: May 28

  
    NPORT-P
    false
    
      
      
        
          0000764624
          XXXXXXXX
        
      
      
      
      
        S000016624
        C000046412
        C000118948
        C000046413
        C000046410
        C000080302
      
      
    
  
  
    
      Legg Mason Partners Income Trust
      811-04254
      0000764624
      549300Y1U2UCLTK83X35
      620 Eighth Avenue
      47th Floor
      New York
      
      10018
      1-877-721-1926
      Western Asset Ultra-Short Income Fund
      S000016624
      549300MFJCCCF04ZU149
      2021-05-31
      2021-05-28
      N
    
    
      535745704.07
      15798159.20
      519947544.87
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      2559807.49000000
      4137773.43000000
      0.00000000
      8732879.18000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        
        26884LAE9
        
          
          
        
        750000.00000000
        PA
        USD
        767328.75000000
        0.147578108132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        549300FPK70TCB78NG05
        
        42806DAW9
        
          
        
        450000.00000000
        PA
        USD
        454787.37000000
        0.087467932964
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2022-03-25
          Fixed
          4.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        
        654744AA9
        
          
          
        
        950000.00000000
        PA
        USD
        994386.87000000
        0.191247536373
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-09-15
          Fixed
          3.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USAA CAPITAL CORP
        5493007XLF4LU3U2W757
        
        90327QD71
        
          
          
        
        1130000.00000000
        PA
        USD
        1130448.32000000
        0.217415839569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SERVICE
        EDBQKYOPJUCJKLOJDE72
        
        14913Q2M0
        
          
          
        
        500000.00000000
        PA
        USD
        503632.20000000
        0.096862117144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Floating
          0.66588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140K4N71
        
          
        
        42336.59000000
        PA
        USD
        44275.70000000
        0.008515416687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RRAM
        549300YH0VOGWM5JZF65
        
        74988LAA2
        
          
        
        650000.00000000
        PA
        USD
        650594.10000000
        0.125126872204
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-15
          Floating
          1.27375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        
        369550BN7
        
          
          
        
        1180000.00000000
        PA
        USD
        1187644.12000000
        0.228416141535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Option One Mortgage Loan Trust
        N/A
        
        68402VAA0
        
          
        
        291930.10000000
        PA
        USD
        291845.44000000
        0.056129785183
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Variable
          5.86600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBZ1
        
          
          
        
        200000.00000000
        PA
        USD
        211932.28000000
        0.040760319399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-21
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64828GAD2
        
          
        
        548808.51000000
        PA
        USD
        581532.10000000
        0.111844378483
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND CO
        ICE2EP6D98PQUILVRZ91
        
        075887BT5
        
          
          
        
        170000.00000000
        PA
        USD
        174160.89000000
        0.033495857749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-06
          Fixed
          2.89400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXP4
        
          
          
        
        510000.00000000
        PA
        USD
        510524.78000000
        0.098187747021
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-27
          Fixed
          0.48100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERPUBLIC GROUP COS
        5493008IUOJ5VWTRC333
        
        460690BN9
        
          
          
        
        200000.00000000
        PA
        USD
        202284.18000000
        0.038904728370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-10-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        
        247361ZZ4
        
          
          
        
        700000.00000000
        PA
        USD
        824782.46000000
        0.158628013178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBH3
        
          
          
        
        9300000.00000000
        PA
        USD
        9146150.38000000
        1.759052517939
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        N/A
        
        83614BAA7
        
          
        
        450000.00000000
        PA
        USD
        450000.00000000
        0.086547192008
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-15
          Floating
          1.58375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OHA Loan Funding Ltd
        N/A
        
        67104LAE7
        
          
        
        760000.00000000
        PA
        USD
        761000.92000000
        0.146361094981
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-05-23
          Floating
          1.19013000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        
        760759AU4
        
          
          
        
        200000.00000000
        PA
        USD
        211154.79000000
        0.040610787007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO Ltd
        254900NUVOJAHAT10W61
        
        38177KAA0
        
          
        
        1120000.00000000
        PA
        USD
        1124250.40000000
        0.216223811631
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-20
          Floating
          2.68825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBH5
        
          
          
        
        1060000.00000000
        PA
        USD
        1111095.99000000
        0.213693862191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-06
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PMT CREDIT RISK TRANSFER TRUST
        N/A
        
        69345WAA6
        
          
        
        324549.85000000
        PA
        USD
        321286.34000000
        0.061792067905
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-05-27
          Floating
          2.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2E3
        
          
          
        
        450000.00000000
        PA
        USD
        474039.54000000
        0.091170646861
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPER
        549300TPZNMN50BJ3745
        
        16117LBW8
        
          
          
        
        525542.00000000
        PA
        USD
        525512.04000000
        0.101070203174
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-30
          Floating
          1.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        N/A
        
        78447MAC2
        
          
        
        973465.99000000
        PA
        USD
        963709.04000000
        0.185347358499
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-05-26
          Floating
          0.64163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9BC8
        
          
        
        87887.62000000
        PA
        USD
        97376.55000000
        0.018728148822
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L05E3
        
          
        
        99049.35000000
        PA
        USD
        100168.36000000
        0.019265089524
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12661GAA7
        
          
        
        793464.43000000
        PA
        USD
        809588.26000000
        0.155705756857
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gosforth Funding plc
        213800Q7QWXVPNLSAJ10
        
        383121AA8
        
          
        
        12486.82000000
        PA
        USD
        12492.29000000
        0.002402605825
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2059-12-19
          Floating
          0.65963000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35566AAA7
        
          
        
        74483.31000000
        PA
        USD
        74496.36000000
        0.014327668384
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Floating
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Equity Loan T
        N/A
        
        1266715W2
        
          
        
        638896.69000000
        PA
        USD
        632854.07000000
        0.121714983798
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-02-15
          Floating
          0.32088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78448YAJ0
        
          
        
        652839.53000000
        PA
        USD
        648005.38000000
        0.124628991211
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        
        01F022667
        
          
        
        2300000.00000000
        PA
        USD
        2381264.15000000
        0.457981612471
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        
        92922FJ25
        
          
          
        
        1163736.00000000
        PA
        USD
        1148785.60000000
        0.220942595331
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-04-25
          Floating
          0.55163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AQ1
        
          
          
        
        250000.00000000
        PA
        USD
        256619.75000000
        0.049354930614
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-06-05
          Fixed
          2.19300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Multi-Asset Execut
        R42WS16M9R97TJJKGU15
        
        14041NFP1
        
          
        
        900000.00000000
        PA
        USD
        912379.50000000
        0.175475297268
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Floating
          0.68088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        
        1248EPBT9
        
          
          
        
        700000.00000000
        PA
        USD
        732375.00000000
        0.140855554993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AE8
        
          
          
        
        750000.00000000
        PA
        USD
        758737.70000000
        0.145925816457
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-12-14
          Floating
          1.38388000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        
        369550BK3
        
          
          
        
        1010000.00000000
        PA
        USD
        1098939.43000000
        0.211355826341
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MEY6
        
          
          
        
        680000.00000000
        PA
        USD
        756624.11000000
        0.145519315835
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DE2
        
          
          
        
        1190000.00000000
        PA
        USD
        1194368.45000000
        0.229709412379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-04
          Fixed
          1.43300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC/THE
        549300H9LWMBP7HYLR98
        
        59408UAB3
        
          
          
        
        500000.00000000
        PA
        USD
        501953.00000000
        0.096539161488
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-15
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        
        01F022667
        
          
        
        -1400000.00000000
        PA
        USD
        -1449465.14000000
        -0.27877141729
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H022663
        
          
        
        300000.00000000
        PA
        USD
        310686.68000000
        0.059753466107
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SERVICE
        EDBQKYOPJUCJKLOJDE72
        
        14913R2L0
        
          
          
        
        1870000.00000000
        PA
        USD
        1873260.08000000
        0.360278666277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-17
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        
        92922FS25
        
          
          
        
        442515.31000000
        PA
        USD
        435342.76000000
        0.083728207642
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-07-25
          Floating
          0.81163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        969457BW9
        
          
          
        
        280000.00000000
        PA
        USD
        309932.61000000
        0.059608438016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-24
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TE35
        
          
        
        119315.11000000
        PA
        USD
        129510.42000000
        0.024908362637
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-08-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BM3
        
          
          
        
        300000.00000000
        PA
        USD
        337701.52000000
        0.064949151761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        
        375558BW2
        
          
          
        
        970000.00000000
        PA
        USD
        971183.89000000
        0.186784974673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-29
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMB Commercial Mortgage Trust
        N/A
        
        12482HAA2
        
          
        
        990000.00000000
        PA
        USD
        993472.72000000
        0.191071720561
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Floating
          1.17100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        
        375558AU7
        
          
          
        
        500000.00000000
        PA
        USD
        505156.20000000
        0.097155223634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-12-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DE7
        
          
          
        
        2730000.00000000
        PA
        USD
        2899818.86000000
        0.557713732589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KEL9
        
          
        
        850000.00000000
        PA
        USD
        865220.70000000
        0.166405382338
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Floating
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        
        52476DAA5
        
          
        
        850000.00000000
        PA
        USD
        852712.01000000
        0.163999622349
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-04-25
          Variable
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oak Hill Credit Partners
        N/A
        
        67098WAA9
        
          
        
        150000.00000000
        PA
        USD
        150143.85000000
        0.028876730255
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2032-10-19
          Floating
          1.43975000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVY CHASE MORTGAGE FUNDING C
        549300IPR6D6ZFC6NF33
        
        16678RCU9
        
          
          
        
        3191.38000000
        PA
        USD
        3029.47000000
        0.000582649159
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Floating
          0.29163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X8BA4
        
          
        
        484057.93000000
        PA
        USD
        510408.81000000
        0.098165442848
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER ENT
        N/A
        
        88731EAF7
        
          
          
        
        590000.00000000
        PA
        USD
        670940.45000000
        0.129040026560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        John Deere Owner Trust
        N/A
        
        47788EAD0
        
          
        
        780000.00000000
        PA
        USD
        793595.87000000
        0.152629986972
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Mortgage Pro
        N/A
        
        76112BGP9
        
          
        
        7786.52000000
        PA
        USD
        4856.59000000
        0.000934053838
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-07-25
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63942NAB4
        
          
        
        869622.72000000
        PA
        USD
        876203.85000000
        0.168517739653
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-12-26
          Floating
          0.69163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HarborView Mortgage Loan Trust
        N/A
        
        41161PSM6
        
          
          
        
        257730.38000000
        PA
        USD
        255577.46000000
        0.049154470007
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-20
          Floating
          0.99925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711X3H5
        
          
          
        
        400475.21000000
        PA
        USD
        403063.48000000
        0.077520027544
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-03-25
          Floating
          2.09163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3HARRIS TECH INC
        549300UTE50ZMDBG8A20
        
        502431AJ8
        
          
          
        
        1390000.00000000
        PA
        USD
        1481462.71000000
        0.284925416922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        
        902674YA2
        
          
          
        
        200000.00000000
        PA
        USD
        202548.23000000
        0.038955512339
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2022-04-21
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBC4
        
          
          
        
        500000.00000000
        PA
        USD
        563896.75000000
        0.108452622877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        D.R. HORTON INC
        529900ZIUEYVSB8QDD25
        
        23331ABM0
        
          
          
        
        130000.00000000
        PA
        USD
        137123.75000000
        0.026372612266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JXFU7
        
          
        
        84246.06000000
        PA
        USD
        88177.19000000
        0.016958862652
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63940GAA3
        
          
          
        
        927256.56000000
        PA
        USD
        945498.29000000
        0.181844937884
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-03-25
          Floating
          1.24163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        
        44891ABM8
        
          
          
        
        1040000.00000000
        PA
        USD
        1050793.56000000
        0.202096071107
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-18
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parallel Ltd
        N/A
        
        69917AAA2
        
          
        
        500000.00000000
        PA
        USD
        500654.00000000
        0.096289328594
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-20
          Floating
          2.01325000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL SECS CLEARING
        549300RYC9NELN2ICA34
        
        637639AA3
        
          
          
        
        1000000.00000000
        PA
        USD
        1017952.32000000
        0.195779810875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-23
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VEP5
        
          
          
        
        2880000.00000000
        PA
        USD
        2964384.00000000
        0.570131358297
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Floating
          1.25588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2G8
        
          
          
        
        400000.00000000
        PA
        USD
        439392.58000000
        0.084507097751
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-10
          Fixed
          4.70500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -8718.90000000
        -0.00167688069
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2028-02-15
            7439.95000000
            USD
            0.00000000
            USD
            -4631000.00000000
            USD
            -16158.85000000
          
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AL5
        
          
          
        
        610000.00000000
        PA
        USD
        637626.90000000
        0.122632928319
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377REH3
        
          
        
        940000.00000000
        PA
        USD
        946274.50000000
        0.181994224097
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-20
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12649FDY1
        
          
        
        630534.40000000
        PA
        USD
        630697.71000000
        0.121300257347
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-27
          Variable
          2.83331000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDEA BANK ABP
        6SCPQ280AIY8EP3XFW53
        
        65559CAC5
        
          
          
        
        2430000.00000000
        PA
        USD
        2436894.83000000
        0.468680899456
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2024-05-24
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X86G7
        
          
        
        77957.36000000
        PA
        USD
        82534.73000000
        0.015873664721
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ballyrock Ltd
        N/A
        
        05875MAN2
        
          
        
        250000.00000000
        PA
        USD
        249999.75000000
        0.048081725256
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-11-20
          Floating
          1.35525000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        
        25278XAL3
        
          
          
        
        400000.00000000
        PA
        USD
        425569.39000000
        0.081848523797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WA Premier Institutional Government Reserves - Premium Shares
        549300WB3XRN9YTWFB76
        
        52470G494
        
          
          
        
        124854409.30000000
        NS
        USD
        124854409.30000000
        24.01288563276
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        7169.54000000
        0.001378896788
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2022-05-13
            0.00000000
            USD
            0.00000000
            USD
            -1930000.00000000
            USD
            7169.54000000
          
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00914AAM4
        
          
          
        
        830000.00000000
        PA
        USD
        827922.25000000
        0.159231879863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac Residential Asset Back
        N/A
        
        456606HV7
        
          
        
        798860.00000000
        PA
        USD
        791611.94000000
        0.152248423482
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Floating
          0.84163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XCX2
        
          
          
        
        510000.00000000
        PA
        USD
        539239.35000000
        0.103710336806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Auto Loan Extended Note
        549300XP7ILZSI1BWP36
        
        89237JAA4
        
          
        
        1110000.00000000
        PA
        USD
        1134724.58000000
        0.218238280225
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-05-25
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHC6
        
          
          
        
        1820000.00000000
        PA
        USD
        1894122.08000000
        0.364290994098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-20
          Fixed
          3.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912828ZW3
        
          
          
        
        500000.00000000
        PA
        USD
        493339.85000000
        0.094882619384
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-06-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAC5
        
          
          
        
        1310000.00000000
        PA
        USD
        1309017.50000000
        0.251759530921
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2021-07-21
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLSTATE CORP
        OBT0W1ED8G0NWVOLOJ77
        
        020002BF7
        
          
          
        
        1000000.00000000
        PA
        USD
        1008841.17000000
        0.194027489879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-29
          Floating
          0.82300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L1UQ6
        
          
        
        198277.46000000
        PA
        USD
        200516.93000000
        0.038564838314
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05608MAA4
        
          
        
        1070000.00000000
        PA
        USD
        1111042.42000000
        0.213683559228
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-03-09
          Fixed
          2.84300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4FT1
        
          
        
        99515.99000000
        PA
        USD
        100748.12000000
        0.019376593080
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61746BDJ2
        
          
          
        
        1470000.00000000
        PA
        USD
        1557160.52000000
        0.299484156693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-25
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hildene Community Funding CLO
        549300845E8YWIPN4S43
        
        43133KAA3
        
          
        
        500000.00000000
        PA
        USD
        500000.00000000
        0.096163546675
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-11-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cedar Funding Ltd
        635400NWFWJ92O7QGD64
        
        15032AAY3
        
          
        
        730000.00000000
        PA
        USD
        731849.09000000
        0.140754408251
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-17
          Fixed
          1.93700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12657LAA2
        
          
        
        705738.07000000
        PA
        USD
        706305.77000000
        0.135841735761
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-03-25
          Variable
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9AN5
        
          
        
        1750049.58000000
        PA
        USD
        1877794.85000000
        0.361150825410
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCH7
        
          
          
        
        1180000.00000000
        PA
        USD
        1182100.94000000
        0.227350037838
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Floating
          0.82400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        
        166764BV1
        
          
          
        
        960000.00000000
        PA
        USD
        976426.79000000
        0.187793326391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-11
          Fixed
          1.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        8560.07000000
        0.001646333381
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-05-13
            6056.12000000
            USD
            0.00000000
            USD
            8150000.00000000
            USD
            2503.95000000
          
        
        
          N
          N
          N
        
      
      
        NEXSTAR BROADCASTING INC
        5493006PK6I4I2OOT688
        
        65336RAW8
        
          
          
        
        500000.00000000
        PA
        USD
        499427.00000000
        0.096053343251
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-19
          Floating
          2.84650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        
        761713AY2
        
          
          
        
        660000.00000000
        PA
        USD
        722942.13000000
        0.139041358524
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0HW2
        
          
          
        
        343627.94000000
        PA
        USD
        360685.22000000
        0.069369539977
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-07-25
          Floating
          5.64163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        549300WCW8E0MUEMAH47
        
        78442GPQ3
        
          
        
        585761.18000000
        PA
        USD
        582916.96000000
        0.112110724581
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-10-25
          Floating
          0.31575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        
        08579JBG6
        
          
          
        
        26503.06000000
        PA
        USD
        26323.21000000
        0.005062666466
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-07-01
          Floating
          1.84210000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Asset Backed Secu
        N/A
        
        07384YMC7
        
          
        
        254401.88000000
        PA
        USD
        253068.76000000
        0.048671979028
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Floating
          1.19163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        5493005BBCF84ICNQ550
        
        36228FCU8
        
          
        
        146522.43000000
        PA
        USD
        146524.57000000
        0.028180644652
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-03-20
          Floating
          0.46088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L2QJ5
        
          
        
        98437.73000000
        PA
        USD
        99656.49000000
        0.019166643055
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HONDA FINANCE
        B6Q2VFHD1797Q7NZ3E43
        
        02665WBW0
        
          
          
        
        250000.00000000
        PA
        USD
        250382.88000000
        0.048155411535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-05
          Floating
          0.52638000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NY MELLON CORP
        WFLLPEPC7FZXENRZV188
        
        06406RAN7
        
          
          
        
        200000.00000000
        PA
        USD
        206135.08000000
        0.039645360774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-24
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMTH8
        
          
        
        199191.17000000
        PA
        USD
        201440.96000000
        0.038742554318
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05964HAE5
        
          
          
        
        400000.00000000
        PA
        USD
        417940.62000000
        0.080381304638
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-02-23
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHK8
        
          
          
        
        1000000.00000000
        PA
        USD
        1014536.17000000
        0.195122792675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-23
          Floating
          1.13288000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        
        74977RDF8
        
          
          
        
        320000.00000000
        PA
        USD
        338494.87000000
        0.065101734461
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-07-22
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMT Trust
        N/A
        
        44974AAA5
        
          
        
        352056.19000000
        PA
        USD
        351868.54000000
        0.067673853539
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Floating
          0.80088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBP3
        
          
          
        
        1040000.00000000
        PA
        USD
        1047583.19000000
        0.201478629976
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-21
          Floating
          0.79925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CBC4
        
          
          
        
        1700000.00000000
        PA
        USD
        1674433.60000000
        0.322038947297
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-12-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RHP0
        
          
          
        
        1330000.00000000
        PA
        USD
        1448823.74000000
        0.278648058692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Variable
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        5493000EBJ0T2MCM3713
        
        64033QAB5
        
          
        
        540382.28000000
        PA
        USD
        543004.49000000
        0.104434475238
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-09-25
          Floating
          0.69163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -49.00000000
        NC
        USD
        -4787.28000000
        -0.00092072364
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                90 DAY EURO DOLLAR TIME DEPOSIT
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2025-12-15
            -12005112.72000000
            USD
            -4787.28000000
          
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        
        05565QDE5
        
          
          
        
        1000000.00000000
        PA
        USD
        1002519.16000000
        0.192811596071
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2021-09-16
          Floating
          1.05950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DNB BANK ASA
        549300GKFG0RYRRQ1414
        
        23329PAG5
        
          
          
        
        1230000.00000000
        PA
        USD
        1235644.09000000
        0.237647836246
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2027-05-25
          Floating
          1.53500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNILEVER CAPITAL CORP
        MYF1DAS6G5WY7PRWCU78
        
        904764BJ5
        
          
          
        
        690000.00000000
        PA
        USD
        692215.04000000
        0.133131706617
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-14
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avery Point CLO Ltd
        N/A
        
        05363LBC6
        
          
        
        436536.95000000
        PA
        USD
        436536.08000000
        0.083957715409
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-08-05
          Floating
          1.07638000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MQCZ7
        
          
        
        98270.22000000
        PA
        USD
        101915.33000000
        0.019601079186
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        549300H0EHPP0GTD9V95
        
        78442GQJ8
        
          
          
        
        357613.66000000
        PA
        USD
        356043.59000000
        0.068476828771
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-10-25
          Floating
          0.32575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVY CHASE MORTGAGE FUNDING C
        549300TC8R2SGZ2KM445
        
        16678RBV8
        
          
          
        
        1966.99000000
        PA
        USD
        2034.72000000
        0.000391331783
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Floating
          0.39163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        90351DAB3
        
          
          
        
        600000.00000000
        PA
        USD
        673472.14000000
        0.129526939139
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-09-24
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBE2
        
          
          
        
        650000.00000000
        PA
        USD
        711785.96000000
        0.136895724775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        549300XYKYPK3H877P92
        
        14311MAN6
        
          
        
        1138912.96000000
        PA
        USD
        1139676.03000000
        0.219190578212
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-07-28
          Floating
          1.18400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORP
        549300DDU6FDRBIELS05
        
        35137LAG0
        
          
          
        
        1250000.00000000
        PA
        USD
        1359742.44000000
        0.261515311191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-25
          Fixed
          4.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KCAP Senior Funding I LLC
        5493006EPGSPYDWRRN21
        
        48669RAA9
        
          
        
        1020000.00000000
        PA
        USD
        1021920.66000000
        0.196543030173
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2029-12-20
          Floating
          2.08663000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBC2
        
          
          
        
        1850000.00000000
        PA
        USD
        1993784.85000000
        0.383458844968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-14
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XAP9
        
          
          
        
        108456.58000000
        PA
        USD
        112211.54000000
        0.021581319328
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-11-25
          Floating
          4.99163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78448YAE1
        
          
        
        860000.00000000
        PA
        USD
        870089.52000000
        0.167341788337
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Inc
        N/A
        
        617451EF2
        
          
          
        
        440135.16000000
        PA
        USD
        438113.88000000
        0.084261169097
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Floating
          0.67163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRP LLC
        N/A
        
        87267CAA6
        
          
        
        930000.00000000
        PA
        USD
        934729.98000000
        0.179773900121
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-06-19
          Fixed
          2.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        
        55819MAN6
        
          
        
        760000.00000000
        PA
        USD
        759998.48000000
        0.146168298609
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-20
          Floating
          1.17825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12596XAA0
        
          
        
        331990.09000000
        PA
        USD
        337957.35000000
        0.064998354802
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-25
          Variable
          2.57300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Mortgage Trust
        N/A
        
        74159UAC1
        
          
        
        323941.54000000
        PA
        USD
        298837.40000000
        0.057474528526
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Renaissance Home Equity Loan T
        N/A
        
        759950AW8
        
          
        
        227125.27000000
        PA
        USD
        224143.55000000
        0.043108877464
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          0.97163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EKYT6
        
          
        
        300246.56000000
        PA
        USD
        319553.49000000
        0.061458793901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Floating
          2.55900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CAL5
        
          
          
        
        4870000.00000000
        PA
        USD
        4646094.15000000
        0.893569783306
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-09-30
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocean Trails CLO
        635400RMMLHBGDGXBC03
        
        67516CAA7
        
          
        
        400000.00000000
        PA
        USD
        400873.20000000
        0.077098777358
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-10-15
          Floating
          1.73375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NBJ9
        
          
          
        
        2630000.00000000
        PA
        USD
        2860454.80000000
        0.550142957346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAZZ FINANCING LUX SARL
        635400WUEO2NSG5OIU34
        
        000000000
        
          
          
        
        500000.00000000
        PA
        USD
        502768.00000000
        0.096695908070
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2028-04-22
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GAK8
        
          
          
        
        440000.00000000
        PA
        USD
        441224.41000000
        0.084859408290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-06
          Floating
          0.54550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        90352JAA1
        
          
          
        
        800000.00000000
        PA
        USD
        824313.94000000
        0.158537904089
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-05-23
          Fixed
          3.49100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BASS PRO GROUP LLC
        N/A
        
        07014QAM3
        
          
          
        
        500000.00000000
        PA
        USD
        504500.00000000
        0.097029018595
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-05
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        
        958667AD9
        
          
          
        
        650000.00000000
        PA
        USD
        648542.29000000
        0.124732253551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-13
          Floating
          2.28750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT COLLECTIO
        549300V3UCT773B1KR38
        
        12769LAB5
        
          
          
        
        521768.75000000
        PA
        USD
        518231.68000000
        0.099669992696
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-12-22
          Floating
          2.94050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XAD6
        
          
          
        
        295472.54000000
        PA
        USD
        302412.48000000
        0.058162113271
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-01-25
          Floating
          4.49163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VQT0
        
          
        
        1053992.86000000
        PA
        USD
        1099462.01000000
        0.211456332633
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCX5
        
          
          
        
        300000.00000000
        PA
        USD
        329432.39000000
        0.063358774024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31359N4G3
        
          
        
        16419.67000000
        PA
        USD
        16515.29000000
        0.003176337721
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Variable
          0.69112000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameriquest Mortgage Securities
        N/A
        
        03072SJ97
        
          
          
        
        115900.06000000
        PA
        USD
        115989.74000000
        0.022307969552
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Floating
          0.84163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tharaldson Hotel Portfolio Tru
        N/A
        
        88327HAA1
        
          
        
        291628.89000000
        PA
        USD
        291255.26000000
        0.056016277579
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-11
          Floating
          1.00600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGET CORP
        8WDDFXB5T1Z6J0XC1L66
        
        87612EBL9
        
          
          
        
        90000.00000000
        PA
        USD
        95168.77000000
        0.018303532911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300XD71H6EU9N2I97
        
        55954LAL7
        
          
        
        530000.00000000
        PA
        USD
        530169.60000000
        0.101965978151
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-18
          Floating
          1.30975000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        
        04636NAA1
        
          
          
        
        1770000.00000000
        PA
        USD
        1774000.93000000
        0.341188442469
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-28
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWN0
        
          
          
        
        3830000.00000000
        PA
        USD
        3862061.12000000
        0.742778989554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-24
          Floating
          1.17575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377REK6
        
          
        
        940000.00000000
        PA
        USD
        943835.58000000
        0.181525153702
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-20
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        5493000NQN5E3MSIIG77
        
        78442GJH0
        
          
          
        
        860000.00000000
        PA
        USD
        861930.87000000
        0.165772658896
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-12-17
          Floating
          0.85388000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLSTATE CORP
        OBT0W1ED8G0NWVOLOJ77
        
        020002BH3
        
          
          
        
        200000.00000000
        PA
        USD
        199140.63000000
        0.038300138536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        549300SDDOLWC85Q9Q65
        
        67111VAC0
        
          
        
        249683.22000000
        PA
        USD
        249682.47000000
        0.048020703715
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-17
          Floating
          1.25975000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78449YAA8
        
          
        
        940000.00000000
        PA
        USD
        949874.47000000
        0.182686595863
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-17
          Fixed
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        5493005RYHNVNU6C8029
        
        67109WAJ7
        
          
        
        238903.25000000
        PA
        USD
        239049.46000000
        0.045975687809
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-04-30
          Floating
          1.23550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AJLS0
        
          
        
        97750.75000000
        PA
        USD
        98879.26000000
        0.019017160668
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X4KF2
        
          
        
        48338.52000000
        PA
        USD
        51531.70000000
        0.009910942076
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        49456BAN1
        
          
          
        
        1365000.00000000
        PA
        USD
        1385259.25000000
        0.266422885090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Floating
          1.46375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076BV3
        
          
          
        
        500000.00000000
        PA
        USD
        511663.91000000
        0.098406832583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDJ8
        
          
          
        
        640000.00000000
        PA
        USD
        682473.75000000
        0.131258192626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2R3
        
          
          
        
        1500000.00000000
        PA
        USD
        1537934.64000000
        0.295786499075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-02
          Fixed
          1.65400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners XI
        549300QEN35HTPJ3BX33
        
        67590ABP6
        
          
        
        680000.00000000
        PA
        USD
        678903.16000000
        0.130571471429
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-15
          Floating
          1.13375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17326CAZ7
        
          
        
        330000.00000000
        PA
        USD
        364078.04000000
        0.070022071186
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          3.45800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP / CAYMN FI
        N/A
        
        11134LAF6
        
          
          
        
        300000.00000000
        PA
        USD
        321804.80000000
        0.061891781810
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2024-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL
        ISRPG12PN4EIEOEMW547
        
        438516BM7
        
          
          
        
        500000.00000000
        PA
        USD
        502869.95000000
        0.096715515817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-01
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        
        86562MAT7
        
          
          
        
        300000.00000000
        PA
        USD
        302164.60000000
        0.058114439231
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-10-18
          Floating
          0.92975000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halcyon Loan Advisors Funding
        5493006GMMSBMRMTK635
        
        40538KAL6
        
          
        
        249997.80000000
        PA
        USD
        250117.55000000
        0.048104381387
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-07-25
          Floating
          1.25575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAQ3
        
          
          
        
        520000.00000000
        PA
        USD
        545468.77000000
        0.104908423048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOLLAR TREE INC
        549300PMSTQITB1WHR43
        
        256746AF5
        
          
          
        
        800000.00000000
        PA
        USD
        848746.37000000
        0.163236922334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FDG
        635400DPNHEAUHB7ZI15
        
        64952WDQ3
        
          
          
        
        390000.00000000
        PA
        USD
        390906.69000000
        0.075181947459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-24
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46625HRW2
        
          
          
        
        4260000.00000000
        PA
        USD
        4324178.48000000
        0.831656678190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-24
          Floating
          1.40575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63941CAC7
        
          
        
        1142634.08000000
        PA
        USD
        1153827.09000000
        0.221912210449
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-12-15
          Floating
          1.15088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Money Management Corp
        549300ICO4ZE2FVC2Y46
        
        00177JAA3
        
          
        
        170000.00000000
        PA
        USD
        170617.61000000
        0.032814389005
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-17
          Floating
          1.58975000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECURITY SERVICES BOR
        549300O6QPZVWXV2DC15
        
        03765VAK6
        
          
          
        
        569091.27000000
        PA
        USD
        570005.80000000
        0.109627558707
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-23
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        06738EBC8
        
          
          
        
        1400000.00000000
        PA
        USD
        1425990.92000000
        0.274256688788
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-16
          Floating
          1.53588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMBAC LSNI LLC
        N/A
        
        02315QAA6
        
          
          
        
        5901.89870000
        PA
        USD
        5916.65000000
        0.001137932096
        Long
        DBT
        CORP
        KY
        N
        
        2
        
          2023-02-12
          Floating
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280BR9
        
          
          
        
        1540000.00000000
        PA
        USD
        1559798.06000000
        0.299991427094
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-18
          Floating
          1.15513000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        
        53944YAL7
        
          
          
        
        250000.00000000
        PA
        USD
        272538.01000000
        0.052416443291
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-07-09
          Fixed
          3.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Co
        N/A
        
        86359DME4
        
          
          
        
        475910.00000000
        PA
        USD
        452523.26000000
        0.087032483269
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-25
          Variable
          3.56771000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QAW0
        
          
          
        
        1130000.00000000
        PA
        USD
        1204462.95000000
        0.231650858222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-28
          Fixed
          3.21600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        549300X1SKS4LNS5LQ62
        
        12551AAL9
        
          
        
        250000.00000000
        PA
        USD
        250254.00000000
        0.048130624419
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-23
          Floating
          1.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        
        05583JAB8
        
          
          
        
        250000.00000000
        PA
        USD
        252663.47000000
        0.048594030781
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-05-22
          Floating
          1.37013000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12596XAB8
        
          
        
        501553.05000000
        PA
        USD
        509486.72000000
        0.097988099958
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-25
          Variable
          2.77600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377RDY7
        
          
        
        600000.00000000
        PA
        USD
        621352.32000000
        0.119502885652
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-20
          Fixed
          2.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -38.00000000
        NC
        USD
        -5579.80000000
        -0.00107314671
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                90 DAY EURO DOLLAR TIME DEPOSIT
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2021-12-13
            -9477795.20000000
            USD
            -5579.80000000
          
        
        
          N
          N
          N
        
      
      
        HalseyPoint CLO 3, Ltd.
        N/A
        
        40638UAA7
        
          
        
        700000.00000000
        PA
        USD
        703215.10000000
        0.135247316183
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-11-30
          Floating
          1.63550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT COMMUNICATIONS
        549300JKU50UT08ZWD77
        
        852061AM2
        
          
          
        
        80000.00000000
        PA
        USD
        83943.60000000
        0.016144628593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-15
          Fixed
          11.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAC7
        
          
          
        
        800000.00000000
        PA
        USD
        857847.19000000
        0.164987256592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        N/A
        
        78448CAG4
        
          
        
        1053353.14000000
        PA
        USD
        1053511.04000000
        0.202618716136
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-06-25
          Floating
          0.74163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        
        86562MCC2
        
          
          
        
        200000.00000000
        PA
        USD
        200100.44000000
        0.038484736003
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-01-12
          Fixed
          0.50800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137ACDW6
        
          
        
        45126.58000000
        PA
        USD
        45205.34000000
        0.008694211646
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-15
          Floating
          0.45088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RMJ8
        
          
          
        
        1650000.00000000
        PA
        USD
        1654680.26000000
        0.318239844831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-25
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        
        92826CAD4
        
          
          
        
        500000.00000000
        PA
        USD
        548581.20000000
        0.105507027663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-14
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        
        375558AW3
        
          
          
        
        720000.00000000
        PA
        USD
        777971.98000000
        0.149625089622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M COMPANY
        LUZQVYP4VS22CLWDAR65
        
        88579YBH3
        
          
          
        
        160000.00000000
        PA
        USD
        167603.58000000
        0.032234709376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Auto Loan Extended Note
        54930055QDKD6LCRW256
        
        89237MAA7
        
          
        
        1310000.00000000
        PA
        USD
        1315620.03000000
        0.253029376324
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-02-27
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38376R5Y8
        
          
        
        803082.21000000
        PA
        USD
        807514.66000000
        0.155306947396
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2067-07-20
          Floating
          0.61038000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFE9
        
          
          
        
        1090000.00000000
        PA
        USD
        1149074.69000000
        0.220998195171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade MH Asset Trust
        N/A
        
        14731QAA7
        
          
        
        330382.35000000
        PA
        USD
        333483.58000000
        0.064137927621
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-02-25
          Fixed
          1.75300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582CA8
        
          
          
        
        1300000.00000000
        PA
        USD
        1310305.35000000
        0.252007219368
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-11-13
          Floating
          0.56025000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        
        31358SR78
        
          
        
        112661.26000000
        PA
        USD
        115394.47000000
        0.022193483003
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-25
          Variable
          4.23766000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64830NAA9
        
          
        
        649405.23000000
        PA
        USD
        680537.72000000
        0.130885841603
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-07-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Mortgage Trust
        N/A
        
        649603AD9
        
          
        
        149316.88000000
        PA
        USD
        146393.12000000
        0.028155363256
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Floating
          0.42163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CLO Ltd
        549300ECLIGB6OZRBA51
        
        04016PAA6
        
          
        
        250000.00000000
        PA
        USD
        250322.50000000
        0.048143798825
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-10-15
          Floating
          1.40375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        549300FPK70TCB78NG05
        
        42806DCP2
        
          
        
        700000.00000000
        PA
        USD
        705883.92000000
        0.135760602577
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-26
          Fixed
          3.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X86S1
        
          
        
        558616.74000000
        PA
        USD
        601073.47000000
        0.115602713375
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACCESS GROUP INC
        635400C9RW3TYNTIJP57
        
        00432CDJ7
        
          
          
        
        1293858.09000000
        PA
        USD
        1277442.01000000
        0.245686708708
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-05-25
          Floating
          0.44700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        
        89236TEL5
        
          
          
        
        660000.00000000
        PA
        USD
        686490.98000000
        0.132030814795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-11
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912828ZT0
        
          
          
        
        2480000.00000000
        PA
        USD
        2449193.74000000
        0.471046313068
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-05-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON WORLDWIDE FINANCE
        549300406TN7EY0NPH20
        
        43289DAH6
        
          
          
        
        85085.65000000
        PA
        USD
        84488.86000000
        0.016249496864
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-21
          Floating
          1.94690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78448YAC5
        
          
        
        690000.00000000
        PA
        USD
        690015.18000000
        0.132708613937
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        
        931142EK5
        
          
          
        
        500000.00000000
        PA
        USD
        530780.85000000
        0.102083538087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-26
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        
        83390UAF4
        
          
        
        1039527.34000000
        PA
        USD
        1059145.82000000
        0.203702436995
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-02-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac CMB Trust
        N/A
        
        45254NQX8
        
          
          
        
        290452.00000000
        PA
        USD
        274394.56000000
        0.052773508156
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Floating
          0.61163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHMS Mortgage Trust
        N/A
        
        05549GAA9
        
          
          
        
        910000.00000000
        PA
        USD
        911462.19000000
        0.175298873702
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-15
          Floating
          1.35088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122CL0
        
          
          
        
        1500000.00000000
        PA
        USD
        1535286.53000000
        0.295277195776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-16
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -414.00000000
        NC
        USD
        890.98000000
        0.000171359593
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                UNITED STATES TREASURY NOTE/BOND
                
                  
                  
                  
                
              
            
            2021-09-30
            -51275436.82000000
            USD
            890.98000000
          
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        
        718172CN7
        
          
          
        
        200000.00000000
        PA
        USD
        204743.55000000
        0.039377731853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        
        166756AE6
        
          
          
        
        170000.00000000
        PA
        USD
        169468.15000000
        0.032593316705
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-12
          Fixed
          0.68700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133N3XT6
        
          
        
        98989.35000000
        PA
        USD
        96323.41000000
        0.018525601466
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KGVF7
        
          
        
        95597.98000000
        PA
        USD
        101362.41000000
        0.019494737690
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        
        60687YBJ7
        
          
          
        
        400000.00000000
        PA
        USD
        402480.34000000
        0.077407873923
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-09-08
          Fixed
          0.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tralee CDO Ltd
        5493008UP9ZP8RMZTC21
        
        89289EAC8
        
          
        
        430000.00000000
        PA
        USD
        431139.07000000
        0.082919724163
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-25
          Floating
          1.47575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582CF7
        
          
          
        
        480000.00000000
        PA
        USD
        508356.86000000
        0.097770797269
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-04-06
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0QQ5
        
          
        
        490000.00000000
        PA
        USD
        501150.29000000
        0.096384778607
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-03-25
          Floating
          2.59163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        
        86562MBE9
        
          
          
        
        1200000.00000000
        PA
        USD
        1215031.81000000
        0.233683536346
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-10-16
          Floating
          0.98363000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        59022CAA1
        
          
          
        
        200000.00000000
        PA
        USD
        199906.25000000
        0.038447388005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Floating
          0.94388000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7SX8
        
          
        
        1670882.00000000
        PA
        USD
        1764736.56000000
        0.339406653115
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBB6
        
          
          
        
        300000.00000000
        PA
        USD
        322576.89000000
        0.062040275636
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300ZVNWG0TX42H716
        
        94989VAE9
        
          
        
        150348.18000000
        PA
        USD
        160009.75000000
        0.030774210125
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-09-15
          Fixed
          3.37100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESEE & WYOMING INC
        G617XSG94Z7G0RMW3L02
        
        55316HAB1
        
          
          
        
        500000.00000000
        PA
        USD
        498406.50000000
        0.095857073452
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-30
          Floating
          2.09210000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61691KAA9
        
          
        
        187606.51000000
        PA
        USD
        187708.14000000
        0.036101360964
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-15
          Floating
          0.95100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2L7
        
          
          
        
        800000.00000000
        PA
        USD
        827915.38000000
        0.159230558576
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-09
          Fixed
          2.21900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XAB0
        
          
          
        
        203898.95000000
        PA
        USD
        212970.46000000
        0.040959989541
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-10-25
          Floating
          5.34163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWT7
        
          
          
        
        270000.00000000
        PA
        USD
        282710.23000000
        0.054372836796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-23
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock CLO I LTD.
        N/A
        
        69122DAA7
        
          
        
        880000.00000000
        PA
        USD
        883195.28000000
        0.169862381064
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-05-20
          Floating
          1.95525000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650CV0
        
          
          
        
        403000.00000000
        PA
        USD
        426142.45000000
        0.081958738762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833CM0
        
          
          
        
        500000.00000000
        PA
        USD
        507178.42000000
        0.097544151329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-09
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        
        969457BG4
        
          
          
        
        1118000.00000000
        PA
        USD
        1138103.84000000
        0.218888203479
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-09-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidOcean Credit CLO
        5493004MLF21SFT7F415
        
        59801WAR7
        
          
        
        500000.00000000
        PA
        USD
        498992.50000000
        0.095969777129
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-15
          Floating
          1.78375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT LOYALTY KY LTD/IP
        N/A
        
        84859BAA9
        
          
          
        
        414000.00000000
        PA
        USD
        469890.00000000
        0.090372577894
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-09-20
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397VU4
        
          
          
        
        820000.00000000
        PA
        USD
        825125.00000000
        0.158693892901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-08-02
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        
        025816BD0
        
          
          
        
        1000000.00000000
        PA
        USD
        1036567.08000000
        0.199359933560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-02
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        
        22550L2E0
        
          
          
        
        1090000.00000000
        PA
        USD
        1087910.63000000
        0.209234689293
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-02-02
          Fixed
          0.49500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -35.00000000
        NC
        USD
        -38621.01000000
        -0.00742786659
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-09-21
            -5439972.74000000
            USD
            -38621.01000000
          
        
        
          N
          N
          N
        
      
      
        MP Clo VIII, LTD
        549300D60LKSR31DKI65
        
        62481WAA5
        
          
        
        346220.97000000
        PA
        USD
        346220.97000000
        0.066587672817
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-10-28
          Floating
          1.09400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        
        064159JF4
        
          
          
        
        600000.00000000
        PA
        USD
        603200.77000000
        0.116011850801
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-03-07
          Floating
          0.81550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        54930051VPU2HCJB6841
        
        78443BAG1
        
          
          
        
        1361408.23000000
        PA
        USD
        1340396.39000000
        0.257794541627
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-03-25
          Floating
          0.32575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XJ54
        
          
        
        320000.00000000
        PA
        USD
        322928.90000000
        0.062107976696
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          2.24163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GGJ2
        
          
          
        
        800000.00000000
        PA
        USD
        806652.95000000
        0.155141217216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-24
          Floating
          1.17575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK PLC
        PTCQB104N23FMNK2RZ28
        
        80283LAW3
        
          
          
        
        200000.00000000
        PA
        USD
        200528.19000000
        0.038567003917
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2021-11-15
          Floating
          0.81588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        
        539830BG3
        
          
          
        
        650000.00000000
        PA
        USD
        676345.75000000
        0.130079612198
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        
        70450YAF0
        
          
          
        
        840000.00000000
        PA
        USD
        857203.14000000
        0.164863388327
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 35
        549300EBYXJ9QVMC7X31
        
        67591TAA8
        
          
        
        370000.00000000
        PA
        USD
        370110.63000000
        0.071182301686
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-20
          Floating
          1.24825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        
        718172CQ0
        
          
          
        
        1440000.00000000
        PA
        USD
        1464531.90000000
        0.281669163447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X8HP5
        
          
        
        79686.78000000
        PA
        USD
        84236.63000000
        0.016200986201
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDD1
        
          
          
        
        1000000.00000000
        PA
        USD
        1030260.71000000
        0.198147047748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        549300R1KUK063S4I339
        
        17313CAC3
        
          
        
        97368.76000000
        PA
        USD
        97208.54000000
        0.018695835947
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-06-25
          Floating
          0.34163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        
        337932AF4
        
          
          
        
        1020000.00000000
        PA
        USD
        1077215.89000000
        0.207177801035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Variable
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63941LAB9
        
          
        
        692997.78000000
        PA
        USD
        732030.74000000
        0.140789344468
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-12-15
          Fixed
          3.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6SD4
        
          
        
        179631.56000000
        PA
        USD
        191522.44000000
        0.036834954196
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRIFOLS WORLDWIDE OPERAT
        N/A
        
        39843PAG8
        
          
          
        
        500000.00000000
        PA
        USD
        496146.00000000
        0.095422318057
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Floating
          2.09750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        
        21684AAA4
        
          
          
        
        1500000.00000000
        PA
        USD
        1648370.24000000
        0.317026257026
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-12-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        
        31392GVT9
        
          
          
        
        864589.39000000
        PA
        USD
        949906.90000000
        0.182692833031
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-25
          Variable
          4.05787000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidOcean Credit CLO
        549300N3ZTBJCCPR2038
        
        59803AAE2
        
          
        
        400000.00000000
        PA
        USD
        401038.00000000
        0.077130472863
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-23
          Floating
          2.57288000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X4TR7
        
          
        
        147563.68000000
        PA
        USD
        154182.46000000
        0.029653464377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132AA4K7
        
          
        
        48794.39000000
        PA
        USD
        51743.83000000
        0.009951740422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rosslyn Portfolio Trust 2017 R
        N/A
        
        77846EAA3
        
          
        
        478624.87000000
        PA
        USD
        479236.12000000
        0.092170089988
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-06-15
          Floating
          1.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        
        723787AU1
        
          
          
        
        1050000.00000000
        PA
        USD
        1053717.06000000
        0.202658339364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FNXD7
        
          
        
        1200000.00000000
        PA
        USD
        1204581.00000000
        0.231673562436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-25
          Floating
          0.75725000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6PH8
        
          
        
        172452.78000000
        PA
        USD
        178804.75000000
        0.034388997844
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        549300YZ4ZMNDBNO4U12
        
        63939EAC7
        
          
        
        558361.01000000
        PA
        USD
        562590.20000000
        0.108201337913
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-15
          Floating
          1.30088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND CO
        ICE2EP6D98PQUILVRZ91
        
        075887BV0
        
          
          
        
        410000.00000000
        PA
        USD
        441326.93000000
        0.084879125664
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-06
          Fixed
          3.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        280 Park Avenue Mortgage Trust
        N/A
        
        90205FAA8
        
          
        
        500000.00000000
        PA
        USD
        500716.40000000
        0.096301329805
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-15
          Floating
          0.98088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investo
        N/A
        
        59020U3E3
        
          
          
        
        147057.00000000
        PA
        USD
        146844.86000000
        0.028242245097
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Floating
          0.67663000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        
        25179MAV5
        
          
          
        
        900000.00000000
        PA
        USD
        1065549.61000000
        0.204934059312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS
        549300YQDE2JSGTL8V47
        
        914908AY4
        
          
          
        
        578618.37180000
        PA
        USD
        581258.03000000
        0.111791667397
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-03-24
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12656DAA1
        
          
        
        1480000.00000000
        PA
        USD
        1550635.22000000
        0.298229164710
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-15
          Fixed
          3.15950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        
        539439AP4
        
          
          
        
        400000.00000000
        PA
        USD
        413983.34000000
        0.079620212478
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-11-07
          Fixed
          2.90700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122DN5
        
          
          
        
        510000.00000000
        PA
        USD
        507393.63000000
        0.097585542042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-13
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CT0
        
          
          
        
        850000.00000000
        PA
        USD
        955376.90000000
        0.183744862231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        96950FAL8
        
          
          
        
        630000.00000000
        PA
        USD
        685312.41000000
        0.131804143852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidOcean Credit CLO
        549300T32RO3I7BJ4V26
        
        59801MAL2
        
          
        
        1670000.00000000
        PA
        USD
        1669998.33000000
        0.321185924710
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-02-20
          Floating
          1.20525000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        
        961214ER0
        
          
          
        
        560000.00000000
        PA
        USD
        560265.29000000
        0.107754194731
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2026-06-03
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TJX COS INC
        V167QI9I69W364E2DY52
        
        872540AR0
        
          
          
        
        200000.00000000
        PA
        USD
        219099.25000000
        0.042138721907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MT5
        
          
          
        
        510000.00000000
        PA
        USD
        512695.45000000
        0.098605225672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-30
          Fixed
          0.77600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12643HAL4
        
          
        
        197859.65000000
        PA
        USD
        200741.99000000
        0.038608123450
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2036-12-26
          Variable
          4.26318000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNOLIA FINANCE X DAC 2019-1
        213800FNSN9L4EI3LC40
        
        55960WAB7
        
          
        
        970000.00000000
        PA
        USD
        934970.42000000
        0.179820143248
        Long
        ABS-O
        CORP
        IE
        
        N
        
        2
        
          2024-08-09
          Floating
          3.08550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63940LAC8
        
          
        
        1010000.00000000
        PA
        USD
        1048144.47000000
        0.201586579327
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-03-25
          Floating
          1.39163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grippen Park CLO LTD
        549300P7KR0IARP7PG22
        
        39862EAA2
        
          
        
        500000.00000000
        PA
        USD
        500750.00000000
        0.096307791995
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-20
          Floating
          1.44825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523BX7
        
          
          
        
        350000.00000000
        PA
        USD
        378125.85000000
        0.072723845651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS CONSUMER PRODUC
        549300DWNZYMOSR1X343
        
        76171JAB7
        
          
          
        
        8537.35580000
        PA
        USD
        8511.27000000
        0.001636947819
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-04
          Floating
          1.84210000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        90884.11000000
        0.017479476708
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2027-11-15
            10056.66000000
            USD
            0.00000000
            USD
            -4010000.00000000
            USD
            80827.45000000
          
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        
        86359BKY6
        
          
        
        97512.15000000
        PA
        USD
        98183.86000000
        0.018883416407
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-03-25
          Variable
          2.96414400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -4.00000000
        NC
        USD
        3805.60000000
        0.000731919986
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-09-21
            -744805.60000000
            USD
            3805.60000000
          
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        
        92922FR75
        
          
          
        
        1380680.97000000
        PA
        USD
        1360382.61000000
        0.261638433226
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-07-25
          Floating
          0.67163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACCAR FINANCIAL CORP
        PH3S12DWZBHHQKVYZ297
        
        69371RR32
        
          
          
        
        740000.00000000
        PA
        USD
        743746.32000000
        0.143042567916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-11
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        
        517834AH0
        
          
          
        
        1710000.00000000
        PA
        USD
        1786206.24000000
        0.343535854265
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-25
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AF5
        
          
          
        
        1650000.00000000
        PA
        USD
        1758629.88000000
        0.338232173101
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        
        000000000
        
          
          
        
        38155.75270000
        PA
        USD
        37929.18000000
        0.007294808942
        Long
        LON
        CORP
        FR
        N
        
        2
        
          2026-01-31
          Floating
          3.86390000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRB PRIME STUDENT LOAN TRUST
        N/A
        
        23341KAA3
        
          
        
        461645.72000000
        PA
        USD
        461949.30000000
        0.088845366144
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-01-25
          Floating
          1.79163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132AEFK7
        
          
        
        62227.92000000
        PA
        USD
        67192.49000000
        0.012922936296
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MKP78
        
          
        
        98788.29000000
        PA
        USD
        103841.99000000
        0.019971628104
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        
        718172CD9
        
          
          
        
        500000.00000000
        PA
        USD
        515384.04000000
        0.099122314372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-02
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        
        539439AS8
        
          
          
        
        1560000.00000000
        PA
        USD
        1681139.77000000
        0.323328725481
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-08-16
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        
        595017AX2
        
          
          
        
        420000.00000000
        PA
        USD
        420692.29000000
        0.080910525331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          0.98300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        
        666807BM3
        
          
          
        
        160000.00000000
        PA
        USD
        171246.70000000
        0.032935380057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Multi-Asset Execut
        R42WS16M9R97TJJKGU15
        
        14041NFJ5
        
          
        
        1500000.00000000
        PA
        USD
        1505597.10000000
        0.289567114001
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Floating
          0.61088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BP8
        
          
          
        
        3430000.00000000
        PA
        USD
        3528818.75000000
        0.678687453151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Floating
          1.82563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 PARENT LLC
        254900AE5FEFIJOXWL19
        
        52729KAP1
        
          
          
        
        41558.79000000
        PA
        USD
        41147.52000000
        0.007913782920
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-03-01
          Floating
          1.84210000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        
        025816BS7
        
          
          
        
        1400000.00000000
        PA
        USD
        1471748.77000000
        0.283057163077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-27
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCS8
        
          
          
        
        160000.00000000
        PA
        USD
        179720.18000000
        0.034565059835
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aegis Asset Backed Securities
        N/A
        
        00764MGH4
        
          
          
        
        560000.00000000
        PA
        USD
        550174.52000000
        0.105813466267
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Floating
          0.79663000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        
        89236THU2
        
          
          
        
        200000.00000000
        PA
        USD
        200403.18000000
        0.038542961107
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-11
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTT FINANCE CORP
        3538007PR116187GD960
        
        62954WAB1
        
          
          
        
        1560000.00000000
        PA
        USD
        1563057.01000000
        0.300618211475
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-03-01
          Fixed
          0.58300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513BR5
        
          
          
        
        1650000.00000000
        PA
        USD
        1655843.13000000
        0.318463496238
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-13
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jamestown CLO Ltd
        254900DHYESSX5WQUA23
        
        47048HAN7
        
          
        
        1310000.00000000
        PA
        USD
        1309997.38000000
        0.251947988393
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-17
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        35564KDB2
        
          
        
        370000.00000000
        PA
        USD
        378816.73000000
        0.072856720593
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        53.00000000
        NC
        USD
        -4232.58000000
        -0.00081403980
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                UNITED STATES TREASURY NOTE/BOND
                
                  
                  
                  
                
              
            
            2021-09-21
            6996920.08000000
            USD
            -4232.58000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        
        06367WB85
        
          
          
        
        400000.00000000
        PA
        USD
        415207.62000000
        0.079855674691
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-05-01
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES HOLDINGS
        98450079DA0B78DD6764
        
        910047AJ8
        
          
          
        
        800000.00000000
        PA
        USD
        819000.00000000
        0.157515889454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829LAA6
        
          
        
        154097.29000000
        PA
        USD
        164800.69000000
        0.031695637689
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUEMOUNTAIN CLO LTD
        5493002GUQ80FGGGNP40
        
        09630QAA9
        
          
        
        570000.00000000
        PA
        USD
        572233.83000000
        0.110056069241
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-15
          Floating
          1.57375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12596XAC6
        
          
        
        501553.05000000
        PA
        USD
        508588.94000000
        0.097815432540
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-25
          Variable
          2.87700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NESTLE HOLDINGS INC
        549300EAEU8YV8MQXP30
        
        641062AD6
        
          
          
        
        500000.00000000
        PA
        USD
        533287.22000000
        0.102565580944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-24
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6FL0
        
          
        
        1477271.28000000
        PA
        USD
        1570300.12000000
        0.302011257768
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        N/A
        
        20268WAA2
        
          
        
        794305.83000000
        PA
        USD
        796560.86000000
        0.153200234881
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-03-25
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 47
        N/A
        
        67576XAA8
        
          
        
        1010000.00000000
        PA
        USD
        1010000.00000000
        0.194250364284
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          2.03825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12660LAC3
        
          
        
        990000.00000000
        PA
        USD
        992475.00000000
        0.190879831973
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-04-25
          Variable
          1.63200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avery Point CLO Ltd
        549300ZZJXJNKXU40667
        
        05364CBE1
        
          
        
        1020766.25000000
        PA
        USD
        1021581.84000000
        0.196477865907
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-15
          Floating
          1.14375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VBR0
        
          
          
        
        1390000.00000000
        PA
        USD
        1409227.83000000
        0.271032692413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89175JAC4
        
          
        
        960000.00000000
        PA
        USD
        1017282.05000000
        0.195650899794
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-10-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        
        31393BW76
        
          
        
        479837.59000000
        PA
        USD
        500994.11000000
        0.096354740962
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-25
          Variable
          3.35633000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE FED CRED MUTUEL
        VBHFXSYT7OG62HNT8T76
        
        06675GAQ8
        
          
          
        
        1000000.00000000
        PA
        USD
        1016516.59000000
        0.195503681098
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-07-20
          Floating
          1.14825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        
        606822AK0
        
          
          
        
        500000.00000000
        PA
        USD
        502998.26000000
        0.096740193306
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-02-22
          Floating
          1.07013000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aegis Asset Backed Securities
        N/A
        
        00764MHE0
        
          
          
        
        1700000.00000000
        PA
        USD
        1678559.43000000
        0.322832456189
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Floating
          0.73663000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XAH96
        
          
        
        198833.79000000
        PA
        USD
        201100.54000000
        0.038677082329
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whitehorse Ltd
        N/A
        
        96525YAC3
        
          
        
        300000.00000000
        PA
        USD
        301652.10000000
        0.058015871596
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-15
          Floating
          1.43375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCERT BUYER INC
        549300EF826JEEUCHZ67
        
        24022KAB5
        
          
          
        
        500000.00000000
        PA
        USD
        500989.50000000
        0.096353854334
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-10-16
          Floating
          4.18830000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        N/A
        
        26252JAS7
        
          
        
        250000.00000000
        PA
        USD
        249999.25000000
        0.048081629092
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Floating
          1.24163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDR0
        
          
          
        
        300000.00000000
        PA
        USD
        317577.19000000
        0.061078697867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967KX8
        
          
          
        
        2050000.00000000
        PA
        USD
        2081090.46000000
        0.400250079172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Floating
          1.62050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXLU4
        
          
        
        435736.20000000
        PA
        USD
        489725.99000000
        0.094187576195
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        549300VC6J79YJCFU884
        
        14315JAQ2
        
          
        
        1590000.00000000
        PA
        USD
        1589996.82000000
        0.305799466828
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-20
          Floating
          1.23800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BW5
        
          
          
        
        1920000.00000000
        PA
        USD
        1923989.16000000
        0.370035242782
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-12
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        549300001G5S0D8B8343
        
        92915HAL7
        
          
        
        250000.00000000
        PA
        USD
        251274.75000000
        0.048326942300
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-18
          Floating
          1.37975000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        
        36167FAC3
        
          
        
        1580254.94000000
        PA
        USD
        1606087.68000000
        0.308894175161
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.55400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967JM4
        
          
          
        
        400000.00000000
        PA
        USD
        440200.00000000
        0.084662386493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL
        549300DV9GIB88LZ5P30
        
        609207AV7
        
          
          
        
        500000.00000000
        PA
        USD
        502071.98000000
        0.096562044566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-01
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XBX3
        
          
          
        
        200000.00000000
        PA
        USD
        202265.12000000
        0.038901062615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-30
          Floating
          1.50900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CAPITAL CORP
        549300L17W0GQBR1PO80
        
        852060AD4
        
          
          
        
        480000.00000000
        PA
        USD
        601154.40000000
        0.115618278407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        
        04649VAW0
        
          
          
        
        48992.45250000
        PA
        USD
        48852.48000000
        0.009395655481
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-11-03
          Floating
          3.10140000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitizati
        N/A
        
        45660NUU7
        
          
        
        57594.32000000
        PA
        USD
        56752.31000000
        0.010915006823
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-11-25
          Floating
          0.54163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VFH PARENT LLC
        549300FRO9M476YHHY64
        
        91820UAQ3
        
          
          
        
        7980.67820000
        PA
        USD
        7989.66000000
        0.001536628084
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-03-01
          Floating
          3.09210000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARBOR FREIGHT TOOLS
        549300Y48HLCFTTB4249
        
        41151PAN5
        
          
          
        
        500000.00000000
        PA
        USD
        501666.50000000
        0.096484059776
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-19
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        
        64035DAB2
        
          
        
        950000.00000000
        PA
        USD
        964236.94000000
        0.185448887972
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2062-04-20
          Fixed
          1.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        549300RCJSGOC0A85G53
        
        64829CAD0
        
          
        
        245271.74000000
        PA
        USD
        260881.96000000
        0.050174669074
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-28
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12657LAC8
        
          
        
        705738.07000000
        PA
        USD
        705937.94000000
        0.135770992086
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-03-25
          Variable
          1.16900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        
        70450YAC7
        
          
          
        
        820000.00000000
        PA
        USD
        866649.44000000
        0.166680167749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/F
        N/A
        
        34532JAA2
        
          
        
        1000000.00000000
        PA
        USD
        1004572.30000000
        0.193206470520
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          1.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QGMJ3
        
          
        
        97648.03000000
        PA
        USD
        101335.45000000
        0.019489552551
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM / SPEC I
        N/A
        
        85208NAA8
        
          
          
        
        62500.00000000
        PA
        USD
        62702.81000000
        0.012059449192
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-09-20
          Variable
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SFO Commerical Mortgage Trust
        N/A
        
        78432WAA1
        
          
        
        920000.00000000
        PA
        USD
        923136.65000000
        0.177544188660
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-05-15
          Floating
          1.25100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X92W4
        
          
        
        99040.91000000
        PA
        USD
        103063.94000000
        0.019821988009
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636AAW1
        
          
          
        
        500000.00000000
        PA
        USD
        506405.88000000
        0.097395570956
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2024-06-22
          Fixed
          1.22600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        
        247361ZX9
        
          
          
        
        700000.00000000
        PA
        USD
        814466.68000000
        0.156644009195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABB0
        
          
          
        
        1000000.00000000
        PA
        USD
        1086555.00000000
        0.208973964916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00912XAQ7
        
          
          
        
        840000.00000000
        PA
        USD
        853842.72000000
        0.164217088516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES 2007-1 B
        N/A
        
        247367BJ3
        
          
          
        
        5309.38000000
        PA
        USD
        5619.35000000
        0.001080753252
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-10
          Fixed
          8.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABPCI DIRECT LENDING FUND CLO
        N/A
        
        000848AA9
        
          
        
        450000.00000000
        PA
        USD
        451376.55000000
        0.086811939868
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-20
          Floating
          2.13825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHN DEERE CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        
        24422EUG2
        
          
          
        
        635000.00000000
        PA
        USD
        641884.23000000
        0.123451728223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-07
          Floating
          0.72550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KK3X5
        
          
        
        292615.67000000
        PA
        USD
        304502.91000000
        0.058564159597
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cutwater Ltd
        N/A
        
        23222LAN7
        
          
        
        571334.08000000
        PA
        USD
        571492.91000000
        0.109913570251
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-01-15
          Floating
          1.40375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KKHP7
        
          
        
        1182753.47000000
        PA
        USD
        1246452.29000000
        0.239726545936
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        
        723787AS6
        
          
          
        
        1330000.00000000
        PA
        USD
        1331690.63000000
        0.256120188111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BA9
        
          
          
        
        1000000.00000000
        PA
        USD
        1034277.81000000
        0.198919644915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PMT CREDIT RISK TRANSFER TRUST
        N/A
        
        69349MAA4
        
          
        
        354213.05000000
        PA
        USD
        355455.10000000
        0.068363646199
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-10-27
          Floating
          2.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTH CAROLINA ST EDU ASSISTAN
        N/A
        
        658262GA2
        
          
          
        
        463068.92070000
        PA
        USD
        465211.73000000
        0.089472819823
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-10-25
          Floating
          1.07600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novastar Home Equity Loan
        N/A
        
        66987XCQ6
        
          
        
        1392328.30000000
        PA
        USD
        1372057.11000000
        0.263883755878
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-25
          Floating
          0.80163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05607QAA6
        
          
        
        832974.72000000
        PA
        USD
        835041.58000000
        0.160601119908
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          0.90100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12662GAC2
        
          
        
        923828.32000000
        PA
        USD
        925822.96000000
        0.178060838854
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-05-01
          Floating
          1.79561000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J9U25
        
          
        
        1040312.85000000
        PA
        USD
        1126329.69000000
        0.216623715432
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master O
        5493001DTG5N7T8BG747
        
        34528QHQ0
        
          
        
        850000.00000000
        PA
        USD
        854578.61000000
        0.164358620101
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          1.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89173UAA5
        
          
        
        306317.13000000
        PA
        USD
        316618.76000000
        0.060894365811
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        549300ZUZB9UCBWEBN39
        
        63941BAB1
        
          
        
        131348.76000000
        PA
        USD
        134988.57000000
        0.025961959303
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468W2
        
          
          
        
        510000.00000000
        PA
        USD
        511201.91000000
        0.098317977465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-25
          Fixed
          0.52900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64828MAA5
        
          
        
        294439.22000000
        PA
        USD
        317424.15000000
        0.061049264129
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        
        05530QAN0
        
          
          
        
        700000.00000000
        PA
        USD
        698901.57000000
        0.134417707496
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-25
          Fixed
          1.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAK1
        
          
          
        
        500000.00000000
        PA
        USD
        545741.17000000
        0.104960812948
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-01-16
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CAC5
        
          
          
        
        6660000.00000000
        PA
        USD
        6664682.78000000
        1.281799067185
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967LN9
        
          
          
        
        2970000.00000000
        PA
        USD
        2994829.20000000
        0.575986795119
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-24
          Floating
          1.12575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622AAVN1
        
          
        
        97512.87000000
        PA
        USD
        99286.40000000
        0.019095464721
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JFIN CLO Ltd
        254900BHRGJCLMGCWF45
        
        46617YAK9
        
          
        
        55905.90000000
        PA
        USD
        55876.10000000
        0.010746487900
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2026-03-15
          Floating
          0.98388000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECMC Group Student Loan Trust
        N/A
        
        26827XAA1
        
          
          
        
        1996140.66000000
        PA
        USD
        2049130.01000000
        0.394103218722
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-07-26
          Floating
          1.44163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        5493008SQ2WS8HE83M61
        
        78449GAC3
        
          
        
        213962.34000000
        PA
        USD
        217171.09000000
        0.041767884499
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-02-17
          Floating
          1.56463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHE2
        
          
          
        
        1800000.00000000
        PA
        USD
        1818342.00000000
        0.349716431578
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-05
          Floating
          0.98375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC ULC
        549300RHSHNRWI5LLA86
        
        000000000
        
          
          
        
        80022.24600000
        PA
        USD
        78999.72000000
        0.015193786523
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2026-11-19
          Floating
          1.84650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VAZ6
        
          
          
        
        1190000.00000000
        PA
        USD
        1243776.67000000
        0.239211951719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration
        N/A
        
        831641FH3
        
          
        
        78045.85000000
        PA
        USD
        82584.94000000
        0.015883321464
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-03-10
          Fixed
          2.84500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMBAC ASSURANCE CORP
        549300RYYRVPPB8NC636
        
        023138AA8
        
          
          
        
        1626.77000000
        PA
        USD
        2201.83000000
        0.000423471563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12657PAA3
        
          
        
        451722.33000000
        PA
        USD
        455776.99000000
        0.087658263703
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-07-25
          Floating
          1.86013000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CMG6
        
          
        
        202617.58000000
        PA
        USD
        217762.15000000
        0.041881561351
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greywolf CLO Ltd
        549300RJBZLY8V18YD77
        
        39808PAL0
        
          
        
        300000.00000000
        PA
        USD
        300183.30000000
        0.057733381561
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-27
          Floating
          1.33575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master O
        5493001DTG5N7T8BG747
        
        34528PAK2
        
          
        
        670000.00000000
        PA
        USD
        774758.92000000
        0.149007131131
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38148YAB4
        
          
          
        
        1000000.00000000
        PA
        USD
        1002721.45000000
        0.192850501919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-31
          Floating
          0.96550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktree CLO Ltd
        635400SBDDFQR1OHEJ54
        
        67389XAF4
        
          
        
        283011.96000000
        PA
        USD
        283072.81000000
        0.054442570754
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-10-20
          Floating
          1.05825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XNX8
        
          
          
        
        329903.08000000
        PA
        USD
        335024.26000000
        0.064434242127
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-01-25
          Floating
          2.29163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Century Home Equity Loan T
        N/A
        
        64352VGB1
        
          
          
        
        630313.71000000
        PA
        USD
        628411.55000000
        0.120860566839
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Floating
          1.02163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whitebox CLO I Ltd
        549300C89ZJ5IWOT1F21
        
        96466CAA6
        
          
        
        480000.00000000
        PA
        USD
        481920.00000000
        0.092686272827
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-24
          Floating
          1.92575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X8PK7
        
          
        
        85899.91000000
        PA
        USD
        91290.31000000
        0.017557599973
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG GLOBAL FUNDING
        54930057MDZ7KOVOTV71
        
        00138CAM0
        
          
          
        
        650000.00000000
        PA
        USD
        657189.48000000
        0.126395342469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-07
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UKZ4
        
          
        
        234482.80000000
        PA
        USD
        255081.03000000
        0.049058993068
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-01-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622AAVK7
        
          
        
        98434.39000000
        PA
        USD
        100195.48000000
        0.019270305435
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA BRISTOL LLC
        N/A
        
        000000000
        
          
          
        
        40000.00000000
        PA
        USD
        39805.56000000
        0.007655687654
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-01-31
          Floating
          2.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        31351DCS8
        
          
        
        6927.26000000
        PA
        USD
        6960.17000000
        0.001338629265
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-01
          Variable
          1.26700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXJ8
        
          
          
        
        150000.00000000
        PA
        USD
        163617.80000000
        0.031468135894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBJ8
        
          
          
        
        190000.00000000
        PA
        USD
        206088.23000000
        0.039636350249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-06
          Fixed
          3.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622AANA8
        
          
        
        50902.84000000
        PA
        USD
        53884.54000000
        0.010363456954
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XAR5
        
          
          
        
        105039.01000000
        PA
        USD
        108064.72000000
        0.020783773491
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-11-25
          Floating
          5.09163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XAFA5
        
          
        
        99200.26000000
        PA
        USD
        103205.89000000
        0.019849288840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38376RRL2
        
          
        
        2390779.84000000
        PA
        USD
        2450221.32000000
        0.471243944543
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2066-03-20
          Floating
          1.11038000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        N/A
        
        92917JAA5
        
          
        
        550000.00000000
        PA
        USD
        550565.40000000
        0.105888643081
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Floating
          1.18375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CUMBERLAND PARK CLO LTD
        549300FV0ALYM6MGQ903
        
        23076RAL5
        
          
        
        250000.00000000
        PA
        USD
        249999.00000000
        0.048081581010
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-07-20
          Floating
          1.58825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XCU8
        
          
          
        
        140000.00000000
        PA
        USD
        144801.85000000
        0.027849318922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-08
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Asset Acceptance Corpor
        N/A
        
        65538PAE8
        
          
        
        325305.30000000
        PA
        USD
        338054.86000000
        0.065017108617
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-25
          Variable
          6.13800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MRCD Mortgage Trust
        N/A
        
        55348UAG3
        
          
        
        1520000.00000000
        PA
        USD
        1592668.46000000
        0.306313295584
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Fixed
          2.71752000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513BN4
        
          
          
        
        1880000.00000000
        PA
        USD
        1894873.06000000
        0.364435427899
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-18
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        
        46115HBC0
        
          
          
        
        600000.00000000
        PA
        USD
        626169.41000000
        0.120429342570
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2023-01-12
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        48129AAA0
        
          
          
        
        1690000.00000000
        PA
        USD
        1713945.24000000
        0.329638106172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-10
          Floating
          1.03775000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TAL9
        
          
        
        134530.71000000
        PA
        USD
        144686.88000000
        0.027827207076
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-06-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35566CAA3
        
          
        
        412764.58000000
        PA
        USD
        413093.72000000
        0.079449114449
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-25
          Floating
          0.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        N/A
        
        12547DAA4
        
          
        
        830000.00000000
        PA
        USD
        830000.00000000
        0.159631487481
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-07-15
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XAU9
        
          
          
        
        800000.00000000
        PA
        USD
        862570.52000000
        0.165895680922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-08
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -383.00000000
        NC
        USD
        -42160.03000000
        -0.00810851602
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-09-30
            -84499105.98000000
            USD
            -42160.03000000
          
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        
        26875PAP6
        
          
          
        
        320000.00000000
        PA
        USD
        361343.30000000
        0.069496106590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBH4
        
          
          
        
        190000.00000000
        PA
        USD
        205243.27000000
        0.039473841549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-19
          Fixed
          2.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9S63
        
          
        
        296136.99000000
        PA
        USD
        299991.73000000
        0.057696537460
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023BQ7
        
          
          
        
        720000.00000000
        PA
        USD
        736070.16000000
        0.141566234375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7M48
        
          
        
        1358203.01000000
        PA
        USD
        1467172.04000000
        0.282176933899
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS INSTRUMENTS INC
        WDJNR2L6D8RWOEB8T652
        
        882508BH6
        
          
          
        
        10000.00000000
        PA
        USD
        10266.36000000
        0.001974499178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-12
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners XX
        549300XIS9D4AHDX5A35
        
        67590QBK2
        
          
        
        260000.00000000
        PA
        USD
        259380.94000000
        0.049885982260
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-02-14
          Floating
          1.15413000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        549300L7X3DWAOC00Z83
        
        78442GPG5
        
          
        
        455687.49000000
        PA
        USD
        454550.60000000
        0.087422395679
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-25
          Floating
          0.29575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076AZ5
        
          
          
        
        140000.00000000
        PA
        USD
        145594.15000000
        0.028001699678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANK NA CINCINNATI
        6BYL5QZYBDK8S7L73M02
        
        90331HPJ6
        
          
          
        
        1000000.00000000
        PA
        USD
        1009466.66000000
        0.194147788552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-21
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocean Trails CLO IX
        N/A
        
        67515XAA2
        
          
        
        500000.00000000
        PA
        USD
        502043.50000000
        0.096556567090
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-10-15
          Floating
          2.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFX7
        
          
          
        
        568000.00000000
        PA
        USD
        533456.22000000
        0.102598084222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-30
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNRUN CALLISTO ISSUER LLC
        N/A
        
        86772FAA9
        
          
        
        577467.30000000
        PA
        USD
        617779.60000000
        0.118815754799
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-02-01
          Fixed
          3.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GVM3
        
          
          
        
        200000.00000000
        PA
        USD
        218682.02000000
        0.042058477274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-03
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SL3
        
          
          
        
        760000.00000000
        PA
        USD
        712589.06000000
        0.137050182663
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AK6
        
          
          
        
        1655000.00000000
        PA
        USD
        1672676.96000000
        0.321701097832
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-12
          Floating
          0.92775000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        949746SJ1
        
          
          
        
        4110000.00000000
        PA
        USD
        4171512.56000000
        0.802294885543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-31
          Floating
          1.41550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EBAY INC
        OML71K8X303XQONU6T67
        
        278642AX1
        
          
          
        
        790000.00000000
        PA
        USD
        793263.50000000
        0.152566063216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-10
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        
        29135LAL4
        
          
          
        
        1210000.00000000
        PA
        USD
        1221597.85000000
        0.234946363734
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2023-09-02
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        
        81743SAB6
        
          
        
        118178.37000000
        PA
        USD
        119023.29000000
        0.022891403406
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-09-20
          Variable
          1.76597000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        
        61691GAQ3
        
          
        
        540000.00000000
        PA
        USD
        584881.13000000
        0.112488487688
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-15
          Fixed
          3.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOLLAR GENERAL CORP
        OPX52SQVOZI8IVSWYU66
        
        256677AC9
        
          
          
        
        25000.00000000
        PA
        USD
        26142.60000000
        0.005027930270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pas
        N/A
        
        9393366D0
        
          
        
        356528.18000000
        PA
        USD
        300927.29000000
        0.057876470995
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-25
          Floating
          0.49163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBM0
        
          
          
        
        1000000.00000000
        PA
        USD
        1029151.29000000
        0.197933676224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-21
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        
        037411AZ8
        
          
          
        
        330000.00000000
        PA
        USD
        334298.25000000
        0.064294610734
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Higher Education
        549300FL3Q9HXUHYPN23
        
        69339DAA6
        
          
        
        374854.94000000
        PA
        USD
        372081.88000000
        0.071561426469
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-04-25
          Floating
          0.64163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63939FAB6
        
          
        
        1176775.62000000
        PA
        USD
        1177718.92000000
        0.226507256668
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-04-25
          Floating
          0.69163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        219.00000000
        NC
        USD
        0.00000000
        0.000000
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                90 DAY EURO DOLLAR TIME DEPOSIT
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2023-12-18
            54163000.52000000
            USD
            0.00000000
          
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XBA2
        
          
          
        
        500000.00000000
        PA
        USD
        501420.18000000
        0.096436685767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-07-08
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6ZK0
        
          
        
        403980.14000000
        PA
        USD
        437190.45000000
        0.084083568489
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05964HAH8
        
          
          
        
        200000.00000000
        PA
        USD
        202912.23000000
        0.039025519401
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-04-12
          Floating
          1.30775000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investo
        N/A
        
        59020UMF9
        
          
          
        
        529236.29000000
        PA
        USD
        529457.99000000
        0.101829116268
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-07-25
          Floating
          1.02163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tralee CLO Ltd
        54930005YIOSJ9Z81114
        
        89300JAE8
        
          
        
        420000.00000000
        PA
        USD
        421352.82000000
        0.081037563145
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-10-20
          Floating
          1.88825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tryon Park CLO LTD
        549300XSFFA9X5E6Q356
        
        89852TAM0
        
          
        
        1180000.00000000
        PA
        USD
        1181557.60000000
        0.227245538835
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.07375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HONDA FINANCE
        B6Q2VFHD1797Q7NZ3E43
        
        02665WCZ2
        
          
          
        
        1000000.00000000
        PA
        USD
        1058532.43000000
        0.203584465480
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-27
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M COMPANY
        LUZQVYP4VS22CLWDAR65
        
        88579YAX9
        
          
          
        
        1360000.00000000
        PA
        USD
        1407691.45000000
        0.270737204913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novastar Home Equity Loan
        N/A
        
        66987XCF0
        
          
        
        147439.00000000
        PA
        USD
        149482.98000000
        0.028749627048
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-05-25
          Floating
          1.51663000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        RKWYUSIDZTWNAX1D9U96
        
        29373EAC1
        
          
        
        493334.09000000
        PA
        USD
        495177.93000000
        0.095236131968
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-05-20
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGL CLO 1 Ltd.
        N/A
        
        00851KAA3
        
          
        
        160000.00000000
        PA
        USD
        160552.96000000
        0.030878684125
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-20
          Floating
          1.68825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375BN99
        
          
        
        378933.25000000
        PA
        USD
        380067.93000000
        0.073097360252
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2063-03-20
          Floating
          0.51038000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140K9SH3
        
          
        
        148456.91000000
        PA
        USD
        156829.41000000
        0.030162544577
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JB4
        
          
          
        
        600000.00000000
        PA
        USD
        636681.75000000
        0.122451150367
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61744YAG3
        
          
          
        
        750000.00000000
        PA
        USD
        763461.25000000
        0.146834283098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-08
          Floating
          1.38200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        5493007758ACJK074H95
        
        78442GRX6
        
          
        
        977780.50000000
        PA
        USD
        951837.15000000
        0.183064072403
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-01-25
          Floating
          0.34575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        N/A
        
        15673EAA1
        
          
        
        125000.00000000
        PA
        USD
        125439.63000000
        0.024125439428
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-10-15
          Floating
          2.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818DK1
        
          
          
        
        1040000.00000000
        PA
        USD
        1075793.31000000
        0.206904200359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Fixed
          4.16300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Asset Acceptance Corpor
        N/A
        
        65535VBC1
        
          
        
        323742.42000000
        PA
        USD
        209485.98000000
        0.040289829631
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-05-25
          Variable
          6.57277400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636AAQ4
        
          
          
        
        1170000.00000000
        PA
        USD
        1184334.73000000
        0.227779656175
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2023-09-12
          Floating
          1.24413000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        549300KYL9TWDEEU3W90
        
        26250JAS9
        
          
        
        514599.05000000
        PA
        USD
        514820.84000000
        0.099013995753
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-10-15
          Floating
          1.08375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12597MAA3
        
          
        
        1053929.53000000
        PA
        USD
        1071373.33000000
        0.206054118453
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HarborView Mortgage Loan Trust
        N/A
        
        41161PSL8
        
          
          
        
        313602.00000000
        PA
        USD
        313033.22000000
        0.060204769325
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-20
          Floating
          0.83925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L2EY5
        
          
        
        197765.53000000
        PA
        USD
        199999.22000000
        0.038465268655
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        
        337932AG2
        
          
          
        
        300000.00000000
        PA
        USD
        306814.86000000
        0.059008810220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Variable
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05964HAA3
        
          
          
        
        1000000.00000000
        PA
        USD
        1011413.69000000
        0.194522255173
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2022-04-11
          Floating
          1.74775000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBL5
        
          
          
        
        1440000.00000000
        PA
        USD
        1475288.42000000
        0.283737933673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          1.57100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT Ltd
        N/A
        
        12434LAA2
        
          
        
        940000.00000000
        PA
        USD
        940235.00000000
        0.180832664617
        Long
        ABS-MBS
        CORP
        KY
        N
        
        2
        
          2038-02-15
          Floating
          1.00088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        780097BF7
        
          
          
        
        1000000.00000000
        PA
        USD
        1011223.35000000
        0.194485647634
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-05-15
          Floating
          1.62588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT GROUP INC
        N8O96ZZJQRFYQUJY7K79
        
        125581GR3
        
          
          
        
        450000.00000000
        PA
        USD
        489375.00000000
        0.094120071308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage
        N/A
        
        24380NAB5
        
          
        
        320000.00000000
        PA
        USD
        329377.02000000
        0.063348124873
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Fixed
          2.59400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        
        31393YV77
        
          
        
        574496.44000000
        PA
        USD
        595536.68000000
        0.114537838648
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-25
          Variable
          3.66885000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DF4
        
          
          
        
        250000.00000000
        PA
        USD
        271561.04000000
        0.052228545490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CS6
        
          
          
        
        240000.00000000
        PA
        USD
        241116.76000000
        0.046373285609
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-24
          Floating
          0.97600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CAT8
        
          
          
        
        6270000.00000000
        PA
        USD
        6155376.56000000
        1.183845682267
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-10-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        549300VE70J453FXBE45
        
        55818HBQ0
        
          
        
        602468.36000000
        PA
        USD
        602900.93000000
        0.115954183445
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-01-20
          Floating
          1.19825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        
        26875PAK7
        
          
          
        
        660000.00000000
        PA
        USD
        683389.59000000
        0.131434333471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        
        666807BG6
        
          
          
        
        770000.00000000
        PA
        USD
        817557.94000000
        0.157238542246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND CO
        ICE2EP6D98PQUILVRZ91
        
        075887BU2
        
          
          
        
        1054000.00000000
        PA
        USD
        1063397.81000000
        0.204520209873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-06
          Floating
          1.20550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL SECS CLEARING
        549300RYC9NELN2ICA34
        
        637639AB1
        
          
          
        
        500000.00000000
        PA
        USD
        511400.21000000
        0.098356115928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-23
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        N/A
        
        92917WBG2
        
          
        
        800000.00000000
        PA
        USD
        800000.00000000
        0.153861674681
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-15
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WENDYS FUNDING LLC
        5493009DRVSTWJOXUL48
        
        95058XAD0
        
          
          
        
        1209375.00000000
        PA
        USD
        1243730.68000000
        0.239203106596
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          3.57300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        26071.29000000
        0.005014215425
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-05-13
            0.00000000
            USD
            0.00000000
            USD
            -6220000.00000000
            USD
            26071.29000000
          
        
        
          N
          N
          N
        
      
      
        Option One Mortgage Loan Trust
        N/A
        
        68389FFT6
        
          
        
        839200.83000000
        PA
        USD
        839230.96000000
        0.161406851187
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-25
          Floating
          0.87163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        5574.80000000
        0.001072185080
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2027-05-15
            0.00000000
            USD
            -453.34000000
            USD
            -146000.00000000
            USD
            6028.14000000
          
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46649KAA3
        
          
        
        99184.31000000
        PA
        USD
        100514.11000000
        0.019331586617
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVY CHASE MORTGAGE FUNDING C
        549300BO65N44G8TZI31
        
        16678RCD7
        
          
          
        
        8698.28000000
        PA
        USD
        8745.09000000
        0.001681917740
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Floating
          0.67163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7JQ3
        
          
        
        1589288.70000000
        PA
        USD
        1685306.88000000
        0.324130173635
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        
        595017AP9
        
          
          
        
        230000.00000000
        PA
        USD
        246472.67000000
        0.047403372211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          4.33300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        
        902674YH7
        
          
          
        
        800000.00000000
        PA
        USD
        799841.41000000
        0.153831173527
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-06-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36257XAA9
        
          
        
        1500000.00000000
        PA
        USD
        1501575.90000000
        0.288793728293
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-15
          Floating
          1.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00914AAL6
        
          
          
        
        250000.00000000
        PA
        USD
        249084.87000000
        0.047905769044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARM FIN IV BV
        549300P1YOE2RRPSGG38
        
        88166JAA1
        
          
          
        
        30000.00000000
        PA
        USD
        30188.85000000
        0.005806133772
        Long
        DBT
        CORP
        CW
        
        N
        
        2
        
          2021-11-10
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANS UNION LLC
        X8NPN6PWJOM1QCTYFV34
        
        89334GAX2
        
          
          
        
        32606.73650000
        PA
        USD
        32511.62000000
        0.006252865374
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-11-15
          Floating
          1.84750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHN DEERE CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        
        24422EVJ5
        
          
          
        
        140000.00000000
        PA
        USD
        140396.89000000
        0.027002125769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-10
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        
        31393CX24
        
          
          
        
        75377.73000000
        PA
        USD
        75361.86000000
        0.014494127483
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-25
          Floating
          0.49163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whitebox CLO I Ltd
        549300E4AC0513DYO913
        
        96467FAA8
        
          
        
        500000.00000000
        PA
        USD
        500335.50000000
        0.096228072415
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-24
          Floating
          1.58575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174824M3
        
          
          
        
        1000000.00000000
        PA
        USD
        1062206.82000000
        0.204291150228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SERVICE
        EDBQKYOPJUCJKLOJDE72
        
        14913R2F3
        
          
          
        
        140000.00000000
        PA
        USD
        140489.69000000
        0.027019973723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-14
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L06A0
        
          
        
        99191.22000000
        PA
        USD
        100379.71000000
        0.019305737855
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        
        166764AU4
        
          
          
        
        800000.00000000
        PA
        USD
        802976.36000000
        0.154434109348
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-03
          Floating
          0.71425000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allegro CLO Ltd
        635400R1GOVCHJ4SNX58
        
        01751EAC2
        
          
        
        1571549.87000000
        PA
        USD
        1571809.18000000
        0.302301490892
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-10-21
          Floating
          1.26600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523AC4
        
          
          
        
        2585000.00000000
        PA
        USD
        2621361.44000000
        0.504158826378
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Floating
          1.07375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGF5
        
          
          
        
        780000.00000000
        PA
        USD
        786711.33000000
        0.151305903405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-22
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VBF6
        
          
        
        200436.62000000
        PA
        USD
        209264.22000000
        0.040247179175
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MRA ISSUANCE TRUST
        N/A
        
        55349BAA7
        
          
        
        590000.00000000
        PA
        USD
        590539.26000000
        0.113576699385
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2021-10-08
          Floating
          1.86013000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375BKP6
        
          
        
        169080.22000000
        PA
        USD
        169751.15000000
        0.032647745272
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-02-20
          Floating
          0.61038000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HALLIBURTON CO
        ENYF8GB5SMQZ25S06U51
        
        406216AZ4
        
          
          
        
        180000.00000000
        PA
        USD
        181106.39000000
        0.034831665576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greywolf CLO Ltd
        5493006V5AX99BBCEZ73
        
        39809GAC9
        
          
        
        250000.00000000
        PA
        USD
        249517.00000000
        0.047988879351
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-26
          Floating
          1.80575000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KVHC7
        
          
        
        97549.85000000
        PA
        USD
        98699.74000000
        0.018982634108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        54930068MLVF3BECCK93
        
        92917KAA2
        
          
        
        1000000.00000000
        PA
        USD
        1001079.00000000
        0.192534614285
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-15
          Floating
          1.33375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622AAVL5
        
          
        
        98344.85000000
        PA
        USD
        100133.65000000
        0.019258413851
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE MORTGAGE TRUST
        N/A
        
        126390AA1
        
          
        
        310000.00000000
        PA
        USD
        315762.40000000
        0.060729664581
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-15
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        
        01F022683
        
          
        
        1400000.00000000
        PA
        USD
        1443121.39000000
        0.277551342291
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        549300ZUZB9UCBWEBN39
        
        63941BAC9
        
          
        
        465062.61000000
        PA
        USD
        466922.81000000
        0.089801906866
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-01-15
          Floating
          1.00088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIMAREX ENERGY CO
        11KYOFXPU1C4CQL1CL44
        
        171798AC5
        
          
          
        
        300000.00000000
        PA
        USD
        328128.62000000
        0.063108023729
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CORP
        5493006W3QUS5LMH6R84
        
        892331AL3
        
          
          
        
        1060000.00000000
        PA
        USD
        1067349.67000000
        0.205280259620
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-03-25
          Fixed
          0.68100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SILVER ROCK CLO LTD
        N/A
        
        82811RAA5
        
          
        
        420000.00000000
        PA
        USD
        421505.28000000
        0.081066885334
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-20
          Floating
          1.83825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FQX57
        
          
        
        1171623.56000000
        PA
        USD
        1182951.40000000
        0.227513604337
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-25
          Floating
          0.54163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CAB7
        
          
          
        
        1955000.00000000
        PA
        USD
        1926896.88000000
        0.370594476118
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-07-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31329N3E6
        
          
        
        200187.11000000
        PA
        USD
        218469.83000000
        0.042017667388
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-07-23
      Legg Mason Partners Income Trust
      Christopher Berarducci
      Christopher Berarducci
      Principal Financial Officer